Form NPORT-P EATON VANCE MUTUAL FUNDS For: Jul 31

September 20, 2021 9:08 AM EDT

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    NPORT-P
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          0000745463
          XXXXXXXX
        
      
      
      
      
        S000061852
        C000200252
      
      
      
    
  
  
    
      EATON VANCE MUTUAL FUNDS TRUST
      811-04015
      0000745463
      549300C67AFHZKODE756
      TWO INTERNATIONAL PLACE
      BOSTON
      
      02110
      617-482-8260
      Eaton Vance Emerging Markets Debt Fund
      S000061852
      5493005UQ8IUU08LTI42
      2022-01-31
      2021-07-31
      N
    
    
      8747747.80
      88646.47
      8659101.33
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      554313.46000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3SB806 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3SB806 IRS USD P F  1.96800 CCP LCH
        000000000
        
          
        
        37000.00000000
        OU
        Notional Amount
        USD
        -2817.91000000
        -0.03254275348
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2049-11-15
            0.00000000
            USD
            0.00000000
            USD
            37000.00000000
            USD
            -2817.91000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QDC3
        
          
        
        51000.00000000
        PA
        USD
        53266.95000000
        0.615155637634
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        110.18000000
        0.001272418416
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            16111.53000000
            USD
            13674.00000000
            EUR
            2021-08-06
            110.18000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV428W44 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV428W44 IRS USD P F   .93250 CCP LCH
        000000000
        
          
        
        50000.00000000
        OU
        Notional Amount
        USD
        8633.68000000
        0.099706420689
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-05-26
            0.00000000
            USD
            0.00000000
            USD
            50000.00000000
            USD
            8633.68000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S92RHAZK0 CDS USD R F  1.00000 CCP ICE / Short: S92RHAZK0 CDS USD P V 00MEVENT CCP ICE
        000000000
        
          
        
        90000.00000000
        OU
        Notional Amount
        USD
        -8443.83000000
        -0.09751392988
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF TURKEY
                REPUBLIC OF TURKEY
                
                  
                  
                
              
            
            Y
            
            sell protection
            2025-06-20
            0.00000000
            USD
            -12524.37000000
            USD
            90000.00000000
            USD
            4080.54000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        22364.35000000
        0.258275647179
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            698056.81000000
            EUR
            851132.08000000
            USD
            2021-09-15
            22364.35000000
          
        
        
          N
          N
          N
        
      
      
        FIN DEPT GOVT SHARJAH
        254900ZNL8O3F1CLJO24
        Finance Department Government of Sharjah
        000000000
        
          
        
        210000.00000000
        PA
        USD
        201736.29000000
        2.329760125350
        Long
        DBT
        NUSS
        AE
        Y
        
        2
        
          2051-03-10
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) SEP21
        000000000
        
          
        
        3.00000000
        NC
        USD
        9459.88000000
        0.109247826529
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            484696.37000000
            USD
            9459.88000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        40000.00000000
        PA
        
        54835.09000000
        0.633265369121
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2030-05-26
          Fixed
          3.62400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        103.02000000
        0.001189730851
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            19396.58000000
            USD
            16437.08000000
            EUR
            2021-08-06
            103.02000000
          
        
        
          N
          N
          N
        
      
      
        EV CASH RESERVES FUND LLC
        N/A
        EV CASH RESERVES FUND LLC
        000000000
        
          
        
        478213.55500000
        NS
        USD
        478213.56000000
        5.522669637127
        Long
        STIV
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3P61S6 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3P61S6 IRS USD P F  1.64950 CCP LCH
        000000000
        
          
        
        99000.00000000
        OU
        Notional Amount
        USD
        -58.61000000
        -0.00067686007
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2049-09-09
            0.00000000
            USD
            0.00000000
            USD
            99000.00000000
            USD
            -58.61000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        5799.52000000
        0.066976003386
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            181020.26000000
            EUR
            220715.77000000
            USD
            2021-09-15
            5799.52000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        150000.00000000
        PA
        USD
        72750.00000000
        0.840156469216
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2027-06-15
          Fixed
          7.87500000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        5000.00000000
        PA
        USD
        630.15000000
        0.007277314076
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2035-11-02
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        11667.55000000
        0.134743197421
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            364178.44000000
            EUR
            444038.29000000
            USD
            2021-09-15
            11667.55000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6780.99000000
        0.078310551425
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            211654.27000000
            EUR
            258067.45000000
            USD
            2021-09-15
            6780.99000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE SEP21
        000000000
        
          
        
        -1.00000000
        NC
        
        -819.86000000
        -0.00946818808
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bobl (FGBM)
                OEU1 Comdty
              
            
            2021-09-08
            -134668.86000000
            EUR
            -819.86000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        100000.00000000
        PA
        
        120139.19000000
        1.387432545497
        Long
        DBT
        NUSS
        CI
        Y
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT SEP21
        000000000
        
          
        
        8.00000000
        NC
        USD
        100814.86000000
        1.164264698586
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            1495435.14000000
            USD
            100814.86000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -126.05000000
        -0.00145569378
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            63356.72000000
            USD
            53299.93000000
            EUR
            2021-08-06
            -126.05000000
          
        
        
          N
          N
          N
        
      
      
        BENIN INTL GOV BOND
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        000000000
        
          
        
        180000.00000000
        PA
        
        220156.77000000
        2.542489822093
        Long
        DBT
        NUSS
        BJ
        Y
        
        2
        
          2052-01-19
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        30000.00000000
        PA
        
        39381.82000000
        0.454802623264
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2026-02-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3X2QW0 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X2QW0 / Short: BEV3X2QW0 IRS EUR P F   .38670 CCP LCH/BSV3X2QW0
        000000000
        
          
        
        19000.00000000
        OU
        Notional Amount
        
        -750.14000000
        -0.00866302369
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-13
            0.00000000
            EUR
            0.00000000
            EUR
            19000.00000000
            EUR
            -750.14000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4N7469 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4N7469 IRS EUR P F   .46330 2 CCPVANILLA
        000000000
        
          
        
        190000.00000000
        OU
        Notional Amount
        
        -132.03000000
        -0.00152475407
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-05-25
            0.00000000
            EUR
            0.00000000
            EUR
            190000.00000000
            EUR
            -131.30000000
          
        
        
          N
          N
          N
        
      
      
        Arab Republic of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        400000.00000000
        PA
        USD
        414415.20000000
        4.785891563183
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2047-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        21.88000000
        0.000252682110
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            2965.01000000
            USD
            2517.78000000
            EUR
            2021-08-06
            21.88000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        97.67000000
        0.001127946149
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            18779.89000000
            USD
            15912.73000000
            EUR
            2021-08-06
            97.67000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ECUADOR
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        000000000
        
          
        
        182260.00000000
        PA
        USD
        94777.02000000
        1.094536446543
        Long
        DBT
        NUSS
        EC
        Y
        
        2
        
          2040-07-31
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV42SWS7 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV42SWS7 IRS EUR P F   .12420 2 CCPVANILLA
        000000000
        
          
        
        40000.00000000
        OU
        Notional Amount
        
        1950.17000000
        0.022521621189
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-06-08
            0.00000000
            EUR
            0.00000000
            EUR
            40000.00000000
            EUR
            1950.14000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBD0
        
          
        
        55000.00000000
        PA
        USD
        64550.75000000
        0.745467081859
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Turkey
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123CT5
        
          
        
        200000.00000000
        PA
        USD
        220961.40000000
        2.551782125871
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2029-04-26
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SURINAME INT
        254900SYU4G5JM13TN77
        Suriname Government International Bond
        000000000
        
          
        
        405000.00000000
        PA
        USD
        257985.00000000
        2.979350745165
        Long
        DBT
        NUSS
        SR
        Y
        
        2
        
          2026-10-26
          Fixed
          9.25000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        18.62000000
        0.000215033861
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            581.31000000
            EUR
            708.78000000
            USD
            2021-09-15
            18.62000000
          
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
        
        256000.00000000
        PA
        
        323642.87000000
        3.737603449433
        Long
        DBT
        NUSS
        CI
        Y
        
        2
        
          2048-03-22
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3XPFH4 IRS EUR R V 06MEURIB EUR006M+0BPS/BSV3XPFH4 / Short: BEV3XPFH4 IRS EUR P F   .26120 CCP LCH/BSV3XPFH4
        000000000
        
          
        
        62000.00000000
        OU
        Notional Amount
        
        168.01000000
        0.001940270630
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-25
            0.00000000
            EUR
            0.00000000
            EUR
            62000.00000000
            EUR
            168.04000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        33000.00000000
        PA
        USD
        4125.83000000
        0.047647323235
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2023-05-26
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        33000.00000000
        PA
        USD
        4129.32000000
        0.047687627648
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2024-11-04
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3LPMY2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3LPMY2 IRS USD P F  2.08500 CCP LCH
        000000000
        
          
        
        438000.00000000
        OU
        Notional Amount
        USD
        -33222.04000000
        -0.38366614194
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-07-15
            0.00000000
            USD
            -118.28000000
            USD
            438000.00000000
            USD
            -33103.76000000
          
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756BB5
        
          
        
        55000.00000000
        PA
        USD
        76506.65000000
        0.883540301519
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2034-01-20
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S92RFVJ40 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RFVJ40 CDS USD P V 03MEVENT 1 CCPSOVEREIGN
        000000000
        
          
        
        130000.00000000
        OU
        Notional Amount
        USD
        -4592.49000000
        -0.05303656609
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                FED REPUBLIC OF BRAZIL
                FED REPUBLIC OF BRAZIL
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            0.00000000
            USD
            -5914.39000000
            USD
            130000.00000000
            USD
            1321.90000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        67000.00000000
        PA
        USD
        32328.17000000
        0.373343246232
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2023-02-15
          Fixed
          6.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S92RGQAG2 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RGQAG2 CDS USD P V 03MEVENT 1 CCPSOVEREIGN
        000000000
        
          
        
        239831.00000000
        OU
        Notional Amount
        USD
        -289.80000000
        -0.00334676762
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF PERU
                REPUBLIC OF PERU
                
                  
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            1393.39000000
            USD
            0.00000000
            USD
            239831.00000000
            USD
            -1683.19000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3ZM5B3 IRS USD R V 03MLIBOR US0003M+0BPS CCPLCH / Short: BEV3ZM5B3 IRS USD P F   .84270 CCP LCH
        000000000
        
          
        
        130000.00000000
        OU
        Notional Amount
        USD
        25146.93000000
        0.290410390658
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-03-30
            0.00000000
            USD
            0.00000000
            USD
            130000.00000000
            USD
            25146.93000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        45000.00000000
        PA
        USD
        5626.80000000
        0.064981339120
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2029-05-25
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        197962.00000000
        2.286172576756
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2059-11-20
          Fixed
          8.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV3J2ML4 IRS USD R F  2.33750 CCP LCH / Short: SEV3J2ML4 IRS USD P V 03MLIBOR US0003M+0BPS CCP LCH
        000000000
        
          
        
        209000.00000000
        OU
        Notional Amount
        USD
        19780.85000000
        0.228439987547
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2029-05-17
            0.00000000
            USD
            0.00000000
            USD
            209000.00000000
            USD
            19780.85000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        15000.00000000
        PA
        USD
        1866.23000000
        0.021552236529
        Long
        DBT
        NUSS
        LB
        N
        
        2
        
          2024-12-03
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        3.00000000
        NC
        USD
        1487.95000000
        0.017183653860
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            371847.99000000
            USD
            1487.95000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3PCCE2 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3PCCE2 IRS USD P F  1.69750 CCP LCH
        000000000
        
          
        
        7000.00000000
        OU
        Notional Amount
        USD
        -83.61000000
        -0.00096557364
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2049-09-12
            0.00000000
            USD
            0.00000000
            USD
            7000.00000000
            USD
            -83.61000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        33000.00000000
        PA
        USD
        4141.50000000
        0.047828288897
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2024-04-22
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        26000.00000000
        PA
        USD
        3272.93000000
        0.037797571309
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2027-03-23
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        135000.00000000
        PA
        USD
        43876.35000000
        0.506707894132
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV3YYQ66 IRS USD R F   .60600 CCP LCH / Short: SEV3YYQ66 IRS USD P V 03MLIBOR US0003M+0BPS CCP LCH
        000000000
        
          
        
        1605000.00000000
        OU
        Notional Amount
        USD
        1577.39000000
        0.018216555504
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2025-03-16
            0.00000000
            USD
            0.00000000
            USD
            1605000.00000000
            USD
            1577.39000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -323.70000000
        -0.00373826321
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            99355.00000000
            EUR
            117542.93000000
            USD
            2021-08-06
            -323.70000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Belarus
        635400CVCOWYLHF4ZB08
        Republic of Belarus International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        201216.00000000
        2.323751534156
        Long
        DBT
        NUSS
        BY
        Y
        
        2
        
          2023-02-28
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        213550.00000000
        2.466191257747
        Long
        DBT
        NUSS
        EG
        Y
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3TRSR9 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3TRSR9 IRS USD P F  1.74250 CCP LCH
        000000000
        
          
        
        147000.00000000
        OU
        Notional Amount
        USD
        -7071.61000000
        -0.08166678885
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2026-12-16
            0.00000000
            USD
            0.00000000
            USD
            147000.00000000
            USD
            -7071.61000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        148.77000000
        0.001718076672
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            17863.03000000
            USD
            15182.94000000
            EUR
            2021-08-06
            148.77000000
          
        
        
          N
          N
          N
        
      
      
        Societe Generale
        O2RNE8IBXP4R0TD8PU41
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        6475.74000000
        0.074785358817
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Societe Generale
              O2RNE8IBXP4R0TD8PU41
            
            202126.56000000
            EUR
            246450.43000000
            USD
            2021-09-15
            6475.74000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3J2MX8 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3J2MX8 IRS USD P F  2.54100 CCP LCH
        000000000
        
          
        
        121000.00000000
        OU
        Notional Amount
        USD
        -25382.56000000
        -0.29313157373
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2049-05-17
            0.00000000
            USD
            -13929.84000000
            USD
            121000.00000000
            USD
            -11452.72000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        36.99000000
        0.000427180588
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            4463.64000000
            USD
            3793.78000000
            EUR
            2021-08-06
            36.99000000
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        14000.00000000
        PA
        USD
        1768.89000000
        0.020428101399
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2028-11-03
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF BAHRAIN
        549300RODM1WN85LFQ95
        Bahrain Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        196353.00000000
        2.267590971822
        Long
        DBT
        NUSS
        BH
        Y
        
        2
        
          2032-09-16
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV4MQX25 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BEV4MQX25 IRS EUR P F   .47080 2 CCPVANILLA
        000000000
        
          
        
        150000.00000000
        OU
        Notional Amount
        
        -79.81000000
        -0.00092168917
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-05-14
            0.00000000
            EUR
            0.00000000
            EUR
            150000.00000000
            EUR
            -79.81000000
          
        
        
          N
          N
          N
        
      
      
        VIET NAM DEBT AND ASSET
        N/A
        Viet Nam Debt & Asset Trading Corp
        000000000
        
          
        
        200000.00000000
        PA
        USD
        181000.00000000
        2.090286198325
        Long
        DBT
        NUSS
        VN
        Y
        
        2
        
          2025-10-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Industry Limited
        N/A
        Bank of Industry Limited 3 Year Term Loan
        000000000
        
          
        
        185000.00000000
        PA
        USD
        186773.23000000
        2.156958590528
        Long
        LON
        CORP
        NG
        
        N
        
        2
        
          2023-12-14
          Floating
          6.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ministry of Finance of Tanzania
        N/A
        Ministry of Finance of Tanzania 5 Year Term Loan
        000000000
        
          
        
        228571.42000000
        PA
        USD
        234055.08000000
        2.702995046253
        Long
        LON
        CORP
        TZ
        N
        
        2
        
          2022-06-23
          Floating
          5.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        El Salvador Government International Bond
        000000000
        
          
        
        138000.00000000
        PA
        USD
        134039.40000000
        1.547959711888
        Long
        DBT
        NUSS
        SV
        Y
        
        2
        
          2023-01-24
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3X0JL6 IRS EUR R V 06MEURIB EUR006M+0BPS CCP LCH/BSV3X0JL6 / Short: BEV3X0JL6 IRS EUR P F   .37120 CCP LCH / BSV3X0JL6
        000000000
        
          
        
        19000.00000000
        OU
        Notional Amount
        
        -650.86000000
        -0.00751648439
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2050-02-12
            0.00000000
            EUR
            0.00000000
            EUR
            19000.00000000
            EUR
            -650.86000000
          
        
        
          N
          N
          N
        
      
      
        BNQ CEN TUNISIA INT BOND
        254900B5LFB16S9T2T11
        Banque Centrale de Tunisie International Bond
        000000000
        
          
        
        220000.00000000
        PA
        
        223993.44000000
        2.586797768770
        Long
        DBT
        NUSS
        TN
        Y
        
        2
        
          2024-02-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SEV4KQJA5 IRS USD R F  2.12650 2 CCPVANILLA / Short: SEV4KQJA5 IRS USD P V 03MLIBOR 1 CCPVANILLA
        000000000
        
          
        
        65000.00000000
        OU
        Notional Amount
        USD
        7658.65000000
        0.088446245264
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2051-04-08
            0.00000000
            USD
            0.00000000
            USD
            65000.00000000
            USD
            7658.65000000
          
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        
        246284.61000000
        2.844228293607
        Long
        DBT
        NUSS
        HR
        Y
        
        2
        
          2041-03-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE SEP21
        000000000
        
          
        
        -8.00000000
        NC
        
        -40539.27000000
        -0.46816948381
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXU1 Comdty
              
            
            2021-09-08
            -1378385.68000000
            EUR
            -40539.27000000
          
        
        
          N
          N
          N
        
      
      
        ISLAMIC REP OF PAKISTAN
        529900LOP29R5WKHOD86
        Pakistan Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        201405.00000000
        2.325934208694
        Long
        DBT
        NUSS
        PK
        Y
        
        2
        
          2031-04-08
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
        
        116394.00000000
        PA
        USD
        43711.77000000
        0.504807235002
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        30.48000000
        0.000351999576
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            6749.13000000
            USD
            5714.83000000
            EUR
            2021-08-06
            30.48000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        229000.00000000
        PA
        
        339313.45000000
        3.918575809067
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2049-04-03
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government of The Republic of Kenya Acting through The National Treasury
        N/A
        Government of The Republic of Kenya Acting through The National Treasury 2019 1st Lien Term Loan
        000000000
        
          
        
        260000.00000000
        PA
        USD
        262936.44000000
        3.036532660601
        Long
        LON
        CORP
        KE
        N
        
        2
        
          2025-06-29
          Floating
          6.61600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        000000000
        
          
        
        200000.00000000
        PA
        USD
        229750.00000000
        2.653277646769
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs & Co. LLC
        FOR8UP27PHTHYVLBNG30
        Long: BEV4K87Z3 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4K87Z3 CDS USD P V 03MEVENT 1 SOVEREIGN
        000000000
        
          
        
        251000.00000000
        OU
        Notional Amount
        USD
        -13015.90000000
        -0.15031467474
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Goldman Sachs & Co. LLC
              FOR8UP27PHTHYVLBNG30
            
            
              
                UNITED MEXICAN STATES
                UNITED MEXICAN STATES
                
                  
                  
                
              
            
            Y
            
            sell protection
            2031-06-20
            0.00000000
            USD
            -15827.11000000
            USD
            251000.00000000
            USD
            2811.21000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        82000.00000000
        PA
        
        102223.62000000
        1.180533823363
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2050-01-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARBADOS GOVT OF
        529900UD1KUUS4SFD905
        Barbados Government International Bond
        067070AH5
        
          
        
        205600.00000000
        PA
        USD
        207656.00000000
        2.398124148063
        Long
        DBT
        NUSS
        BB
        N
        
        2
        
          2029-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        600000.00000000
        PA
        USD
        715047.00000000
        8.257750692010
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2028-11-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        -1.00000000
        NC
        USD
        -525.10000000
        -0.00606413968
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            -123920.21000000
            USD
            -525.10000000
          
        
        
          N
          N
          N
        
      
      
        LEBANESE REPUBLIC
        529900QPC4K9S1KHL354
        Lebanon Government International Bond
        000000000
        
          
        
        11000.00000000
        PA
        USD
        1418.89000000
        0.016386111513
        Long
        DBT
        NUSS
        LB
        Y
        
        2
        
          2028-03-20
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3YTUE5 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3YTUE5 IRS USD P F   .54900 CCP LCH
        000000000
        
          
        
        200000.00000000
        OU
        Notional Amount
        USD
        -1103.40000000
        -0.01274266183
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-03-12
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            USD
            -1103.40000000
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCC4
        
          
        
        142000.00000000
        PA
        USD
        127138.28000000
        1.468261834048
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TANZANIA
        N/A
        TANZANIA 10 Year Term Loan
        000000000
        
          
        
        340000.00000000
        PA
        USD
        340340.00000000
        3.930430965403
        Long
        LON
        CORP
        TZ
        N
        
        2
        
          2031-04-28
          Floating
          6.44600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -92.12000000
        -0.00106385173
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            117958.75000000
            USD
            99355.00000000
            EUR
            2021-08-06
            -92.12000000
          
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
        
        210000.00000000
        PA
        USD
        256989.60000000
        2.967855325929
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2044-04-30
          Fixed
          7.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
        
        144000.00000000
        PA
        USD
        168191.28000000
        1.942364150622
        Long
        DBT
        NUSS
        UA
        Y
        
        2
        
          2040-05-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        40000.00000000
        PA
        
        46723.57000000
        0.539589135400
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BEV3CMES1 IRS USD R V 03MLIBOR US0003M+0BPS CCP LCH / Short: BEV3CMES1 IRS USD P F  2.87500 CCP LCH
        000000000
        
          
        
        95000.00000000
        OU
        Notional Amount
        USD
        -27170.40000000
        -0.31377852001
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2049-01-31
            45.83000000
            USD
            0.00000000
            USD
            95000.00000000
            USD
            -27216.23000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BSV3X0JL6 IRS EUR R F   .37120 CCP LCH/BEV3X0JL6 / Short: BSV3X0JL6 IRS EUR P V 06MEURIB EUR006M+0BPS /BEV3X0JL6
        000000000
        
          
        
        19000.00000000
        OU
        Notional Amount
        
        0.00000000
        0.000000
        N/A
        DIR
        
        DE
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2050-02-12
            0.00000000
            EUR
            0.00000000
            EUR
            19000.00000000
            EUR
            -0.01000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: S92RGBC65 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92RGBC65 CDS USD P V 03MEVENT 1 CCPSOVEREIGN
        000000000
        
          
        
        320000.00000000
        OU
        Notional Amount
        USD
        2817.31000000
        0.032535824361
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                REPUBLIC OF INDONESIA
                REPUBLIC OF INDONESIA
                
                  
                
              
            
            Y
            
            sell protection
            2026-06-20
            2646.16000000
            USD
            0.00000000
            USD
            320000.00000000
            USD
            171.15000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        106.64000000
        0.001231536575
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            31497.73000000
            USD
            26640.72000000
            EUR
            2021-08-06
            106.64000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        13000.00000000
        PA
        
        15134.72000000
        0.174783957632
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2040-12-02
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-08-20
      EATON VANCE MUTUAL FUNDS TRUST
      James Kirchner
      James Kirchner
      Treasurer
    
  





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