# EDGAR Filing Document

**Accession Number:** 0001394396
**File Stem:** 0001410368-26-034155
**Filing Date:** 2026-3
**Character Count:** 230707
**Document Hash:** c352277f207e465cda976a575c8d162f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034155.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0001410368-26-034155

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 26818221

**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>

January 31, 2026

Portfolio of Investments (Unaudited)

------

Credit Linked Notes — 1.2%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt — 1.2% | Egypt — 1.2% | Egypt — 1.2% | Egypt — 1.2% |
| Absa Bank Ltd. (Arab Republic of Egypt): |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/19/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;$129818 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/16/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49125 | &nbsp;&nbsp;&nbsp;&nbsp; 1001826 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/23/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8775 | &nbsp;&nbsp;&nbsp;&nbsp; 178144 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/7/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp; 91589 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/15/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49125 | &nbsp;&nbsp;&nbsp;&nbsp; 901022 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/22/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10825 | &nbsp;&nbsp;&nbsp;&nbsp; 197838 |
| &nbsp;&nbsp;&nbsp;0.00%, 11/5/26<sup>(1)</sup> | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4975 | &nbsp;&nbsp;&nbsp;&nbsp; 90280 |
| Total Credit Linked Notes<br> (identified cost $2,561,780) |  |  | &nbsp;&nbsp;**$2590517** |

---

Foreign Corporate Bonds — 0.1%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% | Uzbekistan — 0.1% |
| JSCB Agrobank, 20.75%, 9/15/28 | UZS | 2500000 | &nbsp;&nbsp;$209302 |
| Total Foreign Corporate Bonds<br> (identified cost $199,668) |  |  | &nbsp;&nbsp;**$209302** |

---

Sovereign Government Bonds — 26.2%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Brazil — 2.2% | Brazil — 2.2% | Brazil — 2.2% | Brazil — 2.2% |
| Brazil Letras do Tesouro Nacional, 0.00%, 7/1/26 | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;$4736521 |
|  |  |  | &nbsp;&nbsp;**$4736521** |
| Chile — 1.0% | Chile — 1.0% | Chile — 1.0% | Chile — 1.0% |
| Bonos de la Tesoreria de la Republica en pesos, 4.90%, 11/1/27 | CLP | 1780000 | &nbsp;&nbsp;$2081722 |
|  |  |  | &nbsp;&nbsp;**$2081722** |
| Czech Republic — 1.1% | Czech Republic — 1.1% | Czech Republic — 1.1% | Czech Republic — 1.1% |
| Czech Republic Government Bonds, 1.00%, 6/26/26<sup>(2)</sup> | CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;$2309212 |
|  |  |  | &nbsp;&nbsp;**$2309212** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Dominican Republic — 2.0% | Dominican Republic — 2.0% | Dominican Republic — 2.0% | Dominican Republic — 2.0% |
| Dominican Republic Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;$62711 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11950 | &nbsp;&nbsp;&nbsp;&nbsp; 188490 |
| &nbsp;&nbsp;&nbsp;10.75%, 6/1/36<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850 | &nbsp;&nbsp;&nbsp;&nbsp; 207399 |
| &nbsp;&nbsp;&nbsp;10.75%, 6/1/36<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1750199 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/10/34<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25400 | &nbsp;&nbsp;&nbsp;&nbsp; 489010 |
| Dominican Republic Central Bank Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 3/12/27<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 14115 |
| &nbsp;&nbsp;&nbsp;9.50%, 11/30/29<sup>(2)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1585721 |
|  |  |  | &nbsp;&nbsp;**$4297645** |
| Egypt — 0.4% | Egypt — 0.4% | Egypt — 0.4% | Egypt — 0.4% |
| Egypt Government Bonds, 24.458%, 10/1/27 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38565 | &nbsp;&nbsp;$841447 |
|  |  |  | &nbsp;&nbsp;**$841447** |
| Georgia — 1.2% | Georgia — 1.2% | Georgia — 1.2% | Georgia — 1.2% |
| Georgia Treasury Bonds, 9.75%, 1/27/27 | GEL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 | &nbsp;&nbsp;$2463789 |
|  |  |  | &nbsp;&nbsp;**$2463789** |
| Ghana — 0.0%<sup>†</sup> | Ghana — 0.0%<sup>†</sup> | Ghana — 0.0%<sup>†</sup> | Ghana — 0.0%<sup>†</sup> |
| Republic of Ghana Government Bonds, 8.80%, (5.00% cash and 3.80% PIK), 2/12/30 | GHS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;$14433 |
|  |  |  | &nbsp;&nbsp;**$14433** |
| Hungary — 0.9% | Hungary — 0.9% | Hungary — 0.9% | Hungary — 0.9% |
| Hungary Government Bonds, 1.50%, 8/26/26 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;611500 | &nbsp;&nbsp;$1859910 |
|  |  |  | &nbsp;&nbsp;**$1859910** |
| Iceland — 3.0% | Iceland — 3.0% | Iceland — 3.0% | Iceland — 3.0% |
| Republic of Iceland, 6.75%, 10/15/26 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;766500 | &nbsp;&nbsp;$6243026 |
|  |  |  | &nbsp;&nbsp;**$6243026** |
| Malaysia — 1.1% | Malaysia — 1.1% | Malaysia — 1.1% | Malaysia — 1.1% |
| Malaysia Government Bonds, 3.502%, 5/31/27 | MYR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;$2250935 |
|  |  |  | &nbsp;&nbsp;**$2250935** |
| Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% | Nigeria — 0.1% |
| Nigeria Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;17.95%, 6/25/32 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;183300 | &nbsp;&nbsp;$135021 |
| &nbsp;&nbsp;&nbsp;19.00%, 2/21/34 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;117000 | &nbsp;&nbsp;&nbsp;&nbsp; 91626 |
|  |  |  | &nbsp;&nbsp;**$226647** |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Paraguay — 1.7% | Paraguay — 1.7% | Paraguay — 1.7% | Paraguay — 1.7% |
| Paraguay Government International Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(3)</sup> | PYG | 3553000 | &nbsp;&nbsp;$520978 |
| &nbsp;&nbsp;&nbsp;7.90%, 2/9/31<sup>(2)</sup> | PYG | 2046000 | &nbsp;&nbsp;&nbsp;&nbsp; 300006 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(3)</sup> | PYG | 4462000 | &nbsp;&nbsp;&nbsp;&nbsp; 660137 |
| &nbsp;&nbsp;&nbsp;8.50%, 3/4/35<sup>(2)</sup> | PYG | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2219197 |
|  |  |  | &nbsp;&nbsp;**$3700318** |
| Peru — 1.5% | Peru — 1.5% | Peru — 1.5% | Peru — 1.5% |
| Peru Government Bonds, 6.35%, 8/12/28 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;$3132495 |
|  |  |  | &nbsp;&nbsp;**$3132495** |
| Poland — 1.0% | Poland — 1.0% | Poland — 1.0% | Poland — 1.0% |
| Republic of Poland Government Bonds, 0.00%, 4/25/26 | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7733 | &nbsp;&nbsp;$2163041 |
|  |  |  | &nbsp;&nbsp;**$2163041** |
| Serbia — 1.6% | Serbia — 1.6% | Serbia — 1.6% | Serbia — 1.6% |
| Serbia Treasury Bonds, 7.00%, 10/26/31 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;299670 | &nbsp;&nbsp;$3363161 |
|  |  |  | &nbsp;&nbsp;**$3363161** |
| South Africa — 0.8% | South Africa — 0.8% | South Africa — 0.8% | South Africa — 0.8% |
| Republic of South Africa Government Bonds, 10.50%, 12/21/27 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;$1704125 |
|  |  |  | &nbsp;&nbsp;**$1704125** |
| 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 | 1142000 | &nbsp;&nbsp;$3852525 |
|  |  |  | &nbsp;&nbsp;**$3852525** |
| Sweden — 2.6% | Sweden — 2.6% | Sweden — 2.6% | Sweden — 2.6% |
| Sweden Government Bonds, 1.00%, 11/12/26<sup>(2)</sup> | SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50225 | &nbsp;&nbsp;$5596900 |
|  |  |  | &nbsp;&nbsp;**$5596900** |
| Turkey — 1.8% | Turkey — 1.8% | Turkey — 1.8% | Turkey — 1.8% |
| Turkiye Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;38.39%, 6/16/27<sup>(4)(5)</sup> | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142 | &nbsp;&nbsp;$169109 |
| &nbsp;&nbsp;&nbsp;39.582%, 8/19/26<sup>(4)</sup> | TRY | &nbsp;&nbsp;&nbsp;&nbsp;152123 | &nbsp;&nbsp;&nbsp;&nbsp; 3601320 |
|  |  |  | &nbsp;&nbsp;**$3770429** |

---

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uganda — 0.4% | Uganda — 0.4% | Uganda — 0.4% | Uganda — 0.4% |
| Republic of Uganda Government Bonds, 13.50%, 7/9/26 | UGX | 3170000 | &nbsp;&nbsp;$904238 |
|  |  |  | &nbsp;&nbsp;**$904238** |
| Total Sovereign Government Bonds<br> (identified cost $54,408,243) |  |  | &nbsp;&nbsp;**$55512519** |

---

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

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association, 5.066%, (COF + 1.791%), with maturity at 2035<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;$57414 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $58,253) |  | &nbsp;&nbsp;**$57414** |

---

Short-Term Investments — 69.3%

Affiliated Fund — 11.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.61%<sup>(7)</sup> | 23779136 | &nbsp;&nbsp;$23779136 |
| Total Affiliated Fund<br> (identified cost $23,779,136) |  | &nbsp;&nbsp;**$23779136** |

---

Sovereign Government Securities — 14.8%

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Albania — 1.0% | Albania — 1.0% | Albania — 1.0% | Albania — 1.0% |
| Albanian Treasury Bills, 0.00%, 1/28/27 | ALL | &nbsp;&nbsp;&nbsp;&nbsp;170330 | &nbsp;&nbsp;$2019538 |
|  |  |  | &nbsp;&nbsp;**$2019538** |
| Canada — 1.7% | Canada — 1.7% | Canada — 1.7% | Canada — 1.7% |
| Canada Treasury Bills, 0.00%, 6/17/26 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;$3583381 |
|  |  |  | &nbsp;&nbsp;**$3583381** |
| Egypt — 3.6% | Egypt — 3.6% | Egypt — 3.6% | Egypt — 3.6% |
| Egypt Treasury Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 3/31/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;$27820 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 20039 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp; 131455 |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Egypt (continued) | Egypt (continued) | Egypt (continued) | Egypt (continued) |
| Egypt Treasury Bills: (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 9/22/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;393700 | &nbsp;&nbsp;$7301180 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/27/26 | EGP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp; 203956 |
|  |  |  | &nbsp;&nbsp;**$7684450** |
| Kazakhstan — 0.8% | Kazakhstan — 0.8% | Kazakhstan — 0.8% | Kazakhstan — 0.8% |
| Kazakhstan Treasury Bills, 0.00%, 5/15/26 | KZT | &nbsp;&nbsp;&nbsp;&nbsp;871300 | &nbsp;&nbsp;$1652064 |
|  |  |  | &nbsp;&nbsp;**$1652064** |
| Nigeria — 4.8% | Nigeria — 4.8% | Nigeria — 4.8% | Nigeria — 4.8% |
| Nigeria OMO Bills: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;104423 | &nbsp;&nbsp;$74993 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/10/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;557000 | &nbsp;&nbsp;&nbsp;&nbsp; 393597 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/17/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp;&nbsp; 263894 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/21/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26824 | &nbsp;&nbsp;&nbsp;&nbsp; 18571 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/28/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;243394 | &nbsp;&nbsp;&nbsp;&nbsp; 167890 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/5/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;106384 | &nbsp;&nbsp;&nbsp;&nbsp; 73102 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/12/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;165231 | &nbsp;&nbsp;&nbsp;&nbsp; 113096 |
| &nbsp;&nbsp;&nbsp;0.00%, 5/26/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;157228 | &nbsp;&nbsp;&nbsp;&nbsp; 106790 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/9/26 | NGN | 3808100 | &nbsp;&nbsp;&nbsp;&nbsp; 2566644 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/23/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;213009 | &nbsp;&nbsp;&nbsp;&nbsp; 142501 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/30/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;244397 | &nbsp;&nbsp;&nbsp;&nbsp; 162890 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/7/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10284 | &nbsp;&nbsp;&nbsp;&nbsp; 6829 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/10/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32020 | &nbsp;&nbsp;&nbsp;&nbsp; 21265 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/14/26 | NGN | 8387918 | &nbsp;&nbsp;&nbsp;&nbsp; 5549412 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/28/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30784 | &nbsp;&nbsp;&nbsp;&nbsp; 20218 |
| &nbsp;&nbsp;&nbsp;0.00%, 8/11/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40105 | &nbsp;&nbsp;&nbsp;&nbsp; 26159 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/22/26 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40105 | &nbsp;&nbsp;&nbsp;&nbsp; 25593 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/12/27 | NGN | &nbsp;&nbsp;&nbsp;&nbsp;545623 | &nbsp;&nbsp;&nbsp;&nbsp; 330782 |
|  |  |  | &nbsp;&nbsp;**$10064226** |
| Norway — 0.9% | Norway — 0.9% | Norway — 0.9% | Norway — 0.9% |
| Norway Treasury Bills, 0.00%, 12/16/26<sup>(2)(3)</sup> | NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20050 | &nbsp;&nbsp;$2012145 |
|  |  |  | &nbsp;&nbsp;**$2012145** |
| Uganda — 2.0% | Uganda — 2.0% | Uganda — 2.0% | Uganda — 2.0% |
| Republic of Uganda Treasury Bills, 0.00%, 9/24/26 | UGX | 16300000 | &nbsp;&nbsp;$4254936 |
|  |  |  | &nbsp;&nbsp;**$4254936** |
| Total Sovereign Government Securities<br> (identified cost $30,395,606) |  |  | &nbsp;&nbsp;**$31270740** |

---

U.S. Treasury Obligations — 43.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 2/5/26 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;$21993424 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 19951822 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 19938021 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 9954752 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 19895376 |
| Total U.S. Treasury Obligations<br> (identified cost $91,731,032) |  | &nbsp;&nbsp;**$91733395** |
| Total Short-Term Investments<br> (identified cost $145,905,774) |  | &nbsp;&nbsp;**$146783271** |

---

---

| | |
|:---|:---|
| Total Purchased Options — 0.0%<sup>†</sup><br> (identified cost $69,206) | &nbsp;&nbsp;**$53181** |
| Total Investments — 96.9%<br> (identified cost $203,202,924) | &nbsp;&nbsp;**$205206204** |
| Total Written Options — (0.0)%<sup>†</sup><br> (premiums received $24,391) | &nbsp;&nbsp;**$(15811)** |
| Other Assets, Less Liabilities — 3.1% | &nbsp;&nbsp;**$6655257** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$211845650** |

---

---

| | |
|:---|:---|
| 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>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Security whose performance is linked to the price of an underlying security issued by the Arab Republic of Egypt. The investment is subject to credit risk of the issuing financial institution (Absa Bank Ltd.) in addition to the market risk of the underlying security. |
| <sup>(2)</sup> | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2026, the aggregate value of these securities is $16,527,706 or 7.8% of the Portfolio's net assets. |
| <sup>(3)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2026, the aggregate value of these securities is $3,400,659 or 1.6% of the Portfolio's net assets. |
| <sup>(4)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2026. |
| <sup>(5)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at January 31, 2026. |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

<sup>(6)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2026.

<sup>(7)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2026.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** | **Purchased Currency Options (OTC) — 0.0%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;2700000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;$13830 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;1305000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.90 | &nbsp;&nbsp;4/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4279 |
| Put USD vs. Call CNH | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;USD | &nbsp;&nbsp;2200000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp;4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;11931 |
| Put USD vs. Call CNH | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 675000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3457 |
| Put USD vs. Call CNH | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp;2800000 | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp; 6.95 | &nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;14342 |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;87.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;87.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;87.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| 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; 2656 |
| 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; 1448 |
| 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; 1238 |
| Put USD vs. Call INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;87.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp;87.00 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$53181** |

---

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** | **Written Currency Options (OTC) — (0.0)%<sup>†</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 28000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/12/27 | &nbsp;&nbsp;$(5175) |
| Call USD vs. Put BRL (Digital Option) | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp; 22000 | &nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp; 7.00 | &nbsp;&nbsp;7/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; (4084) |
| Call USD vs. Put INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1047) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; (837) |
| Call USD vs. Put INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; (898) |
| Call USD vs. Put INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (915) |
| Call USD vs. Put INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2745) |
| Call USD vs. Put INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 91.00 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; (110) |
| Put USD vs. Call INR | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 85.00 | &nbsp;&nbsp;2/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Nomura International PLC | &nbsp;&nbsp;USD | &nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call INR | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;INR | &nbsp;&nbsp; 84.50 | &nbsp;&nbsp;2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Put USD vs. Call KRW | &nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;USD | &nbsp;&nbsp;200000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;1310.00 | &nbsp;&nbsp; 2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** | **Written Currency Options (OTC) (continued)** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Notional Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Put USD vs. Call KRW | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;USD | &nbsp;&nbsp;150000 | &nbsp;&nbsp;KRW | &nbsp;&nbsp;1310.00 | &nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;$— |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$(15811)** |

---

---

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

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;1416000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1594289 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25688 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 422032822 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 459771 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23057 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 157600000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 171693 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8610 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2346998 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28508 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 746033 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 881112 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4991 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 535358 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 632291 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3582 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 19950 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3320 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (59) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11045 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (177) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11046 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (178) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 30000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 331385 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5329) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 50000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 552273 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8845) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 49170000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 544151 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9744) |
| INR | &nbsp;&nbsp;&nbsp;&nbsp; 640000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 7082803 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126935) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;2600000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1766213 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28653 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 792860170 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 542134 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5204 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 8300000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2458240 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2857 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2032457 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 601603 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 290671 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 86038 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 51062 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 41000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 697852 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2993) |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 157273289 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2676830 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11397) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 13000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 410547 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1247078 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 39881 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (484) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1421827 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 45433 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (516) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1864982 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 59527 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (610) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1469074 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 47025 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (616) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1738284 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 55568 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (654) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1738281 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 55597 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (682) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1739334 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 55650 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (702) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 1981140 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 63301 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (715) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 6329050 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 202445 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2503) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 6455110 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 206642 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2717) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 120000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 3795018 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4071) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 9030840 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 289413 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4118) |

---

------

International Income Portfolio<br>

January 31, 2026

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; 2107931 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;1817500000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28617 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 23817 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 20532822 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 171693 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 157600000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8610) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 28799 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 24384 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 632291 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 535358 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3582) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1076764 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 911691 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6100) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 80024 | &nbsp;&nbsp;&nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp; 117000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (745) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 3081188 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 10332457 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17433 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 86679 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 290671 | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 |
| PHP | &nbsp;&nbsp;&nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 50875 | &nbsp;&nbsp;&nbsp;&nbsp;5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (135) |
| 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; 2709 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 2932300 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 92677 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 2330500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 73687 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 2911500 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 92087 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 4325400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 136862 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 3634300 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 115028 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 3327300 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 105328 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 2882300 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 91244 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 3712800 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 117549 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 2580700 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 81797 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp; 2362900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 74910 | &nbsp;&nbsp;&nbsp;&nbsp;7/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (121) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(21259)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| UGX | &nbsp;&nbsp; 149385000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 41872 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;$90 | &nbsp;&nbsp;$— |
| UGX | &nbsp;&nbsp; 149385000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 41903 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 42319 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;149385000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 357 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 41872 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;149385000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (90) |
| EUR | &nbsp;&nbsp; 73839 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 11057353 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2849) |
| ISK | &nbsp;&nbsp; 5611793 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 37474 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 5445560 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 37530 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 19194773 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 38097 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33) |
| USD | &nbsp;&nbsp; 1747174 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 27923769 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18818 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 20000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1190818 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 47092 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 6400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 373913 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22218 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 738005 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 43117 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2562 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp; 158157000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 42757 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UGX | &nbsp;&nbsp; 19726000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5333 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 44426 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;158157000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2026

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)** |
| GHS | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 614035 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;$21152 | &nbsp;&nbsp;$— |
| TRY | &nbsp;&nbsp; 2998784 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 67709 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 145911948 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3296246 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14971 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 59839000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 117033 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 997 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp; 2750000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 103481 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 7187099 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13852 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 35000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 734523 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5975) |
| EGP | &nbsp;&nbsp; 162000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3326489 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 44083 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 20153971 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 409301 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10023 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 198113 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10771 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 905000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 592351 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37780 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2317202 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 119769 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CHF | &nbsp;&nbsp; 1570000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1990883 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 49419 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CHF | &nbsp;&nbsp; 427000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 538051 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16860 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 24400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3486340 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27988 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 6776790 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 964942 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11118 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CNH | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 432351 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (262) |
| CRC | &nbsp;&nbsp; 1150000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2320888 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10259 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CRC | &nbsp;&nbsp; 337500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 675879 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8262 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 264389 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9266 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| HUF | &nbsp;&nbsp; 2040000000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 5330340 | &nbsp;&nbsp;HSBC Bank USA, N.A | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10287) |
| ILS | &nbsp;&nbsp; 4400000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1373872 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 46142 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ILS | &nbsp;&nbsp; 1260000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 386567 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20073 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 11678802 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 77734 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2746 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp; 220000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1407618 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 19184 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp; 76621211 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 498161 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1237) |
| KES | &nbsp;&nbsp; 250000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1923077 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5013 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KES | &nbsp;&nbsp; 85600000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 650456 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9722 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 22900000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1261014 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 44270 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 5183679 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 280929 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14537 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MXN | &nbsp;&nbsp; 3860000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 209193 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10825 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 14500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3567913 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 115591 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 324460 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 78956 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3469 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 297398 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 72587 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2962 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 90888 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 22212 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 876 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 65733 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 16074 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 624 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 555439 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 135423 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5677 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 556100 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 135608 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5661 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 554759 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 135565 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5363 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 332856 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 81159 | &nbsp;&nbsp;Credit Agricole Corporate and Investment Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3398 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 317830 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 77199 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3540 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2026

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)** |
| MYR | &nbsp;&nbsp; 284573 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 69344 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;$2948 | &nbsp;&nbsp;$— |
| MYR | &nbsp;&nbsp; 288650 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 70420 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2908 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 201422 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 49008 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 278052 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 67834 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2801 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 194640 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 47508 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1937 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 460189 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22259 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 1157260 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 677428 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20469 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 2366922 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 105622 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 370000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 214506 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8626 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NZD | &nbsp;&nbsp; 432740 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 253834 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7134 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PKR | &nbsp;&nbsp; 55000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 193833 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1827 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| PKR | &nbsp;&nbsp; 210000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 744021 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3042 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 1670000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 177825 | &nbsp;&nbsp;HSBC Bank USA, N.A | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10066 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SEK | &nbsp;&nbsp; 1670000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 178437 | &nbsp;&nbsp;HSBC Bank USA, N.A | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9453 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGD | &nbsp;&nbsp; 4100000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 3190925 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 41722 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGD | &nbsp;&nbsp; 1181000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 917752 | &nbsp;&nbsp;HSBC Bank USA, N.A | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13408 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 4493480 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 141541 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1684 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 3644080 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 114527 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 2636380 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 82858 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1174 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 2957019 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 93218 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 2969041 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 93661 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 58000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1852402 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3711) |
| TRY | &nbsp;&nbsp; 4971000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 109801 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 813 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 25582517 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 568537 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 18266455 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 405974 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 489 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TRY | &nbsp;&nbsp; 10963936 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 243672 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 65840 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 100000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3787) |
| USD | &nbsp;&nbsp; 363541 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 535000 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8967) |
| USD | &nbsp;&nbsp; 45817 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 70000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2922) |
| USD | &nbsp;&nbsp; 675779 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;HSBC Bank USA, N.A | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (20498) |
| USD | &nbsp;&nbsp; 264388 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;HSBC Bank USA, N.A | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9267) |
| USD | &nbsp;&nbsp; 2233538 | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 8842800 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12841) |
| USD | &nbsp;&nbsp; 1185 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 2060 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (57) |
| USD | &nbsp;&nbsp; 3825 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 6650 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (185) |
| USD | &nbsp;&nbsp; 3029 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 5269 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (148) |
| USD | &nbsp;&nbsp; 9758 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 16973 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (478) |
| USD | &nbsp;&nbsp; 2864 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 4980 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (139) |
| USD | &nbsp;&nbsp; 9219 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 16030 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (448) |
| VND | &nbsp;&nbsp;166000000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6219558 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150086 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp; 47010000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1767293 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36544 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZAR | &nbsp;&nbsp; 10194000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 636071 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7006) |
| ZAR | &nbsp;&nbsp; 13592000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 853881 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15128) |
| ZAR | &nbsp;&nbsp; 10194000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 635918 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6853) |
| ZMW | &nbsp;&nbsp; 21500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 934783 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 154250 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2026

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)** |
| ZMW | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 211685 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;$41578 | &nbsp;&nbsp;$— |
| TRY | &nbsp;&nbsp; 2749538 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 53680 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7274 | &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; (9102) |
| TRY | &nbsp;&nbsp; 6592102 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 123680 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22135 | &nbsp;&nbsp;&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; (4279) |
| 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; (19541) |
| VND | &nbsp;&nbsp; 950010000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 35762 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp; 250196261 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9436 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 5991516 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 40125 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 922 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 19008484 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 127531 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1219) |
| KZT | &nbsp;&nbsp; 14001000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24377 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2788 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RSD | &nbsp;&nbsp; 66000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 653536 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12076 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 48089 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;171439000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 573 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 85840000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 4000000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 7453648 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 304731 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 16744000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 29252 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3224 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 13980000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24377 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2739 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 13971000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24378 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 48090 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;171920000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 36067 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;129120037 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ISK | &nbsp;&nbsp; 8018622 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 54191 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 606 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 5599000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 10689 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 11244 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 39580000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 86560932 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp; 13600000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 512917 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7387 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| VND | &nbsp;&nbsp; 250563900 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 9441 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 6930000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12094 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 13848000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24189 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2608 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 37141 | &nbsp;&nbsp;ISK | &nbsp;&nbsp; 5445559 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 40760 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;149385000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (354) |
| USD | &nbsp;&nbsp; 36067 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;130022000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 282 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 86561000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 65070 | &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; (5334) |
| 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; 3167 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 12022 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 44723000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (262) |
| KZT | &nbsp;&nbsp; 31712737 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 59332 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 8150000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 14977 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 508 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 8823862 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 175958 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 900000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1668211 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;6/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 40780 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EGP | &nbsp;&nbsp; 8357581 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 164779 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2154 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 1202026 | &nbsp;&nbsp;BRL | &nbsp;&nbsp; 7000000 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (83385) |
| 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; 178297 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| UZS | &nbsp;&nbsp; 72000000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 5760000 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4351) |
| KZT | &nbsp;&nbsp; 8414000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15686 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| KZT | &nbsp;&nbsp; 6721000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12549 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/22/26 | &nbsp;&nbsp;$106 | &nbsp;&nbsp;$— |
| KZT | &nbsp;&nbsp; 8150000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 15258 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 88364000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 10000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 18797 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 11970 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 43570000 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 88124000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;7/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 718534000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1347952 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;7/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 7578000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 13170 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 7327000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12727 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MNT | &nbsp;&nbsp; 24656700 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6438 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;9/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 259 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MNT | &nbsp;&nbsp; 25405000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 6621 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;10/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 278 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AMD | &nbsp;&nbsp; 160895000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 404259 | &nbsp;&nbsp;ICBC Standard Bank plc | &nbsp;&nbsp;10/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12009 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 14889000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24378 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2957 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 88725000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 578 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 89446000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 393 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 14743000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 24189 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2816 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 89326000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 436 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 22541000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 37252 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;10/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3988 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KZT | &nbsp;&nbsp; 7522176 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12727 | &nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1007 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 48089 | &nbsp;&nbsp;UGX | &nbsp;&nbsp;179133000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 876 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 12022 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 44783000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ZMW | &nbsp;&nbsp; 300000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 12361 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;11/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2332 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 89807000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 89855000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 90288000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 12022 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 45805000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14) |
| USD | &nbsp;&nbsp; 24045 | &nbsp;&nbsp;UGX | &nbsp;&nbsp; 93774000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (574) |
| TRY | &nbsp;&nbsp; 9587184 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 173478 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;11/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NGN | &nbsp;&nbsp; 13858000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 8634 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;1/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| KWD | &nbsp;&nbsp; 195000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 640604 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1035) |
| USD | &nbsp;&nbsp; 645690 | &nbsp;&nbsp;KWD | &nbsp;&nbsp; 195000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6121 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$2104713** | &nbsp;&nbsp;**$(242618)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;$(138224) | &nbsp;&nbsp;&nbsp;&nbsp;$(12) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(12)** |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** | **Total Return Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;&nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;&nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp;Return on EGP 112,525,000 Egypt Treasury Bills, 3/17/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;$2625 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp;&nbsp;&nbsp;Return on EGP 295,850,000 Egypt Treasury Bills, 3/24/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3547 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;Return on EGP 363,300,000 Egypt Treasury Bills, 6/23/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4098 |
| Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;Return on EGP 658,166,806 Egypt Treasury Bills, 3/3/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.65% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10713 |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;Return on EGP 39,400,000 Egypt Treasury Bills, 3/17/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.75% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2034 |
| Standard Chartered Bank | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;Return on EGP 660,725,000 Egypt Treasury Bills, 7/14/26 (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.75% on Notional Amount (pays upon termination) | &nbsp;&nbsp;&nbsp;&nbsp;4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5967 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$28984** |

---

---

| | | |
|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &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<sup>(2)</sup> &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount<sup>(2)</sup> | &nbsp;&nbsp;6/5/26/<br>6/5/29 | &nbsp;&nbsp;$7940 |
| 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<sup>(2)</sup> &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount (pays quarterly) plus Notional Amount<sup>(2)</sup> | &nbsp;&nbsp;5/31/26/<br>5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;17328 |
|  |  | &nbsp;&nbsp;**$25268** |

---

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

<sup>(2)</sup> 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>

January 31, 2026

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 |
| SOFR | – Secured Overnight Financing Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| ALL | – Albanian Lek |
| AMD | – Armenian Dram |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| CHF | – Swiss Franc |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| 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 |
| HUF | – Hungarian Forint |
| ILS | – Israeli Shekel |
| INR | – Indian Rupee |
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KES | – Kenyan Shilling |
| KRW | – South Korean Won |
| KWD | – Kuwaiti Dinar |
| KZT | – Kazakhstani Tenge |
| LKR | – Sri Lankan Rupee |

---

---

| | |
|:---|:---|
| MNT | – Mongolia Tughrik |
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NGN | – Nigerian Naira |
| 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 |
| THB | – Thai Baht |
| TRY | – Turkish Lira |
| TWD | – New Taiwan Dollar |
| UGX | – Ugandan Shilling |
| USD | – United States Dollar |
| UZS | – Uzbekistani Som |
| VND | – Viet Nam Dong |
| ZAR | – South African Rand |
| ZMW | – Zambian Kwacha |

---

At January 31, 2026, 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 interest rate futures contracts, 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>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

Affiliated Investments

At January 31, 2026, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $23,779,136, which represents 11.2% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $815625 | $162186010 | $(139222499) | $— | $— | $23779136 | $116766 | 23779136 |

---

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

Fair Value Measurements

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

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

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

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

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

At January 31, 2026, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Credit Linked Notes | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2590517 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2590517 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209302 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55512519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55512519 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57414 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;23779136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23779136 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31270740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31270740 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91733395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91733395 |
| Purchased Currency Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53181 |
| **Total Investments** | &nbsp;&nbsp;**$23779136** | &nbsp;&nbsp;&nbsp;&nbsp;**$181427068** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$205206204** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2287351 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$2287351 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54252 |
| **Total** | &nbsp;&nbsp;**$23779136** | &nbsp;&nbsp;&nbsp;&nbsp;**$183768671** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$207547807** |
| **Liability Description** |  |  |  |  |
| Written Currency Options | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(15811) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(15811) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (446515) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (446515) |

---

------

International Income Portfolio<br>

January 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liability Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Futures Contracts | &nbsp;&nbsp;$(12) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(12) |
| **Total** | &nbsp;&nbsp;**$(12)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(462326)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(462338)** |

---

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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $212969360.98

**Total Liabilities:** $1070411.76

**Net Assets:** $211898949.22

**Cash Not Reported:** $4256155.03

**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:** -349.14000000 | **1-Year:** -417.47000000 | **5-Year:** -755.11000000 | **10-Year:** -1059.34000000 | **30-Year:** -6.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049878 | 0.75%                | 1.53%                | 1.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6485.27                | $-28613.87                                 |
| Month 2  | $40499.73                | $461402.46                                 |
| Month 3  | $180113.16               | $1387737.10                                |

**Designated Index Information**

- **Index Name:** JPM EMLI Plus

- **Index Identifier:** ELMIPLUS

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CANADA T-BILL                   | Canadian Treasury Bill                                                                                         | CUSIP: 1350Z7EA8<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |     4920000 | PA      | $3583381.63   | 1.69%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                          | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11850000 | PA      | $207398.61    | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD KWD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $6120.72      | 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      | $7274.45      | 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      | $-9101.58     | -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      | $22135.29     | 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      | $-19540.58    | -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      | $-4279.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED EUR / SOLD RON                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-5334.15     | -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      | $3167.29      | 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      | $2708.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED KWD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KW        |           1 | NC      | $-1035.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED UZS / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |           1 | NC      | $178297.46    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED AMD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | AM        |           1 | NC      | $12009.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $253.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $573.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $293.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $458.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $577.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2738.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $3224.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2720.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2957.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2788.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $436.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $392.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $109.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $1320.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $154.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2608.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2815.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $240.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $3987.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED MNT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |           1 | NC      | $277.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED MNT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |           1 | NC      | $258.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $876.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $356.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $221.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $282.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $229.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $1006.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $990.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $411.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $424.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $65.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED ZMW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZM        |           1 | NC      | $2332.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $1030.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $312.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-14.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-261.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-574.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED UGX / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |           1 | NC      | $200.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED UGX / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |           1 | NC      | $1604.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |           1 | NC      | $2267.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PHP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |           1 | NC      | $-218.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PHP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |           1 | NC      | $-2992.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |           1 | NC      | $5203.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2922.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $37779.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED CNH / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |           1 | NC      | $11118.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                | PURCHASED USD / SOLD GBP                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-9267.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED CHF / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $16859.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED GBP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | GB        |           1 | NC      | $9265.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED ILS / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $20073.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD NZD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-139.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD NZD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-447.91      | -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      | $5399.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                | PURCHASED SEK / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |           1 | NC      | $10065.56     | 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      | $-9744.32     | -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      | $-59.46       | -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      | $-2502.92     | -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      | $-8845.35     | -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      | $-2716.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED USD / SOLD NZD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-148.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED USD / SOLD NZD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-477.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED NZD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $22258.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED USD / SOLD NZD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-57.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED USD / SOLD NZD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-185.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $1624.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |           1 | NC      | $36543.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $3540.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED MXN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $10824.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED MXN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $14536.86     | 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      | $-4117.58     | -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      | $-176.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED KES / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |           1 | NC      | $9722.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD KRW                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-744.59      | -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      | $-134.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED ZAR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $2562.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED ZAR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $22217.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED INR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |           1 | NC      | $-177.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-3787.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $1684.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                | PURCHASED SEK / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |           1 | NC      | $9452.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED PKR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PK        |           1 | NC      | $1826.75      | 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      | $3468.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED EGP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |           1 | NC      | $10022.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $10770.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED INR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |           1 | NC      | $-5328.81     | -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      | $-8610.01     | -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      | $8610.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.   | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |           1 | NC      | $1937.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED NZD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $8626.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB             | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |           1 | NC      | $5661.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $1173.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED JPY / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $-1236.75     | -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      | $0.00         | 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      | $23056.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $2962.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $1180.02      | 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      | $242.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $2907.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $1034.13      | 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      | $265.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB             | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |           1 | NC      | $5363.10      | 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      | $876.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $974.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                | PURCHASED SGD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |           1 | NC      | $13407.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.   | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |           1 | NC      | $2800.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $2947.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB             | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |           1 | NC      | $5677.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $2160.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED EUR / SOLD ISK                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-2848.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED ISK / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |           1 | NC      | $1445.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB             | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |           1 | NC      | $3398.34      | 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      | $624.08       | 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      | $1055.89      | 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      | $151.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-3581.79     | -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      | $3581.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-6099.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED ISK / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |           1 | NC      | $2746.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED ZMW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | ZM        |           1 | NC      | $41578.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED EUR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $4991.31      | 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      | $-682.10      | -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      | $-615.57      | -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      | $-714.63      | -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      | $-609.96      | -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      | $-515.78      | -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      | $-484.25      | -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      | $-653.66      | -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      | $-702.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED CRC / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CR        |           1 | NC      | $8262.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $507.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED CHF / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $49418.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED ZAR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $47092.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED ILS / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |           1 | NC      | $46142.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED NZD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $105622.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED AUD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $119769.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED CRC / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CR        |           1 | NC      | $10259.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED SGD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $41721.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MXN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $44270.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED CNH / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |           1 | NC      | $27988.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED JPY / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $19183.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |           1 | NC      | $-3710.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED KES / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KE        |           1 | NC      | $5012.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $304731.42    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED ZMW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZM        |           1 | NC      | $154249.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED UZS / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $-4351.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED GHS / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GH        |           1 | NC      | $21151.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $115591.02    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |           1 | NC      | $150086.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED EGP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |           1 | NC      | $44082.88     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $40780.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED PKR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PK        |           1 | NC      | $3041.70      | 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      | $-4071.10     | -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      | $2856.68      | 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      | $-11396.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED INR / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |           1 | NC      | $-126934.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |           1 | NC      | $28652.81     | 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      | $2154.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED USD / SOLD BRL                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-83384.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-163.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |           1 | NC      | $609.92       | 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      | $28507.54     | 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      | $-14.86       | -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      | $-121.26      | -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      | $-13.82       | -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      | $-34.02       | -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      | $66.62        | 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      | $-114.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED TWD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $76.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED ISK / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |           1 | NC      | $2650.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED TWD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $134.52       | 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      | $42.70        | 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      | $3.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED ISK / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |           1 | NC      | $922.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |           1 | NC      | $142.87       | 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      | $813.17       | 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      | $499.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED RSD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RS        |           1 | NC      | $12075.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED ISK / SOLD EUR                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |           1 | NC      | $605.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |           1 | NC      | $144.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED EGP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $608.33       | 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      | $25687.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $159.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED TRY / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $14971.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED NGN / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |           1 | NC      | $324.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |           1 | NC      | $161.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $997.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $106.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $-20498.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $295.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED NZD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |           1 | NC      | $20468.85     | 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      | $139.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED USD / SOLD UGX                                                                                       | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |           1 | NC      | $197.79       | 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      | $296.10       | 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      | $488.82       | 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      | $722.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED CNH / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $-261.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED NZD / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $7133.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED USD / SOLD AUD                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-8967.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | PURCHASED VND / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |           1 | NC      | $7386.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC          | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |           1 | NC      | $83.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $4.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED USD / SOLD ZAR                                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $18817.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.   | PURCHASED USD / SOLD MYR                                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-12840.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED EGP / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |           1 | NC      | $-5975.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |           1 | NC      | $-32.67       | -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      | $326.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD CLP                                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $28616.96     | 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      | $21.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | PURCHASED EUR / SOLD ISK                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $53.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD PEN                                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $490.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD PEN                                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $17432.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                | PURCHASED KZT / SOLD USD                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2159.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                      | Fannie Mae Pool                                                                                                | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58305 | PA      | $57413.70     | 0.03%             | 2035-08-01      | Floating      | 5.09%                 | 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        |    23779136 | NS      | $23779135.77  | 11.22%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY            | Paraguay Government International Bond                                                                         | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  3553000000 | PA      | $520978.32    | 0.25%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY            | Paraguay Government International Bond                                                                         | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  4462000000 | PA      | $660137.10    | 0.31%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | U.S. Treasury Bills                                                                                            | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9954752.10   | 4.70%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | U.S. Treasury Bills                                                                                            | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    22000000 | PA      | $21993423.76  | 10.38%            | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | U.S. Treasury Bills                                                                                            | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20000000 | PA      | $19951822.21  | 9.42%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | U.S. Treasury Bills                                                                                            | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20000000 | PA      | $19938021.60  | 9.41%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury          | U.S. Treasury Bills                                                                                            | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20000000 | PA      | $19895375.20  | 9.39%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    32020000 | PA      | $21265.40     | 0.01%             | 2026-07-10      | Variable      | 1.00%                 | 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      | $17327.96     | 0.01%             |  |  |  | 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      | $7939.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIFX1W62 TRS EGP R F   .00000 ACI2VDB89 BOND TRS / Short: BMIFX1W62 TRS USD P V 00MSOFR SOFRRATE+ 65BPS | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |    10206583 | OU      | $12118.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | Long: BMIFYAEJ3 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYAEJ3 TRS USD P V 00MSOFR SOFRRATE+75BPS  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |     2440802 | OU      | $2332.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIFYCG81 TRS EGP R F   .00000 ACI2VVLL9 BOND TRS / Short: BMIFYCG81 TRS USD P V 00MSOFR SOFRRATE+65BPS  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |     3144879 | OU      | $3000.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIFZ8YP1 TRS EGP R F   .00000 ACI2Y9KQ5 BOND TRS / Short: BMIFZ8YP1 TRS USD P V 00MSOFR SOFRRATE+65BPS  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |     5322000 | OU      | $4636.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIFZFDV5 TRS EGP R F   .00000 ACI2W0K52 BOND TRS / Short: BMIFZFDV5 TRS USD P V 00MSOFR SOFRRATE+65BPS  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | EG        |     4580599 | OU      | $4010.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | Long: BMIG28U12 TRS EGP R F   .00000 ACI2YQPL3 BOND TRS / Short: BMIG28U12 TRS USD P V 00MSOFR SOFRRATE+75BPS  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DIR              |  | EG        |    16956598 | OU      | $6801.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds         | Sweden Government Bonds                                                                                        | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    50225000 | PA      | $5596900.33   | 2.64%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                  | Czech Republic Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    47800000 | PA      | $2309211.75   | 1.09%             | 2026-06-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    10000000 | PA      | $3132495.43   | 1.48%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND         | Hungary Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   611500000 | PA      | $1859910.34   | 0.88%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3970000 | PA      | $62710.61     | 0.03%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11950000 | PA      | $188489.75    | 0.09%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    25400000 | PA      | $489009.75    | 0.23%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| DOM REP CB NOTES                | Dominican Republic Central Bank Notes                                                                          | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |      900000 | PA      | $14115.44     | 0.01%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL          | Brazil Letras do Tesouro Nacional                                                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    26300000 | PA      | $4736520.43   | 2.24%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND           | Republic of Ghana Government Bonds                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      190000 | PA      | $14432.44     | 0.01%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                       | Iceland Rikisbref                                                                                              | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   766500000 | PA      | $6243026.12   | 2.95%             | 2026-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS           | Serbia Treasury Bonds                                                                                          | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   299670000 | PA      | $3363160.66   | 1.59%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA T-BOND                  | Georgia Treasury Bond                                                                                          | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |     6500000 | PA      | $2463789.17   | 1.16%             | 2027-01-27      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND         | Turkiye Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   152123000 | PA      | $3601320.59   | 1.70%             | 2026-08-19      | Floating      | 39.58%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND         | Turkiye Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3571000 | PA      | $84559.46     | 0.04%             | 2027-06-16      | Floating      | 38.39%                | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS           | Bonos de la Tesoreria de la Republica en pesos                                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1780000000 | PA      | $2081721.85   | 0.98%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND         | Nigeria Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   117000000 | PA      | $91626.25     | 0.04%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND           | Egypt Government Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    38565000 | PA      | $841447.27    | 0.40%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND             | Sri Lanka Government Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |  1142000000 | PA      | $3852525.01   | 1.82%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL             | Egypt Treasury Bills                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     1350000 | PA      | $27819.64     | 0.01%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL             | Egypt Treasury Bills                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     1000000 | PA      | $20038.59     | 0.01%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   375000000 | PA      | $263893.89    | 0.12%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL             | Egypt Treasury Bills                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     6800000 | PA      | $131455.14    | 0.06%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   104423000 | PA      | $74993.00     | 0.04%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND          | Republic of Uganda Government Bonds                                                                            | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  3170000000 | PA      | $904237.69    | 0.43%             | 2026-07-09      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND         | Nigeria Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   183300000 | PA      | $135021.10    | 0.06%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    10284000 | PA      | $6828.91      | 0.00%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                   | Jscb Agrobank                                                                                                  | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |  2500000000 | PA      | $209301.96    | 0.10%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM           | Kazakhstan Treasury Bill - MEKKAM                                                                              | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |   871299800 | PA      | $1652063.85   | 0.78%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL             | Egypt Treasury Bills                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   393700000 | PA      | $7301180.43   | 3.45%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   557000000 | PA      | $393597.39    | 0.19%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    26824000 | PA      | $18570.81     | 0.01%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   213009000 | PA      | $142500.66    | 0.07%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   243394000 | PA      | $167890.06    | 0.08%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     8775000 | PA      | $178143.67    | 0.08%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    10825000 | PA      | $197837.95    | 0.09%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   244397000 | PA      | $162890.24    | 0.08%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL             | Egypt Treasury Bills                                                                                           | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    11200000 | PA      | $203956.40    | 0.10%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA        | Republic of South Africa Government Bond                                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    26000000 | PA      | $1704125.02   | 0.80%             | 2027-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     4975000 | PA      | $90279.95     | 0.04%             | 2026-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     4550000 | PA      | $91589.10     | 0.04%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   106384000 | PA      | $73101.48     | 0.03%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   165231000 | PA      | $113096.14    | 0.05%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |     6125000 | PA      | $129818.35    | 0.06%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   157228000 | PA      | $106790.19    | 0.05%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  3808100000 | PA      | $2566644.11   | 1.21%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  8387918000 | PA      | $5549411.86   | 2.62%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN T-BILL                | Norway Treasury Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | STIV             | NUSS              | NO        |    20050000 | PA      | $2012145.15   | 0.95%             | 2026-12-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA T-BILL                   | Republic of Uganda Treasury Bills                                                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | STIV             | NUSS              | UG        | 16300000000 | PA      | $4254936.02   | 2.01%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                | Dominican Republic Central Bank Notes                                                                          | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |   100000000 | PA      | $1585721.12   | 0.75%             | 2029-11-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    30784000 | PA      | $20218.37     | 0.01%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    49125000 | PA      | $901022.13    | 0.43%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                   | Absa Bank Ltd                                                                                                  | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    49125000 | PA      | $1001825.83   | 0.47%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    40105000 | PA      | $25592.47     | 0.01%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    40105000 | PA      | $26158.53     | 0.01%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL           | Albanian Treasury Bill                                                                                         | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |   170330000 | PA      | $2019538.43   | 0.95%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria | Nigeria OMO Bill                                                                                               | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   545623000 | PA      | $330782.17    | 0.16%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland               | EURO-BOBL FUTURE MAR26                                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $-11.85       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank         | BMIG0DQR1                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     2800000 | OU      | $14341.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA          | BMIG0FBN1 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      675000 | OU      | $3457.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT             | Malaysia Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8800000 | PA      | $2250935.19   | 1.06%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND          | Republic of Poland Government Bond                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7733000 | PA      | $2163041.00   | 1.02%             | 2026-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMID0PTL1 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     1100000 | OU      | $2655.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMID0VS88 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      600000 | OU      | $1448.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMID18J62 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      510000 | OU      | $1238.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIF6CSE6 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      -22000 | OU      | $-4083.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIF5XQR4 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      -28000 | OU      | $-5175.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | BMIFA84P1 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     -200000 | OU      | $-0.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIFA1NW0 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      100000 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIFA1P73 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -100000 | OU      | $-836.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIFA1NZ3 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -100000 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | BMIFAELS3 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -150000 | OU      | $-0.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIFAG382 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -100000 | OU      | $-897.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIFAG366 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -100000 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | BMIFAG358 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      100000 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC        | BMIFANGZ3 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     -300000 | OU      | $-2744.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC        | BMIFANGV2 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     -300000 | OU      | $-0.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC        | BMIFANGR1 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |      300000 | OU      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMIFANX01 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      100000 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMIFANX84 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -100000 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMIFANXD3 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     -100000 | OU      | $-914.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | BMIFCHAD9 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      100000 | OU      | $0.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | BMIFCHAF4 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -100000 | OU      | $-0.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                     | BMIFCHAH0 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -100000 | OU      | $-1047.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | BMIFD1077 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |       10000 | OU      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | BMIFD1085 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      -10000 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | BMIFD10B8 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      -10000 | OU      | $-110.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | BMIG0V3N5 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     2700000 | OU      | $13829.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | BMIG2FLA6 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |     2200000 | OU      | $11930.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA              | BMIG4UWV3 EATON VANCE                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     1305000 | OU      | $4279.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   100000000 | PA      | $1750199.20   | 0.83%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY            | Paraguay Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  2046000000 | PA      | $300006.09    | 0.14%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY            | Paraguay Government International Bond                                                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 15000000000 | PA      | $2219196.87   | 1.05%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** International Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer