# EDGAR Filing Document

**Accession Number:** 0001394396
**File Stem:** 0001410368-25-042689
**Filing Date:** 2025-12
**Character Count:** 121865
**Document Hash:** fecd1af1de55eebae0fd028c7c2ac1c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042689.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-042689

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22049
- **FILM NUMBER:** 251604104

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $40481765.73

**Total Liabilities:** $627698.53

**Net Assets:** $39854067.20

**Cash Not Reported:** $850367.62

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -68.64000000 | **1-Year:** -105.45000000 | **5-Year:** -161.91000000 | **10-Year:** -233.49000000 | **30-Year:** -1.66000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049878 | 1.49%                | 1.12%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $147110.04               | $72861.93                                  |
| Month 2  | $-42935.60               | $185345.84                                 |
| Month 3  | $-14897.82               | $-150484.67                                |

**Designated Index Information**

- **Index Name:** JPM EMLI Plus

- **Index Identifier:** ELMIPLUS

### Schedule of Portfolio Investments

| Name                             | Title                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CANADA T-BILL                    | Canadian Treasury Bill                                                                                | CUSIP: 1350Z7DK7<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | STIV             | NUSS              | CA        |    1100000 | PA      | $782685.82    | 1.96%             | 2025-12-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD HKD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $3281.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED HKD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |          1 | NC      | $-422.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED HKD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HK        |          1 | NC      | $-298.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                 | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   11850000 | PA      | $198960.12    | 0.50%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED USD / SOLD HKD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $141.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD KWD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $4398.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $4735.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-6562.33     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $16038.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-14586.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-3136.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED HKD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HK        |          1 | NC      | $-5544.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED EUR / SOLD RON                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-4403.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED RON / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |          1 | NC      | $2285.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD PHP                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2474.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED KWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KW        |          1 | NC      | $686.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED CRC / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CR        |          1 | NC      | $6723.34      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD BRL                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-37814.46    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD BRL                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-32015.47    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED CRC / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CR        |          1 | NC      | $1694.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED UZS / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |          1 | NC      | $135489.16    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED PKR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PK        |          1 | NC      | $4401.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED GEL / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | GE        |          1 | NC      | $663.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |          1 | NC      | $5467.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD BRL                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-13348.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED VND / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |          1 | NC      | $436.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED BRL / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |          1 | NC      | $8580.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |          1 | NC      | $-166.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |          1 | NC      | $-180.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED NZD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |          1 | NC      | $-9957.20     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $-115.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |          1 | NC      | $2716.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED SEK / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |          1 | NC      | $-4972.09     | -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      | $2625.04      | 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      | $1556.82      | 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      | $-16308.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $2294.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $-1503.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED SGD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |          1 | NC      | $-16475.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $-847.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                           | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |          1 | NC      | $-798.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CN        |          1 | NC      | $-1231.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $-3882.20     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED CNH / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $-1213.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED SEK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |          1 | NC      | $296.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED ILS / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |          1 | NC      | $10855.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED KRW / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |          1 | NC      | $-17405.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD IDR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $4505.01      | 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      | $1903.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $805.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.    | PURCHASED CHF / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-12172.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD GBP                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $8744.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED EUR / SOLD NOK                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-447.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED GBP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $-8744.62     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $292.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED USD / SOLD NZD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $941.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-666.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $1748.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED MXN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |          1 | NC      | $2347.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-1368.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EUR / SOLD ISK                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $233.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED COP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CO        |          1 | NC      | $8409.25      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-14168.84    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |          1 | NC      | $7189.95      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $30628.25     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PEN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |          1 | NC      | $3515.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-369.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |          1 | NC      | $-16423.91    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |          1 | NC      | $-3942.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | IN        |          1 | NC      | $-438.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-2894.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-2204.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED INR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |          1 | NC      | $-251.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED JPY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $-25304.55    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED IDR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |          1 | NC      | $-7716.88     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $3041.