# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-053165
**Filing Date:** 2026-5
**Character Count:** 93782
**Document Hash:** c58d0f107fcd68dd8fba382e19b750b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053165.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

**ORGANIZATION NAME:**
- **EIN:** 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:** 261024592

**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      |  |

## Nport-Ex

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## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $221862898.73

**Total Liabilities:** $22350596.05

**Net Assets:** $199512302.68

**Delayed Delivery Securities:** $964860.00

**Cash Not Reported:** $28990771.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -64.13000000 | **1-Year:** 2397.32000000 | **5-Year:** -1153.37000000 | **10-Year:** -4546.57000000 | **30-Year:** -2541.95000000

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

- **3-Month:** -279.82000000 | **1-Year:** -7661.24000000 | **5-Year:** -4020.92000000 | **10-Year:** -6033.47000000 | **30-Year:** -255.49000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000111627 | 2.34%                | 1.19%                | -4.13%               |
| Class ID C000111628 | 2.35%                | 1.21%                | -4.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3013451.32              | $1702734.87                                |
| Month 2  | $184682.39               | $-131213.75                                |
| Month 3  | $1987685.49              | $-11555422.29                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATP TOW/ANDEAN TELECOM                   | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1375000 | PA      | $1395237.77   | 0.70%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| AFRICA FINANCE CORP                      | Africa Finance Corp                                                              | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     1075000 | PA      | $1080236.25   | 0.54%             | 2030-01-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                    | Aldar Properties PJSC                                                            | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     2075000 | PA      | $1909061.30   | 0.96%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                            | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1300000 | PA      | $1287689.12   | 0.65%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                      | Axian Telecom Holding & Management PLC                                           | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     1050000 | PA      | $1038691.54   | 0.52%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     1275000 | PA      | $1292565.50   | 0.65%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      975000 | PA      | $985725.08    | 0.49%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      375000 | PA      | $401280.00    | 0.20%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      594304 | PA      | $595938.79    | 0.30%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1825000 | PA      | $1888875.00   | 0.95%             | 2035-02-11      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | CCPITRAXX--2I667KMH8-20301220                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5470000 | OU      | $-458795.92   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | CCPITRAXX--2I667KMH8-20301220                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3400000 | OU      | $-285174.79   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | CCPVANILLA--CZK-PRIBOR-20310318                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    83700947 | OU      | $-60638.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | CCPNDFOIS--COP-IBR-OIS COMPOUND-20280318                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 55900000000 | OU      | $-278202.34   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | CCPVANILLA--MXN-TIIE-20280315                                                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   159000000 | OU      | $-68800.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | CORPORATE--YZ5A6V-20281220                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     7620000 | OU      | $-126656.20   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | CORPORATE--Y1CI9B-20281220                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     7620000 | OU      | $-131455.70   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | CORPORATE--YZ4CAG-20281220                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     7620000 | OU      | $-125963.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | CORPORATE--YZ4CGW-20281220                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     7620000 | OU      | $-131753.35   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20280315                                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   250000000 | OU      | $-108848.97   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | CCPSOVEREIGN--1AE857-20310620                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1469000 | OU      | $85564.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | CCPCDX--2I65BRAE1-20310620                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    14457837 | OU      | $-692685.75   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bonds     | Chile Government International Bonds                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2775000 | PA      | $2721151.13   | 1.36%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds     | Chile Government International Bonds                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1325000 | PA      | $1307708.75   | 0.66%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                 | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1775000 | PA      | $1807439.90   | 0.91%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                 | Ardshinbank CJSC Via Dilijan Finance BV                                          | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $493244.72    | 0.25%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $-50342.39    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5433.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $148254.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $225.23       | 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      | $6439.55      | 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      | $649.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $12466.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $29614.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-739.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $9798.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-42396.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-26877.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-50099.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-7919.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |           1 | NC      | $-47879.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $1191.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |           1 | NC      | $2826.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $65857.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-4968.89     | -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      | $-1040.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $87477.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-47.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |           1 | NC      | $2526.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-7557.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED ILS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |           1 | NC      | $2509.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $749.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-1089.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $1475.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-961.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-680.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $895.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $41415.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-11924.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $23667.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $5653.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-28839.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $4489.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $10507.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                            | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $13735.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                      | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $662077.80    | 0.33%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| FS LUXEMBOURG SARL                       | FS Luxembourg Sarl                                                               | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      190000 | PA      | $195664.85    | 0.10%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                       | FS Luxembourg Sarl                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      775000 | PA      | $768606.25    | 0.39%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1378125 | PA      | $1317419.72   | 0.66%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                            | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      950000 | PA      | $961702.10    | 0.48%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| GRUPO NUTRESA SA                         | Grupo Nutresa SA                                                                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     1200000 | PA      | $1272300.00   | 0.64%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| HTA GROUP LTD                            | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     1425000 | PA      | $1451888.71   | 0.73%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| HTA GROUP LTD                            | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      775000 | PA      | $766906.40    | 0.38%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                          | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      475000 | PA      | $481676.26    | 0.24%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                          | Israel Government International Bond                                             | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1025000 | PA      | $988947.33    | 0.50%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STATE OF ISRAEL                          | Israel Government International Bond                                             | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      525000 | PA      | $496478.56    | 0.25%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| IVANHOE MINES LTD                        | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     2425000 | PA      | $2453180.93   | 1.23%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                 | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      475000 | PA      | $472625.00    | 0.24%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      250000 | PA      | $196759.07    | 0.10%             | 2030-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                 | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                             | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      950000 | PA      | $947848.25    | 0.48%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Pacific Life U.S. Government Fund Direct | Pacific Life U.S. Government Fund Direct                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     1955388 | NS      | $1955387.91   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                           | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9167000 | PA      | $2683970.63   | 1.35%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1175000 | PA      | $1150924.58   | 0.58%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1050000 | PA      | $1052974.65   | 0.53%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      625000 | PA      | $598030.01    | 0.30%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PROVINCIA DE CORDOBA                     | Provincia de Cordoba                                                             | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     1025000 | PA      | $980156.25    | 0.49%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF SANTA FE                     | Province of Santa Fe                                                             | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     1225000 | PA      | $1170548.75   | 0.59%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: —       |
| PUMA INTERNATIONAL FINAN                 | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |     1625000 | PA      | $1660549.43   | 0.83%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                       | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     1850000 | PA      | $1943702.50   | 0.97%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government International Bond                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1275000 | PA      | $1184475.00   | 0.59%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                   | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $612979.65    | 0.31%             | 2032-01-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                   | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $294449.13    | 0.15%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| TELECOMMUNICATIONS CO TE                 | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      900000 | PA      | $888391.34    | 0.45%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      222297 | PA      | $119027.42    | 0.06%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      547500 | PA      | $396013.76    | 0.20%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds    | Mexico Government International Bonds                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1375000 | PA      | $1357118.13   | 0.68%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                            | Uzbekneftegaz JSC                                                                | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     1175000 | PA      | $1241774.29   | 0.62%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1525000 | PA      | $1546144.95   | 0.77%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                 | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      740025 | PA      | $783330.20    | 0.39%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      525000 | PA      | $125304.38    | 0.06%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      425000 | PA      | $104541.50    | 0.05%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    10795000 | PA      | $2083574.51   | 1.04%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      300000 | PA      | $73030.26     | 0.04%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                 | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      622000 | PA      | $592392.80    | 0.30%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                 | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |     1350000 | PA      | $1343079.09   | 0.67%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      300000 | PA      | $73307.25     | 0.04%             | 2031-11-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds   | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1350000 | PA      | $1362633.56   | 0.68%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1150000 | PA      | $275609.66    | 0.14%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO                  | IHS Netherlands Holdco BV                                                        | CUSIP: 000000000<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      807783 | PA      | $808731.63    | 0.41%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      775000 | PA      | $878412.46    | 0.44%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      825000 | PA      | $816904.47    | 0.41%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1800000 | PA      | $436770.00    | 0.22%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                       | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1250000 | PA      | $1250794.63   | 0.63%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds   | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      684220 | PA      | $604289.42    | 0.30%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      630000 | PA      | $524317.50    | 0.26%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1711000 | PA      | $1848091.97   | 0.93%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                  | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     1100000 | PA      | $1060196.06   | 0.53%             | 2028-03-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                 | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     1623155 | PA      | $1227510.97   | 0.62%             | 2037-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds   | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      675000 | PA      | $671340.73    | 0.34%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    12500000 | PA      | $3094745.12   | 1.55%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1016600000 | PA      | $2914342.85   | 1.46%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                           | BOI Finance BV                                                                   | CUSIP: 000000000<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | CORP              | NL        |     1825000 | PA      | $2152036.97   | 1.08%             | 2027-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8800000 | PA      | $1946657.38   | 0.98%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                  | Sasol Financing USA LLC                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1254000.00   | 0.63%             | 2027-11-08      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10594300000 | PA      | $2858266.84   | 1.43%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                    | Transnet/South Africa                                                            | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     2125000 | PA      | $2201013.44   | 1.10%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   532100000 | PA      | $1583897.66   | 0.79%             | 2035-10-24      | Fixed         | 7.00%                 | 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        |    13001000 | PA      | $2105364.90   | 1.06%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1325000 | PA      | $1446615.01   | 0.73%             | 2037-05-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| VEON MIDCO BV                            | Veon Midco BV                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $1803756.07   | 0.90%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds    | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1484826 | PA      | $1394487.85   | 0.70%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3000000 | PA      | $891986.90    | 0.45%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                      | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |     1025000 | PA      | $1086160.06   | 0.54%             | 2029-07-05      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    11855894 | PA      | $2889369.62   | 1.45%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                     | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 000000000<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |     1200000 | PA      | $1185394.62   | 0.59%             | 2029-07-25      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      200000 | PA      | $195058.12    | 0.10%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    38900000 | PA      | $1647984.64   | 0.83%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    64900000 | PA      | $1192853.86   | 0.60%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3592154 | PA      | $1923394.47   | 0.96%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    75850000 | PA      | $1490704.04   | 0.75%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    45300000 | PA      | $834760.28    | 0.42%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds     | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1877760 | PA      | $1587217.79   | 0.80%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    12225000 | PA      | $2739310.23   | 1.37%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                          | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      875000 | PA      | $887298.37    | 0.44%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EMIRATES REIT SUSUK III                  | Emirates Reit Sukuk III Ltd                                                      | CUSIP: 000000000<br>LEI: 254900O98LGR8HB3GT84 | Long             | SN               |  | KY        |      600000 | PA      | $603774.79    | 0.30%             | 2028-12-12      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| IVANHOE MINES LTD                        | Ivanhoe Mines Ltd                                                                | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $202309.20    | 0.10%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $404413.49    | 0.20%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                     | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7928400000 | PA      | $1990249.18   | 1.00%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                   | Eastern European Electric Co BV                                                  | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |      325000 | PA      | $382895.02    | 0.19%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                   | Eastern European Electric Co BV                                                  | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $589069.26    | 0.30%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                            | Energo - Pro as                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     1050000 | PA      | $1244143.82   | 0.62%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CIMKO CIMENTO AS                         | Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                      | CUSIP: 000000000<br>LEI: 789000HIMZD5SFD7Y487 | Long             | DBT              | CORP              | TR        |      675000 | PA      | $701829.35    | 0.35%             | 2030-05-21      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                       | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     1100000 | PA      | $1125465.67   | 0.56%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                      | Axian Telecom Holding & Management PLC                                           | CUSIP: 000000000<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      300000 | PA      | $296769.01    | 0.15%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                       | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      650000 | PA      | $665047.90    | 0.33%             | 2031-01-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RIYAD SUKUK                              | Riyad Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $1292568.78   | 0.65%             | 2035-07-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                      | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |      675000 | PA      | $687754.27    | 0.34%             | 2030-07-17      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| SNB SUKUK LTD                            | SNB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $1294663.75   | 0.65%             | 2036-07-18      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    26900000 | PA      | $451115.55    | 0.23%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE                              | BSF Finance                                                                      | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1540635.81   | 0.77%             | 2035-09-03      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                         | Saudi Awwal Bank                                                                 | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     1400000 | PA      | $1371183.48   | 0.69%             | 2035-09-04      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      475000 | PA      | $471851.59    | 0.24%             | 2030-10-09      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ENERGO PRO AS                            | Energo - Pro as                                                                  | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |      775000 | PA      | $876032.90    | 0.44%             | 2031-04-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    41800000 | PA      | $673931.95    | 0.34%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                             | Energean PLC                                                                     | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $648549.71    | 0.33%             | 2031-05-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    46300000 | PA      | $769598.83    | 0.39%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                             | Kona Spc Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1139321.56   | 0.57%             | 2026-12-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      910000 | PA      | $658214.66    | 0.33%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                 | Mizrahi Tefahot Bank Ltd                                                         | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     1875000 | PA      | $1871369.31   | 0.94%             | 2036-04-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                     | Sonangol Finance Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     2000000 | PA      | $1994499.78   | 1.00%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                           | Benin Sukuk SA                                                                   | CUSIP: 000000000<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      475000 | PA      | $441410.83    | 0.22%             | 2033-01-29      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     1175000 | PA      | $1112301.79   | 0.56%             | 2033-01-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      775000 | PA      | $761437.50    | 0.38%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    33600000 | PA      | $607961.74    | 0.30%             | 2028-01-06      | Fixed         | 22.42%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    13550000 | PA      | $726141.83    | 0.36%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5675000 | PA      | $1432959.70   | 0.72%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                   | Standard Chartered PLC                                                           | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $220836.85    | 0.11%             | 2035-11-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                 | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      375000 | PA      | $374094.48    | 0.19%             | 2026-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                  | WE Soda Investments Holding PLC                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1449199.66   | 0.73%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                  | WE Soda Investments Holding PLC                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1075000 | PA      | $1061559.75   | 0.53%             | 2031-02-14      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1046391.27   | 0.52%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                  | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1392001 | PA      | $1415570.67   | 0.71%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                 | Eagle Funding Luxco Sarl                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     2775000 | PA      | $2793037.50   | 1.40%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                       | FS Luxembourg Sarl                                                               | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      325000 | PA      | $322318.75    | 0.16%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      250000 | PA      | $59884.38     | 0.03%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      400000 | PA      | $96076.00     | 0.05%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      450000 | PA      | $108000.00    | 0.05%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      400000 | PA      | $94760.00     | 0.05%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      900000 | PA      | $214259.63    | 0.11%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      225000 | PA      | $53645.63     | 0.03%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                 | Yinson Bergenia Production BV                                                    | CUSIP: 000000000<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |      493350 | PA      | $522220.13    | 0.26%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| YINSON BORONIA PRODUCTIO                 | Yinson Boronia Production BV                                                     | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     1092892 | PA      | $1192935.88   | 0.60%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $214016.00    | 0.11%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      700000 | PA      | $680795.50    | 0.34%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2816000 | PA      | $1274240.00   | 0.64%             | 2023-05-07      | None          | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1149000 | PA      | $583117.50    | 0.29%             | 2022-08-23      | None          | 12.75%                | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                       | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1625000 | PA      | $989059.14    | 0.50%             | 2029-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                       | Braskem Idesa SAPI                                                               | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      825000 | PA      | $504763.88    | 0.25%             | 2032-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    54400000 | PA      | $2793159.30   | 1.40%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MOBILIARE SA / MEXICO SA                 | Mobiliare Latam SA / Mobiliare Latam Mexico SA de CV                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $199547.00    | 0.10%             | 2032-11-10      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1950000 | PA      | $670995.00    | 0.34%             | 2026-11-15      | 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        |     4850000 | PA      | $1669370.00   | 0.84%             | 2049-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                     | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     1144314 | PA      | $1126613.64   | 0.56%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6830000 | PA      | $1947258.81   | 0.98%             | 2037-08-12      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                     | Telecom Argentina SA                                                             | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      475000 | PA      | $501125.00    | 0.25%             | 2031-07-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                 | Transportadora de Gas del Sur SA                                                 | CUSIP: 000000000<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |      375000 | PA      | $395842.88    | 0.20%             | 2031-07-24      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1259900 | PA      | $543646.85    | 0.27%             | 2024-10-13      | None          | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CLEAR STREET                             | CLEAR STREET                                                                     | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |     9785356 | PA      | $9785355.81   | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                     | SWIB                                                                             | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |     4478676 | PA      | $4478676.43   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BONDTRS--USD-SOFR-OIS COMPOUND-20260421                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      185056 | OU      | $29949.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BONDTRS--USD-SOFR-OIS COMPOUND-20260414                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      708090 | OU      | $88458.05     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BONDTRS--USD-SOFR-OIS COMPOUND-20260505                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      232379 | OU      | $30280.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BONDTRS--USD-SOFR-OIS COMPOUND-20260428                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      295737 | OU      | $25348.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BONDTRS---20320625                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |      767191 | OU      | $5150.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BONDTRS---20310225                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | GB        |      945561 | OU      | $-9521.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BONDTRS--USD-SOFR-OIS COMPOUND-20260728                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      184878 | OU      | $4982.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BONDTRS--USD-SOFR-OIS COMPOUND-20260804                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | GB        |      342895 | OU      | $256.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BONDTRS--USD-FEDERAL FUNDS-20271218                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | ZM        |      725733 | OU      | $437718.30    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1131223.85   | 0.57%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      200000 | PA      | $174621.00    | 0.09%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      925000 | PA      | $933953.15    | 0.47%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds   | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      325000 | PA      | $326542.78    | 0.16%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-06

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President