# EDGAR Filing Document

**Accession Number:** 0000918706
**File Stem:** 0001193125-26-285301
**Filing Date:** 2026-6
**Character Count:** 487501
**Document Hash:** d88e660fc4c16a7a7879057908907f46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-285301.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-285301

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 16

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**EFFECTIVENESS DATE**: 20260626

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Macro Portfolio
- **CENTRAL INDEX KEY:** 0000918706

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

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08342
- **FILM NUMBER:** 261128155

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategic Income Portfolio
- **DATE OF NAME CHANGE:** 20050401

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

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

## Series and Classes Contracts Data

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

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

?xml version='1.0' encoding='ASCII'? Global Macro Portfolio

### UNITED STATES

### SECURITIES AND EXCHANGE COMMISSION

#### Washington, D.C. 20549

### Form N-CSR

#### CERTIFIED SHAREHOLDER REPORT OF REGISTERED

#### MANAGEMENT INVESTMENT COMPANIES

#### Investment Company Act File Number: 811-08342

## Global Macro Portfolio

#### (Exact Name of Registrant as Specified in Charter)

#### One Post Office Square, Boston, Massachusetts 02109

#### (Address of Principal Executive Offices)

#### Deidre E. Walsh

#### One Post Office Square, Boston, Massachusetts 02109

#### (Name and Address of Agent for Services)
(617) 482-8260

#### (Registrant's Telephone Number)

#### October 31

#### Date of Fiscal Year End

#### April 30, 2026

#### Date of Reporting Period

------

#### Item 1. Reports to Stockholders
(a) # Global Macro Portfolio
![Image](g159317g01u61.jpg)

#### Semi-Annual Shareholder Report April 30, 2026
This semi-annual shareholder report contains important information about the Global Macro Portfolio (the "Fund") for the period of November 1, 2025 to April 30, 2026. You can find additional information about the Fund at www.eatonvance.com/open-end-mutual-fund-documents.php and selecting Eaton Vance Global Macro Absolute Return Fund. You can also request this information by contacting us at 1-800-262-1122.

## What were the Fund costs for the last six months?
(based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Global Macro Portfolio | $53 | 1.03%<sup>Footnote Reference1</sup> |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>1</sup> | &nbsp;&nbsp;Annualized |

---

## Key Fund Statistics

---

| | |
|:---|:---|
| Total Net Assets | $3794174749 |
| # of Portfolio Holdings (including derivatives) | 1455 |
| Portfolio Turnover Rate | 89% |

---

## What did the Fund invest in?
The following tables reflect what the Fund invested in as of the report date.

### Asset Allocation (% of total investments)
![Group By Asset Type Chart](g159317g58s88.jpg)

---

| | |
|:---|:---|
| **Value** | **Value** |
| Other<sup>Footnote Reference†</sup> | 2.0% |
| Insurance Linked Securities | 1.2% |
| Senior Floating-Rate Loans | 1.2% |
| Foreign Corporate Bonds | 5.4% |
| Common Stocks | 5.5% |
| Sovereign Government Bonds | 32.0% |
| Short-Term Investments | 52.7% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>†</sup> | &nbsp;&nbsp;Investment types less than 1% each |

---

### Foreign Currency Exposure (% of net assets)<sup>**Footnote Reference \***</sup>

---

| | |
|:---|:---|
| Kazakhstan | 6.7% |
| Hungary | 5.4% |
| Nigeria | 5.3% |
| Uzbekistan | 4.1% |
| Taiwan | 2.5% |
| Brazil | 2.2% |
| Iceland | 1.8% |
| Egypt | 1.6% |
| Armenia | 1.4% |
| Zambia | 1.4% |
| Other | 8.8% |
| Total Long Exposure | 41.2% |

---

---

| | |
|:---|:---|
| Saudi Arabia | (5.6)% |
| United Arab Emirates | (7.8)% |
| Euro | (9.3)% |
| Other | (10.7)% |
| Total Short Exposure | (33.4)% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;Currency exposures include all foreign exchange denominated assets and currency derivatives. |

---

## Additional Information
![An image of a QR code that, when scanned, navigates the user to the following URL: http://www.eatonvance.com/calvert-fund-documents.php](g159317g90e88.jpg)

If you wish to view additional information about the Fund, including the prospectus, statement of additional information, financial statements and holdings, please scan the QR code or visit www.eatonvance.com/open-end-mutual-fund-documents.php and select Eaton Vance Global Macro Absolute Return Fund. For proxy information, please visit www.eatonvance.com/proxyvoting.

## Householding
The Funds may deliver a single copy of certain required shareholder documents (including prospectuses, shareholder reports, and proxy materials) to investors with the same last name and the same address. Your participation will continue indefinitely unless you instruct otherwise by calling 1-800-262-1122 or by contacting your financial intermediary. Your instruction will typically be effective within 30 days of receipt.

#### Not FDIC Insured \| May Lose Value \| No Bank Guarantee
Semi-Annual Shareholder Report April 30, 2026

# GM Port.-TSR-SAR

------

(b) Not applicable.

#### Item 2. Code of Ethics
Not required in this filing.

#### Item 3. Audit Committee Financial Expert
Not required in this filing.

#### Item 4. Principal Accountant Fees and Services
Not required in this filing.

#### Item 5. Audit Committee of Listed Registrants
Not applicable.

#### Item 6. Schedule of Investments
(a) Please see schedule of investments contained in the Financial Statements and Financial Highlights included under Item 7 of this Form N-CSR.

(b) Not applicable.

#### Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited)

------

Collateralized Mortgage Obligations — 0.7%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &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;72 | &nbsp;&nbsp;$73982 |
| &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;178 | &nbsp;&nbsp;&nbsp;&nbsp; 185655 |
| 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;16 | &nbsp;&nbsp;&nbsp;&nbsp; 15831 |
| &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;29 | &nbsp;&nbsp;&nbsp;&nbsp; 29903 |
| &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;37 | &nbsp;&nbsp;&nbsp;&nbsp; 37136 |
| &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;6 | &nbsp;&nbsp;&nbsp;&nbsp; 6520 |
| &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;297 | &nbsp;&nbsp;&nbsp;&nbsp; 300638 |
| &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;129 | &nbsp;&nbsp;&nbsp;&nbsp; 132104 |
| &nbsp;&nbsp;&nbsp;Series 2009-48, Class WA, 5.771%, 7/25/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp; 479314 |
| &nbsp;&nbsp;&nbsp;Series 2011-38, Class SA, 2.221%, (13.157% - 30-day SOFR Average x 3.00), 5/25/41<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp; 479145 |
| JPM Lending Facility, 10.649%, (SOFR + 7.00%), 7/15/29<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7013 | &nbsp;&nbsp;&nbsp;&nbsp; 7037037 |
| Unison Trust, Series 2021-1, Class A, 6.50%, 4/25/50<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19615 | &nbsp;&nbsp;&nbsp;&nbsp; 18635132 |
| Total Collateralized Mortgage Obligations<br> (identified cost $28,398,274) |  | &nbsp;&nbsp;**$27412397** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Common Stocks — 5.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Argentina — 0.4% | Argentina — 0.4% | Argentina — 0.4% |
| Banco BBVA Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47072 | &nbsp;&nbsp;$671247 |
| Banco Macro SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29680 | &nbsp;&nbsp;&nbsp;&nbsp; 2136960 |
| Central Puerto SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30447 | &nbsp;&nbsp;&nbsp;&nbsp; 429607 |
| Corp. America Airports SA<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11484 | &nbsp;&nbsp;&nbsp;&nbsp; 286526 |
| Cresud SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12229 | &nbsp;&nbsp;&nbsp;&nbsp; 137576 |
| Empresa Distribuidora Y Comercializadora Norte ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6339 | &nbsp;&nbsp;&nbsp;&nbsp; 158792 |
| Grupo Financiero Galicia SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85214 | &nbsp;&nbsp;&nbsp;&nbsp; 3522747 |
| Grupo Supervielle SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41256 | &nbsp;&nbsp;&nbsp;&nbsp; 339537 |
| IRSA Inversiones y Representaciones SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp; 141446 |
| Loma Negra Cia Industrial Argentina SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16420 | &nbsp;&nbsp;&nbsp;&nbsp; 181277 |
| Pampa Energia SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12573 | &nbsp;&nbsp;&nbsp;&nbsp; 1041925 |
| Telecom Argentina SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24978 | &nbsp;&nbsp;&nbsp;&nbsp; 298237 |
| Transportadora de Gas del Sur SA, Class B ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22385 | &nbsp;&nbsp;&nbsp;&nbsp; 682966 |
| Vista Energy SAB de CV ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30067 | &nbsp;&nbsp;&nbsp;&nbsp; 2234579 |
| YPF SA ADR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64680 | &nbsp;&nbsp;&nbsp;&nbsp; 2920949 |
|  |  | &nbsp;&nbsp;**$15184371** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| 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;$844490 |
|  |  | &nbsp;&nbsp;**$844490** |
| 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;10804 | &nbsp;&nbsp;$152228 |
| Arcos Dorados Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48862 | &nbsp;&nbsp;&nbsp;&nbsp; 435849 |
|  |  | &nbsp;&nbsp;**$588077** |
| Bulgaria — 0.2% | Bulgaria — 0.2% | Bulgaria — 0.2% |
| Eurohold Bulgaria AD<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5122901 | &nbsp;&nbsp;$6564276 |
|  |  | &nbsp;&nbsp;**$6564276** |
| Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> | Canada — 0.0%<sup>†</sup> |
| Amaroq Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517800 | &nbsp;&nbsp;$686819 |
| Lithium Argentina AG<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46088 | &nbsp;&nbsp;&nbsp;&nbsp; 468715 |
|  |  | &nbsp;&nbsp;**$1155534** |
| China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> | China — 0.0%<sup>†</sup> |
| Shimao Group Holdings Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582390 | &nbsp;&nbsp;$12419 |
| Times China Holdings Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1518847 | &nbsp;&nbsp;&nbsp;&nbsp; 10567 |
|  |  | &nbsp;&nbsp;**$22986** |
| Cyprus — 0.4% | Cyprus — 0.4% | Cyprus — 0.4% |
| Bank of Cyprus Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;1293000 | &nbsp;&nbsp;$14012030 |
|  |  | &nbsp;&nbsp;**$14012030** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Georgia Capital PLC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133952 | &nbsp;&nbsp;$7136440 |
|  |  | &nbsp;&nbsp;**$7136440** |
| Greece — 0.8% | Greece — 0.8% | Greece — 0.8% |
| Alpha Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485181 | &nbsp;&nbsp;$1947143 |
| Athens International Airport SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29513 | &nbsp;&nbsp;&nbsp;&nbsp; 336522 |
| CrediaBank SA<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1154564 | &nbsp;&nbsp;&nbsp;&nbsp; 1637971 |
| Eurobank SA | &nbsp;&nbsp;&nbsp;&nbsp;1005367 | &nbsp;&nbsp;&nbsp;&nbsp; 4374404 |
| GEK TERNA SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp; 2013574 |
| Hellenic Telecommunications Organization SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74862 | &nbsp;&nbsp;&nbsp;&nbsp; 1600537 |
| Helleniq Energy Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34400 | &nbsp;&nbsp;&nbsp;&nbsp; 397099 |
| Ideal Holdings SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22813 | &nbsp;&nbsp;&nbsp;&nbsp; 156426 |
| JUMBO SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48994 | &nbsp;&nbsp;&nbsp;&nbsp; 1337274 |
| LAMDA Development SA<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30988 | &nbsp;&nbsp;&nbsp;&nbsp; 220743 |
| Metlen Energy & Metals PLC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64250 | &nbsp;&nbsp;&nbsp;&nbsp; 2715353 |
| Motor Oil (Hellas) Corinth Refineries SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28366 | &nbsp;&nbsp;&nbsp;&nbsp; 1266125 |
| National Bank of Greece SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232955 | &nbsp;&nbsp;&nbsp;&nbsp; 3691914 |
| Optima bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77763 | &nbsp;&nbsp;&nbsp;&nbsp; 813561 |

---

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Greece (continued) | Greece (continued) | Greece (continued) |
| Piraeus Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352537 | &nbsp;&nbsp;$3337485 |
| Public Power Corp. SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119835 | &nbsp;&nbsp;&nbsp;&nbsp; 2544410 |
| Qualco Group SA<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52437 | &nbsp;&nbsp;&nbsp;&nbsp; 340867 |
| Titan SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16242 | &nbsp;&nbsp;&nbsp;&nbsp; 873046 |
|  |  | &nbsp;&nbsp;**$29604454** |
| Hungary — 0.6% | Hungary — 0.6% | Hungary — 0.6% |
| Magyar Telekom Telecommunications PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300825 | &nbsp;&nbsp;$2382922 |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357666 | &nbsp;&nbsp;&nbsp;&nbsp; 4777057 |
| OTP Bank Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105229 | &nbsp;&nbsp;&nbsp;&nbsp; 14114250 |
| Richter Gedeon Nyrt | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52467 | &nbsp;&nbsp;&nbsp;&nbsp; 2213044 |
|  |  | &nbsp;&nbsp;**$23487273** |
| Iceland — 0.4% | Iceland — 0.4% | Iceland — 0.4% |
| Arion Banki Hf.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1881577 | &nbsp;&nbsp;$2945231 |
| Bera Hf.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3273323 | &nbsp;&nbsp;&nbsp;&nbsp; 409548 |
| Eik fasteignafelag Hf. | &nbsp;&nbsp;&nbsp;&nbsp;3253209 | &nbsp;&nbsp;&nbsp;&nbsp; 373091 |
| Eimskipafelag Islands Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220734 | &nbsp;&nbsp;&nbsp;&nbsp; 443261 |
| Festi Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378876 | &nbsp;&nbsp;&nbsp;&nbsp; 1024073 |
| Hagar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;1767490 | &nbsp;&nbsp;&nbsp;&nbsp; 1733595 |
| Hampidjan Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356548 | &nbsp;&nbsp;&nbsp;&nbsp; 259994 |
| Heimar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2553766 | &nbsp;&nbsp;&nbsp;&nbsp; 716954 |
| Icelandair Group Hf.<sup>(5)</sup> | 54957023 | &nbsp;&nbsp;&nbsp;&nbsp; 345514 |
| Islandsbanki Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2648039 | &nbsp;&nbsp;&nbsp;&nbsp; 3098655 |
| Kaldalon Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304700 | &nbsp;&nbsp;&nbsp;&nbsp; 64839 |
| Kvika banki Hf. | &nbsp;&nbsp;&nbsp;&nbsp;6468924 | &nbsp;&nbsp;&nbsp;&nbsp; 818363 |
| Reitir fasteignafelag Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875641 | &nbsp;&nbsp;&nbsp;&nbsp; 810740 |
| Siminn Hf. | &nbsp;&nbsp;&nbsp;&nbsp;3639484 | &nbsp;&nbsp;&nbsp;&nbsp; 358892 |
| Sjova-Almennar Tryggingar Hf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191700 | &nbsp;&nbsp;&nbsp;&nbsp; 62398 |
| Skagi Hf. | &nbsp;&nbsp;&nbsp;&nbsp;2290750 | &nbsp;&nbsp;&nbsp;&nbsp; 351311 |
|  |  | &nbsp;&nbsp;**$13816459** |
| India — 0.6% | India — 0.6% | India — 0.6% |
| Ambuja Cements Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98100 | &nbsp;&nbsp;$461382 |
| Apollo Hospitals Enterprise Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp; 581189 |
| Asian Paints Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp; 425554 |
| Bharti Airtel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25200 | &nbsp;&nbsp;&nbsp;&nbsp; 503746 |
| Dabur India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99500 | &nbsp;&nbsp;&nbsp;&nbsp; 464272 |
| DLF Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84900 | &nbsp;&nbsp;&nbsp;&nbsp; 528471 |
| Fortis Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59500 | &nbsp;&nbsp;&nbsp;&nbsp; 581945 |
| HDFC Asset Management Co. Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19700 | &nbsp;&nbsp;&nbsp;&nbsp; 565255 |
| HDFC Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55900 | &nbsp;&nbsp;&nbsp;&nbsp; 457210 |
| HDFC Life Insurance Co. Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67100 | &nbsp;&nbsp;&nbsp;&nbsp; 416787 |
| Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 486332 |
| Hindustan Aeronautics Ltd.<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp; 238747 |
| Hindustan Unilever Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19500 | &nbsp;&nbsp;&nbsp;&nbsp; 463568 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| ICICI Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;$473667 |
| ICICI Prudential Life Insurance Co. Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67400 | &nbsp;&nbsp;&nbsp;&nbsp; 365838 |
| Infosys Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127131 | &nbsp;&nbsp;&nbsp;&nbsp; 1600467 |
| ITC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158600 | &nbsp;&nbsp;&nbsp;&nbsp; 528065 |
| Jindal Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39700 | &nbsp;&nbsp;&nbsp;&nbsp; 513725 |
| JSW Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42200 | &nbsp;&nbsp;&nbsp;&nbsp; 564959 |
| Kwality Wall's India Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp; 2812 |
| Lodha Developers Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55000 | &nbsp;&nbsp;&nbsp;&nbsp; 524239 |
| Marico Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67900 | &nbsp;&nbsp;&nbsp;&nbsp; 555840 |
| Maruti Suzuki India Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp; 465567 |
| Max Healthcare Institute Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48700 | &nbsp;&nbsp;&nbsp;&nbsp; 512398 |
| Muthoot Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp; 438453 |
| Nippon Life India Asset Management Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62500 | &nbsp;&nbsp;&nbsp;&nbsp; 669205 |
| Oberoi Realty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp; 618966 |
| One 97 Communications Ltd.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp; 512510 |
| Persistent Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33700 | &nbsp;&nbsp;&nbsp;&nbsp; 1721847 |
| Reliance Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35300 | &nbsp;&nbsp;&nbsp;&nbsp; 535374 |
| SBI Life Insurance Co. Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp; 414843 |
| State Bank of India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44600 | &nbsp;&nbsp;&nbsp;&nbsp; 504470 |
| Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66800 | &nbsp;&nbsp;&nbsp;&nbsp; 1752985 |
| Tata Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227300 | &nbsp;&nbsp;&nbsp;&nbsp; 508278 |
| TVS Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13900 | &nbsp;&nbsp;&nbsp;&nbsp; 514743 |
| UltraTech Cement Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp; 478525 |
| Varun Beverages Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89200 | &nbsp;&nbsp;&nbsp;&nbsp; 485872 |
| Wipro Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899000 | &nbsp;&nbsp;&nbsp;&nbsp; 1915558 |
|  |  | &nbsp;&nbsp;**$23353664** |
| Luxembourg — 0.0%<sup>†</sup> | Luxembourg — 0.0%<sup>†</sup> | Luxembourg — 0.0%<sup>†</sup> |
| Alvotech SA<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159503 | &nbsp;&nbsp;$540545 |
|  |  | &nbsp;&nbsp;**$540545** |
| Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% |
| Access Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;2840529 | &nbsp;&nbsp;$55943 |
| Fidelity Bank PLC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1331659 | &nbsp;&nbsp;&nbsp;&nbsp; 19304 |
| First HoldCo PLC | 11959968 | &nbsp;&nbsp;&nbsp;&nbsp; 559894 |
| Guaranty Trust Holding Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;3866699 | &nbsp;&nbsp;&nbsp;&nbsp; 379737 |
| Nigerian Breweries PLC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542654 | &nbsp;&nbsp;&nbsp;&nbsp; 31073 |
| Transnational Corp. of Nigeria PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213337 | &nbsp;&nbsp;&nbsp;&nbsp; 6927 |
| United Bank for Africa PLC | 13107185 | &nbsp;&nbsp;&nbsp;&nbsp; 407053 |
| Zenith Bank PLC | 11224146 | &nbsp;&nbsp;&nbsp;&nbsp; 1066806 |
|  |  | &nbsp;&nbsp;**$2526737** |
| Philippines — 0.2% | Philippines — 0.2% | Philippines — 0.2% |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47840 | &nbsp;&nbsp;$363748 |
| Ayala Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1510100 | &nbsp;&nbsp;&nbsp;&nbsp; 371558 |
| Bank of the Philippine Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393220 | &nbsp;&nbsp;&nbsp;&nbsp; 572504 |

---

*15*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Philippines (continued) | Philippines (continued) | Philippines (continued) |
| BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422827 | &nbsp;&nbsp;$790667 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162290 | &nbsp;&nbsp;&nbsp;&nbsp; 1880886 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93640 | &nbsp;&nbsp;&nbsp;&nbsp; 923359 |
| SM Prime Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2655600 | &nbsp;&nbsp;&nbsp;&nbsp; 821773 |
|  |  | &nbsp;&nbsp;**$5724495** |
| Poland — 0.0%<sup>†</sup> | Poland — 0.0%<sup>†</sup> | Poland — 0.0%<sup>†</sup> |
| Budimex SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170 | &nbsp;&nbsp;$758119 |
| Grupa Kety SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 | &nbsp;&nbsp;&nbsp;&nbsp; 623367 |
|  |  | &nbsp;&nbsp;**$1381486** |
| Puerto Rico — 0.1% | Puerto Rico — 0.1% | Puerto Rico — 0.1% |
| Liberty Latin America Ltd., Class C<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564900 | &nbsp;&nbsp;$4694319 |
|  |  | &nbsp;&nbsp;**$4694319** |
| Slovenia — 0.2% | Slovenia — 0.2% | Slovenia — 0.2% |
| Nova Ljubljanska Banka DD GDR<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157872 | &nbsp;&nbsp;$8279827 |
|  |  | &nbsp;&nbsp;**$8279827** |
| Switzerland — 0.0%<sup>†</sup> | Switzerland — 0.0%<sup>†</sup> | Switzerland — 0.0%<sup>†</sup> |
| Oculis Holding AG<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26940 | &nbsp;&nbsp;$725170 |
|  |  | &nbsp;&nbsp;**$725170** |
| United Arab Emirates — 0.2% | United Arab Emirates — 0.2% | United Arab Emirates — 0.2% |
| Aldar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1776620 | &nbsp;&nbsp;$3736417 |
| Emaar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1737560 | &nbsp;&nbsp;&nbsp;&nbsp; 5594940 |
|  |  | &nbsp;&nbsp;**$9331357** |
| United States — 0.0%<sup>†</sup> | United States — 0.0%<sup>†</sup> | United States — 0.0%<sup>†</sup> |
| JBT Marel Corp.<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;$209155 |
| JBT Marel Corp.<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp; 170192 |
|  |  | &nbsp;&nbsp;**$379347** |
| Vietnam — 1.1% | Vietnam — 1.1% | Vietnam — 1.1% |
| Asia Commercial Bank JSC | &nbsp;&nbsp;&nbsp;&nbsp;2067600 | &nbsp;&nbsp;$1849339 |
| Bank for Foreign Trade of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390958 | &nbsp;&nbsp;&nbsp;&nbsp; 889956 |
| Bank for Investment & Development of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835200 | &nbsp;&nbsp;&nbsp;&nbsp; 1273715 |
| Binh Minh Plastics JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 203732 |
| Coteccons Construction JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266805 | &nbsp;&nbsp;&nbsp;&nbsp; 883336 |
| Duc Giang Chemicals JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73500 | &nbsp;&nbsp;&nbsp;&nbsp; 149663 |
| FPT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713377 | &nbsp;&nbsp;&nbsp;&nbsp; 2049648 |
| FPT Digital Retail JSC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181125 | &nbsp;&nbsp;&nbsp;&nbsp; 1023012 |
| Gemadept Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768500 | &nbsp;&nbsp;&nbsp;&nbsp; 2200165 |
| Hoa Phat Group JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843750 | &nbsp;&nbsp;&nbsp;&nbsp; 889847 |
| IDICO Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161460 | &nbsp;&nbsp;&nbsp;&nbsp; 276860 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Vietnam (continued) | Vietnam (continued) | Vietnam (continued) |
| Khang Dien House Trading & Investment JSC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667456 | &nbsp;&nbsp;$644449 |
| KIDO Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13562 | &nbsp;&nbsp;&nbsp;&nbsp; 22535 |
| Kinh Bac City Development Holding Corp.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748800 | &nbsp;&nbsp;&nbsp;&nbsp; 964216 |
| Masan Group Corp.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287600 | &nbsp;&nbsp;&nbsp;&nbsp; 839117 |
| Military Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;1471877 | &nbsp;&nbsp;&nbsp;&nbsp; 1458793 |
| Mobile World Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929098 | &nbsp;&nbsp;&nbsp;&nbsp; 2971692 |
| Nam Long Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799974 | &nbsp;&nbsp;&nbsp;&nbsp; 843858 |
| PetroVietnam Gas JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402400 | &nbsp;&nbsp;&nbsp;&nbsp; 1152236 |
| Phat Dat Real Estate Development Corp.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458136 | &nbsp;&nbsp;&nbsp;&nbsp; 287582 |
| Phu Nhuan Jewelry JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438210 | &nbsp;&nbsp;&nbsp;&nbsp; 1126884 |
| Refrigeration Electrical Engineering Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380599 | &nbsp;&nbsp;&nbsp;&nbsp; 871858 |
| Saigon Beer Alcohol Beverage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454900 | &nbsp;&nbsp;&nbsp;&nbsp; 820331 |
| Saigon Thuong Tin Commercial JSB<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456800 | &nbsp;&nbsp;&nbsp;&nbsp; 1172421 |
| SSI Securities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1604400 | &nbsp;&nbsp;&nbsp;&nbsp; 1693114 |
| Techcom Securities JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667738 | &nbsp;&nbsp;&nbsp;&nbsp; 1287119 |
| Vietnam Dairy Products JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737081 | &nbsp;&nbsp;&nbsp;&nbsp; 1708194 |
| Vietnam Joint Stock Commercial Bank for Industry & Trade | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423929 | &nbsp;&nbsp;&nbsp;&nbsp; 564003 |
| Vietnam Prosperity JSC Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562500 | &nbsp;&nbsp;&nbsp;&nbsp; 565602 |
| Vietnam Technological & Commercial Joint Stock Bank | &nbsp;&nbsp;&nbsp;&nbsp;1180800 | &nbsp;&nbsp;&nbsp;&nbsp; 1517146 |
| Vingroup JSC<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443476 | &nbsp;&nbsp;&nbsp;&nbsp; 3630549 |
| Vinh Hoan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348300 | &nbsp;&nbsp;&nbsp;&nbsp; 809039 |
| Vinhomes JSC<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446400 | &nbsp;&nbsp;&nbsp;&nbsp; 2484607 |
| VP Bank Securities Ltd. Co.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637390 | &nbsp;&nbsp;&nbsp;&nbsp; 665898 |
|  |  | &nbsp;&nbsp;**$39790516** |
| Total Common Stocks<br> (identified cost $168,365,664) |  | &nbsp;&nbsp;**$209143853** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

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>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;$488766 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/28<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp; 567910 |
| Times China Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/30/27<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2687 | &nbsp;&nbsp;&nbsp;&nbsp; 14885 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/30/27<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp; 4184 |
| Total Convertible Bonds<br> (identified cost $1,898,921) |  |  | &nbsp;&nbsp;**$1075745** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

*16*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

Credit Linked Notes — 0.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| 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>(8)</sup> | TZS | &nbsp;&nbsp;&nbsp;&nbsp;4316000 | &nbsp;&nbsp;$1971541 |
| &nbsp;&nbsp;&nbsp;13.75%, 9/27/50<sup>(8)</sup> | TZS | &nbsp;&nbsp;&nbsp;&nbsp;1442100 | &nbsp;&nbsp;&nbsp;&nbsp; 637567 |
| Total Credit Linked Notes<br> (identified cost $2,545,199) |  |  | &nbsp;&nbsp;**$2609108** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Foreign Corporate Bonds — 5.4%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Angola — 0.1% | Angola — 0.1% | Angola — 0.1% | Angola — 0.1% |
| Sonangol Finance Ltd., 10.00%, 1/29/31<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2925 | &nbsp;&nbsp;$2995630 |
|  |  |  | &nbsp;&nbsp;**$2995630** |
| 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>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;$163080 |
| &nbsp;&nbsp;&nbsp;11.00%, 11/1/31<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp; 873535 |
|  |  |  | &nbsp;&nbsp;**$1036615** |
| 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>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 | &nbsp;&nbsp;$1371408 |
|  |  |  | &nbsp;&nbsp;**$1371408** |
| Brazil — 0.5% | Brazil — 0.5% | Brazil — 0.5% | Brazil — 0.5% |
| Braskem Netherlands Finance BV: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/31/30<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7812 | &nbsp;&nbsp;$4624001 |
| &nbsp;&nbsp;&nbsp;7.25%, 2/13/33<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385 | &nbsp;&nbsp;&nbsp;&nbsp; 3089644 |
| &nbsp;&nbsp;&nbsp;8.00%, 10/15/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4453 | &nbsp;&nbsp;&nbsp;&nbsp; 2607855 |
| Raizen Fuels Finance SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.70%, 1/17/35<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5815 | &nbsp;&nbsp;&nbsp;&nbsp; 3188074 |
| &nbsp;&nbsp;&nbsp;6.25%, 7/8/32<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7703 | &nbsp;&nbsp;&nbsp;&nbsp; 4236650 |
| &nbsp;&nbsp;&nbsp;6.45%, 3/5/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp; 626377 |
|  |  |  | &nbsp;&nbsp;**$18372601** |
| 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>(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;$86405 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) | China (continued) |
| Shimao Group Holdings Ltd.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/32<sup>(4)(10)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;$16848 |
| &nbsp;&nbsp;&nbsp;2.00%, (2.00% cash or 3.00% PIK), 7/21/33<sup>(4)(10)</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;2.00%, (2.00% cash or 3.00% PIK), 1/21/34<sup>(4)(10)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp; 17556 |
| &nbsp;&nbsp;&nbsp;5.95%, (5.00% cash or 6.00% PIK), 7/21/31<sup>(4)(10)</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>(4)(10)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp; 20307 |
| &nbsp;&nbsp;&nbsp;4.20%, 9/30/32<sup>(4)(10)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2244 | &nbsp;&nbsp;&nbsp;&nbsp; 70139 |
|  |  |  | &nbsp;&nbsp;**$346970** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Bank of Georgia JSC, 9.50% to 7/16/29<sup>(6)(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;$3958315 |
| TBC Bank Group PLC, 22.00%, 6/5/28<sup>(4)</sup> | UZS | 41540000 | &nbsp;&nbsp;&nbsp;&nbsp; 3497160 |
|  |  |  | &nbsp;&nbsp;**$7455475** |
| Hungary — 0.1% | Hungary — 0.1% | Hungary — 0.1% | Hungary — 0.1% |
| MBH Bank Nyrt, 5.25% to 1/29/29, 1/29/30<sup>(6)(12)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3369 | &nbsp;&nbsp;$3974956 |
|  |  |  | &nbsp;&nbsp;**$3974956** |
| Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% | Iceland — 0.0% |
| Wow Air Hf., 0.00%, (3 mo. EURIBOR + 9.00%)<sup>(9)(11)(13)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 | &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;$6470527 |
| Reliance Communications Ltd., 6.50%, 11/6/20<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp; 27000 |
|  |  |  | &nbsp;&nbsp;**$6497527** |
| Kazakhstan — 0.4% | Kazakhstan — 0.4% | Kazakhstan — 0.4% | Kazakhstan — 0.4% |
| Development Bank of Kazakhstan JSC, 13.00%, 4/15/27<sup>(4)</sup> | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3466500 | &nbsp;&nbsp;$7254776 |
| ForteBank JSC: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.75%, 2/4/30<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 | &nbsp;&nbsp;&nbsp;&nbsp; 4842966 |
| &nbsp;&nbsp;&nbsp;9.75% to 11/3/30<sup>(6)(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 4667763 |
|  |  |  | &nbsp;&nbsp;**$16765505** |
| Kyrgyzstan — 0.1% | Kyrgyzstan — 0.1% | Kyrgyzstan — 0.1% | Kyrgyzstan — 0.1% |
| Eldik Bank OAO, 8.50%, 4/23/31<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;$3760394 |
|  |  |  | &nbsp;&nbsp;**$3760394** |

---

*17*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| 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>(6)(9)</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>(6)(9)</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>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;$2505524 |
|  |  |  | &nbsp;&nbsp;**$2505524** |
| Supranational — 0.3% | Supranational — 0.3% | Supranational — 0.3% | Supranational — 0.3% |
| Asian Development Bank, 14.50%, 6/26/28 | UZS | 17111900 | &nbsp;&nbsp;$1479689 |
| Corp. Andina de Fomento: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.50%, 4/4/34<sup>(6)</sup> | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp; 5653799 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/26/34 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp; 4755552 |
| European Bank for Reconstruction & Development, 17.35%, 3/1/27<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp; 418596 |
|  |  |  | &nbsp;&nbsp;**$12307636** |
| Ukraine — 0.2% | Ukraine — 0.2% | Ukraine — 0.2% | Ukraine — 0.2% |
| Kernel Holding SA, 6.75%, 10/27/27<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp;$1227981 |
| MHP Lux SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 9/19/29<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp; 654940 |
| &nbsp;&nbsp;&nbsp;6.25%, 9/19/29<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 | &nbsp;&nbsp;&nbsp;&nbsp; 1405901 |
| &nbsp;&nbsp;&nbsp;10.50%, 7/28/29<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp; 5450822 |
|  |  |  | &nbsp;&nbsp;**$8739644** |
| Uzbekistan — 2.1% | Uzbekistan — 2.1% | Uzbekistan — 2.1% | Uzbekistan — 2.1% |
| Heritage Lending Group BV, 19.50%, 5/5/29 | UZS | 221552000 | &nbsp;&nbsp;$18559174 |
| Ipoteka-Bank ATIB: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.50%, 10/9/28<sup>(6)</sup> | UZS | 41010000 | &nbsp;&nbsp;&nbsp;&nbsp; 3551181 |
| &nbsp;&nbsp;&nbsp;20.50%, 4/25/27<sup>(6)</sup> | UZS | 42080000 | &nbsp;&nbsp;&nbsp;&nbsp; 3709974 |
| JSCB Agrobank: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.25%, 10/2/29<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7973 | &nbsp;&nbsp;&nbsp;&nbsp; 8691860 |
| &nbsp;&nbsp;&nbsp;20.75%, 9/15/28 | UZS | 127710000 | &nbsp;&nbsp;&nbsp;&nbsp; 11198888 |
| Uzbek Industrial & Construction Bank ATB: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.45% to 10/23/30<sup>(6)(11)(12)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp; 7430721 |
| &nbsp;&nbsp;&nbsp;19.95%, 4/25/28<sup>(6)</sup> | UZS | 43950000 | &nbsp;&nbsp;&nbsp;&nbsp; 4008104 |
| &nbsp;&nbsp;&nbsp;21.00%, 7/24/27<sup>(6)</sup> | UZS | 232110000 | &nbsp;&nbsp;&nbsp;&nbsp; 21002911 |
|  |  |  | &nbsp;&nbsp;**$78152813** |
| Venezuela — 1.1% | Venezuela — 1.1% | Venezuela — 1.1% | Venezuela — 1.1% |
| Petroleos de Venezuela SA: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.375%, 4/12/27<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10078 | &nbsp;&nbsp;$3816929 |
| &nbsp;&nbsp;&nbsp;6.00%, 10/28/22<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16976 | &nbsp;&nbsp;&nbsp;&nbsp; 6069094 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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) |
| Petroleos de Venezuela SA: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 5/16/24<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9558 | &nbsp;&nbsp;$3774536 |
| &nbsp;&nbsp;&nbsp;6.00%, 11/15/26<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10824 | &nbsp;&nbsp;&nbsp;&nbsp; 4302470 |
| &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; 115500 |
| &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; 10017892 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/17/21<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8232 | &nbsp;&nbsp;&nbsp;&nbsp; 3745372 |
| &nbsp;&nbsp;&nbsp;9.75%, 5/17/35<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9478 | &nbsp;&nbsp;&nbsp;&nbsp; 4490392 |
| &nbsp;&nbsp;&nbsp;12.75%, 2/17/22<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9436 | &nbsp;&nbsp;&nbsp;&nbsp; 4854808 |
|  |  |  | &nbsp;&nbsp;**$41186993** |
| Total Foreign Corporate Bonds<br> (identified cost $189,332,970) |  |  | &nbsp;&nbsp;**$205510254** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Insurance Linked Securities — 1.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Reinsurance Side Cars — 0.8% |  |  |
| Beacon RE<sup>(5)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2963783 | &nbsp;&nbsp;$2983048 |
| Beacon RE<sup>(5)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3536217 | &nbsp;&nbsp;&nbsp;&nbsp; 3536217 |
| Eden Re II Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023B, 0.00%, 3/19/27<sup>(4)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7394 | &nbsp;&nbsp;&nbsp;&nbsp; 113127 |
| &nbsp;&nbsp;&nbsp;Series 2024A, 0.00%, 3/17/28<sup>(4)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31579 | &nbsp;&nbsp;&nbsp;&nbsp; 83125 |
| &nbsp;&nbsp;&nbsp;Series 2024B, 0.00%, 3/17/28<sup>(4)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667 | &nbsp;&nbsp;&nbsp;&nbsp; 95123 |
| &nbsp;&nbsp;&nbsp;Series 2025A, 0.00%, 3/19/30<sup>(4)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93023 | &nbsp;&nbsp;&nbsp;&nbsp; 582130 |
| Mt. Logan Re Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;Participating Units<sup>(5)(13)(14)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4206800 |
| &nbsp;&nbsp;&nbsp;Series A-1<sup>(13)(15)(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 6622091 |
| PartnerRe Ltd.<sup>(5)(13)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp; 11454300 |
|  |  | &nbsp;&nbsp;**$29675961** |
| Segregated Account/Funds — 0.4% |  |  |
| PartnerRe ILS Fund SAC Ltd.<sup>(5)(13)(15)(16)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5700000 | &nbsp;&nbsp;$8022750 |
| Voussoir Re Ltd.<sup>(5)(13)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp; 1161383 |
| Voussoir Re Ltd.<sup>(5)(13)(15)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531 | &nbsp;&nbsp;&nbsp;&nbsp; 6165557 |
|  |  | &nbsp;&nbsp;**$15349690** |
| Total Insurance Linked Securities<br> (identified cost $38,852,758) |  | &nbsp;&nbsp;**$45025651** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

*18*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

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>(6)(13)(17)</sup> | UZS | 62624565 | &nbsp;&nbsp;$5258038 |
| Total Loan Participation Notes<br> (identified cost $5,368,712) |  |  | &nbsp;&nbsp;**$5258038** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Senior Floating-Rate Loans — 1.2%<sup>(18)</sup>

---

| | | |
|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.5% | Argentina — 0.5% | Argentina — 0.5% |
| Provincia De Neuquen: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.072%, (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;598 | &nbsp;&nbsp;$603934 |
| &nbsp;&nbsp;&nbsp;Term Loan, 11.072%, (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;478 | &nbsp;&nbsp;&nbsp;&nbsp; 482775 |
| VMOS SA: |  |  |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.075% - 9.188%, (6 mo. USD Term SOFR + 5.50%), 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11749 | &nbsp;&nbsp;&nbsp;&nbsp; 11920088 |
| &nbsp;&nbsp;&nbsp;Term Loan, 7/8/30<sup>(19)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8131 | &nbsp;&nbsp;&nbsp;&nbsp; 8130920 |
|  |  | &nbsp;&nbsp;**$21137717** |
| Suriname — 0.7% | Suriname — 0.7% | Suriname — 0.7% |
| Staatsolie Maatschappij Suriname NV: |  |  |
| &nbsp;&nbsp;&nbsp;Revolving Loan, 4/26/32<sup>(19)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22624 | &nbsp;&nbsp;$22624387 |
| &nbsp;&nbsp;&nbsp;Term Loan, 9.167%, (3 mo. USD Term SOFR + 5.50%), 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp; 2409915 |
|  |  | &nbsp;&nbsp;**$25034302** |
| Total Senior Floating-Rate Loans<br> (identified cost $45,841,812) |  | &nbsp;&nbsp;**$46172019** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Sovereign Government Bonds — 32.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 1.3% | Albania — 1.3% | Albania — 1.3% | Albania — 1.3% |
| Albania Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.50%, 11/23/31<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050 | &nbsp;&nbsp;$3530775 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/14/35<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476 | &nbsp;&nbsp;&nbsp;&nbsp; 7559671 |
| &nbsp;&nbsp;&nbsp;5.90%, 6/9/28<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6602 | &nbsp;&nbsp;&nbsp;&nbsp; 8091554 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.70%, 1/10/28 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31600 | &nbsp;&nbsp;$390692 |
| &nbsp;&nbsp;&nbsp;3.90%, 1/22/30 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90600 | &nbsp;&nbsp;&nbsp;&nbsp; 1139480 |
| &nbsp;&nbsp;&nbsp;4.05%, 2/7/32 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247000 | &nbsp;&nbsp;&nbsp;&nbsp; 3099966 |
| &nbsp;&nbsp;&nbsp;4.30%, 7/10/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293600 | &nbsp;&nbsp;&nbsp;&nbsp; 3643356 |
| &nbsp;&nbsp;&nbsp;4.70%, 2/23/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78200 | &nbsp;&nbsp;&nbsp;&nbsp; 970697 |
| &nbsp;&nbsp;&nbsp;4.95%, 7/22/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876300 | &nbsp;&nbsp;&nbsp;&nbsp; 11391489 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/26/29 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp; 6336940 |
| &nbsp;&nbsp;&nbsp;5.25%, 1/23/35 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107600 | &nbsp;&nbsp;&nbsp;&nbsp; 1408397 |
| &nbsp;&nbsp;&nbsp;5.59%, 2/19/40 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 | &nbsp;&nbsp;&nbsp;&nbsp; 1053149 |
| &nbsp;&nbsp;&nbsp;6.13%, 7/25/34 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36300 | &nbsp;&nbsp;&nbsp;&nbsp; 500430 |
|  |  |  | &nbsp;&nbsp;**$49116596** |
| Angola — 0.3% | Angola — 0.3% | Angola — 0.3% | Angola — 0.3% |
| Angola Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;9.125%, 11/26/49<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116 | &nbsp;&nbsp;$2982761 |
| &nbsp;&nbsp;&nbsp;9.244%, 1/15/31<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp; 3015150 |
| &nbsp;&nbsp;&nbsp;9.375%, 3/31/33<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp; 3563207 |
|  |  |  | &nbsp;&nbsp;**$9561118** |
| Argentina — 1.8% | Argentina — 1.8% | Argentina — 1.8% | Argentina — 1.8% |
| Argentina Bonar Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.75% to 7/9/27, 7/9/30<sup>(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62725 | &nbsp;&nbsp;$38343792 |
| &nbsp;&nbsp;&nbsp;1.00%, 7/9/29 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp; 177277 |
| Province of Santa Fe, 8.10%, 12/11/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7406 | &nbsp;&nbsp;&nbsp;&nbsp; 7276395 |
| Provincia de Cordoba: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.60%, 2/3/35<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973 | &nbsp;&nbsp;&nbsp;&nbsp; 2876378 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/2/32<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5382 | &nbsp;&nbsp;&nbsp;&nbsp; 5606699 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/2/32<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 | &nbsp;&nbsp;&nbsp;&nbsp; 2348105 |
| Provincia del Chubut Argentina, 9.45%, 4/29/36<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11927 | &nbsp;&nbsp;&nbsp;&nbsp; 12314627 |
|  |  |  | &nbsp;&nbsp;**$68943273** |
| 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;2822575 | &nbsp;&nbsp;$7821385 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/29/35 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;7364174 | &nbsp;&nbsp;&nbsp;&nbsp; 20394995 |
| &nbsp;&nbsp;&nbsp;9.25%, 4/29/28 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;1439030 | &nbsp;&nbsp;&nbsp;&nbsp; 4019240 |
| &nbsp;&nbsp;&nbsp;9.60%, 10/29/33 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;4241233 | &nbsp;&nbsp;&nbsp;&nbsp; 12213359 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/50 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618877 | &nbsp;&nbsp;&nbsp;&nbsp; 1806022 |
| &nbsp;&nbsp;&nbsp;9.75%, 10/29/52 | AMD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673150 | &nbsp;&nbsp;&nbsp;&nbsp; 1959822 |
|  |  |  | &nbsp;&nbsp;**$48214823** |

---

*19*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| Barbados — 0.2% | Barbados — 0.2% | Barbados — 0.2% | Barbados — 0.2% |
| Barbados Government International Bonds, 8.00%, 6/26/35<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7699 | &nbsp;&nbsp;$8275270 |
|  |  |  | &nbsp;&nbsp;**$8275270** |
| Benin — 0.1% | Benin — 0.1% | Benin — 0.1% | Benin — 0.1% |
| Benin Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.875%, 1/19/32<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;$1487177 |
| &nbsp;&nbsp;&nbsp;4.95%, 1/22/35<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp; 599925 |
| Benin Sukuk SA, 6.20%, 1/29/33<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp; 874467 |
|  |  |  | &nbsp;&nbsp;**$2961569** |
| Bosnia and Herzegovina — 0.3% | Bosnia and Herzegovina — 0.3% | Bosnia and Herzegovina — 0.3% | Bosnia and Herzegovina — 0.3% |
| Republic of Srpska International Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.25%, 4/2/31<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;$3786849 |
| &nbsp;&nbsp;&nbsp;6.375%, 5/8/33<sup>(6)(21)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 | &nbsp;&nbsp;&nbsp;&nbsp; 8268381 |
|  |  |  | &nbsp;&nbsp;**$12055230** |
| Brazil — 3.9% | Brazil — 3.9% | Brazil — 3.9% | Brazil — 3.9% |
| Brazil Letras do Tesouro Nacional: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 7/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175000 | &nbsp;&nbsp;$34578449 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383200 | &nbsp;&nbsp;&nbsp;&nbsp; 73231012 |
| Brazil Notas do Tesouro Nacional, 6.00%, 5/15/35<sup>(22)</sup> | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45664 | &nbsp;&nbsp;&nbsp;&nbsp; 40500028 |
|  |  |  | &nbsp;&nbsp;**$148309489** |
| Colombia — 1.5% | Colombia — 1.5% | Colombia — 1.5% | Colombia — 1.5% |
| Colombia TES: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 3/26/31 | COP | 38770100 | &nbsp;&nbsp;$8125619 |
| &nbsp;&nbsp;&nbsp;7.00%, 6/30/32 | COP | &nbsp;&nbsp;&nbsp;&nbsp;3102000 | &nbsp;&nbsp;&nbsp;&nbsp; 615347 |
| &nbsp;&nbsp;&nbsp;11.75%, 1/24/35 | COP | 73071300 | &nbsp;&nbsp;&nbsp;&nbsp; 18275777 |
| &nbsp;&nbsp;&nbsp;12.50%, 2/27/30 | COP | 22876000 | &nbsp;&nbsp;&nbsp;&nbsp; 5952303 |
| &nbsp;&nbsp;&nbsp;13.25%, 2/9/33 | COP | 94426400 | &nbsp;&nbsp;&nbsp;&nbsp; 25084286 |
|  |  |  | &nbsp;&nbsp;**$58053332** |
| Congo — 0.2% | Congo — 0.2% | Congo — 0.2% | Congo — 0.2% |
| DRC International Bonds, 9.50%, 4/16/37<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7346 | &nbsp;&nbsp;$7514325 |
|  |  |  | &nbsp;&nbsp;**$7514325** |
| Egypt — 1.6% | Egypt — 1.6% | Egypt — 1.6% | Egypt — 1.6% |
| Egypt Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;19.98%, 5/20/30 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1722389 | &nbsp;&nbsp;$31979381 |
| &nbsp;&nbsp;&nbsp;24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;1095914 | &nbsp;&nbsp;&nbsp;&nbsp; 20300428 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt (continued) | Egypt (continued) | Egypt (continued) | Egypt (continued) |
| Egypt Government International Bonds, 9.45%, 2/4/33<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7211 | &nbsp;&nbsp;$7799667 |
|  |  |  | &nbsp;&nbsp;**$60079476** |
| Ethiopia — 0.7% | Ethiopia — 0.7% | Ethiopia — 0.7% | Ethiopia — 0.7% |
| Ethiopia Government International Bonds, 6.625%, 12/11/24<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24357 | &nbsp;&nbsp;$25142757 |
|  |  |  | &nbsp;&nbsp;**$25142757** |
| Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% | Georgia — 0.2% |
| Georgia Government International Bonds, 5.125%, 1/28/31<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;$9164297 |
|  |  |  | &nbsp;&nbsp;**$9164297** |
| Ghana — 0.1% | Ghana — 0.1% | Ghana — 0.1% | Ghana — 0.1% |
| Ghana Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 7/3/26<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 | &nbsp;&nbsp;$404008 |
| &nbsp;&nbsp;&nbsp;5.00% to 7/3/28, 7/3/29<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp;&nbsp;&nbsp; 3341249 |
|  |  |  | &nbsp;&nbsp;**$3745257** |
| Hungary — 0.9% | Hungary — 0.9% | Hungary — 0.9% | Hungary — 0.9% |
| Hungary Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 10/27/38 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;6385380 | &nbsp;&nbsp;$15272833 |
| &nbsp;&nbsp;&nbsp;3.00%, 4/25/41 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;4003140 | &nbsp;&nbsp;&nbsp;&nbsp; 9157440 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/28/51 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164600 | &nbsp;&nbsp;&nbsp;&nbsp; 391333 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/24/35 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;2353900 | &nbsp;&nbsp;&nbsp;&nbsp; 8149101 |
|  |  |  | &nbsp;&nbsp;**$32970707** |
| India — 0.7% | India — 0.7% | India — 0.7% | India — 0.7% |
| India Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.09%, 8/5/54 | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470600 | &nbsp;&nbsp;$4684995 |
| &nbsp;&nbsp;&nbsp;7.24%, 8/18/55 | INR | &nbsp;&nbsp;&nbsp;&nbsp;2288850 | &nbsp;&nbsp;&nbsp;&nbsp; 23194100 |
|  |  |  | &nbsp;&nbsp;**$27879095** |
| Kazakhstan — 2.1% | Kazakhstan — 2.1% | Kazakhstan — 2.1% | Kazakhstan — 2.1% |
| Kazakhstan Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 4/18/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4212153 | &nbsp;&nbsp;$7466964 |
| &nbsp;&nbsp;&nbsp;5.50%, 9/20/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22984 | &nbsp;&nbsp;&nbsp;&nbsp; 39771 |
| &nbsp;&nbsp;&nbsp;5.50%, 4/24/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4933059 | &nbsp;&nbsp;&nbsp;&nbsp; 6661408 |
| &nbsp;&nbsp;&nbsp;7.22%, 12/10/28 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3288706 | &nbsp;&nbsp;&nbsp;&nbsp; 5840972 |
| &nbsp;&nbsp;&nbsp;7.68%, 8/13/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;4275318 | &nbsp;&nbsp;&nbsp;&nbsp; 7428981 |
| &nbsp;&nbsp;&nbsp;8.44%, 5/10/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1808788 | &nbsp;&nbsp;&nbsp;&nbsp; 2972199 |
| &nbsp;&nbsp;&nbsp;8.66%, 4/4/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;2945627 | &nbsp;&nbsp;&nbsp;&nbsp; 4574995 |
| &nbsp;&nbsp;&nbsp;10.55%, 7/28/29 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1226683 | &nbsp;&nbsp;&nbsp;&nbsp; 2316921 |
| &nbsp;&nbsp;&nbsp;10.69%, 8/23/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979231 | &nbsp;&nbsp;&nbsp;&nbsp; 1680340 |

---

*20*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| Kazakhstan (continued) | Kazakhstan (continued) | Kazakhstan (continued) | Kazakhstan (continued) |
| Kazakhstan Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;11.05%, 1/28/37 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143864 | &nbsp;&nbsp;$236955 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/12/31 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3469539 | &nbsp;&nbsp;&nbsp;&nbsp; 7076505 |
| &nbsp;&nbsp;&nbsp;14.00%, 5/19/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34476 | &nbsp;&nbsp;&nbsp;&nbsp; 70008 |
| &nbsp;&nbsp;&nbsp;14.00%, 2/13/35 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;6966116 | &nbsp;&nbsp;&nbsp;&nbsp; 13963400 |
| &nbsp;&nbsp;&nbsp;14.45%, 6/5/33 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;1483264 | &nbsp;&nbsp;&nbsp;&nbsp; 3054365 |
| &nbsp;&nbsp;&nbsp;14.50%, 3/6/34 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657741 | &nbsp;&nbsp;&nbsp;&nbsp; 1354056 |
| &nbsp;&nbsp;&nbsp;14.60%, 3/6/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87910 | &nbsp;&nbsp;&nbsp;&nbsp; 182598 |
| &nbsp;&nbsp;&nbsp;15.18%, 2/5/32 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3956257 | &nbsp;&nbsp;&nbsp;&nbsp; 8392689 |
| &nbsp;&nbsp;&nbsp;16.95%, 10/9/30 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;3045179 | &nbsp;&nbsp;&nbsp;&nbsp; 6841340 |
|  |  |  | &nbsp;&nbsp;**$80154467** |
| Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% | Kenya — 0.1% |
| Republic of Kenya Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.875%, 10/9/33<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;$1311586 |
| &nbsp;&nbsp;&nbsp;8.70%, 2/26/39<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp; 832551 |
| &nbsp;&nbsp;&nbsp;8.80%, 10/9/38<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972 | &nbsp;&nbsp;&nbsp;&nbsp; 927042 |
|  |  |  | &nbsp;&nbsp;**$3071179** |
| 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>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13899 | &nbsp;&nbsp;$3544245 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/27/23<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp; 882869 |
| &nbsp;&nbsp;&nbsp;6.10%, 10/4/22<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp; 3479850 |
| &nbsp;&nbsp;&nbsp;6.15%, 6/19/20<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2969 | &nbsp;&nbsp;&nbsp;&nbsp; 751992 |
| &nbsp;&nbsp;&nbsp;6.20%, 2/26/25<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1763 | &nbsp;&nbsp;&nbsp;&nbsp; 448899 |
| &nbsp;&nbsp;&nbsp;6.25%, 5/27/22<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp; 461415 |
| &nbsp;&nbsp;&nbsp;6.25%, 11/4/24<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp; 478761 |
| &nbsp;&nbsp;&nbsp;6.25%, 6/12/25<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685 | &nbsp;&nbsp;&nbsp;&nbsp; 684675 |
| &nbsp;&nbsp;&nbsp;6.375%, 3/9/20<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp; 83841 |
| &nbsp;&nbsp;&nbsp;6.40%, 5/26/23<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15473 | &nbsp;&nbsp;&nbsp;&nbsp; 3946775 |
| &nbsp;&nbsp;&nbsp;6.60%, 11/27/26<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 | &nbsp;&nbsp;&nbsp;&nbsp; 556605 |
| &nbsp;&nbsp;&nbsp;6.65%, 4/22/24<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13208 | &nbsp;&nbsp;&nbsp;&nbsp; 3368700 |
| &nbsp;&nbsp;&nbsp;6.65%, 11/3/28<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp; 473063 |
| &nbsp;&nbsp;&nbsp;6.65%, 2/26/30<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078 | &nbsp;&nbsp;&nbsp;&nbsp; 792551 |
| &nbsp;&nbsp;&nbsp;6.75%, 11/29/27<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp; 1389968 |
| &nbsp;&nbsp;&nbsp;6.85%, 3/23/27<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 406722 |
| &nbsp;&nbsp;&nbsp;6.85%, 5/25/29<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11474 | &nbsp;&nbsp;&nbsp;&nbsp; 2943978 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/3/24<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp; 418976 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/20/28<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863 | &nbsp;&nbsp;&nbsp;&nbsp; 1245360 |
| &nbsp;&nbsp;&nbsp;7.00%, 4/22/31<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6931 | &nbsp;&nbsp;&nbsp;&nbsp; 1817027 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/23/32<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983 | &nbsp;&nbsp;&nbsp;&nbsp; 520260 |
| &nbsp;&nbsp;&nbsp;7.05%, 11/2/35<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137 | &nbsp;&nbsp;&nbsp;&nbsp; 297823 |
| &nbsp;&nbsp;&nbsp;7.25%, 3/23/37<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253 | &nbsp;&nbsp;&nbsp;&nbsp; 849377 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Lebanon (continued) | Lebanon (continued) | Lebanon (continued) | Lebanon (continued) |
| Lebanon Government International Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;8.20%, 5/17/33<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;$299623 |
| &nbsp;&nbsp;&nbsp;8.25%, 4/12/21<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp; 138207 |
|  |  |  | &nbsp;&nbsp;**$30281562** |
| Mongolia — 0.1% | Mongolia — 0.1% | Mongolia — 0.1% | Mongolia — 0.1% |
| Mongolia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.95%, 3/9/32<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$201849 |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 617932 |
| &nbsp;&nbsp;&nbsp;6.625%, 2/25/30<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 4325522 |
| &nbsp;&nbsp;&nbsp;7.875%, 6/5/29<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 425835 |
|  |  |  | &nbsp;&nbsp;**$5571138** |
| Montenegro — 0.4% | Montenegro — 0.4% | Montenegro — 0.4% | Montenegro — 0.4% |
| Montenegro Government International Bonds, 4.875%, 4/1/32<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11663 | &nbsp;&nbsp;$13779382 |
|  |  |  | &nbsp;&nbsp;**$13779382** |
| Mozambique — 0.0%<sup>†</sup> | Mozambique — 0.0%<sup>†</sup> | Mozambique — 0.0%<sup>†</sup> | Mozambique — 0.0%<sup>†</sup> |
| Mozambique International Bonds, 9.00%, 9/15/31<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;$527643 |
|  |  |  | &nbsp;&nbsp;**$527643** |
| New Zealand — 2.6% | New Zealand — 2.6% | New Zealand — 2.6% | New Zealand — 2.6% |
| New Zealand Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.75%, 4/15/37<sup>(6)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11330 | &nbsp;&nbsp;$5528271 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/34 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26957 | &nbsp;&nbsp;&nbsp;&nbsp; 15586562 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/36 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp; 21018689 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/15/35 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41020 | &nbsp;&nbsp;&nbsp;&nbsp; 23961292 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/54<sup>(23)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp; 771469 |
| New Zealand Government Bonds Inflation-Linked: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 9/20/40<sup>(6)(22)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23576 | &nbsp;&nbsp;&nbsp;&nbsp; 13324529 |
| &nbsp;&nbsp;&nbsp;3.25%, 9/20/50<sup>(22)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27805 | &nbsp;&nbsp;&nbsp;&nbsp; 16780758 |
|  |  |  | &nbsp;&nbsp;**$96971570** |
| Nigeria — 0.4% | Nigeria — 0.4% | Nigeria — 0.4% | Nigeria — 0.4% |
| Nigeria Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.95%, 6/25/32 | NGN | 11771379 | &nbsp;&nbsp;$9017378 |
| &nbsp;&nbsp;&nbsp;18.50%, 2/21/31 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1503940 | &nbsp;&nbsp;&nbsp;&nbsp; 1170787 |
| &nbsp;&nbsp;&nbsp;19.00%, 2/21/34 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4500470 | &nbsp;&nbsp;&nbsp;&nbsp; 3718150 |
| &nbsp;&nbsp;&nbsp;22.60%, 1/29/35 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;1604202 | &nbsp;&nbsp;&nbsp;&nbsp; 1560603 |
|  |  |  | &nbsp;&nbsp;**$15466918** |

