# EDGAR Filing Document

**Accession Number:** 0001394396
**File Stem:** 0001752724-23-075997
**Filing Date:** 2023-3
**Character Count:** 235058
**Document Hash:** e501c1286b216ce8b0487226cc8b25cf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075997.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075997

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** International Income Portfolio
- **CENTRAL INDEX KEY:** 0001394396
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22049
- **FILM NUMBER:** 23788056

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

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

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

## Nport-Ex

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited)

------

Collateralized Mortgage Obligations — 4.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp., Series 2022-DNA1, Class M2, 6.81%, (30-day average SOFR + 2.50%), 1/25/42<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;$1677394 |
| Total Collateralized Mortgage Obligations<br> (identified cost $1,690,025) |  | &nbsp;&nbsp;**$1677394** |

---

Foreign Corporate Bonds — 2.6%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Iceland — 2.6% | Iceland — 2.6% | Iceland — 2.6% | Iceland — 2.6% |
| Arion Banki HF, 6.00%, 4/12/24<sup>(3)</sup> | ISK | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;$698507 |
| Landsbankinn HF, 5.00%, 11/23/23<sup>(3)</sup> | ISK | &nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 279119 |
| Total Foreign Corporate Bonds<br> (identified cost $1,207,030) |  |  | &nbsp;&nbsp;**$977626** |

---

Sovereign Government Bonds — 65.8%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Australia — 8.7% | Australia — 8.7% | Australia — 8.7% | Australia — 8.7% |
| Australian Capital Territory, 1.25%, 5/22/25<sup>(3)</sup> | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;$1574804 |
| New South Wales Treasury Corp., 4.00%, 5/20/26<sup>(3)</sup> | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp; 1762571 |
|  |  |  | &nbsp;&nbsp;**$3337375** |
| Colombia — 2.1% | Colombia — 2.1% | Colombia — 2.1% | Colombia — 2.1% |
| Titulos De Tesoreria B: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.75%, 11/3/27 | COP | 1654000 | &nbsp;&nbsp;$277633 |
| &nbsp;&nbsp;&nbsp;6.00%, 4/28/28 | COP | &nbsp;&nbsp;&nbsp;&nbsp;645000 | &nbsp;&nbsp;&nbsp;&nbsp; 107244 |
| &nbsp;&nbsp;&nbsp;7.00%, 3/26/31 | COP | 1409600 | &nbsp;&nbsp;&nbsp;&nbsp; 224427 |
| &nbsp;&nbsp;&nbsp;7.00%, 6/30/32 | COP | 1367900 | &nbsp;&nbsp;&nbsp;&nbsp; 210143 |
|  |  |  | &nbsp;&nbsp;**$819447** |
| Dominican Republic — 4.5% | Dominican Republic — 4.5% | Dominican Republic — 4.5% | Dominican Republic — 4.5% |
| Dominican Republic: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 1/15/27<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970 | &nbsp;&nbsp;$59233 |
| &nbsp;&nbsp;&nbsp;8.00%, 2/12/27<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;20150 | &nbsp;&nbsp;&nbsp;&nbsp; 298838 |
| &nbsp;&nbsp;&nbsp;12.00%, 8/8/25<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;10930 | &nbsp;&nbsp;&nbsp;&nbsp; 182041 |
| &nbsp;&nbsp;&nbsp;13.00%, 6/10/34<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp; 749009 |
| &nbsp;&nbsp;&nbsp;13.625%, 2/3/33<sup>(3)(4)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 281938 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Dominican Republic (continued) | Dominican Republic (continued) | Dominican Republic (continued) | Dominican Republic (continued) |
| Dominican Republic Central Bank Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 3/12/27<sup>(3)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;$12652 |
| &nbsp;&nbsp;&nbsp;13.00%, 12/5/25<sup>(1)</sup> | DOP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8440 | &nbsp;&nbsp;&nbsp;&nbsp; 139566 |
|  |  |  | &nbsp;&nbsp;**$1723277** |
| Germany — 10.0% | Germany — 10.0% | Germany — 10.0% | Germany — 10.0% |
| Bundesrepublik Deutschland Bundesanleihe, 1.70%, 8/15/32<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;$3835573 |
|  |  |  | &nbsp;&nbsp;**$3835573** |
| Honduras — 0.8% | Honduras — 0.8% | Honduras — 0.8% | Honduras — 0.8% |
| Honduras Government International Bond, 7.50%, 3/15/24<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;$316202 |
|  |  |  | &nbsp;&nbsp;**$316202** |
| Iceland — 1.7% | Iceland — 1.7% | Iceland — 1.7% | Iceland — 1.7% |
| Republic of Iceland: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 5/15/23 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;34247 | &nbsp;&nbsp;$239452 |
| &nbsp;&nbsp;&nbsp;2.50%, 4/15/24 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;15753 | &nbsp;&nbsp;&nbsp;&nbsp; 105847 |
| &nbsp;&nbsp;&nbsp;5.00%, 11/15/28 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916 | &nbsp;&nbsp;&nbsp;&nbsp; 25442 |
| &nbsp;&nbsp;&nbsp;8.00%, 6/12/25 | ISK | &nbsp;&nbsp;&nbsp;&nbsp;37968 | &nbsp;&nbsp;&nbsp;&nbsp; 272806 |
|  |  |  | &nbsp;&nbsp;**$643547** |
| India — 2.1% | India — 2.1% | India — 2.1% | India — 2.1% |
| Export-Import Bank of India, 2.25%, 1/13/31<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$812325 |
|  |  |  | &nbsp;&nbsp;**$812325** |
| Indonesia — 2.0% | Indonesia — 2.0% | Indonesia — 2.0% | Indonesia — 2.0% |
| Indonesia Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.125%, 5/15/28 | IDR | 1053000 | &nbsp;&nbsp;$69220 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/42 | IDR | 1472000 | &nbsp;&nbsp;&nbsp;&nbsp; 99750 |
| &nbsp;&nbsp;&nbsp;7.125%, 6/15/43 | IDR | 8036000 | &nbsp;&nbsp;&nbsp;&nbsp; 548464 |
| &nbsp;&nbsp;&nbsp;7.375%, 5/15/48 | IDR | &nbsp;&nbsp;&nbsp;&nbsp;529000 | &nbsp;&nbsp;&nbsp;&nbsp; 36155 |
|  |  |  | &nbsp;&nbsp;**$753589** |
| Italy — 5.3% | Italy — 5.3% | Italy — 5.3% | Italy — 5.3% |
| Italy Buoni Poliennali Del Tesoro, 0.00%, 8/1/26<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;$2030848 |
|  |  |  | &nbsp;&nbsp;**$2030848** |
| Jordan — 0.5% | Jordan — 0.5% | Jordan — 0.5% | Jordan — 0.5% |
| Kingdom of Jordan, 7.375%, 10/10/47<sup>(3)</sup> | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;$180661 |
|  |  |  | &nbsp;&nbsp;**$180661** |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Mexico — 4.0% | Mexico — 4.0% | Mexico — 4.0% | Mexico — 4.0% |
| Mexican Udibonos, 4.00%, 11/30/28 | MXN | &nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;$1516796 |
|  |  |  | &nbsp;&nbsp;**$1516796** |
| New Zealand — 4.4% | New Zealand — 4.4% | New Zealand — 4.4% | New Zealand — 4.4% |
| New Zealand Government Bond, 3.00%, 9/20/30<sup>(3)(5)</sup> | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;$1693906 |
|  |  |  | &nbsp;&nbsp;**$1693906** |
| Peru — 1.9% | Peru — 1.9% | Peru — 1.9% | Peru — 1.9% |
| Peru Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.35%, 8/12/40 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;$191294 |
| &nbsp;&nbsp;&nbsp;5.40%, 8/12/34 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp; 328592 |
| &nbsp;&nbsp;&nbsp;6.95%, 8/12/31 | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp; 206269 |
|  |  |  | &nbsp;&nbsp;**$726155** |
| Philippines — 1.5% | Philippines — 1.5% | Philippines — 1.5% | Philippines — 1.5% |
| Republic of the Philippines, 6.25%, 1/14/36 | PHP | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;$569909 |
|  |  |  | &nbsp;&nbsp;**$569909** |
| Romania — 0.7% | Romania — 0.7% | Romania — 0.7% | Romania — 0.7% |
| Romania Government International Bond, 3.375%, 1/28/50<sup>(3)</sup> | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;$270900 |
|  |  |  | &nbsp;&nbsp;**$270900** |
| Serbia — 4.5% | Serbia — 4.5% | Serbia — 4.5% | Serbia — 4.5% |
| Serbia Treasury Bond, 5.875%, 2/8/28 | RSD | &nbsp;&nbsp;&nbsp;&nbsp;187260 | &nbsp;&nbsp;$1714010 |
|  |  |  | &nbsp;&nbsp;**$1714010** |
| South Africa — 4.5% | South Africa — 4.5% | South Africa — 4.5% | South Africa — 4.5% |
| Republic of South Africa, 10.50%, 12/21/26 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;27560 | &nbsp;&nbsp;$1710565 |
|  |  |  | &nbsp;&nbsp;**$1710565** |
| South Korea — 4.2% | South Korea — 4.2% | South Korea — 4.2% | South Korea — 4.2% |
| Korea Treasury Bond, 4.00%, 12/10/31 | KRW | 1901500 | &nbsp;&nbsp;$1627159 |
|  |  |  | &nbsp;&nbsp;**$1627159** |
| Ukraine — 1.4% | Ukraine — 1.4% | Ukraine — 1.4% | Ukraine — 1.4% |
| Ukraine Government Bond: |  |  |  |
| &nbsp;&nbsp;&nbsp;10.95%, 11/1/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;$11288 |
| &nbsp;&nbsp;&nbsp;11.67%, 11/22/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp; 30235 |
| &nbsp;&nbsp;&nbsp;15.84%, 2/26/25 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;24772 | &nbsp;&nbsp;&nbsp;&nbsp; 427685 |
| &nbsp;&nbsp;&nbsp;15.97%, 4/19/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938 | &nbsp;&nbsp;&nbsp;&nbsp; 41734 |
| &nbsp;&nbsp;&nbsp;16.00%, 5/24/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057 | &nbsp;&nbsp;&nbsp;&nbsp; 23547 |
|  |  |  | &nbsp;&nbsp;**$534489** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Uruguay — 1.0% | Uruguay — 1.0% | Uruguay — 1.0% | Uruguay — 1.0% |
| Uruguay Government Bond, 3.875%, 7/2/40 | UYU | &nbsp;&nbsp;&nbsp;&nbsp;14415 | &nbsp;&nbsp;$399938 |
|  |  |  | &nbsp;&nbsp;**$399938** |
| Total Sovereign Government Bonds<br> (identified cost $27,938,446) |  |  | &nbsp;&nbsp;**$25216671** |

