0001752724-21-115573.txt : 20210527 0001752724-21-115573.hdr.sgml : 20210527 20210527135808 ACCESSION NUMBER: 0001752724-21-115573 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210527 PERIOD START: 20210331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PACIFIC FUNDS SERIES TRUST CENTRAL INDEX KEY: 0001137761 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-10385 FILM NUMBER: 21971091 BUSINESS ADDRESS: STREET 1: 700 NEWPORT CENTER DRIVE STREET 2: POST OFFFICE BOX 7500 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 9492193233 MAIL ADDRESS: STREET 1: 700 NEWPORT CENTER DRIVE CITY: NEWPORT BEACH STATE: CA ZIP: 92660 FORMER COMPANY: FORMER CONFORMED NAME: PACIFIC FUNDS SERIES TRUST (formerly called PACIFIC LIFE FUNDS) DATE OF NAME CHANGE: 20150126 FORMER COMPANY: FORMER CONFORMED NAME: PACIFIC LIFE FUNDS DATE OF NAME CHANGE: 20070103 FORMER COMPANY: FORMER CONFORMED NAME: PACIFIC FUNDS DATE OF NAME CHANGE: 20010405 0001137761 S000037221 PF Emerging Markets Debt Fund C000114642 CLASS P NPORT-P 1 primary_doc.xml NPORT-P false 0001137761 XXXXXXXX S000037221 C000114642 Pacific Funds Series Trust 811-10385 0001137761 549300LB41OPP7XTUV13 700 Newport Center Drive PO Box 7500 Newport Beach 92660 949-219-3233 PF Emerging Markets Debt Fund S000037221 549300Q2U4FH3O95W808 2021-03-31 2021-03-31 N 62392174.87 908328.73 61483846.14 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 982783.61000000 BRL COP EGP EUR IDR MXN RUB USD ZAR N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -12168.89000000 -0.01979201166 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1084346.28000000 USD 7079805.29000000 CNY 2021-06-16 -12168.89000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 157000.00000000 PA USD 19087.43000000 0.031044625862 Long DBT NUSS LB N 2 2027-03-23 Fixed 6.85000000 Y N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 225000.00000000 PA USD 236812.53000000 0.385162192782 Long DBT CORP KY N 2 2024-02-01 Fixed 7.50000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 73000.00000000 PA USD 7592.00000000 0.012347958816 Long DBT NUSS VE N 2 2023-01-01 Fixed 9.00000000 Y Y N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -38301.22000000 -0.06229476912 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -968032.92000000 USD 29057834.41000000 THB 2021-04-30 -38301.22000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 4841000000.00000000 PA 364306.50000000 0.592523927619 Long DBT NUSS ID N 2 2029-05-15 Fixed 8.25000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 379200000.00000000 PA 101335.68000000 0.164816754907 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -78629.50000000 -0.12788643674 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -570322.88000000 USD 4154745.17000000 TRY 2021-04-30 -78629.50000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 1520000.00000000 PA 221545.45000000 0.360331150226 Long DBT NUSS CN N 2 2030-05-21 Fixed 2.68000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 7304000.00000000 PA 96543.02000000 0.157021764351 Long DBT NUSS RU N 2 2029-05-23 Fixed 6.90000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 1135700000.00000000 PA 302333.15000000 0.491727777262 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD -336.00000000 -0.00054648500 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 -30950.00000000 USD 2322224.92000000 RUB 2021-04-30 -336.00000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -665.81000000 -0.00108290232 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -130000.00000000 USD 93157480.00000000 CLP 2021-04-30 -665.81000000 N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 000000000 200000.00000000 PA USD 247907.00000000 0.403206721055 Long DBT CORP MX N 2 2044-03-25 Fixed 6.87500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2321000000.00000000 PA 171049.31000000 0.278202033116 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 35000.00000000 PA 7909.66000000 0.012864614848 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.75700000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 293.94000000 0.000478076793 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -145700000.00000000 IDR 10237.49000000 USD 2021-05-11 293.94000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 246.87000000 0.000401520099 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -50817.92000000 USD 57709850.00000000 KRW 2021-04-12 246.87000000 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 810000000.00000000 PA 61193.06000000 0.099527052781 Long DBT CORP GB N 2 2034-03-17 Fixed 8.37500000 N N N N N N DIGICEL INTL FINANCE LTD N/A 000000000 38669.00000000 PA USD 37440.87000000 0.060895458483 Long DBT CORP N/A N 2 2026-12-31 Fixed 8.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 809000.00000000 PA 184444.24000000 0.299988129532 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.63200000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 790000.00000000 PA 221953.62000000 0.360995015657 Long DBT NUSS RO N 2 2027-07-26 Fixed 5.80000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 150864.00000000 PA USD 187547.34000000 0.305035146260 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1865.82000000 -0.00303465075 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -182281.01000000 USD 3699611.91000000 MXN 2021-04-30 -1865.82000000 N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 000000000 200000.00000000 PA USD 207375.00000000 0.337283714372 Long DBT CORP CA N 2 2026-03-01 Fixed 6.87500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BW9 200000.00000000 PA USD 190871.00000000 0.310440891360 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BG1 110000.00000000 PA USD 151057.54000000 0.245686549367 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.37500000 N N N N N N BANK BAHRAIN & KUWAIT 549300MCPF5HTBF8ZR90 000000000 200000.00000000 PA USD 211500.00000000 0.343992793681 Long DBT CORP BH N 2 2024-07-09 Fixed 5.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -4.68000000 -0.00000761175 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -14418578.00000000 HUF 46665.95000000 USD 2021-04-30 -4.68000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -882.87000000 -0.00143593814 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -200000.00000000 USD 61515900.00000000 HUF 2021-04-30 -882.87000000 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 6199000.00000000 PA 939708.83000000 1.528383289263 Long DBT NUSS BR N 2 2023-07-01 None 0.00000000 N N N N N N MOVIDA EUROPE SA 549300YRJE0V6QKU7C86 62459LAA7 200000.00000000 PA USD 192143.00000000 0.312509727453 Long DBT CORP LU N 2 2031-02-08 Fixed 5.25000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -72.05000000 -0.00011718525 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -23073.13000000 USD 511848.59000000 CZK 2021-06-30 -72.05000000 N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 4717000.00000000 PA 64635.47000000 0.105125938043 Long DBT NUSS RU N 2 2024-07-17 Fixed 7.40000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1058698.21244000 PA USD 318149.40000000 0.517452013778 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12500000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 340000.00000000 PA 28967.27000000 0.047113627104 Long DBT NUSS TR N 2 2030-11-13 Fixed 11.70000000 N N N N N N ARABIAN CENTRES SUKUK 5493003T55GS691ILI42 000000000 200000.00000000 PA USD 204185.00000000 0.332095359706 Long DBT CORP KY N 2 2024-11-26 Fixed 5.37500000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 000000000 200000.00000000 PA USD 208500.00000000 0.339113463274 Long DBT CORP KY N 2 2023-07-23 Fixed 10.87500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 5919000.00000000 PA 365941.89000000 0.595183797003 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 4364000.00000000 PA 60701.21000000 0.098727086561 Long DBT NUSS RU N 2 2026-09-16 Fixed 7.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586TAE6 20000.00000000 PA USD 25446.60000000 0.041387456376 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 219102.00000000 0.356357016932 Long DBT NUSS RU N 2 2029-03-21 Fixed 4.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -1069.06000000 -0.00173876565 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -120577.44000000 USD 135060000.00000000 KRW 2021-04-12 -1069.06000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -6757.36000000 -0.01099046403 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -840000.00000000 USD 5502070.56000000 CNY 2021-06-16 -6757.36000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DL6 220000.00000000 PA USD 236255.80000000 0.384256702910 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AP7 186000.00000000 PA USD 290567.34000000 0.472591352431 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N HUNGARY 5299008DH62LEB10JK83 445545AJ5 150000.00000000 PA USD 169873.20000000 0.276289156688 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BD6 141000.00000000 PA USD 168612.74000000 0.274239089753 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N FIDEICOMISO INRETAIL 254900340JT2D5SHMA49 000000000 40000.00000000 PA USD 42525.60000000 0.069165484382 Long DBT CORP PE N 2 2028-04-03 Fixed 5.75000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -15112.31000000 -0.02457931790 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -16860015.31000000 MXN 807082.81000000 USD 2021-04-30 -15112.31000000 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 200000.00000000 PA USD 206259.00000000 0.335468603461 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 165000.00000000 PA USD 219656.25000000 0.357258473225 Long DBT CORP KY N 2 2036-11-21 Fixed 6.87500000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BK5 160000.00000000 PA USD 196882.40000000 0.320218093630 Long DBT NUSS BR N 2 2037-01-20 Fixed 7.12500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 895000000.00000000 PA 66290.39000000 0.107817571869 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 482000.00000000 PA 125580.46000000 0.204249518994 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 173000.00000000 PA 41890.16000000 0.068131977145 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 213443.00000000 0.347152973341 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 245756.60000000 0.399709217020 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.25000000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 000000000 200000.00000000 PA USD 239520.00000000 0.389565739681 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 000000000 151000000.00000000 PA 42260.03000000 0.068733549790 Long DBT CORP CO N 2 2027-11-08 Fixed 8.37500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -2572.47000000 -0.00418397703 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -240000.00000000 USD 7420560.00000000 THB 2021-04-30 -2572.47000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 1617518.00000000 PA USD 544375.68000000 0.885396269388 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 315000.00000000 PA 81248.01000000 0.132145295229 Long DBT NUSS RO N 2 2030-10-24 Fixed 4.15000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -675.56000000 -0.00109876014 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -133166.63000000 USD 149404971.00000000 KRW 2021-06-16 -675.56000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 26224.31000000 0.042652357727 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4128163.40000000 BRL 759425.93000000 USD 2021-04-05 26224.31000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BA9 91000.00000000 PA USD 137357.22000000 0.223403753381 Long DBT NUSS UY N 2 2033-01-15 Fixed 7.87500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BB2 170000.00000000 PA USD 247575.14000000 0.402666969526 Long DBT NUSS PH N 2 2031-01-14 Fixed 7.75000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BB9 200000.00000000 PA USD 215468.00000000 0.350446521366 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BB5 110000.00000000 PA USD 146214.20000000 0.237809130656 Long DBT NUSS BR N 2 2034-01-20 Fixed 8.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -10272.42000000 -0.01670751041 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -6963846.74000000 BRL 1224369.56000000 USD 2021-05-04 -10272.42000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BZ9 200000.00000000 PA USD 215522.47000000 0.350535113742 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -81.89000000 -0.00013318945 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -18483.16000000 USD 575223.76000000 THB 2021-06-30 -81.89000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 400000.00000000 PA USD 377410.40000000 0.613836680191 Long DBT NUSS OM N 2 2047-03-08 Fixed 6.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 200000.00000000 PA USD 219483.00000000 0.356976691894 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DQ2 119000.00000000 PA USD 98534.38000000 0.160260598817 Long DBT NUSS PE N 2 2060-12-01 Fixed 2.78000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 249000.00000000 PA USD 29880.00000000 0.048598130852 Long DBT NUSS LB N 2 2020-06-19 Fixed 6.15000000 Y N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 243000.00000000 PA 60980.95000000 0.099182067857 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 000000000 200000.00000000 PA USD 212331.00000000 0.345344368204 Long DBT CORP IE N 2 2026-10-15 Fixed 7.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -165.98000000 -0.00026995708 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -190000.00000000 USD 5360280.00000000 TWD 2021-06-16 -165.98000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -3204.39000000 -0.00521175918 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -5788041.95000000 ZAR 387336.20000000 USD 2021-04-30 -3204.39000000 N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 000000000 200000.00000000 PA USD 210250.00000000 0.341959739345 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1280000.00000000 PA 70358.36000000 0.114433895107 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD 1603.46000000 0.002607937044 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 -92519.82000000 TRY 12552.72000000 USD 2021-04-30 1603.46000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 85000.00000000 PA USD 8500.00000000 0.013824769486 Long DBT NUSS VE N 2 2018-12-30 Fixed 7.75000000 Y Y N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 268000.00000000 PA 60936.76000000 0.099110195320 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.06500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 200000.00000000 PA USD 197060.60000000 0.320507925856 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BM6 130000.00000000 PA USD 154696.10000000 0.251604461516 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 140000.00000000 PA 12783.92000000 0.020792323191 Long DBT NUSS TR N 2 2026-02-11 Fixed 10.60000000 N N N N N N Banco Santander S.A. 549300T3TP2IYV4PHY98 000000000 1.00000000 NC USD 14537.19000000 0.023643917732 N/A DFE CORP US N 2 Banco Santander S.A. 549300T3TP2IYV4PHY98 -4264642.90000000 BRL 771978.88000000 USD 2021-04-05 14537.19000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 45000.00000000 PA USD 48048.75000000 0.078148575628 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 64600000.00000000 PA 18330.01000000 0.029812725050 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -679.69000000 -0.00110547736 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1125550.00000000 EGP 69000.00000000 USD 2021-06-28 -679.69000000 N N N DIGICEL INTL FINANCE LTD N/A 000000000 25528.00000000 PA USD 26421.48000000 0.042973043585 Long DBT CORP N/A N 2 2024-05-25 Fixed 8.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 150000.00000000 PA USD 160125.00000000 0.260434260464 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AK0 118000.00000000 PA USD 172941.98000000 0.281280353877 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 128000.00000000 PA USD 15360.00000000 0.024982171682 Long DBT NUSS LB N 2 2020-04-14 Fixed 5.80000000 Y Y N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1670000.00000000 PA 76738.03000000 0.124810067713 Long DBT CORP MX N 2 2024-09-12 Fixed 7.19000000 N N N N N N URU MONETARY REG BILL 549300DTMS39GZYBX161 000000000 287000.00000000 PA 6234.61000000 0.010140240715 Long DBT NUSS UY N 2 2021-12-03 None 0.00000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 000000000 202000.00000000 PA USD 124850.14000000 0.203061694799 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 100000.00000000 PA USD 102004.60000000 0.165904715472 Long DBT NUSS UA N 2 2021-09-01 Fixed 7.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 150000.00000000 PA USD 147937.50000000 0.240611980686 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -6705.91000000 -0.01090678352 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1108195235.00000000 KRW 975987.91000000 USD 2021-05-12 -6705.91000000 N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 235879.17000000 0.383644135506 Long DBT CORP CL N 2 2044-11-04 Fixed 4.87500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1175000.00000000 PA 90473.41000000 0.147149886807 Long DBT NUSS ZA N 2 2026-12-21 Fixed 10.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1720000.00000000 PA 89713.43000000 0.145913822300 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3096000000.00000000 PA 229794.61000000 0.373747942633 Long DBT NUSS ID N 2 2024-03-15 Fixed 8.37500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 299000.00000000 PA USD 257033.86000000 0.418051042894 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 223000.00000000 PA USD 264609.79000000 0.430372864764 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N SCENERY JOURNEY LTD 549300Q2FGQXKG7X0I83 000000000 200000.00000000 PA USD 175991.43000000 0.286240111913 Long DBT CORP VG N 2 2023-10-24 Fixed 12.00000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123AW0 50000.00000000 PA USD 51742.90000000 0.084156901769 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.37500000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 117000.00000000 PA USD 5528.25000000 0.008991386107 Long DBT CORP VE N 2 2021-12-26 Fixed 12.75000000 Y Y N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1255900.00000000 PA USD 131869.50000000 0.214478287027 Long DBT NUSS VE N 2 2030-12-29 Fixed 11.95000000 Y Y N N N N THIRD PKSTAN INTL SUKUK 529900OMZDJ2H3CXKF72 000000000 200000.00000000 PA USD 205688.00000000 0.334539904240 Long DBT NUSS PK N 2 2022-12-05 Fixed 5.62500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -506.55000000 -0.00082387493 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -85446764.00000000 KRW 75266.92000000 USD 2021-06-16 -506.55000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 125000.00000000 PA 155140.88000000 0.252327871042 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 140.93000000 0.000229214678 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -26630623.26000000 HUF 86340.00000000 USD 2021-04-30 140.93000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1570000.00000000 PA 294019.76000000 0.478206518392 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N REDE D'OR FINANCE SARL 549300FDE772OLJUCP79 000000000 200000.00000000 PA USD 196632.00000000 0.319810832185 Long DBT CORP LU N 2 2030-01-22 Fixed 4.50000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 000000000 200000.00000000 PA USD 192553.00000000 0.313176569275 Long DBT CORP VG N 2 2050-05-13 Fixed 3.35000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 46714.00000000 PA USD 18919.64000000 0.030771724912 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N CROATIA 74780000O00QGQ7CER13 000000000 200000.00000000 PA USD 228884.00000000 0.372266886945 Long DBT NUSS HR N 2 2024-01-26 Fixed 6.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAN0 400000.00000000 PA USD 354950.00000000 0.577306109301 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1460500.00000000 PA USD 401637.50000000 0.653240688758 Long DBT CORP VE N 2 2021-10-27 Fixed 8.50000000 Y N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 18762000.00000000 PA 1099500.55000000 1.788275488648 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 200000.00000000 PA USD 210373.80000000 0.342161093047 Long DBT CORP KY N 2 2029-07-18 Fixed 3.87500000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD -4985.19000000 -0.00810812971 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 -195000.00000000 USD 696062250.00000000 COP 2021-04-30 -4985.19000000 N N N BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO 5493002L9DNZ83RX7V61 09248U718 2467345.96000000 NS USD 2467345.96000000 4.012998722268 Long STIV RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -899.98000000 -0.00146376659 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -70000.00000000 USD 230953.52000000 ILS 2021-04-29 -899.98000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -461.13000000 -0.00075000187 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -207529.07000000 USD 10108222.03000000 PHP 2021-05-28 -461.13000000 N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 259000.00000000 PA USD 284659.13000000 0.462981982863 Long DBT NUSS PK N 2 2024-04-15 Fixed 8.25000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 113000.00000000 PA USD 5339.25000000 0.008683988291 Long DBT CORP VE N 2 2026-12-27 Fixed 5.37500000 Y Y N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -9161.16000000 -0.01490010884 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -219691.62000000 USD 885884.48000000 RON 2021-05-28 -9161.16000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 32000.00000000 PA USD 33248.00000000 0.054075992455 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 134357.00003200 PA USD 48435.70000000 0.078777927928 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAP5 400000.00000000 PA USD 348000.00000000 0.566002327192 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75000000 N N N N N N BHARTI AIRTEL LTD 335800KQ1FPKOQ84OR26 000000000 200000.00000000 PA USD 215044.82000000 0.349758243019 Long DBT CORP IN N 2 2025-06-10 Fixed 4.37500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 2046.67000000 0.003328793054 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2948269072.00000000 IDR 203568.82000000 USD 2021-04-30 2046.67000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AU8 235000.00000000 PA USD 231921.50000000 0.377207208982 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -302.83000000 -0.00049253587 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -162895.41000000 USD 183355655.00000000 KRW 2021-04-30 -302.83000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 306278.00000000 PA USD 14731.97000000 0.023960716391 Long DBT CORP VE N 2 2034-12-31 Fixed 9.75000000 Y Y N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -10753.61000000 -0.01749013875 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -5383831.11000000 ZAR 352513.38000000 USD 2021-04-30 -10753.61000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 488000.00000000 PA USD 498980.00000000 0.811562762133 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAF4 202000.00000000 PA USD 246307.69000000 0.400605533751 Long DBT CORP ID N 2 2048-05-21 Fixed 6.15000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 2269000.00000000 PA 53748.51000000 0.087418913055 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 28000.00000000 PA 7205.21000000 0.011718866746 Long DBT NUSS MY N 2 2043-09-30 Fixed 4.93500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -13737.42000000 -0.02234313703 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -667279.37000000 USD 49733804.60000000 RUB 2021-05-28 -13737.42000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -37929.28000000 -0.06168982973 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -598837.65000000 USD 2216088.55000000 PLN 2021-05-28 -37929.28000000 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 8380000.00000000 PA 1211912.72000000 1.971107528374 Long DBT NUSS BR N 2 2024-01-01 None 0.00000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1192000.00000000 PA USD 143266.48000000 0.233014830714 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 50000.00000000 PA USD 60229.25000000 0.097959470301 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAN9 180000.00000000 PA USD 185310.00000000 0.301396239230 Long DBT CORP NL N 2 2115-06-05 Fixed 6.85000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 600000.00000000 PA USD 605082.60000000 0.984132642942 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 7973.53000000 0.012968495792 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -7140896711.00000000 IDR 496073.10000000 USD 2021-04-30 7973.53000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 531832173.50000000 PA 157159.61000000 0.255611221266 Long DBT NUSS CO N 2 2023-02-23 Fixed 4.75000000 N N N N N N REPUBLIC OF ZAMBIA N/A 000000000 307000.00000000 PA USD 174431.26000000 0.283702583606 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 Y Y N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3040.46000000 0.004945136309 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -176665.88000000 TRY 23947.99000000 USD 2021-04-30 3040.46000000 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123DC1 200000.00000000 PA USD 181378.00000000 0.295001063510 Long DBT NUSS TR N 2 2031-06-26 Fixed 5.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -28640.71000000 -0.04658249572 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -656442.58000000 USD 194035237.43000000 HUF 2021-05-28 -28640.71000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2240000.00000000 PA 115284.86000000 0.187504307615 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 166100.00000000 PA USD 17274.40000000 0.028095835059 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25000000 Y Y N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1334.93000000 -0.00217118817 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -61358.56000000 USD 248784.41000000 MYR 2021-05-28 -1334.93000000 N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 800000.00000000 PA 50149.60000000 0.081565489390 Long DBT NUSS EG N 2 2021-05-25 None 0.00000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 200000.00000000 PA USD 175000.00000000 0.284627607065 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.62500000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -266.16000000 -0.00043289419 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -26737.08000000 USD 109716.00000000 MYR 2021-05-28 -266.16000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 216000.00000000 PA USD 221111.42000000 0.359625224968 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.87500000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD -12802.06000000 -0.02082182687 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 -807390.00000000 USD 4473788.36000000 BRL 2021-04-05 -12802.06000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -6401.31000000 -0.01041136884 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -350000.00000000 USD 7646940.00000000 CZK 2021-04-30 -6401.31000000 N N N AXTEL SAB DE CV 549300BVRDR8XTSXAD13 000000000 174000.00000000 PA USD 181395.00000000 0.295028713049 Long DBT CORP MX N 2 2024-11-14 Fixed 6.37500000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 105000.00000000 PA 26730.99000000 0.043476444103 Long DBT NUSS MY N 2 2024-07-15 Fixed 4.18100000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 200000.00000000 PA USD 220378.80000000 0.358433659953 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BR5 200000.00000000 PA USD 227682.00000000 0.370311901896 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -11459.40000000 -0.01863806628 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1164055.38000000 USD 1299795875.00000000 KRW 2021-05-12 -11459.40000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBE8 150000.00000000 PA USD 156090.75000000 0.253872780900 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2240000.00000000 PA 116891.80000000 0.190117904683 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CL2 200000.00000000 PA USD 192324.00000000 0.312804113721 Long DBT NUSS TR N 2 2027-03-25 Fixed 6.00000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 150000.00000000 PA USD 134625.00000000 0.218959952006 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 397000.00000000 PA 25428.69000000 0.041358326774 Long DBT NUSS EG N 2 2022-07-21 Fixed 14.05100000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 000000000 200000.00000000 PA USD 207090.00000000 0.336820177983 Long DBT CORP ZA N 2 2025-02-11 Fixed 7.12500000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 2812000.00000000 PA 79775.86000000 0.129750926476 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.00000000 N N N N N N COMISION FED DE ELECTRIC 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 218702.00000000 0.355706439545 Long DBT CORP MX N 2 2042-02-14 Fixed 5.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 150000.00000000 PA USD 145125.00000000 0.236037608430 Long DBT NUSS SV N 2 2041-02-01 Fixed 7.62500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 200000.00000000 PA 246372.54000000 0.400711008610 Long DBT NUSS CI N 2 2040-10-17 Fixed 6.87500000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 77000.00000000 PA USD 76441.75000000 0.124328185042 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 7760000.00000000 PA 376813.41000000 0.612865709705 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 200000.00000000 PA USD 191118.00000000 0.310842622897 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.12500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -36954.19000000 -0.06010390097 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -895822.88000000 USD 19113724.82000000 CZK 2021-05-28 -36954.19000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 250000.00000000 PA USD 243112.50000000 0.395408737843 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586TAC0 174000.00000000 PA USD 189143.22000000 0.307630754864 Long DBT NUSS RO N 2 2023-08-22 Fixed 4.37500000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -1573.16000000 -0.00255865580 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -192769850.00000000 KRW 169000.00000000 USD 2021-04-12 -1573.16000000 N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 324000.00000000 PA USD 397748.88000000 0.646916068156 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 4742000.00000000 PA 64452.02000000 0.104827566989 Long DBT NUSS RU N 2 2025-11-12 Fixed 7.15000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 200000.00000000 PA USD 226302.00000000 0.368067409909 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 17050000.00000000 PA 72538.50000000 0.117979769572 Long DBT NUSS HU N 2 2028-10-22 Fixed 6.75000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 92000.00000000 PA USD 11310.48000000 0.018395856326 Long DBT NUSS LB N 2 2037-03-23 Fixed 7.25000000 Y N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2420.85000000 0.003937375671 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -516204.94000000 PLN 133060.00000000 USD 2021-04-30 2420.85000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -1592.58000000 -0.00259024133 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -183355655.00000000 KRW 161000.00000000 USD 2021-04-30 -1592.58000000 N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 470000.00000000 PA 51939.20000000 0.084476172622 Long DBT NUSS TR N 2 2022-08-17 Fixed 10.70000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 110000.00000000 PA USD 145805.00000000 0.237143589989 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 698800000.00000000 PA 206406.99000000 0.335709300830 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 11170.84000000 0.018168739760 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -573812.34000000 EUR 684275.98000000 USD 2021-04-14 11170.84000000 N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 246000.00000000 PA USD 311740.06000000 0.507027584595 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -17749.28000000 -0.02886820053 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -649478.06000000 USD 17837915.00000000 TWD 2021-06-16 -17749.28000000 N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 200000.00000000 PA USD 225065.00000000 0.366055499338 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 000000000 200000.00000000 PA USD 228522.00000000 0.371678114410 Long DBT CORP CL N 2 2050-05-07 Fixed 4.70000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 200000.00000000 PA USD 193865.20000000 0.315310788395 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N REPUBLIC OF GABON N/A 000000000 200000.00000000 PA USD 207904.40000000 0.338144753544 Long DBT NUSS GA N 2 2024-12-12 Fixed 6.37500000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 000000000 200000.00000000 PA USD 202308.00000000 0.329042525315 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N CENTRAL CHN REAL ESTATE 549300JDML9PYG0CIJ22 000000000 200000.00000000 PA USD 187241.14000000 0.304537129270 Long DBT CORP KY N 2 2023-08-27 Fixed 7.65000000 N N N N N N REPUBLIC OF GEORGIA N/A 000000000 200000.00000000 PA USD 200297.00000000 0.325771747499 Long DBT NUSS GE N 2 2021-04-12 Fixed 6.87500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 44000.00000000 PA 59259.26000000 0.096381836401 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62400000 N N N N N N NBM US HOLDINGS INC 5493008K1QMSP0J8UC24 000000000 210000.00000000 PA USD 226256.10000000 0.367992756153 Long DBT CORP US N 2 2026-05-14 Fixed 7.00000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -97.91000000 -0.00015924508 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -8916.64000000 USD 668944.44000000 RUB 2021-04-30 -97.91000000 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CM0 200000.00000000 PA USD 163015.00000000 0.265134682090 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 348000.00000000 PA 22307.48000000 0.036281855154 Long DBT NUSS EG N 2 2023-10-13 Fixed 14.31300000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123AY6 90000.00000000 PA USD 85691.25000000 0.139371973908 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N Banco Santander S.A. 549300T3TP2IYV4PHY98 000000000 1.00000000 NC USD 2170.85000000 0.003530764804 N/A DFE CORP US N 2 Banco Santander S.A. 549300T3TP2IYV4PHY98 -464673.82000000 USD 336261210.00000000 CLP 2021-04-30 2170.85000000 N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -30.29000000 -0.00004926497 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -35540.00000000 USD 728165.66000000 MXN 2021-04-30 -30.