0001752724-24-032149.txt : 20240221
0001752724-24-032149.hdr.sgml : 20240221
20240221143032
ACCESSION NUMBER: 0001752724-24-032149
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240221
DATE AS OF CHANGE: 20240221
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACIFIC SELECT FUND
CENTRAL INDEX KEY: 0000813900
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05141
FILM NUMBER: 24658726
BUSINESS ADDRESS:
STREET 1: 700 NEWPORT CTR DR
STREET 2: P O BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9492193233
MAIL ADDRESS:
STREET 1: 700 NEWPORT CTR DR
STREET 2: P O BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
0000813900
S000036460
Emerging Markets Debt Portfolio
C000111627
Class I
C000111628
Class P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000813900
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811-05141
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Emerging Markets Debt Portfolio
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2023-12-31
2023-12-31
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COP
EUR
HUF
IDR
INR
KRW
MXN
PEN
TRY
USD
ZAR
N
J.P. Morgan EM Equal Weight
JEMBAGTR
PETROLEOS DE VENEZUELA S
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Petroleos de Venezuela SA
000000000
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PA
USD
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0.050035233959
Long
DBT
CORP
VE
Y
2
2027-04-12
None
0.00000000
Y
N
N
N
N
N
CESKA SPORITELNA AS
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Ceska sporitelna AS
000000000
900000.00000000
PA
1026973.37000000
0.460850698096
Long
DBT
CORP
CZ
Y
2
2028-03-08
Fixed
5.73700000
N
N
N
N
N
N
PETROLEOS MEXICANOS
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Petroleos Mexicanos
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PA
USD
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0.547786302317
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
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N
N
N
N
N
N
Republic of Chile
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Chile Government International Bond
168863CF3
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PA
USD
2384884.63000000
1.070208613700
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
1800000.00000000
PA
USD
1874352.60000000
0.841109155721
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
TUNISIAN REPUBLIC
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Tunisian Republic
000000000
3250000.00000000
PA
2512796.16000000
1.127608464190
Long
DBT
NUSS
TN
Y
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
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Mexican Bonos
000000000
233800000.00000000
PA
12586868.97000000
5.648313306968
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC019992 CDS USD R V 03MEVENT GOC019992_PRO CORPORATE / Short: GOC019992 CDS USD P F 1.00000 GOC019992_FEE CORPORATE
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1550000.00000000
OU
Notional Amount
USD
-19204.04000000
-0.00861774559
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Construction Bank Corp.
China Construction Bank Corp.
Y
buy protection
2025-12-20
0.00000000
USD
-14103.22000000
USD
1550000.00000000
USD
-5100.82000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAT7
1900000.00000000
PA
USD
1834826.47000000
0.823371943505
Long
DBT
NUSS
MX
N
2
2033-05-19
Fixed
4.87500000
N
N
N
N
N
N
TC ZIRAAT BANKASI AS
213800K5KTZFSUS8MR51
TC Ziraat Bankasi AS
000000000
1175000.00000000
PA
USD
1240374.65000000
0.556613774078
Long
DBT
CORP
TR
Y
2
2026-08-01
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HU7
2375000.00000000
PA
USD
945661.94000000
0.424362479050
Long
DBT
NUSS
AR
N
2
2038-01-09
Variable
4.25000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
575000.00000000
PA
USD
613093.75000000
0.275123670135
Long
DBT
CORP
MX
N
2
2028-03-14
Fixed
9.12500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-55321.38000000
-0.02482527525
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2265000.00000000
EUR
2446683.80000000
USD
2024-01-19
-55321.38000000
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
000000000
350000.00000000
PA
USD
337699.25000000
0.151541354094
Long
DBT
CORP
KY
Y
2
2026-04-26
Fixed
5.25000000
N
N
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
1825000.00000000
PA
USD
1440016.25000000
0.646202241916
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding PLC
92943TAA1
1450000.00000000
PA
USD
1500460.00000000
0.673326162747
Long
DBT
CORP
GB
N
2
2028-10-06
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1500000.00000000
PA
USD
659445.00000000
0.295923631015
Long
DBT
NUSS
GH
Y
2
2029-04-07
Fixed
7.75000000
Y
Y
N
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
1475000.00000000
PA
1507862.88000000
0.676648179184
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
07336UAA1
2000000.00000000
PA
USD
2134230.00000000
0.957728227557
Long
DBT
CORP
MX
N
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
586000.00000000
PA
581592.57000000
0.260987626088
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
000000000
1075000.00000000
PA
USD
1124998.84000000
0.504839283974
Long
DBT
CORP
LU
Y