---

U.S. Government Agency Mortgage-Backed Securities — 10.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;4.605%, (COF + 1.79%), with maturity at 2035<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;$111745 |
| &nbsp;&nbsp;&nbsp;5.00%, with maturity at 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp; 994288 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 2743454 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $3,827,193) |  | &nbsp;&nbsp;**$3849487** |

---

U.S. Treasury Obligations — 1.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Inflation-Protected Bond, 0.125%, 2/15/52<sup>(8)(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;$367488 |
| Total U.S. Treasury Obligations<br> (identified cost $398,523) |  | &nbsp;&nbsp;**$367488** |

---

Short-Term Investments — 19.9%

Affiliated Fund — 16.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.14%<sup>(10)</sup> | 6378687 | &nbsp;&nbsp;$6378687 |
| Total Affiliated Fund<br> (identified cost $6,378,687) |  | &nbsp;&nbsp;**$6378687** |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

Sovereign Government Securities — 0.1%

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% | Ukraine — 0.1% |
| Ukraine Treasury Bill, 0.00%, 3/1/23 | UAH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;$43467 |
| Total Sovereign Government Securities<br> (identified cost $54,665) |  |  | &nbsp;&nbsp;**$43467** |

---

U.S. Treasury Obligations — 3.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills, 0.00%, 2/14/23<sup>(9)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;$1198144 |
| Total U.S. Treasury Obligations<br> (identified cost $1,198,109) |  | &nbsp;&nbsp;**$1198144** |
| Total Short-Term Investments<br> (identified cost $7,631,461) |  | &nbsp;&nbsp;**$7620298** |

---

---

| | |
|:---|:---|
| Total Investments — 103.7%<br> (identified cost $42,692,678) | &nbsp;&nbsp;**$39708964** |
| Total Written Swaptions — (0.0)%<sup>(11)</sup><br> (premiums received $23,000) | &nbsp;&nbsp;**$(12614)** |
| Other Assets, Less Liabilities — (3.7)% | &nbsp;&nbsp;**$(1397777)** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$38298573** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2023, the aggregate value of these securities is $1,999,001 or 5.2% of the Portfolio's net assets. |
| <sup>(2)</sup> | Variable rate security. The stated interest rate represents the rate in effect at January 31, 2023. |

---

<sup>(3)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2023, the aggregate value of these securities is $14,857,086 or 38.8% of the Portfolio's net assets.

<sup>(4)</sup> When-issued security.

<sup>(5)</sup> Inflation-linked security whose principal is adjusted for inflation based on changes in a designated inflation index or inflation rate for the applicable country. Interest is calculated based on the inflation-adjusted principal.

<sup>(6)</sup> Adjustable rate mortgage security whose interest rate generally adjusts monthly based on a weighted average of interest rates on the underlying mortgages. The coupon rate may not reflect the applicable index value as interest rates on the underlying mortgages may adjust on various dates and at various intervals and may be subject to lifetime ceilings and lifetime floors and lookback periods. Rate shown is the coupon rate at January 31, 2023.

<sup>(7)</sup> TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount and maturity date are determined upon settlement.

<sup>(8)</sup> Inflation-linked security whose principal is adjusted for inflation based on changes in the U.S. Consumer Price Index. Interest is calculated based on the inflation-adjusted principal.

<sup>(9)</sup> Security (or a portion thereof) has been pledged to cover collateral requirements on open derivative contracts.

<sup>(10)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2023.

<sup>(11)</sup> Amount is less than (0.05)%.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** | **Written Interest Rate Swaptions (OTC) — (0.0)%<sup>(1)</sup>** |
| **Description** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| Option to enter into interest rate swap expiring 5/3/23 to pay SOFR and receive 3.31% | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;USD | &nbsp;&nbsp;(1000000) | &nbsp;&nbsp;5/3/23 | &nbsp;&nbsp;$(12614) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(12614)** |

---

<sup>(1)</sup> Amount is less than (0.05)%.