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2452.12000000 0.003988234559 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -215000.00000000 USD 156627500.00000000 CLP 2021-04-30 2452.12000000 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 1132410.00000000 PA USD 665302.20000000 1.082076418064 Long DBT NUSS EC N 2 2030-07-31 Variable 0.50000000 N N N N N N BRASKEM NETHERLANDS N/A 000000000 200000.00000000 PA USD 201280.00000000 0.327370541429 Long DBT CORP NL N 2 2050-01-31 Fixed 5.87500000 N N N N N N GOVERNMENT OF JAMAICA 529900Y93KNSXZI8KK56 470160CB6 200000.00000000 PA USD 272000.00000000 0.442392623552 Long DBT NUSS JM N 2 2045-07-28 Fixed 7.87500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 11375000.00000000 PA 152307.05000000 0.247718806746 Long DBT NUSS RU N 2 2028-01-19 Fixed 7.05000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 000000000 200000.00000000 PA USD 217838.00000000 0.354301192387 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.87500000 N N N N N N URU MONETARY REG BILL 549300DTMS39GZYBX161 000000000 1044000.00000000 PA 22330.26000000 0.036318905536 Long DBT NUSS UY N 2 2022-03-02 None 0.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 100000.00000000 PA USD 156748.08000000 0.254941890985 Long DBT NUSS ID N 2 2035-10-12 Fixed 8.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2222000000.00000000 PA 149085.87000000 0.242479739573 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 205300.00000000 0.333908844174 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.62500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 290.94000000 0.000473197462 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -642898.65000000 CNY 97652.57000000 USD 2021-06-16 290.94000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -10079.44000000 -0.01639363935 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -611416.21000000 USD 45614400.85000000 RUB 2021-04-30 -10079.44000000 N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 000000000 200000.00000000 PA USD 123680.00000000 0.201158528239 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 366000.00000000 PA USD 43920.00000000 0.071433397156 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 119000.00000000 PA USD 129633.48000000 0.210841526902 Long DBT NUSS UA N 2 2025-09-01 Fixed 7.75000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 331000000.00000000 PA 22997.72000000 0.037404491494 Long DBT NUSS ID N 2 2038-05-15 Fixed 7.50000000 N N N N N N VF UKRAINE (VFU FUNDING) N/A 000000000 200000.00000000 PA USD 207374.00000000 0.337282087928 Long DBT CORP UA N 2 2025-02-11 Fixed 6.20000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -15.72000000 -0.00002556769 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -765552.36000000 ZAR 51638.93000000 USD 2021-04-30 -15.72000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -5590.70000000 -0.00909295750 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -14836151.41000000 MXN 717908.72000000 USD 2021-04-30 -5590.70000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BL5 5692000.00000000 PA 149567.07000000 0.243262384170 Long DBT NUSS UY N 2 2040-07-02 Fixed 3.87500000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -3348.10000000 -0.00544549537 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -867487.39000000 USD 63843168.46000000 INR 2021-05-28 -3348.10000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 108000.00000000 PA USD 89198.82000000 0.145076838226 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 980000000.00000000 PA 72586.12000000 0.118057220810 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.25000000 N N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 2854000000.00000000 PA 202270.50000000 0.328981533685 Long DBT CORP US N 2 2032-08-17 Fixed 7.50000000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 000000000 250000.00000000 PA USD 312412.50000000 0.508121270241 Long DBT CORP ID N 2 2048-11-15 Fixed 6.75700000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AS1 92000.00000000 PA USD 141030.02000000 0.229377354954 Long DBT NUSS UY N 2 2036-03-21 Fixed 7.62500000 N N N N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 000000000 200000.00000000 PA USD 210500.00000000 0.342366350212 Long DBT CORP LU N 2 2028-01-10 Fixed 5.25000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 657000000.00000000 PA 43921.07000000 0.071435137450 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 108000.00000000 PA USD 116640.00000000 0.189708366217 Long DBT NUSS UA N 2 2023-09-01 Fixed 7.75000000 N N N N N N MONGOLIA INTL BOND N/A 000000000 200000.00000000 PA USD 209715.98000000 0.341091186004 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.62500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -7013.37000000 -0.01140684983 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -234415.44000000 USD 851279.66000000 PEN 2021-04-30 -7013.37000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 6853.88000000 0.011147448362 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1003805.00000000 PEN 275000.00000000 USD 2021-04-30 6853.88000000 N N N URU MONETARY REG BILL 549300DTMS39GZYBX161 000000000 299000.00000000 PA 6557.02000000 0.010664622354 Long DBT NUSS UY N 2 2021-10-15 None 0.00000000 N N N N N N FONDO MIVIVIENDA SA 549300X41PNOK11PZ670 000000000 101000.00000000 PA 30285.16000000 0.049257100687 Long DBT NUSS PE N 2 2024-02-14 Fixed 7.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AY3 170000.00000000 PA USD 264806.72000000 0.430693160276 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -10790.95000000 -0.01755087015 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -3044828.80000000 BRL 530000.00000000 USD 2021-04-05 -10790.95000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 1.00000000 NC -19280.13000000 -0.03135804151 N/A DIR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2025-09-16 0.00000000 USD 0.00000000 USD 7000000.00000000 CNY -19280.13000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2348.56000000 0.003819800073 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -7047217.21000000 CZK 319000.00000000 USD 2021-04-30 2348.56000000 N N N REPUBLIC OF BELARUS 635400CVCOWYLHF4ZB08 000000000 200000.00000000 PA USD 205596.00000000 0.334390271441 Long DBT NUSS BY N 2 2027-06-29 Fixed 7.62500000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 222.52000000 0.000361916200 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -2970701.93000000 CZK 133710.00000000 USD 2021-05-28 222.52000000 N N N EGYPT GOVERNMENT BOND 529900GFIVH4086NMH82 000000000 242000.00000000 PA 15498.02000000 0.025206653410 Long DBT NUSS EG N 2 2022-10-20 Fixed 14.13800000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 201054.80000000 0.327004266359 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 75000.00000000 PA USD 86799.75000000 0.141174886493 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -31839.56000000 -0.05178524441 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1920309.33000000 USD 38725149.90000000 MXN 2021-04-30 -31839.56000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 100000.00000000 PA USD 110000.00000000 0.178908781583 Long DBT NUSS DO N 2 2025-01-27 Fixed 5.50000000 N N N N N N VOTORANTIM CIMENTOS INTL 635400TDXGDD6FQOI583 000000000 200000.00000000 PA USD 257109.00000000 0.418173253856 Long DBT CORP LU N 2 2041-04-05 Fixed 7.25000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 000000000 180000.00000000 PA USD 189365.40000000 0.307992118074 Long DBT CORP LU N 2 2028-01-15 Fixed 5.12500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 200000.00000000 PA USD 189084.00000000 0.307534436881 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 240000.00000000 PA 13711.82000000 0.022301500086 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.20000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 82000.00000000 PA USD 91332.83000000 0.148547684853 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD 5619.16000000 0.009139246082 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 -197632400.00000000 CLP 280000.00000000 USD 2021-04-30 5619.16000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 35000.00000000 PA USD 4294.43000000 0.006984647626 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 923400000.00000000 PA 295002.99000000 0.479805686404 Long DBT NUSS CO N 2 2024-07-24 Fixed 10.00000000 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 8450000.00000000 PA 28902.20000000 0.047007794428 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 52000.00000000 PA 13073.22000000 0.021262853287 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 200000.00000000 PA USD 192470.00000000 0.313041574467 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 66000.00000000 PA 16810.61000000 0.027341506843 Long DBT NUSS MY N 2 2048-07-06 Fixed 4.92100000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 200000.00000000 PA USD 184664.00000000 0.300345556749 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 200000.00000000 PA USD 263865.42000000 0.429162189039 Long DBT NUSS ID N 2 2046-01-08 Fixed 5.95000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -495.34000000 -0.00080564250 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -1883040.61000000 ZAR 126082.40000000 USD 2021-05-28 -495.34000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 239354.00000000 PA USD 11309.48000000 0.018394229883 Long DBT CORP VE N 2 2021-11-17 Fixed 9.00000000 Y Y N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -18001.54000000 -0.02927848716 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2025-01-02 0.00000000 USD 0.00000000 USD 3301298.06000000 BRL -18001.54000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 567.97000000 0.000923771097 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-06-16 0.00000000 USD 0.00000000 USD 2400000.00000000 CNY 567.97000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HU7 188127.00003700 PA USD 69245.79000000 0.112624362897 Long DBT NUSS AR N 2 2038-01-09 Variable 0.12500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 23147000.00000000 PA 341128.19000000 0.554825716698 Long DBT NUSS RU N 2 2031-09-17 Fixed 8.50000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 000000000 220000.00000000 PA USD 229142.10000000 0.372686672005 Long DBT CORP KZ N 2 2022-12-10 Fixed 4.12500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 621.26000000 0.001010444269 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -310000.00000000 USD 350287600.00000000 KRW 2021-04-30 621.26000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 348000.00000000 PA USD 296586.48000000 0.482381143373 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 211000.00000000 PA 54522.61000000 0.088677942944 Long DBT NUSS MY N 2 2038-06-08 Fixed 4.89300000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 2600000.00000000 PA 163411.50000000 0.265779566925 Long DBT NUSS EG N 2 2021-05-18 None 0.00000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 200000.00000000 PA USD 209278.80000000 0.340380137448 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -1902.16000000 -0.00309375570 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -191600640.00000000 KRW 168000.00000000 USD 2021-05-12 -1902.16000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 6569.77000000 0.010685359508 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -976168.45000000 USD 1108195235.00000000 KRW 2021-06-16 6569.77000000 N N N HUNGARY 5299008DH62LEB10JK83 445545AL0 84000.00000000 PA USD 95288.26000000 0.154980968144 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.37500000 N N N N N N BRASKEM NETHERLANDS N/A 000000000 280000.00000000 PA USD 317816.80000000 0.516911058680 Long DBT CORP NL N 2 2081-01-23 Fixed 8.50000000 N N N N N N KAZAKHSTAN TEMIR ZHOLY N/A 000000000 300000.00000000 PA USD 400863.00000000 0.651981008291 Long DBT CORP NL N 2 2042-07-10 Fixed 6.95000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 9000.00000000 PA USD 1098.00000000 0.001785834928 Long DBT NUSS LB N 2 2035-11-02 Fixed 7.05000000 Y Y N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2156000000.00000000 PA 164442.31000000 0.267456121117 Long DBT NUSS ID N 2 2026-09-15 Fixed 8.37500000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586TAA4 104000.00000000 PA USD 109558.80000000 0.178191194725 Long DBT NUSS RO N 2 2022-02-07 Fixed 6.75000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 121000.00000000 PA USD 12705.00000000 0.020663964272 Long DBT NUSS VE N 2 2027-12-26 Fixed 9.25000000 Y Y N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 200000.00000000 PA USD 191484.00000000 0.311437901207 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAY4 246000.00000000 PA USD 274994.72000000 0.447263366338 Long DBT CORP CL N 2 2049-02-05 Fixed 4.37500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 221000.00000000 PA USD 267963.26000000 0.435827094144 Long DBT NUSS ID N 2 2047-01-08 Fixed 5.25000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -236.97000000 -0.00038541830 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -618070.00000000 EGP 38000.00000000 USD 2021-06-29 -236.97000000 N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 237000.00000000 PA USD 280875.81000000 0.456828626759 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N INDONESIA ASAHAN ALUMINI 2549008P48EB9SN2OI80 000000000 200000.00000000 PA USD 227509.00000000 0.370030527176 Long DBT CORP ID N 2 2030-05-15 Fixed 5.45000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 199790.00000000 0.324947140660 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 000000000 200000.00000000 PA USD 233550.40000000 0.379856522749 Long DBT CORP MA N 2 2044-04-25 Fixed 6.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3186.73000000 0.005183036195 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -598340.77000000 USD 45628868.62000000 RUB 2021-04-30 3186.73000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AW4 93000.00000000 PA USD 125485.37000000 0.204094860484 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 217630.00000000 0.353962892146 Long DBT NUSS QA N 2 2026-06-02 Fixed 3.25000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 2099000.00000000 PA 74662.82000000 0.121434855961 Long DBT NUSS TH N 2 2036-06-17 Fixed 3.40000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 200000.00000000 PA USD 189116.00000000 0.307586483072 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AY8 80548.00000000 PA USD 89928.62000000 0.146263816670 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.12500000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BD3 1984022.10492200 PA 53458.66000000 0.086947488415 Long DBT NUSS UY N 2 2028-12-15 Fixed 4.37500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 5965000000.00000000 PA 427779.82000000 0.695759694385 Long DBT NUSS ID N 2 2027-05-15 Fixed 7.00000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 86.91000000 0.000141354201 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -80000.00000000 USD 3909520.00000000 PHP 2021-05-28 86.91000000 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 517534.00000000 PA USD 225127.29000000 0.366156810501 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638AS1 100000.00000000 PA USD 123998.50000000 0.201676550483 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD 2758.69000000 0.004486853333 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -177835.00000000 EUR 211366.36000000 USD 2021-04-14 2758.69000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 200000.00000000 PA USD 237566.48000000 0.386388449836 Long DBT NUSS ID N 2 2045-01-15 Fixed 5.12500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 2320002.00000000 PA USD 1055624.11000000 1.716912939369 Long DBT NUSS EC N 2 2035-07-31 Variable 0.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AD6 116000.00000000 PA USD 160265.60000000 0.260662938416 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.87500000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 922646AS3 252000.00000000 PA USD 26460.00000000 0.043035694188 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25000000 Y Y N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 219275.60000000 0.356639367518 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 000000000 200000.00000000 PA USD 210392.24000000 0.342191084664 Long DBT NUSS IN N 2 2023-01-14 Fixed 4.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -11556.82000000 -0.01879651441 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -510000.00000000 USD 1969538.40000000 PLN 2021-04-30 -11556.82000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 1438000000.00000000 PA 101182.73000000 0.164567990378 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1055.13000000 -0.00171610929 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -260000.00000000 USD 3837715.70000000 ZAR 2021-04-30 -1055.13000000 N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4737000.00000000 PA 800178.02000000 1.301444314622 Long DBT NUSS BR N 2 2022-04-01 None 0.00000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 000000000 200000.00000000 PA USD 231957.40000000 0.377265598303 Long DBT CORP BH N 2 2028-11-07 Fixed 8.37500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AP2 50000.00000000 PA USD 68528.25000000 0.111457324650 Long DBT NUSS PH N 2 2025-03-16 Fixed 10.62500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1449.79000000 0.002358001476 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -288312.47000000 RON 70073.01000000 USD 2021-04-29 1449.79000000 N N N SOCIALIST REP OF VIETNAM 5493008AE7RS4XK4BZ08 000000000 200000.00000000 PA USD 224478.56000000 0.365101687830 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.80000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 413000.00000000 PA 5808.98000000 0.009447977582 Long DBT NUSS RU N 2 2039-03-16 Fixed 7.70000000 N N N N N N INDONESIA GOVERNMENT N/A 000000000 432000000.00000000 PA 35570.63000000 0.057853618849 Long DBT NUSS ID N 2 2025-09-15 Fixed 11.00000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 5100000.00000000 PA 310930.35000000 0.505710637054 Long DBT NUSS EG N 2 2021-08-10 None 0.00000000 N N N N N N GOVERNMENT OF UKRAINE 6354001WLTJXOMEXPY07 000000000 1600000.00000000 PA 63896.21000000 0.103923573444 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 180000.00000000 PA 46000.12000000 0.074816594744 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64200000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 22000.00000000 PA USD 21725.00000000 0.035334484362 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N NETWORK I2I LTD 2549003L8M1FGHLHOX45 64132NAC0 200000.00000000 PA USD 201045.00000000 0.326988327213 Long DBT CORP MU N 2 N/A Fixed 3.97500000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 57000.00000000 PA 14427.32000000 0.023465220388 Long DBT NUSS MY N 2 2031-06-30 Fixed 4.23200000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 200000.00000000 PA USD 207310.00000000 0.337177995546 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 26000.00000000 PA USD 26058.37000000 0.042382465697 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 130000.00000000 PA USD 173429.04000000 0.282072529433 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBB3 102000.00000000 PA USD 107949.15000000 0.175573189995 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 130000.00000000 PA USD 191973.50000000 0.312234045285 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CF5 200000.00000000 PA USD 198583.00000000 0.322984023393 Long DBT NUSS TR N 2 2024-03-22 Fixed 5.75000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 200000.00000000 PA USD 221750.00000000 0.360663839238 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 146000.00000000 PA USD 17842.66000000 0.029020077825 Long DBT NUSS LB N 2 2032-03-23 Fixed 7.00000000 Y N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -2047.88000000 -0.00333076105 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -52916.22000000 USD 1590000.00000000 THB 2021-05-28 -2047.88000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 51000.00000000 PA 12966.33000000 0.021089002744 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N CHINA EVERGRANDE GROUP 549300CUF7B1LAB15T90 000000000 200000.00000000 PA USD 172500.00000000 0.280561498392 Long DBT CORP KY N 2 2023-06-28 Fixed 7.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BM3 84000.00000000 PA USD 111484.38000000 0.181323041740 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 630000.00000000 PA 97843.18000000 0.159136401091 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.81000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 223754.00000000 0.363923231950 Long DBT NUSS SA N 2 2060-04-22 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 199000.00000000 PA 245061.34000000 0.398578415933 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -1718.03000000 -0.00279427867 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -200000.00000000 USD 14649200.00000000 INR 2021-05-28 -1718.03000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 1151000.00000000 PA 41032.88000000 0.066737659687 Long DBT NUSS TH N 2 2067-06-17 Fixed 3.60000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 130000.00000000 PA USD 153562.50000000 0.249760725199 Long DBT NUSS DO N 2 2044-04-30 Fixed 7.45000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DR0 49000.00000000 PA USD 39806.62000000 0.064743217119 Long DBT NUSS PE N 2 2121-07-28 Fixed 3.23000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 9640000.00000000 PA 539291.96000000 0.877127886196 Long DBT NUSS MX N 2 2024-12-05 Fixed 10.00000000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 000000000 200000.00000000 PA USD 213625.00000000 0.347448986053 Long DBT CORP IE N 2 2027-09-15 Fixed 6.87500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 200000.00000000 PA USD 196762.00000000 0.320022269836 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 980000.00000000 PA 39136.43000000 0.063653190971 Long DBT NUSS UA N 2 2025-02-26 Fixed 15.84000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 90372UAK0 397000.00000000 PA 15209.62000000 0.024737587114 Long DBT NUSS UA N 2 2022-05-11 Fixed 17.00000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 184000.00000000 PA USD 22080.00000000 0.035911871794 Long DBT NUSS LB N 2 2020-03-09 Fixed 6.37500000 Y N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -934.52000000 -0.00151994395 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -180000.00000000 USD 1513080.00000000 TRY 2021-04-30 -934.52000000 N N N CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 000000000 1.00000000 NC USD 10159.93000000 0.016524551793 N/A DFE CORP US N 2 CREDIT SUISSE SECURITIES (USA) LLC 1V8Y6QCX6YMJ2OELII46 -994072204.00000000 COP 281527.10000000 USD 2021-04-30 10159.93000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -367.32000000 -0.00059742521 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -220000.00000000 USD 295537.66000000 SGD 2021-05-28 -367.32000000 N N N MHP LUX SA 222100RHC7R1WZ1J3M44 000000000 200000.00000000 PA USD 210640.00000000 0.342594052298 Long DBT CORP LU N 2 2026-04-03 Fixed 6.95000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 200000.00000000 PA USD 212909.00000000 0.346284452529 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 147.21000000 0.000239428743 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -138800000.00000000 IDR 9573.40000000 USD 2021-06-16 147.21000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 88000.00000000 PA USD 10782.20000000 0.017536638770 Long DBT NUSS LB N 2 2026-11-27 Fixed 6.60000000 Y N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 340000.00000000 PA 34011.32000000 0.055317489284 Long DBT NUSS TR N 2 2025-10-01 Fixed 12.60000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 257713.04000000 0.419155690769 Long DBT CORP CL N 2 2043-10-18 Fixed 5.62500000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 716564AB5 200000.00000000 PA USD 210440.00000000 0.342268763604 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -8039.22000000 -0.01307533686 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -8162232.00000000 MXN 390000.00000000 USD 2021-04-30 -8039.22000000 N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 219129.00000000 0.356400930906 Long DBT CORP MX N 2 2024-01-15 Fixed 4.87500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 200000.00000000 PA USD 256233.00000000 0.416748489378 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 200000.00000000 PA USD 247900.00000000 0.403195335951 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567RAF3 200000.00000000 PA USD 226112.00000000 0.367758385650 Long DBT NUSS ID N 2 2026-03-29 Fixed 4.55000000 N N N N N N EGYPT TREASURY BILL 529900GFIVH4086NMH82 000000000 1275000.00000000 PA 79751.96000000 0.129712054477 Long DBT NUSS EG N 2 2021-06-01 None 0.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 950000.00000000 PA 44100.26000000 0.071726579855 Long DBT CORP MX N 2 2027-12-23 Fixed 8.18000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1449000.00000000 PA 80275.89000000 0.130564197004 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 207000.00000000 PA USD 206473.19000000 0.335816971387 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 211000.00000000 PA USD 22366.00000000 0.036377034626 Long DBT NUSS VE N 2 2021-12-26 Fixed 12.75000000 Y Y N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1781.77000000 0.002897948179 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -652317.62000000 PLN 166867.80000000 USD 2021-04-30 1781.77000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 232000.00000000 PA USD 243430.64000000 0.395926174569 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 3392000000.00000000 PA 236947.26000000 0.385381323511 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 369000000.00000000 PA 27304.98000000 0.044410006390 Long DBT CORP GB N 2 2024-05-17 Fixed 8.12500000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 270000000.00000000 PA 18115.75000000 0.029464243272 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.62500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -436.88000000 -0.00071056062 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1154720.00000000 EGP 71000.00000000 USD 2021-06-29 -436.88000000 N N N SIMPAR EUROPE SA 54930068BSUST41D5C30 82883PAA2 200000.00000000 PA USD 196308.00000000 0.319283864501 Long DBT CORP LU N 2 2031-01-26 Fixed 5.20000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 300000.00000000 PA USD 283339.80000000 0.460836167202 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N ING FINANCIAL MARKETS LLC KBVRJ5K57JZ3E2AVWX40 000000000 1.00000000 NC USD -2498.10000000 -0.00406301842 N/A DFE CORP US N 2 ING FINANCIAL MARKETS LLC KBVRJ5K57JZ3E2AVWX40 -58023.33000000 USD 233282.78000000 RON 2021-04-29 -2498.10000000 N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 100000.00000000 PA USD 110096.00000000 0.179064920156 Long DBT CORP IL N 2 2030-06-30 Fixed 6.75000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -71513.82000000 -0.11631318547 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1261059.91000000 USD 4700348.62000000 PLN 2021-04-30 -71513.82000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 768700.00000000 PA USD 79944.80000000 0.130025697836 Long DBT NUSS VE N 2 2026-10-21 Fixed 11.75000000 Y Y N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 10816.96000000 0.017593173945 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1226029.36000000 USD 6963846.74000000 BRL 2021-04-05 10816.96000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2371.87000000 -0.00385771247 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -100000.00000000 USD 410173.20000000 RON 2021-04-29 -2371.87000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 130000.00000000 PA 149007.89000000 0.242352909511 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 333000.00000000 PA 10761.24000000 0.017502548515 Long DBT NUSS TH N 2 2046-06-17 Fixed 2.87500000 N N N N N N HUNGARY GOVERNMENT BOND 5299008DH62LEB10JK83 000000000 35330000.00000000 PA 119987.14000000 0.195152300210 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 357.56000000 0.000581551126 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -189460.00000000 USD 3892417.81000000 MXN 2021-04-30 357.56000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -23366.64000000 -0.03800451901 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1838807.13000000 USD 11956245.10000000 CNY 2021-05-12 -23366.64000000 N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 237824.80000000 0.386808592713 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 440000.00000000 PA USD 423060.00000000 0.688083173971 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N TURKEY GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 240000.00000000 PA 20403.89000000 0.033185773631 Long DBT NUSS TR N 2 2027-08-11 Fixed 10.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1970000.00000000 PA 120546.67000000 0.196062344124 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 350000.00000000 PA USD 324450.00000000 0.527699583499 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2200.71000000 0.003579330406 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1134700000.00000000 IDR 80021.16000000 USD 2021-04-16 2200.71000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 200000.00000000 PA USD 233508.80000000 0.379788862701 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 258000.00000000 PA USD 253500.48000000 0.412304200070 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 3087000.00000000 PA 108427.84000000 0.176351752219 Long DBT NUSS TH N 2 2038-06-17 Fixed 3.30000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -7412.62000000 -0.01205620738 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -202607.48000000 USD 4344147.58000000 CZK 2021-04-30 -7412.62000000 N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 337218.00000000 PA USD 414467.90000000 0.674108609042 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 434000.00000000 PA USD 421283.80000000 0.685194285082 Long DBT NUSS RO N 2 2051-02-14 Fixed 4.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71645WAQ4 190000.00000000 PA USD 213239.85000000 0.346822561351 Long DBT CORP NL N 2 2040-01-20 Fixed 6.87500000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 1.00000000 NC USD -3348.32000000 -0.00544585319 N/A DFE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 -152360.95000000 USD 498046.01000000 ILS 2021-04-29 -3348.32000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -438.60000000 -0.00071335810 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -588600.00000000 EGP 36000.00000000 USD 2021-06-28 -438.60000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 311000000.00000000 PA 24394.18000000 0.039675754741 Long DBT CORP GB N 2 2029-03-20 Fixed 9.00000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 184000.00000000 PA 44089.61000000 0.071709258232 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.82800000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -142.25000000 -0.00023136158 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -18543.50000000 USD 575223.00000000 THB 2021-06-30 -142.25000000 N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CB4 200000.00000000 PA USD 153390.00000000 0.249480163701 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N CSN ISLANDS XI CORP 222100R8R68DM7VM3661 000000000 200000.00000000 PA USD 212185.00000000 0.345106907458 Long DBT CORP KY N 2 2028-01-28 Fixed 6.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 379217.00000000 PA USD 131516.25000000 0.213903745872 Long DBT NUSS AR N 2 2041-07-09 Variable 0.12500000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAM3 200000.00000000 PA USD 196980.00000000 0.320376834512 Long DBT NUSS GH N 2 2034-04-07 Fixed 8.62500000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 000000000 250000.00000000 PA USD 261562.50000000 0.425416619845 Long DBT CORP LU N 2 2026-05-15 Fixed 7.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 276000.00000000 PA USD 320988.00000000 0.522068836209 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.87500000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 291000.00000000 PA USD 345789.78000000 0.562407529308 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 2224000.00000000 PA 128016.18000000 0.208211079880 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 1102000.00000000 PA 14854.63000000 0.024160215947 Long DBT NUSS RU N 2 2034-05-10 Fixed 7.25000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 000000000 200000.00000000 PA USD 200572.02000000 0.326219051982 Long DBT CORP CL N 2 2047-09-14 Fixed 4.50000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -10197.44000000 -0.01658555968 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -819317.55000000 USD 1088751.76000000 SGD 2021-05-28 -10197.44000000 N N N OLEODUCTO CENTRAL SA 254900W4CPYCQFVH5E92 000000000 205000.00000000 PA USD 217335.88000000 0.353484522593 Long DBT CORP CO N 2 2027-07-14 Fixed 4.00000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 2478000.00000000 PA 34694.03000000 0.056427878504 Long DBT NUSS RU N 2 2026-10-07 Fixed 7.95000000 N N N N N N 2021-05-26 Pacific Funds Series Trust Trevor Smith Trevor Smith VP and Treasurer