# EDGAR Filing Document

**Accession Number:** 0001394396
**File Stem:** 0001410368-25-012478
**Filing Date:** 2025-9
**Character Count:** 195226
**Document Hash:** 29603d7799620e1dde5f791a274a4ed5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012478.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012478

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** International Income Portfolio
- **CENTRAL INDEX KEY:** 0001394396

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22049
- **FILM NUMBER:** 251350601

**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

## Series and Classes Contracts Data

### International Income Portfolio (Series ID: S000017995)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000049878 | International Income Portfolio |  |

## Nport-Ex

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited)

------

Foreign Corporate Bonds — 0.7%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Paraguay — 0.7% | Paraguay — 0.7% | Paraguay — 0.7% | Paraguay — 0.7% |
| Itau BBA International PLC, 9.03%, 2/19/30 | PYG | 1906340 | &nbsp;&nbsp;$272568 |
| Total Foreign Corporate Bonds<br> (identified cost $280,990) |  |  | &nbsp;&nbsp;**$272568** |

---

Sovereign Government Bonds — 32.7%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Argentina — 0.7% | Argentina — 0.7% | Argentina — 0.7% | Argentina — 0.7% |
| Argentina Treasury Bonds BONTE, 29.50%, 5/30/30 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;$31528 |
| Bono Del Tesoro Nacional Capitalizable en Pesos: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.05%, 1/15/27 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;40629 | &nbsp;&nbsp;&nbsp;&nbsp; 31822 |
| &nbsp;&nbsp;&nbsp;2.15%, 6/30/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;70301 | &nbsp;&nbsp;&nbsp;&nbsp; 54945 |
| &nbsp;&nbsp;&nbsp;2.60%, 2/13/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;116354 | &nbsp;&nbsp;&nbsp;&nbsp; 100584 |
| &nbsp;&nbsp;&nbsp;2.65%, 1/30/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;28314 | &nbsp;&nbsp;&nbsp;&nbsp; 24606 |
| Letra Del Tesoro Nacional Capitalizable En Pesos, 2.35%, 5/29/26 | ARS | &nbsp;&nbsp;&nbsp;&nbsp;13543 | &nbsp;&nbsp;&nbsp;&nbsp; 9825 |
|  |  |  | &nbsp;&nbsp;**$253310** |
| Brazil — 4.2% | Brazil — 4.2% | Brazil — 4.2% | Brazil — 4.2% |
| Brazil Letras do Tesouro Nacional: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 10/1/25 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;$296491 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 1178974 |
|  |  |  | &nbsp;&nbsp;**$1475465** |
| Czech Republic — 1.4% | Czech Republic — 1.4% | Czech Republic — 1.4% | Czech Republic — 1.4% |
| Czech Republic Government Bonds, 1.00%, 6/26/26<sup>(1)</sup> | CZK | &nbsp;&nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;$481782 |
|  |  |  | &nbsp;&nbsp;**$481782** |
| Dominican Republic — 3.1% | Dominican Republic — 3.1% | Dominican Republic — 3.1% | Dominican Republic — 3.1% |
| Dominican Republic Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;$62595 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;11950 | &nbsp;&nbsp;&nbsp;&nbsp; 188054 |
| &nbsp;&nbsp;&nbsp;10.75%, 6/1/36<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;11850 | &nbsp;&nbsp;&nbsp;&nbsp; 205950 |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp; 137974 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/10/34<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp; 490537 |
| Dominican Republic Central Bank Notes, 8.00%, 3/12/27<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 14289 |
|  |  |  | &nbsp;&nbsp;**$1099399** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 2.2% | Egypt — 2.2% | Egypt — 2.2% | Egypt — 2.2% |
| Egypt Government Bonds, 24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;38565 | &nbsp;&nbsp;$792953 |
|  |  |  | &nbsp;&nbsp;**$792953** |
| Georgia — 1.6% | Georgia — 1.6% | Georgia — 1.6% | Georgia — 1.6% |
| Georgia Treasury Bonds, 8.125%, 1/28/26 | GEL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;$557997 |
|  |  |  | &nbsp;&nbsp;**$557997** |
| Ghana — 0.8% | Ghana — 0.8% | Ghana — 0.8% | Ghana — 0.8% |
| Republic of Ghana Government Bonds, 8.50%, (5.00% cash and 3.50% PIK), 2/15/28 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;$275411 |
|  |  |  | &nbsp;&nbsp;**$275411** |
| Hungary — 1.3% | Hungary — 1.3% | Hungary — 1.3% | Hungary — 1.3% |
| Hungary Government Bonds, 1.00%, 11/26/25 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;158600 | &nbsp;&nbsp;$445841 |
|  |  |  | &nbsp;&nbsp;**$445841** |
| Paraguay — 3.7% | Paraguay — 3.7% | Paraguay — 3.7% | Paraguay — 3.7% |
| Paraguay Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(2)</sup> | PYG | 3553000 | &nbsp;&nbsp;$456587 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(1)</sup> | PYG | 2086000 | &nbsp;&nbsp;&nbsp;&nbsp; 268066 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(2)</sup> | PYG | 4462000 | &nbsp;&nbsp;&nbsp;&nbsp; 576373 |
|  |  |  | &nbsp;&nbsp;**$1301026** |
| Poland — 1.2% | Poland — 1.2% | Poland — 1.2% | Poland — 1.2% |
| Republic of Poland Government Bonds, 0.00%, 4/25/26 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645 | &nbsp;&nbsp;$427037 |
|  |  |  | &nbsp;&nbsp;**$427037** |
| Serbia — 6.6% | Serbia — 6.6% | Serbia — 6.6% | Serbia — 6.6% |
| Serbia Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 1/11/26 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;$642095 |
| &nbsp;&nbsp;&nbsp;4.50%, 8/20/32 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;34180 | &nbsp;&nbsp;&nbsp;&nbsp; 324204 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;124670 | &nbsp;&nbsp;&nbsp;&nbsp; 1354053 |
|  |  |  | &nbsp;&nbsp;**$2320352** |
| Sri Lanka — 1.8% | Sri Lanka — 1.8% | Sri Lanka — 1.8% | Sri Lanka — 1.8% |
| Sri Lanka Government Bonds, 11.00%, 10/15/28 | LKR | &nbsp;&nbsp;&nbsp;&nbsp;187000 | &nbsp;&nbsp;$652841 |
|  |  |  | &nbsp;&nbsp;**$652841** |
| Sweden — 2.4% | Sweden — 2.4% | Sweden — 2.4% | Sweden — 2.4% |
| Sweden Government Bonds, 1.00%, 11/12/26<sup>(1)</sup> | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;$830795 |
|  |  |  | &nbsp;&nbsp;**$830795** |

---

------

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Turkey — 1.7% | Turkey — 1.7% | Turkey — 1.7% | Turkey — 1.7% |
| Turkiye Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;26.20%, 10/5/33 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;17761 | &nbsp;&nbsp;$401238 |
| &nbsp;&nbsp;&nbsp;27.70%, 9/27/34 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4462 | &nbsp;&nbsp;&nbsp;&nbsp; 103818 |
| &nbsp;&nbsp;&nbsp;30.00%, 9/12/29 | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 | &nbsp;&nbsp;&nbsp;&nbsp; 86463 |
|  |  |  | &nbsp;&nbsp;**$591519** |
| Total Sovereign Government Bonds<br> (identified cost $11,431,000) |  |  | &nbsp;&nbsp;**$11505728** |

---

U.S. Government Agency Mortgage-Backed Securities — 0.2%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association, 5.103%, (COF + 1.79%), with maturity at 2035<sup>(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;$63126 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $64,157) |  | &nbsp;&nbsp;**$63126** |

---

Short-Term Investments — 63.5%

Affiliated Fund — 5.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.22%<sup>(4)</sup> | 1899245 | &nbsp;&nbsp;$1899245 |
| Total Affiliated Fund<br> (identified cost $1,899,245) |  | &nbsp;&nbsp;**$1899245** |

---

Sovereign Government Securities — 8.5%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Canada — 2.2% | Canada — 2.2% | Canada — 2.2% | Canada — 2.2% |
| Canada Treasury Bills, 0.00%, 9/24/25 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;$783516 |
|  |  |  | &nbsp;&nbsp;**$783516** |
| Nigeria — 0.6% | Nigeria — 0.6% | Nigeria — 0.6% | Nigeria — 0.6% |
| Nigeria OMO Bills, 0.00%, 3/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;$211432 |
|  |  |  | &nbsp;&nbsp;**$211432** |
| Norway — 1.9% | Norway — 1.9% | Norway — 1.9% | Norway — 1.9% |
| Norway Treasury Bills, 0.00%, 12/17/25<sup>(1)(2)</sup> | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;$667449 |
|  |  |  | &nbsp;&nbsp;**$667449** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uganda — 2.3% | Uganda — 2.3% | Uganda — 2.3% | Uganda — 2.3% |
| Republic of Uganda Treasury Bills, 0.00%, 1/29/26 | UGX | 3100000 | &nbsp;&nbsp;$817847 |
|  |  |  | &nbsp;&nbsp;**$817847** |
| Uruguay — 1.5% | Uruguay — 1.5% | Uruguay — 1.5% | Uruguay — 1.5% |
| Uruguay Monetary Regulation Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 9/10/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;$247231 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/31/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp; 26686 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/7/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp; 24616 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/5/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 97000 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/19/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3469 | &nbsp;&nbsp;&nbsp;&nbsp; 83636 |
| &nbsp;&nbsp;&nbsp;0.00%, 12/30/25 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp; 11144 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/6/26 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp; 23991 |
|  |  |  | &nbsp;&nbsp;**$514304** |
| Total Sovereign Government Securities<br> (identified cost $2,999,397) |  |  | &nbsp;&nbsp;**$2994548** |

---

U.S. Treasury Obligations — 49.6%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 8/7/25 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;$3997158 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/14/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 4493051 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 5486889 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/4/25<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 3485886 |
| Total U.S. Treasury Obligations<br> (identified cost $17,463,273) |  | &nbsp;&nbsp;**$17462984** |
| Total Short-Term Investments<br> (identified cost $22,361,915) |  | &nbsp;&nbsp;**$22356777** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.1%<br> (identified cost $27,449) | &nbsp;&nbsp;**$18298** |
| Total Investments — 97.2%<br> (identified cost $34,165,511) | &nbsp;&nbsp;**$34216497** |
| Total Written Options — (0.1)%<br> (premiums received $20,645) | &nbsp;&nbsp;**$(25820)** |
| Other Assets, Less Liabilities — 2.9% | &nbsp;&nbsp;**$1010907** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$35201584** |

---

------

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</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 July 31, 2025, the aggregate value of these securities is $3,003,567 or 8.5% of the Portfolio's net assets. |
| <sup>(2)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At July 31, 2025, the aggregate value of these securities is $2,044,333 or 5.8% of the Portfolio's net assets. |
| <sup>(3)</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 July 31, 2025. |
| <sup>(4)</sup> | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of July 31, 2025. |
| <sup>(5)</sup> | Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts. |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** | **Purchased Currency Options (OTC) — 0.1%** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Put USD vs. Call CNH | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;$2496 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;USD | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1569 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 261 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 998 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6452 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 600000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3519 |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 510000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;85.50 | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3003 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$18298** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written Currency Options (OTC) — (0.1)%** | **Written 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 BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 28000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(15904) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; (7926) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; (576) |
| Put USD vs. Call KRW | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;200000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1126) |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 50000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1300.00 | &nbsp;&nbsp;1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; (288) |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(25820)** |

---

------

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2153 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(96) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4284 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (171) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 10761 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (479) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 29000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 31207 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1388) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 70600000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 75263 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2671) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 67000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 71986 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3096) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 78000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 83464 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3263) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 81000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 86675 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3389) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 77000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 82744 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3572) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 86000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 92423 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3997) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 211000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 224937 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7984) |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 233000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 250381 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10808) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 35000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 8670 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (345) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 52000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12855 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (486) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 52000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 12887 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (519) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp; 911000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 225719 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9032) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 117000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 136352 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2442) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 902627 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1062616 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29534) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1069648 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1259240 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34999) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2283444 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2688180 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74715) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 6037441 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7036036 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126017) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;17000000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1026706 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2231 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 5469000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 336657 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5642) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 7775456940 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 476457 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5842) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 7551000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 464849 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7819) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 46116 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (515) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 46132 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (531) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 24448000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 281951 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3243) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 29112000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 335701 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3823) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 18785799 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 219368 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5209) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 18324201 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 214115 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5218) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 19000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 222025 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5424) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 29000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 338962 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8361) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 140000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 102073 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1499) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 137000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 101959 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3540) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 1205000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 882138 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16480) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 4420900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1226291 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2687 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1227000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 338772 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2324 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2115000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 587076 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 874000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 242307 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 240454 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 66706 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 126596 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1500) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1550000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 432982 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2094) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13078 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (212) |

---

------

International Income Portfolio<br>

July 31, 2025

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)** |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 52303 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(839) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 25000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 438789 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9925) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 38000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 662610 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10736) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 47730733 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 832155 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13355) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 380000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 13026 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17134 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17138 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (364) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 34271 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (723) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 34272 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (725) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 34311 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (763) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 34319 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (772) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 34341 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (794) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 140270 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6079) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 24880000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 846546 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11878) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 168010 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 157600000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5963 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 230429 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 219000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5250 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 188324 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 180000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3245 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 98907 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 94000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2255 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 47081 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 45000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 9433 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 7365 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4209 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 6262 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 5534 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 5297178 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3131 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 4816602 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4091408 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133872 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2661126 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2283444 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47661 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1675828 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1437985 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30014 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1246568 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1069648 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22326 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 137738 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 117000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3828 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 28417 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 24384 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 408651 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;6670000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4944 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 376420 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;6150000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4187 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 256033 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;4180000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3036 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 186864 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;3050000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2261 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 171990 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2810000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1913 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 146097 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;2383820000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1815 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 117326 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;1915456940 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1391 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 275839 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2153) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 338614 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1227000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2483) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274537 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3456) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274476 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3516) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 274386 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3606) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 927167 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 3359683 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6800) |

---

------

International Income Portfolio<br>

July 31, 2025

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; 634518 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 35500000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25531 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 674278 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 37980733 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22735 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 669285 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 38000000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17412 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 152423 | &nbsp;&nbsp;&nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp; 4400000 | &nbsp;&nbsp;&nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4813 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 53449 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2242 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(117959)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| PKR | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 191972 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;$2512 | &nbsp;&nbsp;$— |
| PKR | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 194435 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 194435 | &nbsp;&nbsp;PKR | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (49) |
| USD | &nbsp;&nbsp; 193662 | &nbsp;&nbsp;PKR | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;8/4/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (822) |
| USD | &nbsp;&nbsp; 1408961 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 39161 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 64995528 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1309338 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 21958 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 220438 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 11021917 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5322) |
| USD | &nbsp;&nbsp; 919400 | &nbsp;&nbsp;EGP | &nbsp;&nbsp; 45970000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;8/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22198) |
| EUR | &nbsp;&nbsp; 659033 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 775722 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/3/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22137) |
| ISK | &nbsp;&nbsp; 14834076 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 101395 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 12406324 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 84772 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2370 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 75959 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 11057353 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1554) |
| SEK | &nbsp;&nbsp; 1281246 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 133999 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2762) |
| SEK | &nbsp;&nbsp; 1318754 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 137926 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2847) |
| EUR | &nbsp;&nbsp; 1155 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 168393 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25) |
| ISK | &nbsp;&nbsp; 9487827 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 65070 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 23099713 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 535441 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12420 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 62796 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 2724713 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1827) |
| USD | &nbsp;&nbsp; 468721 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 20375000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14517) |
| AUD | &nbsp;&nbsp; 1475000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 962845 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14175) |
| AUD | &nbsp;&nbsp; 1590000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1037914 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15280) |
| AUD | &nbsp;&nbsp; 110000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 72404 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1656) |
| CHF | &nbsp;&nbsp; 85000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 108776 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3563) |
| CHF | &nbsp;&nbsp; 352000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 435090 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 616 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 163000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 22876 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (194) |
| CNH | &nbsp;&nbsp; 596000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 83645 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (710) |
| CNH | &nbsp;&nbsp; 476200 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 66832 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (568) |
| CNH | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 140262 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1109) |
| CNH | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 280525 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2218) |
| CNH | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 280576 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2269) |
| CNH | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 168731 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1748) |

---

------

International Income Portfolio<br>

July 31, 2025

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)** |
| CNH | &nbsp;&nbsp; 214500 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 30089 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(240) |
| CNH | &nbsp;&nbsp; 240000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 33678 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (281) |
| CNH | &nbsp;&nbsp; 439590 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 61663 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (493) |
| CNH | &nbsp;&nbsp; 890000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 124887 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1041) |
| EGP | &nbsp;&nbsp; 9000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 180868 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (172) |
| EUR | &nbsp;&nbsp; 67269 | &nbsp;&nbsp;NOK | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (410) |
| EUR | &nbsp;&nbsp; 659897 | &nbsp;&nbsp;NOK | &nbsp;&nbsp; 7620000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18026 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 925219 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7646) |
| EUR | &nbsp;&nbsp; 1308644 | &nbsp;&nbsp;PLN | &nbsp;&nbsp; 5631565 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3857) |
| EUR | &nbsp;&nbsp; 637708 | &nbsp;&nbsp;SEK | &nbsp;&nbsp; 7090000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3555 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 137479 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5357) |
| GBP | &nbsp;&nbsp; 1135000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1540675 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41095) |
| ILS | &nbsp;&nbsp; 1300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 389627 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6825) |
| JPY | &nbsp;&nbsp; 562337489 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3971248 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(223917) |
| JPY | &nbsp;&nbsp; 22000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 155387 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8782) |
| JPY | &nbsp;&nbsp; 12000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 84279 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4313) |
| KZT | &nbsp;&nbsp; 525000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 987770 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29029) |
| MXN | &nbsp;&nbsp; 17060189 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 882997 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 17073 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 159305 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1030) |
| MXN | &nbsp;&nbsp; 5200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 272614 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 156978 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1298 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 2300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 543967 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4437) |
| NOK | &nbsp;&nbsp; 2620000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 225806 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4953) |
| NOK | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 172359 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3767) |
| NOK | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 257962 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4992) |
| NZD | &nbsp;&nbsp; 896733 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 545525 | &nbsp;&nbsp;Australia and New Zealand Banking Group Limited | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16432) |
| NZD | &nbsp;&nbsp; 1720000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1046166 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31328) |
| PLN | &nbsp;&nbsp; 9631565 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2234962 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10245 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 2090000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 190735 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4196) |
| SEK | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 182557 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4056) |
| SEK | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 273950 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6216) |
| SEK | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 71700 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (109) |
| SGD | &nbsp;&nbsp; 225000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 178072 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4196) |
| SGD | &nbsp;&nbsp; 970000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 759385 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9783) |
| USD | &nbsp;&nbsp; 896189 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 1380000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8621 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 86599 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 617500 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 140345 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 140069 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 916 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1079840 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 22867 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 318698 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 235000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8212 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 136701 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 101443 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2673 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 132771 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 98557 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2556 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 3339852 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;480000000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;141206 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

July 31, 2025

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; 216638 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 32000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;$3395 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 101549 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 15000000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1591 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 114709 | &nbsp;&nbsp;JPY | &nbsp;&nbsp; 16916278 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1981 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 155591 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2684) |
| USD | &nbsp;&nbsp; 388048 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 7340000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 801 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 418835 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 8060189 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6409) |
| USD | &nbsp;&nbsp; 311786 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4766) |
| USD | &nbsp;&nbsp; 543406 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 896733 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14313 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 436309 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 720000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11492 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24029 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 39653 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 633 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 7459 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 12309 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 597596 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7574 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 55999 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1269 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 392460 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9351 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 881803 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 15672148 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 24068 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 5350000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 295779 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2974) |
| ZAR | &nbsp;&nbsp; 24410153 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1349947 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13983) |
| TRY | &nbsp;&nbsp; 2559664 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 56775 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3633 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 56071 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 2559664 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4337) |
| ISK | &nbsp;&nbsp; 41500000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 287994 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;9/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1893 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 95406057 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 660387 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;9/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6293 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 68100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 523484 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 978 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 17500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 134543 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 231 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZMW | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 209205 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5064 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 5676876 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 123680 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9854 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 61425 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 2789529 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4191) |
| USD | &nbsp;&nbsp; 63596 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 2887347 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;9/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4322) |
| EGP | &nbsp;&nbsp; 25000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 491159 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4852 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 2142400 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 100484 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12101 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 3154000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 152588 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13157 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 152590 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 3153800 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13145) |
| USD | &nbsp;&nbsp; 100464 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 2142400 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;10/24/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12121) |
| HKD | &nbsp;&nbsp; 585000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 75631 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (442) |
| HKD | &nbsp;&nbsp; 1130000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 145936 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (700) |
| HKD | &nbsp;&nbsp; 7375000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 955249 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7355) |
| USD | &nbsp;&nbsp; 50363 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 390000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1123611 | &nbsp;&nbsp;HKD | &nbsp;&nbsp; 8700000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/9/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5417 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PKR | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 190311 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 987 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CRC | &nbsp;&nbsp; 75000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 147571 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;12/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 291 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CRC | &nbsp;&nbsp; 262500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 515707 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;12/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1809 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 642917 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 3714000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3872 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 570268 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 3286000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4867 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 2749538 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 53680 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1951 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 51853 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 2749538 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3778) |

---

------

International Income Portfolio<br>

July 31, 2025

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)** |
| TRY | &nbsp;&nbsp; 6592102 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 123680 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;$9380 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 23053 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 1235654 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1888) |
| USD | &nbsp;&nbsp; 98943 | &nbsp;&nbsp;TRY | &nbsp;&nbsp; 5356448 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9176) |
| EUR | &nbsp;&nbsp; 65071 | &nbsp;&nbsp;RON | &nbsp;&nbsp; 357595 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3464) |
| RON | &nbsp;&nbsp; 357595 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 66890 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1351 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp;23242800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1680000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24066 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KWD | &nbsp;&nbsp; 195000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 640605 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1382) |
| USD | &nbsp;&nbsp; 645690 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 195000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6468 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$519565** | &nbsp;&nbsp;**$(643620)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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)** |
| **Interest Rate Futures** |  |  |  |  |  |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;9/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;$(133828) | &nbsp;&nbsp;&nbsp;&nbsp;$936 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$936** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;**Effective Date/<br> Termination<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Bank of America, N.A. | &nbsp;&nbsp;3-month PLN WIBOR + 0.59% on PLN 4,411,843 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount\* | &nbsp;&nbsp;6/5/26/<br>6/5/29 | &nbsp;&nbsp;$3075 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3-month PLN WIBOR + 0.62% on PLN 8,421,053 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount\* | &nbsp;&nbsp;5/31/26/<br>5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7884 |
|  |  |  |  | &nbsp;&nbsp;**$10959** |

---

<sup>(1)</sup> Effective date represents the date on which the Portfolio and counterparty exchange the currencies and begin interest payment accrual.

\* The Portfolio pays interest on the currency received and receives interest on the currency delivered. At the termination date, the notional amount of the currency received will be exchanged for the notional amount of the currency delivered. For non-deliverable currency swaps, the net of the USD amount and USD equivalent of the Notional Amount will be paid or received by the Portfolio.

------

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| COF | – Cost of Funds 11th District |
| EURIBOR | – Euro Interbank Offered Rate |
| OTC | – Over-the-counter |
| PIK | – Payment In Kind |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ARS | – Argentine Peso |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| CHF | – Swiss Franc |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| COP | – Colombian Peso |
| CRC | – Costa Rican Colon |
| CZK | – Czech Koruna |
| DOP | – Dominican Peso |
| EGP | – Egyptian Pound |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| GEL | – Georgian Lari |
| GHS | – Ghanaian Cedi |
| 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 |
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NGN | – Nigerian Naira |
| NOK | – Norwegian Krone |
| NZD | – New Zealand Dollar |
| PEN | – Peruvian Sol |
| PHP | – Philippine Peso |
| PKR | – Pakistan Rupee |
| PLN | – Polish Zloty |
| PYG | – Paraguayan Guarani |
| RON | – Romanian Leu |
| RSD | – Serbian Dinar |
| SEK | – Swedish Krona |
| SGD | – Singapore Dollar |
| TRY | – Turkish Lira |
| TWD | – New Taiwan Dollar |
| UGX | – Ugandan Shilling |
| USD | – United States Dollar |
| UYU | – Uruguayan Peso |
| UZS | – Uzbekistani Som |
| ZAR | – South African Rand |
| ZMW | – Zambian Kwacha |

---

At July 31, 2025, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

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

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts, currency options and cross-currency swaps 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 utilizes various interest rate derivatives including non-deliverable bond forward contracts, interest rate futures contracts, interest rate swaps and swaptions, inflation swaps, total return swaps and cross-currency swaps to enhance total return, to seek to hedge against fluctuations in interest rates and/or to change the effective duration of its portfolio.

------

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

At July 31, 2025, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $1,899,245, which represents 5.4% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended July 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $1107669 | $29205025 | $(28413449) | $— | $— | $1899245 | $54728 | 1899245 |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At July 31, 2025, 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** |
| Foreign Corporate Bonds | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$272568 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$272568 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11505728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11505728 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63126 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;1899245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899245 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2994548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2994548 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17462984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17462984 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18298 |
| **Total Investments** | &nbsp;&nbsp;**$1899245** | &nbsp;&nbsp;&nbsp;&nbsp;**$32317252** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$34216497** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$877166 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$877166 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10959 |
| **Total** | &nbsp;&nbsp;**$1900181** | &nbsp;&nbsp;&nbsp;&nbsp;**$33205377** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$35105558** |
| **Liability Description** |  |  |  |  |
| Written Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(25820) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(25820) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1119180) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1119180) |
| **Total** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(1145000)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(1145000)** |

---

------

International Income Portfolio<br>

July 31, 2025

Portfolio of Investments (Unaudited) — continued

------

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** International Income Portfolio

- **b. Investment Company Act file number:** 811-22049

- **c. CIK number of Registrant:** 0001394396

- **d. LEI of Registrant:** 4DW003P2NT3VNILVWA58

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

- **a. Name of Series:** International Income Portfolio

- **b. EDGAR series identifier (if any):** S000017995

- **c. LEI of Series:** 4DW003P2NT3VNILVWA58

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $36618756.29

**Total Liabilities:** $1413872.12

**Net Assets:** $35204884.17

**Cash Not Reported:** $949564.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -23.69000000 | **1-Year:** -96.36000000 | **5-Year:** -257.98000000 | **10-Year:** -251.23000000 | **30-Year:** -2.71000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049878 | -0.45%               | 2.03%                | -0.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-57184.25               | $77098.09                                  |
| Month 2  | $439339.56               | $-74224.54                                 |
| Month 3  | $180991.20               | $-324339.31                                |

**Designated Index Information**

- **Index Name:** FTSE World Govt Bond Index USD

- **Index Identifier:** CG_WGBI

### Schedule of Portfolio Investments

| Name                                       | Title                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Societe Generale SA                        | PURCHASED KRW / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $-16479.99    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                   | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4500000 | PA      | $4493051.10   | 12.76%            | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                     | Brazil Letras do Tesouro Nacional                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    7000000 | PA      | $1178973.64   | 3.35%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-515.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $4944.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-763.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   11950000 | PA      | $188054.32    | 0.53%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $508.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-4191.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-9924.89     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1912.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-126016.86   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-3314.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-9175.98     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $-2093.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-724.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $811.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $92.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-723.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-5424.42     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1645000 | PA      | $427037.20    | 1.21%             | 2026-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-839.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $-1029.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $2686.72      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                   | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3500000 | PA      | $3485886.11   | 9.90%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED COP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |          1 | NC      | $-518.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   66000000 | PA      | $642095.27    | 1.82%             | 2026-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD GBP                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $2673.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $3633.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                    | BMIEUDAJ8 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -960000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED GBP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |          1 | NC      | $-5357.23     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                           | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | TR        |          1 | NC      | $12419.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $-1109.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-10807.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                     | PURCHASED KES / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KE        |          1 | NC      | $977.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD EGP                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-22198.18    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED IDR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $2231.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                           | Dominican Republic Central Bank Notes                                                                 | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     900000 | PA      | $14288.48     | 0.04%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED SGD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $-4195.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                     | Brazil Letras do Tesouro Nacional                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1700000 | PA      | $296490.98    | 0.84%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                   | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4000000 | PA      | $3997157.84   | 11.35%            | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $2324.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   34180000 | PA      | $324203.93    | 0.92%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-3242.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $5963.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $95.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1391.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED COP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |          1 | NC      | $-344.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.             | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |          1 | NC      | $-5217.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                    | BMID0VS88 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     600000 | OU      | $3708.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 4462000000 | PA      | $576372.81    | 1.64%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED NOK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-4991.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                           | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |          1 | NC      | $1297.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD JPY                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3394.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED JPY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $-223917.25   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | BMIF93LZ3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     300000 | OU      | $1557.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                    | BMIEXSFR9 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -960000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   17761194 | PA      | $401238.30    | 1.14%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $30014.42     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    4462000 | PA      | $103817.57    | 0.29%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $-172.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED JPY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-4312.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3970000 | PA      | $62595.19     | 0.18%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                           | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $-1747.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-3997.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                      | Republic of Ghana Government Bonds                                                                    | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    3400000 | PA      | $275410.90    | 0.78%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | Long: BMIDJJRY9 CYS PLN R V 03MWIBOR WIBO3+63BPS / Short: BMIDJJRY9 CYS EUR P V 03MEURIB EUR003M+0BPS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    8421053 | NC      | $7883.26      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED NOK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $-4952.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | BMIF7RHL8 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -50000 | OU      | $-290.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-363.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-34999.14    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD GBP                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $22867.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                    | BMID18J62 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     510000 | OU      | $3161.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $-240.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | Long: BMIDJYNA2 CYS PLN R V 03MWIBOR WIBO3+59BPS / Short: BMIDJYNA2 CYS EUR P V 03MEURIB EUR003+0BPS  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PL        |    4411843 | NC      | $3075.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $4851.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $9379.72      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED EUR / SOLD NOK                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $18026.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PEN                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3516.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $14313.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD MXN                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-13145.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.           | BMIF84RW3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -100000 | OU      | $-580.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | BMIF7RHH7 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     200000 | OU      | $1000.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                             | Czech Republic Government Bond                                                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   10600000 | PA      | $481782.41    | 1.37%             | 2026-06-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD MXN                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2684.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA T-BOND                             | Georgia Treasury Bond                                                                                 | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |    1500000 | PA      | $557996.70    | 1.58%             | 2026-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EUR / SOLD SEK                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $3555.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CHF / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |          1 | NC      | $-3562.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED ILS / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |          1 | NC      | $-6824.69     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA T-BILL                              | Republic of Uganda Treasury Bills                                                                     | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | STIV             | NUSS              | UG        | 3100000000 | PA      | $817847.31    | 2.32%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD ISK                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-25.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-3389.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD GBP                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $8212.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED IDR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $-5841.58     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PHP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $22735.19     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN T-BILL                           | Norway Treasury Bill                                                                                  | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | STIV             | NUSS              | NO        |    7000000 | PA      | $667449.19    | 1.90%             | 2025-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED EUR / SOLD PLN                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $-7646.40     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $167.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $13157.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                     | PURCHASED ZMW / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | ZM        |          1 | NC      | $5063.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  158600000 | PA      | $445840.72    | 1.27%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   70301000 | PA      | $54945.31     | 0.16%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1191.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-8360.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $-492.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD ZAR                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $9351.12      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED IDR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $-7818.97     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-7983.90     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                           | PURCHASED USD / SOLD JPY                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1980.92      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $-2269.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | BMIF93KW1 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      50000 | OU      | $259.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     462000 | PA      | $11143.54     | 0.03%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                     | Itau BBA International PLC                                                                            | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        | 1906340000 | PA      | $272568.49    | 0.77%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADA T-BILL                              | Canadian Treasury Bill                                                                                | CUSIP: 1350Z7DX9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |    1090000 | PA      | $783516.17    | 2.23%             | 2025-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED SEK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $-108.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED RON / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |          1 | NC      | $1350.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $1951.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED HKD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |          1 | NC      | $-699.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1269.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $-709.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                      | Serbia Treasury Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  124670000 | PA      | $1354052.70   | 3.85%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD EGP                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-5322.31     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-3822.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED CRC / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CR        |          1 | NC      | $1808.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-3262.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1888.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-74714.88    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-6079.16     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2254.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED NZD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | NZ        |          1 | NC      | $-16432.37    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                           | PURCHASED SEK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |          1 | NC      | $-6215.90     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-531.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                    | BMID0PTL1 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    1100000 | OU      | $6798.00      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-793.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.           | BMIF8DBZ3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     500000 | OU      | $2502.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.             | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |          1 | NC      | $-96.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED SEK / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |          1 | NC      | $-2847.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                        | Sri Lanka Government Bonds                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |  187000000 | PA      | $652841.57    | 1.85%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED KWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KW        |          1 | NC      | $-1382.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $4813.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-211.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $196.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD GBP                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $2555.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                     | PURCHASED UZS / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |          1 | NC      | $24066.18     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD MXN                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-4765.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1827.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |   10000000 | PA      | $247230.87    | 0.70%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $179.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    1009000 | PA      | $23991.47     | 0.07%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PKR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PK        |          1 | NC      | $986.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2260.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-2442.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    1095000 | PA      | $26685.58     | 0.08%             | 2025-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD CNH                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $672.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.             | PURCHASED COP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CO        |          1 | NC      | $-9031.78     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                    | BMIF7XQM3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -200000 | OU      | $-1123.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD MXN                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-6408.51     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $87.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3824000 | PA      | $86462.91     | 0.25%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-478.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PEN                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2153.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                           | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |          1 | NC      | $-22136.90    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $-567.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PEN                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2483.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD MXN                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-12120.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-771.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $-1499.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |          1 | NC      | $21958.07     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   40629000 | PA      | $31821.69     | 0.09%             | 2027-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD PLN                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-3857.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-360.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | BMIF6CSE6 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -22000 | OU      | $-7925.54     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |          1 | NC      | $6292.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.             | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |          1 | NC      | $-11878.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $17073.19     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED NZD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |          1 | NC      | $-31327.57    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED KRW / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $-3540.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $878.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-3571.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $39160.82     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $47661.32     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-3778.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $632.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PEN                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3606.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PEN                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-6799.65     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $4186.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 2086000000 | PA      | $268066.59    | 0.76%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                 | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8400000 | PA      | $137974.38    | 0.39%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PKR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PK        |          1 | NC      | $2511.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PLN / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $10245.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.             | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |          1 | NC      | $-170.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.             | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |          1 | NC      | $-278.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $-194.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD KWD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $6467.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |  116354000 | PA      | $100584.38    | 0.29%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD BRL                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3872.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD BRL                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $4867.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $3035.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $-1041.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED SGD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $-9783.46     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                    | Sweden Government Bonds                                                                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    8225000 | PA      | $830794.78    | 2.36%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $-2218.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                      | Egypt Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   38565000 | PA      | $792953.58    | 2.25%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-3096.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                   | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    1899245 | NS      | $1899245.05   | 5.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED SEK / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $-2762.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $133871.94    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-29534.19    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    1009000 | PA      | $24616.34     | 0.07%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED JPY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |          1 | NC      | $-8782.13     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PHP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $25530.82     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PHP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2241.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED HKD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HK        |          1 | NC      | $-441.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD RON                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-3464.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $138.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    4000000 | PA      | $96999.63     | 0.28%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $9854.12      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |          1 | NC      | $-15280.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $658.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD JPY                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1591.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-5209.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |          1 | NC      | $-280.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED SEK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $-4056.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |          1 | NC      | $2369.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-1388.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |          1 | NC      | $-29028.88    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                      | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    3469000 | PA      | $83636.49     | 0.24%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $7573.71      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $11492.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                 | Fannie Mae Pool                                                                                       | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64217 | PA      | $63126.00     | 0.18%             | 2035-08-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED ZAR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |          1 | NC      | $-2974.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                 | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   11850000 | PA      | $205949.46    | 0.59%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $-2671.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CRC / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CR        |          1 | NC      | $290.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-4436.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |          1 | NC      | $2811.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EUR / SOLD NOK                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-409.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD MXN                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $800.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PKR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-821.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PHP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $17411.74     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $22326.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |          1 | NC      | $-1656.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | BMIF5XQR4 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -28000 | OU      | $-10064.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |          1 | NC      | $1892.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED ZAR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $-13982.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-4337.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $46.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD JPY                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $141205.74    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $3245.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BOBL FUTURE SEP25                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $935.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED HKD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |          1 | NC      | $-7354.90     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |          1 | NC      | $-14175.23    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED KES / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |          1 | NC      | $230.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-4321.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD AUD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $8620.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED COP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |          1 | NC      | $-486.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD ZAR                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $24068.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EUR / SOLD ISK                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-1554.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                       | Paraguay Government International Bond                                                                | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 3553000000 | PA      | $456587.05    | 1.30%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD HKD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $5417.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |          1 | NC      | $1409.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED IDR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $-5642.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-14517.14    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED CHF / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CH        |          1 | NC      | $616.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED NOK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $-3767.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD PEN                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3455.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED SEK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |          1 | NC      | $-4195.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $12101.33     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $3828.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED GBP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $-41094.88    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                                                   | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5500000 | PA      | $5486888.61   | 15.59%            | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-10736.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                         | Dominican Republic International Bond                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   25400000 | PA      | $490536.91    | 1.39%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| LETRA TESORO CAPITALIZAB                   | Letra Del Tesoro Nacional Capitalizable En Pesos                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | AR        |   13543000 | PA      | $9824.75      | 0.03%             | 2026-05-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED KRW / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $-1499.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1814.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                    | Bono Del Tesoro Nacional Capitalizable en Pesos                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   20314000 | PA      | $17653.81     | 0.05%             | 2026-01-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |          1 | NC      | $1730.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD CNH                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $916.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONTE                                      | Argentina Treasury Bond BONTE                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   40000000 | PA      | $31527.52     | 0.09%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-13354.94    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria            | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  375000000 | PA      | $211431.62    | 0.60%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD HKD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $236.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CLP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $5250.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** International Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer