0001752724-23-095044.txt : 20230510
0001752724-23-095044.hdr.sgml : 20230510
20230510124148
ACCESSION NUMBER: 0001752724-23-095044
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230510
DATE AS OF CHANGE: 20230510
PERIOD START: 20230331
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: 23905332
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
2023-03-31
2023-03-31
Y
31732071.64
1124836.00
30607235.64
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
5816.05000000
BRL
COP
CZK
EUR
IDR
MXN
PEN
PLN
RON
USD
ZAR
N
J.P. Morgan EM Equal Weight
JEMBAGTR
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS KINGDOM OF BAHRAIN
000000000
1.00000000
NC
USD
14427.27000000
0.047136795265
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
KINGDOM OF BAHRAIN
Bahrain Government International Bond
Y
Default Event
2028-06-20
16917.25000000
USD
0.00000000
USD
-225000.00000000
USD
-2489.98000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
44718.42000000
0.146104079852
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
15315.18000000
USD
0.00000000
USD
1100000.00000000
EUR
29403.24000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
554796.00000000
PA
USD
478466.48000000
1.563246304330
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS BANK OF CHINA LIMITED, HONG KONG BRANCH
000000000
1.00000000
NC
USD
-4145.77000000
-0.01354506512
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
BANK OF CHINA LTD/HONG KONG
BANK OF CHINA LTD/HONG KONG
Y
Default Event
2025-12-20
0.00000000
USD
-3184.89000000
USD
-350000.00000000
USD
-960.88000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
-9590.13000000
-0.03133288518
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2028-06-20
0.00000000
USD
-10838.78000000
USD
125000.00000000
USD
1248.65000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS BRL
000000000
1.00000000
NC
-29448.53000000
-0.09621427542
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-01-02
0.00000000
USD
-96318.00000000
USD
15826816.00000000
BRL
66869.47000000
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
225000.00000000
PA
USD
219656.25000000
0.717661185033
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAD9
200000.00000000
PA
USD
202135.00000000
0.660415734297
Long
DBT
CORP
KR
N
2
2026-01-17
Fixed
6.25000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
400000.00000000
PA
USD
357738.87000000
1.168804900278
Long
DBT
CORP
KZ
N
2
2030-04-24
Fixed
5.37500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CNH/USD FORWARD
000000000
1.00000000
NC
USD
596.01000000
0.001947284645
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-10400000.00000000
CNY
1516602.27000000
USD
2023-04-24
596.01000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
5200000.00000000
PA
223483.29000000
0.730164895087
Long
DBT
NUSS
CZ
N
2
2025-02-14
Fixed
1.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
108000.00000000
PA
USD
51206.11000000
0.167300669038
Long
DBT
NUSS
SV
N
2
2034-09-21
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
275000.00000000
PA
USD
101781.56000000
0.332540844907
Long
DBT
NUSS
LK
N
2
2025-11-03
Fixed
6.85000000
Y
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS MXN
000000000
1.00000000
NC
9126.15000000
0.029816969122
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-08-12
0.00000000
USD
0.00000000
USD
6700000.00000000
MXN
9126.15000000
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AV4
440000.00000000
PA
USD
438614.00000000
1.433040229960
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
92042.96000000
0.300722878350
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
250000.00000000
PA
USD
46789.75000000
0.152871531915
Long
DBT
NUSS
UA
N
2
2028-09-01
Variable
7.75000000
Y
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
200000.00000000
PA
USD
190270.00000000
0.621650390900
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
225000.00000000
PA
USD
231681.87000000
0.756951306302
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
100000.00000000
PA
USD
99850.00000000
0.326230049568
Long
DBT
CORP
IL
N
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THB/USD FORWARD
000000000
1.00000000
NC
USD
1049.29000000
0.003428241649
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-409471.78000000
USD
14000000.00000000
THB
2023-04-24
1049.29000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
-21098.29000000
-0.06893236046
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2028-06-20
0.00000000
USD
-23844.11000000
USD
275000.00000000
USD
2745.82000000
N
N
N
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
USD/THB FORWARD
000000000
1.00000000
NC
USD
2042.51000000
0.006673291322
N/A
DFE
CORP
US
N
2
HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED -THE-
2HI3YI5320L3RW6NJ957
-443666.08000000
USD
15200000.00000000
THB
2023-04-24
2042.51000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BTP
000000000
-4.00000000
NC
-13280.31000000
-0.04338944606
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2023-06-08
-479652.03000000
USD
-13280.31000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
-56914.35000000
-0.18595063817
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-29461.17000000
USD
-1400000.00000000
EUR
-27453.18000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ILS
000000000
1.00000000
NC
-9191.56000000
-0.03003067675
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-06-21
0.00000000
USD
0.00000000
USD
4800000.00000000
ILS
-9191.56000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
4800000.00000000
PA
232433.74000000
0.759407816941
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AR7
225000.00000000
PA
USD
231020.10000000
0.754789170499
Long
DBT
NUSS
HU
N
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AS5
200000.00000000
PA
USD
204371.00000000
0.667721196398
Long
DBT
NUSS
HU
N
2
2032-09-22
Fixed
6.25000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
IRS KRW
000000000
1.00000000
NC
21739.83000000
0.071028400786
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Y
2028-06-21
0.00000000
USD
0.00000000
USD
1200000000.00000000
KRW
21739.83000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
6200000.00000000
PA
268331.74000000
0.876693809124
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAA3
325000.00000000
PA
USD
274560.00000000
0.897042788278
Long
DBT
CORP
KY
N
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
ISRAEL DISCOUNT BANK
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
000000000
300000.00000000
PA
USD
295776.60000000
0.966361691329
Long
DBT
CORP
IL
N
2
2028-01-26
Fixed
5.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
19422.81000000
0.063458230035
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
11070.77000000
USD
0.00000000
USD
500000.00000000
EUR
8352.04000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1800000000.00000000
PA
310103.50000000
1.013170557600
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
000000000
200000.00000000
PA
USD
183506.00000000
0.599551041323
Long
DBT
NUSS
UZ
N
2
2029-02-20
Fixed
5.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CLP
000000000
1.00000000
NC
44316.15000000
0.144789782786
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-11-29
1889.00000000
USD
0.00000000
USD
-1350000000.00000000
CLP
42427.15000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
200000.00000000
PA
USD
179240.00000000
0.585613160587
Long
DBT
CORP
MX
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
225000.00000000
PA
USD
183352.84000000
0.599050636772
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
200000.00000000
PA
USD
170026.44000000
0.555510605400
Long
DBT
CORP
NL
N
2
2032-01-19
Fixed
4.19300000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-74527.02000000
-0.24349477645
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-30850000.00000000
ZAR
1654433.25000000
USD
2023-04-24
-74527.02000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
81816.31000000
0.267310354199
Long
DBT
NUSS
RO
N
2
2029-12-02
Fixed
1.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
400000.00000000
PA
USD
383453.55000000
1.252819936142
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-2516.85000000
-0.00822305558
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-350000.00000000
EUR
377568.70000000
USD
2023-04-24
-2516.85000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
425000.00000000
PA
USD
386629.82000000
1.263197449608
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
-6097.97000000
-0.01992329549
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-5379.81000000
USD
-150000.00000000
EUR
-718.16000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS CHINA DEVELOPMENT BANK
000000000
1.00000000
NC
USD
-2770.89000000
-0.00905305540
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CHINA DEVELOPMENT BANK
CHINA DEVELOPMENT BANK
Y
Default Event
2025-12-20
0.00000000
USD
-3099.00000000
USD
-225000.00000000
USD
328.11000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS CHINA DEVELOPMENT BANK
000000000
1.00000000
NC
USD
-2770.89000000
-0.00905305540
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CHINA DEVELOPMENT BANK
CHINA DEVELOPMENT BANK
Y
Default Event
2025-12-20
0.00000000
USD
-2581.50000000
USD
-225000.00000000
USD
-189.39000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ILS
000000000
1.00000000
NC
30142.95000000
0.098483085354
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-03-15
20987.57000000
USD
0.00000000
USD
-4900000.00000000
ILS
9155.38000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-16472.81000000
-0.05381998620
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-2400000.00000000
BRL
455124.27000000
USD
2023-04-24
-16472.81000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
150000.00000000
PA
USD
139312.50000000
0.455161980776
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
ABU DHABI NATIONAL OIL
5493009O1JMLWDLTIC26
Abu Dhabi National Oil Co
000000000
400000.00000000
PA
USD
379600.00000000
1.240229612581
Long
DBT
CORP
AE
N
2
2024-06-04
Fixed
0.70000000
N
N
N
N
N
Abu Dhabi National Oil Co for
Abu Dhabi National Oil Co for Distribution PJSC
USD
XXXX
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRA7
360000.00000000
PA
USD
360000.00000000
1.176192467148
Long
DBT
NUSS
IL
N
2
2033-01-17
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
350000.00000000
PA
USD
197333.94000000
0.644729704835
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS CHINA CONSTRUCTION BANK CORP
000000000
1.00000000
NC
USD
-2677.09000000
-0.00874659192
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CHINA CONSTRUCTION BANK CORP/LUXEMBOURG
CHINA CONSTRUCTION BANK CORP/LUXEMBOURG
Y
Default Event
2025-12-20
0.00000000
USD
-2581.50000000
USD
-225000.00000000
USD
-95.59000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/INR FORWARD
000000000
1.00000000
NC
USD
286.58000000
0.000936314547
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-889874.26000000
USD
73250000.00000000
INR
2023-04-24
286.58000000
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
200000.00000000
PA
USD
187098.36000000
0.611288004577
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
200000.00000000
PA
USD
91250.00000000
0.298132118409
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
Y
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
HUF/USD FORWARD
000000000
1.00000000
NC
USD
8815.41000000
0.028801718991
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-727424.32000000
USD
260000000.00000000
HUF
2023-04-24
8815.41000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
75000.00000000
PA
USD
20199.08000000
0.065994460387
Long
DBT
NUSS
UA
N
2
2041-08-01
Variable
0.01000000
Y
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
400000.00000000
PA
USD
233974.74000000
0.764442574141
Long
DBT
CORP
KY
N
2
2026-02-06
Fixed
4.20000000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
87266GAA8
200000.00000000
PA
USD
208904.00000000
0.682531419880
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
925000.00000000
PA
180921.80000000
0.591107939730
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
000000000
325000.00000000
PA
USD
286325.00000000
0.935481411545
Long
DBT
CORP
KY
N
2
2027-07-17
Fixed
5.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
000000000
1.00000000
NC
USD
-9511.64000000
-0.03107644255
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1400000000.00000000
COP
289620.62000000
USD
2023-04-24
-9511.64000000
N
N
N
GOHL CAPITAL LTD
254900TF7OK6KSDZA888
Gohl Capital Ltd
000000000
200000.00000000
PA
USD
183193.66000000
0.598530563670
Long
DBT
CORP
IM
N
2
2027-01-24
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
18263.95000000
0.059672001139
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-453333.13000000
USD
2400000.00000000
BRL
2023-04-24
18263.95000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
15344.21000000
0.050132622823
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2028-06-20
18184.78000000
USD
0.00000000
USD
-200000.00000000
USD
-2840.57000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS BANK OF CHINA LIMITED, HONG KONG BRANCH
000000000
1.00000000
NC
USD
-2665.14000000
-0.00870754886
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
BANK OF CHINA LTD/HONG KONG
BANK OF CHINA LTD/HONG KONG
Y
Default Event
2025-12-20
0.00000000
USD
-2581.50000000
USD
-225000.00000000
USD
-83.64000000
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
225000.00000000
PA
USD
218925.00000000
0.715272044084
Long
DBT
CORP
IL
N
2
2033-07-18
Fixed
7.12900000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6500000000.00000000
PA
434292.07000000
1.418919614656
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
Africa Finance Corp
000000000
300000.00000000
PA
USD
246645.00000000
0.805838864054
Long
DBT
NUSS
N/A
N
2
2028-04-28
Fixed
2.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CLP
000000000
1.00000000
NC
55805.53000000
0.182327900031
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-11-29
0.00000000
USD
0.00000000
USD
-1700000000.00000000
CLP
55805.53000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-39639.62000000
-0.12951061790
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2362309.46000000
EUR
2524724.89000000
USD
2023-04-17
-39639.62000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
350000.00000000
PA
USD
314125.00000000
1.026309607619
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS INDUSTRIAL & COMMERICIAL BANK OF CHINA
000000000
1.00000000
NC
USD
-2744.65000000
-0.00896732404
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG
Y
Default Event
2025-12-20
0.00000000
USD
-2642.75000000
USD
-225000.00000000
USD
-101.90000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
900000000.00000000
PA
57575.51000000
0.188110780983
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1200000.00000000
PA
301257.55000000
0.984269058282
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
-20326.55000000
-0.06641093053
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-22172.59000000
USD
-500000.00000000
EUR
1846.04000000
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
718750.00000000
PA
USD
671964.41000000
2.195442992315
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
1000000.00000000
PA
192324.22000000
0.628361941150
Long
DBT
NUSS
RO
N
2
2029-07-25
Fixed
4.85000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
65212.92000000
0.213063736846
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2028-06-20
61638.67000000
USD
0.00000000
USD
-850000.00000000
USD
3574.25000000
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
350000.00000000
PA
320209.47000000
1.046188795898
Long
DBT
NUSS
SN
N
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
225000.00000000
PA
USD
203640.68000000
0.665335093947
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
300000.00000000
PA
USD
228190.52000000
0.745544363051
Long
DBT
NUSS
BS
N
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
-20326.55000000
-0.06641093053
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-800.39000000
USD
-500000.00000000
EUR
-19526.16000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-1660.98000000
-0.00542675601
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-695638.79000000
USD
3000000.00000000
PLN
2023-04-24
-1660.98000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
6900000000.00000000
PA
468336.72000000
1.530150339313
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS INDUSTRIAL & COMMERICIAL BANK OF CHINA
000000000
1.00000000
NC
USD
-2744.65000000
-0.00896732404
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG
Y
Default Event
2025-12-20
0.00000000
USD
-2581.50000000
USD
-225000.00000000
USD
-163.15000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
300000.00000000
PA
USD
236051.96000000
0.771229270021
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
425000.00000000
PA
USD
355087.50000000
1.160142340773
Long
DBT
CORP
IL
N
2
2032-01-21
Fixed
3.25500000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
86074QAP7
325000.00000000
PA
USD
291265.00000000
0.951621385955
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
4.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
1300000.00000000
PA
270362.05000000
0.883327240591
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS CHINA CONSTRUCTION BANK CORP
000000000
1.00000000
NC
USD
-2677.09000000
-0.00874659192
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CHINA CONSTRUCTION BANK CORP/LUXEMBOURG
CHINA CONSTRUCTION BANK CORP/LUXEMBOURG
Y
Default Event
2025-12-20
0.00000000
USD
-2655.75000000
USD
-225000.00000000
USD
-21.34000000
N
N
N
REDE D'OR FINANCE SARL
549300FDE772OLJUCP79
Rede D'or Finance Sarl
000000000
164000.00000000
PA
USD
134868.68000000
0.440643126306
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
125000.00000000
PA
111748.24000000
0.365103994736
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-6078.68000000
-0.01986027118
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-3000000.00000000
PLN
687899.13000000
USD
2023-04-24
-6078.68000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
750000.00000000
PA
USD
253168.70000000
0.827153105160
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AG7
200000.00000000
PA
USD
202464.00000000
0.661490643524
Long
DBT
NUSS
RS
N
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
110650.00000000
0.361515823583
Long
DBT
CORP
KY
N
2
2026-07-12
Fixed
2.70000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
224400.00000000
PA
USD
188864.61000000
0.617058698869
Long
DBT
CORP
MX
N
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
350000.00000000
PA
USD
336875.00000000
1.100638437140
Long
DBT
CORP
IL
N
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
450000.00000000
PA
USD
387180.00000000
1.264994998417
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
425000.00000000
PA
315422.70000000
1.030549454743
Long
DBT
NUSS
RO
N
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
675000.00000000
PA
393792.25000000
1.286598550198
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
200000.00000000
PA
USD
177260.00000000
0.579144102018
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
STILLWATER MINING CO
6354007DPCY4ZN2MRR73
Stillwater Mining Co
86074QAQ5
250000.00000000
PA
USD
206298.75000000
0.674019543700
Long
DBT
CORP
US
N
2
2029-11-16
Fixed
4.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
USD
37325.00000000
0.121948288434
Long
DBT
NUSS
UA
N
2
2027-09-01
Variable
7.75000000
Y
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBE8
200000.00000000
PA
USD
186315.60000000
0.608730570089
Long
DBT
NUSS
SA
N
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBC2
250000.00000000
PA
USD
253258.75000000
0.827447316637
Long
DBT
NUSS
SA
N
2
2028-01-18
Fixed
4.75000000
N
N
N
N
N
N
LAMAR FUNDING LTD
549300TSXHL7X0727895
Lamar Funding Ltd
000000000
225000.00000000
PA
USD
214605.00000000
0.701157734478
Long
DBT
CORP
KY
N
2
2025-05-07
Fixed
3.95800000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBF4
200000.00000000
PA
USD
202186.70000000
0.660584648604
Long
DBT
CORP
CL
N
2
2033-02-02
Fixed
5.12500000
N
N
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
000000000
200000.00000000
PA
USD
187713.30000000
0.613297137343
Long
DBT
CORP
KY
N
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
300000.00000000
PA
USD
54338.40000000
0.177534490991
Long
DBT
NUSS
UA
N
2
2031-05-21
Variable
6.87600000
Y
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
200000.00000000
PA
222092.59000000
0.725621198242
Long
DBT
NUSS
RO
N
2
2029-09-27
Fixed
6.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAV2
400000.00000000
PA
USD
425759.34000000
1.391041468127
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
200000.00000000
PA
USD
176766.46000000
0.577531607490
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS INDUSTRIAL & COMMERICIAL BANK OF CHINA
000000000
1.00000000
NC
USD
-3049.61000000
-0.00996368974
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG
Y
Default Event
2025-12-20
0.00000000
USD
-2274.78000000
USD
-250000.00000000
USD
-774.83000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
IRS BRL
000000000
1.00000000
NC
-34297.32000000
-0.11205624840
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Y
2025-01-02
0.00000000
USD
0.00000000
USD
14999999.21000000
BRL
-34297.32000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CDS CHINA DEVELOPMENT BANK
000000000
1.00000000
NC
USD
-1847.26000000
-0.00603537026
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CHINA DEVELOPMENT BANK
CHINA DEVELOPMENT BANK
Y
Default Event
2025-12-20
0.00000000
USD
-1364.67000000
USD
-150000.00000000
USD
-482.59000000
N
N
N
NE PROPERTY BV
7245006AG9J70KOIJH36
NE Property BV
000000000
100000.00000000
PA
95547.16000000
0.312171805137
Long
DBT
CORP
NL
N
2
2027-07-14
Fixed
3.37500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
325000.00000000
PA
USD
286048.43000000
0.934577801682
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
3269.19000000
0.010681101810
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-240975.70000000
USD
225000.00000000
EUR
2023-04-17
3269.19000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
16924000.00000000
PA
815830.90000000
2.665483775129
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
3281096.76000000
NS
USD
3281096.76000000
10.72000359193
Long
STIV
RF
US
N
1
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
275000.00000000
PA
USD
274289.13000000
0.896157801462
Long
DBT
CORP
ZA
N
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
300000.00000000
PA
USD
257764.18000000
0.842167463379
Long
DBT
CORP
US
N
2
2026-04-04
Fixed
7.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ILS
000000000
1.00000000
NC
-30142.95000000
-0.09848308535
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-03-15
0.00000000
USD
0.00000000
USD
4900000.00000000
ILS
-30142.95000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
4700000000.00000000
PA
311724.30000000
1.018466037464
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAA5
250000.00000000
PA
USD
213125.00000000
0.696322276558
Long
DBT
CORP
MX
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
410000.00000000
PA
USD
320517.50000000
1.047195191914
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
2000000.00000000
PA
429743.48000000
1.404058455505
Long
DBT
NUSS
PL
N
2
2024-07-25
None
0.00000000
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
275000.00000000
PA
USD
47458.68000000
0.155057060880
Long
DBT
CORP
UA
N
2
2028-11-09
Variable
6.87500000
Y
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
350000.00000000
PA
USD
317654.70000000
1.037841848039
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
SOCAR TURK ENRG FUNDING
N/A
SOCAR Turkey Enerji AS via Steas Funding 1 DAC
000000000
130000.00000000
PA
USD
125320.00000000
0.409445666619
Long
DBT
CORP
IE
N
2
2026-03-17
Fixed
7.23000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
300000.00000000
PA
USD
141702.71000000
0.462971277990
Long
DBT
NUSS
SV
N
2
2041-02-01
Fixed
7.62500000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
8100000.00000000
PA
1504470.21000000
4.915407022363
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
-11179.60000000
-0.03652600362
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-9057.26000000
USD
-275000.00000000
EUR
-2122.34000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-19355.01000000
-0.06323671378
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-9000000.00000000
MXN
477757.32000000
USD
2023-04-24
-19355.01000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS BANK OF CHINA LIMITED, HONG KONG BRANCH
000000000
1.00000000
NC
USD
-2665.14000000
-0.00870754886
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
BANK OF CHINA LTD/HONG KONG
BANK OF CHINA LTD/HONG KONG
Y
Default Event
2025-12-20
0.00000000
USD
-2642.75000000
USD
-225000.00000000
USD
-22.39000000
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AS8
100000.00000000
PA
USD
101300.00000000
0.330967491450
Long
DBT
CORP
CO
N
2
2033-01-13
Fixed
8.87500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
16261.25000000
0.053128777101
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
6684.80000000
USD
0.00000000
USD
400000.00000000
EUR
9576.45000000
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
000000000
700000.00000000
PA
USD
124046.30000000
0.405284232326
Long
DBT
CORP
UA
N
2
2030-06-24
Variable
6.25000000
Y
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
-10163.28000000
-0.03320548160
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-8351.06000000
USD
-250000.00000000
EUR
-1812.22000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
700000.00000000
PA
580651.06000000
1.897103896704
Long
DBT
NUSS
CI
N
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
2400000.00000000
PA
622403.96000000
2.033519025764
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CZK/USD FORWARD
000000000
1.00000000
NC
USD
13316.63000000
0.043508110816
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-606274.28000000
USD
13425000.00000000
CZK
2023-04-24
13316.63000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
7700000.00000000
PA
314762.08000000
1.028391076222
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
11508.16000000
0.037599475285
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2028-06-20
11006.17000000
USD
0.00000000
USD
-150000.00000000
USD
501.99000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
29800000.00000000
PA
1526348.72000000
4.986888518626
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
OTP BANK NYRT
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
100000.00000000
PA
108410.96000000
0.354200429189
Long
DBT
CORP
HU
N
2
2026-03-04
Fixed
7.35000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CDS CHINA CONSTRUCTION BANK CORP
000000000
1.00000000
NC
USD
-2974.54000000
-0.00971842094
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CHINA CONSTRUCTION BANK CORP/LUXEMBOURG
CHINA CONSTRUCTION BANK CORP/LUXEMBOURG
Y
Default Event
2025-12-20
0.00000000
USD
-2274.78000000
USD
-250000.00000000
USD
-699.76000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-9526.39000000
-0.03112463376
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-602183.98000000
USD
2130000.00000000
ILS
2023-04-24
-9526.39000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBD0
250000.00000000
PA
USD
252765.75000000
0.825836586397
Long
DBT
NUSS
SA
N
2
2033-07-18
Fixed
4.87500000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
300000.00000000
PA
USD
289125.00000000
0.944629575178
Long
DBT
CORP
CZ
N
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
2023-05-03
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer