PACIFIC FUNDSSM
PACIFIC FUNDSSM PORTFOLIO OPTIMIZATION CONSERVATIVE
Schedule of Investments
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Affiliated Mutual Funds | $251,936,466 | $251,936,466 | $ | $ | |||||||||||||
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See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
1
PACIFIC FUNDS
PACIFIC FUNDSSM PORTFOLIO OPTIMIZATION MODERATE-CONSERVATIVE
Schedule of Investments
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Affiliated Mutual Funds | $342,200,678 | $342,200,678 | $ | $ | |||||||||||||
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|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
2
PACIFIC FUNDS
PACIFIC FUNDSSM PORTFOLIO OPTIMIZATION MODERATE
Schedule of Investments
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Affiliated Mutual Funds | $1,117,396,590 | $1,117,396,590 | $ | $ | |||||||||||||
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See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
3
PACIFIC FUNDS
PACIFIC FUNDSSM PORTFOLIO OPTIMIZATION GROWTH
Schedule of Investments
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Affiliated Mutual Funds | $918,466,513 | $918,466,513 | $ | $ | |||||||||||||
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|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
4
PACIFIC FUNDS
PACIFIC FUNDSSM PORTFOLIO OPTIMIZATION AGGRESSIVE-GROWTH
Schedule of Investments
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Affiliated Mutual Funds | $351,109,229 | $351,109,229 | $ | $ | |||||||||||||
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|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
5
PACIFIC FUNDS
PACIFIC FUNDSSM ULTRA SHORT INCOME
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
6
PACIFIC FUNDS
PACIFIC FUNDS ULTRA SHORT INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
7
PACIFIC FUNDS
PACIFIC FUNDS ULTRA SHORT INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
8
PACIFIC FUNDS
PACIFIC FUNDS ULTRA SHORT INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $21,852,746 | $ | $21,852,746 | $ | |||||||||||||
Senior Loan Notes | 2,171,941 | | 2,171,941 | | ||||||||||||||
Asset-Backed Securities | 7,013,539 | | 7,013,539 | | ||||||||||||||
Short-Term Investments | 1,463,402 | 1,113,015 | 350,387 | | ||||||||||||||
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|
| |||||||||||
Total | $32,501,628 | $1,113,015 | $31,388,613 | $ | ||||||||||||||
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See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
9
PACIFIC FUNDS
PACIFIC FUNDSSM SHORT DURATION INCOME
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
10
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
11
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
12
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
13
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
14
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
15
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
16
PACIFIC FUNDS
PACIFIC FUNDS SHORT DURATION INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Notes to Schedule of Investments
(a) | Pursuant to the terms of the following senior loan agreement, the Fund had an unfunded loan commitment which could be extended at the option of the borrower. |
Borrower | Unfunded Loan Commitment | Value | Unrealized Appreciation (Depreciation) | |||||||||
TricorBraun Holdings Inc | $177,506 | $176,383 | ($1,123 | ) | ||||||||
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|
(b) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $627,008,003 | $ | $627,008,003 | $ | |||||||||||||
Senior Loan Notes | 206,181,580 | | 206,181,580 | | ||||||||||||||
Asset-Backed Securities | 265,127,105 | | 265,127,105 | | ||||||||||||||
U.S. Treasury Obligations | 52,788,093 | | 52,788,093 | | ||||||||||||||
Short-Term Investment | 79,607,973 | 79,607,973 | | | ||||||||||||||
Unfunded Loan Commitments | 176,383 | | 176,383 | | ||||||||||||||
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| |||||||||||
Total | $1,230,889,137 | $79,607,973 | $1,151,281,164 | $ | ||||||||||||||
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See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
17
PACIFIC FUNDS
PACIFIC FUNDSSM CORE INCOME
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
18
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
19
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
20
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
21
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
22
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
23
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
24
PACIFIC FUNDS
PACIFIC FUNDS CORE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Notes to Schedule of Investments
(a) | Pursuant to the terms of the following senior loan agreement, the Fund had an unfunded loan commitment which could be extended at the option of the borrower. |
Borrower | Unfunded Loan Commitment | Value | Unrealized Appreciation (Depreciation) | |||||||||
TricorBraun Holdings Inc | $177,506 | $176,383 | ($1,123 | ) | ||||||||
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|
|
|
(b) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $510,240,456 | $ | $510,240,456 | $ | |||||||||||||
Senior Loan Notes | 217,100,505 | | 217,100,505 | | ||||||||||||||
Mortgage-Backed Securities | 14,375,840 | | 14,375,840 | | ||||||||||||||
Asset-Backed Securities | 213,804,927 | | 213,804,927 | | ||||||||||||||
U.S. Treasury Obligations | 171,967,418 | | 171,967,418 | | ||||||||||||||
Foreign Government Bonds & Notes | 2,938,170 | | 2,938,170 | | ||||||||||||||
Short-Term Investment | 63,762,256 | 63,762,256 | | | ||||||||||||||
Unfunded Loan Commitment | 176,383 | | 176,383 | | ||||||||||||||
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|
|
|
|
|
|
| |||||||||||
Total | $1,194,365,955 | $63,762,256 | $1,130,603,699 | $ | ||||||||||||||
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See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
25
PACIFIC FUNDS
PACIFIC FUNDSSM STRATEGIC INCOME
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
26
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
27
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
28
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
29
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
30
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
31
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
32
PACIFIC FUNDS
PACIFIC FUNDS STRATEGIC INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(b) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | |||||||||||||||||
Basic Materials | $1,278,234 | $1,278,234 | $ | $ | ||||||||||||||
Consumer, Cyclical | 4,987,163 | 4,987,163 | | | ||||||||||||||
Consumer, Non-Cyclical | 1,115,362 | 1,115,362 | | | ||||||||||||||
Financial | 4,243,294 | 4,243,294 | | | ||||||||||||||
Industrial | 3,178,447 | 3,104,461 | 73,986 | | ||||||||||||||
Utilities | 1,855,400 | 1,855,400 | | | ||||||||||||||
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|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 16,657,900 | 16,583,914 | 73,986 | | ||||||||||||||
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|
|
|
|
|
|
| |||||||||||
Exchange-Traded Fund | 8,486,163 | 8,486,163 | | | ||||||||||||||
Corporate Bonds & Notes | 678,794,894 | | 678,794,894 | | ||||||||||||||
Senior Loan Notes | 374,201,722 | | 372,690,472 | 1,511,250 | ||||||||||||||
Asset-Backed Securities | 24,589,987 | | 24,589,987 | | ||||||||||||||
Short-Term Investment | 138,235,982 | 138,235,982 | | | ||||||||||||||
Unfunded Loan Commitment | 881,913 | | 881,913 | | ||||||||||||||
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|
|
|
|
|
|
| |||||||||||
Total | $1,241,848,561 | $163,306,059 | $1,077,031,252 | $1,511,250 | ||||||||||||||
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|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
33
PACIFIC FUNDS
PACIFIC FUNDSSM FLOATING RATE INCOME
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
34
PACIFIC FUNDS
PACIFIC FUNDS FLOATING RATE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
35
PACIFIC FUNDS
PACIFIC FUNDS FLOATING RATE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
36
PACIFIC FUNDS
PACIFIC FUNDS FLOATING RATE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
37
PACIFIC FUNDS
PACIFIC FUNDS FLOATING RATE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
38
PACIFIC FUNDS
PACIFIC FUNDS FLOATING RATE INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(c) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Exchange-Traded Funds | $41,825,798 | $41,825,798 | $ | $ | |||||||||||||
Corporate Bonds & Notes | 86,594,358 | | 86,594,358 | | ||||||||||||||
Senior Loan Notes | 2,333,149,164 | | 2,201,969,053 | 131,180,111 | ||||||||||||||
Short-Term Investment | 223,850,048 | 223,850,048 | | | ||||||||||||||
Unfunded Loan Commitments | 3,850,842 | | 3,850,842 | | ||||||||||||||
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| |||||||||||
Total | $2,689,270,210 | $265,675,846 | $2,292,414,253 | $131,180,111 | ||||||||||||||
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|
The following is a reconciliation of investments for significant unobservable inputs (Level 3) used in valuing the Funds assets and liabilities for the period ended June 30, 2021:
The table below shows transfers to/from Level 3:
Amount Transferred | Level Transfer | Change in Fair Valuation Measurement Inputs | ||||||||||||
From | To | From | To | |||||||||||
$ | 15,954,077 | 2 | 3 | Vendor Price (Observable inputs) | Unobservable Single Broker Quote | |||||||||
48,596,961 | 3 | 2 | Unobservable Single Broker Quote | Vendor Price (Observable inputs) |
All significant unobservable inputs used to value Senior Loan Notes with an aggregate value of $131,180,111 were provided by a single broker quote.
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
39
PACIFIC FUNDS
PACIFIC FUNDSSM HIGH INCOME
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
40
PACIFIC FUNDS
PACIFIC FUNDS HIGH INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
41
PACIFIC FUNDS
PACIFIC FUNDS HIGH INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
42
PACIFIC FUNDS
PACIFIC FUNDS HIGH INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
43
PACIFIC FUNDS
PACIFIC FUNDS HIGH INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
44
PACIFIC FUNDS
PACIFIC FUNDS HIGH INCOME
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | |||||||||||||||||
Basic Materials | $409,983 | $409,983 | $ | $ | ||||||||||||||
Consumer, Cyclical | 395,441 | 395,441 | | | ||||||||||||||
Consumer, Non-Cyclical | 172,008 | 172,008 | | | ||||||||||||||
Industrial | 405,949 | 393,010 | 12,939 | | ||||||||||||||
Utilities | 285,981 | 285,981 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 1,669,362 | 1,656,423 | 12,939 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Exchange-Traded Funds | 1,856,711 | 1,856,711 | | | ||||||||||||||
Corporate Bonds & Notes | 143,232,772 | | 143,232,772 | | ||||||||||||||
Senior Loan Notes | 5,232,804 | | 4,725,943 | 506,861 | ||||||||||||||
Asset-Backed Securities | 5,503,627 | | 5,503,627 | | ||||||||||||||
Short-Term Investment | 1,919,347 | 1,919,347 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $159,414,623 | $5,432,481 | $153,475,281 | $506,861 | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
45
PACIFIC FUNDS
PACIFIC FUNDSSM ESG CORE BOND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
46
PACIFIC FUNDS
PACIFIC FUNDS ESG CORE BOND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
47
PACIFIC FUNDS
PACIFIC FUNDS ESG CORE BOND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $15,762,029 | $ | $15,762,029 | $ | |||||||||||||
Mortgage-Backed Securities | 1,155,290 | | 1,155,290 | | ||||||||||||||
Asset-Backed Securities | 4,705,215 | | 4,705,215 | | ||||||||||||||
U.S. Treasury Obligations | 4,363,145 | | 4,363,145 | | ||||||||||||||
Short-Term Investment | 1,428,329 | 1,428,329 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $27,414,008 | $1,428,329 | $25,985,679 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
48
PACIFIC FUNDS
PACIFIC FUNDSSM SMALL/MID-CAP
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
49
PACIFIC FUNDS
PACIFIC FUNDS SMALL/MID-CAP
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $365,812,541 | $365,812,541 | $ | $ | |||||||||||||
Short-Term Investment | 2,000,575 | 2,000,575 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $367,813,116 | $367,813,116 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
50
PACIFIC FUNDS
PACIFIC FUNDSSM SMALL-CAP
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
51
PACIFIC FUNDS
PACIFIC FUNDS SMALL-CAP
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $19,609,337 | $19,609,337 | $ | $ | |||||||||||||
Short-Term Investment | 237,841 | 237,841 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $19,847,178 | $19,847,178 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
52
PACIFIC FUNDS
PACIFIC FUNDSSM SMALL-CAP VALUE
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
53
PACIFIC FUNDS
PACIFIC FUNDS SMALL-CAP VALUE
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $18,216,073 | $18,216,073 | $ | $ | |||||||||||||
Exchange-Traded Fund | 216,495 | 216,495 | | | ||||||||||||||
Short-Term Investment | 511,292 | 511,292 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $18,943,860 | $18,943,860 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
54
PACIFIC FUNDS
PF INFLATION MANAGED FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
55
PACIFIC FUNDS
PF INFLATION MANAGED FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
56
PACIFIC FUNDS
PF INFLATION MANAGED FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(b) | Open futures contracts outstanding as of June 30, 2021 were as follows: |
Long Futures Outstanding | Expiration Month | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||||||||||||
Euro-Bobl | 09/21 | 6 | $953,919 | $954,410 | $491 | |||||||||||||||
Euro-Bund | 09/21 | 8 | 1,627,166 | 1,637,379 | 10,213 | |||||||||||||||
U.S. Treasury 5-Year Notes | 09/21 | 53 | 6,565,368 | 6,541,774 | (23,594 | ) | ||||||||||||||
U.S. Treasury Long Bonds | 09/21 | 5 | 778,365 | 803,750 | 25,385 | |||||||||||||||
|
| |||||||||||||||||||
12,495 | ||||||||||||||||||||
|
| |||||||||||||||||||
Short Futures Outstanding | ||||||||||||||||||||
Australia 3-Year Bonds | 09/21 | 2 | 175,333 | 174,719 | 614 | |||||||||||||||
Euro-BTP | 09/21 | 3 | 534,853 | 538,603 | (3,750 | ) | ||||||||||||||
Euro-Buxl | 09/21 | 3 | 710,285 | 722,976 | (12,691 | ) | ||||||||||||||
Euro-Schatz | 09/21 | 39 | 5,185,790 | 5,185,830 | (40 | ) | ||||||||||||||
U.S. Treasury 2-Year Notes | 09/21 | 14 | 3,089,388 | 3,084,484 | 4,904 | |||||||||||||||
U.S. Treasury 10-Year Notes | 09/21 | 5 | 657,767 | 662,500 | (4,733 | ) | ||||||||||||||
U.S. Treasury Ultra 10-Year Notes | 09/21 | 9 | 1,306,554 | 1,324,828 | (18,274 | ) | ||||||||||||||
U.S. Ultra Long Bonds | 09/21 | 7 | 1,283,069 | 1,348,813 | (65,744 | ) | ||||||||||||||
|
| |||||||||||||||||||
(99,714 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
Total Futures Contracts | ($87,219 | ) | ||||||||||||||||||
|
|
(c) | Forward foreign currency contracts outstanding as of June 30, 2021 were as follows: |
Currency Purchased | Currency Sold | Settlement Month | Counterparty | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||||||||
AUD | 532,509 | USD | 403,936 | 07/21 | UBS | $ | ($4,577 | ) | ||||||||||||||||||||||||||
GBP | 27,000 | USD | 37,509 | 07/21 | UBS | | (160 | ) | ||||||||||||||||||||||||||
USD | 612,961 | AUD | 790,771 | 07/21 | UBS | 19,917 | | |||||||||||||||||||||||||||
USD | 403,989 | AUD | 532,509 | 08/21 | UBS | 4,566 | | |||||||||||||||||||||||||||
USD | 1,629,506 | EUR | 1,332,000 | 07/21 | SCB | 50,022 | | |||||||||||||||||||||||||||
USD | 1,580,655 | EUR | 1,332,000 | 08/21 | SCB | 130 | | |||||||||||||||||||||||||||
USD | 549,940 | GBP | 389,000 | 07/21 | GSC | 11,833 | | |||||||||||||||||||||||||||
USD | 5,586 | GBP | 4,000 | 07/21 | SCB | 53 | | |||||||||||||||||||||||||||
USD | 505,653 | GBP | 366,000 | 08/21 | SCB | | (685 | ) | ||||||||||||||||||||||||||
USD | 107,420 | NZD | 148,000 | 07/21 | JPM | 3,968 | | |||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||||
Total Forward Foreign Currency Contracts |
| $90,489 | ($5,422 | ) | ||||||||||||||||||||||||||||||
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
57
PACIFIC FUNDS
PF INFLATION MANAGED FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(d) | Purchased options outstanding as of June 30, 2021 were as follows: |
Interest Rate Swaptions
Description | Pay/Receive Floating Rate | Floating Rate Index | Exercise Rate | Expiration Date | Counterparty | Notional Amount | Cost | Value | ||||||||||||||||||||||||
Call - 5-Year Interest Rate Swap | Pay | 3-Month USD-LIBOR | 0.700% | 08/24/21 | MSC | $1,000,000 | $3,600 | $509 | ||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
Put - 30-Year Interest Rate Swap | Receive | 6-Month EUR-LIBOR | 0.190% | 11/02/22 | MSC | EUR 60,000 | 4,375 | 9,040 | ||||||||||||||||||||||||
Put - 30-Year Interest Rate Swap | Receive | 6-Month EUR-LIBOR | 0.197% | 11/04/22 | BRC | 200,000 | 14,957 | 29,843 | ||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
19,332 | 38,883 | |||||||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
Total Interest Rate Swaptions | $22,932 | $39,392 | ||||||||||||||||||||||||||||||
|
|
|
|
Options on Futures
Description | Exercise Price | Expiration Date | Exchange | Number of Contracts | Notional Amount | Cost | Value | |||||||||||||||||||||
Call - Euro-Schatz (08/21) | EUR 114.30 | 08/27/21 | EUX | 39 | EUR 4,457,700 | $255 | $231 | |||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
Total Purchased Options | $23,187 | $39,623 | ||||||||||||||||||||||||||
|
|
|
|
(e) | Premiums received and value of written options outstanding as of June 30, 2021 were as follows: |
Credit Default Swaptions on Credit Indices - Sell Protection
Description | Exercise Rate | Expiration Date | Counterparty | Notional Amount | Premium | Value | ||||||||||||||||||
Put - iTraxx Main 35 5Y | 0.700% | 07/21/21 | BRC | EUR 200,000 | $222 | ($17 | ) | |||||||||||||||||
Put - CDX IG 36 5Y | 0.900% | 07/21/21 | GSC | $100,000 | 129 | (5 | ) | |||||||||||||||||
Put - iTraxx Main 35 5Y | 0.700% | 08/18/21 | BRC | EUR 100,000 | 147 | (27 | ) | |||||||||||||||||
Put - iTraxx Main 35 5Y | 0.750% | 08/18/21 | BRC | 200,000 | 233 | (46 | ) | |||||||||||||||||
Put - iTraxx Main 35 5Y | 0.800% | 09/15/21 | DUB | 300,000 | 392 | (117 | ) | |||||||||||||||||
Put - CDX IG 36 5Y | 0.900% | 09/15/21 | DUB | $100,000 | 107 | (26 | ) | |||||||||||||||||
|
|
|
| |||||||||||||||||||||
$1,230 | ($238 | ) | ||||||||||||||||||||||
|
|
|
|
Inflation Floor/Cap Options
Description | Initial Index | Floating Rate | Expiration Date | Counterparty | Notional Amount | Premium | Value | |||||||||||||||||
Cap - U.S. CPI Urban Consumers | 233.92 | Maximum of [0, Final Index/ Initial Index - (1 + 4.000%)10] | 04/22/24 | JPM | $1,900,000 | $13,822 | ($19 | ) | ||||||||||||||||
Cap - U.S. CPI Urban Consumers | 234.78 | Maximum of [0, Final Index/ Initial Index - (1 + 4.000%)10] | 05/16/24 | JPM | 200,000 | 1,390 | | |||||||||||||||||
|
|
|
| |||||||||||||||||||||
$15,212 | ($19 | ) | ||||||||||||||||||||||
|
|
|
|
Interest Rate Swaptions
Description | Pay/Receive Floating Rate | Floating Rate Index | Exercise Rate | Expiration Date | Counterparty | Notional Amount | Premium | Value | ||||||||||||||||||||||||
Call - 5-Year Interest Rate Swap | Receive | 3-Month USD-LIBOR | 0.550% | 08/24/21 | MSC | $2,000,000 | $3,150 | ($205 | ) | |||||||||||||||||||||||
Call - 1-Year Interest Rate Swap | Receive | 3-Month EUR-LIBOR | (0.526% | ) | 11/17/22 | GSC | EUR 1,600,000 | 2,489 | (750 | ) | ||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
5,639 | (955 | ) | ||||||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
Put - 10-Year Interest Rate Swap | Pay | 3-Month USD-LIBOR | 2.300% | 09/29/21 | DUB | $300,000 | 2,093 | (182 | ) | |||||||||||||||||||||||
Put - 10-Year Interest Rate Swap | Pay | 3-Month USD-LIBOR | 2.300% | 09/29/21 | MSC | 400,000 | 2,791 | (243 | ) | |||||||||||||||||||||||
Put - 10-Year Interest Rate Swap | Pay | 6-Month EUR-LIBOR | 0.000% | 11/02/22 | MSC | EUR 200,000 | 4,851 | (9,150 | ) | |||||||||||||||||||||||
Put - 10-Year Interest Rate Swap | Pay | 6-Month EUR-LIBOR | 0.000% | 11/04/22 | BRC | 600,000 | 14,726 | (27,566 | ) | |||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
24,461 | (37,141 | ) | ||||||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
Total Interest Rate Swaptions |
| $30,100 | ($38,096 | ) | ||||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
Total Written Options |
| $46,542 | ($38,353 | ) | ||||||||||||||||||||||||||||
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
58
PACIFIC FUNDS
PF INFLATION MANAGED FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(f) | Swap agreements outstanding as of June 30, 2021 were as follows: |
Interest Rate Swaps - Long
Receive | Pay | Payment Frequency Receive Rate/ Pay Rate | Exchange | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||
1.690% | U.S. CPI Urban Consumers | Z / Z | LCH | 08/07/21 | $200,000 | ($7,886 | ) | ($10 | ) | ($7,876 | ) | |||||||||||||||||
1.825% | U.S. CPI Urban Consumers | Z / Z | LCH | 08/14/21 | 200,000 | (7,559 | ) | | (7,559 | ) | ||||||||||||||||||
1.840% | U.S. CPI Urban Consumers | Z / Z | LCH | 08/14/21 | 100,000 | (3,764 | ) | (5 | ) | (3,759 | ) | |||||||||||||||||
1.863% | U.S. CPI Urban Consumers | Z / Z | LCH | 08/26/21 | 200,000 | (7,350 | ) | (20 | ) | (7,330 | ) | |||||||||||||||||
2.180% | U.S. CPI Urban Consumers | Z / Z | LCH | 01/19/22 | 200,000 | (5,230 | ) | (2 | ) | (5,228 | ) | |||||||||||||||||
2.200% | U.S. CPI Urban Consumers | Z / Z | LCH | 01/21/22 | 200,000 | (5,189 | ) | | (5,189 | ) | ||||||||||||||||||
2.170% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/01/22 | 100,000 | (2,620 | ) | | (2,620 | ) | ||||||||||||||||||
2.155% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/04/22 | 200,000 | (5,242 | ) | | (5,242 | ) | ||||||||||||||||||
2.200% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/05/22 | 100,000 | (2,529 | ) | | (2,529 | ) | ||||||||||||||||||
(0.526%) | 3-Month EUR-LIBOR | A / Q | LCH | 11/21/23 | EUR 800,000 | (1,156 | ) | | (1,156 | ) | ||||||||||||||||||
3.850% | GBP Retail Price | Z / Z | LCH | 09/15/24 | GBP 200,000 | 11,344 | | 11,344 | ||||||||||||||||||||
3.330% | GBP Retail Price | Z / Z | LCH | 01/15/25 | 400,000 | 2,304 | 11,260 | (8,956 | ) | |||||||||||||||||||
2.335% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/05/28 | $190,000 | (2,258 | ) | 338 | (2,596 | ) | ||||||||||||||||||
2.364% | U.S. CPI Urban Consumers | Z / Z | LCH | 05/10/28 | 50,000 | (319 | ) | | (319 | ) | ||||||||||||||||||
2.379% | U.S. CPI Urban Consumers | Z / Z | LCH | 07/09/28 | 500,000 | (2,754 | ) | (288 | ) | (2,466 | ) | |||||||||||||||||
3.593% | GBP Retail Price | Z / Z | LCH | 11/15/28 | GBP 45,000 | 2,095 | | 2,095 | ||||||||||||||||||||
2.165% | U.S. CPI Urban Consumers | Z / Z | LCH | 04/16/29 | $100,000 | (3,778 | ) | | (3,778 | ) | ||||||||||||||||||
1.998% | U.S. CPI Urban Consumers | Z / Z | LCH | 07/25/29 | 100,000 | (5,292 | ) | | (5,292 | ) | ||||||||||||||||||
1.760% | U.S. CPI Urban Consumers | Z / Z | LCH | 11/04/29 | 400,000 | (32,660 | ) | (708 | ) | (31,952 | ) | |||||||||||||||||
3.400% | GBP Retail Price | Z / Z | LCH | 06/15/30 | GBP 200,000 | 8,296 | 2,555 | 5,741 | ||||||||||||||||||||
3.475% | GBP Retail Price | Z / Z | LCH | 08/15/30 | 200,000 | (7,709 | ) | 2,476 | (10,185 | ) | ||||||||||||||||||
1.380% | Eurostat Eurozone HICP | Z / Z | LCH | 03/15/31 | EUR 200,000 | (6,918 | ) | (1,361 | ) | (5,557 | ) | |||||||||||||||||
3.566% | GBP Retail Price | Z / Z | LCH | 03/15/36 | GBP 190,000 | (4,266 | ) | (907 | ) | (3,359 | ) | |||||||||||||||||
3.580% | GBP Retail Price | Z / Z | LCH | 03/15/36 | 40,000 | (730 | ) | (413 | ) | (317 | ) | |||||||||||||||||
1.387% | Eurostat Eurozone HICP | Z / Z | LCH | 08/15/49 | EUR 20,000 | (2,645 | ) | | (2,645 | ) | ||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
($93,815 | ) | $12,915 | ($106,730 | ) | ||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
Interest Rate Swaps - Short
|
| |||||||||||||||||||||||||||
Pay | Receive | Payment Frequency Pay Rate/ Receive Rate | Exchange | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||
0.090% | Eurostat Eurozone HICP | Z / Z | LCH | 05/15/22 | EUR 200,000 | $6,198 | $ | $6,198 | ||||||||||||||||||||
2.210% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/05/23 | $120,000 | 1,786 | | 1,786 | ||||||||||||||||||||
2.263% | U.S. CPI Urban Consumers | Z / Z | LCH | 04/27/23 | 60,000 | 570 | | 570 | ||||||||||||||||||||
2.263% | U.S. CPI Urban Consumers | Z / Z | LCH | 05/09/23 | 120,000 | 1,216 | | 1,216 | ||||||||||||||||||||
2.281% | U.S. CPI Urban Consumers | Z / Z | LCH | 05/10/23 | 180,000 | 1,333 | | 1,333 | ||||||||||||||||||||
1.030% | France CPI Ex Tobacco | Z / Z | LCH | 03/15/24 | EUR 140,000 | (478 | ) | (53 | ) | (425 | ) | |||||||||||||||||
2.314% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/26/26 | $200,000 | 5,502 | | 5,502 | ||||||||||||||||||||
2.419% | U.S. CPI Urban Consumers | Z / Z | LCH | 03/05/26 | 100,000 | 2,151 | | 2,151 | ||||||||||||||||||||
2.768% | U.S. CPI Urban Consumers | Z / Z | LCH | 05/13/26 | 100,000 | (69 | ) | | (69 | ) | ||||||||||||||||||
2.690% | U.S. CPI Urban Consumers | Z / Z | LCH | 06/01/26 | 100,000 | 185 | | 185 | ||||||||||||||||||||
1.798% | U.S. CPI Urban Consumers | Z / Z | LCH | 08/25/27 | 500,000 | 38,396 | | 38,396 | ||||||||||||||||||||
1.890% | U.S. CPI Urban Consumers | Z / Z | LCH | 08/27/27 | 500,000 | 34,838 | | 34,838 | ||||||||||||||||||||
3.250% | 3-Month NZD-Bank Bills | S / Q | CME | 03/21/28 | NZD 100,000 | (8,219 | ) | 290 | (8,509 | ) | ||||||||||||||||||
3.470% | GBP Retail Price | Z / Z | LCH | 01/15/31 | GBP 120,000 | 6,535 | | 6,535 | ||||||||||||||||||||
2.311% | U.S. CPI Urban Consumers | Z / Z | LCH | 02/24/31 | $200,000 | 6,085 | 94 | 5,991 | ||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
$96,029 | $331 | $95,698 | ||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
Total Interest Rate Swaps | $2,214 | $13,246 | ($11,032 | ) | ||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
Total Swap Agreements | $2,214 | $13,246 | ($11,032 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
59
PACIFIC FUNDS
PF INFLATION MANAGED FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(g) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $825,316 | $ | $825,316 | $ | |||||||||||||
Mortgage-Backed Securities | 1,340,362 | | 1,340,362 | | ||||||||||||||
Asset-Backed Securities | 483,911 | | 483,911 | | ||||||||||||||
U.S. Treasury Obligations | 35,023,619 | | 35,023,619 | | ||||||||||||||
Foreign Government Bonds & Notes | 2,288,804 | | 2,288,804 | | ||||||||||||||
Short-Term Investment | 265,868 | 265,868 | | | ||||||||||||||
Derivatives: | ||||||||||||||||||
Foreign Currency Contracts | ||||||||||||||||||
Forward Foreign Currency Contracts | 90,489 | | 90,489 | | ||||||||||||||
Interest Rate Contracts | ||||||||||||||||||
Futures | 41,607 | 41,607 | | | ||||||||||||||
Purchased Options | 39,623 | | 39,623 | | ||||||||||||||
Swaps | 123,881 | | 123,881 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Interest Rate Contracts | 205,111 | 41,607 | 163,504 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets - Derivatives | 295,600 | 41,607 | 253,993 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets | 40,523,480 | 307,475 | 40,216,005 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Liabilities | Sale-buyback Financing Transactions | (6,769,088 | ) | | (6,769,088 | ) | | |||||||||||
Derivatives: | ||||||||||||||||||
Credit Contracts | ||||||||||||||||||
Written Options | (238 | ) | | (238 | ) | | ||||||||||||
Foreign Currency Contracts | ||||||||||||||||||
Forward Foreign Currency Contracts | (5,422 | ) | | (5,422 | ) | | ||||||||||||
Interest Rate Contracts | ||||||||||||||||||
Futures | (128,826 | ) | (128,826 | ) | | | ||||||||||||
Written Options | (38,115 | ) | | (38,115 | ) | | ||||||||||||
Swaps | (134,913 | ) | | (134,913 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Interest Rate Contracts | (301,854 | ) | (128,826 | ) | (173,028 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities - Derivatives | (307,514 | ) | (128,826 | ) | (178,688 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities | (7,076,602 | ) | (128,826 | ) | (6,947,776 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $33,446,878 | $178,649 | $33,268,229 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
60
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
61
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
62
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
63
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
64
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
65
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
66
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
67
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
68
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
69
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
70
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
71
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
72
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
73
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
74
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
75
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
76
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
77
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
78
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
79
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
80
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
81
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
82
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(c) | Open futures contracts outstanding as of June 30, 2021 were as follows: |
Long Futures Outstanding | Expiration Month | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||||||||||||
AUD FX | 09/21 | 48 | $3,713,454 | $3,599,040 | ($114,414 | ) | ||||||||||||||
Australia 10-Year Bonds | 09/21 | 36 | 3,802,463 | 3,811,849 | 9,386 | |||||||||||||||
CAD FX | 09/21 | 20 | 1,654,846 | 1,612,400 | (42,446 | ) | ||||||||||||||
EUR FX | 09/21 | 48 | 7,325,737 | 7,119,000 | (206,737 | ) | ||||||||||||||
Euro-Bobl | 09/21 | 7 | 1,111,829 | 1,113,479 | 1,650 | |||||||||||||||
Eurodollar | 03/22 | 142 | 35,407,998 | 35,429,000 | 21,002 | |||||||||||||||
Eurodollar | 09/23 | 13 | 3,219,540 | 3,217,500 | (2,040 | ) | ||||||||||||||
Eurodollar | 12/23 | 370 | 91,492,665 | 91,459,375 | (33,290 | ) | ||||||||||||||
Euro-OAT | 09/21 | 13 | 2,423,858 | 2,451,562 | 27,704 | |||||||||||||||
JPY FX | 09/21 | 18 | 2,053,800 | 2,026,575 | (27,225 | ) | ||||||||||||||
Long Gilt | 09/21 | 1 | 175,155 | 177,201 | 2,046 | |||||||||||||||
MXN FX | 09/21 | 46 | 1,156,315 | 1,143,100 | (13,215 | ) | ||||||||||||||
RUB FX | 09/21 | 5 | 170,638 | 168,813 | (1,825 | ) | ||||||||||||||
U.S. Treasury 5-Year Notes | 09/21 | 592 | 73,212,826 | 73,070,376 | (142,450 | ) | ||||||||||||||
U.S. Treasury 10-Year Notes | 09/21 | 166 | 21,945,174 | 21,995,000 | 49,826 | |||||||||||||||
U.S. Treasury Long Bonds | 09/21 | 418 | 65,300,991 | 67,193,500 | 1,892,509 | |||||||||||||||
|
| |||||||||||||||||||
1,420,481 | ||||||||||||||||||||
|
| |||||||||||||||||||
Short Futures Outstanding | ||||||||||||||||||||
Euro-Bund | 09/21 | 85 | 17,244,822 | 17,397,146 | (152,324 | ) | ||||||||||||||
Euro-Buxl | 09/21 | 6 | 1,409,516 | 1,445,951 | (36,435 | ) | ||||||||||||||
Eurodollar | 12/21 | 308 | 76,813,041 | 76,842,150 | (29,109 | ) | ||||||||||||||
GBP FX | 09/21 | 2 | 176,471 | 172,563 | 3,908 | |||||||||||||||
Japan 10-Year Bonds | 09/21 | 3 | 4,088,506 | 4,096,224 | (7,718 | ) | ||||||||||||||
Long Gilt | 09/21 | 2 | 350,941 | 354,401 | (3,460 | ) | ||||||||||||||
U.S. Treasury 2-Year Notes | 09/21 | 63 | 13,899,305 | 13,880,180 | 19,125 | |||||||||||||||
U.S. Treasury 10-Year Notes | 09/21 | 309 | 40,793,332 | 40,942,500 | (149,168 | ) | ||||||||||||||
U.S. Treasury Long Bonds | 09/21 | 1 | 156,116 | 160,750 | (4,634 | ) | ||||||||||||||
U.S. Ultra Long Bonds | 09/21 | 31 | 5,821,994 | 5,973,313 | (151,319 | ) | ||||||||||||||
|
| |||||||||||||||||||
(511,134 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
Total Futures Contracts | $909,347 | |||||||||||||||||||
|
|
(d) | Forward foreign currency contracts outstanding as of June 30, 2021 were as follows: |
Currency Purchased | Currency Sold | Settlement Month | Counterparty | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||||
AUD | 1,206,925 | USD | 923,824 | 07/21 | CIT | $ | ($18,602 | ) | ||||||||||||||||||||||
BRL | 4,465,032 | USD | 844,243 | 07/21 | BRC | 53,278 | | |||||||||||||||||||||||
BRL | 960,000 | USD | 171,392 | 07/21 | CIT | 21,234 | | |||||||||||||||||||||||
BRL | 2,651,707 | USD | 465,015 | 07/21 | MSC | 67,055 | | |||||||||||||||||||||||
BRL | 4,465,032 | USD | 902,665 | 08/21 | SCB | | (8,241 | ) | ||||||||||||||||||||||
CAD | 11,228,819 | USD | 8,969,453 | 07/21 | CIT | 88,879 | | |||||||||||||||||||||||
CLP | 316,624,149 | USD | 442,311 | 11/21 | DUB | | (13,001 | ) | ||||||||||||||||||||||
EUR | 55,000 | USD | 65,609 | 07/21 | HSB | | (390 | ) | ||||||||||||||||||||||
EUR | 310,000 | USD | 378,960 | 07/21 | GSC | | (11,233 | ) | ||||||||||||||||||||||
GBP | 2,623,471 | USD | 3,604,898 | 07/21 | GSC | 24,358 | | |||||||||||||||||||||||
GBP | 94,000 | USD | 132,292 | 08/21 | BRC | | (2,247 | ) | ||||||||||||||||||||||
IDR | 36,838,359,174 | USD | 2,509,254 | 07/21 | JPM | 19,033 | | |||||||||||||||||||||||
INR | 32,903,342 | USD | 442,398 | 07/21 | CIT | | (819 | ) | ||||||||||||||||||||||
JPY | 155,358,283 | USD | 1,413,736 | 07/21 | MSC | | (15,090 | ) | ||||||||||||||||||||||
MXN | 15,638,000 | USD | 743,626 | 09/21 | HSB | 34,593 | | |||||||||||||||||||||||
PEN | 1,275,180 | USD | 320,357 | 07/21 | SCB | 11,215 | | |||||||||||||||||||||||
RUB | 169,200,000 | USD | 2,164,264 | 07/21 | CIT | 142,043 | | |||||||||||||||||||||||
RUB | 142,357,313 | USD | 1,816,492 | 07/21 | GSC | 123,932 | | |||||||||||||||||||||||
USD | 611,748 | AUD | 791,000 | 07/21 | HSB | 18,531 | | |||||||||||||||||||||||
USD | 905,411 | BRL | 4,465,032 | 07/21 | SCB | 7,889 | | |||||||||||||||||||||||
USD | 610,178 | BRL | 3,132,290 | 07/21 | GSC | | (18,321 | ) |
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
83
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Currency Purchased | Currency Sold | Settlement Month | Counterparty | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||||||
USD | 1,150,118 | CNH | 7,582,497 | 07/21 | JPM | $ | ($20,585 | ) | ||||||||||||||||||||||||
USD | 3,495,119 | EUR | 2,857,000 | 07/21 | SCB | 107,291 | | |||||||||||||||||||||||||
USD | 6,246,036 | EUR | 5,233,280 | 07/21 | BNP | 38,238 | | |||||||||||||||||||||||||
USD | 3,250,171 | EUR | 2,729,000 | 07/21 | CIT | 12,988 | | |||||||||||||||||||||||||
USD | 3,325,071 | EUR | 2,802,000 | 08/21 | SCB | 274 | | |||||||||||||||||||||||||
USD | 1,283,967 | GBP | 910,835 | 07/21 | MSC | 23,937 | | |||||||||||||||||||||||||
USD | 10,574,218 | GBP | 7,480,000 | 08/21 | HSB | 225,916 | | |||||||||||||||||||||||||
USD | 2,141,227 | IDR | 30,810,202,140 | 07/21 | JPM | 26,665 | | |||||||||||||||||||||||||
USD | 80,991 | JPY | 8,800,000 | 08/21 | HSB | 1,749 | | |||||||||||||||||||||||||
USD | 204,362 | MXN | 4,101,000 | 07/21 | BRC | | (1,014 | ) | ||||||||||||||||||||||||
USD | 4,179,529 | MXN | 84,775,680 | 07/21 | CIT | | (72,174 | ) | ||||||||||||||||||||||||
USD | 1,047,706 | MXN | 20,921,188 | 07/21 | GSC | 9,388 | | |||||||||||||||||||||||||
USD | 220,735 | MXN | 4,420,348 | 07/21 | JPM | | (499 | ) | ||||||||||||||||||||||||
USD | 333,500 | PEN | 1,275,179 | 07/21 | BRC | 1,928 | | |||||||||||||||||||||||||
USD | 320,631 | PEN | 1,275,180 | 09/21 | SCB | | (11,629 | ) | ||||||||||||||||||||||||
USD | 413,551 | PEN | 1,582,247 | 09/21 | SCB | 1,231 | | |||||||||||||||||||||||||
USD | 896,172 | PEN | 3,311,802 | 10/21 | HSB | 33,425 | | |||||||||||||||||||||||||
USD | 525,550 | PEN | 1,934,811 | 12/21 | HSB | 21,883 | | |||||||||||||||||||||||||
USD | 172,248 | RUB | 12,450,000 | 07/21 | CIT | 2,546 | | |||||||||||||||||||||||||
USD | 268,419 | RUB | 19,390,000 | 07/21 | GSC | 4,121 | | |||||||||||||||||||||||||
ZAR | 4,736,125 | USD | 321,726 | 07/21 | CIT | 9,157 | | |||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||
Total Forward Foreign Currency Contracts | $1,132,777 | ($193,845 | ) | |||||||||||||||||||||||||||||
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
84
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(e) | Purchased options outstanding as of June 30, 2021 were as follows: |
Foreign Currency Options
Description | Exercise Price | Expiration Date | Counter- party | Notional Amount | Cost | Value | ||||||||||||||||||
Put - EUR versus USD | $1.19 | 07/06/21 | BNP | $3,106,836 | $37,851 | $6,411 | ||||||||||||||||||
Put - JPY versus USD | JPY 107.45 | 07/08/21 | CIT | 3,090,000 | 18,679 | 18 | ||||||||||||||||||
Put - EUR versus USD | $1.21 | 07/20/21 | GSC | 1,150,000 | 13,662 | 646 | ||||||||||||||||||
Put - NOK versus USD | NOK 8.13 | 08/05/21 | GSC | 1,100,000 | 10,584 | 450 | ||||||||||||||||||
Put - NOK versus USD | 8.14 | 08/09/21 | CIT | 1,050,000 | 9,807 | 593 | ||||||||||||||||||
Put - EUR versus USD | $1.23 | 08/11/21 | BNP | 3,210,000 | 23,460 | 689 | ||||||||||||||||||
Put - NOK versus USD | NOK 8.21 | 08/13/21 | CIT | 1,050,000 | 9,135 | 1,160 | ||||||||||||||||||
Put - EUR versus USD | $1.22 | 08/19/21 | GSC | 3,100,000 | 38,192 | 2,058 | ||||||||||||||||||
|
|
|
| |||||||||||||||||||||
$161,370 | $12,025 | |||||||||||||||||||||||
|
|
|
|
Options on Futures
Description | Exercise Price | Expiration Date | Exchange | Number of Contracts | Notional Amount | Cost | Value | |||||||||||||||||||
Call - EUR-FX (07/21) | $1.22 | 07/09/21 | CME | 2 | $303,750 | $1,330 | $13 | |||||||||||||||||||
Call - U.S. Treasury 10-Year Notes (08/21) | 132.25 | 07/23/21 | CME | 2 | 264,500 | 972 | 1,344 | |||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (08/21) | 159.00 | 07/23/21 | CME | 2 | 318,000 | 2,910 | 4,750 | |||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (08/21) | 160.00 | 07/23/21 | CME | 1 | 160,000 | 1,252 | 1,734 | |||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (08/21) | 160.50 | 07/23/21 | CME | 3 | 481,500 | 3,896 | 4,359 | |||||||||||||||||||
Call - EUR-FX (08/21) | 1.19 | 08/06/21 | CME | 1 | 148,750 | 990 | 862 | |||||||||||||||||||
Call - AUD-FX (08/21) | 75.00 | 08/06/21 | CME | 3 | 225,000 | 2,497 | 2,460 | |||||||||||||||||||
Call - JPY-FX (08/21) | 90.50 | 08/06/21 | CME | 1 | 113,125 | 765 | 563 | |||||||||||||||||||
Call - GBP-FX (08/21) | 139.00 | 08/06/21 | CME | 4 | 347,500 | 1,960 | 1,800 | |||||||||||||||||||
|
|
|
| |||||||||||||||||||||||
16,572 | 17,885 | |||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||
Put - AUD-FX (07/21) | 77.00 | 07/09/21 | CME | 1 | 77,000 | 733 | 2,040 | |||||||||||||||||||
Put - U.S. Treasury 10-Year Notes (08/21) | 132.00 | 07/23/21 | CME | 1 | 132,000 | 502 | 328 | |||||||||||||||||||
Put - U.S. Treasury 30-Year Bonds (08/21) | 160.00 | 07/23/21 | CME | 3 | 480,000 | 4,318 | 2,953 | |||||||||||||||||||
Put - U.S. Treasury 30-Year Bonds (08/21) | 160.50 | 07/23/21 | CME | 2 | 321,000 | 2,472 | 2,406 | |||||||||||||||||||
Put - AUD-FX (08/21) | 75.00 | 08/06/21 | CME | 1 | 75,000 | 822 | 840 | |||||||||||||||||||
Put - U.S. Treasury 10-Year Notes (09/21) | 132.00 | 08/27/21 | CME | 2 | 264,000 | 1,597 | 1,344 | |||||||||||||||||||
|
|
|
| |||||||||||||||||||||||
10,444 | 9,911 | |||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||
Total Options on Futures | $27,016 | $27,796 | ||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||
Total Purchased Options | $188,386 | $39,821 | ||||||||||||||||||||||||
|
|
|
|
(f) | Premiums received and value of written options outstanding as of June 30, 2021 were as follows: |
Options on Futures
Description | Exercise Price | Expiration Date | Exchange | Number of Contracts | Notional Amount | Premium | Value | |||||||||||||||||||
Call - U.S. Treasury 10-Year Notes (07/21) | $132.25 | 07/02/21 | CME | 5 | $661,250 | $1,163 | ($2,031 | ) | ||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (07/21) | 159.00 | 07/02/21 | CME | 5 | 795,000 | 3,148 | (9,141 | ) | ||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (07/21) | 160.00 | 07/02/21 | CME | 4 | 640,000 | 1,649 | (4,062 | ) | ||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (07/21) | 161.00 | 07/02/21 | CME | 3 | 483,000 | 698 | (1,406 | ) | ||||||||||||||||||
Call - CAD-FX (07/21) | 83.00 | 07/09/21 | CME | 12 | 996,000 | 7,830 | (60 | ) | ||||||||||||||||||
Call - CAD-FX (07/21) | 83.50 | 07/09/21 | CME | 3 | 250,500 | 1,493 | (15 | ) | ||||||||||||||||||
Call - GBP-FX (07/21) | 142.00 | 07/09/21 | CME | 3 | 266,250 | 2,055 | (19 | ) | ||||||||||||||||||
Call - GBP-FX (07/21) | 142.50 | 07/09/21 | CME | 2 | 178,125 | 1,507 | (12 | ) | ||||||||||||||||||
Call - U.S. Treasury 5-Year Notes (08/21) | 123.50 | 07/23/21 | CME | 16 | 1,976,000 | 4,261 | (3,875 | ) | ||||||||||||||||||
Call - U.S. Treasury 10-Year Notes (08/21) | 132.00 | 07/23/21 | CME | 13 | 1,716,000 | 8,103 | (10,766 | ) | ||||||||||||||||||
Call - U.S. Treasury 10-Year Notes (08/21) | 132.50 | 07/23/21 | CME | 75 | 9,937,500 | 31,542 | (39,844 | ) | ||||||||||||||||||
Call - U.S. Treasury 10-Year Notes (08/21) | 133.00 | 07/23/21 | CME | 16 | 2,128,000 | 5,363 | (5,000 | ) | ||||||||||||||||||
Call - U.S. Treasury 10-Year Notes (08/21) | 133.50 | 07/23/21 | CME | 5 | 667,500 | 1,757 | (859 | ) | ||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (08/21) | 161.00 | 07/23/21 | CME | 5 | 805,000 | 6,929 | (6,016 | ) |
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
85
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Description | Exercise Price | Expiration Date | Exchange | Number of Contracts | Notional Amount | Premium | Value | |||||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (08/21) | $161.50 | 07/23/21 | CME | 2 | $323,000 | $1,434 | ($2,000 | ) | ||||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (08/21) | 162.00 | 07/23/21 | CME | 9 | 1,458,000 | 11,734 | (7,313 | ) | ||||||||||||||||||||
Call - CAD-FX (08/21) | 82.00 | 08/06/21 | CME | 1 | 82,000 | 398 | (180 | ) | ||||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (09/21) | 160.00 | 08/27/21 | CME | 4 | 640,000 | 6,556 | (10,250 | ) | ||||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (09/21) | 162.00 | 08/27/21 | CME | 5 | 810,000 | 6,648 | (8,047 | ) | ||||||||||||||||||||
Call - U.S. Treasury 30-Year Bonds (09/21) | 165.00 | 08/27/21 | CME | 6 | 990,000 | 3,771 | (4,500 | ) | ||||||||||||||||||||
Call - Eurodollar (12/21) | 99.13 | 12/10/21 | CME | 6 | 1,486,875 | 2,087 | (1,125 | ) | ||||||||||||||||||||
Call - Eurodollar (12/21) | 99.25 | 12/10/21 | CME | 8 | 1,985,000 | 1,983 | (800 | ) | ||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
112,109 | (117,321 | ) | ||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
Put - EUR-FX (07/21) | 1.19 | 07/09/21 | CME | 2 | 297,500 | 1,395 | (1,600 | ) | ||||||||||||||||||||
Put - CAD-FX (07/21) | 82.50 | 07/09/21 | CME | 4 | 330,000 | 2,310 | (7,560 | ) | ||||||||||||||||||||
Put - U.S. Treasury 5-Year Notes (08/21) | 123.00 | 07/23/21 | CME | 10 | 1,230,000 | 2,326 | (1,250 | ) | ||||||||||||||||||||
Put - U.S. Treasury 5-Year Notes (08/21) | 123.25 | 07/23/21 | CME | 8 | 986,000 | 2,674 | (1,687 | ) | ||||||||||||||||||||
Put - U.S. Treasury 5-Year Notes (08/21) | 123.75 | 07/23/21 | CME | 10 | 1,237,500 | 1,858 | (4,531 | ) | ||||||||||||||||||||
Put - U.S. Treasury 30-Year Bonds (08/21) | 157.00 | 07/23/21 | CME | 2 | 314,000 | 1,403 | (438 | ) | ||||||||||||||||||||
Put - U.S. Treasury 30-Year Bonds (08/21) | 158.00 | 07/23/21 | CME | 9 | 1,422,000 | 6,687 | (3,375 | ) | ||||||||||||||||||||
Put - EUR-FX (08/21) | 1.18 | 08/06/21 | CME | 3 | 442,500 | 2,367 | (2,175 | ) | ||||||||||||||||||||
Put - Eurodollar (12/21) | 98.75 | 12/10/21 | CME | 8 | 1,975,000 | 4,246 | (2,800 | ) | ||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
25,266 | (25,416 | ) | ||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
Total Options on Futures | $137,375 | ($142,737 | ) | |||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||
Total Written Options | $137,375 | ($142,737 | ) | |||||||||||||||||||||||||
|
|
|
|
(g) | Swap agreements outstanding as of June 30, 2021 were as follows: |
Credit Default Swaps on Corporate and Sovereign Issues - Sell Protection (1)
Referenced Obligation | Payment Frequency | Fixed Deal Receive Rate | Expiration Date | Counterparty | Implied Credit Spread at 06/30/21 (2) | Notional Amount (3) | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | |||||||||||||||||||||||||||
Barclays Bank PLC | Q | 1.000% | 12/20/21 | MSC | 0.150% | EUR 400,000 | $2,072 | $2,801 | ($729 | ) | ||||||||||||||||||||||||||
Russian Federation | Q | 1.000% | 12/20/24 | JPM | 0.579% | $400,000 | 5,955 | 1,972 | 3,983 | |||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
8,027 | 4,773 | 3,254 | ||||||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
Exchange | ||||||||||||||||||||||||||||||||||||
Rolls-Royce PLC | Q | 1.000% | 12/20/24 | ICE | 1.884% | EUR 800,000 | (28,292 | ) | (4,034 | ) | (24,258 | ) | ||||||||||||||||||||||||
General Electric Co | Q | 1.000% | 06/20/26 | ICE | 0.718% | $400,000 | 5,618 | 2,736 | 2,882 | |||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
(22,674 | ) | (1,298 | ) | (21,376 | ) | |||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
Total Credit Default Swaps on Corporate and Sovereign Issues - Sell Protection |
| ($14,647 | ) | $3,475 | ($18,122 | ) | ||||||||||||||||||||||||||||||
|
|
|
|
|
|
Credit Default Swaps on Credit Indices - Sell Protection (1)
Referenced Obligation | Payment Frequency | Fixed Deal Receive Rate | Expiration Date | Exchange | Notional Amount (3) | Value (4) | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||||||
CDX IG 36 5Y |
| Q | 1.000% | 06/20/26 | ICE | $38,230,000 | $984,757 | $842,876 | $141,881 | |||||||||||||||||||||||||||
CDX HY 36 5Y |
| Q | 5.000% | 06/20/26 | ICE | 5,540,000 | 574,946 | 470,084 | 104,862 | |||||||||||||||||||||||||||
CDX iTraxx Main 35 5Y |
| Q | 5.000% | 06/20/26 | ICE | EUR 2,700,000 | 402,643 | 368,707 | 33,936 | |||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
$1,962,346 | $1,681,667 | $280,679 | ||||||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||||||
Total Credit Default Swaps | $1,947,699 | $1,685,142 | $262,557 | |||||||||||||||||||||||||||||||||
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
86
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(1) | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying investments comprising the referenced index or (ii) pay a net settlement amount in the form of cash or investments equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying investments comprising the referenced index. |
(2) | An implied credit spread is the spread in yield between a U.S. Treasury security and the referenced obligation or underlying investment that are identical in all respects except for the quality rating. Implied credit spreads, represented in absolute terms, utilized in determining the value of credit default swap agreements on corporate and sovereign issues as of period end serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads, in comparison to narrower credit spreads, represent a deterioration of the referenced entitys credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
(3) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
(4) | The quoted market prices and resulting values for credit default swap agreements on credit indices serve as an indicator of the current status of the payment/performance risk and represent the expected amount paid or received for the credit derivative had the notional amount of the swap agreement been closed/sold as of period end. Increasing values (buy protection) or decreasing values (sell protection), when compared to the notional amount of the swap, represent a deterioration of the referenced entitys credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
Interest Rate Swaps - Long
Receive | Pay | Payment Frequency Receive Rate/ Pay Rate | Counterparty | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
7.024% | Brazil CETIP Interbank | Z / Z | CIT | 01/04/27 | BRL 5,712,000 | $1,666 | $2,294 | ($628 | ) | |||||||||||||||||||||||
7.044% | Brazil CETIP Interbank | Z / Z | JPM | 01/04/27 | 1,400,000 | 667 | | 667 | ||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
2,333 | 2,294 | 39 | ||||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
Exchange | ||||||||||||||||||||||||||||||||
3.350% | Brazil CETIP Interbank | Z / Z | CME | 01/03/22 | 50,000,000 | (87,651 | ) | 2,683 | (90,334 | ) | ||||||||||||||||||||||
3.700% | Brazil CETIP Interbank | Z / Z | CME | 01/03/22 | 32,000,000 | (46,154 | ) | (1,092 | ) | (45,062 | ) | |||||||||||||||||||||
0.190% | 3-Month USD-LIBOR | S / Q | CME | 06/15/22 | $5,492,000 | 981 | (25 | ) | 1,006 | |||||||||||||||||||||||
2.800% | 3-Month USD-LIBOR | S / Q | CME | 08/22/23 | 500,000 | 31,115 | | 31,115 | ||||||||||||||||||||||||
0.100% | 6-Month JPY-LIBOR | S / S | LCH | 03/20/24 | JPY 1,395,000,000 | 49,042 | 52,017 | (2,975 | ) | |||||||||||||||||||||||
0.820% | 3-Month USD-LIBOR | S / Q | CME | 06/04/24 | $27,829,000 | (45,548 | ) | | (45,548 | ) | ||||||||||||||||||||||
1.100% | 3-Month USD-LIBOR | S / Q | CME | 12/18/25 | 10,186,000 | (45,062 | ) | | (45,062 | ) | ||||||||||||||||||||||
(0.068%) | 6-Month JPY-LIBOR | S / S | LCH | 09/18/26 | JPY 120,000,000 | (3,471 | ) | | (3,471 | ) | ||||||||||||||||||||||
(0.097%) | 6-Month JPY-LIBOR | S / S | LCH | 09/24/26 | 82,000,000 | (3,571 | ) | 111 | (3,682 | ) | ||||||||||||||||||||||
0.300% | 6-Month JPY-LIBOR | S / S | LCH | 03/20/28 | 170,000,000 | 31,085 | 26,374 | 4,711 | ||||||||||||||||||||||||
7.450% | 28-Day MXN TIIE | L / L | CME | 07/18/29 | MXN 63,630,000 | 117,633 | 26,769 | 90,864 | ||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
(1,601 | ) | 106,837 | (108,438 | ) | ||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
Total Interest Rate Swaps - Long |
| $732 | $109,131 | ($108,399 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
|
Interest Rate Swaps - Short
Pay | Receive | Payment Frequency Pay Rate/ Receive Rate | Exchange | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||
0.300% | 6-Month JPY-LIBOR | S / S | CME | 03/18/26 | JPY 5,000,000 | ($710 | ) | ($782 | ) | $72 | ||||||||||||||||
0.260% | 1-Day U.S. Fed Funds | A / A | CME | 05/15/27 | $5,461,000 | 195,640 | (18,331 | ) | 213,971 | |||||||||||||||||
0.450% | 3-Month USD-LIBOR | S / Q | CME | 05/15/27 | 6,272,000 | 221,394 | (15,869 | ) | 237,263 | |||||||||||||||||
1.250% | 3-Month USD-LIBOR | S / Q | CME | 02/15/28 | 4,111,000 | (25,284 | ) | 4,113 | (29,397 | ) | ||||||||||||||||
1.350% | 3-Month USD-LIBOR | S / Q | CME | 02/15/28 | 14,870,000 | (187,785 | ) | 33,106 | (220,891 | ) | ||||||||||||||||
0.450% | 6-Month JPY-LIBOR | S / S | LCH | 03/20/29 | JPY 260,000,000 | (78,948 | ) | (95,871 | ) | 16,923 | ||||||||||||||||
0.800% | 6-Month JPY-LIBOR | S / S | LCH | 10/22/38 | 10,000,000 | (8,226 | ) | | (8,226 | ) | ||||||||||||||||
0.785% | 6-Month JPY-LIBOR | S / S | LCH | 11/12/38 | 13,260,000 | (10,541 | ) | 45 | (10,586 | ) | ||||||||||||||||
0.560% | 1-Day USD-SOFR | A / A | CME | 07/20/45 | $1,380,000 | 254,077 | 12,421 | 241,656 | ||||||||||||||||||
0.740% | 1-Day USD-SOFR | A / A | CME | 08/19/45 | 640,000 | 93,490 | | 93,490 | ||||||||||||||||||
0.641% | 6-Month JPY-LIBOR | S / S | CME | 05/09/46 | JPY 187,300,000 | (84,307 | ) | | (84,307 | ) | ||||||||||||||||
1.000% | 3-Month USD-LIBOR | S / Q | CME | 02/15/47 | $683,000 | 107,357 | 6,648 | 100,709 | ||||||||||||||||||
1.200% | 3-Month USD-LIBOR | S / Q | CME | 02/15/47 | 901,000 | 102,065 | 4,963 | 97,102 | ||||||||||||||||||
1.225% | 3-Month USD-LIBOR | S / Q | CME | 02/15/47 | 362,000 | 39,018 | 416 | 38,602 | ||||||||||||||||||
1.600% | 3-Month USD-LIBOR | S / Q | CME | 02/15/47 | 458,000 | 12,491 | 2,697 | 9,794 | ||||||||||||||||||
1.729% | 1-Day USD-SOFR | A / A | CME | 02/15/47 | 240,000 | (13,293 | ) | | (13,293 | ) | ||||||||||||||||
2.000% | 3-Month USD-LIBOR | S / Q | CME | 02/15/47 | 561,000 | (31,097 | ) | 8,127 | (39,224 | ) | ||||||||||||||||
0.900% | 3-Month USD-LIBOR | S / Q | CME | 03/17/50 | 8,335,000 | 1,651,755 | 2,304,860 | (653,105 | ) | |||||||||||||||||
1.200% | 3-Month USD-LIBOR | S / Q | CME | 10/07/50 | 751,000 | 97,226 | 3,830 | 93,396 | ||||||||||||||||||
0.538% | 6-Month JPY-LIBOR | S / S | LCH | 03/15/51 | JPY 41,000,000 | (4,540 | ) | (238 | ) | (4,302 | ) |
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
87
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Pay | Receive | Payment Frequency Pay Rate/ Receive Rate | Exchange | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
0.520% | 6-Month JPY-LIBOR | S / S | LCH | 03/16/51 | JPY 12,000,000 | ($780 | ) | $ | ($780 | ) | ||||||||||||||||||||||
0.350% | 6-Month JPY-LIBOR | S / S | LCH | 03/17/51 | 10,000,000 | 3,770 | 5,520 | (1,750 | ) | |||||||||||||||||||||||
0.557% | 6-Month JPY-LIBOR | S / S | LCH | 03/17/51 | 127,700,000 | (20,470 | ) | | (20,470 | ) | ||||||||||||||||||||||
0.565% | 6-Month JPY-LIBOR | S / S | LCH | 03/19/51 | 48,000,000 | (8,700 | ) | | (8,700 | ) | ||||||||||||||||||||||
0.570% | 6-Month JPY-LIBOR | S / S | LCH | 03/19/51 | 10,000,000 | (1,951 | ) | | (1,951 | ) | ||||||||||||||||||||||
0.572% | 6-Month JPY-LIBOR | S / S | LCH | 04/07/51 | 4,000,000 | (780 | ) | | (780 | ) | ||||||||||||||||||||||
2.000% | 3-Month USD-LIBOR | S / Q | CME | 06/03/51 | $79,000 | (4,979 | ) | 822 | (5,801 | ) | ||||||||||||||||||||||
2.050% | 3-Month USD-LIBOR | S / Q | CME | 06/07/51 | 236,000 | (17,720 | ) | (29 | ) | (17,691 | ) | |||||||||||||||||||||
0.750% | 1-Day GBP-SONIA | A / A | LCH | 09/15/51 | GBP 1,900,000 | 55,955 | 92,540 | (36,585 | ) | |||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$2,334,127 | $2,348,988 | ($14,861 | ) | |||||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
Total Interest Rate Swaps |
| $2,334,859 | $2,458,119 | ($123,260 | ) | |||||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
Total Swap Agreements | $4,282,558 | $4,143,261 | $139,297 | |||||||||||||||||||||||||||||
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
88
PACIFIC FUNDS
PF MANAGED BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(h) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $189,394,509 | $ | $189,394,509 | $ | |||||||||||||
Senior Loan Notes | 17,683,258 | | 17,683,258 | | ||||||||||||||
Mortgage-Backed Securities | ||||||||||||||||||
Collateralized Mortgage Obligations - Commercial | 23,582,675 | | 23,582,675 | | ||||||||||||||
Collateralized Mortgage Obligations - Residential | 43,894,969 | | 42,240,774 | 1,654,195 | ||||||||||||||
Fannie Mae | 68,005,970 | | 68,005,970 | | ||||||||||||||
Freddie Mac | 9,501,488 | | 9,501,488 | | ||||||||||||||
Government National Mortgage Association | 16,715,041 | | 16,715,041 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Mortgage-Backed Securities | 161,700,143 | | 160,045,948 | 1,654,195 | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Asset-Backed Securities | 38,080,131 | | 37,160,615 | 919,516 | ||||||||||||||
U.S. Treasury Obligations | 106,994,810 | | 106,994,810 | | ||||||||||||||
Foreign Government Bonds & Notes | 31,727,028 | | 31,727,028 | | ||||||||||||||
Municipal Bonds | 1,237,637 | | 1,237,637 | | ||||||||||||||
Short-Term Investments | 47,999,899 | 26,954,157 | 21,045,742 | | ||||||||||||||
Derivatives: | ||||||||||||||||||
Credit Contracts | ||||||||||||||||||
Swaps | 287,544 | | 287,544 | | ||||||||||||||
Foreign Currency Contracts | ||||||||||||||||||
Futures | 3,908 | 3,908 | | | ||||||||||||||
Forward Foreign Currency Contracts | 1,132,777 | | 1,132,777 | | ||||||||||||||
Purchased Options | 20,603 | | 20,603 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Foreign Currency Contracts | 1,157,288 | 3,908 | 1,153,380 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Interest Rate Contracts | ||||||||||||||||||
Futures | 2,023,248 | 2,023,248 | | | ||||||||||||||
Purchased Options | 19,218 | | 19,218 | | ||||||||||||||
Swaps | 1,271,341 | | 1,271,341 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Interest Rate Contracts | 3,313,807 | 2,023,248 | 1,290,559 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets - Derivatives | 4,758,639 | 2,027,156 | 2,731,483 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets | 599,576,054 | 28,981,313 | 568,021,030 | 2,573,711 | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Liabilities | Securities Sold Short | |||||||||||||||||
Mortgaged-Backed Securities | (2,129,844 | ) | | (2,129,844 | ) | | ||||||||||||
Derivatives: | ||||||||||||||||||
Credit Contracts | ||||||||||||||||||
Swaps | (24,987 | ) | | (24,987 | ) | | ||||||||||||
Foreign Currency Contracts | ||||||||||||||||||
Futures | (405,862 | ) | (405,862 | ) | | | ||||||||||||
Forward Foreign Currency Contracts | (193,845 | ) | | (193,845 | ) | | ||||||||||||
Written Options | (11,621 | ) | | (11,621 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Foreign Currency Contracts | (611,328 | ) | (405,862 | ) | (205,466 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Interest Rate Contracts | ||||||||||||||||||
Futures | (711,947 | ) | (711,947 | ) | | | ||||||||||||
Written Options | (131,116 | ) | | (131,116 | ) | | ||||||||||||
Swaps | (1,394,601 | ) | | (1,394,601 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Interest Rate Contracts | (2,237,664 | ) | (711,947 | ) | (1,525,717 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities - Derivatives | (2,873,979 | ) | (1,117,809 | ) | (1,756,170 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities | (5,003,823 | ) | (1,117,809 | ) | (3,886,014 | ) | | |||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $594,572,231 | $27,863,504 | $564,135,016 | $2,573,711 | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
89
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
90
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
91
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
92
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
93
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
94
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
95
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
96
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
97
PACIFIC FUNDS
PF SHORT DURATION BOND FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Notes to Schedule of Investments
(a) | Open futures contracts outstanding as of June 30, 2021 were as follows: |
Long Futures Outstanding | Expiration Month | Number of Contracts | Notional Amount | Value | Unrealized Appreciation (Depreciation) | |||||||||||||||
U.S. Treasury 2-Year Notes | 09/21 | 56 | $12,354,891 | $12,337,937 | ($16,954 | ) | ||||||||||||||
U.S. Treasury Ultra 10-Year Notes | 09/21 | 1 | 146,486 | 147,203 | 717 | |||||||||||||||
|
| |||||||||||||||||||
(16,237 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
Short Futures Outstanding | ||||||||||||||||||||
U.S. Treasury 5-Year Notes | 09/21 | 22 | 2,719,375 | 2,715,453 | 3,922 | |||||||||||||||
U.S. Treasury 10-Year Notes | 09/21 | 25 | 3,293,324 | 3,312,500 | (19,176 | ) | ||||||||||||||
|
| |||||||||||||||||||
(15,254 | ) | |||||||||||||||||||
|
| |||||||||||||||||||
Total Futures Contracts | ($31,491 | ) | ||||||||||||||||||
|
|
(b) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $48,658,336 | $ | $48,658,336 | $ | |||||||||||||
Mortgage-Backed Securities | 18,470,403 | | 18,470,403 | | ||||||||||||||
Asset-Backed Securities | 14,100,354 | | 14,100,354 | | ||||||||||||||
U.S. Treasury Obligations | 12,863,677 | | 12,863,677 | | ||||||||||||||
Municipal Bonds | 1,050,416 | | 1,050,416 | | ||||||||||||||
Short-Term Investments | 1,611,518 | 796,115 | 815,403 | | ||||||||||||||
Derivatives: | ||||||||||||||||||
Interest Rate Contracts | ||||||||||||||||||
Futures | 4,639 | 4,639 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets | 96,759,343 | 800,754 | 95,958,589 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Liabilities | Derivatives: | |||||||||||||||||
Interest Rate Contracts | ||||||||||||||||||
Futures | (36,130 | ) | (36,130 | ) | | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities | (36,130 | ) | (36,130 | ) | | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $96,723,213 | $764,624 | $95,958,589 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
98
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
99
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
100
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
101
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
102
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
103
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
104
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(b) | Forward foreign currency contracts outstanding as of June 30, 2021 were as follows: |
Currency Purchased | Currency Sold | Settlement Month | Counterparty | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||||
BRL | 1,220,316 | USD | 230,000 | 07/21 | BRC | $15,297 | $ | |||||||||||||||||||||||
BRL | 6,085,722 | USD | 1,229,326 | 07/21 | HSB | | (6,028 | ) | ||||||||||||||||||||||
CLP | 707,544,040 | USD | 994,999 | 07/21 | MSC | | (32,276 | ) | ||||||||||||||||||||||
CNH | 8,004,800 | USD | 1,250,936 | 08/21 | HSB | | (16,852 | ) | ||||||||||||||||||||||
CNH | 11,956,245 | USD | 1,837,528 | 08/21 | HSB | 5,472 | | |||||||||||||||||||||||
CNH | 3,934,177 | USD | 613,603 | 09/21 | HSB | | (8,363 | ) | ||||||||||||||||||||||
CZK | 9,019,481 | USD | 426,600 | 07/21 | BNP | | (7,288 | ) | ||||||||||||||||||||||
CZK | 2,484,489 | USD | 116,773 | 08/21 | BNP | | (1,298 | ) | ||||||||||||||||||||||
CZK | 16,143,023 | USD | 775,246 | 08/21 | BRC | | (24,945 | ) | ||||||||||||||||||||||
CZK | 7,453,468 | USD | 350,220 | 09/21 | BNP | | (3,913 | ) | ||||||||||||||||||||||
HUF | 194,035,237 | USD | 679,336 | 07/21 | JPM | | (24,836 | ) | ||||||||||||||||||||||
HUF | 20,466,699 | USD | 69,855 | 08/21 | BRC | | (863 | ) | ||||||||||||||||||||||
IDR | 1,507,290,000 | USD | 103,844 | 07/21 | MER | | (211 | ) | ||||||||||||||||||||||
IDR | 4,758,814,800 | USD | 324,000 | 07/21 | SCB | 1,612 | | |||||||||||||||||||||||
ILS | 729,000 | USD | 223,657 | 07/21 | BNP | 4 | | |||||||||||||||||||||||
INR | 74,620,558 | USD | 1,003,841 | 08/21 | HSB | | (7,652 | ) | ||||||||||||||||||||||
KRW | 128,514,900 | USD | 113,000 | 07/21 | DUB | 964 | | |||||||||||||||||||||||
KRW | 237,447,000 | USD | 210,000 | 07/21 | SCB | 562 | | |||||||||||||||||||||||
KRW | 239,743,560 | USD | 212,000 | 08/21 | DUB | 128 | | |||||||||||||||||||||||
KRW | 1,607,266,042 | USD | 1,440,641 | 09/21 | HSB | | (18,697 | ) | ||||||||||||||||||||||
KRW | 341,669,900 | USD | 302,676 | 10/21 | JPM | | (433 | ) | ||||||||||||||||||||||
MXN | 6,374,760 | USD | 317,826 | 07/21 | CIT | 757 | | |||||||||||||||||||||||
MXN | 17,255,030 | USD | 870,000 | 07/21 | DUB | | (7,669 | ) | ||||||||||||||||||||||
MXN | 7,186,947 | USD | 358,389 | 07/21 | DUB | 784 | | |||||||||||||||||||||||
MXN | 920,062 | USD | 45,723 | 07/21 | JPM | 258 | | |||||||||||||||||||||||
MXN | 600,965 | USD | 29,194 | 07/21 | SCB | 839 | | |||||||||||||||||||||||
MYR | 179,250 | USD | 43,141 | 08/21 | DUB | | (54 | ) | ||||||||||||||||||||||
MYR | 851,548 | USD | 205,184 | 08/21 | HSB | | (496 | ) | ||||||||||||||||||||||
PEN | 1,081,439 | USD | 289,100 | 08/21 | CSF | | (7,449 | ) | ||||||||||||||||||||||
PHP | 14,017,742 | USD | 291,223 | 07/21 | HSB | | (4,884 | ) | ||||||||||||||||||||||
PLN | 5,576,364 | USD | 1,474,145 | 07/21 | BRC | | (11,453 | ) | ||||||||||||||||||||||
PLN | 681,419 | USD | 180,644 | 08/21 | HSB | | (1,899 | ) | ||||||||||||||||||||||
PLN | 681,419 | USD | 180,742 | 09/21 | BNP | | (1,985 | ) | ||||||||||||||||||||||
RON | 885,884 | USD | 219,316 | 07/21 | MER | | (6,332 | ) | ||||||||||||||||||||||
RON | 355,144 | USD | 85,887 | 08/21 | HSB | | (606 | ) | ||||||||||||||||||||||
RUB | 151,494 | USD | 2,000 | 07/21 | BNP | 61 | | |||||||||||||||||||||||
RUB | 62,091,337 | USD | 856,249 | 07/21 | BRC | | (11,641 | ) | ||||||||||||||||||||||
RUB | 17,956,884 | USD | 237,540 | 07/21 | JPM | 6,721 | | |||||||||||||||||||||||
RUB | 28,180,588 | USD | 378,570 | 08/21 | CIT | 3,225 | | |||||||||||||||||||||||
RUB | 19,726,412 | USD | 265,003 | 08/21 | DUB | 2,254 | | |||||||||||||||||||||||
RUB | 8,454,176 | USD | 113,219 | 08/21 | HSB | 1,320 | | |||||||||||||||||||||||
RUB | 58,099,114 | USD | 794,029 | 09/21 | MSC | | (10,900 | ) | ||||||||||||||||||||||
SGD | 1,384,289 | USD | 1,038,297 | 08/21 | MER | | (8,863 | ) | ||||||||||||||||||||||
THB | 1,256,879 | USD | 39,992 | 07/21 | BRC | | (779 | ) | ||||||||||||||||||||||
THB | 13,363,394 | USD | 424,210 | 07/21 | HSB | | (7,295 | ) | ||||||||||||||||||||||
THB | 15,077,000 | USD | 479,739 | 07/21 | JPM | | (9,362 | ) | ||||||||||||||||||||||
THB | 1,590,000 | USD | 50,364 | 08/21 | JPM | | (767 | ) | ||||||||||||||||||||||
THB | 3,965,784 | USD | 125,950 | 09/21 | BRC | | (2,259 | ) | ||||||||||||||||||||||
THB | 3,965,783 | USD | 124,117 | 09/21 | SCB | | (426 | ) | ||||||||||||||||||||||
TRY | 2,699,320 | USD | 305,246 | 07/21 | BRC | | (196 | ) | ||||||||||||||||||||||
TRY | 2,699,320 | USD | 311,258 | 07/21 | HSB | | (6,208 | ) | ||||||||||||||||||||||
TWD | 23,198,195 | USD | 848,539 | 09/21 | SCB | | (12,658 | ) | ||||||||||||||||||||||
USD | 191,460 | BRL | 966,490 | 07/21 | BSC | | (2,815 | ) | ||||||||||||||||||||||
USD | 205,000 | BRL | 1,033,278 | 07/21 | DUB | | (2,700 | ) | ||||||||||||||||||||||
USD | 67,000 | BRL | 331,516 | 07/21 | DUB | 362 | | |||||||||||||||||||||||
USD | 721,840 | BRL | 3,820,627 | 07/21 | HSB | | (46,149 | ) | ||||||||||||||||||||||
USD | 228,540 | BRL | 1,154,127 | 07/21 | MER | | (3,452 | ) | ||||||||||||||||||||||
USD | 133,000 | BRL | 661,928 | 08/21 | DUB | 404 | |
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
105
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Currency Purchased | Currency Sold | Settlement Month | Counterparty | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||||||||
USD | 1,225,432 | BRL | 6,085,722 | 08/21 | HSB | $6,356 | $ | |||||||||||||||||||||||||||
USD | 505,000 | CLP | 362,322,350 | 07/21 | CSF | 12,004 | | |||||||||||||||||||||||||||
USD | 111,710 | CLP | 81,905,772 | 07/21 | DUB | 264 | | |||||||||||||||||||||||||||
USD | 220,000 | CLP | 165,880,000 | 07/21 | MSC | | (5,706 | ) | ||||||||||||||||||||||||||
USD | 81,475 | COP | 298,009,954 | 07/21 | BNP | 2,185 | | |||||||||||||||||||||||||||
USD | 5,300 | COP | 20,063,150 | 07/21 | MSC | | (38 | ) | ||||||||||||||||||||||||||
USD | 174,700 | COP | 654,822,550 | 07/21 | MSC | 475 | | |||||||||||||||||||||||||||
USD | 915,337 | EUR | 751,647 | 07/21 | JPM | 23,814 | | |||||||||||||||||||||||||||
USD | 25,806 | IDR | 372,590,000 | 07/21 | DUB | 189 | | |||||||||||||||||||||||||||
USD | 76,819 | IDR | 1,134,700,000 | 07/21 | HSB | | (1,196 | ) | ||||||||||||||||||||||||||
USD | 248,920 | IDR | 3,578,720,000 | 07/21 | HSB | 4,054 | | |||||||||||||||||||||||||||
USD | 202,449 | IDR | 2,980,865,783 | 07/21 | SCB | | (1,510 | ) | ||||||||||||||||||||||||||
USD | 30,834 | IDR | 446,750,000 | 08/21 | DUB | 308 | | |||||||||||||||||||||||||||
USD | 9,948 | IDR | 145,700,000 | 08/21 | HSB | | (7 | ) | ||||||||||||||||||||||||||
USD | 153,085 | IDR | 2,232,740,000 | 08/21 | JPM | 888 | | |||||||||||||||||||||||||||
USD | 32,849 | IDR | 477,500,000 | 09/21 | DUB | 346 | | |||||||||||||||||||||||||||
USD | 9,583 | IDR | 138,800,000 | 09/21 | HSB | 135 | | |||||||||||||||||||||||||||
USD | 102,676 | IDR | 1,507,290,000 | 10/21 | MER | 478 | | |||||||||||||||||||||||||||
USD | 302,765 | KRW | 341,669,900 | 07/21 | JPM | | (220 | ) | ||||||||||||||||||||||||||
USD | 250,630 | MXN | 5,045,182 | 07/21 | BSC | | (1,506 | ) | ||||||||||||||||||||||||||
USD | 109,370 | MXN | 2,222,560 | 07/21 | MER | | (1,704 | ) | ||||||||||||||||||||||||||
USD | 125,472 | PEN | 493,676 | 08/21 | CSF | | (3,101 | ) | ||||||||||||||||||||||||||
USD | 77,083 | PEN | 291,374 | 08/21 | CSF | 1,198 | | |||||||||||||||||||||||||||
USD | 18,131 | ZAR | 261,771 | 07/21 | BRC | | (130 | ) | ||||||||||||||||||||||||||
USD | 518,785 | ZAR | 7,496,710 | 07/21 | SCB | | (4,187 | ) | ||||||||||||||||||||||||||
USD | 270,943 | ZAR | 3,821,303 | 08/21 | DUB | 5,407 | | |||||||||||||||||||||||||||
ZAR | 1,404,476 | USD | 97,987 | 07/21 | BNP | | (10 | ) | ||||||||||||||||||||||||||
ZAR | 2,220,664 | USD | 156,332 | 07/21 | BRC | | (1,418 | ) | ||||||||||||||||||||||||||
ZAR | 940,383 | USD | 65,823 | 07/21 | HSB | | (222 | ) | ||||||||||||||||||||||||||
|
|
|
| |||||||||||||||||||||||||||||||
Total Forward Foreign Currency Contracts |
| $99,125 | ($343,907 | ) | ||||||||||||||||||||||||||||||
|
|
|
|
(c) | Swap agreements outstanding as of June 30, 2021 were as follows: |
Interest Rate Swaps - Long
Receive | Pay | Payment Frequency Receive Rate/ Pay Rate | Exchange | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||
6.680% | Brazil CETIP Interbank | Z / Z | CME | 01/02/25 | BRL 3,301,298 | ($11,954 | ) | $ | ($11,954 | ) | ||||||||||||||||||
2.325% | 7-Day CNY-RRR | Q / Q | LCH | 09/16/25 | CNY 7,000,000 | (17,946 | ) | | (17,946 | ) | ||||||||||||||||||
2.833% | 7-Day CNY-RRR | Q / Q | LCH | 06/16/26 | 2,400,000 | 959 | | 959 | ||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||
($28,941 | ) | $ | ($28,941 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
106
PACIFIC FUNDS
PF EMERGING MARKETS DEBT FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(d) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $18,427,224 | $ | $18,427,224 | $ | |||||||||||||
Foreign Government Bonds & Notes | 42,652,085 | | 42,652,085 | | ||||||||||||||
Short-Term Investments | 2,170,994 | 1,711,962 | 459,032 | | ||||||||||||||
Derivatives: | ||||||||||||||||||
Foreign Currency Contracts | ||||||||||||||||||
Forward Foreign Currency Contracts | 99,125 | | 99,125 | | ||||||||||||||
Interest Rate Contracts | ||||||||||||||||||
Swaps | 959 | | 959 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets - Derivatives | 100,084 | | 100,084 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets | 63,350,387 | 1,711,962 | 61,638,425 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Liabilities | Derivatives: | |||||||||||||||||
Foreign Currency Contracts | ||||||||||||||||||
Forward Foreign Currency Contracts | (343,907 | ) | | (343,907 | ) | | ||||||||||||
Interest Rate Contracts | ||||||||||||||||||
Swaps | (29,900 | ) | | (29,900 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities - Derivatives | (373,807 | ) | | (373,807 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities | (373,807 | ) | | (373,807 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $62,976,580 | $1,711,962 | $61,264,618 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
107
PACIFIC FUNDS
PF GROWTH FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
108
PACIFIC FUNDS
PF GROWTH FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $193,981,730 | $193,981,730 | $ | $ | |||||||||||||
Short-Term Investment | 1,181,981 | 1,181,981 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $195,163,711 | $195,163,711 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
109
PACIFIC FUNDS
PF LARGE-CAP VALUE FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
110
PACIFIC FUNDS
PF LARGE-CAP VALUE FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $175,111,232 | $175,111,232 | $ | $ | |||||||||||||
Short-Term Investment | 2,441,780 | 2,441,780 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $177,553,012 | $177,553,012 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
111
PACIFIC FUNDS
PF SMALL-CAP GROWTH FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
112
PACIFIC FUNDS
PF SMALL-CAP GROWTH FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
113
PACIFIC FUNDS
PF SMALL-CAP GROWTH FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | |||||||||||||||||
Basic Materials | $1,671,683 | $1,671,683 | $ | $ | ||||||||||||||
Communications | 3,055,604 | 3,055,604 | | | ||||||||||||||
Consumer, Cyclical | 7,570,041 | 7,276,722 | 293,319 | | ||||||||||||||
Consumer, Non-Cyclical | 20,603,207 | 20,603,207 | | | ||||||||||||||
Diversified | 154,104 | 154,104 | | | ||||||||||||||
Energy | 1,518,947 | 1,518,947 | | | ||||||||||||||
Financial | 7,474,707 | 6,935,316 | 539,391 | | ||||||||||||||
Industrial | 8,860,081 | 8,029,419 | 830,662 | | ||||||||||||||
Technology | 14,844,709 | 14,844,709 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 65,753,083 | 64,089,711 | 1,663,372 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Short-Term Investment | 1,938,317 | 1,938,317 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $67,691,400 | $66,028,028 | $1,663,372 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
114
PACIFIC FUNDS
PF SMALL-CAP VALUE FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
115
PACIFIC FUNDS
PF SMALL-CAP VALUE FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $116,653,159 | $116,653,159 | $ | $ | |||||||||||||
Short-Term Investment | 1,952,399 | 1,952,399 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $118,605,558 | $118,605,558 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
116
PACIFIC FUNDS
PF EMERGING MARKETS FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
117
PACIFIC FUNDS
PF EMERGING MARKETS FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
118
PACIFIC FUNDS
PF EMERGING MARKETS FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Notes to Schedule of Investments
(a) | An investment with a value of $874,439 or less than 0.6% of the Funds net assets was valued by the Trustee Valuation Committee or determined by a valuation committee established under the Valuation Policy and then subsequently submitted for approval or ratification to either the Trustee Valuation Committee or to the Board of Trustees. |
(b) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Warrants | $30,876 | $30,876 | $ | $ | |||||||||||||
Preferred Stocks | 2,997,827 | 2,997,827 | | | ||||||||||||||
Common Stocks | ||||||||||||||||||
Brazil | 7,924,674 | 7,924,674 | | | ||||||||||||||
Chile | 900,776 | 900,776 | | | ||||||||||||||
China | 48,527,361 | 25,300,006 | 22,352,916 | 874,439 | ||||||||||||||
Colombia | 456,011 | 456,011 | | | ||||||||||||||
Egypt | 780,919 | | 780,919 | | ||||||||||||||
France | 6,911,396 | | 6,911,396 | | ||||||||||||||
Hong Kong | 5,054,033 | | 5,054,033 | | ||||||||||||||
India | 19,460,415 | | 19,460,415 | | ||||||||||||||
Indonesia | 1,775,576 | | 1,775,576 | | ||||||||||||||
Italy | 2,572,532 | | 2,572,532 | | ||||||||||||||
Mexico | 8,673,613 | 8,673,613 | | | ||||||||||||||
Peru | 650,361 | 650,361 | | | ||||||||||||||
Philippines | 3,205,927 | 1,549,195 | 1,656,732 | | ||||||||||||||
Poland | 323,890 | 323,890 | | | ||||||||||||||
Russia | 11,730,737 | 4,561,606 | 7,169,131 | | ||||||||||||||
South Africa | 905,588 | | 905,588 | | ||||||||||||||
South Korea | 3,834,289 | | 3,834,289 | | ||||||||||||||
Switzerland | 2,961,736 | | 2,961,736 | | ||||||||||||||
Taiwan | 11,393,512 | | 11,393,512 | | ||||||||||||||
Turkey | 659,388 | | 659,388 | | ||||||||||||||
United Kingdom | 495,431 | | 495,431 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 139,198,165 | 50,340,132 | 87,983,594 | 874,439 | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Short-Term Investment | 3,384,946 | 3,384,946 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $145,611,814 | $56,753,781 | $87,983,594 | $874,439 | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
119
PACIFIC FUNDS
PF INTERNATIONAL LARGE-CAP FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
120
PACIFIC FUNDS
PF INTERNATIONAL LARGE-CAP FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
121
PACIFIC FUNDS
PF INTERNATIONAL LARGE-CAP FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | |||||||||||||||||
Australia | $555,319 | $ | $555,319 | $ | ||||||||||||||
Belgium | 454,978 | | 454,978 | | ||||||||||||||
Brazil | 169,475 | 169,475 | | | ||||||||||||||
Canada | 1,744,019 | 1,744,019 | | | ||||||||||||||
China | 1,213,605 | 453,812 | 759,793 | | ||||||||||||||
Denmark | 1,477,358 | | 1,477,358 | | ||||||||||||||
France | 7,591,626 | | 7,591,626 | | ||||||||||||||
Germany | 4,587,892 | | 4,587,892 | | ||||||||||||||
Hong Kong | 1,332,682 | | 1,332,682 | | ||||||||||||||
India | 1,316,595 | | 1,316,595 | | ||||||||||||||
Ireland | 461,840 | 461,840 | | | ||||||||||||||
Israel | 532,688 | 532,688 | | | ||||||||||||||
Italy | 777,527 | | 777,527 | | ||||||||||||||
Japan | 8,437,860 | | 8,437,860 | | ||||||||||||||
Netherlands | 2,823,678 | | 2,823,678 | | ||||||||||||||
Portugal | 294,443 | | 294,443 | | ||||||||||||||
Singapore | 540,610 | | 540,610 | | ||||||||||||||
Spain | 530,417 | | 530,417 | | ||||||||||||||
Sweden | 204,959 | | 204,959 | | ||||||||||||||
Switzerland | 7,217,515 | | 7,217,515 | | ||||||||||||||
Taiwan | 888,583 | 888,583 | | | ||||||||||||||
United Kingdom | 5,063,250 | | 5,063,250 | | ||||||||||||||
United States | 2,035,789 | | 2,035,789 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 50,252,708 | 4,250,417 | 46,002,291 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Short-Term Investment | 152,259 | 152,259 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $50,404,967 | $4,402,676 | $46,002,291 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
122
PACIFIC FUNDS
PF INTERNATIONAL SMALL-CAP FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
123
PACIFIC FUNDS
PF INTERNATIONAL SMALL-CAP FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
124
PACIFIC FUNDS
PF INTERNATIONAL SMALL-CAP FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
125
PACIFIC FUNDS
PF INTERNATIONAL SMALL-CAP FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
126
PACIFIC FUNDS
PF INTERNATIONAL SMALL-CAP FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Rights | $1,031 | $1,031 | $ | $ | |||||||||||||
Preferred Stocks | ||||||||||||||||||
Germany | 213,872 | 94,623 | 119,249 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Preferred Stocks | 213,872 | 94,623 | 119,249 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Common Stocks | ||||||||||||||||||
Australia | 1,021,890 | 62,715 | 959,175 | | ||||||||||||||
Austria | 129,884 | | 129,884 | | ||||||||||||||
Belgium | 451,704 | | 451,704 | | ||||||||||||||
Canada | 4,664,745 | 4,664,745 | | | ||||||||||||||
China | 175,671 | | 175,671 | | ||||||||||||||
Denmark | 1,311,046 | 259,278 | 1,051,768 | | ||||||||||||||
Finland | 683,409 | 188,833 | 494,576 | | ||||||||||||||
France | 1,640,777 | 318,003 | 1,322,774 | | ||||||||||||||
Georgia | 101,435 | 101,435 | | | ||||||||||||||
Germany | 2,744,149 | 326,467 | 2,417,682 | | ||||||||||||||
Hong Kong | 1,002,265 | 115,269 | 886,996 | | ||||||||||||||
India | 135,520 | 135,520 | | | ||||||||||||||
Indonesia | 102,830 | | 102,830 | | ||||||||||||||
Ireland | 125,800 | 125,800 | | | ||||||||||||||
Israel | 212,221 | | 212,221 | | ||||||||||||||
Italy | 1,337,916 | | 1,337,916 | | ||||||||||||||
Japan | 7,315,923 | | 7,315,923 | | ||||||||||||||
Jordan | 167,010 | | 167,010 | | ||||||||||||||
Kyrgyzstan | 102,435 | 102,435 | | | ||||||||||||||
Luxembourg | 219,393 | | 219,393 | | ||||||||||||||
Malta | 235,327 | | 235,327 | | ||||||||||||||
Netherlands | 1,278,118 | | 1,278,118 | | ||||||||||||||
Norway | 276,848 | | 276,848 | | ||||||||||||||
Portugal | 104,608 | | 104,608 | | ||||||||||||||
Singapore | 384,379 | 126,252 | 258,127 | | ||||||||||||||
South Korea | 2,549,412 | | 2,549,412 | | ||||||||||||||
Spain | 985,808 | 239,427 | 746,381 | | ||||||||||||||
Sweden | 1,810,477 | 613,900 | 1,196,577 | | ||||||||||||||
Switzerland | 2,296,440 | 112,824 | 2,183,616 | | ||||||||||||||
United Kingdom | 3,827,473 | 1,061,370 | 2,766,103 | | ||||||||||||||
United States | 363,619 | 217,764 | 145,855 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 37,758,532 | 8,772,037 | 28,986,495 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Short-Term Investment | 124,173 | 124,173 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $38,097,608 | $8,991,864 | $29,105,744 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
127
PACIFIC FUNDS
PF INTERNATIONAL VALUE FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
128
PACIFIC FUNDS
PF INTERNATIONAL VALUE FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
129
PACIFIC FUNDS
PF INTERNATIONAL VALUE FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | |||||||||||||||||
Argentina | $36,279 | $36,279 | $ | $ | ||||||||||||||
Austria | 211,745 | | 211,745 | | ||||||||||||||
Belgium | 318,645 | | 318,645 | | ||||||||||||||
Brazil | 172,376 | 172,376 | | | ||||||||||||||
Burkina Faso | 85,190 | 85,190 | | | ||||||||||||||
Canada | 841,876 | 841,876 | | | ||||||||||||||
China | 290,875 | | 290,875 | | ||||||||||||||
Denmark | 102,747 | | 102,747 | | ||||||||||||||
Finland | 519,676 | | 519,676 | | ||||||||||||||
France | 4,543,173 | | 4,543,173 | | ||||||||||||||
Germany | 1,384,529 | | 1,384,529 | | ||||||||||||||
Hong Kong | 326,275 | | 326,275 | | ||||||||||||||
India | 447,560 | | 447,560 | | ||||||||||||||
Indonesia | 162,619 | | 162,619 | | ||||||||||||||
Ireland | 425,979 | | 425,979 | | ||||||||||||||
Italy | 1,579,902 | | 1,579,902 | | ||||||||||||||
Japan | 8,679,183 | | 8,679,183 | | ||||||||||||||
Luxembourg | 205,811 | | 205,811 | | ||||||||||||||
Malaysia | 136,782 | | 136,782 | | ||||||||||||||
Mexico | 321,990 | 321,990 | | | ||||||||||||||
Netherlands | 1,906,952 | | 1,906,952 | | ||||||||||||||
Norway | 423,605 | | 423,605 | | ||||||||||||||
Russia | 675,025 | 675,025 | | | ||||||||||||||
South Africa | 963,899 | 311,248 | 652,651 | | ||||||||||||||
South Korea | 1,512,161 | 400,630 | 1,111,531 | | ||||||||||||||
Spain | 423,892 | | 423,892 | | ||||||||||||||
Switzerland | 1,988,606 | | 1,988,606 | | ||||||||||||||
Taiwan | 658,477 | | 658,477 | | ||||||||||||||
Thailand | 347,978 | | 347,978 | | ||||||||||||||
Turkey | 202,401 | 88,029 | 114,372 | | ||||||||||||||
United Kingdom | 4,020,616 | | 4,020,616 | | ||||||||||||||
United States | 234,275 | 234,275 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Common Stocks | 34,151,099 | 3,166,918 | 30,984,181 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Short-Term Investment | 580,279 | 580,279 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $34,731,378 | $3,747,197 | $30,984,181 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
130
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
131
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
132
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
133
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
134
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
135
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(b) | Swap agreements outstanding as of June 30, 2021 were as follows: |
Total Return Swaps - Long
Receive | Pay | Payment Frequency | Counterparty | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||||
Russell 1000 Growth Index | 3-Month USD-LIBOR + 0.150% | Z | BOA | 10/15/21 | $45,253,539 | $11,545,250 | $ | $11,545,250 | ||||||||||||||||||||||||
Russell 1000 Value Index | 3-Month USD-LIBOR + 0.150% | Z | BOA | 10/15/21 | 91,418,907 | 30,375,935 | | 30,375,935 | ||||||||||||||||||||||||
Russell Mid-Cap Growth Index | 3-Month USD-LIBOR + 0.130% | Z | BOA | 10/15/21 | 46,023,210 | 15,523,419 | | 15,523,419 | ||||||||||||||||||||||||
MSCI EAFE Index | 3-Month USD-LIBOR - 0.120% | Z | BRC | 10/15/21 | 45,296,715 | 10,208,732 | | 10,208,732 | ||||||||||||||||||||||||
Russell 1000 Growth Index | 1-Day U.S. Fed Funds + 0.390% | Z | BOA | 03/22/22 | 49,850,380 | 6,456,602 | | 6,456,602 | ||||||||||||||||||||||||
MSCI EAFE Index | 1-Day U.S. Fed Funds + 0.060% | Z | CIT | 03/22/22 | 30,637,780 | 1,995,147 | | 1,995,147 | ||||||||||||||||||||||||
Russell 1000 Value Index | 1-Day U.S. Fed Funds + 0.380% | Z | CIT | 03/22/22 | 30,870,869 | 3,955,738 | | 3,955,738 | ||||||||||||||||||||||||
Russell Mid-Cap Growth Index | 1-Day U.S. Fed Funds + 0.330% | Z | CIT | 03/22/22 | 8,842,487 | 567,821 | | 567,821 | ||||||||||||||||||||||||
Russell Mid-Cap Value Index | 1-Day U.S. Fed Funds + 0.350% | Z | CIT | 03/22/22 | 12,912,184 | 1,850,383 | | 1,850,383 | ||||||||||||||||||||||||
MSCI EAFE Index | 1-Day U.S. Fed Funds - 0.040% | Z | BOA | 06/16/22 | 19,591,861 | 850,556 | | 850,556 | ||||||||||||||||||||||||
Russell 1000 Growth Index | 1-Day U.S. Fed Funds + 0.430% | Z | BOA | 06/16/22 | 72,045,217 | 10,036,070 | | 10,036,070 | ||||||||||||||||||||||||
Russell 1000 Value Index | 1-Day U.S. Fed Funds + 0.440% | Z | GSC | 06/16/22 | 61,020,763 | 3,531,363 | | 3,531,363 | ||||||||||||||||||||||||
Russell Mid-Cap Growth Index | 1-Day U.S. Fed Funds + 0.380% | Z | GSC | 06/16/22 | 73,661,207 | 8,574,242 | | 8,574,242 | ||||||||||||||||||||||||
Russell Mid-Cap Value Index | 1-Day U.S. Fed Funds + 0.380% | Z | GSC | 06/16/22 | 24,894,918 | 1,265,405 | | 1,265,405 | ||||||||||||||||||||||||
MSCI EAFE Index | 1-Day U.S. Fed Funds + 0.020% | Z | CIT | 09/15/22 | 16,452,647 | (502,988 | ) | | (502,988 | ) | ||||||||||||||||||||||
Russell 1000 Growth Index | 1-Day U.S. Fed Funds + 0.400% | Z | CIT | 09/15/22 | 83,546,714 | 3,101,753 | | 3,101,753 | ||||||||||||||||||||||||
Russell Mid-Cap Growth Index | 1-Day U.S. Fed Funds + 0.330% | Z | CIT | 09/15/22 | 10,127,554 | 464,261 | | 464,261 | ||||||||||||||||||||||||
Russell Mid-Cap Value Index | 1-Day U.S. Fed Funds + 0.350% | Z | CIT | 09/15/22 | 91,544,568 | (1,083,278 | ) | | (1,083,278 | ) | ||||||||||||||||||||||
Russell 1000 Value Index | 1-Day U.S. Fed Funds + 0.470% | Z | SGN | 09/15/22 | 97,531,801 | (971,643 | ) | | (971,643 | ) | ||||||||||||||||||||||
Russell Mid-Cap Value Index | 1-Day U.S. Fed Funds + 0.400% | Z | CIT | 03/28/23 | 46,475,970 | (550,999 | ) | | (550,999 | ) | ||||||||||||||||||||||
MSCI EAFE Index | 1-Day U.S. Fed Funds + 0.060% | Z | SGN | 03/28/23 | 8,354,435 | (255,541 | ) | | (255,541 | ) | ||||||||||||||||||||||
Russell 1000 Growth Index | 1-Day U.S. Fed Funds + 0.470% | Z | SGN | 03/28/23 | 42,416,146 | 1,573,586 | | 1,573,586 | ||||||||||||||||||||||||
Russell 1000 Value Index | 1-Day U.S. Fed Funds + 0.490% | Z | SGN | 03/28/23 | 49,515,270 | (493,672 | ) | | (493,672 | ) | ||||||||||||||||||||||
Russell Mid-Cap Growth Index | 1-Day U.S. Fed Funds + 0.470% | Z | SGN | 03/28/23 | 5,139,668 | 235,330 | | 235,330 | ||||||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||||
$108,253,472 | $ | $108,253,472 | ||||||||||||||||||||||||||||||
|
|
|
|
|
|
Total Return Swaps - Short
Pay | Receive | Payment Frequency | Counterparty | Expiration Date | Notional Amount | Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||||||||||||||
Russell Mid-Cap Value Index | 3-Month USD-LIBOR + 0.040% | Z | BRC | 10/15/21 | $8,670,370 | ($3,494,295 | ) | $ | ($3,494,295 | ) | ||||||||||||||||||||
|
|
|
|
|
| |||||||||||||||||||||||||
Total Swap Agreements | $104,759,177 | $ | $104,759,177 | |||||||||||||||||||||||||||
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
136
PACIFIC FUNDS
PF MULTI-ASSET FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
(c) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Corporate Bonds & Notes | $600,594,585 | $ | $600,594,585 | $ | |||||||||||||
Asset-Backed Securities | 55,140,274 | | 55,140,274 | | ||||||||||||||
U.S. Treasury Obligations | 307,623,101 | | 307,623,101 | | ||||||||||||||
Short-Term Investments | 124,052,883 | 51,908,344 | 72,144,539 | | ||||||||||||||
Derivatives: | ||||||||||||||||||
Equity Contracts | ||||||||||||||||||
Swaps | 112,111,593 | | 112,111,593 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Assets | 1,199,522,436 | 51,908,344 | 1,147,614,092 | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Liabilities | Derivatives: | |||||||||||||||||
Equity Contracts | ||||||||||||||||||
Swaps | (7,352,416 | ) | | (7,352,416 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total Liabilities | (7,352,416 | ) | | (7,352,416 | ) | | ||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $1,192,170,020 | $51,908,344 | $1,140,261,676 | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
137
PACIFIC FUNDS
PF REAL ESTATE FUND
Schedule of Investments
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
138
PACIFIC FUNDS
PF REAL ESTATE FUND
Schedule of Investments (Continued)
June 30, 2021 (Unaudited)
Note to Schedule of Investments
(a) | Fair Value Measurements |
The following is a summary of the Funds investments as categorized under the three-tier hierarchy of inputs used in valuing the Funds assets and liabilities as of June 30, 2021:
Total Value at June 30, 2021 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||||
Assets | Common Stocks | $27,893,367 | $27,893,367 | $ | $ | |||||||||||||
Short-Term Investment | 46,596 | 46,596 | | | ||||||||||||||
|
|
|
|
|
|
|
| |||||||||||
Total | $27,939,963 | $27,939,963 | $ | $ | ||||||||||||||
|
|
|
|
|
|
|
|
See Supplemental Notes to Schedules of Investments | See explanation of symbols and terms, if any, on page 140 |
139
PACIFIC FUNDS
Schedule of Investments (Continued)
Explanation of Symbols and Terms
June 30, 2021 (Unaudited)
See Supplemental Notes to Schedules of Investments |
140
PACIFIC FUNDS
SUPPLEMENTAL NOTES TO SCHEDULES OF INVESTMENTS
June 30, 2021 (Unaudited)
1. ORGANIZATION
Pacific Funds Series Trust (which may be referred to as Pacific Funds or the Trust) is registered under the Investment Company Act of 1940 (1940 Act), as amended, as a diversified, open-end, management investment company, and is organized as a Delaware statutory trust.
Pacific Life Fund Advisors LLC (PLFA or the Investment Adviser) serves as investment adviser to the Trust. The Trust is comprised of separate funds (each individually a Fund, and collectively the Funds).
2. FAIR VALUE MEASUREMENTS AND DISCLOSURES
The Trust characterizes its investments as Level 1, Level 2, or Level 3 based upon the various inputs or methodologies used to value the investments. Under the Valuation Policy, the VOC determines the level in which each investment is characterized. The VOC includes investment, legal, and compliance members of the Trusts Investment Adviser, accounting members of the Trusts Administrator (see Note 6), and the Trusts Chief Compliance Officer (CCO). The three-tier hierarchy of inputs is summarized in the three broad levels listed below:
Level 1 - | Quoted prices (unadjusted) in active markets for identical investments |
Level 2 - | Significant observable market-based inputs, other than Level 1 quoted prices, or unobservable inputs that are corroborated by market data |
Level 3 - | Significant unobservable inputs that are not corroborated by observable market data |
The VOC reviews the Valuation Policy periodically (at least annually) to determine the appropriateness of the pricing methodologies used to value each Funds investments. The VOC also periodically evaluates how the Trusts investments are characterized within the three-tier hierarchy and the appropriateness of third party pricing sources. The VOC also periodically (at least annually) conducts back-testing of the value of various Level 2 and Level 3 investments to evaluate the effectiveness of the pricing methodologies including the unobservable inputs used to value those investments. Such back-testing includes comparing Level 2 and Level 3 investment values to subsequently available exchange- traded prices, transaction prices, and/or observable vendor prices. All changes to the Valuation Policy are reported to the Board on a quarterly basis with material changes, as determined by the Trusts CCO, requiring approval by the Board.
The inputs or methodologies used for characterizing each Funds investments within the three-tier hierarchy are not necessarily an indication of the relative risks associated with investing in those investments. Foreign equity investments that are valued with the assistance of a statistical research service approved by the Board and based on significant observable inputs are reflected as Level 2. Changes in valuation techniques may result in transfers into or out of an assigned level within the hierarchy.
The following is a description of valuation inputs and techniques that the Trust currently utilizes to fair value each major category of assets and liabilities:
Equity Securities (Common and Preferred Stock) and Mutual Funds
Equity securities (foreign or domestic) that are actively traded on a securities exchange are fair valued based on quoted prices from the applicable exchange, and to the extent valuation adjustments are not applied to these securities, they are categorized as Level 1. Equity securities traded on inactive markets and certain foreign equity securities are fair valued using significant other observable inputs which include broker-dealer quotes, recently executed transactions adjusted for changes in the benchmark index, or evaluated price quotes received from pricing vendors that take into account the integrity of the market sector and issuer, the individual characteristics of the security, and information received from broker-dealers and other market sources pertaining to the issuer or security. To the extent that these inputs are observable and timely, the fair values of these securities would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Investments in registered mutual funds, including affiliated registered mutual funds, are valued at their respective published NAV and are categorized as Level 1.
U.S. Treasury Obligations
U.S. Treasuries are fair valued based on pricing models that evaluate the mean between the most recently published bid and ask price from market data sources. The models also take into consideration yield curves and data received from active market makers and inter-dealer brokers. Yield curves change daily in response to market conditions and are generally obtained from the new issue market and broker-dealer sources. To the extent that these inputs are observable and timely, the fair values of U.S. Treasury obligations would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Mortgage-Backed and Asset-Backed Securities
Mortgage-backed securities, including government sponsored enterprises, are fair valued using pricing models based on inputs that include issuer type, coupon, and cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic and life caps, the next coupon reset date, and the convertibility of the bond. To the extent that these inputs are observable and timely, the fair values of mortgage-backed securities would be categorized as Level 2; otherwise the fair value would be categorized as Level 3.
Asset-backed securities and collateralized mortgage obligations are fair valued using pricing models based on a securitys average life volatility. The models also take into account tranche characteristics such as coupon average life, collateral types, ratings, the issuer and tranche type, underlying collateral and performance of the collateral, and discount margin for certain floating rate issues. To the extent that these inputs are observable and timely, the fair values of asset-backed securities and collateralized mortgage obligations would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Municipal Bonds
Municipal bonds are fair valued based on pricing models that take into account, among other factors, information received from market makers and broker-dealers, current trades, bid lists, offerings, market movements, the callability of the bond, state of issuance, benchmark yield curves, and bond insurance. To the extent that these inputs are observable and timely, the fair values of municipal bonds would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
141
PACIFIC FUNDS
SUPPLEMENTAL NOTES TO SCHEDULES OF INVESTMENTS (Continued)
June 30, 2021 (Unaudited)
Foreign Government Bonds and Notes
Foreign government bonds and notes are fair valued based on discounted cash flow models that incorporate option adjusted spreads along with benchmark curves and credit spreads. In addition, international bond markets are monitored daily for information pertaining to the issuer and/or the specific issue. To the extent that these inputs are observable and timely, the fair values of foreign government bonds and notes would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Corporate Bonds and Notes and U.S. Government Agency Issues
Corporate bonds held by a Fund are generally comprised of two main categories: investment grade bonds and high yield bonds. Investment grade bonds are reported at fair value using various inputs and techniques, which include broker-dealer quotations, live trading levels, recently executed transactions in securities of the issuer or comparable issuers, issuer credit information, and option-adjusted spread models where applicable. Fair values for high yield bonds are based primarily on broker-dealer quotations from relevant market makers and recently executed transactions in securities of the issuer or comparable issuers. The broker-dealer quotations received are supported by credit analysis of the issuer that takes into consideration credit quality assessments, daily trading activity, and the activity of the underlying equities, listed bonds, and sector-specific trends. To the extent that these inputs are observable and timely, the fair values of corporate bonds would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
U.S. Government Agency Issues are reported at fair value using various inputs and techniques, which include broker-dealer quotations, live trading levels, recently executed transactions in securities of the issuer, issuer credit information, and option-adjusted spread models where applicable. To the extent that these inputs are observable and timely, the fair values of U.S. Government Agency Issues would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Futures Contracts
Futures contracts and options on futures contracts that are actively traded on commodity exchanges are fair valued based on quoted prices from the applicable exchange, and to the extent valuation adjustments are not applied to futures contracts, they are categorized as Level 1. To the extent that valuation adjustments are observable and timely, the fair values of futures contracts would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Option Contracts
Exchange listed option contracts that are traded on securities exchanges are categorized as Level 2 if they are fair valued based on quoted prices from the applicable exchange, or when valuation adjustments are applied to option contracts, or such valuation adjustments are observable and timely, otherwise the fair values would be categorized as Level 3. OTC option contracts are fair valued based on either broker- dealer quotations or pricing models that incorporate various inputs such as interest rates, credit spreads, currency exchange rates and volatility measurements for in-the-money, at-the-money, and out-of-the-money contracts based on a given strike price. To the extent that these inputs are observable and timely, the fair values of OTC option contracts would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Forward Foreign Currency Contracts
Forward foreign currency contracts are fair valued using the mean between broker-dealer bid and ask quotations, and forward foreign currency exchange rates gathered from leading market makers. To the extent that these inputs are observable and timely, the fair values of forward foreign currency contracts would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Swap Agreements
Interest Rate Swaps Interest rate swaps are fair valued using pricing models that are based on real-time snap shots of relevant interest rate curves that are built using the most actively traded securities for a given maturity. The pricing models also incorporate cash and money market rates. In addition, market data pertaining to interest rate swaps are monitored regularly to ensure that interest rates are properly depicting the current market rate. To the extent that these inputs are observable and timely, the fair values of interest rate swaps would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Credit Default Swaps Credit default swaps are fair valued using pricing models that take into account, among other factors, information received from market makers and broker-dealers, default probabilities from index specific credit spread curves, recovery rates, and cash flows. To the extent that these inputs are observable and timely, the fair values of credit default swaps would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Total Return Swaps Total return swaps are fair valued using pricing models that take into account among other factors, index spread curves, nominal values, modified duration values and cash flows. To the extent that these inputs are observable and timely, the fair values of total return swaps would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
Senior Loan Notes
Floating rate senior loan notes (Senior Loans) are fair valued based on a quoted price received from a single broker-dealer or an average of quoted prices received from multiple broker-dealers or valued relative to other benchmark securities when broker-dealer quotes are unavailable. To the extent that these inputs are observable, the fair values of Senior Loans would be categorized as Level 2; otherwise the fair values would be categorized as Level 3.
142
PACIFIC FUNDS
SUPPLEMENTAL NOTES TO SCHEDULES OF INVESTMENTS (Continued)
June 30, 2021 (Unaudited)
3. INVESTMENTS IN AFFILIATED FUNDS
A summary of holdings and transactions with affiliated mutual fund investments as of and for the period ended June 30, 2021 is as follows:
Beginning | Distributions | Net | Change in Unrealized | As of June 30, 2021 | ||||||||||||||||||||||||||||
Fund/Underlying Fund | Value as of April 1, 2021 | Purchase Cost (1) | Received and Reinvested (2) | Sales Proceeds | Realized Gain (Loss) (3) | Appreciation (Depreciation) | Ending Value | Shares Balance | ||||||||||||||||||||||||
Pacific Funds Portfolio Optimization Conservative |
| |||||||||||||||||||||||||||||||
Pacific Funds Core Income | $8,135,956 | $73,982 | $44,129 | $248,108 | ($2,944 | ) | $139,432 | $8,142,447 | 712,999 | |||||||||||||||||||||||
Pacific Funds Floating Rate Income | 2,499,111 | 32,369 | 23,180 | 76,916 | 1,950 | 10,830 | 2,490,524 | 254,655 | ||||||||||||||||||||||||
Pacific Funds High Income | 26,407,784 | 201,569 | 331,072 | 883,021 | 11,291 | 321,693 | 26,390,388 | 2,544,878 | ||||||||||||||||||||||||
PF Inflation Managed | 13,788,608 | 87,187 | | 431,900 | 4,528 | 438,743 | 13,887,166 | 1,360,153 | ||||||||||||||||||||||||
PF Managed Bond | 99,416,259 | 787,545 | | 3,034,538 | (184,916 | ) | 2,801,638 | 99,785,988 | 8,909,463 | |||||||||||||||||||||||
PF Short Duration Bond | 28,680,120 | 362,028 | | 877,914 | 10,039 | 46,703 | 28,220,976 | 2,777,655 | ||||||||||||||||||||||||
PF Emerging Markets Debt | 12,319,162 | 122,848 | | 498,995 | (5,212 | ) | 749,761 | 12,687,564 | 1,450,007 | |||||||||||||||||||||||
PF Growth | 1,271,912 | 7,926 | | 66,228 | 4,403 | 151,157 | 1,369,170 | 39,836 | ||||||||||||||||||||||||
PF Large-Cap Value | 5,553,329 | 34,875 | | 291,425 | 19,302 | 402,902 | 5,718,983 | 431,621 | ||||||||||||||||||||||||
PF Small-Cap Growth | 2,463,945 | 25,008 | | 103,275 | (133 | ) | 185,777 | 2,571,322 | 110,027 | |||||||||||||||||||||||
PF Small-Cap Value | 4,856,817 | 49,140 | | 210,421 | 46,610 | 119,712 | 4,861,858 | 434,482 | ||||||||||||||||||||||||
PF Emerging Markets | 6,136,048 | 72,591 | | 219,710 | 1,032 | 232,309 | 6,222,270 | 402,736 | ||||||||||||||||||||||||
PF International Small-Cap | 1,248,783 | 7,925 | | 66,233 | 28,978 | 58,704 | 1,278,157 | 102,581 | ||||||||||||||||||||||||
PF Multi-Asset | 37,130,175 | 234,613 | | 1,960,496 | 468,958 | 2,436,403 | 38,309,653 | 2,744,245 | ||||||||||||||||||||||||
$249,908,009 | $2,099,606 | $398,381 | $8,969,180 | $403,886 | $8,095,764 | $251,936,466 | ||||||||||||||||||||||||||
Pacific Funds Portfolio Optimization Moderate-Conservative |
| |||||||||||||||||||||||||||||||
Pacific Funds Core Income | $8,910,746 | $24,939 | $48,288 | $201,254 | ($2,282 | ) | $151,960 | $8,932,397 | 782,171 | |||||||||||||||||||||||
Pacific Funds Floating Rate Income | 1,678,420 | 6,071 | 15,534 | 38,354 | 978 | 7,596 | 1,670,245 | 170,782 | ||||||||||||||||||||||||
Pacific Funds High Income | 25,336,856 | 54,590 | 318,294 | 569,585 | 7,486 | 313,018 | 25,460,659 | 2,455,223 | ||||||||||||||||||||||||
PF Inflation Managed | 8,418,047 | 15,820 | | 189,860 | 1,456 | 268,584 | 8,514,047 | 833,893 | ||||||||||||||||||||||||
PF Managed Bond | 108,676,585 | 298,788 | | 2,456,807 | (152,498 | ) | 3,015,017 | 109,381,085 | 9,766,168 | |||||||||||||||||||||||
PF Short Duration Bond | 23,450,928 | 76,683 | | 531,614 | 10,014 | 36,094 | 23,042,105 | 2,267,924 | ||||||||||||||||||||||||
PF Emerging Markets Debt | 13,239,973 | 28,189 | | 366,347 | (8,413 | ) | 806,525 | 13,699,927 | 1,565,706 | |||||||||||||||||||||||
PF Growth | 9,910,306 | 12,576 | | 422,554 | 41,929 | 1,178,623 | 10,720,880 | 311,926 | ||||||||||||||||||||||||
PF Large-Cap Value | 17,465,964 | 22,333 | | 750,399 | 56,166 | 1,267,093 | 18,061,157 | 1,363,106 | ||||||||||||||||||||||||
PF Small-Cap Growth | 4,967,737 | 11,182 | | 114,360 | (1,266 | ) | 381,556 | 5,244,849 | 224,427 | |||||||||||||||||||||||
PF Small-Cap Value | 8,163,518 | 17,618 | | 253,720 | 68,645 | 205,574 | 8,201,635 | 732,943 | ||||||||||||||||||||||||
PF Emerging Markets | 13,195,967 | 37,765 | | 320,344 | 53,763 | 448,325 | 13,415,476 | 868,316 | ||||||||||||||||||||||||
PF International Large-Cap | 3,490,322 | 7,058 | | 109,590 | 4,842 | 230,584 | 3,623,216 | 294,331 | ||||||||||||||||||||||||
PF International Small-Cap | 3,355,877 | 4,337 | | 135,657 | 8,355 | 227,526 | 3,460,438 | 277,724 | ||||||||||||||||||||||||
PF International Value | 1,811,011 | 5,192 | | 55,821 | 7,019 | 72,105 | 1,839,506 | 218,989 | ||||||||||||||||||||||||
PF Multi-Asset | 82,083,174 | 105,595 | | 3,548,001 | 983,907 | 5,462,758 | 85,087,433 | 6,095,088 | ||||||||||||||||||||||||
PF Real Estate | 1,709,047 | 2,168 | | 72,854 | 13,571 | 193,691 | 1,845,623 | 120,866 | ||||||||||||||||||||||||
$335,864,478 | $730,904 | $382,116 | $10,137,121 | $1,093,672 | $14,266,629 | $342,200,678 | ||||||||||||||||||||||||||
Pacific Funds Portfolio Optimization Moderate |
| |||||||||||||||||||||||||||||||
Pacific Funds Core Income | $19,943,673 | $60,687 | $108,727 | $305,043 | ($3,177 | ) | $339,676 | $20,144,543 | 1,763,970 | |||||||||||||||||||||||
Pacific Funds Floating Rate Income | 5,380,649 | 18,821 | 50,022 | 83,669 | (3,660 | ) | 31,286 | 5,393,449 | 551,477 | |||||||||||||||||||||||
Pacific Funds High Income | 54,153,669 | 133,789 | 684,285 | 824,432 | 4,327 | 683,450 | 54,835,088 | 5,287,858 | ||||||||||||||||||||||||
PF Inflation Managed | 10,795,352 | 32,756 | | 164,877 | 1,230 | 346,432 | 11,010,893 | 1,078,442 | ||||||||||||||||||||||||
PF Managed Bond | 243,946,530 | 738,439 | | 3,734,690 | (224,304 | ) | 6,678,768 | 247,404,743 | 22,089,709 | |||||||||||||||||||||||
PF Short Duration Bond | 32,221,674 | 101,451 | | 494,655 | 745 | 62,779 | 31,891,994 | 3,138,976 | ||||||||||||||||||||||||
PF Emerging Markets Debt | 21,223,422 | 58,950 | | 329,778 | (8,935 | ) | 1,291,751 | 22,235,410 | 2,541,190 | |||||||||||||||||||||||
PF Growth | 55,875,727 | 74,630 | | 1,903,882 | 163,668 | 6,755,127 | 60,965,270 | 1,773,793 | ||||||||||||||||||||||||
PF Large-Cap Value | 60,345,894 | 81,217 | | 2,071,873 | 423,705 | 4,159,605 | 62,938,548 | 4,750,079 | ||||||||||||||||||||||||
PF Small-Cap Growth | 21,234,933 | 47,315 | | 329,778 | (787 | ) | 1,636,729 | 22,588,412 | 966,556 | |||||||||||||||||||||||
PF Small-Cap Value | 36,640,527 | 99,895 | | 793,360 | 200,196 | 1,028,953 | 37,176,211 | 3,322,271 | ||||||||||||||||||||||||
PF Emerging Markets | 47,593,965 | 152,177 | | 741,986 | 7,687 | 1,810,635 | 48,822,478 | 3,160,031 | ||||||||||||||||||||||||
PF International Large-Cap | 12,255,700 | 27,208 | | 260,670 | 26,746 | 801,988 | 12,850,972 | 1,043,946 | ||||||||||||||||||||||||
PF International Small-Cap | 10,758,960 | 14,633 | | 298,427 | 67,446 | 691,417 | 11,234,029 | 901,607 | ||||||||||||||||||||||||
PF International Value | 6,333,898 | 20,290 | | 136,006 | 16,851 | 260,019 | 6,495,052 | 773,221 | ||||||||||||||||||||||||
PF Multi-Asset | 433,374,976 | 586,801 | | 12,748,030 | 696,572 | 33,532,190 | 455,442,509 | 32,624,822 | ||||||||||||||||||||||||
PF Real Estate | 5,479,322 | 7,316 | | 186,655 | 103,011 | 563,995 | 5,966,989 | 390,765 | ||||||||||||||||||||||||
$1,077,558,871 | $2,256,375 | $843,034 | $25,407,811 | $1,471,321 | $60,674,800 | $1,117,396,590 | ||||||||||||||||||||||||||
Pacific Funds Portfolio Optimization Growth |
| |||||||||||||||||||||||||||||||
Pacific Funds Core Income | $8,810,631 | $8,866 | $47,872 | $157,977 | ($1,673 | ) | $149,967 | $8,857,686 | 775,629 | |||||||||||||||||||||||
Pacific Funds High Income | 35,407,320 | 34,099 | 446,174 | 632,019 | 7,363 | 441,523 | 35,704,460 | 3,443,053 | ||||||||||||||||||||||||
PF Managed Bond | 105,628,480 | 106,382 | | 1,896,064 | (112,832 | ) | 2,901,284 | 106,627,250 | 9,520,290 | |||||||||||||||||||||||
PF Short Duration Bond | 13,167,120 | 13,298 | | 237,011 | 460 | 25,531 | 12,969,398 | 1,276,516 | ||||||||||||||||||||||||
PF Emerging Markets Debt | 13,009,011 | 11,306 | | 237,011 | (5,816 | ) | 791,693 | 13,569,183 | 1,550,764 | |||||||||||||||||||||||
PF Growth | 77,006,525 | 51,791 | | 2,754,552 | 219,923 | 9,289,968 | 83,813,655 | 2,438,570 | ||||||||||||||||||||||||
PF Large-Cap Value | 71,092,979 | 48,177 | | 2,562,374 | 180,301 | 5,219,502 | 73,978,585 | 5,583,289 | ||||||||||||||||||||||||
PF Small-Cap Growth | 21,693,223 | 22,162 | | 395,016 | (4,294 | ) | 1,668,532 | 22,984,607 | 983,509 | |||||||||||||||||||||||
PF Small-Cap Value | 42,779,195 | 33,932 | | 847,619 | 233,996 | 1,199,893 | 43,399,397 | 3,878,409 | ||||||||||||||||||||||||
PF Emerging Markets | 51,862,738 | 52,812 | | 948,037 | 7,843 | 1,966,782 | 52,942,138 | 3,426,676 | ||||||||||||||||||||||||
PF International Large-Cap | 22,210,232 | 17,306 | | 525,215 | 35,607 | 1,465,293 | 23,203,223 | 1,884,908 | ||||||||||||||||||||||||
PF International Small-Cap | 13,189,776 | 9,034 | | 387,811 | 75,273 | 854,514 | 13,740,786 | 1,102,792 | ||||||||||||||||||||||||
PF International Value | 22,000,443 | 17,306 | | 496,055 | 17,088 | 944,751 | 22,483,533 | 2,676,611 | ||||||||||||||||||||||||
PF Multi-Asset | 369,207,902 | 251,727 | | 9,039,924 | 2,460,494 | 26,715,740 | 389,595,939 | 27,908,019 | ||||||||||||||||||||||||
PF Real Estate | 13,434,845 | 9,032 | | 480,445 | 96,627 | 1,536,614 | 14,596,673 | 955,905 | ||||||||||||||||||||||||
$880,500,420 | $687,230 | $494,046 | $21,597,130 | $3,210,360 | $55,171,587 | $918,466,513 |
143
PACIFIC FUNDS
SUPPLEMENTAL NOTES TO SCHEDULES OF INVESTMENTS (Continued)
June 30, 2021 (Unaudited)
Beginning | Distributions | Net | Change in Unrealized | As of June 30, 2021 | ||||||||||||||||||||||||||||
Fund/Underlying Fund | Value as of April 1, 2021 | Purchase Cost (1) | Received and Reinvested (2) | Sales Proceeds | Realized Gain (Loss) (3) | Appreciation (Depreciation) | Ending Value | Shares Balance | ||||||||||||||||||||||||
Pacific Funds Portfolio Optimization Aggressive-Growth |
| |||||||||||||||||||||||||||||||
Pacific Funds Core Income | $335,269 | $733 | $1,815 | $7,899 | ($84 | ) | $5,716 | $335,550 | 29,383 | |||||||||||||||||||||||
Pacific Funds High Income | 5,052,527 | 10,832 | 63,436 | 118,619 | 722 | 63,172 | 5,072,070 | 489,110 | ||||||||||||||||||||||||
PF Managed Bond | 4,689,371 | 10,269 | | 110,712 | (6,109 | ) | 129,634 | 4,712,453 | 420,755 | |||||||||||||||||||||||
PF Emerging Markets Debt | 1,650,123 | 3,667 | | 39,542 | (634 | ) | 100,072 | 1,713,686 | 195,850 | |||||||||||||||||||||||
PF Growth | 35,095,404 | 43,355 | | 1,366,291 | 107,037 | 4,220,223 | 38,099,728 | 1,108,517 | ||||||||||||||||||||||||
PF Large-Cap Value | 17,076,797 | 21,256 | | 700,722 | 45,069 | 1,247,129 | 17,689,529 | 1,335,059 | ||||||||||||||||||||||||
PF Small-Cap Growth | 13,208,345 | 29,339 | | 316,315 | (3,680 | ) | 1,014,527 | 13,932,216 | 596,158 | |||||||||||||||||||||||
PF Small-Cap Value | 24,418,766 | 45,764 | | 593,092 | 157,723 | 657,708 | 24,686,869 | 2,206,155 | ||||||||||||||||||||||||
PF Emerging Markets | 23,025,154 | 51,341 | | 553,553 | 1,928 | 870,876 | 23,395,746 | 1,514,288 | ||||||||||||||||||||||||
PF International Large-Cap | 10,937,470 | 20,136 | | 312,225 | 16,695 | 720,197 | 11,382,273 | 924,636 | ||||||||||||||||||||||||
PF International Small-Cap | 8,365,153 | 10,523 | | 257,317 | 15,337 | 572,566 | 8,706,262 | 698,737 | ||||||||||||||||||||||||
PF International Value | 4,268,046 | 7,933 | | 116,062 | 49,271 | 136,240 | 4,345,428 | 517,313 | ||||||||||||||||||||||||
PF Multi-Asset | 181,667,492 | 227,504 | | 4,725,133 | 1,213,901 | 13,124,920 | 191,508,684 | 13,718,387 | ||||||||||||||||||||||||
PF Real Estate | 5,112,178 | 6,313 | | 208,924 | 55,485 | 563,683 | 5,528,735 | 362,065 | ||||||||||||||||||||||||
$334,902,095 | $488,965 | $65,251 | $9,426,406 | $1,652,661 | $23,426,663 | $351,109,229 |
(1) | Purchase cost excludes distributions received and reinvested, if any. |
(2) | Distributions received include distributions from net investment income, if any. |
(3) | Net realized gain (loss) includes capital gains distributions, if any. |
As of June 30, 2021, Pacific Life owned the following percentages of the total shares outstanding (aggregate of all share classes) of each of the following Funds:
Fund | Ownership Percentage | |||
Pacific Funds Ultra Short Income | 80.41 | % | ||
Pacific Funds Small-Cap Value | 46.00 | % | ||
Pacific Funds ESG Core Bond | 91.36 | % |
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