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