# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-23-039516
**Filing Date:** 2023-2
**Character Count:** 95349
**Document Hash:** fd73e43cc43b6ba766a1a1da6b0fdbab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039516.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039516

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 23665636

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Emerging Markets Debt Portfolio (Series ID: S000036460)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000111627 | Class I      |  |
| C000111628 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

**Item A.2. Information about the Series.**

- **a. Name of Series:** Emerging Markets Debt Portfolio

- **b. EDGAR series identifier (if any):** S000036460

- **c. LEI of Series:** 5493004C42CHKMCN1N68

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $262536007.49

**Total Liabilities:** $29655049.40

**Net Assets:** $232880958.09

**Cash Not Reported:** $7491007.90

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -125.63000000 | **1-Year:** -1605.57000000 | **5-Year:** -6740.21000000 | **10-Year:** -15480.16000000 | **30-Year:** -5840.64000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -326.77000000 | **1-Year:** -6559.53000000 | **5-Year:** -12003.24000000 | **10-Year:** -16573.72000000 | **30-Year:** -7091.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111628 | -0.01%               | 7.21%                | 1.30%                |
| Class ID C000111627 | -0.02%               | 7.19%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5329423.75             | $5166232.80                                |
| Month 2  | $-2631576.53             | $20321222.87                               |
| Month 3  | $-1481522.44             | $2826761.97                                |

**Designated Index Information**

- **Index Name:** J.P. Morgan EM Equal Weight

- **Index Identifier:** JEMBAGTR

### Schedule of Portfolio Investments

| Name                            | Title                                                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IHS HOLDING LTD                 | IHS Holding Ltd                                                                                                                            | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1275000 | PA      | $1063350.00   | 0.46%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                 | Cemex SAB de CV                                                                                                                            | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1650000 | PA      | $1526720.25   | 0.66%             | 2026-06-08      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD         | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      600000 | PA      | $443847.00    | 0.19%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S        | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1000000 | PA      | $48750.00     | 0.02%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1650000 | PA      | $1392245.09   | 0.60%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Poland              | Republic of Poland Government International Bond                                                                                           | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1000000 | PA      | $988470.00    | 0.42%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND          | Oman Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      275000 | PA      | $266809.95    | 0.11%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC               | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     5550000 | PA      | $3766661.92   | 1.62%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   217300000 | PA      | $10083125.91  | 4.33%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES           | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3225000 | PA      | $2966812.53   | 1.27%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      850000 | PA      | $704460.88    | 0.30%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA           | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      650000 | PA      | $207241.46    | 0.09%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE           | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      350000 | PA      | $308553.67    | 0.13%             | 2026-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA            | Colombia Government International Bond                                                                                                     | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      450000 | PA      | $335571.18    | 0.14%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     4450000 | PA      | $1435537.74   | 0.62%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019674 CDS EUR R V 03MEVENT GOC019674_PRO CCPITRAXX / Short: BOC019674 CDS EUR P F  5.00000 GOC019674_FEE CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     2200000 | OU      | $-23506.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019634 CDS USD R V 03MEVENT GOC019634_PRO CCPSOVEREIGN / Short: BOC019634 CDS USD P F  1.00000 GOC019634_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      400000 | OU      | $107728.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal             | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1450000 | PA      | $1343775.39   | 0.58%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA             | Alfa Desarrollo SpA                                                                                                                        | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     1006318 | PA      | $766458.15    | 0.33%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN          | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      725000 | PA      | $712867.13    | 0.31%             | 2024-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE           | Powerlong Real Estate Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $104085.00    | 0.04%             | 2023-07-23      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-67354.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC         | Sasol Financing USA LLC                                                                                                                    | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1223287.49   | 0.53%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S        | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    11929000 | PA      | $2355977.50   | 1.01%             | 2022-10-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                     | Ivory Coast Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      686000 | PA      | $617966.68    | 0.27%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      750000 | PA      | $568143.00    | 0.24%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019616 CDS USD R V 03MEVENT GOC019616_PRO CCPSOVEREIGN / Short: BOC019616 CDS USD P F  1.00000 GOC019616_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      400000 | OU      | $107728.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1425000 | PA      | $1252237.33   | 0.54%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-16338.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      650000 | PA      | $507794.00    | 0.22%             | 2029-12-02      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| ENERGO PRO AS                   | Energo-Pro AS                                                                                                                              | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     1725000 | PA      | $1582644.38   | 0.68%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR           | Southern Gas Corridor CJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      850000 | PA      | $874050.75    | 0.38%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: SOI018316 IRS BRL R F 11.77000 GOI018316_FIX CCPNDFPREDISWAP / Short: SOI018316 IRS BRL P V 00MBRCDI GOI018316_FLO CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    85052592 | OU      | $-283645.30   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS            | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $114503.89    | 0.05%             | 2026-07-12      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE        | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2200000 | PA      | $1965798.76   | 0.84%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE         | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2500000 | PA      | $2250000.00   | 0.97%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: SOI018396 IRS MXN R F  8.76250 GOI018396_FIX CCPVANILLA / Short: SOI018396 IRS MXN P V 01MTIIE GOI018396_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |    50800000 | OU      | $5284.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-90577.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT              | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      600000 | PA      | $129375.00    | 0.06%             | 2027-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                | Iraq International Bond                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     5757812 | PA      | $5321963.37   | 2.29%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 74000000000 | PA      | $4710711.42   | 2.02%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1624000 | PA      | $133980.00    | 0.06%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    50000000 | PA      | $2241423.55   | 0.96%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT              | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1100000 | PA      | $211786.96    | 0.09%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-32592.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019512 CDS USD R V 03MEVENT GOC019512_PRO CCPSOVEREIGN / Short: BOC019512 CDS USD P F  1.00000 GOC019512_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     2050000 | OU      | $327015.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES           | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      475000 | PA      | $350985.59    | 0.15%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS            | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $166700.08    | 0.07%             | 2025-05-27      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR           | Southern Gas Corridor CJSC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      100000 | PA      | $102829.50    | 0.04%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45800000 | PA      | $1860462.23   | 0.80%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                   | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $1338.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |           1 | NC      | $20272.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                     | Ivory Coast Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     6575000 | PA      | $5581930.33   | 2.40%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $133.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019647 CDS EUR R V 03MEVENT GOC019647_PRO CCPITRAXX / Short: BOC019647 CDS EUR P F  5.00000 GOC019647_FEE CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     1800000 | OU      | $-19232.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                     | Long: SOI018465 IRS CZK R F  4.42100 GOI018465_FIX CCPVANILLA / Short: SOI018465 IRS CZK P V 06MPRIBR GOI018465_FLO CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   170000000 | OU      | $-211187.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1180803.00   | 0.51%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1275000 | PA      | $898492.50    | 0.39%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S        | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1152000 | PA      | $56169.55     | 0.02%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: BOI018454 IRS CZK R V 06MPRIBR GOI018454_FLO CCPVANILLA / Short: BOI018454 IRS CZK P F  4.42100 GOI018454_FIX CCPVANILLA             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |   243000000 | OU      | $301873.38    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE           | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      825000 | PA      | $708873.00    | 0.30%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     7749400 | PA      | $716819.50    | 0.31%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                      | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      825000 | PA      | $747286.66    | 0.32%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $16790.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-89482.03    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND        | Saudi Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4825000 | PA      | $4294250.00   | 1.84%             | 2046-10-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS            | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      850000 | PA      | $542606.69    | 0.23%             | 2026-04-08      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS         | Bahamas Government International Bond                                                                                                      | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      450000 | PA      | $386926.40    | 0.17%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE           | Powerlong Real Estate Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $115400.00    | 0.05%             | 2026-05-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    63800000 | PA      | $2447470.19   | 1.05%             | 2026-06-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC        | Comision Federal de Electricidad                                                                                                           | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1944800 | PA      | $1678343.44   | 0.72%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: BOI018434 IRS CLP R V 06MCLICP GOI018434_FLO CCPNDFCAMARAPROM / Short: BOI018434 IRS CLP P F  7.37170 GOI018434_FIX CCPNDFCAMARAPROM | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        | 10000000000 | OU      | $93903.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT            | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 63300000000 | PA      | $3984454.70   | 1.71%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOCAR TURK ENRG FUNDING         | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                                                                             | CUSIP: 000000000<br>LEI: 213800EHE74BZ15ING86 | Long             | DBT              | CORP              | IE        |     1020000 | PA      | $964410.00    | 0.41%             | 2026-03-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: BOI018425 IRS CLP R V 06MCLICP GOI018425_FLO CCPNDFCAMARAPROM / Short: BOI018425 IRS CLP P F  7.37170 GOI018425_FIX CCPNDFCAMARAPROM | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        | 13000000000 | OU      | $122075.10    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3125000 | PA      | $2152429.74   | 0.92%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-19764.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR         | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      500000 | PA      | $200000.00    | 0.09%             | 2034-09-21      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS            | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      925000 | PA      | $567580.07    | 0.24%             | 2025-10-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States           | Mexico Government International Bond                                                                                                       | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      950000 | PA      | $717371.91    | 0.31%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                   | NPC Ukrenergo                                                                                                                              | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |     1375000 | PA      | $249254.50    | 0.11%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: SOC019504 CDS USD R F  1.00000 GOC019504_FEE CCPSOVEREIGN / Short: SOC019504 CDS USD P V 03MEVENT GOC019504_PRO CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2000000 | OU      | $-303904.62   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland               | EURO-BTP FUTURE MAR23                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -30 | NC      | $274525.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd               | Kosmos Energy Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1537344.00   | 0.66%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Sri Lanka           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      800000 | PA      | $255263.82    | 0.11%             | 2027-05-11      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   209990000 | PA      | $10422103.55  | 4.48%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD            | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      850000 | PA      | $626311.03    | 0.27%             | 2041-04-22      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| Republic of Sri Lanka           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2064000 | PA      | $661009.46    | 0.28%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE        | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $268063.47    | 0.12%             | 2027-01-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA        | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2400000 | PA      | $1773196.80   | 0.76%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                   | QIB Sukuk Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1573928.00   | 0.68%             | 2024-03-26      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019538 CDS USD R V 03MEVENT GOC019538_PRO CCPSOVEREIGN / Short: BOC019538 CDS USD P F  1.00000 GOC019538_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     1275000 | OU      | $203387.71    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS          | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     4854465 | PA      | $4142467.95   | 1.78%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $39327.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT              | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     2450000 | PA      | $529812.50    | 0.23%             | 2028-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SASOL Financing USA LLC         | Sasol Financing USA LLC                                                                                                                    | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $182018.70    | 0.08%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR             | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     6950000 | PA      | $3229929.45   | 1.39%             | 2035-07-31      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI NATIONAL OIL          | Abu Dhabi National Oil Co                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009O1JMLWDLTIC26 | Long             | DBT              | CORP              | AE        |     2200000 | PA      | $2081200.00   | 0.89%             | 2024-06-04      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND          | Oman Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1457000 | PA      | $1332822.80   | 0.57%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Czech Republic                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    45900000 | PA      | $1886561.51   | 0.81%             | 2025-09-17      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES           | MAF Global Securities Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |      625000 | PA      | $633212.50    | 0.27%             | 2027-06-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2467000 | PA      | $234365.00    | 0.10%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      400000 | PA      | $127498.60    | 0.05%             | 2024-06-28      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019465 CDS USD R V 03MEVENT GOC019465_PRO CCPSOVEREIGN / Short: BOC019465 CDS USD P F  1.00000 GOC019465_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |    10200000 | OU      | $1627101.65   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO            | Stillwater Mining Co                                                                                                                       | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2431951.50   | 1.04%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1600000 | PA      | $1368110.59   | 0.59%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC               | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     1300000 | PA      | $905444.80    | 0.39%             | 2025-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND        | Saudi Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $179526.00    | 0.08%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS            | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $1105773.62   | 0.47%             | 2026-02-06      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD              | Leviathan Bond Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1150000 | PA      | $1148985.70   | 0.49%             | 2023-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S        | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      432000 | PA      | $21060.00     | 0.01%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal             | Senegal Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      400000 | PA      | $384438.80    | 0.17%             | 2024-07-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019667 CDS EUR R V 03MEVENT GOC019667_PRO CCPITRAXX / Short: BOC019667 CDS EUR P F  5.00000 GOC019667_FEE CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1800000 | OU      | $-19232.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6150000 | PA      | $1152010.92   | 0.49%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana               | Ghana Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      400000 | PA      | $282904.00    | 0.12%             | 2030-10-14      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade          | US LONG BOND(CBT) MAR23                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         130 | NC      | $-432850.78   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE           | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1850000 | PA      | $1549780.48   | 0.67%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $239986.81    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2594.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $1068.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND         | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7500000 | PA      | $1368498.58   | 0.59%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of Korea               | Korea International Bond                                                                                                                   | CUSIP: 50064FAK0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     1300000 | PA      | $1292315.25   | 0.55%             | 2023-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International     | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |           1 | NC      | $27993.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd            | Tencent Holdings Ltd                                                                                                                       | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     1875000 | PA      | $1497333.09   | 0.64%             | 2038-01-19      | Fixed         | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019625 CDS USD R V 03MEVENT GOC019625_PRO CCPSOVEREIGN / Short: BOC019625 CDS USD P F  1.00000 GOC019625_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      800000 | OU      | $215456.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos             | Petroleos Mexicanos                                                                                                                        | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $363891.10    | 0.16%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-111012.75   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                | Iraq International Bond                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      225000 | PA      | $222604.65    | 0.10%             | 2023-03-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS            | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $131354.52    | 0.06%             | 2025-09-17      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA            | Colombia Government International Bond                                                                                                     | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3025000 | PA      | $2322710.65   | 1.00%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019520 CDS USD R V 03MEVENT GOC019520_PRO CCPSOVEREIGN / Short: BOC019520 CDS USD P F  1.00000 GOC019520_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     1500000 | OU      | $239279.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL        | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    66300000 | PA      | $11547282.04  | 4.96%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR         | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1925000 | PA      | $762919.39    | 0.33%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |        2000 | PA      | $92.04        | 0.00%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia            | Colombia Government International Bond                                                                                                     | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2475000 | PA      | $2147185.88   | 0.92%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD              | Leviathan Bond Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1650000 | PA      | $1618031.25   | 0.69%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD              | Leviathan Bond Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2100000 | PA      | $2044350.00   | 0.88%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-14669.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas         | Bahamas Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     2675000 | PA      | $2068375.14   | 0.89%             | 2028-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ICL GROUP LIMITED               | ICL Group Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |     1000000 | PA      | $984446.00    | 0.42%             | 2038-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC               | Tunisian Republic                                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      600000 | PA      | $506193.94    | 0.22%             | 2024-02-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |        1000 | PA      | $45.84        | 0.00%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP             | Africa Finance Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     2500000 | PA      | $2161875.00   | 0.93%             | 2028-04-28      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING CO            | Stillwater Mining Co                                                                                                                       | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      950000 | PA      | $766173.10    | 0.33%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA           | Argentine Republic Government International Bond                                                                                           | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1150000 | PA      | $327277.49    | 0.14%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA              | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      800000 | PA      | $694720.00    | 0.30%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1784900 | PA      | $156178.75    | 0.07%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      816000 | PA      | $71400.00     | 0.03%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC          | Standard Chartered PLC                                                                                                                     | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2675144.64   | 1.15%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND          | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    12200000 | PA      | $2519999.54   | 1.08%             | 2024-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia              | Zambia Government International Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1250000 | PA      | $574050.00    | 0.25%             | 2024-04-14      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019660 CDS EUR R V 03MEVENT GOC019660_PRO CCPITRAXX / Short: BOC019660 CDS EUR P F  5.00000 GOC019660_FEE CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     2100000 | OU      | $-22438.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA        | Republic of South Africa Government International Bond                                                                                     | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1825000 | PA      | $1580541.25   | 0.68%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd               | Lamar Funding Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |     1625000 | PA      | $1544489.38   | 0.66%             | 2025-05-07      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| STATE AGE ROADS                 | State Agency of Roads of Ukraine                                                                                                           | CUSIP: 000000000<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |     3600000 | PA      | $643284.00    | 0.28%             | 2030-06-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS         | 1MDB Global Investments Ltd                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     4900000 | PA      | $4797479.41   | 2.06%             | 2023-03-09      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S        | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1780581 | PA      | $86803.32     | 0.04%             | 2022-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      550000 | PA      | $417523.15    | 0.18%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                       | Prosus NV                                                                                                                                  | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     3300000 | PA      | $2954604.77   | 1.27%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $429141.50    | 0.18%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                   | Bank Hapoalim BM                                                                                                                           | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     3625000 | PA      | $3134682.50   | 1.35%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1950000 | PA      | $1625931.57   | 0.70%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1282000 | PA      | $115380.00    | 0.05%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S        | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2733498 | PA      | $140091.77    | 0.06%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-946.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      200000 | PA      | $63491.38     | 0.03%             | 2023-04-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-10453.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK          | Korea Development Bank/The                                                                                                                 | CUSIP: 500630CZ9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     2400000 | PA      | $2399905.10   | 1.03%             | 2023-02-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT              | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      800000 | PA      | $172048.00    | 0.07%             | 2026-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP             | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $1721559.42   | 0.74%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador         | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1550000 | PA      | $693625.00    | 0.30%             | 2027-01-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND          | Oman Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3225000 | PA      | $3031564.50   | 1.30%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI        | Adani Electricity Mumbai Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1950000 | PA      | $1493948.10   | 0.64%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2025000 | PA      | $1296574.49   | 0.56%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-25730.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND          | Oman Government International Bond                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      293000 | PA      | $268028.20    | 0.12%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| POWERLONG REAL ESTATE           | Powerlong Real Estate Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300R3K12EPXCGDP22 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $93070.50     | 0.04%             | 2024-08-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $400.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador         | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1400000 | PA      | $625798.99    | 0.27%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019598 CDS USD R V 03MEVENT GOC019598_PRO CCPSOVEREIGN / Short: BOC019598 CDS USD P F  1.00000 GOC019598_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      400000 | OU      | $107728.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA           | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      913000 | PA      | $73040.00     | 0.03%             | 2022-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA              | Angolan Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $880280.00    | 0.38%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019607 CDS USD R V 03MEVENT GOC019607_PRO CCPSOVEREIGN / Short: BOC019607 CDS USD P F  1.00000 GOC019607_FEE CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |      800000 | OU      | $215456.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT              | Ukraine Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      525000 | PA      | $152434.28    | 0.07%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank PLC                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $267.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC              | Dominican Republic International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $543481.21    | 0.23%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA              | Angolan Government International Bond                                                                                                      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3575000 | PA      | $3104530.00   | 1.33%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM               | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1074525.27   | 0.46%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $22232.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: SOC019496 CDS USD R F  1.00000 GOC019496_FEE CCPSOVEREIGN / Short: SOC019496 CDS USD P V 03MEVENT GOC019496_PRO CCPSOVEREIGN         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     2600000 | OU      | $-414751.40   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $133.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador         | El Salvador Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1830000 | PA      | $745707.69    | 0.32%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND          | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14800000 | PA      | $2915512.34   | 1.25%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC         | Sasol Financing USA LLC                                                                                                                    | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1684344.62   | 0.72%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD               | Kosmos Energy Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1085644.12   | 0.47%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Limited                     | Long: SOI018415 IRS BRL R F 11.77000 GOI018415_FIX CCPNDFPREDISWAP / Short: SOI018415 IRS BRL P V 00MBRCDI GOI018415_FLO CCPNDFPREDISWAP   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   122657825 | OU      | $-317216.75   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc. | Long: BOC019653 CDS EUR R V 03MEVENT GOC019653_PRO CCPITRAXX / Short: BOC019653 CDS EUR P F  5.00000 GOC019653_FEE CCPITRAXX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |     2700000 | OU      | $-28848.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana               | Ghana Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      225000 | PA      | $84960.00     | 0.04%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Fixed Income Clearing Corp      | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    13038535 | PA      | $13038535.11  | 5.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-20613.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-17454.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President