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $1552.94      | 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      | $-1552.94     | -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      | $-45875.82    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $574.83       | 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      | $12620.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $28288.82     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED ZAR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |          1 | NC      | $2354.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED ZAR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |          1 | NC      | $271.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED ISK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |          1 | NC      | $-255.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |          1 | NC      | $47308.28     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED ZMW / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |          1 | NC      | $15592.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED KES / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |          1 | NC      | $2142.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EUR / SOLD ISK                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $677.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EUR / SOLD ISK                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $940.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-1309.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-1160.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-1310.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-1127.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-102.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $4554.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |          1 | NC      | $-1070.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-2412.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED PHP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |          1 | NC      | $-1038.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD KRW                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $1607.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-112.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-102.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-322.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED USD / SOLD SEK                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $728.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED EUR / SOLD SEK                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |          1 | NC      | $-734.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED NOK / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $274.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                   | PURCHASED USD / SOLD AUD                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $335.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $5758.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED TWD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |          1 | NC      | $-988.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $8814.24      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-107.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-80.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-40.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-28.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-73.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-24.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED USD / SOLD INR                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-28.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED USD / SOLD AUD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $4083.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                | PURCHASED SEK / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $-1154.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED SEK / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $-1167.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED AMD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | AM        |          1 | NC      | $493.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED VND / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |          1 | NC      | $194.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $1173.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |          1 | NC      | $719.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |          1 | NC      | $1586.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $880.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $954.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $781.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $82.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $493.13       | 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      | $-191.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $75.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KZ        |          1 | NC      | $330.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $132.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | EG        |          1 | NC      | $1302.66      | 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      | $4739.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED EUR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |          1 | NC      | $-2783.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $41.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED VND / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |          1 | NC      | $43.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $1154.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $36.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $457.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED CLP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |          1 | NC      | $843.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $148.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $278.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $622.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $240.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $350.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $164.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD TRY                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-4855.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED TRY / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |          1 | NC      | $5319.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $324.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $498.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $856.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $571.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $627.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $553.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $605.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $617.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED NGN / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |          1 | NC      | $492.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |          1 | NC      | $211.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $717.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | PURCHASED EGP / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $1942.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $673.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $106.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $86.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $61.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $56.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $244.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $73.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $25.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $279.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $4.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED VND / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |          1 | NC      | $50.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $367.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.   | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |          1 | NC      | $-0.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $19.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $457.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $10.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $485.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $465.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $73.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA              | PURCHASED USD / SOLD TWD                                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $47.35        | 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      | $3.00         | 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      | $75.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $63.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB              | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |          1 | NC      | $83.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC           | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |          1 | NC      | $340.44       | 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      | $-10.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |          1 | NC      | $424.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED MNT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |          1 | NC      | $115.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED MNT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |          1 | NC      | $106.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $-52.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB              | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |          1 | NC      | $-26.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.    | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |          1 | NC      | $-44.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.    | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |          1 | NC      | $31.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.    | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |          1 | NC      | $57.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $196.16       | 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      | $4.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $175.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED KZT / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $445.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED THB / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $1475.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB              | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 254900BN8XS34XZDJ223 | N/A              | DFE              |  | MY        |          1 | NC      | $40.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | PURCHASED AUD / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |          1 | NC      | $-224.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                 | PURCHASED USD / SOLD CNH                                                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1109.72      | 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      | $10.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB              | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | MY        |          1 | NC      | $40.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $6.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED THB / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TH        |          1 | NC      | $1475.84      | 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      | $4.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                   | PURCHASED USD / SOLD CHF                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $552.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $2.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                   | PURCHASED USD / SOLD ILS                                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $190.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC          | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MY        |          1 | NC      | $6.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | PURCHASED USD / SOLD EUR                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $860.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole CIB              | PURCHASED USD / SOLD PLN                                                                              | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |          1 | NC      | $675.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC          | PURCHASED MYR / SOLD USD                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | MY        |          1 | NC      | $2.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $1448.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | PURCHASED USD / SOLD UGX                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $364.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                       | Fannie Mae Pool                                                                                       | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61226 | PA      | $60265.17     | 0.15%             | 2035-08-01      | Floating      | 5.11%                 | 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        |     815625 | NS      | $815625.26    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                                | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 3553000000 | PA      | $475648.62    | 1.19%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                                | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 4462000000 | PA      | $594955.72    | 1.49%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                   | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    2000000 | PA      | $1997856.66   | 5.01%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                   | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    5500000 | PA      | $5489916.30   | 13.78%            | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                   | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3500000 | PA      | $3485691.06   | 8.75%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                   | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4000000 | PA      | $3980683.76   | 9.99%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury           | U.S. Treasury Bills                                                                                   | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3500000 | PA      | $3475761.03   | 8.72%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA           | Long: BMIDJJRY9 CYS PLN R V 03MWIBOR WIBO3+63BPS / Short: BMIDJJRY9 CYS EUR P V 03MEURIB EUR003M+0BPS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    8421053 | NC      | $10158.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA               | Long: BMIDJYNA2 CYS PLN R V 03MWIBOR WIBO3+59BPS / Short: BMIDJYNA2 CYS EUR P V 03MEURIB EUR003+0BPS  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PL        |    4411843 | NC      | $4291.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sweden Government Bonds          | Sweden Government Bonds                                                                               | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    8225000 | PA      | $857782.16    | 2.15%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                   | Czech Republic Government Bond                                                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   11800000 | PA      | $551305.75    | 1.38%             | 2026-06-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS            | Serbia Treasury Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   66000000 | PA      | $648999.46    | 1.63%             | 2026-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF UKRAINE            | Ukraine Government Bond                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   33000000 | PA      | $636411.05    | 1.60%             | 2027-05-26      | Fixed         | 9.79%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS            | Serbia Treasury Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   14180000 | PA      | $137258.55    | 0.34%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA T-BOND                   | Georgia Treasury Bond                                                                                 | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |    1780000 | PA      | $659815.77    | 1.66%             | 2026-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3970000 | PA      | $61118.11     | 0.15%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   11950000 | PA      | $183330.08    | 0.46%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC               | Dominican Republic International Bond                                                                 | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   25400000 | PA      | $476523.83    | 1.20%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL           | Brazil Letras do Tesouro Nacional                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    7000000 | PA      | $1271909.92   | 3.19%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                 | Dominican Republic Central Bank Notes                                                                 | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     900000 | PA      | $13693.10     | 0.03%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL           | Brazil Letras do Tesouro Nacional                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4600000 | PA      | $783585.96    | 1.97%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                        | Iceland Rikisbref                                                                                     | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |  180000000 | PA      | $1423389.78   | 3.57%             | 2026-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS            | Serbia Treasury Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   19670000 | PA      | $216512.16    | 0.54%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND          | Turkiye Government Bond                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   52123000 | PA      | $1267317.44   | 3.18%             | 2026-08-19      | Floating      | 42.55%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND            | Egypt Government Bond                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   38565000 | PA      | $830363.14    | 2.08%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     225000 | PA      | $4650.24      | 0.01%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    2050000 | PA      | $41535.44     | 0.10%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND              | Sri Lanka Government Bonds                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |  259000000 | PA      | $891526.58    | 2.24%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   30107000 | PA      | $20277.55     | 0.05%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL            | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    1009000 | PA      | $25288.67     | 0.06%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  632381000 | PA      | $421147.89    | 1.06%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  