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 484362 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 94638 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$778 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 92250 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 484362 | &nbsp;&nbsp;&nbsp;&nbsp;2/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3167) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 303957 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 17500000 | &nbsp;&nbsp;&nbsp;&nbsp;2/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15866) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 312541 | &nbsp;&nbsp;&nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp; 18000000 | &nbsp;&nbsp;&nbsp;&nbsp;2/24/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16419) |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 390000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 71181 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5263 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp; 94362 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 17278 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1218 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 39120 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp;3/2/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (82) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 2252400000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 144886 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5171 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 2064000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 132878 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4628 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1892250122 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 121911 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4153 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 71375 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1081189105 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (655) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 288512 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 4369220895 | &nbsp;&nbsp;&nbsp;&nbsp;3/6/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2571) |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp; 1757925 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1204107 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38730 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 278500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 321267 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26352 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 60900000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 69976 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6039 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp; 60000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 68978 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5913 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11008954 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 11800206 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199663 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp;37593929911 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 2400634 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103823 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 6665071926 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 427687 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16331 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 5412100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 347105 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13442 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 778000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 600170 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31572 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 195000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 149333 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9009 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 214000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 164907 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8862 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 147618900 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 113891 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5977 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 107500000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 82902 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4389 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 56000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 42885 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 62000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 47777 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2568 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 42100000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 32481 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1704 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp; 380000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 309363 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (800) |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp; 1600000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1032358 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2243 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 242400 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 62709 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 19102 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 4973 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 353000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 91724 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (239) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 1190000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 309211 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (804) |
| PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 520359 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2028) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp; 17150000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 1665412 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21742) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 315038 | &nbsp;&nbsp;&nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp; 278500000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32581) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 178476 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 869000000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6126) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 202562 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 986273168 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6953) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 627303 | &nbsp;&nbsp;&nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp; 3054338552 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21531) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 169439 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 158078 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2867) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 514207 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 479727 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8701) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 826302 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 770895 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13981) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 831495 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 775740 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14069) |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** | **Forward Foreign Currency Exchange Contracts (Centrally Cleared) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1248193 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1164497 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(21120) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1291219 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1204638 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21848) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1519207 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1417339 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25705) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2240130 | &nbsp;&nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2089920 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (37904) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 771211 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;12077171926 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (33353) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 2408674 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;37719834412 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104170) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1598225 | &nbsp;&nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp; 2477008 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3473) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 526867 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 2017900 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3897 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 128533 | &nbsp;&nbsp;&nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp; 498697 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (712) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 1642013 | &nbsp;&nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp; 17150000 | &nbsp;&nbsp;&nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1658) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 93581 | &nbsp;&nbsp;&nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp; 484362 | &nbsp;&nbsp;&nbsp;&nbsp;4/4/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (753) |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1638200000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 104854 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4149 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1283800000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 81852 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3571 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1027000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 65519 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2816 |
| IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1027000000 | &nbsp;&nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp; 65591 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2744 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 75028 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1143000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1025) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 91708 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1398000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1313) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 159725 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 2435000000 | &nbsp;&nbsp;&nbsp;&nbsp;7/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2297) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp; 69394 | &nbsp;&nbsp;&nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp; 1049100000 | &nbsp;&nbsp;&nbsp;&nbsp;7/25/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (400) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$90769** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| EUR | &nbsp;&nbsp; 99978 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 107622 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;$1131 | &nbsp;&nbsp;$— |
| EUR | &nbsp;&nbsp; 100022 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 107726 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| EUR | &nbsp;&nbsp; 500000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 544681 | &nbsp;&nbsp;State Street Bank and Trust Company | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (796) |
| USD | &nbsp;&nbsp; 172725 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 160371 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1721) |
| USD | &nbsp;&nbsp; 177577 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 164956 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1857) |
| USD | &nbsp;&nbsp; 2669317 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2478389 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26597) |
| USD | &nbsp;&nbsp; 2744310 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 2549258 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;2/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (28694) |
| USD | &nbsp;&nbsp; 197715 | &nbsp;&nbsp;CNH | &nbsp;&nbsp; 1371000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;2/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5434) |
| SGD | &nbsp;&nbsp; 2140000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1557842 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;2/22/23 | &nbsp;&nbsp;&nbsp;&nbsp; 71699 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 1105000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 826251 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4482 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 147610 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2749 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 337372 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 252190 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1445 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 250000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 187382 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 383814 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 286756 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1793 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAD | &nbsp;&nbsp; 383814 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 286596 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1953 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 50027 | &nbsp;&nbsp;HSBC Bank USA, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 2366667 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96233 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 3052 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CZK | &nbsp;&nbsp; 2366666 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96314 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2964 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| CZK | &nbsp;&nbsp; 2366667 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 96437 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;$2829 | &nbsp;&nbsp;$— |
| GBP | &nbsp;&nbsp; 1090000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1325955 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 19072 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| GBP | &nbsp;&nbsp; 150000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 185808 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (713) |
| JPY | &nbsp;&nbsp; 70000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 539992 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;638845699 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 4862998 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 72669 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp; 26700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 203245 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| JPY | &nbsp;&nbsp;130700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 1021497 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11720) |
| MYR | &nbsp;&nbsp; 209935 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 48478 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 229463 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 5936 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 45903 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1177 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 174648 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 7881 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 4230000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 123765 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4918 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 87324 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 1800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 52362 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 2397 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 1602600 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 46890 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1863 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| THB | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 23272 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 699450 | &nbsp;&nbsp;JPY | &nbsp;&nbsp;91532026 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7718) |
| USD | &nbsp;&nbsp; 226187 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 4287000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 161857 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 3081000 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (561) |
| USD | &nbsp;&nbsp; 319952 | &nbsp;&nbsp;MXN | &nbsp;&nbsp; 6123100 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2833) |
| USD | &nbsp;&nbsp; 796048 | &nbsp;&nbsp;MXN | &nbsp;&nbsp;15356000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13458) |
| USD | &nbsp;&nbsp; 272785 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 421000 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 112075 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 172610 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 129584 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 199975 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 124118 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 191555 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 95521 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 147350 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 125464 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 193660 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 239 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 106534 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 164390 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 70918 | &nbsp;&nbsp;NZD | &nbsp;&nbsp; 109460 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 311704 | &nbsp;&nbsp;PEN | &nbsp;&nbsp; 1209102 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1653) |
| USD | &nbsp;&nbsp; 1293690 | &nbsp;&nbsp;PEN | &nbsp;&nbsp; 5018225 | &nbsp;&nbsp;Societe Generale | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6861) |
| USD | &nbsp;&nbsp; 840883 | &nbsp;&nbsp;SGD | &nbsp;&nbsp; 1140000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (27572) |
| USD | &nbsp;&nbsp; 737528 | &nbsp;&nbsp;SGD | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24274) |
| USD | &nbsp;&nbsp; 380575 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 6709305 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3641) |
| USD | &nbsp;&nbsp; 891579 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;15887250 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18222) |
| USD | &nbsp;&nbsp; 380836 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 6709306 | &nbsp;&nbsp;Standard Chartered Bank | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3380) |
| USD | &nbsp;&nbsp; 140646 | &nbsp;&nbsp;ZAR | &nbsp;&nbsp; 2450000 | &nbsp;&nbsp;UBS AG | &nbsp;&nbsp;3/15/23 | &nbsp;&nbsp;&nbsp;&nbsp; 344 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| USD | &nbsp;&nbsp; 37564 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 1522000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1306) |
| USD | &nbsp;&nbsp; 36959 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/10/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1349) |
| USD | &nbsp;&nbsp; 61065 | &nbsp;&nbsp;UYU | &nbsp;&nbsp; 2478000 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/11/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2210) |
| MYR | &nbsp;&nbsp; 800000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 183866 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4713 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MYR | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 82678 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (175) |
| MYR | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 160679 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;4/12/23 | &nbsp;&nbsp;&nbsp;&nbsp; 4327 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 700000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 489748 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 5806 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| AUD | &nbsp;&nbsp; 1200000 | &nbsp;&nbsp;USD | &nbsp;&nbsp; 838015 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;&nbsp;&nbsp; 11505 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** | **Forward Foreign Currency Exchange Contracts (OTC) (continued)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp; 3373879 | &nbsp;&nbsp;AUD | &nbsp;&nbsp; 4831242 | &nbsp;&nbsp;Citibank, N.A. | &nbsp;&nbsp;4/20/23 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(46321) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$250947** | &nbsp;&nbsp;**$(239066)** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** | **Non-Deliverable Bond Forward Contracts<sup>\*</sup>** |
| **Settlement Date** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Aggregate Cost** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp;1056780 | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;$226339 | &nbsp;&nbsp;$4325 |
| 2/10/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 400000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 85671 | &nbsp;&nbsp;&nbsp;&nbsp; 1328 |
| 2/14/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 609000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;130434 | &nbsp;&nbsp;&nbsp;&nbsp; 2504 |
| 2/16/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 687700 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;147290 | &nbsp;&nbsp;&nbsp;&nbsp; 3914 |
| 2/16/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 604000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;129363 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 |
| 2/20/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 881000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;188691 | &nbsp;&nbsp;&nbsp;&nbsp; 3824 |
| 2/22/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 213000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 45620 | &nbsp;&nbsp;&nbsp;&nbsp; 781 |
| 2/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 233000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 49903 | &nbsp;&nbsp;&nbsp;&nbsp; 859 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 645915 | &nbsp;&nbsp;Republic of Colombia,<br> 5.75%, 11/3/27 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp;138341 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 |
| 2/27/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 991000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;212250 | &nbsp;&nbsp;&nbsp;&nbsp; 3438 |
| 3/6/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 309900 | &nbsp;&nbsp;Republic of Colombia,<br> 6.00%, 4/28/28 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 66374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (49) |
| 3/6/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 350000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Bank of America, N.A. | &nbsp;&nbsp;&nbsp;&nbsp; 74962 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| 3/9/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 158000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 33840 | &nbsp;&nbsp;&nbsp;&nbsp; 817 |
| 3/24/23 | &nbsp;&nbsp;COP | &nbsp;&nbsp; 699000 | &nbsp;&nbsp;Republic of Colombia,<br> 6.25%, 11/26/25 | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp;149710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156) |
|  |  |  |  |  |  | &nbsp;&nbsp;**$25347** |

---

\* Represents a short-term forward contract to purchase the reference entity denominated in a non-deliverable foreign currency.

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;$708750 | &nbsp;&nbsp;&nbsp;&nbsp;$(1265) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;3/22/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1603219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14610 |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1530273) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30266 |
| Euro-Buxl | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3/8/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20308 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$63919** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** | **Inflation Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.20%<br> (pays upon termination) | 10/15/36 | $37408 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.20%<br> (pays upon termination) | 10/15/36 | &nbsp;&nbsp;&nbsp; 37408 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.20%<br> (pays upon termination) | 10/15/36 | &nbsp;&nbsp;&nbsp; 24913 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;280 | Receives | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Pays | 2.08%<br> (pays upon termination) | 1/15/37 | &nbsp;&nbsp;&nbsp; 37459 |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.29%<br> (pays upon termination) | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;(30933) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.29%<br> (pays upon termination) | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;(46399) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.29%<br> (pays upon termination) | 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;(46518) |
| EUR | &nbsp;&nbsp;&nbsp;&nbsp;280 | Pays | Eurostat Eurozone HICP ex Tobacco NSA<br> (pays upon termination) | Receives | 2.18%<br> (pays upon termination) | 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;(49085) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;150 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.44%<br> (pays upon termination) | 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; (310) |
| USD | 1300 | Pays | Return on CPI-U (NSA)<br> (pays upon termination) | Receives | 2.75%<br> (pays upon termination) | 10/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;(16784) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;450 | Pays | Return on CPI-U (NSA)<br> (pays upon termination) | Receives | 2.67%<br> (pays upon termination) | 1/7/37 | &nbsp;&nbsp;&nbsp;&nbsp; (6287) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;400 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.62%<br> (pays upon termination) | 10/29/46 | &nbsp;&nbsp;&nbsp;&nbsp; (709) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;800 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.62%<br> (pays upon termination) | 10/29/46 | &nbsp;&nbsp;&nbsp;&nbsp; (1054) |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** | **Inflation Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/Receives<br> Return on<br> Reference Index** | **Reference Index** | **Portfolio<br> Pays/Receives<br> Rate** | **Annual<br> Rate** | **Termination<br> Date** | **Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;490 | Receives | Return on CPI-U (NSA)<br> (pays upon termination) | Pays | 2.54%<br> (pays upon termination) | 1/7/47 | $4059 |
|  |  |  |  |  |  |  | **$(56832)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** | **Interest Rate Swaps (Centrally Cleared)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | Pays | 3-month AUD Bank Bill<br> (pays semi-annually) | 3.89%<br> (pays semi-annually) | 1/10/25 | $5714 | $— | $5714 |
| AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | Pays | 3-month AUD Bank Bill<br> (pays quarterly) | 3.92%<br> (pays quarterly) | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;5861 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5861 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 13.54%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9570 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.07%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;9806 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 9806 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.24%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;5126 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5126 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.25%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;7418 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7418 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 14.34%<br> (pays upon termination) | 1/2/24 | &nbsp;&nbsp;&nbsp;&nbsp;12898 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 12898 |
| BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | Pays | Brazil CETIP Interbank Deposit Rate<br> (pays upon termination) | 12.49%<br> (pays upon termination) | 1/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;(2492) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2492) |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 | Pays | 3-month Canadian Bankers Acceptances<br> (pays semi-annually) | 4.44%<br> (pays semi-annually) | 1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7049 |
| CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | Pays | 3-month Canadian Bankers Acceptances<br> (pays semi-annually) | 3.45%<br> (pays semi-annually) | 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp; 1719 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;59000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.57%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 823 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;643000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;8760 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8760 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;96000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.58%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1287 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;95000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.62%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1068 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;95000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.64%<br> (pays semi-annually) | 12/21/27 | $966 | $— | $966 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;95000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.67%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 812 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;84000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.68%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 672 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;52000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.69%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 402 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;72000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.72%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 421 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;82000 | Receives | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 5.74%<br> (pays semi-annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 413 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;66000 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.20%<br> (pays semi-annually) | 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 4169 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;202840 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.35%<br> (pays semi-annually) | 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;15672 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15672 |
| CLP | &nbsp;&nbsp;&nbsp;&nbsp;38900 | Pays | 6-month Sinacofi Chile Interbank Rate<br> (pays semi-annually) | 6.40%<br> (pays semi-annually) | 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3250 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;347000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;8224 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 8224 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;984000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.05%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;23037 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 23037 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;303000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.06%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6473 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;636900 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.09%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;13517 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13517 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;310000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.14%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6503 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;318000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.18%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;6606 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 6606 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;651600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 6.25%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;13284 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 13284 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;853000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 7.03%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;15364 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15364 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;210500 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.60%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;1970 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1970 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;400000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.75%<br> (pays quarterly) | 11/26/25 | $3406 | $— | $3406 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;211000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 8.85%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1680 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;213000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.23%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1246 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;147000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 9.42%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 712 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;351773 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.00%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 564 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;131000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.17%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp; 84 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;252000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 10.28%<br> (pays quarterly) | 11/26/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 17 |
| COP | 1132600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.38%<br> (pays quarterly) | 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;38235 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 38235 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;480600 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.48%<br> (pays quarterly) | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;15937 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 15937 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;514400 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.56%<br> (pays quarterly) | 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;16697 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 16697 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;350000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.54%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(5416) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5416) |
| COP | 1135000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.93%<br> (pays quarterly) | 12/21/27 | (21283) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21283) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;511000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 12.10%<br> (pays quarterly) | 12/21/27 | (10294) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10294) |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;181400 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.82%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 7575 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;129500 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 4.83%<br> (pays quarterly) | 3/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;5396 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5396 |
| COP | &nbsp;&nbsp;&nbsp;&nbsp;726000 | Receives | Colombia Overnight Interbank Reference Rate<br> (pays quarterly) | 11.93%<br> (pays quarterly) | 12/21/32 | (24660) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24660) |
| ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 | Receives | 3-month ILS TELBOR<br> (pays annually) | 3.25%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(390) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (390) |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;37000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.13%<br> (pays annually) | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 78 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;108000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.14%<br> (pays annually) | 12/1/24 | $194 | $— | $194 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;131000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.14%<br> (pays annually) | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 244 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;58000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.14%<br> (pays annually) | 12/1/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 52 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;80000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.43%<br> (pays annually) | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;20313 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 20313 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;90000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.43%<br> (pays annually) | 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;22853 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 22853 |
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;21000 | Receives | 1-day Overnight Tokyo Average Rate<br> (pays annually) | 0.90%<br> (pays annually) | 2/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(700) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (700) |
| KRW | 3112000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.29%<br> (pays quarterly) | 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp;(2675) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2675) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;360000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 920 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;397000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.43%<br> (pays quarterly) | 1/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1292 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;221000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.36%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 346 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;238000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 541 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;347000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.39%<br> (pays quarterly) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 805 |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;200000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.24%<br> (pays quarterly) | 1/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (171) |
| KRW | &nbsp;&nbsp;&nbsp;&nbsp;435000 | Pays | 3-month KRW Certificate of Deposit Rate<br> (pays quarterly) | 3.40%<br> (pays quarterly) | 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1714 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | Pays | 3-month NZD Bank Bill<br> (pays quarterly) | 5.17%<br> (pays semi-annually) | 1/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3348 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | Pays | 3-month NZD Bank Bill<br> (pays quarterly) | 5.19%<br> (pays semi-annually) | 1/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3925 |
| NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Pays | 3-month NZD Bank Bill<br> (pays quarterly) | 4.98%<br> (pays semi-annually) | 2/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(413) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (413) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.56%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (524) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.02%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(5237) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5237) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.51%<br> (pays annually) | 6/28/32 | (17111) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17111) |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** | **Interest Rate Swaps (Centrally Cleared) (continued)** |
| **Notional Amount<br> (000's omitted)** | **Notional Amount<br> (000's omitted)** | **Portfolio<br> Pays/<br> Receives<br> Floating<br> Rate** | **Floating Rate** | **Annual<br> Fixed Rate** | **Termination<br> Date** | **Value** | **Unamortized<br> Upfront<br> Receipts<br> (Payments)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.78%<br> (pays annually) | 6/28/32 | $(20289) | $— | $(20289) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 6.99%<br> (pays annually) | 9/21/32 | (22194) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (22194) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.53%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;(1261) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1261) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | Receives | 6-month PLN WIBOR<br> (pays semi-annually) | 5.85%<br> (pays annually) | 12/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;(4812) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4812) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | Receives | 6-month PLN WIBOR<br> (pays annually) | 5.98%<br> (pays semi-annually) | 12/21/32 | (15573) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15573) |
| PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | Receives | 6-month PLN WIBOR<br> (pays annually) | 5.32%<br> (pays semi-annually) | 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 559 |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | Pays | 3-month SEK STIBOR<br> (pays quarterly) | 2.68%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(4177) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4177) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | Pays | 3-month SEK STIBOR<br> (pays quarterly) | 2.71%<br> (pays annually) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;(1917) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1917) |
| SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300 | Pays | 3-month STIBOR<br> (pays quarterly) | 2.81%<br> (pays annually) | 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 228 |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;10600 | Pays | Thai Overnight Repurchase Rate<br> (pays quarterly) | 2.19%<br> (pays quarterly) | 2/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (236) |
| THB | &nbsp;&nbsp;&nbsp;&nbsp;70000 | Pays | Thai Overnight Repurchase Rate<br> (pays semi-annually) | 1.37%<br> (pays semi-annually) | 10/17/29 | (134348) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(134348) |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;15300 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.17%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 1547 |
| TWD | &nbsp;&nbsp;&nbsp;&nbsp;46100 | Receives | 3-month TWD TAIBOR<br> (pays quarterly) | 1.19%<br> (pays quarterly) | 12/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3159 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3159 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Pays | SOFR<br> (pays annually) | 3.06%<br> (pays annually) | 11/7/32 | (13683) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13683) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | Pays | SOFR<br> (pays annually) | 3.23%<br> (pays semi-annually) | 1/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 742 |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Pays | SOFR<br> (pays annually) | 3.18%<br> (pays annually) | 2/2/33 | &nbsp;&nbsp;&nbsp;&nbsp;(4927) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4927) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;11646 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.67%<br> (pays quarterly) | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; (50) |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;11235 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.71%<br> (pays quarterly) | 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 1161 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;11919 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.71%<br> (pays quarterly) | 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp; 1238 |
| ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | Pays | 3-month ZAR JIBAR<br> (pays quarterly) | 7.70%<br> (pays quarterly) | 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 212 |
| **Total** |  |  |  |  |  | **$31503** | &nbsp;&nbsp;&nbsp;**$19** | &nbsp;&nbsp;&nbsp;&nbsp;**$31522** |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** | **Interest Rate Swaps (OTC)** |
| **Counterparty** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Notional Amount<br> (000's omitted)** | &nbsp;&nbsp;**Portfolio<br> Pays/Receives<br> Floating Rate** | &nbsp;&nbsp;**Floating Rate** | &nbsp;&nbsp;**Annual<br> Fixed Rate** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Citibank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.71%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;$1837 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp; 900 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.72%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.73%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 |
| Goldman Sachs International | &nbsp;&nbsp;MYR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.74%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2119 |
| JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;MYR | &nbsp;&nbsp;1000 | &nbsp;&nbsp;Pays | &nbsp;&nbsp;3-month MYR KLIBOR<br> (pays quarterly) | &nbsp;&nbsp;3.74%<br> (pays quarterly) | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 |
| **Total** |  |  |  |  |  |  | &nbsp;&nbsp;**$11696** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** | **Credit Default Swaps - Sell Protection (Centrally Cleared)** |
| **Reference Entity** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Pemex | &nbsp;&nbsp;$2100 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;4.92% | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;$(322546) | &nbsp;&nbsp;$454742 | &nbsp;&nbsp;$132196 |
| **Total** | &nbsp;&nbsp;**$2100** |  |  | &nbsp;&nbsp;**$(322546)** | &nbsp;&nbsp;**$454742** | &nbsp;&nbsp;**$132196** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** | **Credit Default Swaps - Sell Protection (OTC)** |
| **Reference Entity** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount\*<br> (000's omitted)** | &nbsp;&nbsp;**Current<br> Market<br> Annual<br> Fixed Rate\*\*\*** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unamortized<br> Upfront<br> Receipts<br> (Payments)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| Vietnam | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;$300 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;0.54% | &nbsp;&nbsp; 6/20/24 | &nbsp;&nbsp;$2217 | &nbsp;&nbsp;$(1240) | &nbsp;&nbsp;$977 |
| Vietnam | &nbsp;&nbsp;Goldman Sachs International | &nbsp;&nbsp;&nbsp;&nbsp; 900 &nbsp;&nbsp;1.00%<br> (pays quarterly)<sup>(1)</sup> | &nbsp;&nbsp;1.20 | &nbsp;&nbsp;12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;(6815) | &nbsp;&nbsp;&nbsp;&nbsp;29379 | &nbsp;&nbsp;&nbsp;&nbsp;22564 |
| **Total** |  | &nbsp;&nbsp;**$1200** |  |  | &nbsp;&nbsp;**$(4598)** | &nbsp;&nbsp;**$28139** | &nbsp;&nbsp;**$23541** |

---

\* If the Portfolio is the seller of credit protection, the notional amount is the maximum potential amount of future payments the Portfolio could be required to make if a credit event, as defined in the credit default swap agreement, were to occur. At January 31, 2023, such maximum potential amount for all open credit default swaps in which the Portfolio is the seller was $3,300,000.

\*\* The contract annual fixed rate represents the fixed rate of interest received by the Portfolio (as a seller of protection) or paid by the Portfolio (as a buyer of protection) on the notional amount of the credit default swap contract.

\*\*\* Current market annual fixed rates, utilized in determining the net unrealized appreciation or depreciation as of period end, serve as an indicator of the market's perception of the current status of the payment/performance risk associated with the credit derivative. The current market annual fixed rate of a particular reference entity reflects the cost, as quoted by the pricing vendor, of selling protection against default of that entity as of period end and may include upfront payments required to be made to enter into the agreement. The higher the fixed rate, the greater the market perceived risk of a credit event involving the reference entity. A rate identified as "Defaulted" indicates a credit event has occurred for the reference entity.

<sup>(1)</sup> Upfront payment is exchanged with the counterparty as a result of the standardized trading coupon.

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** | **Cross-Currency Swaps (OTC)** |  |  |
| **Counterparty** | &nbsp;&nbsp;**Portfolio Receives** | &nbsp;&nbsp;**Portfolio Pays** | &nbsp;&nbsp;**Effective Date/<br> Termination<br> Date<sup>(1)</sup>** | &nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| Barclays Bank PLC | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 140,904,680 (pays semi-annually)\* | &nbsp;&nbsp;1.41% on CLP equivalent of CLF 172,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 1/13/33 | &nbsp;&nbsp;&nbsp;$4865 |
| BNP Paribas | &nbsp;&nbsp;3-month PLN WIBOR + 1.45% on PLN 520,798 (Notional Amount) (pays quarterly) plus EUR equivalent of Notional Amount at effective date\*\* | &nbsp;&nbsp;3-month EURIBOR on EUR equivalent of Notional Amount at effective date (pays quarterly) plus Notional Amount\*\* | &nbsp;&nbsp;10/14/25/<br> 10/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;16121 |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 63,504,540 (pays semi-annually)\* | &nbsp;&nbsp;2.10% on CLP equivalent of CLF 2,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/8/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9682) |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 158,776,700 (pays semi-annually)\* | &nbsp;&nbsp;2.25% on CLP equivalent of CLF 5,000 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;(27121) |
| Goldman Sachs International | &nbsp;&nbsp;1-day Indice Camara Promedio Rate on CLP 28,777,725 (pays semi-annually)\* | &nbsp;&nbsp;1.85% on CLP equivalent of CLF 900 (pays semi-annually)\* | &nbsp;&nbsp;Not Applicable/<br> 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3311) |
|  |  |  |  | &nbsp;&nbsp;**$(19128)** |

---

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

\* At the termination date, the Portfolio will either pay or receive the USD equivalent of the difference between the initial CLP notional amount and the CLP equivalent of the CLF notional amount on such date.

\*\* The Portfolio pays interest on the currency received and receives interest on the currency delivered. At the termination date, the notional amount of the currency received will be exchanged for the notional amount of the currency delivered.

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| COF | – Cost of Funds 11th District |
| CPI-U (NSA) | – Consumer Price Index All Urban Non-Seasonally Adjusted |
| EURIBOR | – Euro Interbank Offered Rate |
| HICP | – Harmonised Indices of Consumer Prices |
| JIBAR | – Johannesburg Interbank Average Rate |
| KLIBOR | – Kuala Lumpur Interbank Offered Rate |
| OTC | – Over-the-counter |

---

---

| | |
|:---|:---|
| SOFR | – Secured Overnight Financing Rate |
| STIBOR | – Stockholm Interbank Offered Rate |
| TAIBOR | – Taipei Interbank Offered Rate |
| TBA | – To Be Announced |
| TELBOR | – Tel Aviv Interbank Offered Rate |
| WIBOR | – Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | – Australian Dollar |
| BRL | – Brazilian Real |
| CAD | – Canadian Dollar |
| CLF | – Chilean Unidad de Fomento |
| CLP | – Chilean Peso |
| CNH | – Yuan Renminbi Offshore |
| COP | – Colombian Peso |
| CZK | – Czech Koruna |
| DOP | – Dominican Peso |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| IDR | – Indonesian Rupiah |
| ILS | – Israeli Shekel |

---

---

| | |
|:---|:---|
| ISK | – Icelandic Krona |
| JPY | – Japanese Yen |
| KRW | – South Korean Won |
| MXN | – Mexican Peso |
| MYR | – Malaysian Ringgit |
| NZD | – New Zealand Dollar |
| PEN | – Peruvian Sol |
| PHP | – Philippine Peso |
| PLN | – Polish Zloty |
| RSD | – Serbian Dinar |
| SEK | – Swedish Krona |
| SGD | – Singapore Dollar |
| THB | – Thai Baht |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | |
|:---|:---|
| TWD | – Taiwan New Dollar |
| UAH | – Ukrainian Hryvnia |
| USD | – United States Dollar |

---

 <br> UYU – Uruguayan Peso <br> ZAR – South African Rand

At January 31, 2023, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

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

Credit Risk: The Portfolio enters into credit default swap contracts to enhance total return and/or as a substitute for the purchase or sale of securities.

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts and cross-currency swaps to enhance total return, to seek to hedge against fluctuations in currency exchange rates and/or as a substitute for the purchase or sale of securities or currencies.

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

Affiliated Investments

At January 31, 2023, the value of the Portfolio's investment in funds that may be deemed to be affiliated was $6,378,687, which represents 16.7% of the Portfolio's net assets. Transactions in such funds by the Portfolio for the fiscal year to date ended January 31, 2023 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $1368351 | $26799020 | $(21788684) | $— | $— | $6378687 | $19105 | 6378687 |

---

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

Fair Value Measurements

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

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

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

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

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

At January 31, 2023, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1677394 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$1677394 |
| Foreign Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 977626 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 977626 |
| Sovereign Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;25216671 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;25216671 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3849487 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3849487 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 367488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 367488 |

---

------

International Income Portfolio<br>

January 31, 2023

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;$6378687 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$6378687 |
| &nbsp;&nbsp;&nbsp;Sovereign Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43467 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43467 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1198144 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1198144 |
| **Total Investments** | &nbsp;&nbsp;**$6378687** | &nbsp;&nbsp;**$33330277** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$39708964** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;$768652 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$768652 |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25552 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 25552 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 65184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 65184 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 522488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 522488 |
| **Total** | &nbsp;&nbsp;**$6443871** | &nbsp;&nbsp;**$34646969** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$41090840** |
| **Liability Description** |  |  |  |  |
| Written Interest Rate Swaptions | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(12614) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(12614) |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (666002) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (666002) |
| Non-Deliverable Bond Forward Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (205) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (205) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1265) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1265) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (882393) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (882393) |
| **Total** | &nbsp;&nbsp;**$(1265)** | &nbsp;&nbsp;**$(1561214)** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$(1562479)** |

---

The following is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value:

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Sovereign<br> Government<br> Bonds** | &nbsp;&nbsp;**Sovereign<br> Government<br> Securities** | &nbsp;&nbsp;**Total** |
| **Balance as of October 31, 2022** | &nbsp;&nbsp;**$532429** | &nbsp;&nbsp;**$41884** | &nbsp;&nbsp;**$574313** |
| Realized gains (losses) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Change in net unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cost of purchases | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Proceeds from sales, including return of capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Accrued discount (premium) | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers to Level 3 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers from Level 3<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(532429) | &nbsp;&nbsp;&nbsp;&nbsp;(41884) | &nbsp;&nbsp;&nbsp;&nbsp;(574313) |
| **Balance as of January 31, 2023** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$—** |

---

<sup>(1)</sup> Transferred from Level 3 based on the observability of valuation inputs resulting from new market activity.

For information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent financial statements included in its semiannual or annual report to shareholders.

## 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:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $42354646.77

**Total Liabilities:** $4051916.58

**Net Assets:** $38302730.19

**Delayed Delivery Securities:** $2735430.47

**Cash Not Reported:** $1777291.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6.42000000 | **1-Year:** -450.06000000 | **5-Year:** -1386.89000000 | **10-Year:** -459.14000000 | **30-Year:** -260.65000000

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

- **3-Month:** -16.52000000 | **1-Year:** -197.31000000 | **5-Year:** -571.29000000 | **10-Year:** -1327.62000000 | **30-Year:** -262.20000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049878 | 7.14%                | 1.40%                | 3.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-136137.46              | $1829290.66                                |
| Month 2  | $-126926.02              | $233797.71                                 |
| Month 3  | $-542727.61              | $1453438.10                                |

**Designated Index Information**

- **Index Name:** 85% Bloomberg Glbl Agg/ 15% JPM Hard/Loc Curr

- **Index Identifier:** LGIJPMUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LCH Limited                     | Long: SMIBG40Z5 IRS SEK R F  2.67500 2 CCPVANILLA / Short: SMIBG40Z5 IRS SEK P V 03MSTIBO 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8800000 | OU      | $-4176.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND        | Bundesrepublik Deutschland Bundesanleihe                                                                                            | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    3700000 | PA      | $3835572.86   | 10.01%            | 2032-08-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBKMDT0 IRS MYR R F  3.73100 2 NDF / Short: BMIBKMDT0 IRS MYR P V 03MKLIBO 1 NDF                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |    2000000 | OU      | $4021.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4KDSJ5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KDSJ5 IRS COP P F  4.48000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  480600000 | OU      | $15937.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |          1 | NC      | $2567.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1654000000 | PA      | $277632.79    | 0.72%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2866.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4YJK48 IRS COP R V 03MCOOVI 1 CCPNDF / Short: BEV4YJK48 IRS COP P F  6.05200 2 CCPNDF                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  984000000 | OU      | $23037.30     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $1065.32      | 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      | $-32581.20    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $31572.01     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Inflation Indexed Bonds                                                                                      | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     531542 | PA      | $367487.87    | 0.96%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   20150000 | PA      | $298838.19    | 0.78%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $1130.87      | 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      | $-14069.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4XUPT4 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPT4 IRS EUR P F  2.20083 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     200000 | OU      | $24912.85     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED CLP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $5912.86      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $274.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |          1 | NC      | $113.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBM70T5 IRS SEK R F  2.80580 2 CCPVANILLA / Short: SMIBM70T5 IRS SEK P V 03MSTIBO 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2300000 | OU      | $227.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                       | Iceland Rikisbref                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   15753425 | PA      | $105846.73    | 0.28%             | 2024-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4KHAJ5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4KHAJ5 IRS COP P F  4.56250 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  514400000 | OU      | $16696.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV5A80T2 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV5A80T2 IRS COP P F  9.41500 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  147000000 | OU      | $711.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-399.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBM7LE5 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBM7LE5 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  309900000 | OU      | $-49.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $3570.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                       | Iceland Rikisbref                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   37967658 | PA      | $272806.30    | 0.71%             | 2025-06-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | Long: BMIBK5ET6 IRS CLP R V 06MCLICP CLICP+0BPS+ID COMPOUNDING / Short: BMIBK5ET6 IRS CLP P F  1.40750 CLF LEG 1.4075 FIXED RATE    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | CL        |  140904680 | OU      | $4864.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $1793.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     563000 | PA      | $11287.87     | 0.03%             | 2023-11-01      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBECZ40 IRS BRL R F 14.07000 2 CCPNDFPREDISWAP / Short: SMIBECZ40 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9570000 | OU      | $9805.65      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFDLN0 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BMIBFDLN0 IRS JPY P F   .14270 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   58000000 | OU      | $158.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $2748.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-25705.50    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1856.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     845000 | PA      | $206268.79    | 0.54%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-37903.75    | -0.10%            |  |  |  | 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      | $12651.54     | 0.03%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC         | Long: BEV56EAN6 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPUNDING / Short: BEV56EAN6 IRS CLP P F  2.10000 CLF LEG 2.1 FIXED RATE        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |   63504540 | OU      | $-9681.98     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBM6ZG7 IRS ZAR R F  7.69570 2 CCPVANILLA / Short: SMIBM6ZG7 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9000000 | OU      | $211.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJSKZ7 IRS AUD R F  3.89000 2 CCPVANILLA / Short: SMIBJSKZ7 IRS AUD P V 03MBBSW 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1850000 | OU      | $5267.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED SGD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |          1 | NC      | $71698.95     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV50FPZ6 IRS COP R V 03MCOOVI 1 CCPNDF / Short: BEV50FPZ6 IRS COP P F  6.00000 2 CCPNDF                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  347000000 | OU      | $8223.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $5171.32      | 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      | $4918.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   24772000 | PA      | $427684.90    | 1.12%             | 2025-02-26      | Fixed         | 15.84%                | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND             | Korea Treasury Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1901500000 | PA      | $1627159.03   | 4.25%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4Y0R18 IRS COP R V 03MCOOVI 1 CCPNDF / Short: BEV4Y0R18 IRS COP P F  6.06000 2 CCPNDF                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  303000000 | OU      | $6473.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV3A4 IRS KRW R F  3.40000 2 CCPNDF / Short: SMIBJV3A4 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  360000000 | OU      | $996.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBCSGK2 IRS USD R F  3.06000 2 CCPVANILLA / Short: SMIBCSGK2 IRS USD P V 12MSOFR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1000000 | OU      | $-11300.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K3JC2 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3JC2 IRS COP P F  4.82500 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  129500000 | OU      | $5396.36      | 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      | $778.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $2964.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $4149.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV041 IRS NZD R F  5.18500 2 CCPVANILLA / Short: SMIBJV041 IRS NZD P V 03MNZDBB 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2000000 | OU      | $3585.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBJGCT6 TRS COP R F   .00000 NO INDEX+0BPS COLOUMBIA TRS / Short: BMIBJGCT6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  350000000 | OU      | $316.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |          1 | NC      | $-2027.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV51GDU7 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV51GDU7 IRS USD P F  2.53700 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     490000 | OU      | $4058.89      | 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      | $7880.74      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4XUPL1 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPL1 IRS EUR P F  2.20000 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     300000 | OU      | $37407.81     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3970000 | PA      | $59232.77     | 0.15%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade          | US ULTRA BOND CBT MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          5 | NC      | $-1265.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBFX2J6 TRS COP R F   .00000 NO INDEX+ 0BPS COLUMBIA TRS / Short: BMIBFX2J6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  400000000 | OU      | $1328.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |          1 | NC      | $38730.40     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBL2SW0 TRS COP R F   .00000 NOINDEX+0BPS COLUMBIA TRS / Short: BMIBL2SW0 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  699000000 | OU      | $-156.15      | -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      | $-3379.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-2570.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $4482.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1472000000 | PA      | $99750.34     | 0.26%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFGUN3 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFGUN3 IRS CLP P F  5.73500 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   82000000 | OU      | $412.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV534YN5 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV534YN5 IRS COP P F  7.03000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  853000000 | OU      | $15364.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV59HVE3 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BEV59HVE3 IRS JPY P F   .42520 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   90000000 | OU      | $24607.86     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFCAX2 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFCAX2 IRS CLP P F  5.62000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   95000000 | OU      | $1068.42      | 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      | $-15865.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $460.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBKMEK8 IRS MYR R F  3.71500 2 NDF / Short: BMIBKMEK8 IRS MYR P V 03MKLIBO 1 NDF                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |     900000 | OU      | $1652.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $3037.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBBF3E9 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIBBF3E9 IRS COP P F 11.93300 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1135000000 | OU      | $-21283.41    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K7TH1 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K7TH1 IRS COP P F  4.37500 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 1132600000 | OU      | $38235.38     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                       | Uniform Mortgage-Backed Security, TBA                                                                                               | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2743454.48   | 7.16%             | 2053-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK1MG4 IRS KRW R F  3.35500 2 CCPNDF / Short: SMIBK1MG4 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  221000000 | OU      | $392.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $103822.61    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC         | Long: BEV56GJV4 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPOUNDING / Short: BEV56GJV4 IRS CLP P F  2.25000 CLF LEG 2.25 FIXED RATE      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |  158776700 | OU      | $-27121.15    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS           | Serbia Treasury Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  187260000 | PA      | $1714009.45   | 4.47%             | 2028-02-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGSNW4 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGSNW4 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  881000000 | OU      | $3824.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK5R13 IRS USD R F  3.22950 2 CCPOIS / Short: SMIBK5R13 IRS USD P V 00MSOFR 1 CCPOIS                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     160000 | OU      | $832.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | BEV57Q330 EATON VANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -1000000 | NC      | $-12614.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $3940.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB2GMB2 IRS KRW R F  3.28750 2 CCPNDF / Short: SMIB2GMB2 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 3112000000 | OU      | $-2511.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |          1 | NC      | $1075.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4XUQD8 IRS EUR R F  2.29150 2 CCPINFLATIONZERO / Short: SEV4XUQD8 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     200000 | OU      | $-30932.50    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBL7BQ0 IRS ZAR R F  7.66500 2 CCPVANILLA / Short: SMIBL7BQ0 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11646215 | OU      | $-163.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $2816.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV3QXT80 IRS THB R F  1.37000 CCP LCH / Short: SEV3QXT80 IRS THB P V 06MBOFX BOFX6M+0BPS CCP LCH                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | TH        |   70000000 | OU      | $-133709.54   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   27560000 | PA      | $1710565.25   | 4.47%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6999000000 | PA      | $477687.59    | 1.25%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB             | New Zealand Government Inflation Linked Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    2410069 | PA      | $1693905.59   | 4.42%             | 2030-09-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV5AA299 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV5AA299 IRS COP P F  9.23300 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  213000000 | OU      | $1245.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1053000000 | PA      | $69220.53     | 0.18%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV58H438 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58H438 IRS COP P F  8.85000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  211000000 | OU      | $1680.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY        | Uruguay Government International Bond                                                                                               | CUSIP: 917288BL5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   14415355 | PA      | $399938.04    | 1.04%             | 2040-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1581000 | PA      | $328592.06    | 0.86%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJPZJ3 IRS CAD R F  4.44100 2 CCPVANILLA / Short: SMIBJPZJ3 IRS CAD P V 03MCDOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3230000 | OU      | $7846.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBBKJA9 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIBBKJA9 IRS COP P F 11.92500 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  726000000 | OU      | $-24659.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBHA668 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBHA668 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  233000000 | OU      | $858.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $199663.44    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.              | PURCHASED CZK / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |          1 | NC      | $203.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                       | Iceland Rikisbref                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    3915800 | PA      | $25442.36     | 0.07%             | 2028-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD SEK                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-1657.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED NZD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | NZ        |          1 | NC      | $2243.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-1721.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-655.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $-713.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIB99RY6 CDS USD R F  1.00000 2 SOVEREIGN / Short: BMIB99RY6 CDS USD P V 03MEVENT 1 SOVEREIGN                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     900000 | OU      | $-7890.26     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: S92RGQE94 CDS USD R F  1.00000 2 CCPCORPORATE / Short: S92RGQE94 CDS USD P V 03MEVENT 1 CCPCORPORATE                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    2100000 | OU      | $-325054.78   | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD MXN                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2833.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFCCA0 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFCCA0 IRS CLP P F  5.67000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   95000000 | OU      | $811.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFB2K1 IRS TWD R V 03MCPTW 1 CCPNDF / Short: BMIBFB2K1 IRS TWD P F  1.16500 2 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15300000 | OU      | $1444.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $567.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade          | US 10YR NOTE (CBT)MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         14 | NC      | $14609.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOM REP CB NOTES                | Dominican Republic Central Bank Notes                                                                                               | CUSIP: 25714PER5<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |    8440000 | PA      | $139565.97    | 0.36%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4XUPY3 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4XUPY3 IRS USD P F  2.62250 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     800000 | OU      | $-1054.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE T-BILL                  | Ukraine Treasury Bill                                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | STIV             | NUSS              | UA        |    1775000 | PA      | $43466.63     | 0.11%             | 2023-03-01      | 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      | $-18222.36    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJSKW4 IRS AUD R F  3.91500 2 CCPVANILLA / Short: SMIBJSKW4 IRS AUD P V 03MBBSW 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1700000 | OU      | $5401.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Landsbankinn HF                 | Landsbankinn HF                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |   40000000 | PA      | $279119.24    | 0.73%             | 2023-11-23      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $1953.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $1176.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV5ABA23 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BEV5ABA23 IRS PLN P F  6.78000 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     650000 | OU      | $-15594.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $5976.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBF8Z63 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BMIBF8Z63 IRS JPY P F   .13690 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  108000000 | OU      | $383.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGJBW7 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGJBW7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  687700000 | OU      | $3913.79      | 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      | $-16419.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |          1 | NC      | $-804.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-2296.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3166.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |          1 | NC      | $2587.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4XUPG2 IRS USD R F  2.75000 2 CCPINFLATIONZERO / Short: SEV4XUPG2 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1300000 | OU      | $-16783.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $13441.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBF8TJ2 IRS TWD R V 03MCPTW 1 CCPNDF / Short: BMIBF8TJ2 IRS TWD P F  1.18500 2 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   46100000 | OU      | $2886.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK05U4 IRS KRW R F  3.38550 2 CCPNDF / Short: SMIBK05U4 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  238000000 | OU      | $588.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4XUQK2 IRS EUR R F  2.29000 2 CCPINFLATIONZERO / Short: SEV4XUQK2 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     300000 | OU      | $-46518.23    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFCKY9 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFCKY9 IRS PLN P F  5.85000 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     590000 | OU      | $-5005.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $5936.30      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFB247 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BMIBFB247 IRS JPY P F   .13489 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   37000000 | OU      | $141.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arion Banki HF                  | Arion Banki HF                                                                                                                      | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |  100000000 | PA      | $698507.25    | 1.82%             | 2024-04-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $11505.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFGX91 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFGX91 IRS CLP P F  5.68000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   84000000 | OU      | $672.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV58NJZ8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58NJZ8 IRS COP P F  8.75000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  400000000 | OU      | $3406.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBJZ1U3 IRS BRL R F 12.48500 2 CCPNDFPREDISWAP / Short: SMIBJZ1U3 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1440000 | OU      | $-2492.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $16331.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED CLP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $26352.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES         | Philippine Government International Bond                                                                                            | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   34000000 | PA      | $569909.03    | 1.49%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $1863.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $2744.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBJL8J2 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBJL8J2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  158000000 | OU      | $817.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV4XUQG1 IRS EUR R F  2.29150 2 CCPINFLATIONZERO / Short: SEV4XUQG1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     300000 | OU      | $-46398.75    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-26597.20    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFCEY6 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFCEY6 IRS CLP P F  5.64000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   95000000 | OU      | $965.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $240.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4XUPP2 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPP2 IRS EUR P F  2.20000 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     300000 | OU      | $37407.81     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBL7744 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBL7744 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        |  645914800 | OU      | $1114.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV58QP27 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BEV58QP27 IRS COP P F  8.59700 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  210500000 | OU      | $1970.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBGE109 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBGE109 IRS CLP P F  5.57600 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  643000000 | OU      | $8759.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV56GJY8 IRS CLP R F  6.35000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56GJY8 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  202840000 | OU      | $15672.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-8700.55     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $4389.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD SGD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-27571.66    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV5AB198 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BEV5AB198 IRS PLN P F  6.51000 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     650000 | OU      | $-12643.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBH4PP9 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBH4PP9 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  213000000 | OU      | $781.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD MXN                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-13457.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC         | Long: BEV56Z3G2 IRS CLP R V 06MCLICP CLICP+0BPS+1D COMPOUNDING / Short: BEV56Z3G2 IRS CLP P F  1.85000 CLF LEG 1.85 FIXED           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | CL        |   28777725 | OU      | $-3310.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBEDAM5 IRS BRL R F 14.34000 2 CCPNDFPREDISWAP / Short: SMIBEDAM5 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8250000 | OU      | $12897.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA          | Export-Import Bank of India                                                                                                         | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    1000000 | PA      | $812325.00    | 2.12%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |          1 | NC      | $8862.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1000000 | PA      | $191294.50    | 0.50%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBFGPY5 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBFGPY5 IRS CLP P F  5.72000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   72000000 | OU      | $420.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $2829.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4K3J73 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4K3J73 IRS COP P F  4.81500 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  181400000 | OU      | $7574.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBL7DB1 IRS ZAR R F  7.71000 2 CCPVANILLA / Short: SMIBL7DB1 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11234913 | OU      | $1039.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1508000 | PA      | $30234.65     | 0.08%             | 2023-11-22      | Fixed         | 11.67%                | No            |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD ZAR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $343.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland               | EURO-BOBL FUTURE MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -12 | NC      | $30266.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBM7DQ7 IRS BRL R F 13.54000 2 CCPNDFPREDISWAP / Short: SMIBM7DQ7 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    7000000 | OU      | $50.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $238.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD ZAR                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-3640.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $4326.95      | 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      | $5262.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD CNH                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-5433.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBH7AM5 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBH7AM5 IRS PLN P F  5.97530 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1500000 | OU      | $-16013.54    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-28693.80    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV1S7 IRS KRW R F  3.43000 2 CCPNDF / Short: SMIBJV1S7 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  397000000 | OU      | $1370.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $4153.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-1025.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP        | New South Wales Treasury Corp                                                                                                       | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    1966700 | PA      | $1405297.86   | 3.67%             | 2026-05-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBKCYE2 IRS KRW R F  3.24000 2 CCPNDF / Short: SMIBKCYE2 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  200000000 | OU      | $-137.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD AUD                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-46321.09    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBGHUR1 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBGHUR1 IRS CLP P F  5.57000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   59000000 | OU      | $822.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-6860.67     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBEJL73 IRS BRL R F 14.23500 2 CCPNDFPREDISWAP / Short: SMIBEJL73 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3800000 | OU      | $5126.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD UYU                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1305.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBLNZD8 IRS ZAR R F  7.71300 2 CCPVANILLA / Short: SMIBLNZD8 IRS ZAR P V 03MJIBAR 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11918872 | OU      | $1159.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED PEN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PE        |          1 | NC      | $-238.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIB2G5H8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB2G5H8 IRS COP P F 10.28000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  252000000 | OU      | $16.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV506FA2 IRS COP R V 03MCOOVI 1 CCPNDF / Short: BEV506FA2 IRS COP P F  6.17500 2 CCPNDF                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  318000000 | OU      | $6605.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBG1K30 IRS SEK R F  2.71250 2 CCPVANILLA / Short: SMIBG1K30 IRS SEK P V 03MSTIBO 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    6200000 | OU      | $-1941.65     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $-800.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                               | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   10930000 | PA      | $182040.84    | 0.48%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBHEEQ7 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBHEEQ7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  991000000 | OU      | $3437.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED GBP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $19071.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-13981.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | Long: BMIB310M4 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB310M4 IRS COP P F 10.00200 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              |  | US        |  351773000 | OU      | $563.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $555.51       | 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      | $1704.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED USD / SOLD MXN                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-561.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-104170.32   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-3472.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR             | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                             | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1800000 | PA      | $1677393.54   | 4.38%             | 2042-01-25      | Floating      | 6.81%                 | 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        |    6378687 | NS      | $6378687.47   | 16.65%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                          | PURCHASED CZK / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |          1 | NC      | $3051.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-1312.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | Long: BMIBKMC12 IRS MYR R F  3.73600 2 NDF / Short: BMIBKMC12 IRS MYR P V 03MKLIBO 1 NDF                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |    1000000 | OU      | $2065.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFPEW1 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFPEW1 IRS PLN P F  5.55500 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     890000 | OU      | $-884.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1938000 | PA      | $41734.16     | 0.11%             | 2023-04-19      | Fixed         | 15.97%                | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $138.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                         | Romanian Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     405000 | PA      | $270899.96    | 0.71%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV56Z3D9 IRS CLP R F  6.40000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56Z3D9 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   38900000 | OU      | $3249.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED PEN / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $-22.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD UYU                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1349.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury          | United States Treasury Bill                                                                                                         | CUSIP: 912796ZU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1200000 | PA      | $1198144.25   | 3.13%             | 2023-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1367900000 | PA      | $210142.47    | 0.55%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-21119.85    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIB2M5A0 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIB2M5A0 IRS COP P F 10.17000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  131000000 | OU      | $88.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  529000000 | PA      | $36154.80     | 0.09%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED BRL / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |          1 | NC      | $1217.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBF87A5 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBF87A5 IRS CLP P F  5.58000 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   96000000 | OU      | $1287.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV50P1Y3 IRS COP R V 03MCPIBR 1 CCPNDF / Short: BEV50P1Y3 IRS COP P F  6.25000 2 CCPNDF                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  651600000 | OU      | $13284.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Jordan               | Jordan Government International Bond                                                                                                | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $180661.40    | 0.47%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFCLK8 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFCLK8 IRS PLN P F  6.01900 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1010000 | OU      | $-5522.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | JP        |          1 | NC      | $-11720.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED CLP / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $6038.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBKMDQ6 IRS MYR R F  3.74100 2 NDF / Short: BMIBKMDQ6 IRS MYR P V 03MKLIBO 1 NDF                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |    1000000 | OU      | $2119.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES        | Italy Buoni Poliennali Del Tesoro                                                                                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    2100000 | PA      | $2030847.46   | 5.30%             | 2026-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank         | PURCHASED THB / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $2396.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                      | Fannie Mae Pool                                                                                                                     | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110472 | PA      | $111744.84    | 0.29%             | 2035-08-01      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJV0E9 IRS KRW R F  3.40000 2 CCPNDF / Short: SMIBJV0E9 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  435000000 | OU      | $1713.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBF8731 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BMIBF8731 IRS CLP P F  5.68500 2 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   52000000 | OU      | $402.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | Long: BMIBKMEG7 IRS MYR R F  3.71500 2 NDF / Short: BMIBKMEG7 IRS MYR P V 03MKLIBO 1 NDF                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    1000000 | OU      | $1836.61      | 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      | $-81.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED SEK / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | SE        |          1 | NC      | $-21742.16    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV50CZK5 IRS COP R V 03MCOOVI 1 CCPNDF / Short: BEV50CZK5 IRS COP P F  6.08750 2 CCPNDF                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  636900000 | OU      | $13516.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED AUD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $5805.53      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED KRW / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |          1 | NC      | $9008.83      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFAEC8 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BMIBFAEC8 IRS JPY P F   .13645 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  131000000 | OU      | $473.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV5AEL66 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BEV5AEL66 IRS PLN P F  6.98500 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     800000 | OU      | $-22342.62    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV51GE02 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV51GE02 IRS EUR P F  2.08000 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     280000 | OU      | $37459.27     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBD6FH7 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIBD6FH7 IRS COP P F 11.54000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  350000000 | OU      | $-5415.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD COP                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-21531.45    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SEV56EAS5 IRS CLP R F  6.20000 2 CCPNDFCAMARAPROMEDIO / Short: SEV56EAS5 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   66000000 | OU      | $4169.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: SMIBEJ7V6 IRS BRL R F 14.25000 2 CCPNDFPREDISWAP / Short: SMIBEJ7V6 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5380000 | OU      | $7417.94      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV51GE44 IRS EUR R F  2.17700 2 CCPINFLATIONZERO / Short: SEV51GE44 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     280000 | OU      | $-49084.72    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED CAD / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $1444.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BEV4RTJY0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4RTJY0 CDS USD P V 03MEVENT 1 SOVEREIGN                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     300000 | OU      | $1858.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BEV4YZPN5 IRS COP R V 03MCOOVI 1 CCPNDFOIS / Short: BEV4YZPN5 IRS COP P F  6.13500 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  310000000 | OU      | $6503.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC         | BMIB6GJZ9 EATON VANCE                                                                                                               | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | US        |   -1000000 | NC      | $-3480.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-711.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGEE62 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBGEE62 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  609000000 | OU      | $2503.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | Long: BMIBAJM84 CYS PLN R V 03MWIBOR WIBO3+0BPS / Short: BMIBAJM84 CYS EUR P V 03MEURIB EUR003M+0BPS                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |          1 | NC      | $22366.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBJSMG7 IRS NZD R F  5.17250 2 CCPVANILLA / Short: SMIBJSMG7 IRS NZD P V 03MNZDBB 1 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1850000 | OU      | $3042.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE           | Ukraine Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1057000 | PA      | $23547.03     | 0.06%             | 2023-05-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| AUST CAPITAL TERRITORY          | Australian Capital Territory                                                                                                        | CUSIP: 000000000<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | NUSS              | AU        |    2350000 | PA      | $1574804.33   | 4.11%             | 2025-05-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.   | PURCHASED EUR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-796.03      | -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      | $4712.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | Long: BMIBFX2E7 TRS COP R F   .00000 NO INDEX+0BPS COLUMBIA TRS / Short: BMIBFX2E7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | CO        | 1056780000 | OU      | $4324.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                      | Fannie Mae Pool                                                                                                                     | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     989641 | PA      | $994288.13    | 2.60%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |          1 | NC      | $821.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | Long: BMIBGNHC6 TRS COP R F   .00000 NO INDEX+0BP COLUMBIA TRS / Short: BMIBGNHC6 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  604000000 | OU      | $2330.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SEV51GDX1 IRS USD R F  2.67000 2 CCPINFLATIONZERO / Short: SEV51GDX1 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     450000 | OU      | $-6287.39     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIBK0617 IRS KRW R F  3.38750 2 CCPNDF / Short: SMIBK0617 IRS KRW P V 03MKSDA 1 CCPNDF                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  347000000 | OU      | $874.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland               | EURO-BUXL 30Y BND MAR23                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $20307.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange     | Long: BMIBBKJT8 IRS COP R V 03MCPIBR 1 CCPNDFOIS / Short: BMIBBKJT8 IRS COP P F 12.10000 2 CCPNDFOIS                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  511000000 | OU      | $-10294.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED USD / SOLD SGD                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-24273.80    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.  | PURCHASED USD / SOLD PEN                                                                                                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $3896.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $253.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD UYU                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2209.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.            | PURCHASED USD / SOLD NZD                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $235.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD COP                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-6125.99     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SMIB2FNC1 IRS CAD R F  3.45100 2 CCPVANILLA / Short: SMIB2FNC1 IRS CAD P V 03MCDOR 1 CCPVANILLA                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2280000 | OU      | $2493.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC               | PURCHASED MYR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $940.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   40800000 | PA      | $749009.24    | 1.96%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| UBS AG                          | PURCHASED USD / SOLD JPY                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-7718.33     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RIKISBREF                       | Iceland Rikisbref                                                                                                                   | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   34246575 | PA      | $239451.60    | 0.63%             | 2023-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUMMY BROKER                    | Long: BMIBAJM8S CYS EUR R F   .00000 / Short: BMIBAJM8S CYS PLN P F   .00000                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DE        |          1 | NC      | $-22244.69    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD EUR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-21847.86    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                  | PURCHASED JPY / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |          1 | NC      | $72669.38     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBFPFA8 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBFPFA8 IRS PLN P F  5.53000 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     510000 | OU      | $-1470.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT             | Honduras Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     316667 | PA      | $316202.24    | 0.83%             | 2024-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                | Mexican Udibonos                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   28900298 | PA      | $1516796.44   | 3.96%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA              | Peru Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2185000 | PA      | $497530.89    | 1.30%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD BRL                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-753.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV4XUQ48 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4XUQ48 IRS USD P F  2.62450 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     400000 | OU      | $-708.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED IDR / SOLD USD                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $4627.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBK5QY2 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BMIBK5QY2 IRS USD P F  2.44000 2 CCPINFLATIONZERO                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     150000 | OU      | $-309.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1409600000 | PA      | $224426.83    | 0.59%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA            | Colombian TES                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  645000000 | PA      | $107244.43    | 0.28%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD PEN                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-1653.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BEV59HU20 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BEV59HU20 IRS JPY P F   .42520 2 CCPOIS                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   80000000 | OU      | $21873.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD COP                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-6952.70     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA             | PURCHASED USD / SOLD IDR                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-33353.35    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: BMIBM6ZS1 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BMIBM6ZS1 IRS PLN P F  5.31580 2 CCPVANILLA                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     750000 | OU      | $559.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** International Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer