# EDGAR Filing Document

**Accession Number:** 0001394396
**File Stem:** 0001410368-26-064352
**Filing Date:** 2026-6
**Character Count:** 154602
**Document Hash:** ae29a0ca06f64e2ed3ffa9de987b79c3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064352.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064352

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**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:** 261113351

**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 |  |

## 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:** 2026-04-30

**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:** $245446155.15

**Total Liabilities:** $1757061.29

**Net Assets:** $243689093.86

**Cash Not Reported:** $8575927.25

**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:** -323.75000000 | **1-Year:** -868.06000000 | **5-Year:** -1052.49000000 | **10-Year:** -1034.52000000 | **30-Year:** -1.56000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049878 | 1.18%                | -1.79%               | 2.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12633.03                | $507619.88                                 |
| Month 2  | $-234843.06              | $-3501642.48                               |
| Month 3  | $-379146.16              | $2511999.72                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2265.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8409.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4094.53     | -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      | $6132.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   354117000 | PA      | $253756.69    | 0.10%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED TRY / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |           1 | NC      | $1547.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11950000 | PA      | $199847.55    | 0.08%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED HUF / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $470938.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1173.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12183.18    | -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      | $4698.39      | 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      | $279649.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3548.31     | -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      | $2281.19      | 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      | $-242.08      | -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      | $1625927.54   | 0.67%             | 2027-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND          | Turkiye Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   152123000 | PA      | $3390255.81   | 1.39%             | 2026-08-19      | Floating      | 40.88%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED HUF / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HU        |           1 | NC      | $16341.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd. | BMIGGPPN7 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     1000000 | OU      | $2040.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED COP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |           1 | NC      | $106062.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED HUF / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $122529.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED UGX / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | UG        |           1 | NC      | $-11515.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $359.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |           1 | NC      | $9795.34      | 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      | $2049.92      | 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      | $122.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                   | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $33967.00     | 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      | $9087.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   113397000 | PA      | $78930.12     | 0.03%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12353.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $1579.46      | 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      | $-109285.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $573.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $4137.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   179725000 | PA      | $126807.22    | 0.05%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1925.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED KRW / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |           1 | NC      | $14338.27     | 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      | $152942.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIGB9X17 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     1000000 | OU      | $7878.00      | 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      | $-604.21      | -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      | $27022.07     | 0.01%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED NGN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |           1 | NC      | $652.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED JPY / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |           1 | NC      | $885.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA OMO BILL                 | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    75410000 | PA      | $51508.05     | 0.02%             | 2026-09-08      | 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        |      900000 | PA      | $14996.87     | 0.01%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2217.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $789.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL            | Albanian Treasury Bill                                                                               | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |   170330000 | PA      | $2042695.86   | 0.84%             | 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        |   736153000 | PA      | $531191.19    | 0.22%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $196739.18    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $639.71       | 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      | $-61503.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2106.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                   | PURCHASED MXN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |           1 | NC      | $4668.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $3618.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED NZD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-5824.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IL        |           1 | NC      | $107376.35    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED MNT / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |           1 | NC      | $319.78       | 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      | $617.03       | 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      | $-6682.05     | -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      | $2532.86      | 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      | $-2073.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMID0VS88 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      600000 | OU      | $558.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED SGD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $1995.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                               | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  1592000000 | PA      | $263522.26    | 0.11%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd. | BMIGMCW76 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     1000000 | OU      | $2567.00      | 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      | $987.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   135000000 | PA      | $97807.90     | 0.04%             | 2026-05-19      | None          | 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      | $20750.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $1773.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |           1 | NC      | $298.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2490000 | PA      | $2483342.36   | 1.02%             | 2026-05-28      | None          | 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      | $2555.15      | 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      | $-5637.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED AMD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | AM        |           1 | NC      | $33739.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $166.01       | 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      | $-76.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND           | Zambia Government Bond                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      961000 | PA      | $46093.60     | 0.02%             | 2033-06-26      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EGP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $-13186.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED VND / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |           1 | NC      | $1796.07      | 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      | $371.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    16224000 | PA      | $11138.55     | 0.00%             | 2026-09-01      | None          | 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      | $-232.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3970000 | PA      | $66461.17     | 0.03%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED INR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |           1 | NC      | $-102414.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED MYR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $-6849.36     | -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      | $44.40        | 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      | $5696.85      | 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      | $236152.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED AMD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | AM        |           1 | NC      | $5558.16      | 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      | $-204.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $61.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND           | Zambia Government Bond                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    21300000 | PA      | $1148563.59   | 0.47%             | 2041-02-16      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-115.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND             | Republic of Uzbekistan International Bond                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 36980000000 | PA      | $3138322.74   | 1.29%             | 2029-04-13      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-276.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     7675000 | PA      | $142836.21    | 0.06%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $1245.70      | 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      | $1623.58      | 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      | $3436.93      | 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      | $-40975.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMID18J62 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      510000 | OU      | $478.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED HUF / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |           1 | NC      | $5205.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2031.97     | -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      | $608.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6715.73     | -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      | $-359.20      | -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      | $4394.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8364.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD EGP                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $13414.10     | 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      | $7754.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-3117.01     | -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      | $-34015.38    | -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      | $-26502.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD PHP                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $2509.15      | 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      | $-73309.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIGJA5Y5 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     2000000 | OU      | $3042.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.    | PURCHASED SGD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $10490.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  4322627000 | PA      | $2977767.64   | 1.22%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                               | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 15000000000 | PA      | $2482935.87   | 1.02%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED KES / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |           1 | NC      | $23583.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED EUR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $19382.62     | 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      | $13532.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED UGX / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |           1 | NC      | $-234.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $14607.31     | 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      | $6586.44      | 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      | $-855.79      | -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      | $3364.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                   | Czech Republic Government Bond                                                                       | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    61800000 | PA      | $2966057.88   | 1.22%             | 2026-06-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $1307.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   169396000 | PA      | $116213.50    | 0.05%             | 2026-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED AUD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $14240.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED PKR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PK        |           1 | NC      | $28616.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |           1 | NC      | $4818.76      | 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      | $1516.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1990.42     | -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      | $453.24       | 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      | $8063.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |           1 | NC      | $65535.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $8497.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $882.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM            | Kazakhstan Treasury Bill - MEKKAM                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |   871299800 | PA      | $1873044.32   | 0.77%             | 2026-05-15      | None          | 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      | $15785.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED CRC / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CR        |           1 | NC      | $12160.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    16480500 | PA      | $16401324.88  | 6.73%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-14877.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                 | Dominican Republic Central Bank Notes                                                                | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |   100000000 | PA      | $1685008.00   | 0.69%             | 2029-11-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-681.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD SEK                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-6847.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIGMBFS1 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     2000000 | OU      | $5134.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                           | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |           1 | NC      | $7688.85      | 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      | $1939.11      | 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      | $2212.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12657.51    | -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      | $8225.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED UGX / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |           1 | NC      | $-467.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED NGN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |           1 | NC      | $403.51       | 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      | $-454.11      | -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      | $2417.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND           | Zambia Government Bond                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     3000000 | PA      | $161933.03    | 0.07%             | 2028-02-16      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1574.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $328.67       | 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      | $15934.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $2697.59      | 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      | $4326.29      | 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      | $8202.11      | 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      | $2608.55      | 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      | $2219.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED ZMW / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |           1 | NC      | $92688.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | BMIGMA9F8 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     1000000 | OU      | $2567.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS            | Serbia Treasury Bonds                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   299670000 | PA      | $3268724.32   | 1.34%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $1528.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA T-BILL                    | Canadian Treasury Bill                                                                               | CUSIP: 1350Z7EA8<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |     5421000 | PA      | $3978898.66   | 1.63%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $9325.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED RSD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | RS        |           1 | NC      | $-2197.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                    | Jscb Agrobank                                                                                        | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |  2500000000 | PA      | $219224.97    | 0.09%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| UBS AG                           | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-4366.42     | -0.00%            |  |  |  | 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      | $2036057.61   | 0.84%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD TRY                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-5458.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT              | Malaysia Government Bond                                                                             | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     8800000 | PA      | $2227123.74   | 0.91%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $2512.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6677.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD BRL                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-1729.84     | -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      | $-511.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2191.07     | -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      | $852117.98    | 0.35%             | 2026-07-09      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8289.45     | -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      | $612.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMID0PTL1 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     1100000 | OU      | $1024.10      | 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      | $-2158.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD EGP                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $401.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND              | Sri Lanka Government Bonds                                                                           | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |  1142000000 | PA      | $3680817.91   | 1.51%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd. | BMIGDQFJ8 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -1000000 | OU      | $-4334.00     | -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      | $-2647.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $3367.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5896.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD SEK                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-20.81       | -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      | $7875.01      | 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      | $243313.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-17174.93    | -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      | $-236.15      | -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      | $-2150.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-44331.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED EUR / SOLD PLN                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $-17098.06    | -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      | $13729.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2265.31     | -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      | $373.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                | EURO-BOBL FUTURE JUN26                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $2147.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA              | PURCHASED EUR / SOLD CZK                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $-4561.52     | -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      | $1802.19      | 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      | $-4373.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $1628.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-35303.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED EUR / SOLD HUF                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-71959.63    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND           | Zambia Government Bond                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     7500000 | PA      | $405759.13    | 0.17%             | 2036-02-16      | Fixed         | 16.60%                | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-284.20      | -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      | $2916.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-4797.73     | -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      | $-25228.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  3808100000 | PA      | $2726027.59   | 1.12%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2443.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND          | Hungary Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1311500000 | PA      | $4173889.12   | 1.71%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                      | BMIGJKBG5 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     1100000 | OU      | $1756.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED EUR / SOLD CZK                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4290.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12367.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED CHF / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CH        |           1 | NC      | $-4251.06     | -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      | $8197.10      | 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      | $1185.27      | 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      | $-2785.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                        | Iceland Rikisbref                                                                                    | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   841500000 | PA      | $6824847.59   | 2.80%             | 2026-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $204547.50    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |           1 | NC      | $-809.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED AUD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $17591.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $229.97       | 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      | $-2768.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND          | Turkiye Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     6248000 | PA      | $138553.30    | 0.06%             | 2029-07-04      | Floating      | 40.92%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIG6RDB3 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      100000 | OU      | $710.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-324.31      | -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      | $-18999.01    | -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      | $-278.47      | -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      | $-3151.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | BMIGMCYZ2 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     1000000 | OU      | $2567.00      | 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      | $1213.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIF6CSE6 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      -22000 | OU      | $-2075.66     | -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      | $-40410.41    | -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      | $37246.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZA        |           1 | NC      | $-25036.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |           1 | NC      | $16485.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2457.84     | -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      | $-798.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $8254.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4582.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD EGP                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $15897.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED HUF / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $65276.94     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD PHP                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $7178.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED PLN / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |           1 | NC      | $9323.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED USD / SOLD NZD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $61.26        | 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      | $-125.07      | -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      | $16718.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     8140000 | PA      | $8078458.18   | 3.32%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED AUD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |           1 | NC      | $40722.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2193.79     | -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      | $1071.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                               | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  1613000000 | PA      | $264184.35    | 0.11%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-1053.87     | -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      | $-191708.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                 | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    32020000 | PA      | $22424.59     | 0.01%             | 2026-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD BRL                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-6707.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD KWD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $7733.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  4584064000 | PA      | $3223195.76   | 1.32%             | 2026-07-14      | None          | 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      | $-743.14      | -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      | $8378.43      | 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      | $305.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND          | Turkiye Government Bond                                                                              | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    12497570 | PA      | $282673.17    | 0.12%             | 2027-06-16      | Floating      | 40.86%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED TRY / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |           1 | NC      | $81550.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND           | Republic of Poland Government Bond                                                                   | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10051000 | PA      | $2702828.08   | 1.11%             | 2027-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds          | Sweden Government Bonds                                                                              | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    58225000 | PA      | $6270412.02   | 2.57%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIGF3SJ3 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     1000000 | OU      | $10702.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $3235.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND            | Egypt Government Bond                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    21215000 | PA      | $392981.18    | 0.16%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED CNH / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $7519.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND          | Romania Government Bond                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    22000000 | PA      | $4979268.76   | 2.04%             | 2026-07-27      | Fixed         | 7.20%                 | 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        |    35697797 | NS      | $35697797.11  | 14.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED CNH / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |           1 | NC      | $50106.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIG64SF9 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     1000000 | OU      | $7034.00      | 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      | $-264.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $294.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1096.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    30784000 | PA      | $21501.02     | 0.01%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED GHS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | GH        |           1 | NC      | $-24293.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $209.80       | 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      | $4647.94      | 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      | $-4355.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED VND / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |           1 | NC      | $7821.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $2887.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED USD / SOLD NZD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $19.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $4063.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND           | Zambia Government Bond                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     2836000 | PA      | $153860.53    | 0.06%             | 2033-02-16      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-58.54       | -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      | $16926.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   725934000 | PA      | $503529.86    | 0.21%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    11860000 | PA      | $11778194.46  | 4.83%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2193.79     | -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      | $1061.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-927.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIGE00M3 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -1000000 | OU      | $-3889.00     | -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      | $-4818.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9987081.20   | 4.10%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                                      | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53112 | PA      | $52771.23     | 0.02%             | 2035-08-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1544.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2212.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11850000 | PA      | $212078.37    | 0.09%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   100000000 | PA      | $1789690.90   | 0.73%             | 2036-06-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED CRC / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CR        |           1 | NC      | $106197.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED RUB / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |           1 | NC      | $416.04       | 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      | $1352.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED NGN / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |           1 | NC      | $369.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd. | BMIGDQFN9 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     1000000 | OU      | $10067.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED UGX / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |           1 | NC      | $-22.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4250000 | PA      | $78376.08     | 0.03%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $6443.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA               | Peru Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    12100000 | PA      | $3590290.56   | 1.47%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $3216.38      | 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      | $7703.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIGE00N1 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     1000000 | OU      | $10256.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $5583.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $1809.33      | 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      | $15509.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN T-BILL                 | Norway Treasury Bill                                                                                 | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | STIV             | NUSS              | NO        |    20050000 | PA      | $2106876.49   | 0.86%             | 2026-12-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $8064.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIF5XQR4 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      -28000 | OU      | $-2623.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA T-BILL                    | Republic of Uganda Treasury Bills                                                                    | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | STIV             | NUSS              | UG        | 16300000000 | PA      | $4179786.91   | 1.72%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA T-BOND                   | Georgia Treasury Bond                                                                                | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |     6500000 | PA      | $2464002.03   | 1.01%             | 2027-01-27      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED GEL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | GE        |           1 | NC      | $4907.99      | 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      | $2149.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-12672.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $25678.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | BMIGB9X09 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      600000 | OU      | $4726.80      | 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      | $173047.95    | 0.07%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $273.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-10393.91    | -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      | $7958.39      | 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      | $5886.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIGCK405 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      700000 | OU      | $5589.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED ILS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IL        |           1 | NC      | $18310.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED SEK / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |           1 | NC      | $571.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    20000000 | PA      | $19889282.00  | 8.16%             | 2026-06-25      | None          | 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      | $-12040.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED RUB / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RU        |           1 | NC      | $765.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND           | Zambia Government Bond                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     3000000 | PA      | $163051.06    | 0.07%             | 2029-02-16      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $1172.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND          | Nigeria Government Bond                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   117000000 | PA      | $96661.81     | 0.04%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                               | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  3553000000 | PA      | $581926.22    | 0.24%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED ISK / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |           1 | NC      | $102.92       | 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      | $451.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2510000 | PA      | $2499723.28   | 1.03%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED AMD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | AM        |           1 | NC      | $22619.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED TWD / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |           1 | NC      | $7012.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $11365.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIG6DJ51 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     1000000 | OU      | $7105.00      | 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      | $-15554.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIGMCTR6 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     1000000 | OU      | $2567.00      | 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      | $-3638.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL           | Brazil Letras do Tesouro Nacional                                                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    32577000 | PA      | $6436926.52   | 2.64%             | 2026-07-01      | None          | 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      | $8130.26      | 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      | $2756.24      | 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      | $1634.25      | 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      | $1401.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                           | PURCHASED JPY / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |           1 | NC      | $13030.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIGF3T11 EATON VANCE                                                                                | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -1000000 | OU      | $-2787.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                  | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    25519500 | PA      | $25468850.94  | 10.45%            | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PHP / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |           1 | NC      | $-1888.07     | -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      | $1524.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED CZK / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |           1 | NC      | $5682.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED CNH / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |           1 | NC      | $3187.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    25400000 | PA      | $508932.48    | 0.21%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   133257000 | PA      | $94695.70     | 0.04%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-6842.62     | -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      | $-48989.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $2715.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED ZAR / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2865.20     | -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      | $720.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD ZAR                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-2267.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD EGP                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2472.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED UZS / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |           1 | NC      | $2855.05      | 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      | $-7832.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED USD / SOLD KZT                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-26384.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED USD / SOLD ILS                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-5919.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   865901000 | PA      | $561398.67    | 0.23%             | 2027-01-12      | None          | 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      | $2463.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND          | Nigeria Government Bond                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   103447000 | PA      | $79244.81     | 0.03%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    34500000 | PA      | $633350.58    | 0.26%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED ISK / SOLD EUR                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |           1 | NC      | $1494.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED USD / SOLD PHP                                                                             | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $3748.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                     | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   624275000 | PA      | $403680.48    | 0.17%             | 2027-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED RUB / SOLD USD                                                                             | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |           1 | NC      | $6817.63      | 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      | $1073.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** International Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer