Foreign
Currency
Par Amount,
Principal Amount
or Shares
|
|
|
Value in
U.S. Dollars
|
|
|
BONDS—41.8%
|
|
|
|
AUSTRALIAN DOLLAR—1.2%
|
|
|
|
Sovereign—1.2%
|
|
100,000
|
|
Australia, Government of, Series 137, 2.750%, 4/21/2024
|
$66,513
|
65,000
|
|
Australia, Government of, Sr. Unsecd. Note, Series 148, 2.750%, 11/21/2027
|
42,008
|
130,000
|
|
Australia, Government of, Sr. Unsecd. Note, Series 160, 1.000%, 12/21/2030
|
71,021
|
|
|
TOTAL
|
179,542
|
|
|
BRITISH POUND—4.8%
|
|
|
|
Sovereign—4.8%
|
|
120,000
|
|
United Kingdom, Government of, 3.250%, 1/22/2044
|
125,748
|
110,000
|
|
United Kingdom, Government of, 4.250%, 12/7/2027
|
135,289
|
100,000
|
|
United Kingdom, Government of, Bond, 4.250%, 3/7/2036
|
123,717
|
100,000
|
|
United Kingdom, Government of, Unsecd. Deb., 1.625%, 10/22/2028
|
107,753
|
160,000
|
|
United Kingdom, Government of, Unsecd. Note, 1.500%, 7/22/2047
|
114,324
|
90,000
|
|
United Kingdom, Government of, Unsecd. Note, 4.250%, 6/7/2032
|
112,836
|
|
|
TOTAL
|
719,667
|
|
|
CANADIAN DOLLAR—1.5%
|
|
|
|
Sovereign—1.5%
|
|
265,000
|
|
Canada, Government of, Series WL43, 5.750%, 6/1/2029
|
220,145
|
|
|
EURO—22.9%
|
|
|
|
Sovereign—22.9%
|
|
60,000
|
|
Belgium, Government of, Series 68, 2.250%, 6/22/2023
|
63,326
|
230,000
|
|
Belgium, Government of, Series 74, 0.800%, 6/22/2025
|
230,864
|
100,000
|
|
Belgium, Government of, Sr. Unsecd. Note, Series 86, 1.250%, 4/22/2033
|
87,860
|
145,000
|
|
France, Government of, 0.500%, 5/25/2025
|
144,685
|
140,000
|
|
France, Government of, 2.750%, 10/25/2027
|
146,384
|
100,000
|
|
France, Government of, 5.750%, 10/25/2032
|
129,044
|
100,000
|
|
France, Government of, Bond, 4.500%, 4/25/2041
|
120,791
|
120,000
|
|
France, Government of, O.A.T., 5.500%, 4/25/2029
|
144,312
|
100,000
|
|
France, Government of, Unsecd. Note, 2.000%, 5/25/2048
|
80,786
|
75,000
|
|
Germany, Government of, 2.500%, 7/4/2044
|
77,566
|
100,000
|
|
Germany, Government of, Bond, Series 03, 4.750%, 7/4/2034
|
127,355
|
140,000
|
|
Germany, Government of, Unsecd. Deb., 0.500%, 2/15/2028
|
133,101
|
255,000
|
|
Germany, Government of, Unsecd. Note, 1.000%, 8/15/2024
|
261,499
|
120,000
|
|
Germany, Government of, Unsecd. Note, 1.000%, 5/15/2038
|
99,748
|
100,000
|
|
Germany, Government of, Unsecd. Note, 2.100%, 11/15/2029
|
102,195
|
200,000
|
|
Italy, Government of, Sr. Unsecd. Note, 0.650%, 10/15/2023
|
208,182
|
290,000
|
|
Italy, Government of, Sr. Unsecd. Note, 1.650%, 3/1/2032
|
247,704
|
105,000
|
|
Italy, Government of, Sr. Unsecd. Note, 4.750%, 9/1/2028
|
115,559
|
140,000
|
|
Italy, Government of, Unsecd. Note, 1.600%, 6/1/2026
|
138,387
|
70,000
|
|
Italy, Government of, Unsecd. Note, 3.250%, 9/1/2046
|
60,230
|
70,000
|
|
Netherlands, Government of, Unsecd. Note, 0.250%, 7/15/2025
|
69,237
|
100,000
|
|
Netherlands, Government of, Unsecd. Note, 2.500%, 1/15/2033
|
101,776
|
140,000
|
|
Spain, Government of, 4.200%, 1/31/2037
|
153,756
|
150,000
|
|
Spain, Government of, Sr. Unsecd. Note, 1.500%, 4/30/2027
|
147,660
|
145,000
|
|
Spain, Government of, Sr. Unsecd. Note, 1.950%, 7/30/2030
|
138,781
|
Foreign
Currency
Par Amount,
Principal Amount
or Shares
|
|
|
Value in
U.S. Dollars
|
|
|
BONDS—continued
|
|
|
|
EURO—continued
|
|
|
|
Sovereign—continued
|
|
25,000
|
|
Spain, Government of, Sr. Unsecd. Note, 2.750%, 10/31/2024
|
$26,227
|
90,000
|
|
Spain, Government of, Unsecd. Note, 1.600%, 4/30/2025
|
91,898
|
|
|
TOTAL
|
3,448,913
|
|
|
JAPANESE YEN—10.3%
|
|
|
|
Sovereign—10.3%
|
|
58,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 122, 1.800%, 9/20/2030
|
467,433
|
60,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 153, 1.300%, 6/20/2035
|
465,330
|
53,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 44, 1.700%, 9/20/2044
|
421,583
|
30,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 58, 0.800%, 3/20/2048
|
194,756
|
|
|
TOTAL
|
1,549,102
|
|
|
MEXICAN PESO—1.1%
|
|
|
|
Sovereign—1.1%
|
|
3,500,000
|
|
Mexico, Government of, Sr. Unsecd. Note, Series M, 5.750%, 3/5/2026
|
168,547
|
|
|
TOTAL BONDS
(IDENTIFIED COST $8,134,888)
|
6,285,916
|
|
|
REPURCHASE AGREEMENTS—6.2%
|
|
$934,000
|
|
Interest in $400,000,000 joint repurchase agreement, 4.52% dated 2/28/2023 under which BNP Paribas S.A. will
repurchase the securities provided as collateral for $400,050,222 on 3/1/2023. The securities provided as collateral at
the end of the period held with BNY Mellon as tri-party agent, were U.S. Treasury securities with various maturities to
2/15/2045 and the market value of those underlying securities was $408,051,286.
|
934,000
|
|
|
PURCHASED CALL OPTION—0.0%
|
|
|
|
Foreign Currency—0.0%
|
|
30,000
|
|
AUD CALL/USD PUT, JP Morgan, Notional Amount $30,000, Exercise Price $0.72, Expiration Date 7/13/2023
|
215
|
30,000
|
|
EUR CALL/USD PUT, Bank of New York, Notional Amount $30,000, Exercise Price $1.11, Expiration Date 7/13/2023
|
139
|
|
|
TOTAL PURCHASED CALL OPTIONS
(IDENTIFIED COST $4,553)
|
354
|
|
|
PURCHASED PUT OPTIONS—0.0%
|
|
|
|
Foreign Currency—0.0%
|
|
30,000
|
|
USD PUT/CAD CALL, JP Morgan, Notional Amount $30,000, Exercise Price $1.32, Expiration Date 7/14/2023
|
178
|
400,000
|
|
EUR PUT/AUD CALL, Morgan Stanley, Notional Amount $400,000, Exercise Price $1.52, Expiration Date 4/10/2023
|
844
|
|
|
TOTAL PURCHASED PUT OPTIONS
(IDENTIFIED COST $1,126)
|
1,022
|
|
|
INVESTMENT COMPANY—51.2%
|
|
966,900
|
|
Emerging Markets Core Fund
(IDENTIFIED COST $9,619,824)
|
7,706,193
|
|
|
TOTAL INVESTMENT IN SECURITIES—99.2%
(IDENTIFIED COST $18,694,391)
|
14,927,485
|
|
|
OTHER ASSETS AND LIABILITIES - NET—0.8%1
|
114,232
|
|
|
TOTAL NET ASSETS—100%
|
$15,041,717
|
Description
|
Number of
Contracts
|
Notional
Value
|
Expiration
Date
|
Value and
Unrealized
(Depreciation)
|
Long Futures:
|
|
|
|
|
Euro-Bund Futures
|
1
|
$140,579
|
March 2023
|
$(1,513)
|
Euro-Oat Futures
|
1
|
$135,068
|
March 2023
|
$(4,178)
|
NET UNREALIZED DEPRECIATION ON FUTURES CONTRACTS
|
$(5,691)
|
Counterparty
|
Description
|
Notional
Amount
|
Expiration
Date
|
Exercise
Price
|
Value in
U.S. Dollars
|
Call Option:
|
|||||
JP Morgan
|
USD CALL/CAD PUT
|
$30,000
|
7/14/2023
|
$1.359
|
$(545)
|
Put Options:
|
|||||
Bank of New York
|
EUR PUT/USD CALL
|
$30,000
|
7/13/2023
|
$1.073
|
$(655)
|
JP Morgan
|
AUD PUT/USD CALL
|
$30,000
|
7/13/2023
|
$0.679
|
$(928)
|
(PREMIUMS PAID $1,572)
|
$(2,128)
|
Settlement Date
|
Counterparty
|
Units to
Receive/Deliver
|
In
Exchange
For
|
Unrealized
Appreciation
(Depreciation)
|
Contracts Purchased:
|
||||
4/10/2023
|
BNP Paribas
|
400,000 CNY
|
$59,856
|
$(2,040)
|
4/10/2023
|
BNP Paribas
|
340,000,000 COP
|
$69,269
|
$109
|
4/10/2023
|
BNP Paribas
|
$170,000
|
3,157,441 MXN
|
$(1,185)
|
4/10/2023
|
Morgan Stanley
|
1,100,000,000 IDR
|
$70,453
|
$1,577
|
4/11/2023
|
Bank of America
|
400,000 EUR
|
577,546 CAD
|
$726
|
4/11/2023
|
Bank of America
|
100,000 GBP
|
$120,529
|
$(147)
|
4/11/2023
|
BNP Paribas
|
1,100,000,000 IDR
|
$72,826
|
$(798)
|
4/11/2023
|
UBS Securities LLC
|
400,000 BRL
|
$75,623
|
$173
|
4/11/2023
|
JPMorgan
|
135,000 EUR
|
2,820,288 MXN
|
$(9,719)
|
4/11/2023
|
Morgan Stanley
|
100,000 GBP
|
2,252,297 MXN
|
$(1,707)
|
4/11/2023
|
Morgan Stanley
|
125,000 GBP
|
1,536,585 NOK
|
$2,179
|
4/11/2023
|
Morgan Stanley
|
125,000 GBP
|
1,557,244 NOK
|
$186
|
4/11/2023
|
Morgan Stanley
|
5,400,000 MXN
|
39,496,891 JPY
|
$839
|
4/11/2023
|
Morgan Stanley
|
$150,000
|
2,787,554 MXN
|
$(1,103)
|
4/11/2023
|
Morgan Stanley
|
$75,000
|
335,508 PLN
|
$(191)
|
4/11/2023
|
State Street
|
90,000 EUR
|
$97,806
|
$(2,368)
|
4/17/2023
|
Bank of America
|
37,600,000 COP
|
$7,535
|
$127
|
4/17/2023
|
BNP Paribas
|
71,910,000 COP
|
$15,036
|
$(383)
|
5/9/2023
|
UBS Securities LLC
|
52,800 BRL
|
$10,004
|
$(48)
|
5/16/2023
|
BNP Paribas
|
20,000 EUR
|
$21,278
|
$(27)
|
8/31/2023
|
JPMorgan
|
4,142,543 JPY
|
$31,236
|
$71
|
8/31/2023
|
Morgan Stanley
|
10,690 AUD
|
$7,240
|
$—
|
8/31/2023
|
Morgan Stanley
|
16,064 AUD
|
$10,877
|
$3
|
8/31/2023
|
Morgan Stanley
|
22,404 CAD
|
$16,534
|
$(63)
|
8/31/2023
|
Morgan Stanley
|
33,764 CAD
|
$24,852
|
$(29)
|
8/31/2023
|
Morgan Stanley
|
10,571 CHF
|
$11,474
|
$(20)
|
8/31/2023
|
Morgan Stanley
|
13,118 GBP
|
$15,950
|
$(108)
|
8/31/2023
|
Morgan Stanley
|
252,856 MXN
|
$13,324
|
$6
|
8/31/2023
|
Morgan Stanley
|
381,768 MXN
|
$19,990
|
$135
|
8/31/2023
|
State Street
|
7,013 CHF
|
$7,643
|
$(43)
|
8/31/2023
|
State Street
|
43,744 EUR
|
$46,936
|
$(179)
|
8/31/2023
|
State Street
|
66,164 EUR
|
$70,484
|
$236
|
8/31/2023
|
State Street
|
19,973 GBP
|
$23,954
|
$167
|
Settlement Date
|
Counterparty
|
Units to
Receive/Deliver
|
In
Exchange
For
|
Unrealized
Appreciation
(Depreciation)
|
8/31/2023
|
State Street
|
2,769,998 JPY
|
$20,805
|
$130
|
Contracts Sold:
|
||||
4/10/2023
|
BNP Paribas
|
340,000,000 COP
|
$73,879
|
$4,501
|
4/10/2023
|
BNY Mellon
|
$300,000
|
38,321,010 JPY
|
$(16,854)
|
4/10/2023
|
Morgan Stanley
|
$70,000
|
93,919 CAD
|
$(1,142)
|
4/10/2023
|
State Street
|
$810,000
|
102,389,516 JPY
|
$(53,466)
|
4/11/2023
|
Bank of America
|
400,000 EUR
|
576,513 CAD
|
$(1,483)
|
4/11/2023
|
Bank of America
|
120,000 GBP
|
19,467,204 JPY
|
$(599)
|
4/11/2023
|
BNY Mellon
|
30,000 GBP
|
$36,636
|
$522
|
4/11/2023
|
Citibank
|
250,000 GBP
|
3,057,018 NOK
|
$(5,918)
|
4/11/2023
|
HSBC
|
130,000 EUR
|
$139,582
|
$1,727
|
4/11/2023
|
JPMorgan
|
100,000 GBP
|
2,361,891 MXN
|
$7,647
|
4/11/2023
|
Morgan Stanley
|
135,000 EUR
|
2,816,753 MXN
|
$9,528
|
4/11/2023
|
Morgan Stanley
|
5,400,000 MXN
|
38,860,873 JPY
|
$(5,539)
|
4/11/2023
|
Morgan Stanley
|
$150,000
|
20,337,465 JPY
|
$290
|
4/11/2023
|
Morgan Stanley
|
$75,000
|
330,803 PLN
|
$(863)
|
4/11/2023
|
State Street
|
100,000 AUD
|
$69,674
|
$2,278
|
4/17/2023
|
Bank of America
|
37,600,000 COP
|
$7,813
|
$151
|
4/17/2023
|
BNP Paribas
|
71,910,000 COP
|
$15,533
|
$880
|
4/17/2023
|
Citibank
|
$10,000
|
344,117 THB
|
$(216)
|
5/9/2023
|
UBS Securities LLC
|
52,800 BRL
|
$10,056
|
$100
|
5/16/2023
|
Citibank
|
$20,000
|
18,560 EUR
|
$(279)
|
5/16/2023
|
Citibank
|
$20,000
|
2,615,314 JPY
|
$(575)
|
5/16/2023
|
Citibank
|
$20,000
|
31,442 NZD
|
$(560)
|
NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS
|
$(73,364)
|
|
Emerging Markets
Core Fund
|
Value as of 11/30/2022
|
$6,499,592
|
Purchases at Cost
|
$1,137,917
|
Proceeds from Sales
|
$—
|
Change in Unrealized Appreciation/Depreciation
|
$68,684
|
Net Realized Gain/(Loss)
|
$—
|
Value as of 2/28/2023
|
$7,706,193
|
Shares Held as of 2/28/2023
|
966,900
|
Dividend Income
|
$140,920
|
Valuation Inputs
|
|
|
|
|
|
Level 1—
Quoted
Prices
|
Level 2—
Other
Significant
Observable
Inputs
|
Level 3—
Significant
Unobservable
Inputs
|
Total
|
Debt Securities:
|
|
|
|
|
Bonds
|
$—
|
$6,285,916
|
$—
|
$6,285,916
|
Repurchase Agreement
|
—
|
934,000
|
—
|
934,000
|
Purchased Call Option
|
—
|
354
|
—
|
354
|
Purchased Put Option
|
—
|
1,022
|
—
|
1,022
|
Investment Company
|
7,706,193
|
—
|
—
|
7,706,193
|
TOTAL SECURITIES
|
$7,706,193
|
$7,221,292
|
$—
|
$14,927,485
|
Other Financial Instruments:
|
|
|
|
|
Assets
|
|
|
|
|
Foreign Exchange Contracts
|
$—
|
$34,288
|
$—
|
$34,288
|
Liabilities
|
|
|
|
|
Futures Contracts
|
(5,691)
|
—
|
—
|
(5,691)
|
Written Put Option
|
—
|
(1,583)
|
—
|
(1,583)
|
Written Call Option
|
—
|
(545)
|
—
|
(545)
|
Foreign Exchange Contracts
|
—
|
(107,652)
|
—
|
(107,652)
|
TOTAL OTHER FINANCIAL INSTRUMENTS
|
$(5,691)
|
$(75,492)
|
$—
|
$(81,183)
|
AUD
|
—Australian Dollar
|
BRL
|
—Brazilian Real
|
CAD
|
—Canadian Dollar
|
CHF
|
—Swiss Franc
|
CNY
|
—Chinese Yuan Renminbi
|
COP
|
—Colombian Peso
|
EUR
|
—Euro
|
GBP
|
—Great British Pound
|
IDR
|
—Indonesian Rupiah
|
JPY
|
—Japanese Yen
|
MXN
|
—Mexican Peso
|
NOK
|
—Norwegian Krone
|
NZD
|
—New Zealand Dollar
|
PLN
|
—Polish Zloty
|
THB
|
—Thai Baht
|
USD
|
—United States Dollar
|