EatonVance > International Income Portfolio
International Income Portfolio
$37.82M
Avg Monthly Net Assets
$37.59M
Total Assets
$4.45M
Total Liabilities
$33.13M
Net Assets
International Income Portfolio is a Master-Feeder Fund in International Income Portfolio
from EatonVance,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $37.82M.
On September 27th, 2024 it reported 430 holdings, the largest
being UMBS, TBA (8.2%), Morgan Stanley & Co. LLC (6.4%) and United States Treasury (6.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| International Income Portfolio | C000049878 |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| BMID0PTL1 EATON VANCE (JPMorgan Securities PLC) | Derivative-foreign exchange | US | $6K | – | 0.02 | |
| BMID0VS88 EATON VANCE (JPMorgan Securities PLC) | Derivative-foreign exchange | US | $3K | – | 0.01 | |
| BMID18J62 EATON VANCE (JPMorgan Securities PLC) | Derivative-foreign exchange | US | $3K | – | 0.01 | |
| BMID2H467 EATON VANCE (Citibank NA) | Derivative-interest rate | US | $-0.71 | – | -0.00 | |
| Bundesrepublik Deutschland Bundesanleihe | Long | Debt | DE | $2M | – | 4.72 |
| China Government Bond | Long | Debt | CN | $433K | – | 1.31 |
| China Government Bond | Long | Debt | CN | $390K | – | 1.18 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $375K | – | 1.13 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $162K | – | 0.49 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $137K | – | 0.41 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $127K | – | 0.38 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $81K | – | 0.24 |
| Czech Republic Government Bond | Long | Debt | CZ | $1M | – | 3.45 |
| Czech Republic Government Bond | Long | Debt | CZ | $554K | – | 1.67 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $145K | – | 0.44 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $107K | – | 0.32 |
| Dominican Republic Central Bank Notes (DOM REP CB NOTES) | Long | Debt | DO | $14K | – | 0.04 |
| Dominican Republic International Bond | Long | Debt | DO | $751K | – | 2.27 |
| Dominican Republic International Bond | Long | Debt | DO | $505K | – | 1.52 |
| Dominican Republic International Bond | Long | Debt | DO | $317K | – | 0.96 |
| Dominican Republic International Bond | Long | Debt | DO | $179K | – | 0.54 |
| Dominican Republic International Bond | Long | Debt | DO | $159K | – | 0.48 |
| Dominican Republic International Bond | Long | Debt | DO | $142K | – | 0.43 |
| Dominican Republic International Bond | Long | Debt | DO | $62K | – | 0.19 |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.01 | |
| EURO-BTP FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-31K | – | -0.09 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $17K | – | 0.05 | |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $883K | – | 2.66 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.24 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 5.56 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 3.11 |
| Hellenic Republic Government Bond | Long | Debt | GR | $30K | – | 0.09 |
| Hungary Government Bond | Long | Debt | HU | $70K | – | 0.21 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $1M | – | 3.73 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $1M | – | 3.16 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $116K | – | 0.35 |
| Iceland Rikisbref (RIKISBREF) | Long | Debt | IS | $26K | – | 0.08 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $2M | – | 5.23 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $633K | – | 1.91 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $91K | – | 0.27 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $64K | – | 0.19 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $33K | – | 0.10 |
| Itau BBA International PLC | Long | Structured note | GB | $277K | – | 0.83 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $1K | – | 0.00 | |
| Korea Treasury Bond | Long | Debt | KR | $534K | – | 1.61 |
| Long: BEV4XUPL1 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPL1 IRS EUR P F 2.20000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $31K | – | 0.09 | |
| Long: BEV4XUPP2 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPP2 IRS EUR P F 2.20000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $31K | – | 0.09 | |
| Long: BEV4XUPT4 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV4XUPT4 IRS EUR P F 2.20083 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $20K | – | 0.06 | |
| Long: BEV4XUPY3 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4XUPY3 IRS USD P F 2.62250 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $17K | – | 0.05 | |
| Long: BEV4XUQ48 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV4XUQ48 IRS USD P F 2.62450 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $8K | – | 0.03 | |
| Long: BEV51GDU7 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BEV51GDU7 IRS USD P F 2.53700 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $15K | – | 0.04 | |
| Long: BEV51GE02 IRS EUR R V 12MCPTFE 1 CCPINFLATIONZERO / Short: BEV51GE02 IRS EUR P F 2.08000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $31K | – | 0.09 | |
| Long: BEV59HU20 IRS JPY R V 12MTONAR 1 CCPOIS / Short: BEV59HU20 IRS JPY P F .42520 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $6K | – | 0.02 | |
| Long: BMIBM8816 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BMIBM8816 IRS JPY P F .89875 2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $132.05 | – | 0.00 | |
| Long: BMIBRYAW3 IRS USD R V 12MUSCPI 1 CCPINFLATIONZERO / Short: BMIBRYAW3 IRS USD P F 2.40000 2 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: BMIC9TBB7 IRS JPY R V 00MTONAR BMIC9TBD3 CCPOIS / Short: BMIC9TBB7 IRS JPY P F .80520 BMIC9TBC5 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $82.19 | – | 0.00 | |
| Long: BMIC9TBJ0 IRS JPY R V 00MTONAR BMIC9TBL5 CCPOIS / Short: BMIC9TBJ0 IRS JPY P F .79910 BMIC9TBK7 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $85.77 | – | 0.00 | |
| Long: BMIC9TBM3 IRS JPY R V 00MTONAR BMIC9TBP6 CCPOIS / Short: BMIC9TBM3 IRS JPY P F .80010 BMIC9TBN1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $85.18 | – | 0.00 | |
| Long: BMIC9VK06 IRS JPY R V 00MTONAR BMIC9VK22 CCPOIS / Short: BMIC9VK06 IRS JPY P F .81770 BMIC9VK14 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $7K | – | 0.02 | |
| Long: BMIC9VK30 IRS JPY R V 00MTONAR BMIC9VK55 CCPOIS / Short: BMIC9VK30 IRS JPY P F .40970 BMIC9VK48 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: BMICVDXH0 IRS TWD R V 03MCPTW BMICVDXK3 CCPNDF / Short: BMICVDXH0 IRS TWD P F 1.25500 BMICVDXJ6 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $5K | – | 0.02 | |
| Long: BMICVE0E1 IRS TWD R V 03MCPTW BMICVE0G6 CCPNDF / Short: BMICVE0E1 IRS TWD P F 1.27000 BMICVE0F8 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $7K | – | 0.02 | |
| Long: BMICVE2L3 IRS TWD R V 03MCPTW BMICVE2N9 CCPNDF / Short: BMICVE2L3 IRS TWD P F 1.32000 BMICVE2M1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $6K | – | 0.02 | |
| Long: BMICVJ240 IRS TWD R V 03MCPTW BMICVJ265 CCPNDF / Short: BMICVJ240 IRS TWD P F 1.37500 BMICVJ257 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $6K | – | 0.02 | |
| Long: BMICVJ406 IRS TWD R V 03MCPTW BMICVJ422 CCPNDF / Short: BMICVJ406 IRS TWD P F 1.37000 BMICVJ414 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $6K | – | 0.02 | |
| Long: BMICVQYE7 IRS TWD R V 03MCPTW BMICVQYG2 CCPNDF / Short: BMICVQYE7 IRS TWD P F 1.36000 BMICVQYF4 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $19K | – | 0.06 | |
| Long: BMICVQZS5 IRS TWD R V 03MCPTW BMICVQZU0 CCPNDF / Short: BMICVQZS5 IRS TWD P F 1.35000 BMICVQZT3 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $5K | – | 0.01 | |
| Long: BMICVR4C2 IRS TWD R V 03MCPTW BMICVR4E8 CCPNDF / Short: BMICVR4C2 IRS TWD P F 1.33250 BMICVR4D0 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $15K | – | 0.04 | |
| Long: BMID6FY31 IRS CLP R V 00MCLICP BMID6FY56 CCPNDFCAMARAPROMEDIO / Short: BMID6FY31 IRS CLP P F 4.93500 BMID6FY49 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $8K | – | 0.02 | |
| Long: BMID6Q0T7 IRS CLP R V 00MCLICP BMID6Q0V2 CCPNDFCAMARAPROMEDIO / Short: BMID6Q0T7 IRS CLP P F 4.94000 BMID6Q0U4 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $5K | – | 0.02 | |
| Long: BMID6WX92 IRS MYR R V 03MKLIBO BMID6WXB7 NDF / Short: BMID6WX92 IRS MYR P F 3.60000 BMID6WXA9 NDF (Nomura Securities International, Inc.) | Derivative-interest rate | US | $-5K | – | -0.01 | |
| Long: BMID6X2J2 IRS MYR R V 03MKLIBO BMID6X2L7 NDF / Short: BMID6X2J2 IRS MYR P F 3.62000 BMID6X2K9 NDF (Standard Chartered Bank) | Derivative-interest rate | GB | $-3K | – | -0.01 | |
| Long: BMID6X2R4 IRS MYR R V 03MKLIBO BMID6X2T0 NDF / Short: BMID6X2R4 IRS MYR P F 3.62000 BMID6X2S2 NDF (Citibank NA) | Derivative-interest rate | US | $-5K | – | -0.02 | |
| Long: BMID72FB2 IRS MYR R V 03MKLIBO BMID72FD8 NDF / Short: BMID72FB2 IRS MYR P F 3.63000 BMID72FC0 NDF (JPMorgan Chase Bank NA) | Derivative-interest rate | GB | $-3K | – | -0.01 | |
| Long: BMID72FX4 IRS MYR R V 03MKLIBO BMID72FZ9 NDF / Short: BMID72FX4 IRS MYR P F 3.63100 BMID72FY2 NDF (JPMorgan Chase Bank NA) | Derivative-interest rate | GB | $-3K | – | -0.01 | |
| Long: BMID73QF9 IRS CLP R V 00MCLICP BMID73QH5 CCPNDFCAMARAPROMEDIO / Short: BMID73QF9 IRS CLP P F 5.09000 BMID73QG7 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: BMID73TH2 IRS CLP R V 00MCLICP BMID73TK5 CCPNDFCAMARAPROMEDIO / Short: BMID73TH2 IRS CLP P F 5.07000 BMID73TJ8 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: BMID77AP5 IRS TWD R V 03MCPTW BMID77AR1 CCPNDF / Short: BMID77AP5 IRS TWD P F 1.63650 BMID77AQ3 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $5K | – | 0.02 | |
| Long: BMID79NJ1 IRS CLP R V 00MCLICP BMID79NL6 CCPNDFCAMARAPROMEDIO / Short: BMID79NJ1 IRS CLP P F 5.05500 BMID79NK8 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Long: BMID7SBQ6 IRS CLP R V 00MCLICP BMID7SBS2 CCPNDFCAMARAPROMEDIO / Short: BMID7SBQ6 IRS CLP P F 5.12000 BMID7SBR4 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Long: BMID81HX3 IRS CLP R V 00MCLICP BMID81HZ8 CCPNDFCAMARAPROMEDIO / Short: BMID81HX3 IRS CLP P F 5.08000 BMID81HY1 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: BMID9YAF6 IRS JPY R V 12MTONAR BMID9YAH2 CCPOIS / Short: BMID9YAF6 IRS JPY P F .90887 BMID9YAG4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: BMID9YAJ8 IRS JPY R V 12MTONAR BMID9YAL3 CCPOIS / Short: BMID9YAJ8 IRS JPY P F 1.55395 BMID9YAK5 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: BMID9YAQ2 IRS JPY R V 12MTONAR BMID9YAS8 CCPOIS / Short: BMID9YAQ2 IRS JPY P F .56575 BMID9YAR0 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: BMIDBP2U8 IRS TWD R V 03MCPTW BMIDBP2W4 CCPNDF / Short: BMIDBP2U8 IRS TWD P F 1.95400 BMIDBP2V6 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Long: BMIDGDV53 IRS MYR R F 3.68800 BMIDGDV61 NDF / Short: BMIDGDV53 IRS MYR P V 03MKLIBO BMIDGDV79 NDF (Standard Chartered Bank) | Derivative-interest rate | GB | $2K | – | 0.01 | |
| Long: BMIDGDV87 IRS MYR R F 3.68000 BMIDGDV95 NDF / Short: BMIDGDV87 IRS MYR P V 03MKLIBO BMIDGDVA2 NDF (Goldman Sachs International) | Derivative-interest rate | GB | $4K | – | 0.01 | |
| Long: BMIDGDW45 IRS MYR R F 3.68200 BMIDGDW52 NDF / Short: BMIDGDW45 IRS MYR P V 03MKLIBO BMIDGDW60 NDF (JPMorgan Securities PLC) | Derivative-interest rate | GB | $3K | – | 0.01 | |
| Long: BMIDHRAA3 IRS JPY R V 12MTONAR BMIDHRAC9 CCPOIS / Short: BMIDHRAA3 IRS JPY P F 1.04500 BMIDHRAB1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| Long: BMIDJ6NP0 CYS COP R V 00MCPIBR COOIS+134BPS / Short: BMIDJ6NP0 CYS USD P V 00MSOFR USDTRSSHELL+0BPS (Goldman Sachs International) | Derivative-foreign exchange | CO | $62.97 | – | 0.00 | |
| Long: BMIDJJRY9 CYS PLN R V 03MWIBOR WIBO3+63BPS / Short: BMIDJJRY9 CYS EUR P V 03MEURIB EUR003M+0BPS (JPMorgan Chase Bank NA) | Derivative-foreign exchange | PL | $-984.7 | – | -0.00 | |
| Long: BMIDJYNA2 CYS PLN R V 03MWIBOR WIBO3+59BPS / Short: BMIDJYNA2 CYS EUR P V 03MEURIB EUR003+0BPS (Bank of America NA) | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| Long: BMIDKZZR7 TRS PEN R F 5.35000 ACI1H2BH1 BOND TRS / Short: BMIDKZZR7 TRS USD P V 00MSOFR SOFRRATE+100BPS (Barclays Bank PLC) | Derivative-interest rate | PE | $1K | – | 0.00 | |
| Long: BMIDLMMX6 CYS COP R V 00MCPIBR COOIS+126BPS / Short: BMIDLMMX6 CYS USD P V 00MSOFR USDTRSSHELL+0BPS (BNP Paribas SA) | Derivative-foreign exchange | CO | $-20K | – | -0.06 | |
| Long: BMIDR5JC7 IRS TWD R V 03MCPTW BMIDR5JE3 CCPNDF / Short: BMIDR5JC7 IRS TWD P F 1.90250 BMIDR5JD5 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.01 | |
| Long: BMIDR5JU7 IRS TWD R V 03MCPTW BMIDR5JW3 CCPNDF / Short: BMIDR5JU7 IRS TWD P F 1.89500 BMIDR5JV5 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $-3K | – | -0.01 | |
| Long: SEV4XUPG2 IRS USD R F 2.75000 2 CCPINFLATIONZERO / Short: SEV4XUPG2 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-36K | – | -0.11 | |
| Long: SEV4XUQD8 IRS EUR R F 2.29150 2 CCPINFLATIONZERO / Short: SEV4XUQD8 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-22K | – | -0.07 | |
| Long: SEV4XUQG1 IRS EUR R F 2.29150 2 CCPINFLATIONZERO / Short: SEV4XUQG1 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-33K | – | -0.10 | |
| Long: SEV4XUQK2 IRS EUR R F 2.29000 2 CCPINFLATIONZERO / Short: SEV4XUQK2 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-33K | – | -0.10 | |
| Long: SEV51GDX1 IRS USD R F 2.67000 2 CCPINFLATIONZERO / Short: SEV51GDX1 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-13K | – | -0.04 | |
| Long: SEV51GE44 IRS EUR R F 2.17700 2 CCPINFLATIONZERO / Short: SEV51GE44 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $-37K | – | -0.11 | |
| Long: SMIBCSGK2 IRS USD R F 3.06000 2 CCPVANILLA / Short: SMIBCSGK2 IRS USD P V 12MSOFR 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $-40K | – | -0.12 | |
| Long: SMIBRYAT0 IRS EUR R F 2.63800 2 CCPINFLATIONZERO / Short: SMIBRYAT0 IRS EUR P V 12MCPTFE 1 CCPINFLATIONZERO (LCH Ltd.) | Derivative-interest rate | US | $9K | – | 0.03 | |
| Long: SMIC17DS4 IRS GBP R F 4.19930 2 CCPOIS / Short: SMIC17DS4 IRS GBP P V 00MSONIA 1 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $44K | – | 0.13 | |
| Long: SMIC2UXS0 IRS AUD R F 4.48120 2 CCPVANILLA / Short: SMIC2UXS0 IRS AUD P V 06MBBSW 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $87.33 | – | 0.00 | |
| Long: SMIC2XER7 IRS EUR R F 3.60080 2 CCPVANILLA / Short: SMIC2XER7 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $8K | – | 0.02 | |
| Long: SMICA0SP9 IRS EUR R F 3.19880 BMICA0SQ7 CCPVANILLA / Short: SMICA0SP9 IRS EUR P V 06MEURIB BMICA0SR5 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $51K | – | 0.15 | |
| Long: SMICA0SS3 IRS EUR R F 2.99880 BMICA0ST1 CCPVANILLA / Short: SMICA0SS3 IRS EUR P V 06MEURIB BMICA0SU8 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $41K | – | 0.12 | |
| Long: SMICA4J97 IRS USD R F 4.00800 BMICA4JA4 CCPOIS / Short: SMICA4J97 IRS USD P V 12MSOFR BMICA4JB2 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $9K | – | 0.03 | |
| Long: SMICA4JC0 IRS USD R F 4.00900 BMICA4JD8 CCPOIS / Short: SMICA4JC0 IRS USD P V 12MSOFR BMICA4JE6 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $11K | – | 0.03 | |
| Long: SMICB7SJ7 IRS EUR R F 2.95630 BMICB7SK4 CCPVANILLA / Short: SMICB7SJ7 IRS EUR P V 06MEURIB BMICB7SL2 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $29K | – | 0.09 | |
| Long: SMICB7SM0 IRS EUR R F 3.13530 BMICB7SN8 CCPVANILLA / Short: SMICB7SM0 IRS EUR P V 06MEURIB BMICB7SP3 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $37K | – | 0.11 | |
| Long: SMICBUL46 IRS CNY R F 2.28600 BMICBUL53 CCPNDF / Short: SMICBUL46 IRS CNY P V 00MCNRR BMICBUL61 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $12K | – | 0.04 | |
| Long: SMICBUL79 IRS CNY R F 2.28100 BMICBUL87 CCPNDF / Short: SMICBUL79 IRS CNY P V 00MCNRR BMICBUL95 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $12K | – | 0.04 | |
| Long: SMICBULA2 IRS CNY R F 2.28450 BMICBULB0 CCPNDF / Short: SMICBULA2 IRS CNY P V 00MCNRR BMICBULC8 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $24K | – | 0.07 | |
| Long: SMICBULD6 IRS CNY R F 2.29400 BMICBULE4 CCPNDF / Short: SMICBULD6 IRS CNY P V 00MCNRR BMICBULF1 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $7K | – | 0.02 | |
| Long: SMICHJG74 IRS CNY R F 2.43250 BMICHJG82 CCPNDF / Short: SMICHJG74 IRS CNY P V 00MCNRR BMICHJG90 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $16K | – | 0.05 | |
| Long: SMICJ6MR9 IRS GBP R F 4.39300 BMICJ6MS7 CCPOIS / Short: SMICJ6MR9 IRS GBP P V 12MSONIA BMICJ6MT5 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $6K | – | 0.02 | |
| Long: SMICJDT89 IRS GBP R F 4.59000 BMICJDT97 CCPOIS / Short: SMICJDT89 IRS GBP P V 12MSONIA BMICJDTA4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMICJJMS9 IRS GBP R F 4.56400 BMICJJMT7 CCPOIS / Short: SMICJJMS9 IRS GBP P V 12MSONIA BMICJJMU4 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMICPV6F1 IRS CZK R F 4.11500 BMICPV6G9 CCPVANILLA / Short: SMICPV6F1 IRS CZK P V 06MPRIBO BMICPV6H7 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $27K | – | 0.08 | |
| Long: SMICPV877 IRS CZK R F 4.15250 BMICPV885 CCPVANILLA / Short: SMICPV877 IRS CZK P V 06MPRIBO BMICPV893 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $25K | – | 0.07 | |
| Long: SMICSC553 IRS GBP R F 4.27270 BMICSC561 CCPOIS / Short: SMICSC553 IRS GBP P V 12MSONIA BMICSC579 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $13K | – | 0.04 | |
| Long: SMICSC5F1 IRS GBP R F 4.28270 BMICSC5G9 CCPOIS / Short: SMICSC5F1 IRS GBP P V 12MSONIA BMICSC5H7 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $13K | – | 0.04 | |
| Long: SMICSK5K2 IRS USD R F 3.80000 BMICSK5L0 CCPOIS / Short: SMICSK5K2 IRS USD P V 00MSOFR BMICSK5M8 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $12K | – | 0.03 | |
| Long: SMID0QUC7 IRS GBP R F 3.82720 BMID0QUD5 CCPOIS / Short: SMID0QUC7 IRS GBP P V 12MSONIA BMID0QUE3 CCPOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMIDC5UF3 IRS INR R F 6.53100 BMIDC5UG1 CCPNDFOIS / Short: SMIDC5UF3 IRS INR P V 06MMIBOR BMIDC5UH9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMIDC5UN6 IRS INR R F 6.55000 BMIDC5UP1 CCPNDFOIS / Short: SMIDC5UN6 IRS INR P V 06MMIBOR BMIDC5UQ9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMIDCCN25 IRS INR R F 6.61000 BMIDCCN33 CCPNDFOIS / Short: SMIDCCN25 IRS INR P V 06MMIBOR BMIDCCN41 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDCJQY7 IRS INR R F 6.66000 BMIDCJQZ4 CCPNDFOIS / Short: SMIDCJQY7 IRS INR P V 06MMIBOR BMIDCJR00 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDCJR18 IRS INR R F 6.64200 BMIDCJR26 CCPNDFOIS / Short: SMIDCJR18 IRS INR P V 06MMIBOR BMIDCJR34 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDCSAD0 IRS INR R F 6.56600 BMIDCSAE8 CCPNDFOIS / Short: SMIDCSAD0 IRS INR P V 06MMIBOR BMIDCSAF5 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDD0DA3 IRS INR R F 6.58750 BMIDD0DB1 CCPNDFOIS / Short: SMIDD0DA3 IRS INR P V 06MMIBOR BMIDD0DC9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDD6H99 IRS INR R F 6.60500 BMIDD6HA6 CCPNDFOIS / Short: SMIDD6H99 IRS INR P V 06MMIBOR BMIDD6HB4 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDDD910 IRS INR R F 6.61500 BMIDDD928 CCPNDFOIS / Short: SMIDDD910 IRS INR P V 06MMIBOR BMIDDD936 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDK5HC6 IRS CNY R F 2.01250 BMIDK5HD4 CCPNDF / Short: SMIDK5HC6 IRS CNY P V 00MCNRR BMIDK5HE2 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDK6WC7 IRS CNY R F 1.99550 BMIDK6WD5 CCPNDF / Short: SMIDK6WC7 IRS CNY P V 00MCNRR BMIDK6WE3 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDK6WJ2 IRS CNY R F 1.99730 BMIDK6WK9 CCPNDF / Short: SMIDK6WJ2 IRS CNY P V 00MCNRR BMIDK6WL7 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMIDPV3D7 IRS THB R F 2.36300 BMIDPV3E5 CCPNDFOIS / Short: SMIDPV3D7 IRS THB P V 12MTHOR BMIDPV3F2 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDPX384 IRS THB R F 2.36000 BMIDPX392 CCPNDFOIS / Short: SMIDPX384 IRS THB P V 12MTHOR BMIDPX3A9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDPX3D3 IRS THB R F 2.35760 BMIDPX3E1 CCPNDFOIS / Short: SMIDPX3D3 IRS THB P V 12MTHOR BMIDPX3F8 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDPX467 IRS THB R F 2.35500 BMIDPX475 CCPNDFOIS / Short: SMIDPX467 IRS THB P V 12MTHOR BMIDPX483 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDQG8D4 IRS CZK R F 3.38500 BMIDQG8E2 CCPVANILLA / Short: SMIDQG8D4 IRS CZK P V 06MPRIBO BMIDQG8F9 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDQGZU6 IRS COP R F 7.83430 BMIDQGZV4 CCPNDFOIS / Short: SMIDQGZU6 IRS COP P V 03MCPIBR BMIDQGZW2 CCPNDFOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDQMCE4 IRS HUF R F 5.75800 BMIDQMCF1 CCPVANILLA / Short: SMIDQMCE4 IRS HUF P V 06MBUBOR BMIDQMCG9 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Long: SMIDQTDQ1 IRS HUF R F 5.66000 BMIDQTDR9 CCPVANILLA / Short: SMIDQTDQ1 IRS HUF P V 06MBUBOR BMIDQTDS7 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Long: SMIDQV2C9 IRS PLN R F 4.80800 BMIDQV2D7 CCPVANILLA / Short: SMIDQV2C9 IRS PLN P V 06MWIBOR BMIDQV2E5 CCPVANILLA (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDR5J94 IRS KRW R F 3.03000 BMIDR5JA1 CCPNDF / Short: SMIDR5J94 IRS KRW P V 03MKSDA BMIDR5JB9 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $4K | – | 0.01 | |
| Long: SMIDR8064 IRS INR R F 6.25400 BMIDR8072 CCPNDFOIS / Short: SMIDR8064 IRS INR P V 06MMIBOR BMIDR8080 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $592.77 | – | 0.00 | |
| Long: SMIDR80B3 IRS INR R F 6.25250 BMIDR80C1 CCPNDFOIS / Short: SMIDR80B3 IRS INR P V 06MMIBOR BMIDR80D9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $380.25 | – | 0.00 | |
| Long: SMIDR80R8 IRS KRW R F 3.02000 BMIDR80S6 CCPNDF / Short: SMIDR80R8 IRS KRW P V 03MKSDA BMIDR80T4 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDR82Q8 IRS INR R F 6.24700 BMIDR82R6 CCPNDFOIS / Short: SMIDR82Q8 IRS INR P V 06MMIBOR BMIDR82S4 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $309.23 | – | 0.00 | |
| Long: SMIDR84J2 IRS KRW R F 3.02000 BMIDR84K9 CCPNDF / Short: SMIDR84J2 IRS KRW P V 03MKSDA BMIDR84L7 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $3K | – | 0.01 | |
| Long: SMIDR8JT4 IRS INR R F 6.25300 BMIDR8JU1 CCPNDFOIS / Short: SMIDR8JT4 IRS INR P V 06MMIBOR BMIDR8JV9 CCPNDFOIS (LCH Ltd.) | Derivative-interest rate | US | $364.03 | – | 0.00 | |
| Long: SMIDRG645 IRS KRW R F 3.04800 BMIDRG652 CCPNDF / Short: SMIDRG645 IRS KRW P V 03MKSDA BMIDRG660 CCPNDF (LCH Ltd.) | Derivative-interest rate | US | $2K | – | 0.01 | |
| Mexican Udibonos | Long | Debt | MX | $120K | – | 0.36 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $2M | 2M | 6.42 |
| New Zealand Government Bond | Long | Debt | NZ | $332K | – | 1.00 |
| New Zealand Government Bonds | Long | Debt | NZ | $488K | – | 1.47 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $491K | – | 1.48 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $560K | – | 1.69 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $455K | – | 1.37 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $372K | – | 1.12 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $556K | – | 1.68 |
| PURCHASED AUD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | AU | $-13K | – | -0.04 | |
| PURCHASED AUD / SOLD USD (Citibank NA) | Derivative-foreign exchange | AU | $-15K | – | -0.05 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $436.89 | – | 0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-567.35 | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-2K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-2K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-4K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | BR | $-7K | – | -0.02 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-101.54 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-122.41 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-185.63 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-228.68 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-238.59 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-395.1 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-457.38 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-472.93 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-664.21 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (UBS AG) | Derivative-foreign exchange | CA | $-729.06 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-954.38 | – | -0.00 | |
| PURCHASED CAD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | CA | $-3K | – | -0.01 | |
| PURCHASED CLP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CL | $-4K | – | -0.01 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $5K | – | 0.01 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $886.52 | – | 0.00 | |
| PURCHASED COP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | CO | $-601.12 | – | -0.00 | |
| PURCHASED CZK / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CZ | $-954.79 | – | -0.00 | |
| PURCHASED CZK / SOLD EUR (Goldman Sachs International) | Derivative-foreign exchange | CZ | $-2K | – | -0.01 | |
| PURCHASED CZK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | CZ | $-10K | – | -0.03 | |
| PURCHASED EGP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | EG | $14K | – | 0.04 | |
| PURCHASED EGP / SOLD USD (ICBC Standard Bank PLC) | Derivative-foreign exchange | EG | $14K | – | 0.04 | |
| PURCHASED EUR / SOLD CZK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $49K | – | 0.15 | |
| PURCHASED EUR / SOLD HUF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD HUF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-208.98 | – | -0.00 | |
| PURCHASED EUR / SOLD HUF (Citibank NA) | Derivative-foreign exchange | XX | $-786.47 | – | -0.00 | |
| PURCHASED EUR / SOLD HUF (UBS AG) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD HUF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-2K | – | -0.01 | |
| PURCHASED EUR / SOLD PLN (Barclays Bank PLC) | Derivative-foreign exchange | XX | $329.29 | – | 0.00 | |
| PURCHASED EUR / SOLD PLN (Citibank NA) | Derivative-foreign exchange | XX | $318.53 | – | 0.00 | |
| PURCHASED EUR / SOLD PLN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-95.97 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $25K | – | 0.08 | |
| PURCHASED EUR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | XX | $189.15 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Australia & New Zealand Banking Group Ltd.) | Derivative-foreign exchange | XX | $-4K | – | -0.01 | |
| PURCHASED GBP / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | GB | $11K | – | 0.03 | |
| PURCHASED HUF / SOLD EUR (UBS AG) | Derivative-foreign exchange | HU | $3K | – | 0.01 | |
| PURCHASED HUF / SOLD EUR (Citibank NA) | Derivative-foreign exchange | HU | $2K | – | 0.01 | |
| PURCHASED HUF / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | HU | $520.87 | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $420.97 | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $133.1 | – | 0.00 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $-1K | – | -0.00 | |
| PURCHASED HUF / SOLD EUR (Goldman Sachs International) | Derivative-foreign exchange | HU | $-1K | – | -0.00 | |
| PURCHASED HUF / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | HU | $-2K | – | -0.01 | |
| PURCHASED HUF / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | HU | $-3K | – | -0.01 | |
| PURCHASED HUF / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | HU | $-3K | – | -0.01 | |
| PURCHASED ILS / SOLD USD (Citibank NA) | Derivative-foreign exchange | IL | $-2K | – | -0.01 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-3K | – | -0.01 | |
| PURCHASED ILS / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | IL | $-5K | – | -0.02 | |
| PURCHASED INR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | IN | $-271.71 | – | -0.00 | |
| PURCHASED INR / SOLD USD (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | IN | $-928.31 | – | -0.00 | |
| PURCHASED INR / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $3K | – | 0.01 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $932 | – | 0.00 | |
| PURCHASED ISK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | IS | $253.04 | – | 0.00 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $171K | – | 0.51 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $10K | – | 0.03 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $4K | – | 0.01 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $550.24 | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $403.46 | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $389.88 | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | KR | $297.67 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-293.24 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-2K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-3K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-16K | – | -0.05 | |
| PURCHASED MXN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | MX | $-19K | – | -0.06 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $-3K | – | -0.01 | |
| PURCHASED PEN / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | PE | $6K | – | 0.02 | |
| PURCHASED PEN / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | PE | $5K | – | 0.02 | |
| PURCHASED PEN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | PE | $4K | – | 0.01 | |
| PURCHASED PEN / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | PE | $3K | – | 0.01 | |
| PURCHASED PEN / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | PE | $295.63 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | PE | $37.07 | – | 0.00 | |
| PURCHASED PHP / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | PH | $1.35 | – | 0.00 | |
| PURCHASED PLN / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | PL | $9K | – | 0.03 | |
| PURCHASED PLN / SOLD EUR (Citibank NA) | Derivative-foreign exchange | PL | $844.46 | – | 0.00 | |
| PURCHASED PLN / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | PL | $490.02 | – | 0.00 | |
| PURCHASED SEK / SOLD EUR (UBS AG) | Derivative-foreign exchange | SE | $-8K | – | -0.02 | |
| PURCHASED SGD / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | SG | $11K | – | 0.03 | |
| PURCHASED SGD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | SG | $7K | – | 0.02 | |
| PURCHASED THB / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TH | $16K | – | 0.05 | |
| PURCHASED THB / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TH | $13K | – | 0.04 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $30K | – | 0.09 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $28K | – | 0.08 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $24K | – | 0.07 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $23K | – | 0.07 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $23K | – | 0.07 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $22K | – | 0.07 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $21K | – | 0.06 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $15K | – | 0.05 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $14K | – | 0.04 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $12K | – | 0.04 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $8K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $7K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $6K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $5K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $5K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $5K | – | 0.02 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $4K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $4K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $3K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $3K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $3K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | TR | $2K | – | 0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-781.93 | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-883.61 | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-981.91 | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-2K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-2K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-3K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-3K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-3K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-3K | – | -0.01 | |
| PURCHASED TWD / SOLD USD (Societe Generale SA) | Derivative-foreign exchange | TW | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD BRL (Societe Generale SA) | Derivative-foreign exchange | US | $16K | – | 0.05 | |
| PURCHASED USD / SOLD BRL (Societe Generale SA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Societe Generale SA) | Derivative-foreign exchange | US | $-460.09 | – | -0.00 | |
| PURCHASED USD / SOLD CLP (Societe Generale SA) | Derivative-foreign exchange | US | $4K | – | 0.01 | |
| PURCHASED USD / SOLD CNH (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-141.03 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (Citibank NA) | Derivative-foreign exchange | US | $-166.31 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $-358.52 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-379.25 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (Citibank NA) | Derivative-foreign exchange | US | $-498.93 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-628.49 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-758.52 | – | -0.00 | |
| PURCHASED USD / SOLD CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD CNH (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $369.53 | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $38.17 | – | 0.00 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-13K | – | -0.04 | |
| PURCHASED USD / SOLD COP (Societe Generale SA) | Derivative-foreign exchange | US | $-14K | – | -0.04 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-30.46 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-55.23 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-444.47 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-622.17 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-5K | – | -0.01 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-6K | – | -0.02 | |
| PURCHASED USD / SOLD EUR (Societe Generale SA) | Derivative-foreign exchange | US | $-6K | – | -0.02 | |
| PURCHASED USD / SOLD HKD (Deutsche Bank AG) | Derivative-foreign exchange | US | $2K | – | 0.01 | |
| PURCHASED USD / SOLD HKD (BNP Paribas SA) | Derivative-foreign exchange | US | $673.32 | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-363.63 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-406.58 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-508.98 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-544.9 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-829.42 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-836.78 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-933.88 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-996.66 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Societe Generale SA) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| PURCHASED USD / SOLD ILS (Barclays Bank PLC) | Derivative-foreign exchange | US | $4K | – | 0.01 | |
| PURCHASED USD / SOLD ILS (Bank of America NA) | Derivative-foreign exchange | US | $3K | – | 0.01 | |
| PURCHASED USD / SOLD ILS (Standard Chartered Bank) | Derivative-foreign exchange | US | $3K | – | 0.01 | |
| PURCHASED USD / SOLD ILS (UBS AG) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD INR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $63.52 | – | 0.00 | |
| PURCHASED USD / SOLD INR (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-16.93 | – | -0.00 | |
| PURCHASED USD / SOLD INR (Societe Generale SA) | Derivative-foreign exchange | US | $-39.33 | – | -0.00 | |
| PURCHASED USD / SOLD INR (Societe Generale SA) | Derivative-foreign exchange | US | $-91.43 | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Bank of America NA) | Derivative-foreign exchange | US | $6K | – | 0.02 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs International) | Derivative-foreign exchange | US | $256.68 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs International) | Derivative-foreign exchange | US | $96.04 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (UBS AG) | Derivative-foreign exchange | US | $-360.19 | – | -0.00 | |
| PURCHASED USD / SOLD MYR (Goldman Sachs International) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD MYR (Credit Agricole CIB) | Derivative-foreign exchange | US | $-5K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $58K | – | 0.17 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $7K | – | 0.02 | |
| PURCHASED USD / SOLD NZD (Bank of America NA) | Derivative-foreign exchange | US | $269.34 | – | 0.00 | |
| PURCHASED USD / SOLD PEN (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $3K | – | 0.01 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-480.17 | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-879.48 | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Standard Chartered Bank) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-7K | – | -0.02 | |
| PURCHASED USD / SOLD PEN (Societe Generale SA) | Derivative-foreign exchange | US | $-7K | – | -0.02 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-302.97 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-407.75 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-425.89 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-520.17 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-538.11 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-561.51 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-582.69 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-690.26 | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Societe Generale SA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD PHP (Citigroup Global Markets, Inc.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Citibank NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD SGD (Standard Chartered Bank) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| PURCHASED USD / SOLD THB (Standard Chartered Bank) | Derivative-foreign exchange | US | $-28K | – | -0.09 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $367.83 | – | 0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-356.13 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-357.06 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-440.08 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-513.14 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-779.34 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-2K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-3K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-4K | – | -0.01 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-5K | – | -0.02 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-7K | – | -0.02 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-9K | – | -0.03 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-13K | – | -0.04 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-13K | – | -0.04 | |
| PURCHASED USD / SOLD TRY (Standard Chartered Bank) | Derivative-foreign exchange | US | $-27K | – | -0.08 | |
| PURCHASED USD / SOLD UYU (HSBC Bank USA NA) | Derivative-foreign exchange | US | $-548.97 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (UBS AG) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (UBS AG) | Derivative-foreign exchange | US | $65.29 | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Bank of America NA) | Derivative-foreign exchange | US | $-531.92 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-720.09 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Barclays Bank PLC) | Derivative-foreign exchange | US | $-12K | – | -0.04 | |
| PURCHASED USD / SOLD ZAR (Standard Chartered Bank) | Derivative-foreign exchange | US | $-13K | – | -0.04 | |
| PURCHASED USD / SOLD ZAR (Bank of America NA) | Derivative-foreign exchange | US | $-60K | – | -0.18 | |
| PURCHASED ZAR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ZA | $38K | – | 0.12 | |
| PURCHASED ZAR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | ZA | $-359.23 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-393.63 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (UBS AG) | Derivative-foreign exchange | ZA | $-6K | – | -0.02 | |
| Republic of South Africa Government Bond | Long | Debt | ZA | $2M | – | 5.29 |
| RRP NEW ZEALAND CASH/RRP REPO (JPMorgan Securities PLC) | Short | Repurchase agreement | NZ | $-318K | – | -0.96 |
| RRP NEW ZEALAND CASH/RRP REPO (JPMorgan Securities PLC) | Short | Repurchase agreement | NZ | $-468K | – | -1.41 |
| Serbia Treasury Bonds | Long | Debt | RS | $2M | – | 5.30 |
| Serbia Treasury Bonds | Long | Debt | RS | $484K | – | 1.46 |
| Turkiye Government Bond | Long | Debt | TR | $139K | – | 0.42 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $2M | – | 6.29 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $1M | – | 3.91 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $88K | – | 0.27 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $29K | – | 0.09 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $13K | – | 0.04 |
| Ukraine Government Bond (GOVERNMENT OF UKRAINE) | Long | Debt | UA | $2K | – | 0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 8.16 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $586K | – | 1.77 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $268K | – | 0.81 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $166K | – | 0.50 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-17K | – | -0.05 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $175K | – | 0.53 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-4K | – | -0.01 |
Address
International Income Portfolio
TWO INTERNATIONAL PLACE
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Cynthia E. Frost
Anchal Pachnanda
Scott E. Wennerholm
George J. Gorman
Alan C. Bowser
Mark R. Fetting
Nancy A. Wiser
Keith Quinton
Valerie A. Mosley
Susan J. Sutherland
Marcus L. Smith
Transfer Agents
N/A
Pricing Services
Refinitiv US Holdings Inc.
ICE Data Services, Inc.
PricingDirect Inc.
Custodians
State Street Bank and Trust Company (Edinburgh, GB, Branch)
First Abu Dhabi Bank P.J.S.C. (Kuwait City, Al Asimah, KW, Branch)
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
Standard Chartered Bank Zambia PLC
Clearstream Banking S.A.
Intesa Sanpaolo S.p.A.
Royal Bank of Canada
Citibank Europe Public Limited Company (Bucharest, Bucharest, RO, Branch)
Standard Chartered Bank Ghana PLC
Bank Hapoalim B.M.
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
UniCredit Bulbank AD
Citibank, National Association (Singapore, SG, Branch)
AB SEB bankas
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
Standard Chartered International Commercial Bank Co., Ltd.
State Street Trust Company Canada
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Citibank, National Association (Cairo, Cairo, EG, Branch)
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
Standard Chartered Bank Cote d'Ivoire SA
First Abu Dhabi Bank P.J.S.C. (Manama, Capital, BH, Branch)
Standard Chartered Bank (Dhaka, Dhaka, BD, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Bank Handlowy w Warszawie Spolka Akcyjna
BNP Paribas
UniCredit Bank Czech Republic and Slovakia, a.s.
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch)
State Street Bank and Trust Company
Standard Chartered Bank Malaysia Berhad
UniCredit Bank Austria AG
Citibank Europe Public Limited Company
UniCredit Bank Hungary Zrt.
Standard Chartered Bank Tanzania Limited
AS SEB banka
UniCredit Bank Srbija a.d. Beograd
Standard Bank PLC
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Skandinaviska Enskilda Banken A/S
Citibank Maghreb S.A.
Stanbic Bank Zimbabwe Limited
JSC Bank of Georgia
Standard Chartered Bank (Dubai, Dubai, AE, Branch)
UBS Switzerland AG
Euroclear Bank
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Landsbankinn hf.
First Abu Dhabi Bank P.J.S.C.
Joint Stock Company 'Citibank'
Citibank del Peru S.A.
Banco de Chile
Banco BCT Sociedad Anonima
BNP Paribas (Athens, Attica, GR, Branch)
Standard Chartered Bank Botswana Limited
Standard Chartered Bank Uganda Limited
Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch)
Standard Chartered Bank (Hong Kong) Limited
Standard Bank Namibia Limited
Standard Chartered Bank Kenya Limited
Raiffeisen Bank Sh.A
Ngan Hang Trach Nhiem Huu Han Mot Thanh Vien HSBC (Viet Nam)
UniCredit Bank d.d.
Stanbic IBTC Bank PLC
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Colombo, Western, LK, Branch)
Cititrust Colombia S A Sociedad Fiduciaria
Zagrebacka Banka Dionicko Drustvo
State Street Bank International GmbH
First Abu Dhabi Bank P.J.S.C. (Muttrah, Muscat, OM, Branch)
Citibank, Anonim Sirketi
Skandinaviska Enskilda Banken AB
Banco Itau Uruguay S.A.
UniCredit Bank Czech Republic and Slovakia, a.s. (Bratislava, Bratislavsky, SK, Branch)
Citibank, National Association (Panama City, Panama, PA, Branch)
The Hongkong and Shanghai Banking Corporation Limited
Shareholder Servicing Agents
N/A
Admins
Eaton Vance Management
Brokers
N/A