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BOC020614 CDS EUR R V 03MEVENT GOC020614_PRO CCPITRAXX / Short: BOC020614 CDS EUR P F 5.00000 GOC020614_FEE CCPITRAXX
000000000
3600000.00000000
OU
Notional Amount
-316586.36000000
-0.14206701875
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
buy protection
2028-12-20
0.00000000
EUR
-145170.00000000
EUR
3600000.00000000
EUR
-158605.19000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-317.40000000
-0.00014243213
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
25000.00000000
EUR
27298.55000000
USD
2024-01-19
-317.40000000
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
000000000
1275000.00000000
PA
USD
1359468.75000000
0.610056833779
Long
DBT
CORP
MX
Y
2
2028-03-14
Fixed
9.12500000
N
N
N
N
N
N
BANCA TRANSILVANIA
549300RG3H390KEL8896
Banca Transilvania SA
000000000
1000000.00000000
PA
1165484.34000000
0.523007010113
Long
DBT
CORP
RO
Y
2
2027-04-27
Fixed
8.87500000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energian Israel Finance Ltd
000000000
525000.00000000
PA
USD
485231.25000000
0.217745821686
Long
DBT
CORP
IL
Y
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
675000.00000000
PA
USD
664584.75000000
0.298230075802
Long
DBT
CORP
CZ
N
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
AEGEA FINANCE SARL
213800V6WTKUT1XWIZ47
Aegea Finance Sarl
00775CAC0
825000.00000000
PA
USD
877470.00000000
0.393761585131
Long
DBT
CORP
LU
N
2
2031-01-20
Fixed
9.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAA5
1100000.00000000
PA
USD
1013528.67000000
0.454817436123
Long
DBT
CORP
MX
N
2
2027-01-24
Fixed
5.87500000
N
N
N
N
N
N
ENERGIAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energian Israel Finance Ltd
000000000
1275000.00000000
PA
USD
1123649.85000000
0.504233929443
Long
DBT
CORP
IL
Y
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
54000000.00000000
PA
642370.04000000
0.288261302598
Long
DBT
NUSS
XX
N
2
2024-11-12
Fixed
5.70000000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
87266GAA8
800000.00000000
PA
USD
836500.00000000
0.375376441316
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
Republic of Iraq
N/A
Iraq International Bond
000000000
3557812.50000000
PA
USD
3335684.03000000
1.496876509908
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
47400000000.00000000
PA
3073103.59000000
1.379044458352
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1624000.00000000
PA
USD
269154.55000000
0.120782160362
Long
DBT
NUSS
VE
Y
2
2022-08-23
None
0.00000000
Y
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
000000000
950000.00000000
PA
USD
968012.00000000
0.434391990091
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CT5
1325000.00000000
PA
USD
1347651.18000000
0.604753740687
Long
DBT
CORP
GB
N
2
2027-07-06
Fixed
6.18700000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-126580.81000000
-0.05680269455
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
20600000000.00000000
COP
5165528.87000000
USD
2024-01-25
-126580.81000000
N
N
N
TURKIYE GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkiye Government Bond
000000000
27100000.00000000
PA
956402.97000000
0.429182478593
Long
DBT
NUSS
TR
N
2
2033-10-05
Fixed
26.20000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020485 CDS USD R V 03MEVENT GOC020485_PRO CORPORATE / Short: GOC020485 CDS USD P F 1.00000 GOC020485_FEE CORPORATE
000000000
1500000.00000000
OU
Notional Amount
USD
-18045.09000000
-0.00809767085
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Industrial & Commercial Bank of China Ltd.
Industrial & Commercial Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-15123.33000000
USD
1500000.00000000
USD
-2921.76000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-35415.45000000
-0.01589255898
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1450000.00000000
EUR
1566309.72000000
USD
2024-01-19
-35415.45000000
N
N
N
ENERGO PRO AS
315700IQCL9IX158RO36
Energo-Pro AS
000000000
1525000.00000000
PA
USD
1501469.25000000
0.673779060145
Long
DBT
CORP
CZ
Y
2
2027-02-04
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-168.08000000
-0.00007542531
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
25000.00000000
EUR
27447.87000000
USD
2024-01-19
-168.08000000
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AD4
2200000.00000000
PA
USD
2287417.00000000
1.026470356565
Long
DBT
NUSS
PL
N
2
2027-11-16
Fixed
5.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
225000.00000000
PA
USD
197796.60000000
0.088760530558
Long
DBT
CORP
KZ
Y
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2075000.00000000
PA
1936474.71000000
0.868986234715
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
1325000.00000000
PA
USD
1304621.50000000
0.585444322696
Long
DBT
CORP
IL
Y
2
2033-07-18
Fixed
7.12900000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
940000000.00000000
PA
2816294.20000000
1.263802145244
Long
DBT
NUSS
HU
N
2
2028-10-22
Fixed
6.75000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1152000.00000000
PA
USD
155520.00000000
0.069789054576
Long
DBT
CORP
VE
Y
2
2022-02-17
None
0.00000000
Y
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC019867 CDS USD R V 03MEVENT GOC019867_PRO CORPORATE / Short: GOC019867 CDS USD P F 1.00000 GOC019867_FEE CORPORATE
000000000
1800000.00000000
OU
Notional Amount
USD
-21900.01000000
-0.00982755268
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Development Bank
China Development Bank
Y
buy protection
2025-12-20
0.00000000
USD
-20649.00000000
USD
1800000.00000000
USD
-1251.01000000
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
000000000
675000.00000000
PA
USD
633229.26000000
0.284159409631
Long
DBT
CORP
KY
Y
2
2027-07-17
Fixed
5.62500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BOI019064 IRS KRW R V 03MKSDA GOI019064_FLO CCPNDF / Short: BOI019064 IRS KRW P F 3.72050 GOI019064_FIX CCPNDF
000000000
18700000000.00000000
OU
Notional Amount
-485686.00000000
-0.21794988915
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
KRW
-435669430.00000000
KRW
18700000000.00000000
KRW
-149638.00000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
2249400.00000000
PA
USD
438633.00000000
0.196835020423
Long
DBT
NUSS
VE
Y
2
2026-10-21
None
0.00000000
Y
N
N
N
N
N
RAIFFEISENBANK AS
31570010000000004460
Raiffeisenbank AS
000000000
1100000.00000000
PA
1231557.30000000
0.552657019189
Long
DBT
CORP
CZ
Y
2
2026-01-19
Fixed
7.12500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
44109.16000000
0.019793830855
N/A
DFE
PL
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
6625388.18000000
USD
26250000.00000000
PLN
2024-01-25
44109.16000000
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
1000000.00000000
PA
USD
624940.00000000
0.280439633277
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
000000000
325000.00000000
PA
USD
283720.13000000
0.127318413304
Long
DBT
CORP
KY
Y
2
2026-11-29
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
950000.00000000
PA
USD
844312.50000000
0.378882273292
Long
DBT
NUSS
NG
Y
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
1775000.00000000
PA
USD
149810.00000000
0.067226712102
Long
DBT
CORP
KY
Y
2
2026-04-08
None
0.00000000
Y
N
N
N
N
N
COMMONWEALTH OF BAHAMAS
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AM2
250000.00000000
PA
USD
243125.00000000
0.109101491088
Long
DBT
NUSS
BS
N
2
2029-06-16
Fixed
9.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-61671.73000000
-0.02767497254
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2525000.00000000
EUR
2727539.34000000
USD
2024-01-19
-61671.73000000
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
1250000.00000000
PA
USD
1165915.41000000
0.523200451263
Long
DBT
CORP
US
Y
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-168.08000000
-0.00007542531
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
25000.00000000
EUR
27447.87000000
USD
2024-01-19
-168.08000000
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
000000000
900000.00000000
PA
USD
908878.50000000
0.407856039353
Long
DBT
CORP
ZA
Y
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
67200000.00000000
PA
3386450.18000000
1.519657641679
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
2175000.00000000
PA
USD
1961306.25000000
0.880129301204
Long
DBT
NUSS
NG
Y
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
USIMINAS INTERNATIONAL
529900KLYX6QPXVIVP43
Usiminas International Sarl
000000000
400000.00000000
PA
USD
391230.88000000
0.175563485316
Long
DBT
CORP
LU
Y
2
2026-07-18
Fixed
5.87500000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
1129600.00000000
PA
USD
1011034.80000000
0.453698320706
Long
DBT
CORP
MX
Y
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAV2
1200000.00000000
PA
USD
1260105.58000000
0.565467959717
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020315 CDS USD R V 03MEVENT GOC020315_PRO CORPORATE / Short: GOC020315 CDS USD P F 1.00000 GOC020315_FEE CORPORATE
000000000
700000.00000000
OU
Notional Amount
USD
-8516.67000000
-0.00382182579
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Development Bank
China Development Bank
Y
buy protection
2025-12-20
0.00000000
USD
-8382.67000000
USD
700000.00000000
USD
-134.00000000
N
N
N
UZBEKISTAN INTL BOND
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822QVX2
2175000.00000000
PA
USD
2282401.50000000
1.024219668530
Long
DBT
NUSS
UZ
N
2
2028-10-12
Fixed
7.85000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-504.25000000
-0.00022628041
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
75000.00000000
EUR
82343.60000000
USD
2024-01-19
-504.25000000
N
N
N
SOCAR TURK ENRG FUNDING
213800EHE74BZ15ING86
SOCAR Turkey Enerji AS via Steas Funding 1 DAC
000000000
720000.00000000
PA
USD
708300.00000000
0.317847140926
Long
DBT
CORP
IE
Y
2
2026-03-17
Fixed
7.23000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
11300000.00000000
PA
2762755.37000000
1.239776783047
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
800000.00000000
PA
USD
815168.00000000
0.365803781130
Long
DBT
NUSS
HU
N
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
2050000.00000000
PA
USD
2014637.52000000
0.904061521578
Long
DBT
NUSS
GT
Y
2
2029-08-10
Fixed
5.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020313 CDS USD R V 03MEVENT GOC020313_PRO CORPORATE / Short: GOC020313 CDS USD P F 1.00000 GOC020313_FEE CORPORATE
000000000
700000.00000000
OU
Notional Amount
USD
-8421.04000000
-0.00377891216
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Industrial & Commercial Bank of China Ltd.
Industrial & Commercial Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-7487.67000000
USD
700000.00000000
USD
-933.37000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
45874.93000000
0.020586213949
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
5561486.46000000
USD
5075000.00000000
EUR
2024-01-25
45874.93000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-1008.52000000
-0.00045256981
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
150000.00000000
EUR
164687.19000000
USD
2024-01-19
-1008.52000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
17664.36000000
0.007926819599
N/A
DFE
ID
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2204034.28000000
USD
34200000000.00000000
IDR
2024-01-25
17664.36000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2150000.00000000
PA
1898794.27000000
0.852077269414
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020019 CDS USD R V 03MEVENT GOC020019_PRO CORPORATE / Short: GOC020019 CDS USD P F 1.00000 GOC020019_FEE CORPORATE
000000000
1000000.00000000
OU
Notional Amount
USD
-12166.67000000
-0.00545975049
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Development Bank
China Development Bank
Y
buy protection
2025-12-20
0.00000000
USD
-9099.11000000
USD
1000000.00000000
USD
-3067.56000000
N
N
N
ISRAEL DISCOUNT BANK
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
000000000
1475000.00000000
PA
USD
1435334.30000000
0.644101233274
Long
DBT
CORP
IL
Y
2
2028-01-26
Fixed
5.37500000
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
725000.00000000
PA
USD
203870.00000000
0.091485947508
Long
DBT
CORP
UA
N
2
2028-11-09
Fixed
6.87500000
Y
Y
N
N
N
N
ACU PETROLEO LUXEMBOURG
N/A
Acu Petroleo Luxembourg Sarl
000000000
1644212.35000000
PA
USD
1561432.01000000
0.700687138400
Long
DBT
CORP
LU
Y
2
2032-01-13
Fixed
7.50000000
N
N
N
N
N
N
SAMARCO MINERACAO SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
000000000
2103847.00000000
PA
USD
1769335.33000000
0.793983024114
Long
DBT
CORP
BR
Y
2
2031-06-30
Fixed
9.50000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
1100000.00000000
PA
USD
1013528.67000000
0.454817436123
Long
DBT
CORP
MX
Y
2
2027-01-24
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
675000.00000000
PA
USD
609903.00000000
0.273691832263
Long
DBT
NUSS
NG
Y
2
2030-02-23
Fixed
7.14300000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-336.17000000
-0.00015085510
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
50000.00000000
EUR
54895.73000000
USD
2024-01-19
-336.17000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BOC020605 CDS EUR R V 03MEVENT GOC020605_PRO CCPITRAXX / Short: BOC020605 CDS EUR P F 5.00000 GOC020605_FEE CCPITRAXX
000000000
7100000.00000000
OU
Notional Amount
-624378.67000000
-0.28018773840
N/A
DCR
GB
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
buy protection
2028-12-20
0.00000000
EUR
-261246.89000000
EUR
7100000.00000000
EUR
-344857.54000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
3000000.00000000
PA
USD
3017400.00000000
1.354047667697
Long
DBT
NUSS
DO
Y
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
350000.00000000
PA
USD
361375.02000000
0.162165772849
Long
DBT
NUSS
GT
Y
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
000000000
4162256.00000000
PA
USD
3620669.45000000
1.624762717663
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR24
000000000
53.00000000
NC
USD
141642.44000000
0.063561548196
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVH4 Comdty
2024-03-28
5623349.77000000
USD
141642.44000000
N
N
N
MEGLOBAL BV
549300WBVLU2FILR7W19
MEGlobal BV
000000000
525000.00000000
PA
USD
508427.85000000
0.228155214583
Long
DBT
CORP
NL
Y
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AW9
225000.00000000
PA
USD
232312.51000000
0.104249424120
Long
DBT
NUSS
GT
N
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
4425000.00000000
PA
USD
2934124.58000000
1.316678115027
Long
DBT
NUSS
EG
Y
2
2033-09-30
Fixed
7.30000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
4675000.00000000
PA
USD
1684574.21000000
0.755946768779
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DG1
675000.00000000
PA
USD
674805.06000000
0.302816404070
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
1275000.00000000
PA
USD
1101693.84000000
0.494381246957
Long
DBT
CORP
BR
Y
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
MAF GLOBAL SECURITIES
54930037VUDNYTS17017
MAF Global Securities Ltd
000000000
525000.00000000
PA
USD
536893.88000000
0.240929245713
Long
DBT
CORP
KY
Y
2
2027-06-30
Fixed
7.87500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC019858 CDS USD R V 03MEVENT GOC019858_PRO CORPORATE / Short: GOC019858 CDS USD P F 1.00000 GOC019858_FEE CORPORATE
000000000
1800000.00000000
OU
Notional Amount
USD
-22301.46000000
-0.01000770196
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Construction Bank Corp.
China Construction Bank Corp.
Y
buy protection
2025-12-20
0.00000000
USD
-20649.00000000
USD
1800000.00000000
USD
-1652.46000000
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
000000000
450000.00000000
PA
USD
126540.00000000
0.056784381212
Long
DBT
CORP
UA
Y
2
2028-11-09
Fixed
6.87500000
Y
Y
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
19636.29000000
0.008811716271
N/A
DFE
HU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2196005.61000000
USD
771000000.00000000
HUF
2024-01-25
19636.29000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-168.08000000
-0.00007542531
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
25000.00000000
EUR
27447.87000000
USD
2024-01-19
-168.08000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
1300000.00000000
PA
USD
111800.00000000
0.050169857907
Long
DBT
CORP
KY
Y
2
2026-02-06
Fixed
4.20000000
Y
Y
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
14100000000.00000000
PA
912099.76000000
0.409301568481
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
432000.00000000
PA
USD
48168.00000000
0.021615221070
Long
DBT
CORP
VE
Y
2
2027-04-12
None
0.00000000
Y
N
N
N
N
N
TRANSNET SOC LTD
378900B07CD6F01EA796
Transnet SOC Ltd
89378TAD5
300000.00000000
PA
USD
302959.50000000
0.135952013117
Long
DBT
CORP
ZA
N
2
2028-02-06
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
7050000.00000000
PA
USD
2436234.52000000
1.093251696749
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020010 CDS USD R V 03MEVENT GOC020010_PRO CORPORATE / Short: GOC020010 CDS USD P F 1.00000 GOC020010_FEE CORPORATE
000000000
2300000.00000000
OU
Notional Amount
USD
-28297.34000000
-0.01269833208
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Bank of China Ltd.
Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-20927.56000000
USD
2300000.00000000
USD
-7369.78000000
N
N
N
SAMARCO MINERACAO SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
79588YAA7
289279.00000000
PA
USD
243283.64000000
0.109172680231
Long
DBT
CORP
BR
N
2
2031-06-30
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
2275000.00000000
PA
USD
1063127.72000000
0.477074835862
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
000000000
1100000.00000000
PA
USD
1019726.33000000
0.457598614312
Long
DBT
CORP
KY
Y
2
2028-07-21
Fixed
5.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7937.95000000
-0.00356212722
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
325000.00000000
EUR
351069.42000000
USD
2024-01-19
-7937.95000000
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
16798.00000000
0.007538043587
Long
DBT
CORP
KY
Y
2
2025-09-17
None
0.00000000
Y
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
3300000.00000000
PA
USD
3112220.10000000
1.396597855029
Long
DBT
CORP
BM
Y
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
28000000.00000000
PA
5787802.09000000
2.597255889527
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
NOVA KREDITNA BANKA MARI
549300J0GSZ83GTKBZ89
Nova Kreditna Banka Maribor dd
000000000
300000.00000000
PA
342147.27000000
0.153537387470
Long
DBT
CORP
SI
Y
2
2026-06-29
Fixed
7.37500000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2000.00000000
PA
80.66000000
0.000036195892
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
2175000.00000000
PA
USD
2043456.00000000
0.916993713409
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
2000000.00000000
PA
USD
1886364.00000000
0.846499229346
Long
DBT
CORP
IL
Y
2
2027-06-30
Fixed
6.50000000
N
N
N
N
N
N
Commonwealth of Bahamas
549300W13SXC7EKNJC20
Bahamas Government International Bond
000000000
2450000.00000000
PA
USD
2180500.00000000
0.978491727783
Long
DBT
NUSS
BS
Y
2
2028-11-21
Fixed
6.00000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AN3
1875000.00000000
PA
USD
1993125.00000000
0.894407853675
Long
DBT
CORP
CL
N
2
2033-11-07
Fixed
6.50000000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes SA
000000000
700000.00000000
PA
USD
601825.21000000
0.270066952330
Long
DBT
CORP
BR
Y
2
2032-01-14
Fixed
5.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SOI019026 IRS KRW R F 3.72050 GOI019026_FIX CCPNDF / Short: SOI019026 IRS KRW P V 03MKSDA GOI019026_FLO CCPNDF
000000000
3600000000.00000000
OU
Notional Amount
94550.30000000
0.042429115528
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
KRW
-16618813.00000000
KRW
3600000000.00000000
KRW
107256.30000000
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
1775000.00000000
PA
USD
1855400.40000000
0.832604422438
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020310 CDS USD R V 03MEVENT GOC020310_PRO CORPORATE / Short: GOC020310 CDS USD P F 1.00000 GOC020310_FEE CORPORATE
000000000
700000.00000000
OU
Notional Amount
USD
-8672.79000000
-0.00389188409
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Construction Bank Corp.
China Construction Bank Corp.
Y
buy protection
2025-12-20
0.00000000
USD
-7487.67000000
USD
700000.00000000
USD
-1185.12000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
28225000.00000000
PA
5727709.60000000
2.570289595390
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
CESKA SPORITELNA AS
9KOGW2C2FCIOJQ7FF485
Ceska sporitelna AS
000000000
400000.00000000
PA
458521.44000000
0.205759888122
Long
DBT
CORP
CZ
Y
2
2027-06-29
Fixed
5.94300000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
54301000.00000000
PA
2205287.02000000
0.989614816078
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
000000000
550000.00000000
PA
USD
561727.25000000
0.252073133407
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
126000000.00000000
PA
1495480.48000000
0.671091620610
Long
DBT
NUSS
XX
N
2
2027-10-26
Fixed
6.30000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AE2
325000.00000000
PA
USD
351614.25000000
0.157785661543
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-634.81000000
-0.00028486876
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
50000.00000000
EUR
54597.09000000
USD
2024-01-19
-634.81000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC019849 CDS USD R V 03MEVENT GOC019849_PRO CORPORATE / Short: GOC019849 CDS USD P F 1.00000 GOC019849_FEE CORPORATE
000000000
1800000.00000000
OU
Notional Amount
USD
-22145.74000000
-0.00993782315
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Bank of China Ltd.
Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-20649.00000000
USD
1800000.00000000
USD
-1496.74000000
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DX3
5000000.00000000
PA
USD
4736700.00000000
2.125577512952
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1784900.00000000
PA
USD
280630.30000000
0.125931862928
Long
DBT
NUSS
VE
Y
2
2024-10-13
None
0.00000000
Y
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020308 CDS USD R V 03MEVENT GOC020308_PRO CORPORATE / Short: GOC020308 CDS USD P F 1.00000 GOC020308_FEE CORPORATE
000000000
700000.00000000
OU
Notional Amount
USD
-8612.23000000
-0.00386470800
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Bank of China Ltd.
Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-7487.67000000
USD
700000.00000000
USD
-1124.56000000
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
816000.00000000
PA
USD
128967.30000000
0.057873623574
Long
DBT
NUSS
VE
Y
2
2023-05-07
None
0.00000000
Y
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
1575000.00000000
PA
1289940.09000000
0.578856091447
Long
DBT
NUSS
SN
Y
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-70560.67000000
-0.03166385319
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
104200000.00000000
ZAR
5615325.42000000
USD
2024-01-25
-70560.67000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
4507167.59000000
PA
USD
4507167.59000000
2.022575648956
Long
RA
CORP
US
N
2
Repurchase
N
4.95000000
2024-01-02
4946100.00000000
USD
4597402.48000000
USD
UST
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
675000.00000000
PA
USD
683932.28000000
0.306912212035
Long
DBT
NUSS
QA
Y
2
2028-04-23
Fixed
4.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
000000000
32850000.00000000
PA
393858.53000000
0.176742634039
Long
DBT
NUSS
XX
N
2
2024-02-12
Fixed
5.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
2500000.00000000
PA
USD
2370277.50000000
1.063653715341
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
000000000
1400000.00000000
PA
USD
1251544.00000000
0.561625980718
Long
DBT
CORP
NL
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF SLOVENIA
485100000LWQHIX4XX88
Slovenia Government International Bond
000000000
2825000.00000000
PA
USD
2880158.13000000
1.292460859855
Long
DBT
NUSS
SI
Y
2
2033-09-19
Fixed
5.00000000
N
N
N
N
N
N
STATE AGE ROADS
254900FGEO8P5USHG994
State Agency of Roads of Ukraine
000000000
3350000.00000000
PA
USD
863462.50000000
0.387475768631
Long
DBT
NUSS
UA
Y
2
2030-06-24
Fixed
6.25000000
Y
Y
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020489 CDS USD R V 03MEVENT GOC020489_PRO CORPORATE / Short: GOC020489 CDS USD P F 1.00000 GOC020489_FEE CORPORATE
000000000
1500000.00000000
OU
Notional Amount
USD
-18584.55000000
-0.00833975163
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Construction Bank Corp.
China Construction Bank Corp.
Y
buy protection
2025-12-20
0.00000000
USD
-15123.33000000
USD
1500000.00000000
USD
-3461.22000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-952.21000000
-0.00042730089
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
75000.00000000
EUR
81895.64000000
USD
2024-01-19
-952.21000000
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
300000.00000000
PA
USD
320134.50000000
0.143659234133
Long
DBT
CORP
MX
Y
2
2038-06-29
Fixed
8.45000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SOI019055 IRS HUF R F 6.47000 GOI019055_FIX CCPVANILLA / Short: SOI019055 IRS HUF P V 06MBUBOR GOI019055_FLO CCPVANILLA
000000000
700000000.00000000
OU
Notional Amount
38118.15000000
0.017105386128
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-12-06
1093870.00000000
HUF
0.00000000
HUF
700000000.00000000
HUF
35025.10000000
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
2275000.00000000
PA
USD
876934.33000000
0.393521205097
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
6.37500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SOI019046 IRS HUF R F 6.47000 GOI019046_FIX CCPVANILLA / Short: SOI019046 IRS HUF P V 06MBUBOR GOI019046_FLO CCPVANILLA
000000000
1400000000.00000000
OU
Notional Amount
76236.31000000
0.034210776744
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-12-06
0.00000000
HUF
0.00000000
HUF
1400000000.00000000
HUF
76236.31000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energian Israel Finance Ltd
000000000
1605000.00000000
PA
USD
1538793.75000000
0.690528298619
Long
DBT
CORP
IL
Y
2
2033-09-30
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020001 CDS USD R V 03MEVENT GOC020001_PRO CORPORATE / Short: GOC020001 CDS USD P F 1.00000 GOC020001_FEE CORPORATE
000000000
1550000.00000000
OU
Notional Amount
USD
-18646.59000000
-0.00836759186
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Industrial & Commercial Bank of China Ltd.
Industrial & Commercial Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-14103.22000000
USD
1550000.00000000
USD
-4543.37000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-26866.89000000
-0.01205642266
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1100000.00000000
EUR
1188234.96000000
USD
2024-01-19
-26866.89000000
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2733498.00000000
PA
USD
355354.74000000
0.159464193312
Long
DBT
CORP
VE
Y
2
2035-05-17
None
0.00000000
Y
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-32973.00000000
-0.01479651811
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1350000.00000000
EUR
1458288.36000000
USD
2024-01-19
-32973.00000000
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
1400000.00000000
PA
USD
1423933.32000000
0.638985083483
Long
DBT
CORP
GB
Y
2
2027-07-06
Fixed
6.18700000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-95792.68000000
-0.04298662919
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3922000.00000000
EUR
4236597.74000000
USD
2024-01-19
-95792.68000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
375000.00000000
PA
USD
105322.50000000
0.047263102499
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
Y
Y
N
N
N
N
CSN ISLANDS XI CORP
222100R8R68DM7VM3661
CSN Inova Ventures
000000000
1425000.00000000
PA
USD
1393380.25000000
0.625274500473
Long
DBT
CORP
KY
Y
2
2028-01-28
Fixed
6.75000000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAB9
1900000.00000000
PA
USD
2009023.90000000
0.901542429291
Long
DBT
NUSS
PL
N
2
2028-10-31
Fixed
6.25000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-35538.85000000
-0.01594793429
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
58725000.00000000
MXN
3410680.82000000
USD
2024-01-25
-35538.85000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SOI018817 IRS BRL R F 10.16500 GOI018817_FIX CCPNDFPREDISWAP / Short: SOI018817 IRS BRL P V 00MBRCDI GOI018817_FLO CCPNDFPREDISWAP
000000000
48780411.09000000
OU
Notional Amount
91506.65000000
0.041063288265
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
48780411.09000000
BRL
91506.65000000
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
850000.00000000
PA
USD
375976.25000000
0.168718023603
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
Y
Y
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR24
000000000
100.00000000
NC
USD
45236.50000000
0.020299720726
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
11243826.00000000
USD
45236.50000000
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
000000000
200000.00000000
PA
USD
195375.86000000
0.087674231973
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
2575000.00000000
PA
USD
714065.53000000
0.320434402293
Long
DBT
NUSS
UA
Y
2
2029-09-01
Fixed
7.75000000
Y
Y
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
63000000000.00000000
PA
4095406.10000000
1.837799124405
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.62500000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS Issuer Sarl
256834367
200000.00000000
PA
USD
209125.00000000
0.093844110329
Long
DBT
CORP
LU
Y
2
2032-08-23
Fixed
5.78000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SOI018880 IRS KRW R F 3.72050 GOI018880_FIX CCPNDF / Short: SOI018880 IRS KRW P V 03MKSDA GOI018880_FLO CCPNDF
000000000
15100000000.00000000
OU
Notional Amount
392184.95000000
0.175991620883
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-12-20
0.00000000
KRW
0.00000000
KRW
15100000000.00000000
KRW
392184.95000000
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
000000000
775000.00000000
PA
USD
761729.23000000
0.341823320507
Long
DBT
CORP
KY
Y
2
2025-06-18
Fixed
5.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-50680.73000000
-0.02274279984
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2075000.00000000
EUR
2241443.22000000
USD
2024-01-19
-50680.73000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC020487 CDS USD R V 03MEVENT GOC020487_PRO CORPORATE / Short: GOC020487 CDS USD P F 1.00000 GOC020487_FEE CORPORATE
000000000
1500000.00000000
OU
Notional Amount
USD
-18454.79000000
-0.00828152228
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Bank of China Ltd.
Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-15123.33000000
USD
1500000.00000000
USD
-3331.46000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
2625000.00000000
PA
USD
2777321.01000000
1.246313062914
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-336.17000000
-0.00015085510
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
50000.00000000
EUR
54895.73000000
USD
2024-01-19
-336.17000000
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
1850000.00000000
PA
USD
1549112.30000000
0.695158711744
Long
DBT
NUSS
GA
Y
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
3050000.00000000
PA
USD
1375876.35000000
0.617419686736
Long
DBT
NUSS
UA
Y
2
2041-08-01
Floating
7.75000000
Y
N
N
N
N
N
BANCA COMERCIALA ROMANA
549300ORLU6LN5YD8X90
Banca Comerciala Romana SA
000000000
900000.00000000
PA
1050037.08000000
0.471200457072
Long
DBT
CORP
RO
Y
2
2027-05-19
Fixed
7.62500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SOI019073 IRS KRW R F 3.17550 GOI019073_FIX CCPNDF / Short: SOI019073 IRS KRW P V 03MKSDA GOI019073_FLO CCPNDF
000000000
18600000000.00000000
OU
Notional Amount
145745.49000000
0.065402777494
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
0.00000000
KRW
0.00000000
KRW
18600000000.00000000
KRW
145745.49000000
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
800000.00000000
PA
USD
784000.00000000
0.351817250439
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
1175000.00000000
PA
USD
1227015.51000000
0.550618906855
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
000000000
868000.00000000
PA
USD
856425.22000000
0.384317813912
Long
DBT
CORP
MU
Y
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: GOC019876 CDS USD R V 03MEVENT GOC019876_PRO CORPORATE / Short: GOC019876 CDS USD P F 1.00000 GOC019876_FEE CORPORATE
000000000
1800000.00000000
OU
Notional Amount
USD
-21654.11000000
-0.00971720591
N/A
DCR
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Industrial & Commercial Bank of China Ltd.
Industrial & Commercial Bank of China Ltd.
Y
buy protection
2025-12-20
0.00000000
USD
-20649.00000000
USD
1800000.00000000
USD
-1005.11000000
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
000000000
1475000.00000000
PA
USD
1403683.75000000
0.629898159963
Long
DBT
CORP
LU
Y
2
2026-01-24
Fixed
5.00000000
N
N
N
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI Finance BV
000000000
1525000.00000000
PA
1551880.83000000
0.696401079872
Long
DBT
CORP
NL
Y
2
2027-02-16
Fixed
7.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DV8
2225000.00000000
PA
USD
2366036.03000000
1.061750370554
Long
DBT
CORP
GB
N
2
2034-03-09
Fixed
6.25400000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
1075000.00000000
PA
USD
1097921.44000000
0.492688395687
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
2000000.00000000
PA
USD
2118088.08000000
0.950484597568
Long
DBT
CORP
LU
N
2
2033-09-13
Fixed
8.87500000
N
N
N
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
1125000.00000000
PA
USD
1025408.84000000
0.460148620745
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
7.50000000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
000000000
600000.00000000
PA
USD
557295.00000000
0.250084176764
Long
DBT
CORP
VG
Y
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
15200000.00000000
PA
4014860.77000000
1.801654690047
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
10100000000.00000000
PA
680210.11000000
0.305241901302
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
000000000
825000000.00000000
PA
1357794.27000000
0.609305416751
Long
DBT
CORP
US
N
2
2033-12-05
None
0.00000000
N
N
N
N
N
N
MERSIN ULUSLARARASI LIMA
635400DAFN6NT43HM530
Mersin Uluslararasi Liman Isletmeciligi AS
590454AC8
225000.00000000
PA
USD
235230.75000000
0.105558974086
Long
DBT
CORP
TR
N
2
2028-11-15
Fixed
8.25000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
23200000000.00000000
PA
5284945.32000000
2.371600677555
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: BOC020595 CDS EUR R V 03MEVENT GOC020595_PRO CCPITRAXX / Short: BOC020595 CDS EUR P F 5.00000 GOC020595_FEE CCPITRAXX
000000000
3575000.00000000
OU
Notional Amount
-314387.85000000
-0.14108044510
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S40
2I667KKS6
Y
buy protection
2028-12-20
0.00000000
EUR
-131915.08000000
EUR
3575000.00000000
EUR
-173713.54000000
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
3900000.00000000
PA
USD
1712809.80000000
0.768617390766
Long
DBT
NUSS
GH
Y
2
2034-04-07
Fixed
8.62500000
Y
Y
N
N
N
N
2024-01-25
PACIFIC SELECT FUND
Trevor Smith
Trevor Smith
Assistant Vice President