138826000 | PA      | $93138.27     | 0.23%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    1350000 | PA      | $25922.48     | 0.07%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    1000000 | PA      | $18666.15     | 0.05%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL            | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    4000000 | PA      | $99636.33     | 0.25%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL            | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     462000 | PA      | $11450.50     | 0.03%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL            | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    1009000 | PA      | $24651.66     | 0.06%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL            | Uruguay Monetary Regulation Bill                                                                      | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |   31219000 | PA      | $775281.94    | 1.95%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UGANDA T-BILL                    | Republic of Uganda Treasury Bills                                                                     | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | STIV             | NUSS              | UG        | 3850000000 | PA      | $1082903.83   | 2.72%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  375000000 | PA      | $243022.99    | 0.61%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    4750000 | PA      | $85752.36     | 0.22%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   66850000 | PA      | $44143.13     | 0.11%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND           | Republic of Uganda Government Bonds                                                                   | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  970000000 | PA      | $280505.65    | 0.70%             | 2026-07-09      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UGANDA T-BILL                    | Republic of Uganda Treasury Bills                                                                     | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | STIV             | NUSS              | UG        |  535000000 | PA      | $150823.77    | 0.38%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                    | Jscb Agrobank                                                                                         | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 2500000000 | PA      | $208133.38    | 0.52%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM            | Kazakhstan Treasury Bill - MEKKAM                                                                     | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |  136299800 | PA      | $235117.61    | 0.59%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  557000000 | PA      | $362348.50    | 0.91%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  207138000 | PA      | $128649.34    | 0.32%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  230621000 | PA      | $146266.74    | 0.37%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                    | Absa Bank Ltd                                                                                         | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |    8775000 | PA      | $165974.18    | 0.42%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                    | Absa Bank Ltd                                                                                         | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   10825000 | PA      | $185135.07    | 0.46%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria  | Nigeria OMO Bill                                                                                      | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  244397000 | PA      | $150097.08    | 0.38%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL              | Egypt Treasury Bills                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |   11200000 | PA      | $190858.20    | 0.48%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                | EURO-BOBL FUTURE DEC25                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $-610.90      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND           | Republic of Poland Government Bond                                                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1733000 | PA      | $463496.95    | 1.16%             | 2026-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN T-BILL                 | Norway Treasury Bill                                                                                  | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | STIV             | NUSS              | NO        |    4405000 | PA      | $432861.43    | 1.09%             | 2025-12-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMID0PTL1 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    1100000 | OU      | $3644.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMID0VS88 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     600000 | OU      | $1987.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMID18J62 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     510000 | OU      | $1698.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIF6CSE6 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -22000 | OU      | $-5609.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIF5XQR4 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -28000 | OU      | $-7115.61     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIF7XQM3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -200000 | OU      | $-60.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIF7RHH7 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     200000 | OU      | $442.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd. | BMIF84RW3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -100000 | OU      | $-33.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIF7RHL8 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -50000 | OU      | $-16.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd. | BMIF8DBZ3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     500000 | OU      | $1106.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                 | BMIF93LZ3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     300000 | OU      | $708.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIF93KW1 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      50000 | OU      | $118.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                   | BMIFA84P1 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |    -200000 | OU      | $-128.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIFA1NW0 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     100000 | OU      | $126.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIFA1P73 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -100000 | OU      | $-187.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIFA1NZ3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -100000 | OU      | $-20.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIFAELS3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -150000 | OU      | $-108.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIFAG382 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -100000 | OU      | $-201.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIFAG366 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -100000 | OU      | $-22.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International      | BMIFAG358 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     100000 | OU      | $134.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC         | BMIFANGZ3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -300000 | OU      | $-615.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC         | BMIFANGV2 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |    -300000 | OU      | $-69.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC         | BMIFANGR1 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | US        |     300000 | OU      | $408.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIFANX01 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     100000 | OU      | $136.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIFANX84 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -100000 | OU      | $-23.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC          | BMIFANXD3 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -100000 | OU      | $-205.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | BMIFCHAD9 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     100000 | OU      | $146.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | BMIFCHAF4 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -100000 | OU      | $-37.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                      | BMIFCHAH0 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -100000 | OU      | $-240.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIFD1077 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      10000 | OU      | $15.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIFD1085 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -10000 | OU      | $-3.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank          | BMIFD10B8 EATON VANCE                                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     -10000 | OU      | $-26.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY             | Paraguay Government International Bond                                                                | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 2046000000 | PA      | $273902.92    | 0.69%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** International Income Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer