Forward Foreign Currency Exchange Contracts (OTC) | |||||||
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation | Unrealized (Depreciation) | ||
USD | 2,104,622 | EUR | 1,888,301 | JPMorgan Chase Bank, N.A. | 3/2/22 | $ — | $ (12,634) |
USD | 11,854,642 | EUR | 10,569,306 | Standard Chartered Bank | 3/2/22 | 3,810 | — |
USD | 1,839,942 | EUR | 1,649,265 | JPMorgan Chase Bank, N.A. | 3/31/22 | — | (11,514) |
USD | 1,382,522 | EUR | 1,236,948 | State Street Bank and Trust Company | 3/31/22 | — | (6,070) |
USD | 1,378,313 | EUR | 1,236,948 | State Street Bank and Trust Company | 3/31/22 | — | (10,280) |
USD | 2,453,740 | EUR | 2,199,019 | State Street Bank and Trust Company | 3/31/22 | — | (14,868) |
USD | 2,757,362 | EUR | 2,473,897 | State Street Bank and Trust Company | 3/31/22 | — | (19,823) |
USD | 283,930 | GBP | 210,000 | HSBC Bank USA, N.A. | 3/31/22 | 2,139 | — |
USD | 787,217 | GBP | 588,134 | State Street Bank and Trust Company | 3/31/22 | — | (1,978) |
USD | 786,666 | GBP | 588,135 | State Street Bank and Trust Company | 3/31/22 | — | (2,529) |
USD | 1,572,399 | GBP | 1,176,269 | State Street Bank and Trust Company | 3/31/22 | — | (5,991) |
USD | 14,010,225 | EUR | 12,457,607 | Standard Chartered Bank | 4/4/22 | 22,989 | — |
USD | 548,623 | EUR | 488,541 | State Street Bank and Trust Company | 4/29/22 | — | (370) |
USD | 2,716,097 | EUR | 2,419,623 | State Street Bank and Trust Company | 4/29/22 | — | (2,932) |
USD | 2,193,012 | EUR | 1,954,164 | State Street Bank and Trust Company | 4/29/22 | — | (2,963) |
USD | 2,707,619 | EUR | 2,413,393 | State Street Bank and Trust Company | 4/29/22 | — | (4,409) |
USD | 3,407,082 | EUR | 3,040,364 | State Street Bank and Trust Company | 4/29/22 | — | (9,500) |
$28,938 | $(105,861) |
Abbreviations: | |
EURIBOR | – Euro Interbank Offered Rate |
LIBOR | – London Interbank Offered Rate |
OTC | – Over-the-counter |
PIK | – Payment In Kind |
SOFR | – Secured Overnight Financing Rate |
SONIA | – Sterling Overnight Interbank Average |
Currency Abbreviations: | |
EUR | – Euro |
GBP | – British Pound Sterling |
USD | – United States Dollar |
Description | Date(s) of Acquisition | Shares | Cost | Value |
Common Stocks | ||||
Nine Point Energy Holdings, Inc. | 7/15/14, 10/21/14 | 758 | $34,724 | $0 |
Total Common Stocks | $34,724 | $0 | ||
Convertible Preferred Stocks | ||||
Nine Point Energy Holdings, Inc., Series A, 12.00% | 5/26/17 | 14 | $14,000 | $0 |
Total Convertible Preferred Stocks | $14,000 | $0 | ||
Total Restricted Securities | $48,724 | $0 |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units, end of period |
Short-Term Investments | ||||||||
Eaton Vance Cash Reserves Fund, LLC | $6,274,548 | $432,726,701 | $(426,690,861) | $(1,150) | $(382) | $12,308,856 | $11,470 | 12,310,087 |
• | Level 1 – quoted prices in active markets for identical investments |
• | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
• | Level 3 – significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments) |
Asset Description | Level 1 | Level 2 | Level 3* | Total |
Asset-Backed Securities | $ — | $ 29,413,840 | $ — | $ 29,413,840 |
Closed-End Funds | 8,456,575 | — | — | 8,456,575 |
Common Stocks | 1,963,366 | 2,674,772 | 1,441,549 | 6,079,687 |
Convertible Preferred Stocks | — | 1,359 | 0 | 1,359 |
Corporate Bonds | — | 19,166,774 | — | 19,166,774 |
Senior Floating-Rate Loans (Less Unfunded Loan Commitments) | — | 583,019,120 | 427,203 | 583,446,323 |
Warrants | — | 0 | 0 | 0 |
Short-Term Investments | — | 12,308,856 | — | 12,308,856 |
Total Investments | $10,419,941 | $646,584,721 | $1,868,752 | $658,873,414 |
Forward Foreign Currency Exchange Contracts | $ — | $ 28,938 | $ — | $ 28,938 |
Total | $10,419,941 | $646,613,659 | $1,868,752 | $658,902,352 |
Liability Description | ||||
Forward Foreign Currency Exchange Contracts | $ — | $ (105,861) | $ — | $ (105,861) |
Total | $ — | $ (105,861) | $ — | $ (105,861) |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Trust. |