---

*21*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| Paraguay — 0.4% | Paraguay — 0.4% | Paraguay — 0.4% | Paraguay — 0.4% |
| Paraguay Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(4)</sup> | PYG | 55698000 | &nbsp;&nbsp;$9122467 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(6)</sup> | PYG | 14511000 | &nbsp;&nbsp;&nbsp;&nbsp; 2376677 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(4)</sup> | PYG | 16049000 | &nbsp;&nbsp;&nbsp;&nbsp; 2656576 |
|  |  |  | &nbsp;&nbsp;**$14155720** |
| Philippines — 0.4% | Philippines — 0.4% | Philippines — 0.4% | Philippines — 0.4% |
| Philippines Government Bonds, 6.25%, 1/14/36 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;1024000 | &nbsp;&nbsp;$16037213 |
|  |  |  | &nbsp;&nbsp;**$16037213** |
| Poland — 1.9% | Poland — 1.9% | Poland — 1.9% | Poland — 1.9% |
| Republic of Poland Government Bonds, 2.00%, 8/25/36<sup>(22)</sup> | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282447 | &nbsp;&nbsp;$71512208 |
|  |  |  | &nbsp;&nbsp;**$71512208** |
| Serbia — 0.3% | Serbia — 0.3% | Serbia — 0.3% | Serbia — 0.3% |
| Serbia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211870 | &nbsp;&nbsp;$2045119 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898610 | &nbsp;&nbsp;&nbsp;&nbsp; 9801810 |
|  |  |  | &nbsp;&nbsp;**$11846929** |
| Sri Lanka — 0.8% | Sri Lanka — 0.8% | Sri Lanka — 0.8% | Sri Lanka — 0.8% |
| Sri Lanka Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.75%, 3/15/36<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;$186997 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/37<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 184084 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/38<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 182418 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/39<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 180942 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/40<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 179636 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/41<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 178479 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/42<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 177454 |
| &nbsp;&nbsp;&nbsp;8.75%, 9/15/43<sup>(1)</sup> | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75128 | &nbsp;&nbsp;&nbsp;&nbsp; 176547 |
| &nbsp;&nbsp;&nbsp;9.00%, 10/1/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp; 720604 |
| &nbsp;&nbsp;&nbsp;9.00%, 6/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 113717 |
| &nbsp;&nbsp;&nbsp;9.00%, 11/1/33 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;2231000 | &nbsp;&nbsp;&nbsp;&nbsp; 6317202 |
| &nbsp;&nbsp;&nbsp;9.75%, 7/1/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1668000 | &nbsp;&nbsp;&nbsp;&nbsp; 5171598 |
| &nbsp;&nbsp;&nbsp;10.25%, 9/15/34 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836000 | &nbsp;&nbsp;&nbsp;&nbsp; 2516336 |
| &nbsp;&nbsp;&nbsp;10.35%, 10/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184000 | &nbsp;&nbsp;&nbsp;&nbsp; 584279 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673000 | &nbsp;&nbsp;&nbsp;&nbsp; 2169169 |
| &nbsp;&nbsp;&nbsp;11.00%, 9/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571000 | &nbsp;&nbsp;&nbsp;&nbsp; 1845145 |
| &nbsp;&nbsp;&nbsp;11.00%, 12/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;1043000 | &nbsp;&nbsp;&nbsp;&nbsp; 3369766 |
| &nbsp;&nbsp;&nbsp;11.00%, 5/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94000 | &nbsp;&nbsp;&nbsp;&nbsp; 303974 |
| &nbsp;&nbsp;&nbsp;11.00%, 10/15/30 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329000 | &nbsp;&nbsp;&nbsp;&nbsp; 1063430 |
| &nbsp;&nbsp;&nbsp;11.25%, 3/15/31 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77000 | &nbsp;&nbsp;&nbsp;&nbsp; 250796 |
| &nbsp;&nbsp;&nbsp;11.50%, 12/15/32 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374000 | &nbsp;&nbsp;&nbsp;&nbsp; 1211152 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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;11.75%, 6/15/29 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85000 | &nbsp;&nbsp;$279775 |
| Sri Lanka Government International Bonds, 1.50% to 12/15/26, 6/15/38<sup>(4)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp; 2900087 |
|  |  |  | &nbsp;&nbsp;**$30263587** |
| 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>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5364 | &nbsp;&nbsp;$5582583 |
| &nbsp;&nbsp;&nbsp;7.70%, 11/6/30<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp; 2155393 |
| &nbsp;&nbsp;&nbsp;8.50%, 11/6/35<sup>(4)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19837 | &nbsp;&nbsp;&nbsp;&nbsp; 21556868 |
|  |  |  | &nbsp;&nbsp;**$29294844** |
| Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> | Tunisia — 0.0%<sup>†</sup> |
| Tunisian Republic, 3.50%, 2/3/33 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;$1553819 |
|  |  |  | &nbsp;&nbsp;**$1553819** |
| Turkey — 0.1% | Turkey — 0.1% | Turkey — 0.1% | Turkey — 0.1% |
| Turkiye Government Bonds, 40.918%, 7/4/29<sup>(3)</sup> | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88644 | &nbsp;&nbsp;$1965736 |
|  |  |  | &nbsp;&nbsp;**$1965736** |
| Uganda — 0.9% | Uganda — 0.9% | Uganda — 0.9% | Uganda — 0.9% |
| 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;$84828 |
| &nbsp;&nbsp;&nbsp;14.375%, 2/3/33 | UGX | &nbsp;&nbsp;&nbsp;&nbsp;2759100 | &nbsp;&nbsp;&nbsp;&nbsp; 720977 |
| &nbsp;&nbsp;&nbsp;15.00%, 6/18/43 | UGX | 14727300 | &nbsp;&nbsp;&nbsp;&nbsp; 3783465 |
| &nbsp;&nbsp;&nbsp;15.80%, 6/23/39 | UGX | 73037800 | &nbsp;&nbsp;&nbsp;&nbsp; 19691219 |
| &nbsp;&nbsp;&nbsp;16.25%, 11/8/35 | UGX | 41119200 | &nbsp;&nbsp;&nbsp;&nbsp; 11531052 |
|  |  |  | &nbsp;&nbsp;**$35811541** |
| Ukraine — 0.7% | Ukraine — 0.7% | Ukraine — 0.7% | Ukraine — 0.7% |
| Ukraine Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/35<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;$292780 |
| &nbsp;&nbsp;&nbsp;0.00% to 2/1/27, 2/1/36<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2847 | &nbsp;&nbsp;&nbsp;&nbsp; 1455860 |
| &nbsp;&nbsp;&nbsp;4.00% to 2/1/27, 2/1/32<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 | &nbsp;&nbsp;&nbsp;&nbsp; 1997999 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/29<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp; 1208388 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/34<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12148 | &nbsp;&nbsp;&nbsp;&nbsp; 7466860 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/35<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18504 | &nbsp;&nbsp;&nbsp;&nbsp; 11202438 |
| &nbsp;&nbsp;&nbsp;4.50% to 2/1/27, 2/1/36<sup>(6)(20)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6083 | &nbsp;&nbsp;&nbsp;&nbsp; 3616739 |
|  |  |  | &nbsp;&nbsp;**$27241064** |

---

*22*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| United Arab Emirates — 0.1% | United Arab Emirates — 0.1% | United Arab Emirates — 0.1% | United Arab Emirates — 0.1% |
| Abu Dhabi Government International Bonds, 5.00%, 4/30/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;$2049245 |
|  |  |  | &nbsp;&nbsp;**$2049245** |
| Uzbekistan — 2.0% | Uzbekistan — 2.0% | Uzbekistan — 2.0% | Uzbekistan — 2.0% |
| National Bank of Uzbekistan, 19.875%, 7/5/27<sup>(6)</sup> | UZS | 90660000 | &nbsp;&nbsp;$7943685 |
| Republic of Uzbekistan Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;12.25%, 4/13/29<sup>(6)</sup> | UZS | 598440000 | &nbsp;&nbsp;&nbsp;&nbsp; 50786854 |
| &nbsp;&nbsp;&nbsp;15.50%, 2/25/28<sup>(6)</sup> | UZS | 78000000 | &nbsp;&nbsp;&nbsp;&nbsp; 7021483 |
| &nbsp;&nbsp;&nbsp;16.25%, 10/12/26<sup>(6)</sup> | UZS | 112430000 | &nbsp;&nbsp;&nbsp;&nbsp; 9773205 |
| &nbsp;&nbsp;&nbsp;16.625%, 5/29/27<sup>(6)</sup> | UZS | 12500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1110064 |
|  |  |  | &nbsp;&nbsp;**$76635291** |
| Venezuela — 0.8% | Venezuela — 0.8% | Venezuela — 0.8% | Venezuela — 0.8% |
| Venezuela Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 12/9/20<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536 | &nbsp;&nbsp;$1533740 |
| &nbsp;&nbsp;&nbsp;7.00%, 12/1/18<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4066 | &nbsp;&nbsp;&nbsp;&nbsp; 1794123 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/31/38<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp; 201285 |
| &nbsp;&nbsp;&nbsp;7.65%, 4/21/25<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp; 2103142 |
| &nbsp;&nbsp;&nbsp;7.75%, 10/13/19<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8013 | &nbsp;&nbsp;&nbsp;&nbsp; 3684115 |
| &nbsp;&nbsp;&nbsp;8.25%, 10/13/24<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9421 | &nbsp;&nbsp;&nbsp;&nbsp; 4557409 |
| &nbsp;&nbsp;&nbsp;9.00%, 5/7/23<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6187 | &nbsp;&nbsp;&nbsp;&nbsp; 3116903 |
| &nbsp;&nbsp;&nbsp;9.25%, 9/15/27<sup>(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470 | &nbsp;&nbsp;&nbsp;&nbsp; 3414542 |
| &nbsp;&nbsp;&nbsp;9.25%, 5/7/28<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp; 526332 |
| &nbsp;&nbsp;&nbsp;9.375%, 1/13/34<sup>(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp; 234675 |
| &nbsp;&nbsp;&nbsp;11.75%, 10/21/26<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 | &nbsp;&nbsp;&nbsp;&nbsp; 1181238 |
| &nbsp;&nbsp;&nbsp;11.95%, 8/5/31<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5464 | &nbsp;&nbsp;&nbsp;&nbsp; 3121538 |
| &nbsp;&nbsp;&nbsp;12.75%, 8/23/22<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9158 | &nbsp;&nbsp;&nbsp;&nbsp; 5229446 |
| &nbsp;&nbsp;&nbsp;13.625%, 8/15/18<sup>(6)(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp; 703133 |
| &nbsp;&nbsp;&nbsp;13.625%, 8/15/49<sup>(9)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp; 534585 |
|  |  |  | &nbsp;&nbsp;**$31936206** |
| Zambia — 1.3% | Zambia — 1.3% | Zambia — 1.3% | Zambia — 1.3% |
| Zambia Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;13.00%, 9/20/31<sup>(6)</sup> | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;$223401 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/26/33 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12254 | &nbsp;&nbsp;&nbsp;&nbsp; 587753 |
| &nbsp;&nbsp;&nbsp;14.00%, 7/24/38 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4548 | &nbsp;&nbsp;&nbsp;&nbsp; 210141 |
| &nbsp;&nbsp;&nbsp;14.50%, 2/16/28 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 2159107 |
| &nbsp;&nbsp;&nbsp;14.90%, 2/16/29 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp; 2472941 |
| &nbsp;&nbsp;&nbsp;14.98%, 2/16/31 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 107733 |
| &nbsp;&nbsp;&nbsp;16.00%, 10/27/28 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14104 | &nbsp;&nbsp;&nbsp;&nbsp; 783703 |
| &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; 490336 |
| &nbsp;&nbsp;&nbsp;16.00%, 2/16/33 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44665 | &nbsp;&nbsp;&nbsp;&nbsp; 2423195 |
| &nbsp;&nbsp;&nbsp;16.10%, 1/26/31 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17631 | &nbsp;&nbsp;&nbsp;&nbsp; 984958 |
| &nbsp;&nbsp;&nbsp;16.49%, 11/24/30 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20274 | &nbsp;&nbsp;&nbsp;&nbsp; 1147468 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Zambia (continued) | Zambia (continued) | Zambia (continued) | Zambia (continued) |
| Zambia Government Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;16.60%, 2/16/36 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86378 | &nbsp;&nbsp;$4673155 |
| &nbsp;&nbsp;&nbsp;16.85%, 1/26/33 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25612 | &nbsp;&nbsp;&nbsp;&nbsp; 1423180 |
| &nbsp;&nbsp;&nbsp;16.95%, 12/22/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17975 | &nbsp;&nbsp;&nbsp;&nbsp; 1012960 |
| &nbsp;&nbsp;&nbsp;17.00%, 11/24/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23801 | &nbsp;&nbsp;&nbsp;&nbsp; 1329606 |
| &nbsp;&nbsp;&nbsp;17.19%, 1/26/36 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53349 | &nbsp;&nbsp;&nbsp;&nbsp; 2948180 |
| &nbsp;&nbsp;&nbsp;17.50%, 11/24/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28208 | &nbsp;&nbsp;&nbsp;&nbsp; 1577701 |
| &nbsp;&nbsp;&nbsp;17.50%, 12/22/35 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19824 | &nbsp;&nbsp;&nbsp;&nbsp; 1107484 |
| &nbsp;&nbsp;&nbsp;17.59%, 2/16/41 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303242 | &nbsp;&nbsp;&nbsp;&nbsp; 16351771 |
| &nbsp;&nbsp;&nbsp;18.49%, 5/27/32 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp; 269123 |
| &nbsp;&nbsp;&nbsp;18.79%, 1/26/41 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17631 | &nbsp;&nbsp;&nbsp;&nbsp; 1000818 |
| &nbsp;&nbsp;&nbsp;18.99%, 10/27/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17392 | &nbsp;&nbsp;&nbsp;&nbsp; 996591 |
| &nbsp;&nbsp;&nbsp;18.99%, 11/24/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26445 | &nbsp;&nbsp;&nbsp;&nbsp; 1516215 |
| &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; 513799 |
| &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; 517673 |
| &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; 181054 |
| &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; 553765 |
| &nbsp;&nbsp;&nbsp;22.80%, 2/17/40 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732 | &nbsp;&nbsp;&nbsp;&nbsp; 48363 |
| &nbsp;&nbsp;&nbsp;26.50%, 4/30/39 | ZMW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp; 151418 |
| Zambia Government International Bonds, 0.50%, 12/31/53<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp; 694898 |
|  |  |  | &nbsp;&nbsp;**$48458490** |
| Total Sovereign Government Bonds<br> (identified cost $1,148,907,013) |  |  | &nbsp;&nbsp;**$1216572366** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Sovereign Loans — 0.9%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **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> |
| Provincia De Neuquen, 11.072%, (1 mo. USD Term SOFR + 7.30%), 5/28/27<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;$573297 |
|  |  |  | &nbsp;&nbsp;**$573297** |
| 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>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6008 | &nbsp;&nbsp;$7223443 |
|  |  |  | &nbsp;&nbsp;**$7223443** |
| 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>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;$1251111 |
|  |  |  | &nbsp;&nbsp;**$1251111** |

---

*23*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Borrower/Description** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Tanzania — 0.7% | Tanzania — 0.7% | Tanzania — 0.7% | Tanzania — 0.7% |
| Government of the United Republic of Tanzania, Term Loan, 10.409%, (6 mo. USD Term SOFR + 6.30%), 4/28/31<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27186 | &nbsp;&nbsp;$27050508 |
|  |  |  | &nbsp;&nbsp;**$27050508** |
| Total Sovereign Loans<br> (identified cost $35,569,488) |  |  | &nbsp;&nbsp;**$36098359** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

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;4.226%, (COF + 1.254%), with maturity at 2029<sup>(24)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;$2191 |
| &nbsp;&nbsp;&nbsp;4.231%, (COF + 1.254%), with maturity at 2035<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp; 40991 |
| &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;52 | &nbsp;&nbsp;&nbsp;&nbsp; 50932 |
| &nbsp;&nbsp;&nbsp;4.655%, (COF + 1.25%), with maturity at 2030<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp; 38880 |
| &nbsp;&nbsp;&nbsp;6.199%, (1 yr. CMT + 2.354%), with maturity at 2036<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp; 224622 |
| &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;151 | &nbsp;&nbsp;&nbsp;&nbsp; 155388 |
| &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;201 | &nbsp;&nbsp;&nbsp;&nbsp; 204272 |
| &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;433 | &nbsp;&nbsp;&nbsp;&nbsp; 452150 |
| &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;29 | &nbsp;&nbsp;&nbsp;&nbsp; 29798 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;3.982%, (COF + 1.254%), with various maturities to 2035<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp; 76693 |
| &nbsp;&nbsp;&nbsp;4.078%, (COF + 1.35%), with maturity at 2027<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp; 4737 |
| &nbsp;&nbsp;&nbsp;4.082%, (COF + 1.302%), with maturity at 2033<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp; 219904 |
| &nbsp;&nbsp;&nbsp;4.984%, (COF + 1.792%), with maturity at 2035<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp; 395882 |
| &nbsp;&nbsp;&nbsp;5.65%, (1 yr. CMT + 2.15%), with maturity at 2028<sup>(24)</sup> | &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; 2481 |
| &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;24 | &nbsp;&nbsp;&nbsp;&nbsp; 24867 |
| &nbsp;&nbsp;&nbsp;6.351%, (COF + 2.004%), with maturity at 2032<sup>(24)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp; 75826 |
| &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;149 | &nbsp;&nbsp;&nbsp;&nbsp; 150744 |
| &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;177 | &nbsp;&nbsp;&nbsp;&nbsp; 180066 |
| &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;303 | &nbsp;&nbsp;&nbsp;&nbsp; 316736 |
| &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;4 | &nbsp;&nbsp;&nbsp;&nbsp; 3963 |
| &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;35 | &nbsp;&nbsp;&nbsp;&nbsp; 37145 |
| 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;77 | &nbsp;&nbsp;&nbsp;&nbsp; 80680 |
| &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;79 | &nbsp;&nbsp;&nbsp;&nbsp; 81769 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Government National Mortgage Association: (continued) |  |  |
| &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;$1908 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $3,033,245) |  | &nbsp;&nbsp;**$2852625** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

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>(25)(26)</sup><br> Series 2018-2, Class A, 2.263%, 7/25/44<sup>(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46345 | &nbsp;&nbsp;$2373958 |
| Total U.S. Government Guaranteed Small Business Administration Loans<br> (identified cost $13,685,791) |  | &nbsp;&nbsp;**$2373958** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Short-Term Investments — 52.8%

Affiliated Fund — 21.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.57%<sup>(27)</sup> | 804068570 | &nbsp;&nbsp;$804068570 |
| Total Affiliated Fund<br> (identified cost $804,068,569) |  | &nbsp;&nbsp;**$804068570** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Repurchase Agreements — 7.0%

---

| | | | |
|:---|:---|:---|:---|
| **<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 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 $1,343,245<sup>(28)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;$1403098 |
| &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 $4,477,484<sup>(28)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 | &nbsp;&nbsp;&nbsp;&nbsp; 4676994 |
| &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 $857,845<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp; 949016 |

---

*24*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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 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 $1,842,429<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038 | &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 $2,752,521<sup>(28)</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 3.20%, 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 $2,763,260<sup>(28)</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, 4.875%, due 10/14/44 and a market value, including accrued interest, of $4,176,847<sup>(28)</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 $1,410,744<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp; 1501728 |
| &nbsp;&nbsp;&nbsp;Dated 3/10/26 with an interest rate of 3.25%, collateralized by USD 1,464,000 Abu Dhabi Government International Bonds, 3.875%, due 4/16/50 and a market value, including accrued interest, of $1,113,077<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp; 1222440 |
| &nbsp;&nbsp;&nbsp;Dated 3/25/26 with an interest rate of 3.15%, collateralized by USD 2,973,000 Bahrain Government International Bonds, 7.50%, due 2/12/36 and a market value, including accrued interest, of $3,101,485<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp; 3062190 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 2.75%, collateralized by USD 523,000 Egypt Government International Bonds, 8.15%, due 11/20/59 and a market value, including accrued interest, of $469,657<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 475276 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.00%, collateralized by USD 400,000 Egypt Government International Bonds, 7.50%, due 2/16/61 and a market value, including accrued interest, of $324,826<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp; 332000 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.00%, collateralized by USD 4,788,000 Saudi Government International Bonds, 3.75%, due 1/21/55 and a market value, including accrued interest, of $3,347,651<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 | &nbsp;&nbsp;&nbsp;&nbsp; 3465315 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.00%, collateralized by USD 4,996,000 Saudi Government International Bonds, 4.50%, due 4/22/60 and a market value, including accrued interest, of $3,873,037<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147 | &nbsp;&nbsp;&nbsp;&nbsp; 4146680 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.00%, collateralized by USD 5,333,000 Abu Dhabi Government International Bonds, 5.50%, due 4/30/54 and a market value, including accrued interest, of $5,185,570<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5533 | &nbsp;&nbsp;&nbsp;&nbsp; 5532987 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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 4/2/26 with an interest rate of 3.00%, collateralized by USD 5,334,000 Abu Dhabi Government International Bonds, 3.00%, due 9/15/51 and a market value, including accrued interest, of $3,439,631<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3560 | &nbsp;&nbsp;$3560445 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.15%, collateralized by USD 5,413,000 Saudi Government International Bonds, 5.00%, due 1/18/53 and a market value, including accrued interest, of $4,742,586<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4919 | &nbsp;&nbsp;&nbsp;&nbsp; 4919064 |
| &nbsp;&nbsp;&nbsp;Dated 4/7/26 with an interest rate of 2.75%, collateralized by USD 4,996,000 Saudi Government International Bonds, 3.25%, due 11/17/51 and a market value, including accrued interest, of $3,275,416<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp; 3384790 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.00%, collateralized by USD 2,498,000 Saudi Government International Bonds, 3.45%, due 2/2/61 and a market value, including accrued interest, of $1,585,713<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 | &nbsp;&nbsp;&nbsp;&nbsp; 1698640 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.00%, collateralized by USD 4,163,000 Saudi Government International Bonds, 5.00%, due 4/17/49 and a market value, including accrued interest, of $3,648,244<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3986 | &nbsp;&nbsp;&nbsp;&nbsp; 3986073 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.25%, collateralized by USD 2,319,000 Bahrain Government International Bonds, 5.625%, due 5/18/34 and a market value, including accrued interest, of $2,190,736<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 | &nbsp;&nbsp;&nbsp;&nbsp; 2347988 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.25%, collateralized by USD 3,001,000 Bahrain Government International Bonds, 6.00%, due 9/19/44 and a market value, including accrued interest, of $2,536,896<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761 | &nbsp;&nbsp;&nbsp;&nbsp; 2760920 |
| 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 $1,604,468<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 | &nbsp;&nbsp;&nbsp;&nbsp; 1806750 |
| JPMorgan Chase Bank, N.A.: |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 4/7/26 with an interest rate of 1.50%, collateralized by USD 796,000 Bahrain Government International Bonds, 7.75%, due 4/18/35 and a market value, including accrued interest, of $833,754<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp; 844036 |
| &nbsp;&nbsp;&nbsp;Dated 4/16/26 with an interest rate of 2.85%, collateralized by USD 10,408,000 Saudi Government International Bonds, 5.75%, due 1/16/54 and a market value, including accrued interest, of $10,178,093<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10252 | &nbsp;&nbsp;&nbsp;&nbsp; 10252025 |
| &nbsp;&nbsp;&nbsp;Dated 4/16/26 with an interest rate of 3.15%, collateralized by USD 5,204,000 Saudi Government International Bonds, 5.00%, due 4/17/49 and a market value, including accrued interest, of $4,560,524<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp; 4588193 |

---

*25*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| Merrill Lynch International: |  |  |  |
| &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 $1,719,690<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1768 | &nbsp;&nbsp;$1768479 |
| &nbsp;&nbsp;&nbsp;Dated 3/30/26 with an interest rate of 3.50%, collateralized by USD 2,133,000 Abu Dhabi Government International Bonds, 4.25%, due 3/5/36 and a market value, including accrued interest, of $2,071,495<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp; 2039681 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.35%, collateralized by USD 5,334,000 Abu Dhabi Government International Bonds, 5.50%, due 4/30/54 and a market value, including accrued interest, of $5,186,543<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp;&nbsp;&nbsp; 5400675 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.35%, collateralized by USD 6,400,000 Abu Dhabi Government International Bonds, 3.00%, due 9/15/51 and a market value, including accrued interest, of $4,127,042<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192 | &nbsp;&nbsp;&nbsp;&nbsp; 4192000 |
| 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 $2,101,976<sup>(28)</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 USD 1,956,000 Republic of Poland Government International Bonds, 1.00%, due 3/7/29 and a market value, including accrued interest, of $2,189,490<sup>(28)</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 $614,570<sup>(28)</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 $5,564,832<sup>(28)</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 $7,307,776<sup>(28)</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 $13,261,527<sup>(28)</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 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 $5,594,792<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6078 | &nbsp;&nbsp;&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 $5,163,103<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp; 5599912 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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 8,900,000 Indonesia Government International Bonds, 4.30%, due 3/31/52 and a market value, including accrued interest, of $7,155,933<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7770 | &nbsp;&nbsp;$7770367 |
| &nbsp;&nbsp;&nbsp;Dated 2/5/26 with an interest rate of 3.25%, collateralized by USD 9,546,000 Indonesia Government International Bonds, 4.65%, due 9/20/32 and a market value, including accrued interest, of $9,537,258<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10236 | &nbsp;&nbsp;&nbsp;&nbsp; 10235794 |
| &nbsp;&nbsp;&nbsp;Dated 2/5/26 with an interest rate of 3.25%, collateralized by USD 10,000,000 Indonesia Government International Bonds, 4.90%, due 4/16/36 and a market value, including accrued interest, of $9,793,818<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10485 | &nbsp;&nbsp;&nbsp;&nbsp; 10485300 |
| &nbsp;&nbsp;&nbsp;Dated 2/19/26 with an interest rate of 3.20%, collateralized by USD 2,053,000 Hungary Government International Bonds, 5.50%, due 3/26/36 and a market value, including accrued interest, of $2,068,408<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 | &nbsp;&nbsp;&nbsp;&nbsp; 2232176 |
| &nbsp;&nbsp;&nbsp;Dated 2/19/26 with an interest rate of 3.20%, collateralized by USD 4,044,000 Egypt Government International Bonds, 7.30%, due 9/30/33 and a market value, including accrued interest, of $3,949,798<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448 | &nbsp;&nbsp;&nbsp;&nbsp; 4447894 |
| &nbsp;&nbsp;&nbsp;Dated 2/19/26 with an interest rate of 3.20%, collateralized by USD 5,100,000 Hungary Government International Bonds, 4.50%, due 6/16/34 and a market value, including accrued interest, of $6,373,597<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6677 | &nbsp;&nbsp;&nbsp;&nbsp; 6677032 |
| &nbsp;&nbsp;&nbsp;Dated 2/23/26 with an interest rate of 3.20%, collateralized by USD 2,140,000 Hungary Government International Bonds, 6.75%, due 9/25/52 and a market value, including accrued interest, of $2,321,862<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2516 | &nbsp;&nbsp;&nbsp;&nbsp; 2515517 |
| &nbsp;&nbsp;&nbsp;Dated 2/23/26 with an interest rate of 3.25%, collateralized by USD 8,600,000 Indonesia Government International Bonds, 3.85%, due 10/15/30 and a market value, including accrued interest, of $8,382,399<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9012 | &nbsp;&nbsp;&nbsp;&nbsp; 9012083 |
| &nbsp;&nbsp;&nbsp;Dated 2/24/26 with an interest rate of 3.20%, collateralized by EUR 1,086,000 Hungary Government International Bonds, 1.50%, due 11/17/50 and a market value, including accrued interest, of $686,814<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp; 706250 |
| &nbsp;&nbsp;&nbsp;Dated 2/24/26 with an interest rate of 3.20%, collateralized by USD 4,107,000 Hungary Government International Bonds, 5.50%, due 3/26/36 and a market value, including accrued interest, of $4,137,823<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4468 | &nbsp;&nbsp;&nbsp;&nbsp; 4467596 |
| &nbsp;&nbsp;&nbsp;Dated 2/25/26 with an interest rate of 3.20%, collateralized by USD 4,115,000 Hungary Government International Bonds, 5.50%, due 3/26/36 and a market value, including accrued interest, of $4,145,883<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4487 | &nbsp;&nbsp;&nbsp;&nbsp; 4487099 |
| &nbsp;&nbsp;&nbsp;Dated 2/26/26 with an interest rate of 3.20%, collateralized by USD 3,236,000 Egypt Government International Bonds, 7.625%, due 5/29/32 and a market value, including accrued interest, of $3,336,325<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3582 | &nbsp;&nbsp;&nbsp;&nbsp; 3581621 |

---

*26*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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** |
| Nomura International PLC: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;Dated 3/5/26 with an interest rate of 3.05%, collateralized by USD 5,495,000 Global Sukuk Ventures, 4.25%, due 11/10/35 and a market value, including accrued interest, of $5,483,354<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806 | &nbsp;&nbsp;$5805811 |
| &nbsp;&nbsp;&nbsp;Dated 3/5/26 with an interest rate of 3.20%, collateralized by USD 3,890,000 Abu Dhabi Government International Bonds, 3.125%, due 9/30/49 and a market value, including accrued interest, of $2,607,949<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2895 | &nbsp;&nbsp;&nbsp;&nbsp; 2894889 |
| &nbsp;&nbsp;&nbsp;Dated 3/5/26 with an interest rate of 3.20%, collateralized by USD 5,190,000 Qatar Government International Bonds, 5.103%, due 4/23/48 and a market value, including accrued interest, of $4,948,708<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5443 | &nbsp;&nbsp;&nbsp;&nbsp; 5442688 |
| &nbsp;&nbsp;&nbsp;Dated 3/13/26 with an interest rate of 3.20%, collateralized by USD 3,183,000 Egypt Government International Bonds, 7.30%, due 9/30/33 and a market value, including accrued interest, of $3,108,855<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp; 3278649 |
| &nbsp;&nbsp;&nbsp;Dated 3/26/26 with an interest rate of 3.20%, collateralized by EUR 443,000 Hungary Government International Bonds, 1.50%, due 11/17/50 and a market value, including accrued interest, of $280,164<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp; 271132 |
| &nbsp;&nbsp;&nbsp;Dated 3/26/26 with an interest rate of 3.20%, collateralized by USD 600,000 Hungary Government International Bonds, 7.625%, due 3/29/41 and a market value, including accrued interest, of $709,306<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp; 739494 |
| &nbsp;&nbsp;&nbsp;Dated 3/26/26 with an interest rate of 3.20%, collateralized by USD 3,075,000 Hungary Government International Bonds, 5.50%, due 6/16/34 and a market value, including accrued interest, of $3,185,106<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp; 3243602 |
| &nbsp;&nbsp;&nbsp;Dated 3/30/26 with an interest rate of 3.20%, collateralized by USD 2,091,000 Egypt Government International Bonds, 7.625%, due 5/29/32 and a market value, including accrued interest, of $2,155,827<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp; 2158445 |
| &nbsp;&nbsp;&nbsp;Dated 3/30/26 with an interest rate of 3.20%, collateralized by USD 10,409,000 Saudi Government International Bonds, 4.875%, due 1/12/36 and a market value, including accrued interest, of $10,407,199<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10741 | &nbsp;&nbsp;&nbsp;&nbsp; 10741463 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 2.80%, collateralized by USD 5,333,000 UAE International Government Bonds, 4.857%, due 7/2/34 and a market value, including accrued interest, of $5,529,091<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5717 | &nbsp;&nbsp;&nbsp;&nbsp; 5717243 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.20%, collateralized by USD 2,082,000 Saudi Government International Bonds, 4.875%, due 7/18/33 and a market value, including accrued interest, of $2,103,320<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp; 2188286 |
| &nbsp;&nbsp;&nbsp;Dated 4/2/26 with an interest rate of 3.20%, collateralized by USD 4,377,000 Saudi Government International Bonds, 4.50%, due 4/22/60 and a market value, including accrued interest, of $3,393,171<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3628 | &nbsp;&nbsp;&nbsp;&nbsp; 3628424 |

---

---

| | | | |
|:---|:---|:---|:---|
| **<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 4/2/26 with an interest rate of 3.20%, collateralized by USD 6,566,000 Saudi Government International Bonds, 5.25%, due 1/16/50 and a market value, including accrued interest, of $6,095,746<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274 | &nbsp;&nbsp;$6273813 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.20%, collateralized by USD 1,011,000 Egypt Government International Bonds, 8.75%, due 9/30/51 and a market value, including accrued interest, of $943,747<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 | &nbsp;&nbsp;&nbsp;&nbsp; 1017496 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.20%, collateralized by USD 1,167,000 Abu Dhabi Government International Bonds, 3.875%, due 4/16/50 and a market value, including accrued interest, of $887,268<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp; 949034 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.20%, collateralized by USD 1,628,000 Qatar Government International Bonds, 4.817%, due 3/14/49 and a market value, including accrued interest, of $1,493,967<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp; 1572648 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.20%, collateralized by USD 2,694,000 Egypt Government International Bonds, 8.875%, due 5/29/50 and a market value, including accrued interest, of $2,625,866<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2826 | &nbsp;&nbsp;&nbsp;&nbsp; 2825871 |
| &nbsp;&nbsp;&nbsp;Dated 4/15/26 with an interest rate of 3.20%, collateralized by USD 3,270,000 Egypt Government International Bonds, 7.50%, due 2/16/61 and a market value, including accrued interest, of $2,655,456<sup>(28)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp; 2915042 |
| Total Repurchase Agreements<br> (identified cost $265,460,155) |  |  | &nbsp;&nbsp;**$265556509** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

Sovereign Government Securities — 5.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 0.1% | Albania — 0.1% | Albania — 0.1% | Albania — 0.1% |
| Albanian Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 6/25/26 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93120 | &nbsp;&nbsp;$1140714 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/28/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267980 | &nbsp;&nbsp;&nbsp;&nbsp; 3213771 |
|  |  |  | &nbsp;&nbsp;**$4354485** |
| 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;$11043887 |
|  |  |  | &nbsp;&nbsp;**$11043887** |
| Nigeria — 4.7% | Nigeria — 4.7% | Nigeria — 4.7% | Nigeria — 4.7% |
| Nigeria OMO Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 5/5/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;7299556 | &nbsp;&nbsp;$5305874 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;4772374 | &nbsp;&nbsp;&nbsp;&nbsp; 3471809 |

---

*27*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Nigeria (continued) | Nigeria (continued) | Nigeria (continued) |
| Nigeria OMO Bills: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 5/19/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;5451595 | &nbsp;&nbsp;$3949697 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/26/26 NGN | 27589268 | &nbsp;&nbsp;&nbsp;&nbsp; 19907785 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/2/26 NGN | 13428069 | &nbsp;&nbsp;&nbsp;&nbsp; 9622419 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;9663323 | &nbsp;&nbsp;&nbsp;&nbsp; 6866995 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/30/26 NGN | 45135829 | &nbsp;&nbsp;&nbsp;&nbsp; 31958914 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;8714055 | &nbsp;&nbsp;&nbsp;&nbsp; 6148310 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/10/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;1007060 | &nbsp;&nbsp;&nbsp;&nbsp; 705275 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/14/26 NGN | 34517137 | &nbsp;&nbsp;&nbsp;&nbsp; 24270056 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/28/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;4029556 | &nbsp;&nbsp;&nbsp;&nbsp; 2814435 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/4/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;3424706 | &nbsp;&nbsp;&nbsp;&nbsp; 2383771 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/11/26 NGN | 24723920 | &nbsp;&nbsp;&nbsp;&nbsp; 17149261 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/18/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;3540965 | &nbsp;&nbsp;&nbsp;&nbsp; 2429266 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/25/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;1619134 | &nbsp;&nbsp;&nbsp;&nbsp; 1115388 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/1/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;3073731 | &nbsp;&nbsp;&nbsp;&nbsp; 2110264 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/8/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;8580897 | &nbsp;&nbsp;&nbsp;&nbsp; 5861097 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/22/26 NGN | &nbsp;&nbsp;&nbsp;&nbsp;4011186 | &nbsp;&nbsp;&nbsp;&nbsp; 2702669 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/12/27 NGN | 28555407 | &nbsp;&nbsp;&nbsp;&nbsp; 18513626 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/19/27 NGN | 14641344 | &nbsp;&nbsp;&nbsp;&nbsp; 9467662 |
|  |  | &nbsp;&nbsp;**$176754573** |
| Total Sovereign Government Securities<br> (identified cost $187,024,100) |  | &nbsp;&nbsp;**$192152945** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

U.S. Treasury Obligations — 19.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 5/14/26<sup>(29)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171700 | &nbsp;&nbsp;$171478183 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/21/26<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109172 | &nbsp;&nbsp;&nbsp;&nbsp; 108955125 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/28/26<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105500 | &nbsp;&nbsp;&nbsp;&nbsp; 105217919 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/11/26<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106139 | &nbsp;&nbsp;&nbsp;&nbsp; 105704434 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/18/26<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70503 | &nbsp;&nbsp;&nbsp;&nbsp; 70164491 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/25/26<sup>(29)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 99446410 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47440 | &nbsp;&nbsp;&nbsp;&nbsp; 47112778 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32560 | &nbsp;&nbsp;&nbsp;&nbsp; 32313833 |
| Total U.S. Treasury Obligations<br> (identified cost $740,397,422) |  | &nbsp;&nbsp;**$740393173** |
| Total Short-Term Investments<br> (identified cost $1,996,950,246) |  | &nbsp;&nbsp;**$2002171197** |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Value** |
| Total Purchased Options and Swaptions — 0.2%<br> (identified cost $10,550,776) | &nbsp;&nbsp;**$5639636** |
| Total Investments — 100.4%<br> (identified cost $3,689,300,869) | &nbsp;&nbsp;**$3807915206** |
| Less Unfunded Loan Commitments — (0.8)% | &nbsp;&nbsp;**$(30755312)** |
| Net Investments — 99.6%<br> (identified cost $3,658,545,557) | &nbsp;&nbsp;**$3777159894** |
| Total Written Options — (0.0)%<sup>†</sup><br> (premiums received $1,646,771) | &nbsp;&nbsp;**$(490909)** |

---

---

| |
|:---|
| Securities Sold Short — (7.7)% |
| Exchange-Traded Funds — (2.3)% |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| United States — (2.3)% | United States — (2.3)% | United States — (2.3)% |
| iShares Broad USD High Yield Corporate Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;(802332) | &nbsp;&nbsp;$(29870820) |
| iShares JPMorgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;(595063) | &nbsp;&nbsp;&nbsp;&nbsp; (57007036) |
| Total Exchange-Traded Funds<br> (proceeds $84,127,132) |  | &nbsp;&nbsp;**$(86877856)** |

---

Sovereign Government Bonds — (5.4)%

---

| | | | |
|:---|:---|:---|:---|
| **<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>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2972) | &nbsp;&nbsp;$(2736809) |
|  |  |  | &nbsp;&nbsp;**$(2736809)** |
| Azerbaijan — (0.1)% | Azerbaijan — (0.1)% | Azerbaijan — (0.1)% | Azerbaijan — (0.1)% |
| Republic of Azerbaijan International Bonds, 3.50%, 9/1/32<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5883) | &nbsp;&nbsp;$(5530514) |
|  |  |  | &nbsp;&nbsp;**$(5530514)** |
| Bahrain — (0.1)% | Bahrain — (0.1)% | Bahrain — (0.1)% | Bahrain — (0.1)% |
| Bahrain Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.625%, 5/18/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2319) | &nbsp;&nbsp;$(2131674) |
| &nbsp;&nbsp;&nbsp;7.50%, 7/7/37<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2638) | &nbsp;&nbsp;&nbsp;&nbsp; (2689868) |
|  |  |  | &nbsp;&nbsp;**$(4821542)** |

---

*28*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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 — (0.5)% | Egypt — (0.5)% | Egypt — (0.5)% | Egypt — (0.5)% |
| Egypt Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.30%, 9/30/33<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7227) | &nbsp;&nbsp;$(7013223) |
| &nbsp;&nbsp;&nbsp;7.50%, 2/16/61<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1561) | &nbsp;&nbsp;&nbsp;&nbsp; (1243245) |
| &nbsp;&nbsp;&nbsp;7.625%, 5/29/32<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5327) | &nbsp;&nbsp;&nbsp;&nbsp; (5320651) |
| &nbsp;&nbsp;&nbsp;8.75%, 9/30/51<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1011) | &nbsp;&nbsp;&nbsp;&nbsp; (936129) |
| &nbsp;&nbsp;&nbsp;8.875%, 5/29/50<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2694) | &nbsp;&nbsp;&nbsp;&nbsp; (2524916) |
|  |  |  | &nbsp;&nbsp;**$(17038164)** |
| Hungary — (0.6)% | Hungary — (0.6)% | Hungary — (0.6)% | Hungary — (0.6)% |
| Hungary Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 11/17/50<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1529) | &nbsp;&nbsp;$(954810) |
| &nbsp;&nbsp;&nbsp;4.50%, 6/16/34<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5100) | &nbsp;&nbsp;&nbsp;&nbsp; (6138190) |
| &nbsp;&nbsp;&nbsp;5.50%, 6/16/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3075) | &nbsp;&nbsp;&nbsp;&nbsp; (3121684) |
| &nbsp;&nbsp;&nbsp;5.50%, 3/26/36<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10275) | &nbsp;&nbsp;&nbsp;&nbsp; (10297171) |
| &nbsp;&nbsp;&nbsp;7.625%, 3/29/41 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(600) | &nbsp;&nbsp;&nbsp;&nbsp; (705239) |
|  |  |  | &nbsp;&nbsp;**$(21217094)** |
| Indonesia — (1.7)% | Indonesia — (1.7)% | Indonesia — (1.7)% | Indonesia — (1.7)% |
| Indonesia Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.85%, 10/15/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8600) | &nbsp;&nbsp;$(8367683) |
| &nbsp;&nbsp;&nbsp;4.20%, 10/15/50 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15700) | &nbsp;&nbsp;&nbsp;&nbsp; (12441573) |
| &nbsp;&nbsp;&nbsp;4.30%, 3/31/52 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8900) | &nbsp;&nbsp;&nbsp;&nbsp; (7122978) |
| &nbsp;&nbsp;&nbsp;4.65%, 9/20/32 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9546) | &nbsp;&nbsp;&nbsp;&nbsp; (9486704) |
| &nbsp;&nbsp;&nbsp;4.90%, 4/16/36 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10000) | &nbsp;&nbsp;&nbsp;&nbsp; (9773402) |
| &nbsp;&nbsp;&nbsp;5.45%, 9/20/52 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5800) | &nbsp;&nbsp;&nbsp;&nbsp; (5558791) |
| &nbsp;&nbsp;&nbsp;5.65%, 1/11/53 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13290) | &nbsp;&nbsp;&nbsp;&nbsp; (13032090) |
|  |  |  | &nbsp;&nbsp;**$(65783221)** |
| 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>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4548) | &nbsp;&nbsp;$(4166377) |
| &nbsp;&nbsp;&nbsp;6.50%, 7/21/45<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3382) | &nbsp;&nbsp;&nbsp;&nbsp; (3683940) |
|  |  |  | &nbsp;&nbsp;**$(7850317)** |
| Poland — (0.2)% | Poland — (0.2)% | Poland — (0.2)% | Poland — (0.2)% |
| Republic of Poland Government International Bonds, 1.00%, 3/7/29<sup>(6)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7156) | &nbsp;&nbsp;$(7997563) |
|  |  |  | &nbsp;&nbsp;**$(7997563)** |
| Qatar — (0.3)% | Qatar — (0.3)% | Qatar — (0.3)% | Qatar — (0.3)% |
| Global Sukuk Ventures, 4.25%, 11/10/35<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5495) | &nbsp;&nbsp;$(5372424) |
| Qatar Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.817%, 3/14/49<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1628) | &nbsp;&nbsp;&nbsp;&nbsp; (1483728) |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp; **Value** |
| Qatar (continued) | Qatar (continued) | Qatar (continued) | Qatar (continued) |
| Qatar Government International Bonds: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;5.103%, 4/23/48<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5190) | &nbsp;&nbsp;$(4942822) |
|  |  |  | &nbsp;&nbsp;**$(11798974)** |
| Saudi Arabia — (0.9)% | Saudi Arabia — (0.9)% | Saudi Arabia — (0.9)% | Saudi Arabia — (0.9)% |
| Saudi Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.45%, 2/2/61<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2498) | &nbsp;&nbsp;$(1564407) |
| &nbsp;&nbsp;&nbsp;4.875%, 7/18/33<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2082) | &nbsp;&nbsp;&nbsp;&nbsp; (2074281) |
| &nbsp;&nbsp;&nbsp;4.875%, 1/12/36<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10409) | &nbsp;&nbsp;&nbsp;&nbsp; (10253558) |
| &nbsp;&nbsp;&nbsp;5.00%, 4/17/49<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9367) | &nbsp;&nbsp;&nbsp;&nbsp; (8190554) |
| &nbsp;&nbsp;&nbsp;5.25%, 1/16/50<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4270) | &nbsp;&nbsp;&nbsp;&nbsp; (3898800) |
| &nbsp;&nbsp;&nbsp;5.75%, 1/16/54<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9367) | &nbsp;&nbsp;&nbsp;&nbsp; (9002995) |
|  |  |  | &nbsp;&nbsp;**$(34984595)** |
| United Arab Emirates — (0.7)% | United Arab Emirates — (0.7)% | United Arab Emirates — (0.7)% | United Arab Emirates — (0.7)% |
| Abu Dhabi Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;3.00%, 9/15/51<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9174) | &nbsp;&nbsp;$(5880689) |
| &nbsp;&nbsp;&nbsp;3.125%, 9/30/49<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3890) | &nbsp;&nbsp;&nbsp;&nbsp; (2597481) |
| &nbsp;&nbsp;&nbsp;4.25%, 3/5/36<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2133) | &nbsp;&nbsp;&nbsp;&nbsp; (2057394) |
| &nbsp;&nbsp;&nbsp;5.50%, 4/30/54<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10667) | &nbsp;&nbsp;&nbsp;&nbsp; (10370483) |
| UAE International Government Bonds, 4.857%, 7/2/34<sup>(6)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5333) | &nbsp;&nbsp;&nbsp;&nbsp; (5443469) |
|  |  |  | &nbsp;&nbsp;**$(26349516)** |
| Total Sovereign Government Bonds<br> (proceeds $205,617,135) |  |  | &nbsp;&nbsp;**$(206108309)** |
| Total Securities Sold Short<br> (proceeds $289,744,267) |  |  | &nbsp;&nbsp;**$(292986165)** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — 8.1% | &nbsp;&nbsp;**$310491929** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$3794174749** |

---

---

| | |
|:---|:---|
| 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> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at April 30, 2026. |
| <sup>(2)</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 April 30, 2026. |
| <sup>(3)</sup> | Variable rate security. The stated interest rate represents the rate in effect at April 30, 2026. |

---

*29*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

<sup>(4)</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 April 30, 2026, the aggregate value of these securities is $113,038,820 or 3.0% of the Portfolio's net assets.

<sup>(5)</sup> Non-income producing security.

<sup>(6)</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 April 30, 2026, the aggregate value of these securities is $334,143,267 or 8.8% of the Portfolio's net assets.

<sup>(7)</sup> Securities are traded on separate exchanges for the same entity.

<sup>(8)</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>(9)</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>(10)</sup> Represents a payment-in-kind security which may pay interest in additional principal at the issuer's discretion.

<sup>(11)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(12)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(13)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(14)</sup> Quantity held represents principal in USD.

<sup>(15)</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>(16)</sup> Restricted security (see Note 5).

<sup>(17)</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>(18)</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>(19)</sup> Unfunded or partially unfunded loan commitments. The stated interest rate reflects the reference rate and spread for the funded portion, if any. At April 30, 2026, the total value of unfunded loan commitments is $30,755,307. See Note 1F for description.

<sup>(20)</sup> Step coupon security. Interest rate represents the rate in effect at April 30, 2026.

<sup>(21)</sup> When-issued security.

<sup>(22)</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>(23)</sup> Security (or a portion thereof) has been pledged for the benefit of the counterparty for reverse repurchase agreements.

<sup>(24)</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 April 30, 2026.

<sup>(25)</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>(26)</sup> The stated interest rate represents the weighted average fixed interest rate at April 30, 2026 of all interest only securities comprising the trust.

<sup>(27)</sup> May be deemed to be an affiliated investment company (see Note 9). The rate shown is the annualized seven-day yield as of April 30, 2026.

<sup>(28)</sup> Open repurchase agreement with no specific maturity date. Either party may terminate the agreement upon demand.

<sup>(29)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

*30*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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 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;$171092 |
| 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; 295769 |
| Call USD vs. Put EUR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 63000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp; 1.12 | &nbsp;&nbsp;5/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14936 |
| Call USD vs. Put EUR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;EUR | &nbsp;&nbsp;100000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp; 1.12 | &nbsp;&nbsp;5/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23473 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 21000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.60 | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 53907 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 17000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.75 | &nbsp;&nbsp; 7/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 34680 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.72 | &nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6388 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 19000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.60 | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 48773 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 21200000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.72 | &nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33856 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.60 | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33371 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.60 | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 46206 |
| Put USD vs. Call CNH | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 29000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.72 | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 44109 |
| Put USD vs. Call CNH | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 26000000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.60 | &nbsp;&nbsp;11/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 66742 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15600000 | &nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 14524 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8400000 | &nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7820 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;INR | &nbsp;&nbsp; 85.50 | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7512 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13600000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 107141 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1420.00 | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100670 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1425.00 | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 120740 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp;9/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 71325 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1420.00 | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 103770 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 98476 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp; 8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1420.00 | &nbsp;&nbsp;9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 92304 |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp; 8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 99470 |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6700000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp; 8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 47604 |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 70902 |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1420.00 | &nbsp;&nbsp;9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 107020 |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6300000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1440.00 | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50305 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$1975025** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** | **Purchased Call Futures Style Options (Exchange-Traded) — (0.1)%** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &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/Unrealized<br> Appreciation<br> (Depreciation)** |
| Dutch TTF Natural Gas Futures 09/26 | &nbsp;&nbsp;217 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7185478 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 85.00 | &nbsp;&nbsp;8/26/26 | &nbsp;&nbsp;$(1212387) |
| ICE Brent Crude Oil Futures 07/26 | &nbsp;&nbsp;339 | &nbsp;&nbsp;USD | &nbsp;&nbsp;38649390 | &nbsp;&nbsp;USD | &nbsp;&nbsp;150.00 | &nbsp;&nbsp;5/26/26 | &nbsp;&nbsp;(1152540) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(2364927)** |

---

*31*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** | **Purchased Interest Rate Swaptions (OTC) — 0.0%<sup>†</sup>** |
| **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 1/29/37 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;$553510 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$553510** |

---

---

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

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Purchased Call Options (Exchange-Traded) — 0.0%<sup>†</sup>** | **Purchased Call Options (Exchange-Traded) — 0.0%<sup>†</sup>** | **Purchased Call Options (Exchange-Traded) — 0.0%<sup>†</sup>** | **Purchased Call Options (Exchange-Traded) — 0.0%<sup>†</sup>** | **Purchased Call Options (Exchange-Traded) — 0.0%<sup>†</sup>** | **Purchased Call Options (Exchange-Traded) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| LME Primary Aluminum Futures 12/26 | &nbsp;&nbsp;451 | $&nbsp;&nbsp; 38904388 | $&nbsp;&nbsp; 3700.00 | &nbsp;&nbsp;12/2/26 | &nbsp;&nbsp;$1494727 |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$1494727** |

---

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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%** | **Purchased Put Options (Exchange-Traded) — 0.1%** | **Purchased Put Options (Exchange-Traded) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| CME E-mini S&P 500 Index Futures 06/26 | &nbsp;&nbsp;250 | &nbsp;&nbsp;USD | &nbsp;&nbsp;90546875 | &nbsp;&nbsp;USD | &nbsp;&nbsp;6100 | &nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;$166250 |
| Euro STOXX 50 Index | &nbsp;&nbsp;591 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;34759724 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;5350 | &nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp; 58284 |
| NYMEX Light Sweet Crude Oil Futures 06/26 | &nbsp;&nbsp; 88 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9246160 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 42 | &nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp; 880 |
| NYMEX Light Sweet Crude Oil Futures 06/26 | &nbsp;&nbsp; 77 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8090390 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 50 | &nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp; 770 |
| NYMEX Light Sweet Crude Oil Futures 06/26 | &nbsp;&nbsp;196 | &nbsp;&nbsp;USD | &nbsp;&nbsp;20593720 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 60 | &nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp; 5880 |
| NYMEX Light Sweet Crude Oil Futures 09/26 | &nbsp;&nbsp;274 | &nbsp;&nbsp;USD | &nbsp;&nbsp;28789180 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 60 | &nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp; 230160 |
| NYMEX Light Sweet Crude Oil Futures 12/26 | &nbsp;&nbsp;234 | &nbsp;&nbsp;USD | &nbsp;&nbsp;24586380 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 50 | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp; 184860 |
| NYMEX Light Sweet Crude Oil Futures 12/26 | &nbsp;&nbsp;224 | &nbsp;&nbsp;USD | &nbsp;&nbsp;23535680 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 55 | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp; 280000 |
| NYMEX Light Sweet Crude Oil Futures 12/26 | &nbsp;&nbsp; 58 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6094060 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 58 | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp; 94540 |
| NYMEX Light Sweet Crude Oil Futures 12/26 | &nbsp;&nbsp;305 | &nbsp;&nbsp;USD | &nbsp;&nbsp;32046350 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 60 | &nbsp;&nbsp;11/17/26 | &nbsp;&nbsp; 594750 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$1616374** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(177738) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1518000 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;(143220) |
| Call USD vs. Put KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1590.00 | &nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (43340) |
| Call USD vs. Put KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1610.00 | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; (37500) |
| Call USD vs. Put KRW | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1630.00 | &nbsp;&nbsp;9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; (26240) |
| Call USD vs. Put KRW | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1600.00 | &nbsp;&nbsp;9/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; (35001) |

---

*32*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** |
| **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 KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1630.00 | &nbsp;&nbsp;9/28/26 | &nbsp;&nbsp;$(27870) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(490909)** |

---

---

| | |
|:---|:---|
| <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)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 12328767 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2470135 | &nbsp;&nbsp;&nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19619 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2463807 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 12328767 | &nbsp;&nbsp;&nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25948) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 35671233 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7150693 | &nbsp;&nbsp;&nbsp;&nbsp;5/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52997 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 28300000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5665099 | &nbsp;&nbsp;&nbsp;&nbsp;5/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49995 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12822970 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 63971233 | &nbsp;&nbsp;&nbsp;&nbsp;5/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95814) |
| 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; (9155) |
| 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; (106481) |
| 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; 119510 |
| 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; 47756 |
| 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; 30500 |
| 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; (55502) |
| 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; (58792) |
| 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; (88904) |
| 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; (96342) |
| 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; (106652) |
| 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; (108796) |
| 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; (113967) |
| 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; (119200) |
| 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; (163041) |
| 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; (164550) |
| 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; (204476) |
| 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; (206346) |
| 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; (218039) |
| 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; (320486) |
| 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; (382160) |
| 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;&nbsp;&nbsp; 403490 |
| 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; 298100 |
| 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; 292999 |
| 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; 291302 |
| 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; 288836 |
| 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; 263281 |
| 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; 262202 |
| 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; 252257 |
| 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; 215793 |

---

*33*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 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;$174879 |
| 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; 163963 |
| 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; 154871 |
| 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; 147003 |
| 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; 146751 |
| 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; 130142 |
| 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; 102275 |
| 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; 100375 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;8266000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 9232969 | &nbsp;&nbsp;&nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46470) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 94000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 18667943 | &nbsp;&nbsp;&nbsp;&nbsp;6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178065 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 63971233 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12733508 | &nbsp;&nbsp;&nbsp;&nbsp;6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92049 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 19555556 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3887066 | &nbsp;&nbsp;&nbsp;&nbsp;6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33617 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 2444444 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 485026 | &nbsp;&nbsp;&nbsp;&nbsp;6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5059 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 12328767 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2444559 | &nbsp;&nbsp;&nbsp;&nbsp;6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26600 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;2382400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2578048 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69751 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 49896000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 56284 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (829) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;1082904000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1221343 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17804) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;2453000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2755839 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29575) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;2013200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2270876 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33406) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;4278000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4825501 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (70933) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7420000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8587555 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138183 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11290352 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13196897 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80279 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6776226 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7920494 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48182 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2092590 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2421864 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38970 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2032000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2351740 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37842 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1644740 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1903544 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30630 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3881566 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4537027 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27600 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1140819 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1320329 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21245 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1685747 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1970411 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11986 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 453274 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 524598 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8441 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 491326 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 574294 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3494 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 138243 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 159996 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2574 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 21906 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 25353 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 71479316 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 760876 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11666) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 125000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1331203 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21018) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 187000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1991056 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31019) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 559000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17612679 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52778 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 186000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5834474 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43477 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 140880000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4419751 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32323 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 112100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3513336 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29236 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 187000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 5896776 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12778 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2847338 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630200000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75866) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3799313 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3515200000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (107480) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15591405 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14380000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (390525) |

---

*34*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 29049 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 111441749 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1283) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1448630 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5432000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29831) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3308492 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12351263940 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53228) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3445862 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12897000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64395) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6399247 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23786000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74737) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4776065 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18034423137 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132476) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7836168 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29496904950 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (192188) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5032348 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19306100000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (222314) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5123654 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19689691075 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (235412) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4492958 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17418300000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247889) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10874718 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41014000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (288318) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 71154 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 61480 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1145) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 127167 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 109878 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2046) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 178109 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 153893 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2866) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 755702 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 646526 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4597) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 606966 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 524443 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9767) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 638997 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 552119 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10282) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2445956 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2092590 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14879) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6510578 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5570000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39605) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2560445 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2212330 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41200) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9107146 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 7791444 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55401) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4678721 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4042607 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75286) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4690131 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4052466 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75469) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5286350 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4567623 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85063) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9270393 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 8010000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149171) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 10755823 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 9293473 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (173073) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 28769975 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 24613600 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (175013) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 12738589 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11006664 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (204977) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 13350498 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11535379 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214824) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 14028728 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 12121397 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (225737) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15983420 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 13810331 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (257190) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16075625 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 13890000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (258674) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18773253 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 16220861 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (302082) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 21219007 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 18334093 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (341436) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 30382076 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 26251361 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (488880) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 40601736 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 35081567 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (653325) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 63300017 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 54693814 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1018565) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 68400629 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 59100953 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1100639) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 26005131 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2420248113 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637344 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5522838 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 514000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135356 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4266945 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 397116503 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104576 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5499893 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 516000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91449 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5168041 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 489000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42596 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5488658 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 519900000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39336 |

---

*35*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 2301786 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 217000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$27305 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1374962 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22850 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1474024 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 139000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17098 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1039994 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 98000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12809 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1039633 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 98000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12448 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1363481 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11369 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1405107 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 133100000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10021 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1361650 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9539 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1361291 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9180 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1360161 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8050 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1359741 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7630 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1359516 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7405 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1359489 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 129000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7378 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1022645 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 97000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5941 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16470 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp; 1532875 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 18082789 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070700000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673854 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 16382091 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 970000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610478 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6831522 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 404501232 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254576 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4129054 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 248920000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81765 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3509366 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 211158524 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76056 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3200950 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 194000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46628 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2718270 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 164700000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40348 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2078264 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 125470000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38198 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1863207 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 112370000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36139 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1944651 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 117700000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30920 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1577857 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 95200000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29963 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2175346 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 132000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29106 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1544890 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 93350000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27076 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2210700 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 134300000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27063 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1926329 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 116841476 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26557 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1024943 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 61810000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19950 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1028191 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 62010000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19946 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 996289 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 60140000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18449 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1029952 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 62240000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17967 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1032546 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 62410000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17798 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1017960 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 61610000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16219 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1037227 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 62830000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15649 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 993294 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 60140000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15454 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 924459 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 56000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13932 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4822025 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18180000000 | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125129) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 98910000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3086115 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38016 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 82400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2569380 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33274 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 82430000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2571325 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32276 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 66380000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2072109 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24543 |

---

*36*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 65940000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2058367 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24387 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 65820000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2056168 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22796 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 32920000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1026538 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13259 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 65170000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2047620 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10814 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 51430000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1617631 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6816 |
| 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; (1093) |
| 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; (1435) |
| 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; (2336) |
| 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; (3822) |
| 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; (4350) |
| 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; (4411) |
| 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; (4521) |
| 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; (5171) |
| 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; (5201) |
| 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; (5308) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 46752268 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;795536600000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089851 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 43426951 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;738953000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1012333 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6640695 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;114718010000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56081 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 15134791 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 82336290 | &nbsp;&nbsp;&nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (908322) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 27637700 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 150432000 | &nbsp;&nbsp;&nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1673769) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 27537473 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 150431710 | &nbsp;&nbsp;&nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1773939) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 41888000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1312281 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9611 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 49170000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1543072 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8623 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 31058000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 973330 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6791 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 31077000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 975117 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5604 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 46000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1457165 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5508) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 47940000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1520568 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7688) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 65850000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2087163 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9084) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 81010000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2568501 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12006) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 76607112 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2427509 | &nbsp;&nbsp;&nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10192) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 140799888 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4458656 | &nbsp;&nbsp;&nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15751) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(4749828)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| KZT | &nbsp;&nbsp; 22507852 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 48965 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(382) |
| KZT | &nbsp;&nbsp; 584589035 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1262366 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (531) |
| 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; 206839 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp; 762793000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 211593 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9062) |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;5776615000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1551819 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18059) |

---

*37*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;3483126000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 940750 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(15938) |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;6834173000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1834692 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20138) |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;8124539000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2263103 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (105941) |
| USD | &nbsp;&nbsp; 2137225 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 113379806 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22719 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 48604 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 22507852 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1141107 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 584589035 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (120728) |
| USD | &nbsp;&nbsp; 1576157 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;5776615000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 42397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 204915 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 762793000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2385 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 935700 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3483126000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10889 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1394689 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;5027853000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 59734 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3347253000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 41057 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 524434 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;1956138660 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5056 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3916368 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 157782617 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1652 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3873392 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 157782617 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41324) |
| UYU | &nbsp;&nbsp; 157782617 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3916368 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1652) |
| UYU | &nbsp;&nbsp; 157782617 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3959413 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44698) |
| USD | &nbsp;&nbsp; 2111465 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 113390962 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2099) |
| USD | &nbsp;&nbsp; 573841 | &nbsp;&nbsp;ZMW | &nbsp;&nbsp; 10902980 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9987) |
| EUR | &nbsp;&nbsp; 1011181 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1192503 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5564) |
| EUR | &nbsp;&nbsp; 226959 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 266392 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 502588 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 590676 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (732) |
| EUR | &nbsp;&nbsp; 23769611 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 27843518 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 57590 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 832971 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 975735 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2018 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 552119 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 646748 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1338 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 117826 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 138020 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 14150153 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 16653905 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44254) |
| EUR | &nbsp;&nbsp; 10878184 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12720931 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 48036 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 569001 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 672783 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4882) |
| EUR | &nbsp;&nbsp; 66566508 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 78234405 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (97691) |
| EUR | &nbsp;&nbsp; 2271578 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2657059 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9351 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 217648 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 254459 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1019 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 252261 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 295405 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 703 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 108520 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 126834 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 1766677 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2081507 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7757) |
| EUR | &nbsp;&nbsp; 5158811 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6078136 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22651) |
| EUR | &nbsp;&nbsp; 3640599 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4265302 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8086 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 179122 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 211195 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (939) |
| EUR | &nbsp;&nbsp; 4363401 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5109910 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11912 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 4867692 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5705526 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8240 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 181064 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 213345 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (810) |
| USD | &nbsp;&nbsp; 224286 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 190234 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 475367 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 406026 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1233) |
| USD | &nbsp;&nbsp; 797629 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 681005 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1744) |
| USD | &nbsp;&nbsp; 521076 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 449485 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6535) |

---

*38*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 2869729 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2451234 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(7565) |
| USD | &nbsp;&nbsp; 639787 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 546177 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1323) |
| USD | &nbsp;&nbsp; 3725025 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 3180000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7705) |
| USD | &nbsp;&nbsp; 13054535 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 11144469 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27001) |
| USD | &nbsp;&nbsp; 18469974 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 15767551 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38202) |
| USD | &nbsp;&nbsp; 20362417 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 17383103 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42116) |
| USD | &nbsp;&nbsp; 3127218 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2655915 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9667 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 665121 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 563738 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2337479 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10150) |
| USD | &nbsp;&nbsp; 196792 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 166533 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 9927075 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 8457055 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2701062 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2310864 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11462) |
| USD | &nbsp;&nbsp; 5590007 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 4752100 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11925 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1800710 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1529545 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5308 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3455098 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2952440 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10518) |
| USD | &nbsp;&nbsp; 7414734 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6336918 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23630) |
| USD | &nbsp;&nbsp; 11598592 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 10010000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (151288) |
| USD | &nbsp;&nbsp; 17148356 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 14659253 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58884) |
| USD | &nbsp;&nbsp; 853889 | &nbsp;&nbsp;VND | &nbsp;&nbsp;22517044700 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (290) |
| VND | &nbsp;&nbsp;22517044700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 857858 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3679) |
| 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; (90826) |
| 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; 46275 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 380536968 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8342249 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21099 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 29077050 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 638430 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1553356625 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3227620 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 114547 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;4109817383 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1103695 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13929) |
| USD | &nbsp;&nbsp; 2422455 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1162173000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (78050) |
| USD | &nbsp;&nbsp; 2422455 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1162173000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (78050) |
| USD | &nbsp;&nbsp; 4844911 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;2319501000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (145675) |
| USD | &nbsp;&nbsp; 464896 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;1729414000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6322 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 273821508 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5857442 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 126602 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5834446 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 273821508 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (149597) |
| TRY | &nbsp;&nbsp;&nbsp;&nbsp;1226724901 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 26143848 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 614467 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 26110876 | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;1226724901 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (647438) |
| VND | &nbsp;&nbsp;15830396800 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 603684 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4017) |
| USD | &nbsp;&nbsp; 3868231 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 155000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;5/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 28454 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3500541699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6797168 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 656839 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1770519975 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3408123 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 361999 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1768792234 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3408078 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 358365 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1507626888 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2918929 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 291392 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3303760727 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6181030 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 853954 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 48313 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 22507852 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2121689 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1096170809 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (212482) |
| USD | &nbsp;&nbsp; 7147609 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;3470700000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (242855) |

---

*39*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 8020272 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;4158511152 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(834807) |
| USD | &nbsp;&nbsp; 2990597 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 118000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 69385 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 875880 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 34825000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13751 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2001267 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 79000000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45540 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2962153000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5836755 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 463319 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2951939000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5836755 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 441595 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2946394000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5836755 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 429802 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2422455 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1180099000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (87446) |
| USD | &nbsp;&nbsp; 4844912 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;2354627000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (163042) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1518401691 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000201 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 227943 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1518101671 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000201 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 227305 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1516301550 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000201 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 223478 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1518101671 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000201 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 223475 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 607120660 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1200080 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 89135 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 89293000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 22804423 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (282746) |
| MYR | &nbsp;&nbsp; 49000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12506381 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (147493) |
| CZK | &nbsp;&nbsp; 778500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 31818368 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 71936 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 15785587 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 386612703 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54313) |
| EUR | &nbsp;&nbsp; 15998665 | &nbsp;&nbsp;CZK | &nbsp;&nbsp; 391887297 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57742) |
| EUR | &nbsp;&nbsp; 189019 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 69370270 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (717) |
| EUR | &nbsp;&nbsp; 403238 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 148544591 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3315) |
| EUR | &nbsp;&nbsp; 675824 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 255961726 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28065) |
| EUR | &nbsp;&nbsp; 2663851 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;1053256747 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (253186) |
| EUR | &nbsp;&nbsp; 163108 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 63122750 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11104) |
| EUR | &nbsp;&nbsp; 1719877 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 651958196 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (73258) |
| EUR | &nbsp;&nbsp; 1840066 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 711305331 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (122697) |
| EUR | &nbsp;&nbsp; 2432181 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 938700205 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (157370) |
| EUR | &nbsp;&nbsp; 560048 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 205026744 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (478) |
| EUR | &nbsp;&nbsp; 2293709 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 872319806 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (106822) |
| EUR | &nbsp;&nbsp; 8396574 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;3180261085 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (349134) |
| EUR | &nbsp;&nbsp; 28140208 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;11227380001 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2999456) |
| EUR | &nbsp;&nbsp; 767678 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 300356210 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62758) |
| EUR | &nbsp;&nbsp; 14558344 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;5356255487 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (98017) |
| EUR | &nbsp;&nbsp; 6336918 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;2398555044 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (258359) |
| EUR | &nbsp;&nbsp; 7004190 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;2773589148 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (679252) |
| EUR | &nbsp;&nbsp; 41534839 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;16447381013 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4027966) |
| EUR | &nbsp;&nbsp; 165417 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 60596487 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (268) |
| EUR | &nbsp;&nbsp; 304770 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 119383196 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25368) |
| EUR | &nbsp;&nbsp; 446023 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 171468526 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26692) |
| EUR | &nbsp;&nbsp; 2590502 | &nbsp;&nbsp;HUF | &nbsp;&nbsp; 995449198 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (153614) |
| EUR | &nbsp;&nbsp; 2925200 | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;1148835516 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (253095) |
| EUR | &nbsp;&nbsp; 31794800 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 136600000 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (291949) |
| EUR | &nbsp;&nbsp; 61400941 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 261829329 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21047) |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;3931919518 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 10816707 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (80594) |

---

*40*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| HUF | &nbsp;&nbsp;16671817735 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 43196833 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;$2794977 | &nbsp;&nbsp;$— |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;2371574208 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6155317 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 385184 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;7925956110 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 21605294 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 71562 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;&nbsp;&nbsp;4708750258 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 12822870 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 57415 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;31793248956 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 80288010 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7786168 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp;16379355109 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 44622492 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 178283 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 81051186 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 25943851 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1558314 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 30482865 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9905010 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 438390 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 27416571 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8914509 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 388440 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 7330103 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2377202 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 110037 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 61343659 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 19488847 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1326191 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 30766155 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9843532 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 595993 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 2493933 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 808957 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37281 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 45798734 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14857514 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 682842 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 15242324 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4952505 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 219497 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 30556955 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9881627 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 486912 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 14857515 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4836966 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 204463 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3004701231 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6000402 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375013 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 136600000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 31907687 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 159197 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 30180000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2827332 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48695) |
| SEK | &nbsp;&nbsp; 305700000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 28703342 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (569286) |
| SEK | &nbsp;&nbsp; 305950000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 33159895 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52383 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 26800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2910329 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1066) |
| USD | &nbsp;&nbsp; 10039827 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 36870512 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1157 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 17899212 | &nbsp;&nbsp;BHD | &nbsp;&nbsp; 6766439 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16209) |
| USD | &nbsp;&nbsp; 1095217 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 815069 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13802) |
| USD | &nbsp;&nbsp; 2676975 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 1980000 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17102) |
| USD | &nbsp;&nbsp; 35447094 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 26380000 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (446720) |
| USD | &nbsp;&nbsp; 4717597 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 14901412 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (338727) |
| USD | &nbsp;&nbsp; 5878290 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 18477752 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (391553) |
| USD | &nbsp;&nbsp; 14152471 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 44604895 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (982794) |
| USD | &nbsp;&nbsp; 1262942 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 3987455 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (90075) |
| USD | &nbsp;&nbsp; 4651472 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 14702727 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (337435) |
| USD | &nbsp;&nbsp; 9934275 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 31331710 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (697153) |
| USD | &nbsp;&nbsp; 9934275 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 31360360 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (706875) |
| USD | &nbsp;&nbsp; 9934275 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 31362804 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (707704) |
| USD | &nbsp;&nbsp; 9934275 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 31411701 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (724295) |
| USD | &nbsp;&nbsp; 9934275 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 31414164 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (725131) |
| USD | &nbsp;&nbsp; 29802825 | &nbsp;&nbsp;ILS | &nbsp;&nbsp; 93785020 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2020164) |
| USD | &nbsp;&nbsp; 5471125 | &nbsp;&nbsp;INR | &nbsp;&nbsp; 513000000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 94124 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1651881 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 259498513 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11400) |
| USD | &nbsp;&nbsp; 62235637 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 104922776 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 162095 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 29050248 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 48975680 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75663 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 5761755 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 9713716 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15007 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

*41*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 6785965 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 25500000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(9904) |
| USD | &nbsp;&nbsp; 35959309 | &nbsp;&nbsp;SEK | &nbsp;&nbsp; 332247941 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (107731) |
| USD | &nbsp;&nbsp; 54173 | &nbsp;&nbsp;SEK | &nbsp;&nbsp; 502059 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (327) |
| USD | &nbsp;&nbsp; 3939247 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 157782617 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35841 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3857494 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 157000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26551) |
| USD | &nbsp;&nbsp; 1455848 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 56500000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 58086 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10907044 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 187746073 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (327448) |
| USD | &nbsp;&nbsp; 121938355 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;2054527156 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1002000) |
| USD | &nbsp;&nbsp; 76417598 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1320091085 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2575014) |
| USD | &nbsp;&nbsp; 71407079 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;1186600000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 402408 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 15912237 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 264420000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 89672 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 47886763 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 795724234 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 271612 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2292626 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 37727920 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35034 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 4098936 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 70700909 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (131719) |
| USD | &nbsp;&nbsp; 4966287 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 85288579 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (137276) |
| VND | &nbsp;&nbsp;22710156370 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 851732 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6987 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 620780826 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 36265858 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 880896 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 129590997 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7665476 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 89089 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 130862180 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7746395 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 84235 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 285608167 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 17373694 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (283255) |
| ZAR | &nbsp;&nbsp; 198705662 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 11542739 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 347562 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 693001823 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 41130390 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 337979 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 25580152 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1555877 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25192) |
| ZAR | &nbsp;&nbsp; 37084028 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2261246 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42184) |
| ZAR | &nbsp;&nbsp; 57751379 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3512646 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56875) |
| ZAR | &nbsp;&nbsp; 83723263 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5105133 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (95237) |
| ZAR | &nbsp;&nbsp; 498926717 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 30145915 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (290760) |
| ZAR | &nbsp;&nbsp; 36911628 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2188242 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20504 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 28802710 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1707074 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16444 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 508262697 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 30586175 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (172365) |
| ZAR | &nbsp;&nbsp; 345927292 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 21116046 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (416186) |
| ZAR | &nbsp;&nbsp; 25761717 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16933) |
| ZAR | &nbsp;&nbsp; 25746132 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17866) |
| ZAR | &nbsp;&nbsp; 25719638 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19451) |
| ZAR | &nbsp;&nbsp; 25718859 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19498) |
| ZAR | &nbsp;&nbsp; 25711845 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19918) |
| ZAR | &nbsp;&nbsp; 25711845 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19918) |
| ZAR | &nbsp;&nbsp; 27971585 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1694734 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20949) |
| ZAR | &nbsp;&nbsp; 58161291 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38230) |
| ZAR | &nbsp;&nbsp; 58126106 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (40335) |
| ZAR | &nbsp;&nbsp; 55824498 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3382278 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41809) |
| ZAR | &nbsp;&nbsp; 58066291 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43915) |
| ZAR | &nbsp;&nbsp; 58064531 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44020) |
| ZAR | &nbsp;&nbsp; 58048698 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (44967) |

---

*42*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| ZAR | &nbsp;&nbsp; 58048698 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(44967) |
| ZAR | &nbsp;&nbsp; 25586699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1558483 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27406) |
| ZAR | &nbsp;&nbsp; 57766160 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3518529 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61874) |
| ZAR | &nbsp;&nbsp; 900072708 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 54861742 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1002508) |
| ZAR | &nbsp;&nbsp; 637145000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 37069176 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1056790 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 37702096 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2294438 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38392) |
| ZAR | &nbsp;&nbsp; 85118651 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5180070 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (86675) |
| EUR | &nbsp;&nbsp; 94668 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 13924754 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1782) |
| ISK | &nbsp;&nbsp;&nbsp;&nbsp;4253401969 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 28917003 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 544355 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1643450000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3020215 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 460002 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2121689 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1101687202 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (211275) |
| USD | &nbsp;&nbsp; 879944 | &nbsp;&nbsp;KZT | &nbsp;&nbsp; 462053412 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (98514) |
| 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;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (617056) |
| USD | &nbsp;&nbsp; 6993873 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 350043323 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 630654 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3503528 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 145004000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (81844) |
| USD | &nbsp;&nbsp; 2627661 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 107629000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33374) |
| 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;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (63657) |
| USD | &nbsp;&nbsp; 796565 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 40346016 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 64756 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 187822 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 7659383 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1492) |
| 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; 159062 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2012834 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;&nbsp;&nbsp;2846147000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12835) |
| ZMW | &nbsp;&nbsp; 6207546 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 271430 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 59601 | &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; (4792719) |
| USD | &nbsp;&nbsp; 1006417 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;&nbsp;&nbsp;1436157000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15073) |
| USD | &nbsp;&nbsp; 2012834 | &nbsp;&nbsp;NGN | &nbsp;&nbsp;&nbsp;&nbsp;2894455000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (45894) |
| USD | &nbsp;&nbsp; 3460039 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 142000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (47346) |
| VND | &nbsp;&nbsp;11211744750 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 421098 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;7/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2026 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;54273835275 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2028928 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18830 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;21423880000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 800593 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7732 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 2126114 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 308626699 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3261 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp;&nbsp;&nbsp;1109775452 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 7623131 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14244 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 917227000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6318731 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9691) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1774859000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3308835 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 409039 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2216008 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1178916443 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (253519) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1417856000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2647333 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 321660 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 2216008 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1178694842 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (252181) |
| VND | &nbsp;&nbsp;32098942105 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1206047 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4162 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1643450000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3076757 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 363413 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;3362315000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 905072 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27723) |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3416987000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 38178 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7157157 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 286000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 101352 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 13134394 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15329908 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 141773 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 13134394 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15332592 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 139088 | &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;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (65127) |

---

*43*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| EUR | &nbsp;&nbsp; 11630000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13746660 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(47083) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2080000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3909672 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 438161 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 6788210 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5815000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61579) |
| USD | &nbsp;&nbsp; 6787021 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5815000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62767) |
| USD | &nbsp;&nbsp; 30603138 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 26268788 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (340223) |
| USD | &nbsp;&nbsp; 10760183 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 9240000 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (124090) |
| USD | &nbsp;&nbsp; 2216008 | &nbsp;&nbsp;KZT | &nbsp;&nbsp;&nbsp;&nbsp;1179692046 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (249907) |
| USD | &nbsp;&nbsp; 978064 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3560152000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 49737 | &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; 79616 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;1732800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 461961 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10229) |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;1725762000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 461252 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11356) |
| USD | &nbsp;&nbsp; 8964725 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 445025947 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (136552) |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3407689000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 41427 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2642783061 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4957796 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 562524 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 11515298 | &nbsp;&nbsp;ISK | &nbsp;&nbsp;&nbsp;&nbsp;1675475861 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13660 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp;&nbsp;&nbsp;1896692187 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 13035685 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;7/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15464) |
| USD | &nbsp;&nbsp; 2307692 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 93000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14510 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;5042669000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9510585 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1004131 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3858442 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 157000000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13971) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;4030000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7696715 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 697552 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1489308000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2588390 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 512661 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1489572000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2587482 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 510837 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp;22517044700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 842073 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5262 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7557995 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 303000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 98725 | &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; (510184) |
| PLN | &nbsp;&nbsp; 96665570 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 22757424 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (190492) |
| 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; (587750) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1844881952 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3455482 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 348344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1842635889 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3455482 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 343713 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 99361390 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 23386854 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (192110) |
| 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; (950186) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1836001363 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3445302 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 334927 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PLN | &nbsp;&nbsp; 197921277 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 46576836 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (382834) |
| 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; (686258) |
| PLN | &nbsp;&nbsp; 145197458 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 34172148 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (285981) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3148710876 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6000402 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 469074 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2682100486 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5130261 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 380497 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 721084 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 43229000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39638) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3135509992 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6000402 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 437465 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1565204825 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000201 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 213497 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MNT | &nbsp;&nbsp;&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; 21801 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MNT | &nbsp;&nbsp;&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; 22837 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;6387596000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 396745 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 121844 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;3518712735 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 218554 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 67002 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

*44*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| RUB | &nbsp;&nbsp; 162125000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2023780 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/14/26 | &nbsp;&nbsp;$12099 | &nbsp;&nbsp;$— |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3140674000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5142323 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1241691 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3430934000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52285 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 256002 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 973791964 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6941 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3458828000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45350 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;3109972000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5102497 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1201726 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3454179000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 46936 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;4754781000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7857843 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1767339 | &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;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2618) |
| USD | &nbsp;&nbsp; 4422074 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 1703157 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2879) |
| USD | &nbsp;&nbsp; 4824081 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 1857990 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3141) |
| USD | &nbsp;&nbsp; 5308408 | &nbsp;&nbsp;OMR | &nbsp;&nbsp; 2044528 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3457) |
| KZT | &nbsp;&nbsp;&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; 285164 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1529284407 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2587482 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500853 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;6800879000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1845557 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (111604) |
| USD | &nbsp;&nbsp; 1859585 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;6926954000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 93487 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 464896 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;1731738000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23676 | &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; 125471 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp;&nbsp;&nbsp;3973843666 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1072562 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61062) |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3472775000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45834 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3474635000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45360 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 115890000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 874642 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15871) |
| USD | &nbsp;&nbsp; 836751 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 115890000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22020) |
| USD | &nbsp;&nbsp; 929793 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3491371000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 41527 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 464896 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;1771255000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14367 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 929792 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;&nbsp;&nbsp;3626190000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8113 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 566724126 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10254748 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 189526 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 10326523 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 566724126 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (117751) |
| USD | &nbsp;&nbsp; 35456615 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 10831996 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;11/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80680 | &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; (10200) |
| USD | &nbsp;&nbsp; 503185 | &nbsp;&nbsp;UAH | &nbsp;&nbsp; 23700000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;12/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3329) |
| 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; (25582) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1616358251 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3000201 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 220550 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1560104484 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2890421 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 218240 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1358314149 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2524044 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 182530 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp;&nbsp;&nbsp;3145234000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2119906 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8942 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;2306368463 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4339357 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 251847 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp; 91126520 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 583432 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 10158 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 632592 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 91126520 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 39002 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RUB | &nbsp;&nbsp; 218112000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2639207 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6579 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp;&nbsp;&nbsp;1625307000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1012652 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 76473 | &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; 55056 | &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;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61509) |
| EUR | &nbsp;&nbsp; 12306204 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14449124 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 133574 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

*45*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 14435177 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 12306204 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(147521) |
| USD | &nbsp;&nbsp; 9486997 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 8080000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (87702) |
| EUR | &nbsp;&nbsp; 6540000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7800258 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (50205) |
| USD | &nbsp;&nbsp; 7659434 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 6540000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (90618) |
| KES | &nbsp;&nbsp; 294316000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2186597 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42031) |
| USD | &nbsp;&nbsp; 874638 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 123324000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23976) |
| USD | &nbsp;&nbsp; 380630 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 51385000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6207 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 874640 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 119607000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;2/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3110 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 117420000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 874637 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21560) |
| USD | &nbsp;&nbsp; 871061 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 117420000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 17985 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 117201000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 874634 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24150) |
| USD | &nbsp;&nbsp; 857039 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 117201000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6554 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 120203000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 895041 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23796) |
| USD | &nbsp;&nbsp; 855537 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 120203000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15707) |
| USD | &nbsp;&nbsp; 4993351 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 1508004 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 59808 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 121054000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 895046 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18662) |
| USD | &nbsp;&nbsp; 864671 | &nbsp;&nbsp;KES | &nbsp;&nbsp; 121054000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11712) |
| KZT | &nbsp;&nbsp;&nbsp;&nbsp;1302614000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2355541 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 169944 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;36535678000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2792180 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80686 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;18253878000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1396090 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 39245 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;18288780000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1396090 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41724 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;18253878000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1396090 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 38980 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp;&nbsp;&nbsp;4077624000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2682647 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8584 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 45187300 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 165888000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 13096 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 26963580 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 98986000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7961 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 45187323 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 165964000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7597) |
| USD | &nbsp;&nbsp; 29813978 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 230790000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 73524 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 22593662 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 82982000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3809) |
| USD | &nbsp;&nbsp; 27119029 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 99586500 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (141) |
| USD | &nbsp;&nbsp; 4521732 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 35000000 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11394 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 29841491 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 231000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 73259 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 11576173 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 89610000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28419 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;26619849175 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2042183 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48666 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;13299713675 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1021091 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 23531 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;9845980000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 755349 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 18000 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;2684224000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 206082 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4749 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;2234989000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 171592 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3954 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;26670903738 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2042183 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 52290 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;13335451869 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1021091 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 26145 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;11641182000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 891362 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22823 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;5820591000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 445681 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11412 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;18433344596 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1406052 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41255 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;11412500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 866421 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 28814 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 27112442 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 99584000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6160) |

---

*46*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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; 26801198 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 98427398 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/30/27 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(2489) |
| USD | &nbsp;&nbsp; 26801197 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 98476980 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16016) |
| USD | &nbsp;&nbsp; 26801197 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 98487700 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18935) |
| USD | &nbsp;&nbsp; 19333237 | &nbsp;&nbsp;BHD | &nbsp;&nbsp; 7384389 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (157313) |
| USD | &nbsp;&nbsp; 19826064 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74883641 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55889) |
| USD | &nbsp;&nbsp; 19826064 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74893554 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (58520) |
| USD | &nbsp;&nbsp; 19826222 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74919328 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (65205) |
| USD | &nbsp;&nbsp; 19826222 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74919328 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (65205) |
| USD | &nbsp;&nbsp; 39652444 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 149806933 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (121988) |
| USD | &nbsp;&nbsp; 26801197 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 98490380 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19677) |
| USD | &nbsp;&nbsp; 19826222 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74913380 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62546) |
| USD | &nbsp;&nbsp; 3300100 | &nbsp;&nbsp;AED | &nbsp;&nbsp; 12127042 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2339) |
| USD | &nbsp;&nbsp; 15934486 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 60236027 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57154) |
| USD | &nbsp;&nbsp; 19826064 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74913380 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62165) |
| USD | &nbsp;&nbsp; 19826064 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74923293 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (64796) |
| USD | &nbsp;&nbsp; 19826063 | &nbsp;&nbsp;SAR | &nbsp;&nbsp; 74941136 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (69534) |
| USD | &nbsp;&nbsp; 9666695 | &nbsp;&nbsp;BHD | &nbsp;&nbsp; 3688811 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (68537) |
| RUB | &nbsp;&nbsp; 454199000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5278413 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;4/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 107808 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;2119371000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 118170 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 41749 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;&nbsp;&nbsp;2223163000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 124352 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 42969 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$47031272** | &nbsp;&nbsp;**$(44064508)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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** |  |  |  |  |  |
| Brent Crude Oil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;$14003990 | &nbsp;&nbsp;&nbsp;&nbsp;$905441 |
| Gold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36573840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340588 |
| WTI Crude Oil | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(143) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13366210) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1016072) |
| **Equity Futures** |  |  |  |  |  |
| OMX Stockholm 30 Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21758867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (350364) |
| Euro Stoxx Bank | &nbsp;&nbsp;&nbsp;&nbsp;(2037) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30750693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2676210) |
| IFSC Nifty 50 Index | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(384) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18646456) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208227) |
| STOXX Europe 600 Index | &nbsp;&nbsp;&nbsp;&nbsp;(1378) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49181767) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1777384) |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62064063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (370010) |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45552375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1970390) |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(289) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39158880) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388526 |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1471287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25069 |
| 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;6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (825652) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16352 |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6006625) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54196 |

---

*47*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** | **Futures Contracts (continued)** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures (continued)** |  |  |  |  |  |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;(1026) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(110639672) | &nbsp;&nbsp;&nbsp;&nbsp;$1124810 |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (884750) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2031469) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23437 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(5489925)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| CNY | &nbsp;&nbsp;&nbsp;&nbsp;164400 | Pays | 7-day China Fixing Repo Rates<br> (pays quarterly) | 1.58%<br> (pays quarterly) | 12/17/30 | $46306 | $— | $46306 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;43657 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43657 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;21053 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 21053 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;65396 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 65396 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;37623 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 37623 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;18603 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 18603 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;62104 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 62104 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;63357 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 63357 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;83620 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 83620 |
| 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;42024 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 42024 |
| 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;33948 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 33948 |
| CZK | &nbsp;&nbsp;&nbsp;&nbsp;405572 | Receives | 6-month CZK PRIBOR<br> (pays semi-annually) | 4.62%<br> (pays annually) | 6/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;(138004) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (138004) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;(5813) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp; (5792) |

---

*48*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| 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 | $88542 | $— | $88542 |
| 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;37456 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 37456 |
| 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;43047 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 43047 |
| KRW | 15445000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.37%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(184762) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (184762) |
| KRW | 23197000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.38%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(276755) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (276755) |
| KRW | 12139000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.38%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(142536) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (142536) |
| KRW | 11584000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(134501) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (134501) |
| KRW | 17995000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.41%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(195336) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (195336) |
| KRW | 21593000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.44%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(214479) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (214479) |
| KRW | 19572000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.44%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(191589) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (191589) |
| KRW | 8997000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.45%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(87352) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (87352) |
| KRW | 21593000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.45%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(204471) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (204471) |
| KRW | 14708700 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.47%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(128702) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (128702) |
| KRW | 8997300 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.47%<br> (pays quarterly) | 3/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;(79561) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (79561) |
| 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;101394 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 101394 |
| 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;104945 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 104945 |
| 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;(103686) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (103686) |
| 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;(65176) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (65176) |
| 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;142465 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 142465 |

---

*49*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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;887000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.12%<br> (pays monthly) | 1/12/28 | $15920 | $— | $15920 |
| 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;(17673) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17673) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;136100 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.04%<br> (pays monthly) | 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8556) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8556) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;103000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.83%<br> (pays monthly) | 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;(33446) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33446) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;119000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.84%<br> (pays monthly) | 2/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;(38116) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38116) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;110000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.83%<br> (pays monthly) | 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;(35765) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35765) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.79%<br> (pays monthly) | 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;(26621) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26621) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 6.76%<br> (pays monthly) | 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;(18341) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18341) |
| MXN | 1052000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.06%<br> (pays monthly) | 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;(114967) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (114967) |
| MXN | 1061946 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.04%<br> (pays monthly) | 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;(147753) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (147753) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;860000 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.08%<br> (pays monthly) | 3/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;(85455) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (85455) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;849000 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.53%<br> (pays monthly) | 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;(301103) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (301103) |
| MXN | 2352070 | Receives | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.54%<br> (pays monthly) | 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;(857572) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (857572) |
| MXN | &nbsp;&nbsp;&nbsp;&nbsp;979500 | Pays | Mexico Interbank TIIE 28 Day<br> (pays monthly) | 7.56%<br> (pays monthly) | 6/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;228366 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228366 |
| 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;34717 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 34717 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23717 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.17%<br> (pays annually) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;(117410) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (117410) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43591 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.18%<br> (pays annually) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;(210511) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (210511) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83578 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.24%<br> (pays annually) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;(339486) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (339486) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26714 | Pays | 6-month PLN WIBOR<br> (pays semi-annually) | 4.25%<br> (pays annually) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;(106339) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (106339) |

---

*50*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;175402 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.70%<br> (pays annually) | 6/17/31 | $(251804) | $— | $(251804) |
| 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;120850 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 120850 |
| 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;(88073) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88073) |
| 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;322728 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 322728 |
| 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;(188186) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (188186) |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;36173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 36173 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;95381 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 95381 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;91607 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 91607 |
| 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;234143 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 234143 |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74514 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 4.91%<br> (pays annually) | 6/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;(193177) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (193177) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;417000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.12%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92173 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 92173 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;909000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.13%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;193806 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 193806 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;695000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.13%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;141748 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 141748 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;199000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.13%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40020 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 40020 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;645000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.14%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;123744 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 123744 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;357000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.15%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64933 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64933 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;198000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.16%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32348 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 32348 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;357000 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 2.17%<br> (pays quarterly) | 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55782 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 55782 |
| **Total** |  |  |  |  |  | **$(2373098)** | **$21** | **$(2373077)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount<sup>(1)</sup> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate<sup>(3)</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)** |
| Saudi Arabia | &nbsp;&nbsp;$17542 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;0.68% | &nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;$279795 | &nbsp;&nbsp;$(137028) | &nbsp;&nbsp;$142767 |
| **Total** | &nbsp;&nbsp;**$17542** |  |  | &nbsp;&nbsp;**$279795** | &nbsp;&nbsp;**$(137028)** | &nbsp;&nbsp;**$142767** |

---

*51*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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>(4)</sup> | &nbsp;&nbsp;12/20/35 | &nbsp;&nbsp;$1156522 | &nbsp;&nbsp;$(856574) | &nbsp;&nbsp;$299948 |
| Korea | 147330 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (5037511) | &nbsp;&nbsp;&nbsp;&nbsp; 4690458 | &nbsp;&nbsp;&nbsp;&nbsp; (347053) |
| 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>(4)</sup> | &nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp; (886) | &nbsp;&nbsp;&nbsp;&nbsp; (694) |
| Markit CDX Emerging Markets Index (CDX.EM.44.V1) | &nbsp;&nbsp;&nbsp;34255 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 273428 | &nbsp;&nbsp;&nbsp;&nbsp; (718251) | &nbsp;&nbsp;&nbsp;&nbsp; (444823) |
| Markit CDX Emerging Markets Index (CDX.EM.45.V1) | 202782 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5361796 | &nbsp;&nbsp;&nbsp;&nbsp;(9204075) | &nbsp;&nbsp;&nbsp;&nbsp;(3842279) |
| Markit CDX North America High Yield Index (CDX.NA.HY.45.V2) | 108853 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (8533579) | &nbsp;&nbsp;&nbsp;&nbsp; 8363081 | &nbsp;&nbsp;&nbsp;&nbsp; (170498) |
| Markit CDX North America High Yield Index (CDX.NA.HY.46.V1) | &nbsp;&nbsp;&nbsp;48125 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (3694635) | &nbsp;&nbsp;&nbsp;&nbsp; 1978318 | &nbsp;&nbsp;&nbsp;&nbsp;(1716317) |
| Poland | &nbsp;&nbsp;&nbsp;27220 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (634604) | &nbsp;&nbsp;&nbsp;&nbsp; 429225 | &nbsp;&nbsp;&nbsp;&nbsp; (205379) |
| Qatar | &nbsp;&nbsp;&nbsp;40962 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (1251145) | &nbsp;&nbsp;&nbsp;&nbsp; 916237 | &nbsp;&nbsp;&nbsp;&nbsp; (334908) |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;54737 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (899362) | &nbsp;&nbsp;&nbsp;&nbsp; 525098 | &nbsp;&nbsp;&nbsp;&nbsp; (374264) |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;51000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; (424882) | &nbsp;&nbsp;&nbsp;&nbsp; 44504 | &nbsp;&nbsp;&nbsp;&nbsp; (380378) |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;46290 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; (18517) | &nbsp;&nbsp;&nbsp;&nbsp; (388244) | &nbsp;&nbsp;&nbsp;&nbsp; (406761) |
| Saudi Arabia | &nbsp;&nbsp;&nbsp;38000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp; 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp; 54402 | &nbsp;&nbsp;&nbsp;&nbsp; 15239 | &nbsp;&nbsp;&nbsp;&nbsp; 69641 |
| South Africa | 200746 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3580573 | &nbsp;&nbsp;&nbsp;&nbsp;(4005427) | &nbsp;&nbsp;&nbsp;&nbsp; (424854) |
| **Total** |  |  | &nbsp;&nbsp;**$(10067322)** | &nbsp;&nbsp;**$1788703** | &nbsp;&nbsp;**$(8278619)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<sup>(1)</sup> (000's omitted)** | &nbsp;&nbsp;**Contract Annual<br> Fixed Rate<sup>(2)</sup>** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate<sup>(3)</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;$2469 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.52% | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;$(5200) | &nbsp;&nbsp;$23646 | &nbsp;&nbsp;$18446 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 3209 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.52 | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (6759) | &nbsp;&nbsp;&nbsp;&nbsp; 25936 | &nbsp;&nbsp;&nbsp;&nbsp; 19177 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 3075 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.71 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(20659) | &nbsp;&nbsp;&nbsp;&nbsp; 58265 | &nbsp;&nbsp;&nbsp;&nbsp; 37606 |
| Petroleos Mexicanos | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 5717 | &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.71 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(38408) | &nbsp;&nbsp;&nbsp;&nbsp; 92838 | &nbsp;&nbsp;&nbsp;&nbsp; 54430 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 3586 | &nbsp;&nbsp;4.00%<br> (pays monthly) | &nbsp;&nbsp;2.61 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24382 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 24382 |
| Petroleos Mexicanos | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 3506 | &nbsp;&nbsp;4.20%<br> (pays monthly) | &nbsp;&nbsp;2.61 | &nbsp;&nbsp; 7/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24947 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 24947 |

---

*52*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 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)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<sup>(1)</sup> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate<sup>(3)</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;Goldman Sachs International | &nbsp;&nbsp;$2512 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.50% | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;$1186 | &nbsp;&nbsp;$13199 | &nbsp;&nbsp;$14385 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 2000 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.50 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp; 3243 | &nbsp;&nbsp;&nbsp;&nbsp; 4188 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.50 | &nbsp;&nbsp; 6/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp; 1935 | &nbsp;&nbsp;&nbsp;&nbsp; 2476 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 1146 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.71 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; (7699) | &nbsp;&nbsp;&nbsp;&nbsp; 17963 | &nbsp;&nbsp;&nbsp;&nbsp; 10264 |
| Petroleos Mexicanos | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 5789 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.71 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(38892) | &nbsp;&nbsp;&nbsp;&nbsp; 91355 | &nbsp;&nbsp;&nbsp;&nbsp; 52463 |
| Petroleos Mexicanos | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 2193 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;1.67 | &nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(13842) | &nbsp;&nbsp;&nbsp;&nbsp; 38545 | &nbsp;&nbsp;&nbsp;&nbsp; 24703 |
| **Total** |  | &nbsp;&nbsp;**$36348** |  |  | &nbsp;&nbsp;**$(79458)** | &nbsp;&nbsp;**$366925** | &nbsp;&nbsp;**$287467** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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;$963 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;$(30007) | &nbsp;&nbsp;$11235 | &nbsp;&nbsp;$(18772) |
| Ecuador | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; 540 &nbsp;&nbsp;5.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; (16826) | &nbsp;&nbsp;&nbsp;&nbsp; 5235 | &nbsp;&nbsp;&nbsp;&nbsp; (11591) |
| Saudi Arabia | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;14533 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; (231801) | &nbsp;&nbsp;&nbsp;&nbsp;(137560) | &nbsp;&nbsp;&nbsp;&nbsp; (369361) |
| Saudi Arabia | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;31500 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (517564) | &nbsp;&nbsp;&nbsp;&nbsp; 334073 | &nbsp;&nbsp;&nbsp;&nbsp; (183491) |
| Saudi Arabia | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;40642 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; (667772) | &nbsp;&nbsp;&nbsp;&nbsp; 413921 | &nbsp;&nbsp;&nbsp;&nbsp; (253851) |
| Saudi Arabia | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;28800 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; (66033) | &nbsp;&nbsp;&nbsp;&nbsp;(276640) | &nbsp;&nbsp;&nbsp;&nbsp; (342673) |
| United States | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;38049 &nbsp;&nbsp;0.25%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 191109 | &nbsp;&nbsp;&nbsp;&nbsp;(174148) | &nbsp;&nbsp;&nbsp;&nbsp; 16961 |
| United States | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp; 2976 &nbsp;&nbsp;0.25%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 14948 | &nbsp;&nbsp;&nbsp;&nbsp; (18241) | &nbsp;&nbsp;&nbsp;&nbsp; (3293) |
| United States | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 1984 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(4)</sup> | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 7943 | &nbsp;&nbsp;&nbsp;&nbsp; (10320) | &nbsp;&nbsp;&nbsp;&nbsp; (2377) |
| **Total** |  |  |  | &nbsp;&nbsp;**$(1316003)** | &nbsp;&nbsp;**$147555** | &nbsp;&nbsp;**$(1168448)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

*53*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

<sup>(1)</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 April 30, 2026, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $53,890,000.

<sup>(2)</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>(3)</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.

<sup>(4)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on UZS 12,841,000,000<br> Uzbekistan Treasury Bonds, 14.00%, 2/6/29 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Fully Funded<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;$59859 |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp;Total Return on UZS 16,265,000,000<br> Uzbekistan Treasury Bonds, 14.00%, 2/6/29 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;Fully Funded<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52591 |
| 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; 39032 |
| 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; 48827 |
| 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;5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41587 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$241896** |

---

<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 |
| CMT | – Constant Maturity Treasury |
| COF | – Cost of Funds 11th District |
| EURIBOR | – Euro Interbank Offered Rate |
| GDR | – Global Depositary Receipt |

---

---

| | |
|:---|:---|
| LME | – London Metal Exchange |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |
| PRIBOR | – Prague Interbank Offered Rate |
| SOFR | – Secured Overnight Financing Rate |

---

*54*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Portfolio of Investments (Unaudited) — continued

------

 <br> TAIBOR – Taipei Interbank Offered Rate <br> WIBOR – Warsaw Interbank Offered Rate

 <br> WTI – West Texas Intermediate

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AED | – United Arab Emirates Dirham |
| ALL | – Albanian Lek |
| AMD | – Armenian Dram |
| BHD | – Bahraini Dinar |
| BRL | – Brazilian Real |
| CLP | – Chilean Peso |
| CNY | – Yuan Renminbi |
| COP | – Colombian Peso |
| CZK | – Czech Koruna |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| HKD | – Hong Kong Dollar |
| HUF | – Hungarian Forint |
| IDR | – Indonesian Rupiah |
| ILS | – Israeli Shekel |
| INR | – Indian Rupee |
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KES | – Kenyan Shilling |
| 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 |
| PHP | – Philippine Peso |
| PLN | – Polish Zloty |
| PYG | – Paraguayan Guarani |
| RON | – Romanian Leu |
| RSD | – Serbian Dinar |
| RUB | – Russian Ruble |
| SAR | – Saudi Riyal |
| 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 |

---

*55*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Statement of Assets and Liabilities (Unaudited)

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**April 30, 2026** |
| Assets |  |
| Unaffiliated investments, at value (identified cost $2,854,476,987) | &nbsp;&nbsp;$2973091324 |
| Affiliated investments, at value (identified cost $804,068,570) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804068570 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55852371 |
| Deposits for derivatives collateral: |  |
| &nbsp;&nbsp;&nbsp;Centrally cleared derivatives | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69808401 |
| &nbsp;&nbsp;&nbsp;OTC derivatives | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15890000 |
| Cash collateral for securities sold short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129892552 |
| Foreign currency, at value (identified cost $61,543,382) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61814228 |
| Interest and dividends receivable | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31809245 |
| Dividends receivable from affiliated investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755817 |
| Receivable for investments sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16840306 |
| Receivable for open forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47031272 |
| Receivable for open OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546324 |
| Upfront payments on open OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347821 |
| Tax reclaims receivable | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 |
| Trustees' deferred compensation plan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293792 |
| **Total assets** | &nbsp;&nbsp;**$4213044183** |
| Liabilities |  |
| Cash collateral due to brokers | &nbsp;&nbsp;$15890000 |
| Payable for reverse repurchase agreements, including accrued interest of $1,967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773286 |
| Written options outstanding, at value (premiums received $1,646,771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490909 |
| Payable for investments purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43469965 |
| Payable for when-issued securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8254982 |
| Payable for securities sold short, at value (proceeds $289,744,267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292986165 |
| Payable for variation margin on open futures contracts and futures style options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085624 |
| Payable for variation margin on open centrally cleared derivatives | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2398858 |
| Payable for open forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44064508 |
| Payable for open OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185409 |
| Upfront receipts on open OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131389 |
| Payable to affiliates: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment adviser fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613841 |
| &nbsp;&nbsp;&nbsp;Trustees' fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63473 |
| &nbsp;&nbsp;&nbsp;Trustees' deferred compensation plan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293792 |
| Interest payable on securities sold short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004655 |
| Accrued foreign capital gains taxes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166532 |
| Accrued expenses and other liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996046 |
| **Total liabilities** | &nbsp;&nbsp;**$418869434** |
| **Net Assets applicable to investors' interest in Portfolio** | &nbsp;&nbsp;**$3794174749** |

---

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Statement of Operations (Unaudited)

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Six Months Ended** |
|  | &nbsp;&nbsp;&nbsp;**April 30, 2026** |
| Investment Income |  |
| Dividend income (net of foreign taxes withheld of $288,656) | &nbsp;&nbsp;$1573768 |
| Dividend income from affiliated investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10262990 |
| Interest income (net of foreign taxes withheld of $2,381,769) | &nbsp;&nbsp;&nbsp;&nbsp;117383882 |
| Other income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070979 |
| **Total investment income** | &nbsp;&nbsp;**$131291619** |
| Expenses |  |
| Investment adviser fee | &nbsp;&nbsp;$9376571 |
| Trustees' fees and expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108500 |
| Custodian fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123413 |
| Legal and accounting services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374341 |
| Interest expense and fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72227 |
| Interest and dividend expense on securities sold short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755633 |
| Miscellaneous | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98401 |
| **Total expenses** | &nbsp;&nbsp;**$17909086** |
| Deduct: |  |
| &nbsp;&nbsp;&nbsp;Waiver and/or reimbursement of expenses by affiliates | &nbsp;&nbsp;$398883 |
| **Total expense reductions** | &nbsp;&nbsp;**$398883** |
| **Net expenses** | &nbsp;&nbsp;**$17510203** |
| **Net investment income** | &nbsp;&nbsp;**$113781416** |
| Realized and Unrealized Gain (Loss) |  |
| Net realized gain (loss): |  |
| &nbsp;&nbsp;&nbsp;Investment transactions (net of foreign capital gains taxes of $12,642) | &nbsp;&nbsp;$76088131 |
| &nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216298 |
| &nbsp;&nbsp;&nbsp;Securities sold short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14934) |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581429 |
| &nbsp;&nbsp;&nbsp;Futures style options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1558908) |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361821 |
| &nbsp;&nbsp;&nbsp;Foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(668804) |
| &nbsp;&nbsp;&nbsp;Forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224108 |
| **Net realized gain** | &nbsp;&nbsp;**$81229141** |
| Change in unrealized appreciation (depreciation): |  |
| &nbsp;&nbsp;&nbsp;Investments (including net increase in accrued foreign capital gains taxes of $158,078) | &nbsp;&nbsp;$13261016 |
| &nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254110 |
| &nbsp;&nbsp;&nbsp;Securities sold short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4494898 |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3364696) |
| &nbsp;&nbsp;&nbsp;Futures style options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2364927) |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5971246) |
| &nbsp;&nbsp;&nbsp;Foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(476931) |
| &nbsp;&nbsp;&nbsp;Forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8734151) |
| **Net change in unrealized appreciation (depreciation)** | &nbsp;&nbsp;**$(2901927)** |
| **Net realized and unrealized gain** | &nbsp;&nbsp;**$78327214** |
| **Net increase in net assets from operations** | &nbsp;&nbsp;**$192108630** |

---

*57*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Statements of Changes in Net Assets

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Six Months Ended<br> April 30, 2026<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;**Year Ended<br> October 31, 2025** |
| Increase (Decrease) in Net Assets |  |  |
| From operations: |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income | &nbsp;&nbsp;$113781416 | &nbsp;&nbsp;$153967122 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81229141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7666763) |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2901927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110636016 |
| **Net increase in net assets from operations** | &nbsp;&nbsp;**$192108630** | &nbsp;&nbsp;**$256936375** |
| Capital transactions: |  |  |
| &nbsp;&nbsp;&nbsp;Contributions | &nbsp;&nbsp;$650733054 | &nbsp;&nbsp;$1074138058 |
| &nbsp;&nbsp;&nbsp;Withdrawals | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32017264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118299586) |
| **Net increase in net assets from capital transactions** | &nbsp;&nbsp;**$618715790** | &nbsp;&nbsp;**$955838472** |
| **Net increase in net assets** | &nbsp;&nbsp;**$810824420** | &nbsp;&nbsp;**$1212774847** |
| Net Assets |  |  |
| At beginning of period | &nbsp;&nbsp;$2983350329 | &nbsp;&nbsp;$1770575482 |
| **At end of period** | &nbsp;&nbsp;**$3794174749** | &nbsp;&nbsp;**$2983350329** |

---

*58*

*See Notes to Consolidated Financial Statements.*

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Consolidated Financial Highlights

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | &nbsp;&nbsp;&nbsp;**Six Months Ended<br> April 30, 2026<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;**Year Ended October 31,** | &nbsp;&nbsp;&nbsp;**Year Ended October 31,** | &nbsp;&nbsp;&nbsp;**Year Ended October 31,** | &nbsp;&nbsp;&nbsp;**Year Ended October 31,** | &nbsp;&nbsp;&nbsp;**Year Ended October 31,** |
| <br>Ratios/Supplemental Data | &nbsp;&nbsp;&nbsp;**Six Months Ended<br> April 30, 2026<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;**2025** | &nbsp;&nbsp;&nbsp;**2024** | &nbsp;&nbsp;&nbsp;**2023** | &nbsp;&nbsp;&nbsp;**2022** | &nbsp;&nbsp;&nbsp;**2021** |
| Ratios (as a percentage of average daily net assets):<sup>(1)</sup> |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Total expenses<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.05%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.15% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.10% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.02% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.73% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70% |
| &nbsp;&nbsp;&nbsp;Net expenses<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.03%<sup>(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.13%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.09%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.01%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.73%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.70% |
| &nbsp;&nbsp;&nbsp;Net investment income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.72%<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.97% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.07% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.26% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.49% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60% |
| Portfolio Turnover | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89%<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88% |
| **Total Return** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5.95%<sup>(5)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12.26%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8.70%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9.29%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(3.93)%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4.52%** |
| **Net assets, end of period (000's omitted)** | &nbsp;&nbsp;**$3794175** | &nbsp;&nbsp;**$2983350** | &nbsp;&nbsp;**$1770575** | &nbsp;&nbsp;**$1792136** | &nbsp;&nbsp;**$1855794** | &nbsp;&nbsp;**$2563864** |

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<sup>(1)</sup> Total expenses do not reflect amounts reimbursed and/or waived by the adviser and certain of its affiliates, if applicable. Net expenses are net of all reductions and represent the net expenses paid by the Portfolio.

<sup>(2)</sup> Includes interest and/or dividend expense, including on securities sold short and/or reverse repurchase agreements if applicable, of 0.40%, 0.48%, 0.41%, 0.37%, 0.08% and 0.06%, of average daily net assets for the six months ended April 30, 2026 and the years ended October 31, 2025, 2024, 2023, 2022 and 2021, respectively.

<sup>(3)</sup> Annualized.

<sup>(4)</sup> Includes a reduction by the investment adviser of a portion of its adviser fee due to the Portfolio's investment in the Liquidity Fund (equal to 0.02%, 0.02%, 0.01%, 0.01% and less than 0.01% of average daily net assets for the six months ended April 30, 2026 and the years ended October 31, 2025, 2024, 2023 and 2022, respectively).

<sup>(5)</sup> Not annualized.

*See Notes to Consolidated Financial Statements.*

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Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited)

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1 Significant Accounting Policies

Global Macro Portfolio (the Portfolio) is a Massachusetts business trust registered under the Investment Company Act of 1940, as amended (the 1940 Act), as a non-diversified, open-end management investment company. The Portfolio's investment objective is total return. The Declaration of Trust permits the Trustees to issue interests in the Portfolio. At April 30, 2026, Eaton Vance Global Macro Absolute Return Fund held an interest of approximately 100% in the Portfolio.

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 April 30, 2026 were $25,778,898 or 0.7% of the Portfolio's consolidated net assets. The accompanying consolidated financial statements include the accounts of the Subsidiary. Intercompany balances and transactions have been eliminated in consolidation.

The following is a summary of significant accounting policies of the Portfolio. The policies are in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP). The Portfolio is an investment company and follows accounting and reporting guidance in the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946.

A Investment Valuation—The following methodologies are used to determine the market value or fair value of investments.

**Debt Obligations. Debt obligations are generally valued on the basis of valuations provided by third party pricing services, as derived from such services' pricing models. Inputs to the models may include, but are not limited to, reported trades, executable bid and ask prices, broker/dealer quotations, prices or yields of securities with similar characteristics, interest rates, anticipated prepayments, benchmark curves or information pertaining to the issuer, as well as industry and economic events. The pricing services may use a matrix approach, which considers information regarding securities with similar characteristics to determine the valuation for a security. Short-term debt obligations purchased with a remaining maturity of sixty days or less for which a valuation from a third party pricing service is not readily available may be valued at amortized cost, which approximates fair value.**

**Senior Floating-Rate Loans. Interests in senior floating-rate loans are valued generally at the average mean of bid and ask quotations obtained from a third party pricing service.**

**Equity Securities. Equity securities listed on a U.S. securities exchange generally are valued at the last sale or closing price on the day of valuation or, if no sales took place on such date, at the mean between the closing bid and ask prices on the exchange where such securities are principally traded. Equity securities listed on the NASDAQ National Market System are valued at the NASDAQ official closing price. Unlisted or listed securities for which closing sales prices or closing quotations are not available are valued at the mean between the latest available bid and ask prices.**

**Derivatives. U.S. exchange-traded options (other than futures style options), are valued at the mean between the bid and ask prices at valuation time as reported by the Options Price Reporting Authority. Non-U.S. exchange-traded options and over-the-counter options (including options on securities, indices and foreign currencies) are valued by a third party pricing service using techniques that consider factors including the value of the underlying instrument, the volatility of the underlying instrument and the period of time until option expiration. Futures contracts and futures style options are valued at the closing settlement price established by the board of trade or exchange on which they are traded, with adjustments for fair valuation for certain foreign futures contracts as described below. Forward foreign currency exchange contracts are generally valued at the mean of the average bid and average ask prices that are reported by currency dealers to a third party pricing service at the valuation time. Such third party pricing service valuations are supplied for specific settlement periods and the Portfolio's forward foreign currency exchange contracts are valued at an interpolated rate between the closest preceding and subsequent settlement period reported by the third party pricing service. Swaps are normally valued using valuations provided by a third party pricing service. Such pricing service valuations are based on the present value of fixed and projected floating rate cash flows over the term of the swap contract, and in the case of credit default swaps, based on credit spread quotations obtained from broker/dealers and expected default recovery rates determined by the pricing service using proprietary models. In the case of total return swaps, pricing service valuations are based on the value of the underlying index or instrument and reference interest rate. Future cash flows on swaps are discounted to their present value using swap rates provided by electronic data services or by broker/dealers.**

**Foreign Securities, Financial Futures Contracts and Currencies. Foreign securities, financial futures contracts and currencies are valued in U.S. dollars, based on foreign currency exchange rate quotations supplied by a third party pricing service. The pricing service uses a proprietary model to determine the exchange rate. Inputs to the model include reported trades and implied bid/ask spreads. The daily valuation of exchange-traded foreign securities and certain exchange-traded foreign financial futures contracts generally is determined as of the close of trading on the principal exchange on which such securities and contracts trade. Events occurring after the close of trading on foreign exchanges may result in adjustments to the valuation of foreign securities and certain foreign financial futures contracts to more accurately reflect their fair value as of the close of regular trading on the New York Stock Exchange. When valuing foreign equity securities and foreign financial futures contracts that meet certain criteria, the Portfolio's Trustees have approved the use of a fair value service that values such securities and foreign financial futures contracts to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities or other instruments that have a strong correlation to the fair-valued securities and foreign financial futures contracts.**

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Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

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**Other. Investments in management investment companies (including money market funds) that do not trade on an exchange are valued at the net asset value as of the close of each business day. Exchange-traded funds are valued at the official closing price as reported by an independent pricing service on the primary market or exchange on which they are traded.**

**Fair Valuation. In connection with Rule 2a-5 of the 1940 Act, the Trustees have designated the Portfolio's investment adviser as its valuation designee. Investments for which valuations or market quotations are not readily available or are deemed unreliable are valued by the investment adviser, as valuation designee, at fair value using methods that most fairly reflect the security's "fair value", which is the amount that the Portfolio might reasonably expect to receive for the security upon its current sale in the ordinary course. Each such determination is based on a consideration of relevant factors, which are likely to vary from one pricing context to another. These factors may include, but are not limited to, the type of security, the existence of any contractual restrictions on the security's disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies or entities, quotations or relevant information obtained from broker/dealers or other market participants, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company's or entity's financial statements, and an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold.**

B Investment Transactions—Investment transactions for financial statement purposes are accounted for on a trade date basis. Realized gains and losses on investments sold are determined on the basis of identified cost.

C Income—Interest income is recorded on the basis of interest accrued, adjusted for amortization of premium or accretion of discount. Inflation adjustments to the principal amount of inflation-adjusted bonds and notes are reflected as interest income. Deflation adjustments to the principal amount of an inflation-adjusted bond or note are reflected as reductions to interest income to the extent of interest income previously recorded on such bond or note. Dividend income is recorded on the ex-dividend date for dividends received in cash and/or securities. However, if the ex-dividend date has passed, certain dividends from foreign securities are recorded as the Portfolio is informed of the ex-dividend date. Withholding taxes on foreign interest, dividends and capital gains have been provided for in accordance with the Portfolio's understanding of the applicable countries' tax rules and rates. As a result of several court cases in certain countries across the European Union (EU), the Portfolio filed additional tax reclaims for previously withheld taxes on dividends earned in those countries. Income recognized, if any, for EU reclaims and interest thereon is reflected as other income in the Consolidated Statement of Operations, and any related receivable, if any, is reflected as European Union tax reclaims receivable in the Consolidated Statement of Assets and Liabilities. Any fees associated with these filings are reflected in miscellaneous expenses in the Consolidated Statement of Operations. When uncertainty exists as to the ultimate resolution of these proceedings, the likelihood of receipt of these EU reclaims, and the potential timing of payment, no amounts are reflected in the financial statements. For U.S. income tax purposes, EU reclaims received by the Portfolio, if any, may reduce the amount of foreign taxes Fund shareholders can use as tax deductions or credits on their income tax returns. In the event that EU reclaims received by the Portfolio during a fiscal year exceed foreign withholding taxes paid by the Portfolio, and the Portfolio previously passed through to its shareholders foreign taxes incurred by the Portfolio to be used as a credit or deduction on a shareholder's income tax return, the Portfolio may be required to enter into a closing agreement with the Internal Revenue Service in order to pay the associated tax liability on behalf of the Fund's shareholders.

D Federal and Other Taxes—The Portfolio has elected to be treated as a partnership for federal tax purposes. No provision is made by the Portfolio for federal or state taxes on any taxable income of the Portfolio because each investor in the Portfolio is ultimately responsible for the payment of any taxes on its share of taxable income. Since at least one of the Portfolio's investors is a regulated investment company that invests all or substantially all of its assets in the Portfolio, the Portfolio normally must satisfy the applicable source of income and diversification requirements (under the Internal Revenue Code) in order for its investors to satisfy them. The Portfolio will allocate, at least annually among its investors, each investor's distributive share of the Portfolio's net investment income, net realized capital gains and losses and any other items of income, gain, loss, deduction or credit.

In addition to the requirements of the Internal Revenue Code, the Portfolio may also be subject to local taxes on the recognition of capital gains in certain countries. In determining the daily net asset value, the Portfolio estimates the accrual for such taxes, if any, based on the unrealized appreciation on certain portfolio securities and the related tax rates. Taxes attributable to unrealized appreciation are included in the change in unrealized appreciation (depreciation) on investments. Capital gains taxes on securities sold are included in net realized gain (loss) on investments.

The Subsidiary is treated as a controlled foreign corporation under the Internal Revenue Code and is not expected to be subject to U.S. federal income tax. The Portfolio is treated as a U.S. shareholder of the Subsidiary. As a result, the Portfolio is required to include in gross income for U.S. federal tax purposes all of the Subsidiary's income, whether or not such income is distributed by the Subsidiary. If a net loss is realized by the Subsidiary, such loss is not generally available to offset the income earned by the Portfolio.

As of April 30, 2026, the Portfolio had no uncertain tax positions that would require financial statement recognition, de-recognition, or disclosure. The Portfolio files a U.S. federal income tax return annually after its fiscal year-end, which is subject to examination by the Internal Revenue Service for a period of three years from the date of filing.

E Foreign Currency Translation—Investment valuations, other assets, and liabilities initially expressed in foreign currencies are translated each business day into U.S. dollars based upon current exchange rates. Purchases and sales of foreign investment securities and income and expenses denominated in foreign currencies are translated into U.S. dollars based upon currency exchange rates in effect on the respective dates of such transactions. Recognized

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Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

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gains or losses on investment transactions attributable to changes in foreign currency exchange rates are recorded for financial statement purposes as net realized gains and losses on investments. That portion of unrealized gains and losses on investments that results from fluctuations in foreign currency exchange rates is not separately disclosed.

F Unfunded Loan Commitments—The Portfolio may enter into certain loan agreements all or a portion of which may be unfunded. The Portfolio is obligated to fund these commitments at the borrower's discretion. These commitments, if any, are disclosed in the accompanying Consolidated Portfolio of Investments.

G Use of Estimates—The preparation of the consolidated financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the consolidated financial statements and the reported amounts of income and expense during the reporting period. Actual results could differ from those estimates.

H Indemnifications—Under the Portfolio's organizational documents, its officers and Trustees may be indemnified against certain liabilities and expenses arising out of the performance of their duties to the Portfolio. Under Massachusetts law, if certain conditions prevail, interestholders in the Portfolio could be deemed to have personal liability for the obligations of the Portfolio. However, the Portfolio's Declaration of Trust contains an express disclaimer of liability on the part of Portfolio interestholders. Additionally, in the normal course of business, the Portfolio enters into agreements with service providers that may contain indemnification clauses. The Portfolio's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Portfolio that have not yet occurred.

I Financial and Commodities Futures Contracts—Upon entering into a financial or commodities futures contract, the Portfolio is required to deposit with the broker, either in cash or securities, an amount equal to a certain percentage of the contract amount (initial margin). Subsequent payments, known as variation margin, are made or received by the Portfolio each business day, depending on the daily fluctuations in the value of the underlying security, index or commodity, and are recorded as unrealized gains or losses by the Portfolio. Gains (losses) are realized upon the expiration or closing of the financial or commodities futures contracts. Should market conditions change unexpectedly, the Portfolio may not achieve the anticipated benefits of the financial or commodities futures contracts and may realize a loss. Futures contracts have minimal counterparty risk as they are exchange traded and the clearinghouse for the exchange is substituted as the counterparty, guaranteeing counterparty performance.

J Forward Foreign Currency Exchange Contracts—The Portfolio may enter into forward foreign currency exchange contracts for the purchase or sale of a specific foreign currency at a fixed price on a future date. The forward foreign currency exchange contracts are adjusted by the daily exchange rate of the underlying currency and any gains or losses are recorded as unrealized until such time as the contracts have been closed. While forward foreign currency exchange contracts are privately negotiated agreements between the Portfolio and a counterparty, certain contracts may be "centrally cleared", whereby all payments made or received by the Portfolio pursuant to the contract are with a central clearing party (CCP) rather than the original counterparty. The CCP guarantees the performance of the original parties to the contract. Upon entering into centrally cleared contracts, the Portfolio is required to deposit with the CCP, either in cash or securities, an amount of initial margin determined by the CCP, which is subject to adjustment. For centrally cleared contracts, the daily change in valuation is recorded as a receivable or payable for variation margin and settled in cash with the CCP daily. Risks may arise upon entering these contracts from the potential inability of counterparties to meet the terms of their contracts and from movements in the value of a foreign currency relative to the U.S. dollar. In the case of centrally cleared contracts, counterparty risk is minimal due to protections provided by the CCP.

K Purchased Options—Upon the purchase of a call or put option, the premium paid by the Portfolio is included in the Consolidated Statement of Assets and Liabilities as an investment. The amount of the investment is subsequently marked-to-market to reflect the current market value of the option purchased, in accordance with the Portfolio's policies on investment valuations discussed above. Premiums paid for purchasing options that expire are treated as realized losses. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. An option on a futures contract gives the holder the right to enter into a specified futures contract. As the purchaser of an index option, the Portfolio has the right to receive a cash payment equal to any depreciation in the value of the index below the exercise price of the option (in the case of a put) or equal to any appreciation in the value of the index over the exercise price of the option (in the case of a call) as of the valuation date of the option. The risk associated with purchasing options is limited to the premium originally paid. Purchased options traded over-the-counter involve risk that the issuer or counterparty will fail to perform its contractual obligations.

L Written Options—Upon the writing of a call or a put option, the premium received by the Portfolio is included in the Consolidated Statement of Assets and Liabilities as a liability. The amount of the liability is subsequently marked-to-market to reflect the current market value of the option written, in accordance with the Portfolio's policies on investment valuations discussed above. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or are closed are added to or offset against the proceeds or amount paid on the transaction to determine the realized gain or loss. When an index option is exercised, the Portfolio is required to deliver an amount of cash determined by the excess of the exercise price of the option over the value of the index (in the case of a put) or the excess of the value of the index over the exercise price of the option (in the case of a call) at contract termination. The Portfolio, as a writer of an option, may have no control over whether the underlying instrument may be sold (call) or purchased (put) and, as a result, bears the market risk of an unfavorable change in the price of the instrument underlying the written option. The Portfolio may also bear the risk of not being able to enter into a closing transaction if a liquid secondary market does not exist.

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Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

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M Futures Style Options—Option contracts can be either equity style (premium is paid in full when the option is opened) or futures style (premium moves as part of variation margin over the life of the option, and is paid in full when the option is closed). For futures style options, on a daily basis for both purchased and written options, the Portfolio pays or receives variation margin based on the daily fluctuation in market value, and records variation margin in the Consolidated Statement of Assets and Liabilities. Realized gains or losses are recorded at the time the option contract is closed or expires. The net realized gains or losses and net unrealized appreciation or depreciation from futures style options are recorded in futures style options in the Portfolio's Consolidated Statement of Operations.

N Interest Rate Swaps—Swap contracts are privately negotiated agreements between the Portfolio and a counterparty. Certain swap contracts may be centrally cleared. Pursuant to interest rate swap agreements, the Portfolio either makes floating-rate payments to the counterparty (or CCP in the case of centrally cleared swaps) based on a benchmark interest rate in exchange for fixed-rate payments or the Portfolio makes fixed-rate payments to the counterparty (or CCP in the case of a centrally cleared swap) in exchange for payments on a floating benchmark interest rate. Payments received or made, including amortization of upfront payments/receipts, if any (which are amortized over the life of the swap contract), are recorded as realized gains or losses. During the term of the outstanding swap agreement, changes in the underlying value of the swap are recorded as unrealized gains or losses. For centrally cleared swaps, the daily change in valuation is recorded as a receivable or payable for variation margin and settled in cash with the CCP daily. The value of the swap is determined by changes in the relationship between two rates of interest. The Portfolio is exposed to credit loss in the event of non-performance by the swap counterparty. In the case of centrally cleared swaps, counterparty risk is minimal due to protections provided by the CCP. Risk may also arise from movements in interest rates.

O Credit Default Swaps—When the Portfolio is the buyer of a credit default swap contract, the Portfolio is entitled to receive the par (or other agreed-upon) value of a referenced debt obligation (or basket of debt obligations) from the counterparty (or CCP in the case of a centrally cleared swap) to the contract if a credit event by a third party, such as a U.S. or foreign corporate issuer or sovereign issuer, on the debt obligation occurs. In return, the Portfolio pays the counterparty a periodic stream of payments over the term of the contract provided that no credit event has occurred. If no credit event occurs, the Portfolio would have spent the stream of payments and received no proceeds from the contract. When the Portfolio is the seller of a credit default swap contract, it receives the stream of payments, but is obligated to pay to the buyer of the protection an amount up to the notional amount of the swap and in certain instances take delivery of securities of the reference entity upon the occurrence of a credit event, as defined under the terms of that particular swap agreement. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring, obligation acceleration and repudiation/moratorium. If the Portfolio is a seller of protection and a credit event occurs, the maximum potential amount of future payments that the Portfolio could be required to make would be an amount equal to the notional amount of the agreement. This potential amount would be partially offset by any recovery value of the respective referenced obligation, or net amount received from the settlement of a buy protection credit default swap agreement entered into by the Portfolio for the same referenced obligation. As the seller, the Portfolio may create economic leverage to its portfolio because, in addition to its total net assets, the Portfolio is subject to investment exposure on the notional amount of the swap. The interest fee paid or received on the swap contract, which is based on a specified interest rate on a fixed notional amount, is accrued daily as a component of unrealized appreciation (depreciation) and is recorded as realized gain upon receipt or realized loss upon payment. The Portfolio also records an increase or decrease to unrealized appreciation (depreciation) in an amount equal to the daily valuation. For centrally cleared swaps, the daily change in valuation is recorded as a receivable or payable for variation margin and settled in cash with the CCP daily. All upfront payments and receipts, if any, are amortized over the life of the swap contract as realized gains or losses. Those upfront payments or receipts for non-centrally cleared swaps are recorded as other assets or other liabilities, respectively, net of amortization. For financial reporting purposes, unamortized upfront payments or receipts, if any, are netted with unrealized appreciation or depreciation on swap contracts to determine the market value of swaps as presented in Notes 6 and 10. These transactions involve certain risks, including the risk that the seller may be unable to fulfill the transaction. In the case of centrally cleared swaps, counterparty risk is minimal due to protections provided by the CCP.

P Total Return Swaps—In a total return swap, the buyer receives a periodic return equal to the total return of a specified security, securities or index for a specified period of time. In return, the buyer pays the counterparty a fixed or variable stream of payments, typically based upon short-term interest rates, possibly plus or minus an agreed upon spread. During the term of the outstanding swap agreement, changes in the underlying value of the swap are recorded as unrealized gains and losses. Periodic payments received or made are recorded as realized gains or losses. The Portfolio is exposed to credit loss in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the index.

Q Swaptions—A purchased swaption contract grants the Portfolio, in return for payment of the purchase price, the right, but not the obligation, to enter into a new swap agreement or to shorten, extend, cancel or otherwise modify an existing swap agreement, at some designated future time on specified terms. When the Portfolio purchases a swaption, the premium paid to the writer is recorded as an investment and subsequently marked-to-market to reflect the current value of the swaption. A written swaption gives the Portfolio the obligation, if exercised by the purchaser, to enter into a swap contract according to the terms of the underlying agreement. When the Portfolio writes a swaption, the premium received by the Portfolio is recorded as a liability and subsequently marked-to-market to reflect the current value of the swaption. When a swaption is exercised, the cost of the swap is adjusted by the amount of the premium paid or received. When a swaption expires or an unexercised swaption is closed, a gain or loss is recognized in the amount of the premium paid or received, plus the cost to close. The Portfolio's risk for purchased swaptions is limited to the premium paid. The writer of a swaption bears the risk of unfavorable changes in the preset terms of the underlying swap contract. Purchased swaptions traded over-the-counter involve risk that the issuer or counterparty will fail to perform its contractual obligations.

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Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

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R When-Issued Securities and Delayed Delivery Transactions—The Portfolio may purchase securities on a delayed delivery, when-issued or forward commitment basis, including TBA (To Be Announced) securities. Payment and delivery may take place after the customary settlement period for that security. At the time the transaction is negotiated, the price of the security that will be delivered is fixed. Securities purchased on a delayed delivery, when-issued or forward commitment basis are marked-to-market daily and begin earning interest on settlement date. Such security purchases are subject to the risk that when delivered they will be worth less than the agreed upon payment price. Losses may also arise if the counterparty does not perform under the contract. A forward purchase commitment may also be closed by entering into an offsetting commitment. If an offsetting commitment is entered into, the Portfolio will realize a gain or loss on investments based on the price established when the Portfolio entered into the commitment.

S Repurchase Agreements—A repurchase agreement is the purchase by the Portfolio of securities from a counterparty in exchange for cash that is coupled with an agreement to resell those securities to the counterparty at a specified date and price. When a repurchase agreement is entered, the Portfolio typically receives securities with a value that equals or exceeds the repurchase price, including any accrued interest earned on the agreement. The value of such securities will be marked-to-market daily, and cash or additional securities will be exchanged between the parties as needed. Except in the case of a repurchase agreement entered to settle a short sale, the value of the securities delivered to the Portfolio will be at least equal to 90% of the repurchase price during the term of the repurchase agreement. The terms of a repurchase agreement entered to settle a short sale may provide that the cash purchase price paid by the Portfolio is more than the value of purchased securities that effectively collateralize the repurchase price payable by the counterparty. In the event of insolvency of the counterparty to a repurchase agreement, recovery of the repurchase price owed to the Portfolio may be delayed. Such an insolvency also may result in a loss to the extent that the value of the purchased securities decreases during the delay or that value has otherwise not been maintained at an amount at least equal to the repurchase price.

T Reverse Repurchase Agreements—Under a reverse repurchase agreement, the Portfolio temporarily transfers possession of a portfolio security to another party, such as a bank or broker/dealer, in return for cash. At the same time, the Portfolio agrees to repurchase the security at an agreed upon time and price, which reflects an interest payment. In periods of increased demand for a security, the Portfolio may receive a payment from the counterparty for the use of the security, which is recorded as interest income. Because the Portfolio retains effective control over the transferred security, the transaction is accounted for as a secured borrowing. The Portfolio may enter into such agreements when it believes it is able to invest the cash acquired at a rate higher than the cost of the agreement, which would increase earned income. When the Portfolio enters into a reverse repurchase agreement, any fluctuations in the market value of either the securities transferred to another party or the securities in which the proceeds may be invested would affect the market value of the Portfolio's assets. Because reverse repurchase agreements may be considered to be the practical equivalent of borrowing funds (and the counterparty making a loan), they constitute a form of leverage. The Portfolio segregates cash or liquid assets equal to its obligation to repurchase the security. During the term of the agreement, the Portfolio may also be obligated to pledge additional cash and/or securities in the event of a decline in the fair value of the transferred security. In the event the counterparty to a reverse repurchase agreement becomes insolvent, recovery of the security transferred by the Portfolio may be delayed or the Portfolio may incur a loss equal to the amount by which the value of the security transferred by the Portfolio exceeds the repurchase price payable by the Portfolio.

U Securities Sold Short—A short sale is a transaction in which the Portfolio sells a security it does not own in anticipation of a decline in the market value of that security. To complete such a transaction, the Portfolio must borrow the security to make delivery to the buyer with an obligation to replace such borrowed security at a later date. Until the security is replaced, the Portfolio is required to repay the lender any dividends or interest, which accrue during the period of the loan. The proceeds received from a short sale are recorded as a liability and the Portfolio records an unrealized gain or loss to the extent of the difference between the proceeds received and the value of the open short position on the day of determination. A gain, limited to the price at which the Portfolio sold the security short, or a loss, potentially unlimited as there is no upward limit on the price of a security, is recorded when the short position is terminated. Interest and dividends payable on securities sold short are recorded as an expense.

V Stripped Mortgage-Backed Securities—The Portfolio may invest in Interest Only (IO) and Principal Only (PO) securities, forms of stripped mortgage-backed securities, whereby the IO security receives all the interest and the PO security receives all the principal on a pool of mortgage assets. The yield to maturity on an IO security is extremely sensitive to the rate of principal payments (including prepayments) on the related underlying mortgage assets, and a rapid rate of principal payments may have a material adverse effect on the yield to maturity from these securities. If the underlying mortgages experience greater than anticipated prepayments of principal, the Portfolio may fail to recoup its initial investment in an IO security. The market value of IO and PO securities can be unusually volatile due to changes in interest rates.

W Segment Reporting—The Portfolio operates as a single reportable segment, an investment company whose investment objective(s) is included in Note 1. The Portfolio's President acts as the Portfolio's Chief Operating Decision Maker (CODM), who is responsible for assessing the performance of the Portfolio's single segment and deciding how to allocate the segment's resources. To perform this function, the CODM reviews the information in the Portfolio's financial statements.

X Interim Consolidated Financial Statements—The interim consolidated financial statements relating to April 30, 2026 and for the six months then ended have not been audited by an independent registered public accounting firm, but in the opinion of the Portfolio's management, reflect all adjustments, consisting only of normal recurring adjustments, necessary for the fair presentation of the consolidated financial statements.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

2 Investment Adviser Fee and Other Transactions with Affiliates

The investment adviser fee is earned by Boston Management and Research (BMR), an indirect, wholly-owned subsidiary of Morgan Stanley, as compensation for investment advisory services rendered to the Portfolio and the Subsidiary. The Portfolio and Subsidiary each pay BMR a fee computed at an annual rate as a percentage of its respective average daily net assets as follows and is payable monthly:

---

| | |
|:---|:---|
| **Average Daily Net Assets** | &nbsp;&nbsp;&nbsp;&nbsp;**Annual Fee Rate** |
| Up to $500 million | &nbsp;&nbsp;&nbsp;&nbsp;0.615% |
| $500 million but less than $1 billion | &nbsp;&nbsp;&nbsp;&nbsp;0.595% |
| $1 billion but less than $1.5 billion | &nbsp;&nbsp;&nbsp;&nbsp;0.575% |
| $1.5 billion but less than $2 billion | &nbsp;&nbsp;&nbsp;&nbsp;0.555% |
| $2 billion but less than $3 billion | &nbsp;&nbsp;&nbsp;&nbsp;0.520% |
| $3 billion but less than $5 billion | &nbsp;&nbsp;&nbsp;&nbsp;0.490% |
| $5 billion but less than $10 billion | &nbsp;&nbsp;&nbsp;&nbsp;0.475% |
| $10 billion and over | &nbsp;&nbsp;&nbsp;&nbsp;0.465% |

---

BMR contractually agreed to reduce its investment advisory fee rate on average daily net assets of $5 billion and over from 0.490% to the rates as stated above. This contractual reduction cannot be terminated or reduced without Trustee and shareholder approval. In determining the investment adviser fee for the Portfolio and Subsidiary, the applicable advisory fee rate is based on the average daily net assets of the Portfolio (inclusive of its interest in the Subsidiary). Such fee rate is then assessed separately on the Portfolio's average daily net assets (exclusive of its interest in the Subsidiary) and the Subsidiary's average daily net assets to determine the amount of the investment adviser fee. For the six months ended April 30, 2026, the Portfolio's investment adviser fee amounted to $9,376,571 or 0.55% (annualized) of the Portfolio's consolidated average daily net assets.

The Portfolio may invest in a money market fund, the Institutional Class of the Morgan Stanley Institutional Liquidity Funds - Government Portfolio (the "Liquidity Fund"), an open-end management investment company managed by Morgan Stanley Investment Management Inc., a wholly-owned subsidiary of Morgan Stanley. The investment adviser fee paid by the Portfolio is reduced by an amount equal to its pro rata share of the advisory and administration fees paid by the Portfolio due to its investment in the Liquidity Fund. For the six months ended April 30, 2026, the investment adviser fee paid was reduced by $398,883 relating to the Portfolio's investment in the Liquidity Fund.

Pursuant to an investment sub-advisory agreement, BMR has delegated a portion of the investment management of the Portfolio to Morgan Stanley Investment Management Limited (MSIM Ltd.), an affiliate of BMR and an indirect, wholly-owned subsidiary of Morgan Stanley. BMR pays MSIM Ltd. a portion of its investment adviser fee for sub-advisory services provided to the Portfolio.

Trustees and officers of the Portfolio who are members of BMR's organization receive remuneration for their services to the Portfolio out of the investment adviser fee. Trustees of the Portfolio who are not affiliated with the investment adviser may elect to defer receipt of all or a percentage of their annual fees in accordance with the terms of the Trustees Deferred Compensation Plan. Certain officers and Trustees of the Portfolio are officers of the above organization.

3 Purchases and Sales of Investments

Purchases and sales of investments, other than short-term obligations and including maturities, paydowns and securities sold short, for the six months ended April 30, 2026 were as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Purchases** | &nbsp;&nbsp;&nbsp;&nbsp;**Sales** |
| Investments (non-U.S. Government) | &nbsp;&nbsp;&nbsp;&nbsp;$1364563059 | &nbsp;&nbsp;&nbsp;&nbsp;$1615406979 |
| U.S. Government and Agency Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**$1364563059** | &nbsp;&nbsp;&nbsp;&nbsp;**$1616213279** |

---

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[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

4 Federal Income Tax Basis of Investments

The cost and unrealized appreciation (depreciation) of investments of the Portfolio, including open derivative contracts, securities sold short, reverse repurchase agreements and the Portfolio's investment in the Subsidiary at April 30, 2026, as determined on a federal income tax basis, were as follows:

---

| | |
|:---|:---|
| **Aggregate cost** | &nbsp;&nbsp;**$3561694973** |
| Gross unrealized appreciation | &nbsp;&nbsp;$84479303 |
| Gross unrealized depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183028796) |
| **Net unrealized depreciation** | &nbsp;&nbsp;**$(98549493)** |

---

5 Restricted Securities

At April 30, 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;$6622091 |
| 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; 8022750 |
| **Total Restricted Securities** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$10100000** | &nbsp;&nbsp;&nbsp;&nbsp;**$14644841** |

---

6 Financial Instruments

The Portfolio may trade in financial instruments with off-balance sheet risk in the normal course of its investing activities. These financial instruments may include written options, swaptions, forward foreign currency exchange contracts, futures style options, futures contracts and swap contracts and may involve, to a varying degree, elements of risk in excess of the amounts recognized for financial statement purposes. The notional or contractual amounts of these instruments represent the investment the Portfolio has in particular classes of financial instruments and do not necessarily represent the amounts potentially subject to risk. The measurement of the risks associated with these instruments is meaningful only when all related and offsetting transactions are considered. A summary of obligations under these financial instruments at April 30, 2026 is included in the Consolidated Portfolio of Investments. At April 30, 2026, the Portfolio had sufficient cash and/or securities to cover commitments under these contracts.

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 futures style options, 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.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

The Portfolio enters into over-the-counter (OTC) derivatives that may contain provisions whereby the counterparty may terminate the contract under certain conditions, including but not limited to a decline in the Portfolio's net assets below a certain level over a certain period of time, which would trigger a payment by the Portfolio for those derivatives in a liability position. At April 30, 2026, the fair value of derivatives with credit-related contingent features in a net liability position was $46,216,879. The aggregate fair value of assets pledged as collateral by the Portfolio for such liability was $22,803,251 at April 30, 2026.

The OTC derivatives in which the Portfolio invests (except for written options as the Portfolio, not the counterparty, is obligated to perform) are subject to the risk that the counterparty to the contract fails to perform its obligations under the contract. To mitigate this risk, the Portfolio (and Subsidiary) has entered into an International Swaps and Derivatives Association, Inc. Master Agreement ("ISDA Master Agreement") or similar agreement with substantially all its derivative counterparties. An ISDA Master Agreement is a bilateral agreement between the Portfolio and a counterparty that governs certain OTC derivatives and typically contains, among other things, set-off provisions in the event of a default and/or termination event as defined under the relevant ISDA Master Agreement. Under an ISDA Master Agreement, the Portfolio (and Subsidiary) may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of default including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy or insolvency. Certain ISDA Master Agreements allow counterparties to OTC derivatives to terminate derivative contracts prior to maturity in the event the Portfolio's net assets decline by a stated percentage or the Portfolio fails to meet the terms of its ISDA Master Agreements, which would cause the counterparty to accelerate payment by the Portfolio of any net liability owed to it.

The collateral requirements for derivatives traded under an ISDA Master Agreement are governed by a Credit Support Annex to the ISDA Master Agreement. Collateral requirements are determined at the close of business each day and are typically based on changes in market values for each transaction under an ISDA Master Agreement and netted into one amount for such agreement. Generally, the amount of collateral due from or to a counterparty is subject to a minimum transfer threshold amount before a transfer is required, which may vary by counterparty. Collateral pledged for the benefit of the Portfolio (and Subsidiary) and/or counterparty is held in segregated accounts by the Portfolio's custodian and cannot be sold, re-pledged, assigned or otherwise used while pledged. The portion of such collateral representing cash, if any, is reflected as deposits for derivatives collateral and, in the case of cash pledged by a counterparty for the benefit of the Portfolio, a corresponding liability on the Consolidated Statement of Assets and Liabilities. Securities pledged by the Portfolio as collateral, if any, are identified as such in the Consolidated Portfolio of Investments. The carrying amount of the liability for cash collateral due to brokers at April 30, 2026 approximated its fair value. If measured at fair value, such liability would have been considered as Level 2 in the fair value hierarchy (see Note 10) at April 30, 2026. Because the Subsidiary is not registered under the 1940 Act, it may not be able to negotiate terms with its counterparties that are equivalent to those a registered portfolio may negotiate. As a result, the Subsidiary may have greater exposure to those counterparties than a registered portfolio.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

The fair value of open derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) by risk exposure at April 30, 2026 was as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Fair Value** | &nbsp;&nbsp;**Fair Value** | &nbsp;&nbsp;**Fair Value** | &nbsp;&nbsp;**Fair Value** | &nbsp;&nbsp;**Fair Value** | &nbsp;&nbsp;**Fair Value** |
| **Consolidated Statement of Assets and Liabilities Caption** | &nbsp;&nbsp;**Commodity** | &nbsp;&nbsp;**Credit** | &nbsp;&nbsp;**Equity<br> Price** | &nbsp;&nbsp;**Foreign<br> Exchange** | &nbsp;&nbsp;**Interest<br> Rate** | &nbsp;&nbsp;**Total** |
| Unaffiliated investments, at value | &nbsp;&nbsp;$2886567 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$224534 | &nbsp;&nbsp;$1975025 | &nbsp;&nbsp;$553510 | &nbsp;&nbsp;$5639636 |
| Not applicable | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246029<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10706708<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10833713<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592682<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27379132 |
| Receivable for open forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47031272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47031272 |
| Receivable/Payable for open OTC swap contracts; Upfront payments/receipts on open OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507897 |
| **Total Asset Derivatives** | &nbsp;&nbsp;**$4132596** | &nbsp;&nbsp;**$10972709** | &nbsp;&nbsp;**$224534** | &nbsp;&nbsp;**$59840010** | &nbsp;&nbsp;**$5388088** | &nbsp;&nbsp;**$80557937** |
| **Derivatives not subject to master netting or similar agreements** | &nbsp;&nbsp;**$4132596** | &nbsp;&nbsp;**$10706708** | &nbsp;&nbsp;**$224534** | &nbsp;&nbsp;**$10833713** | &nbsp;&nbsp;**$4592682** | &nbsp;&nbsp;**$30490233** |
| **Total Asset Derivatives subject to master netting or similar agreements** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$266001** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$49006297** | &nbsp;&nbsp;**$795406** | &nbsp;&nbsp;**$50067704** |
| Written options outstanding, at value | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(490909) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(490909) |
| Not applicable | &nbsp;&nbsp;&nbsp;&nbsp;(3380999)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(20494235)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(5012185)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(15583541)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(7673477)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(52144437) |
| Payable for open forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(44064508) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(44064508) |
| Payable/Receivable for open OTC swap contracts; Upfront payments/receipts on open OTC swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1661462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1661462) |
| **Total Liability Derivatives** | &nbsp;&nbsp;**$(3380999)** | &nbsp;&nbsp;**$(22155697)** | &nbsp;&nbsp;**$(5012185)** | &nbsp;&nbsp;**$(60138958)** | &nbsp;&nbsp;**$(7673477)** | &nbsp;&nbsp;**$(98361316)** |
| **Derivatives not subject to master netting or similar agreements** | &nbsp;&nbsp;**$(3380999)** | &nbsp;&nbsp;**$(20494235)** | &nbsp;&nbsp;**$(5012185)** | &nbsp;&nbsp;**$(15583541)** | &nbsp;&nbsp;**$(7673477)** | &nbsp;&nbsp;**$(52144437)** |
| **Total Liability Derivatives subject to master netting or similar agreements** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(1661462)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(44555417)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(46216879)** |

---

<sup>(1)</sup> Only the current day's variation margin on open futures contracts, futures style options and centrally cleared derivatives is reported within the Consolidated Statement of Assets and Liabilities as Receivable or Payable for variation margin on open futures contracts, futures style options and centrally cleared derivatives, as applicable.

The Portfolio's derivative assets and liabilities at fair value by risk, which are reported gross in the Consolidated Statement of Assets and Liabilities, are presented in the table above. The following tables present the Portfolio's derivative assets and liabilities by counterparty, net of amounts available for offset under a master netting agreement and net of the related collateral received by the Portfolio (and Subsidiary) for such assets and pledged by the Portfolio (and Subsidiary) for such liabilities as of April 30, 2026.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;**Derivative<br> Assets Subject to<br> Master Netting<br> Agreement** | &nbsp;&nbsp;&nbsp;**Derivatives<br> Available<br> for Offset** | &nbsp;&nbsp;&nbsp;**Non-cash<br> Collateral<br> Received<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;**Cash<br> Collateral<br> Received<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;**Net Amount<br> of Derivative<br> Assets<sup>(b)</sup>** |
| Bank of America, N.A. | &nbsp;&nbsp;&nbsp;$4773695 | &nbsp;&nbsp;&nbsp;$(3737804) | &nbsp;&nbsp;&nbsp;$(1035891) | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4409070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14964) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |

---

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[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;**Derivative<br> Assets Subject to<br> Master Netting<br> Agreement** | &nbsp;&nbsp;&nbsp;**Derivatives<br> Available<br> for Offset** | &nbsp;&nbsp;&nbsp;**Non-cash<br> Collateral<br> Received<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;**Cash<br> Collateral<br> Received<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;**Net Amount<br> of Derivative<br> Assets<sup>(b)</sup>** |
| Citibank, N.A. | &nbsp;&nbsp;&nbsp;$2664919 | &nbsp;&nbsp;&nbsp;$(2664919) | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— |
| Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;18169754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3569310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(14110000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490444 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1822698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| HSBC Bank USA, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(699823) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| ICBC Standard Bank plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1780000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317878 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;10207909 | &nbsp;&nbsp;&nbsp;&nbsp;(10207909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Societe Generale | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(712793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4214530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3027701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1186829 |
| State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(212703) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;**$50067704** | &nbsp;&nbsp;&nbsp;**$(31146662)** | &nbsp;&nbsp;&nbsp;**$(1035891)** | &nbsp;&nbsp;&nbsp;**$(15890000)** | &nbsp;&nbsp;&nbsp;**$1995151** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;**Derivative<br> Liabilities Subject to<br> Master Netting<br> Agreement** | &nbsp;&nbsp;&nbsp;**Derivatives<br> Available<br> for Offset** | &nbsp;&nbsp;&nbsp;**Non-cash<br> Collateral<br> Pledged<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;**Cash<br> Collateral<br> Pledged<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;**Net Amount<br> of Derivative<br> Liabilities<sup>(c)</sup>** |
| Bank of America, N.A. | &nbsp;&nbsp;&nbsp;$(3737804) | &nbsp;&nbsp;&nbsp;$3737804 | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$— |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6504074) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234690 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(860314) |
| BNP Paribas | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1573374) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502057 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56353) |
| Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3072829) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2664919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407910 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3569310) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5003461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1822698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180763 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| HSBC Bank USA, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(728918) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29095 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;(15787046) | &nbsp;&nbsp;&nbsp;&nbsp;10207909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4884808 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(694329) |
| Societe Generale | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1352199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639406 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3027701) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| State Street Bank and Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1184186) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873870 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(243348) |
| UBS AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(675977) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463274 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;**$(46216879)** | &nbsp;&nbsp;&nbsp;**$31146662** | &nbsp;&nbsp;&nbsp;**$13215873** | &nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;**$(1854344)** |

---

<sup>(a)</sup> In some instances, the total collateral received and/or pledged may be more than the amount shown due to overcollateralization.

<sup>(b)</sup> Net amount represents the net amount due from the counterparty in the event of default.

<sup>(c)</sup> Net amount represents the net amount payable to the counterparty in the event of default.

Information with respect to reverse repurchase agreements at April 30, 2026 is included at Note 8.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

The effect of derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) on the Consolidated Statement of Operations by risk exposure for the six months ended April 30, 2026 was as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Consolidated Statement of Operations Caption** | &nbsp;&nbsp;**Commodity** | &nbsp;&nbsp;**Credit** | &nbsp;&nbsp;**Equity<br> Price** | &nbsp;&nbsp;**Foreign<br> Exchange** | &nbsp;&nbsp;**Interest<br> Rate** | &nbsp;&nbsp;**Total** |
| Net realized gain (loss): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investment transactions<sup>(1)</sup> | &nbsp;&nbsp;$(33026) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(2608564) | &nbsp;&nbsp;$(439877) | &nbsp;&nbsp;$(28781) | &nbsp;&nbsp;$(3110248) |
| &nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216298 |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(551748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(485432) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581429 |
| &nbsp;&nbsp;&nbsp;Futures style options | &nbsp;&nbsp;&nbsp;&nbsp;(1558908) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1558908) |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(4107782) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361821 |
| &nbsp;&nbsp;&nbsp;Forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5224108 |
| **Total** | &nbsp;&nbsp;**$26675** | &nbsp;&nbsp;**$(4107782)** | &nbsp;&nbsp;**$(3160312)** | &nbsp;&nbsp;**$6000529** | &nbsp;&nbsp;**$3955390** | &nbsp;&nbsp;**$2714500** |
| Change in unrealized appreciation (depreciation): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments<sup>(1)</sup> | &nbsp;&nbsp;$(1333058) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$140030 | &nbsp;&nbsp;$(139612) | &nbsp;&nbsp;$218628 | &nbsp;&nbsp;$(1114012) |
| &nbsp;&nbsp;&nbsp;Written options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254110 |
| &nbsp;&nbsp;&nbsp;Futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(4530069) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(437678) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3364696) |
| &nbsp;&nbsp;&nbsp;Futures style options | &nbsp;&nbsp;&nbsp;&nbsp;(2364927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2364927) |
| &nbsp;&nbsp;&nbsp;Swap contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(5077938) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(893308) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5971246) |
| &nbsp;&nbsp;&nbsp;Forward foreign currency exchange contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(8734151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8734151) |
| **Total** | &nbsp;&nbsp;**$(2094934)** | &nbsp;&nbsp;**$(5077938)** | &nbsp;&nbsp;**$(4390039)** | &nbsp;&nbsp;**$(8619653)** | &nbsp;&nbsp;**$(1112358)** | &nbsp;&nbsp;**$(21294922)** |

---

<sup>(1)</sup> Relates to purchased options and swaptions.

The average notional cost of futures contracts and average notional amounts of other derivative contracts outstanding during the six months ended April 30, 2026, which are indicative of the volume of these derivative types, were approximately as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures<br> Contracts — Long** | &nbsp;&nbsp;&nbsp;&nbsp;**Futures<br> Contracts — Short** | &nbsp;&nbsp;&nbsp;&nbsp;**Forward<br> Foreign Currency<br> Exchange Contracts<sup>1</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Purchased<br> Swaptions** | &nbsp;&nbsp;&nbsp;&nbsp;**Swap<br> Contracts** |
| $128783000 | &nbsp;&nbsp;&nbsp;&nbsp;$293277000 | &nbsp;&nbsp;&nbsp;&nbsp;$3326048000 | &nbsp;&nbsp;&nbsp;&nbsp;$48352000 | &nbsp;&nbsp;&nbsp;&nbsp;$2599258000 |

---

<sup>1</sup> The average notional amount for forward foreign currency exchange contracts is based on the absolute value of notional amounts of currency purchased and currency sold.

The average principal amount of purchased and written currency options contracts outstanding during the six months ended April 30, 2026, which are indicative of the volume of these derivative types, were approximately $567,290,000 and $104,458,000, respectively. The average number of purchased and written options contracts, including futures style options, outstanding during the six months ended April 30, 2026, which is indicative of the volume of this derivative type, was 3,349 and 164, respectively.

7 Line of Credit

The Portfolio participates with other portfolios and funds managed by BMR and its affiliates in a $650 million unsecured revolving line of credit agreement with a group of banks, which is in effect through October 20, 2026. Borrowings are made by the Portfolio solely for temporary purposes related to redemptions and other short-term cash needs. Interest is charged to the Portfolio based on its borrowings generally at an amount above either the Secured Overnight Financing Rate (SOFR) or Federal Funds rate. In addition, a fee computed at an annual rate of 0.15% on the daily unused portion of the line of credit is allocated among the participating portfolios and funds at the end of each quarter. In connection with the renewal of the agreement in October 2025, an arrangement fee of $150,000 was incurred that was allocated to the participating portfolios and funds. Because the line of credit is not available exclusively to the Portfolio, it may be unable to borrow some or all of its requested amounts at any particular time. The Portfolio did not have any significant borrowings or allocated fees during the six months ended April 30, 2026.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

8 Reverse Repurchase Agreements

Reverse repurchase agreements outstanding as of April 30, 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;3/20/26 &nbsp;&nbsp;&nbsp;&nbsp;On Demand<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.45% | &nbsp;&nbsp;&nbsp;&nbsp;NZD | 1305661 | &nbsp;&nbsp;&nbsp;&nbsp;$773286 |
| **Total** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$773286** |

---

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

At April 30, 2026, the type of securities pledged as collateral for all open reverse repurchase agreements was Sovereign Government Bonds.

For the six months ended April 30, 2026, the average borrowings under settled reverse repurchase agreements and the average annual interest rate paid were approximately $768,000 and 2.50%, respectively. 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 April 30, 2026. If measured at fair value, borrowings under the reverse repurchase agreements would have been considered as Level 2 in the fair value hierarchy (see Note 10) at April 30, 2026.

Reverse repurchase agreements entered into by the Portfolio are subject to Master Repurchase Agreements (MRA), which permit the Portfolio, under certain circumstances, including an event of default (such as bankruptcy or insolvency), to offset payables and/or receivables under the MRA with collateral held and/or posted to the counterparty and create one single net payment due to or from the Portfolio.

The following tables present the Portfolio's repurchase and reverse repurchase agreements net of amounts available for offset under an MRA and net of the related collateral pledged by the Portfolio as of April 30, 2026.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Repurchase<br> Agreements** | &nbsp;&nbsp;&nbsp;&nbsp;**Liabilities<br> Available for<br> Offset** | &nbsp;&nbsp;&nbsp;&nbsp;**Securities<br> Collateral<br> Received<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Cash<br> Collateral<br> Received<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Net<br> Amount<sup>(b)</sup>** |
| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;$61707010 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(58458900) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$3248110 |
| Citibank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1604468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202282 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15684254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15572371) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111883 |
| Merrill Lynch International | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13400835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13104770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296065 |
| Nomura International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172957660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(162302084) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10655576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**$265556509** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(251042593)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$14513916** |

---

&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Reverse<br> Repurchase<br> Agreements\*** | &nbsp;&nbsp;&nbsp;&nbsp;**Assets<br> Available for<br> Offset** | &nbsp;&nbsp;&nbsp;&nbsp;**Securities<br> Collateral<br> Pledged<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Cash<br> Collateral<br> Pledged<sup>(a)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Net<br> Amount<sup>(c)</sup>** |
| Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;$(773286) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$773286 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**$(773286)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$773286** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** |

---

\* Including accrued interest.

<sup>(a)</sup> In some instances, the total collateral received and/or pledged may be more than the amount shown due to overcollateralization.

<sup>(b)</sup> Net amount represents the net amount receivable from the counterparty in the event of default.

<sup>(c)</sup> Net amount represents the net amount payable to the counterparty in the event of default.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

9 Affiliated Investments

At April 30, 2026, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $804,068,570, which represents 21.2% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the six months ended April 30, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** |  |  |  |  |  |  |  |  |
| Liquidity Fund | $456966755 | $1632145640 | $(1285043825) | $— | $— | $804068570 | $10262990 | 804068570 |

---

10 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 April 30, 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;$27412397 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$27412397 |
| Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 21147449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187,996,404\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209143853 |
| Convertible Bonds | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075745 |
| Credit Linked Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2609108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2609108 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205510254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205510254 |
| Insurance Linked Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45025651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45025651 |
| Loan Participation Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5258038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5258038 |
| Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15416707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15416707 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216572366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216572366 |
| Sovereign Loans | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36098359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36098359 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2852625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2852625 |
| U.S. Government Guaranteed Small Business Administration Loans | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2373958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2373958 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;804068570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804068570 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreements | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265556509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265556509 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192152945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192152945 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740393173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740393173 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1975025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1975025 |
| Purchased Interest Rate Swaptions | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553510 |
| Purchased Call Options | &nbsp;&nbsp;&nbsp;&nbsp; 1494727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1494727 |

---

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

Global Macro Portfolio

April 30, 2026

Notes to Consolidated Financial Statements (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Purchased Put Options | &nbsp;&nbsp;$1558090 | &nbsp;&nbsp;&nbsp;&nbsp;$58284 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$1616374 |
| **Total Investments** | &nbsp;&nbsp;**$828268836** | &nbsp;&nbsp;&nbsp;&nbsp;**$2898607369** | &nbsp;&nbsp;&nbsp;&nbsp;**$50283689** | &nbsp;&nbsp;&nbsp;&nbsp;**$3777159894** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$57864985 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$57864985 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 2878732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2878732 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14174584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14174584 |
| **Total** | &nbsp;&nbsp;**$831147568** | &nbsp;&nbsp;&nbsp;&nbsp;**$2970646938** | &nbsp;&nbsp;&nbsp;&nbsp;**$50283689** | &nbsp;&nbsp;&nbsp;&nbsp;**$3852078195** |
| **Liability Description** |  |  |  |  |
| Securities Sold Short | &nbsp;&nbsp;$(86877856) | &nbsp;&nbsp;&nbsp;&nbsp;$(206108309) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(292986165) |
| Written Currency Options | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490909) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (490909) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59648049) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59648049) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8160430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (208227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8368657) |
| Purchased Call Futures Style Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2364927) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2364927) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27488774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27488774) |
| **Total** | &nbsp;&nbsp;**$(97403213)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(293944268)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(391347481)** |

---

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

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six months ended April 30, 2026 is not presented.

11 Risks and Uncertainties

#### Risks Associated with Foreign Investments
Foreign investments can be adversely affected by political, economic and market developments abroad, including the imposition of economic and other sanctions by the United States or another country, and by acts of terrorism and war. There may be less publicly available information about foreign issuers because they may not be subject to reporting practices, requirements or regulations comparable to those to which United States companies are subject. Foreign markets may be smaller, less liquid and more volatile than the major markets in the United States. Trading in foreign markets typically involves higher expense than trading in the United States. The Portfolio may have difficulties enforcing its legal or contractual rights in a foreign country. Securities that trade or are denominated in currencies other than the U.S. dollar may be adversely affected by fluctuations in currency exchange rates.

Emerging market securities often involve greater risks than developed market securities. Investment markets within emerging market countries are typically smaller, less liquid, less developed and more volatile than those in more developed markets like the United States, and may be focused in certain economic sectors. The information available about an emerging market issuer may be less reliable than for comparable issuers in more developed capital markets. Governmental actions can have a significant effect on the economic conditions in emerging market countries. It may be more difficult to make a claim or obtain a judgment in the courts of these countries than it is in the United States. The possibility of fraud, negligence, undue influence being exerted by an issuer or refusal to recognize ownership exists in some emerging markets. Disruptions due to work stoppages and trading improprieties in foreign securities markets have caused such markets to close. Emerging market securities are also subject to speculative trading, which contributes to their volatility.

Economic data as reported by sovereign entities may be delayed, inaccurate or fraudulent. In the event of a default by a sovereign entity, there are typically no assets to be seized or cash flows to be attached. Furthermore, the willingness or ability of a sovereign entity to restructure defaulted debt may be limited. Therefore, losses on sovereign defaults may far exceed the losses from the default of a similarly rated U.S. debt issuer.

------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

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------

[**Table of Contents**](#JOB_EV_AR_323638f4-0101-47fe-999f-5c6557a98dd3_TOC)

EAGMX-NCSR&nbsp;&nbsp;&nbsp;&nbsp;4.30.26

------

#### Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies
Not applicable.

#### Item 9. Proxy Disclosures for Open-End Management Investment Companies
Not applicable.

#### Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies
The information is disclosed as part of the Financial Statements included in Item 7 of this Form N-CSR.

#### Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract
Not applicable.

#### Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.

#### Item 13. Portfolio Managers of Closed-End Management Investment Companies
Not applicable.

#### Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.

#### Item 15. Submission of Matters to a Vote of Security Holders
There have been no material changes to the procedures by which shareholders may recommend nominee to the Portfolio's Board of Trustees since the Portfolio last provided disclosure in response to this item.

------

#### Item 16. Controls and Procedures
(a) It is the conclusion of the registrant's principal executive officer and principal financial officer that the effectiveness of the registrant's current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant has been recorded, processed, summarized and reported within the time period specified in the Commission's rules and forms and that the information required to be disclosed by the registrant has been accumulated and communicated to the registrant's principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant's internal control over financial reporting during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

#### Item 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies
Not applicable.

#### Item 18. Recovery of Erroneously Awarded Compensation
Not applicable.

#### Item 19. Exhibits

---

| | |
|:---|:---|
| (a)(1) | Registrant's Code of Ethics – Not applicable (please see Item 2). |
| (a)(2)(i) | [Principal Financial Officer's Section 302 certification.](d159317dex99cert.htm#a) |
| (a)(2)(ii) | [Principal Executive Officer's Section 302 certification.](d159317dex99cert.htm#b) |
| (b) | [Combined Section 906 certification.](d159317dex99906cert.htm) |

---

------

#### Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

<u>Global Macro Portfolio</u>

---

| | |
|:---|:---|
| By: | /s/ Kenneth A. Topping |
|  | Kenneth A. Topping |
|  | Principal Executive Officer |
| Date: | June 24, 2026 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ James F. Kirchner |
|  | James F. Kirchner |
|  | Principal Financial Officer |
| Date: | June 24, 2026 |
| By: | /s/ Kenneth A. Topping |
|  | Kenneth A. Topping |
|  | Principal Executive Officer |
| Date: | June 24, 2026 |

---

## Ex-99.Cert

**Global Macro Portfolio** 

**FORM N-CSR** 

**Exhibit 19(a)(2)(i)** 

**<u>CERTIFICATION</u>**

I, James F. Kirchner, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I have reviewed this report on Form N-CSR of Global Macro Portfolio;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: June 24, 2026 | /s/ James F. Kirchner |
|  | James F. Kirchner |
|  | Principal Financial Officer |

---

------

**Global Macro Portfolio** 

**FORM N-CSR** 

**Exhibit 19(a)(2)(ii)** 

**<u>CERTIFICATION</u>**

I, Kenneth A. Topping, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I have reviewed this report on Form N-CSR of Global Macro Portfolio;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: June 24, 2026 | /s/ Kenneth A. Topping |
|  | Kenneth A. Topping |
|  | Principal Executive Officer |

---

## Exhibit 99.906

**Form N-CSR Item 19(b) Exhibit** 

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350,

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

The undersigned hereby certify in their capacity as Principal Financial Officer and Principal Executive Officer, respectively, of Global Macro Portfolio (the "**Portfolio**") that:

(a) the Report of the **Portfolio** on Form N-CSR for the period ended
April 30, 2026 (the "Report") fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and

(b) the information contained in the Report fairly presents, in all material respects, the financial condition and
the results of operations of the **Portfolio** for such period.

**A signed original of this written statement required by section 906 has been provided to the Portfolio and will be retained by the Portfolio and furnished to the Securities and Exchange Commission or its staff upon request.** 

Global Macro Portfolio

---

| |
|:---|
| Date: June 24, 2026 |
| /s/ James F. Kirchner |
| James F. Kirchner |
| Principal Financial Officer |
| Date: June 24, 2026 |
| /s/ Kenneth A. Topping |
| Kenneth A. Topping |
| Principal Executive Officer |

---