0001752724-22-121423.txt : 20220525
0001752724-22-121423.hdr.sgml : 20220525
20220525160947
ACCESSION NUMBER: 0001752724-22-121423
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220525
PERIOD START: 20220331
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: 22962987
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
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0001137761
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Newport Beach
92660
949-219-3233
PF Emerging Markets Debt Fund
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549300Q2U4FH3O95W808
2022-03-31
2022-03-31
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CITIGROUP GLOBAL MARKETS INC.
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Kosmos Energy Ltd
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CHICAGO MERCANTILE EXCHANGE INC.
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CHICAGO MERCANTILE EXCHANGE INC.
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Itau Unibanco Holding SA/Cayman Island
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HSBC BANK PLC
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IRS THB
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HSBC BANK PLC
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America Movil SAB de CV
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USD
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Long
DBT
CORP
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2032-04-04
Fixed
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PETROLEOS MEXICANOS
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Petroleos Mexicanos
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USD
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DBT
CORP
MX
N
2
2028-02-12
Fixed
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N
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N
N
N
COMMONWEALTH OF BAHAMAS
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Bahamas Government International Bond
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USD
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NUSS
BS
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2028-11-21
Fixed
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HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
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USD
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DFE
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HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
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Petroleos Mexicanos
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USD
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DBT
CORP
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N
2
2030-01-23
Fixed
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STUDIO CITY FINANCE LTD
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Studio City Finance Ltd
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PA
USD
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DBT
CORP
VG
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2029-01-15
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N
N
N
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UNITED GROUP BV
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United Group BV
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PA
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DBT
CORP
NL
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2027-11-15
Fixed
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CHICAGO MERCANTILE EXCHANGE INC.
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IRS CZK
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NC
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DIR
CORP
US
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CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
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2032-03-16
0.00000000
USD
0.00000000
USD
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CZK
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N
AFRICA FINANCE CORP
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Africa Finance Corp
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USD
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Long
DBT
NUSS
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2028-04-28
Fixed
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REPUBLIC OF VENEZUELA
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Venezuela Government International Bond
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PA
USD
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Long
DBT
NUSS
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2
2026-10-21
Fixed
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N
N
N
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PETROLEOS MEXICANOS
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Petroleos Mexicanos
706451BG5
75000.00000000
PA
USD
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Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
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N
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REPUBLIC OF IRAQ
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Iraq International Bond
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PA
USD
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Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
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N
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N
N
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INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
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PA
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Long
DBT
NUSS
ID
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2
2026-04-15
Fixed
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N
N
N
N
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CHICAGO MERCANTILE EXCHANGE INC.
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IRS CZK
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NC
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N/A
DIR
CORP
US
N
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CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
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2032-03-16
18628.62000000
USD
0.00000000
USD
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CZK
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N
N
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ROMANIA
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Romanian Government International Bond
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PA
468468.61000000
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Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
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REPUBLIC OF ZAMBIA
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Zambia Government International Bond
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USD
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Long
DBT
NUSS
ZM
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2
2024-04-14
Fixed
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N
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N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ILS/USD FORWARD
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NC
USD
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DFE
CORP
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JPMorgan Chase Bank, National Association
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ILS
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JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
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IRS THB
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NC
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N/A
DIR
CORP
US
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2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2024-06-15
987.00000000
USD
0.00000000
USD
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THB
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JPMorgan Chase Bank, National Association
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MXN/USD FORWARD
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NC
USD
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N/A
DFE
CORP
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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USD
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MXN
2022-04-26
2936.41000000
N
N
N
LOGAN GROUP CO LTD
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
250000.00000000
PA
USD
60625.00000000
0.141144243983
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
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N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
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IRS CLP
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1.00000000
NC
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N/A
DIR
CORP
GB
N
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UK CLEARING HOUSE LIMITED
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Y
2027-03-16
10143.00000000
USD
0.00000000
USD
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CLP
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N
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HSBC BANK PLC
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IRS THB
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1.00000000
NC
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N/A
DIR
CORP
GB
N
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HSBC BANK PLC
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Y
2027-03-16
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USD
0.00000000
USD
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THB
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N
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IHS HOLDING LTD
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IHS Holding Ltd
44963HAA3
325000.00000000
PA
USD
309068.50000000
0.719558594173
Long
DBT
CORP
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N
2
2026-11-29
Fixed
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N
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KINGDOM OF BAHRAIN
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Bahrain Government International Bond
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PA
USD
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Long
DBT
NUSS
BH
N
2
2044-09-19
Fixed
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N
N
N
N
N
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CHICAGO MERCANTILE EXCHANGE INC.
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IRS MXN
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DIR
CORP
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CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
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2027-06-09
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MXN
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N
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REPUBLIC OF SRI LANKA
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Sri Lanka Government International Bond
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PA
USD
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0.232149396199
Long
DBT
NUSS
LK
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2
2024-06-28
Fixed
6.35000000
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N
N
N
N
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REPUBLIC OF TURKEY
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Turkey Government International Bond
900123CM0
450000.00000000
PA
USD
337457.70000000
0.785652980503
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
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N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
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Sunac China Holdings Ltd
000000000
200000.00000000
PA
USD
50500.00000000
0.117571700143
Long
DBT
CORP
KY
N
2
2024-10-20
Fixed
6.80000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BR5
450000.00000000
PA
USD
409036.50000000
0.952299341102
Long
DBT
NUSS
CO
N
2
2044-02-26
Fixed
5.62500000
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N
N
N
N
N
GOLDMAN SACHS & CO. LLC
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IRS HUF
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NC
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N/A
DIR
CORP
US
N
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GOLDMAN SACHS & CO. LLC
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2032-06-15
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USD
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USD
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HUF
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N
UKRAINE GOVERNMENT
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Ukraine Government International Bond
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PA
USD
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0.212124956735
Long
DBT
NUSS
UA
N
2
2040-05-31
Variable
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N
N
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SAUDI INTERNATIONAL BOND
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Saudi Government International Bond
000000000
200000.00000000
PA
USD
201793.00000000
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Long
DBT
NUSS
SA
N
2
2025-10-22
Fixed
2.90000000
N
N
N
N
N
N
ROMANIA
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Romanian Government International Bond
000000000
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PA
149043.38000000
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Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.87500000
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N
N
N
N
N
PETROLEOS DE VENEZUELA S
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Petroleos de Venezuela SA
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PA
USD
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0.538466745893
Long
DBT
CORP
VE
N
2
2020-10-27
Fixed
8.50000000
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N
N
N
N
N
REPUBLIC OF NIGERIA
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Nigeria Government International Bond
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USD
174746.00000000
0.406835332935
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
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N
N
N
N
N
HSBC BANK PLC
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IRS MYR
000000000
1.00000000
NC
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-0.02247069911
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DIR
CORP
GB
N
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HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2024-06-15
0.00000000
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USD
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MYR
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N
N
N
REPUBLIC OF EL SALVADOR
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El Salvador Government International Bond
000000000
125000.00000000
PA
USD
59450.00000000
0.138408664822
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
HDFC BANK LTD
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HDFC Bank Ltd
000000000
400000.00000000
PA
USD
371500.00000000
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Long
DBT
CORP
IN
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
ICL GROUP LIMITED
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ICL Group Ltd
000000000
250000.00000000
PA
USD
275000.00000000
0.640241931473
Long
DBT
CORP
IL
N
2
2038-05-31
Fixed
6.37500000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS INR
000000000
1.00000000
NC
2177.55000000
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N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2027-06-15
0.00000000
USD
0.00000000
USD
-218000000.00000000
INR
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CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
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N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-12-17
0.00000000
USD
0.00000000
USD
-2600000.00000000
USD
55662.88000000
N
N
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REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
475000.00000000
PA
USD
235775.75000000
0.548921896634
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
275000.00000000
PA
USD
249269.06000000
0.580336379748
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
ENERGO PRO AS
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Energo-Pro AS
000000000
300000.00000000
PA
USD
285000.00000000
0.663523456254
Long
DBT
CORP
CZ
N
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS INR
000000000
1.00000000
NC
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N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2026-10-07
8043.00000000
USD
0.00000000
USD
52000000.00000000
INR
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N
N
COMISION FEDERAL DE ELEC
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Comision Federal de Electricidad
000000000
237000.00000000
PA
USD
242319.72000000
0.564157256606
Long
DBT
CORP
MX
N
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
275000.00000000
PA
USD
110000.00000000
0.256096772589
Long
DBT
CORP
UA
N
2
2026-11-09
Fixed
6.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CNH FORWARD
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1.00000000
NC
USD
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N/A
DFE
CORP
US
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-13400000.00000000
CNY
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USD
2022-04-26
-9877.04000000
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N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
32224000.00000000
PA
1982396.22000000
4.615320672139
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
211000.00000000
PA
USD
18357.00000000
0.042737895040
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
61487.26000000
0.143151716739
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-18
0.00000000
USD
0.00000000
USD
-6200000.00000000
USD
61487.26000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CLP
000000000
1.00000000
NC
-113678.75000000
-0.26466146351
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-16
0.00000000
USD
-81074.00000000
USD
1700000000.00000000
CLP
-32604.75000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
89811.28000000
0.209094354091
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-06-15
0.00000000
USD
0.00000000
USD
-78000000.00000000
CZK
89811.28000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AV6
950000.00000000
PA
USD
789962.05000000
1.839152104300
Long
DBT
NUSS
ZA
N
2
2046-10-12
Fixed
5.00000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS THB
000000000
1.00000000
NC
22714.94000000
0.052883843850
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2027-03-16
15482.00000000
USD
0.00000000
USD
-28000000.00000000
THB
7232.94000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CLP FORWARD
000000000
1.00000000
NC
USD
12723.86000000
0.029623086189
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1328154.37000000
USD
1060000000.00000000
CLP
2022-04-26
12723.86000000
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
000000000
237000.00000000
PA
USD
259520.93000000
0.604204296294
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
525000.00000000
PA
USD
344667.75000000
0.802439076278
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
1.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS THB
000000000
1.00000000
NC
1744.06000000
0.004060437610
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2027-06-15
0.00000000
USD
0.00000000
USD
-37000000.00000000
THB
1744.06000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
50000.00000000
PA
USD
25000.50000000
0.058204976028
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
-20725.68000000
-0.04825254325
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-06-15
0.00000000
USD
-5536.49000000
USD
18000000.00000000
CZK
-15189.19000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
150000.00000000
PA
USD
152235.60000000
0.354427689392
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
10523.95000000
0.024501360271
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-847831.78000000
USD
19000000.00000000
CZK
2022-04-26
10523.95000000
N
N
N
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
EUR/USD FORWARD
000000000
1.00000000
NC
USD
982.53000000
0.002287479654
N/A
DFE
CORP
US
N
2
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
-475000.00000000
EUR
526667.97000000
USD
2022-04-14
982.53000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
950000.00000000
PA
928450.73000000
2.161574867829
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
117000.00000000
PA
USD
8628.75000000
0.020089045695
Long
DBT
CORP
VE
N
2
2022-02-17
Fixed
12.75000000
Y
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-5301.73000000
-0.01234323583
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-06-12
0.00000000
USD
-5754.83000000
USD
35000000.00000000
MXN
453.10000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-90606.25000000
-0.21094516546
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-12-17
0.00000000
USD
-42166.41000000
USD
2500000.00000000
USD
-48439.84000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
121000.00000000
PA
USD
10527.00000000
0.024508461136
Long
DBT
NUSS
VE
N
2
2028-05-07
Fixed
9.25000000
Y
Y
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
175000.00000000
PA
181661.60000000
0.422935904212
Long
DBT
CORP
NL
N
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
LCPR SR SECURED FIN DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
000000000
200000.00000000
PA
USD
191340.00000000
0.445468695156
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
000000000
200000.00000000
PA
USD
207475.00000000
0.483033435390
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
250000.00000000
PA
USD
226877.50000000
0.528205413846
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
425000.00000000
PA
USD
393125.00000000
0.915254942947
Long
DBT
CORP
IL
N
2
2032-01-21
Fixed
3.25500000
N
N
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
100000.00000000
PA
75867.73000000
0.176631643606
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS INR
000000000
1.00000000
NC
-35016.60000000
-0.08152398406
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2026-10-07
22733.00000000
USD
0.00000000
USD
155000000.00000000
INR
-57749.60000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
201.17000000
0.000468354434
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-82801.79000000
USD
75000.00000000
EUR
2022-04-14
201.17000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
425000.00000000
PA
USD
388921.12000000
0.905467669307
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
150000.00000000
PA
127342.26000000
0.296472198183
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-47052.37000000
-0.10954509181
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-16
0.00000000
USD
0.00000000
USD
58000000.00000000
THB
-47052.37000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
21358.42000000
0.049725658450
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2024-06-12
0.00000000
USD
0.00000000
USD
-141000000.00000000
MXN
21358.42000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
000000000
1.00000000
NC
USD
6678.26000000
0.015548007568
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1049844.38000000
USD
4000000000.00000000
COP
2022-04-26
6678.26000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS INR
000000000
1.00000000
NC
-49249.16000000
-0.11465955389
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2026-10-07
0.00000000
USD
-22211.00000000
USD
218000000.00000000
INR
-27038.16000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
9000000.00000000
PA
1799333.26000000
4.189122188169
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HV5
100000.00000000
PA
USD
35441.00000000
0.082512051975
Long
DBT
NUSS
AR
N
2
2041-07-09
Variable
2.50000000
N
N
N
N
N
N
POWERLONG REAL ESTATE
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
200000.00000000
PA
USD
81000.00000000
0.188580350724
Long
DBT
CORP
KY
N
2
2023-07-23
Fixed
6.95000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS INR
000000000
1.00000000
NC
948.93000000
0.002209253731
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2027-06-15
0.00000000
USD
0.00000000
USD
-95000000.00000000
INR
948.93000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS THB
000000000
1.00000000
NC
6515.19000000
0.015168355743
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2024-06-15
0.00000000
USD
0.00000000
USD
-300000000.00000000
THB
6515.19000000
N
N
N
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
USD/EGP FORWARD
000000000
1.00000000
NC
USD
-16366.72000000
-0.03810421972
N/A
DFE
CORP
US
N
2
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
-500988.77000000
USD
8950000.00000000
EGP
2022-06-09
-16366.72000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
95000.00000000
0.221174485418
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
300000.00000000
PA
USD
140253.00000000
0.326530369508
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
1800000.00000000
PA
USD
607518.00000000
1.414394537181
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS MYR
000000000
1.00000000
NC
-3939.48000000
-0.00917171012
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2024-06-15
0.00000000
USD
-1848.30000000
USD
-4000000.00000000
MYR
-2091.18000000
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
000000000
300000.00000000
PA
USD
127500.00000000
0.296839440955
Long
DBT
CORP
UA
N
2
2028-06-24
Fixed
6.25000000
N
N
N
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
6116.00000000
NS
USD
597900.16000000
1.392002739151
Long
EC
RF
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
-375507.59000000
-0.87423892619
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-03-16
0.00000000
USD
-284767.81000000
USD
76500000.00000000
CZK
-90739.78000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
400000.00000000
PA
USD
229504.00000000
0.534320306330
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
85000.00000000
PA
USD
7395.00000000
0.017216687575
Long
DBT
NUSS
VE
N
2
2019-10-13
Fixed
7.75000000
Y
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
400000.00000000
PA
USD
398612.00000000
0.928029515594
Long
DBT
CORP
MX
N
2
2030-09-17
Fixed
5.20000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAH7
200000.00000000
PA
USD
186054.23000000
0.433162616632
Long
DBT
CORP
KY
N
2
2038-01-19
Fixed
3.92500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
2591.78000000
0.006034059029
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-06-09
6184.91000000
USD
0.00000000
USD
-15000000.00000000
MXN
-3593.13000000
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAA5
250000.00000000
PA
USD
231875.00000000
0.539840355855
Long
DBT
CORP
MX
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
200000.00000000
PA
USD
196579.00000000
0.457665885989
Long
DBT
CORP
MX
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
1000000.00000000
PA
USD
978044.31000000
2.277036284003
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS INR
000000000
1.00000000
NC
96013.26000000
0.223533509198
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2026-10-07
20500.00000000
USD
0.00000000
USD
-425000000.00000000
INR
75513.26000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-4745.67000000
-0.01104864337
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-7050000.00000000
ZAR
476116.41000000
USD
2022-04-26
-4745.67000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
73000.00000000
PA
USD
6351.00000000
0.014786096388
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-2558.12000000
-0.00595569341
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-6050000.00000000
BRL
1259064.10000000
USD
2022-04-26
-2558.12000000
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
200000.00000000
PA
USD
196561.20000000
0.457624444875
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
86074QAQ5
250000.00000000
PA
USD
233125.00000000
0.542750546453
Long
DBT
CORP
US
N
2
2029-11-16
Fixed
4.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
342176.00000000
0.796637902341
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ABSA GROUP LTD
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
325000.00000000
PA
USD
316192.50000000
0.736144352426
Long
DBT
CORP
ZA
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS INR
000000000
1.00000000
NC
-749.16000000
-0.00174415871
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2027-06-15
2300.00000000
USD
0.00000000
USD
75000000.00000000
INR
-3049.16000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
200000.00000000
PA
USD
190208.00000000
0.442833226551
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
400000.00000000
PA
USD
270400.00000000
0.629532430074
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
USD/EGP FORWARD
000000000
1.00000000
NC
USD
60740.51000000
0.141413168876
N/A
DFE
CORP
US
N
2
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
-8950000.00000000
EGP
545362.56000000
USD
2022-06-09
60740.51000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
50000.00000000
PA
52020.85000000
0.121112470839
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
000000000
300000.00000000
PA
USD
276031.50000000
0.642643420754
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEN4
275000.00000000
PA
USD
269434.00000000
0.627283434780
Long
DBT
NUSS
DO
N
2
2033-02-22
Fixed
6.00000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
000000000
300000.00000000
PA
USD
287367.90000000
0.669036288507
Long
DBT
CORP
KY
N
2
2024-06-17
Fixed
0.94600000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS THB
000000000
1.00000000
NC
-400.66000000
-0.00093279757
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2027-06-15
893.00000000
USD
0.00000000
USD
8500000.00000000
THB
-1293.66000000
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
225000.00000000
PA
USD
217383.75000000
0.506102516257
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
450000.00000000
PA
USD
455346.00000000
1.060114918286
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
2885418.31000000
NS
USD
2885418.31000000
6.717693788738
Long
STIV
RF
US
N
1
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
400000.00000000
PA
USD
326038.00000000
0.759066177649
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
123154.13000000
0.286721592945
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-02-08
84839.57000000
USD
0.00000000
USD
-25000000.00000000
CZK
38314.56000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
173684.00000000
0.404362835003
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
ENDEAVOUR MINING PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
29261HAA3
200000.00000000
PA
USD
184456.00000000
0.429441693497
Long
DBT
CORP
GB
N
2
2026-10-14
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAT0
375000.00000000
PA
USD
327648.75000000
0.762816249253
Long
DBT
NUSS
NG
N
2
2051-09-28
Fixed
8.25000000
N
N
N
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
164000.00000000
PA
USD
151130.92000000
0.351855825913
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
325000.00000000
PA
336413.48000000
0.783221877123
Long
DBT
NUSS
RO
N
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
84899.00000000
0.197657817236
Long
DBT
NUSS
UA
N
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
200000.00000000
PA
USD
171204.00000000
0.398589016858
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
IRS HUF
000000000
1.00000000
NC
31049.82000000
0.072288715377
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Y
2032-06-15
0.00000000
USD
0.00000000
USD
-475000000.00000000
HUF
31049.82000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
108000.00000000
PA
USD
50101.20000000
0.116643232935
Long
DBT
NUSS
SV
N
2
2034-09-21
Fixed
7.62500000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
151000000.00000000
PA
34902.96000000
0.081259412816
Long
DBT
CORP
CO
N
2
2027-11-08
Fixed
8.37500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
000000000
525000.00000000
PA
USD
525963.38000000
1.224522946529
Long
DBT
NUSS
OM
N
2
2048-01-17
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
166100.00000000
PA
USD
14450.70000000
0.033643433015
Long
DBT
NUSS
VE
N
2
2024-10-13
Fixed
8.25000000
Y
Y
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
62709.50000000
0.145997277824
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-12-17
0.00000000
USD
0.00000000
USD
-2500000.00000000
USD
62709.50000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646AS3
252000.00000000
PA
USD
21924.00000000
0.051042414929
Long
DBT
NUSS
VE
N
2
2027-09-15
Fixed
9.25000000
Y
Y
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
600000.00000000
PA
USD
553974.48000000
1.289737058407
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
225000.00000000
PA
USD
215272.13000000
0.501186342922
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BondCo PLC
000000000
200000.00000000
PA
USD
177391.00000000
0.412993296239
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.95000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
150000.00000000
PA
USD
157663.50000000
0.367064668228
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Euro-BTP Italian Bond
000000000
-5.00000000
NC
34507.31000000
0.080338279288
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2022-06-08
-799895.87000000
USD
34507.31000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
250000.00000000
PA
USD
243313.75000000
0.566471510014
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-30016.17000000
-0.06988222056
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-16
0.00000000
USD
-1910.00000000
USD
37000000.00000000
THB
-28106.17000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EGP FORWARD
000000000
1.00000000
NC
USD
-5248.81000000
-0.01222003000
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-481869.14000000
USD
8800000.00000000
EGP
2022-06-08
-5248.81000000
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
86074QAP7
325000.00000000
PA
USD
313300.00000000
0.729410171384
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
4.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
375000.00000000
PA
USD
363560.25000000
0.846423696970
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
200000.00000000
PA
USD
185398.00000000
0.431634813132
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
113000.00000000
PA
USD
7910.00000000
0.018415686101
Long
DBT
CORP
VE
N
2
2027-04-12
Fixed
5.37500000
Y
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-45829.49000000
-0.10669804071
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2995910.29000000
EUR
3269762.96000000
USD
2022-04-14
-45829.49000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
500000.00000000
PA
USD
211571.00000000
0.492569547940
Long
DBT
NUSS
UA
N
2
2029-05-21
Fixed
6.87600000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
35900000.00000000
PA
1727062.54000000
4.020864932308
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
QIB SUKUK LTD
549300XDP1VCBZLCP049
QIB Sukuk Ltd
000000000
400000.00000000
PA
USD
406160.40000000
0.945603341760
Long
DBT
CORP
KY
N
2
2024-03-26
Fixed
3.98200000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
239354.00000000
PA
USD
17652.36000000
0.041097385678
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS USD
000000000
1.00000000
NC
USD
25510.14000000
0.059391495657
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-18
9660.01000000
USD
0.00000000
USD
-2700000.00000000
USD
15850.13000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAD7
350000.00000000
PA
USD
327442.50000000
0.762336067805
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
5.50000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS MYR
000000000
1.00000000
NC
-5842.67000000
-0.01360262663
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2024-03-15
0.00000000
USD
-110.00000000
USD
-4900000.00000000
MYR
-5732.67000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
250000.00000000
PA
USD
109937.50000000
0.255951263059
Long
DBT
NUSS
UA
N
2
2033-03-15
Fixed
7.25300000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
500000.00000000
PA
USD
548675.00000000
1.277399060913
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
450000.00000000
PA
USD
203629.50000000
0.474080525036
Long
DBT
NUSS
SV
N
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
300000.00000000
PA
USD
316455.30000000
0.736756190898
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
125000.00000000
PA
128411.43000000
0.298961388968
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
250000.00000000
PA
USD
210002.50000000
0.488917840779
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
400000.00000000
PA
USD
386100.00000000
0.898899671788
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAR5
300000.00000000
PA
USD
296232.63000000
0.689674731624
Long
DBT
NUSS
KR
N
2
2024-06-19
Fixed
2.00000000
N
N
N
N
N
N
BIDVEST GROUP UK PLC
984500A80C777F496830
Bidvest Group UK PLC/The
88332EAA1
275000.00000000
PA
USD
258161.75000000
0.601039918009
Long
DBT
CORP
GB
N
2
2026-09-23
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1225000.21244000
PA
USD
375046.07000000
0.873164437266
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
1.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-21903.69000000
-0.05099513015
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-16
397.00000000
USD
0.00000000
USD
27000000.00000000
THB
-22300.69000000
N
N
N
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
USD/BRL FORWARD
000000000
1.00000000
NC
USD
10848.94000000
0.025257986545
N/A
DFE
CORP
US
N
2
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
-322803.22000000
USD
1600000.00000000
BRL
2022-04-26
10848.94000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EGP/USD FORWARD
000000000
1.00000000
NC
USD
64126.28000000
0.149295757692
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-8800000.00000000
EGP
540746.61000000
USD
2022-06-08
64126.28000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
300000.00000000
PA
USD
283515.00000000
0.660066149824
Long
DBT
NUSS
NG
N
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-4.00000000
NC
5541.42000000
0.012901270705
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
-707442.52000000
USD
5541.42000000
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
325000.00000000
PA
USD
294193.25000000
0.684926744023
Long
DBT
CORP
KY
N
2
2027-07-17
Fixed
5.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CLP
000000000
1.00000000
NC
46808.90000000
0.108978256531
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-16
15428.00000000
USD
0.00000000
USD
-700000000.00000000
CLP
31380.90000000
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
200000.00000000
PA
USD
98170.00000000
0.228554728773
Long
DBT
NUSS
LK
N
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
250000.00000000
PA
USD
255159.50000000
0.594050222231
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
175000.00000000
PA
161477.51000000
0.375944265061
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MYR/USD FORWARD
000000000
1.00000000
NC
USD
-374.36000000
-0.00087156716
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-426944.97000000
USD
1800000.00000000
MYR
2022-04-26
-374.36000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
325000.00000000
PA
USD
334696.05000000
0.779223438212
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CZ9
475000.00000000
PA
USD
475528.28000000
1.107102343481
Long
DBT
NUSS
KR
N
2
2023-02-18
Floating
0.83814000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-55662.88000000
-0.12959167200
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-12-17
0.00000000
USD
-31075.67000000
USD
2600000.00000000
USD
-24587.21000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
376000.00000000
PA
USD
306334.72000000
0.713193937491
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
94702.08000000
0.220480882231
Long
DBT
NUSS
RO
N
2
2029-12-02
Fixed
1.37500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CZK
000000000
1.00000000
NC
-28785.67000000
-0.06701742894
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2032-06-15
0.00000000
USD
-13935.08000000
USD
25000000.00000000
CZK
-14850.59000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
16574.16000000
0.038587171676
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-849962.76000000
USD
3650000.00000000
PLN
2022-04-26
16574.16000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
150000.00000000
PA
USD
56790.00000000
0.132215779230
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
2.00000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
275000.00000000
PA
USD
277096.33000000
0.645122507357
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
175000.00000000
PA
121873.07000000
0.283739089932
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
INTERNATIONAL BANK OF AZ
549300Y3ZQ0BCCDJGI40
International Bank of Azerbaijan OJSC
000000000
250000.00000000
PA
USD
235000.00000000
0.547115832349
Long
DBT
CORP
AZ
N
2
2024-09-01
Fixed
3.50000000
N
N
N
N
N
N
2022-04-01
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer