0001752724-23-188783.txt : 20230824 0001752724-23-188783.hdr.sgml : 20230824 20230824125134 ACCESSION NUMBER: 0001752724-23-188783 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230824 DATE AS OF CHANGE: 20230824 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PACIFIC SELECT FUND CENTRAL INDEX KEY: 0000813900 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05141 FILM NUMBER: 231200972 BUSINESS ADDRESS: STREET 1: 700 NEWPORT CTR DR STREET 2: P O BOX 7500 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 BUSINESS PHONE: 9492193233 MAIL ADDRESS: STREET 1: 700 NEWPORT CTR DR STREET 2: P O BOX 7500 CITY: NEWPORT BEACH STATE: CA ZIP: 92660 0000813900 S000036460 Emerging Markets Debt Portfolio C000111627 Class I C000111628 Class P NPORT-P 1 primary_doc.xml NPORT-P false 0000813900 XXXXXXXX S000036460 C000111628 C000111627 PACIFIC SELECT FUND 811-05141 0000813900 549300KH2YJL0X2VEL27 700 NEWPORT CTR DR P O BOX 7500 NEWPORT BEACH 92660 949-219-3233 Emerging Markets Debt Portfolio S000036460 5493004C42CHKMCN1N68 2023-12-31 2023-06-30 N 164388194.77 25509810.17 138878384.60 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2327337.50000000 0.00000000 0.00000000 6087159.24000000 BRL CLP COP CZK EUR HUF IDR ILS KRW MXN PEN PLN RON USD ZAR N J.P. Morgan EM Equal Weight JEMBAGTR IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAA3 725000.00000000 PA USD 634520.00000000 0.456888954913 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1000000.00000000 PA USD 35309.72000000 0.025424921309 Long DBT CORP VE Y 2 2027-04-12 None 0.00000000 Y N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1700000.00000000 PA USD 1511989.35000000 1.088714672448 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5388.63000000 -0.00388010705 N/A DFE HU N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1615508.06000000 USD 552825000.00000000 HUF 2023-07-26 -5388.63000000 N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 000000000 2325000.00000000 PA 1480972.19000000 1.066380628105 Long DBT NUSS TN Y 2 2026-07-15 Fixed 6.37500000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 128500000.00000000 PA 7013561.08000000 5.050145924580 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1550000.00000000 OU Notional Amount USD -19507.15000000 -0.01404621032 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 China Construction Bank Corp. China Construction Bank Corp. Y buy protection 2025-12-20 0.00000000 USD -14103.22000000 USD 1550000.00000000 USD -5403.93000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 140.92000000 0.000101470074 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 25000.00000000 EUR 27432.65000000 USD 2023-07-14 140.92000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 2275000.00000000 PA USD 2175036.84000000 1.566144973722 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 575000.00000000 PA USD 583048.29000000 0.419826520649 Long DBT CORP MX N 2 2028-03-14 Fixed 9.12500000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 400000.00000000 PA USD 285510.00000000 0.205582748404 Long DBT NUSS NG Y 2 2047-11-28 Fixed 7.62500000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 350000.00000000 PA USD 324324.90000000 0.233531590199 Long DBT CORP KY Y 2 2026-04-26 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -5909.82000000 -0.00425539223 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 625000.00000000 EUR 676383.44000000 USD 2023-07-14 -5909.82000000 N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 975000.00000000 PA USD 701068.88000000 0.504807772656 Long DBT NUSS SN Y 2 2048-03-13 Fixed 6.75000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 550000.00000000 PA USD 236801.40000000 0.170509903814 Long DBT NUSS GH Y 2 2029-04-07 Fixed 7.75000000 Y Y N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 1475000.00000000 PA 1390068.82000000 1.000925251257 Long DBT NUSS SN Y 2 2028-03-13 Fixed 4.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAA1 1100000.00000000 PA USD 1102073.50000000 0.793552937106 Long DBT CORP MX N 2 2038-06-29 Fixed 8.45000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -42.47000000 -0.00003058071 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 81917.66000000 USD 75000.00000000 EUR 2023-07-14 -42.47000000 N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 225000.00000000 PA USD 223087.50000000 0.160635148977 Long DBT NUSS UZ Y 2 2024-02-20 Fixed 4.75000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 386000.00000000 PA 353785.53000000 0.254744848177 Long DBT NUSS CI Y 2 2031-10-17 Fixed 5.87500000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11819.64000000 -0.00851078447 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1250000.00000000 EUR 1352766.88000000 USD 2023-07-14 -11819.64000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 40.23000000 0.000028967790 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 27331.96000000 USD 2023-07-14 40.23000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 350000.00000000 PA USD 237525.40000000 0.171031223241 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 000000000 350000.00000000 PA USD 277984.00000000 0.200163618550 Long DBT NUSS AO Y 2 2048-05-08 Fixed 9.37500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 88.32000000 0.000063595209 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 27380.05000000 USD 2023-07-14 88.32000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 475000.00000000 PA 455463.48000000 0.327958509390 Long DBT NUSS RO Y 2 2030-05-26 Fixed 3.62400000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 241.37000000 0.000173799544 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 150000.00000000 EUR 163991.75000000 USD 2023-07-14 241.37000000 N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 000000000 400000.00000000 PA USD 347453.22000000 0.250185240129 Long DBT CORP MX Y 2 2033-01-18 Fixed 5.12500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 625000.00000000 PA USD 633748.14000000 0.456333173679 Long DBT CORP MX Y 2 2028-03-14 Fixed 9.12500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 350000.00000000 PA 296942.89000000 0.213815051820 Long DBT NUSS RO Y 2 2029-12-02 Fixed 1.37500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 325000.00000000 PA USD 302471.00000000 0.217795592072 Long DBT CORP IL Y 2 2026-03-30 Fixed 4.87500000 N N N N N N ENERGO PRO AS 315700IQCL9IX158RO36 000000000 675000.00000000 PA USD 641250.00000000 0.461734921418 Long DBT CORP CZ N 2 2027-02-04 Fixed 8.50000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 40.23000000 0.000028967790 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 27331.96000000 USD 2023-07-14 40.23000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 450000.00000000 PA USD 445992.57000000 0.321138938420 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 1100000.00000000 PA USD 939125.00000000 0.676221143200 Long DBT CORP MX N 2 2027-01-24 Fixed 5.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 775000.00000000 PA USD 700801.50000000 0.504615244495 Long DBT CORP IL Y 2 2028-03-30 Fixed 5.37500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2927.11000000 0.002107678605 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 244749440.00000000 HUF 715767.21000000 USD 2023-07-26 2927.11000000 N N N TMS ISSUER SARL 21380092DY1X4BHPMA32 87266GAA8 600000.00000000 PA USD 618994.80000000 0.445709965436 Long DBT CORP LU N 2 2032-08-23 Fixed 5.78000000 N N N N N N Republic of Iraq N/A 000000000 2984375.00000000 PA USD 2750188.11000000 1.980285209913 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 30000000000.00000000 PA 2042481.24000000 1.470697722963 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.37500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10850000.00000000 OU Notional Amount USD -186412.76000000 -0.13422733893 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-06-18 0.00000000 USD -86859.11000000 USD 10850000.00000000 USD -99553.65000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1624000.00000000 PA USD 146160.00000000 0.105243159632 Long DBT NUSS VE Y 2 2022-08-23 None 0.00000000 Y N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 665000000.00000000 PA 1995018.19000000 1.436521742203 Long DBT NUSS HU N 2 2026-10-21 Fixed 9.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 27300000.00000000 PA 1431659.08000000 1.030872503394 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14.16000000 -0.00001019597 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 27305.89000000 USD 25000.00000000 EUR 2023-07-14 -14.16000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 650000.00000000 PA USD 150182.50000000 0.108139578691 Long DBT NUSS UA Y 2 2031-05-21 Fixed 6.87600000 Y Y N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CT5 825000.00000000 PA USD 825791.36000000 0.594614750436 Long DBT CORP GB N 2 2027-07-06 Fixed 6.18700000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 750000.00000000 PA USD 775649.25000000 0.558509700580 Long DBT NUSS HU Y 2 2052-09-25 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2363.92000000 -0.00170215113 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 250000.00000000 EUR 270553.38000000 USD 2023-07-14 -2363.92000000 N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 925000.00000000 PA USD 779450.08000000 0.561246505167 Long DBT CORP NL Y 2 2032-01-19 Fixed 4.19300000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -11819.64000000 -0.00851078447 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1250000.00000000 EUR 1352766.88000000 USD 2023-07-14 -11819.64000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 25800000.00000000 PA 1109953.11000000 0.799226685417 Long DBT NUSS CZ N 2 2025-02-14 Fixed 1.25000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 725000.00000000 PA USD 621461.30000000 0.447485979758 Long DBT CORP KZ Y 2 2048-10-24 Fixed 6.37500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 225000.00000000 PA USD 183592.13000000 0.132196331724 Long DBT CORP KZ Y 2 2047-04-19 Fixed 5.75000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 2775000.00000000 PA 2364719.26000000 1.702726645914 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.87500000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -17816.42000000 -0.01282879265 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 51450000.00000000 MXN 2975894.04000000 USD 2023-07-26 -17816.42000000 N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 1000000.00000000 PA USD 990973.00000000 0.713554526756 Long DBT CORP IL Y 2 2033-07-18 Fixed 7.12900000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1152000.00000000 PA USD 45792.00000000 0.032972733756 Long DBT CORP VE Y 2 2022-02-17 None 0.00000000 Y N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1800000.00000000 OU Notional Amount USD -23776.29000000 -0.01712022361 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 China Development Bank China Development Bank Y buy protection 2025-12-20 0.00000000 USD -20649.00000000 USD 1800000.00000000 USD -3127.29000000 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 325000.00000000 PA USD 294750.63000000 0.212236505233 Long DBT CORP KY Y 2 2027-07-17 Fixed 5.62500000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1127.36000000 0.000811760594 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 200000.00000000 EUR 219461.20000000 USD 2023-07-14 1127.36000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 2249400.00000000 PA USD 208069.50000000 0.149821371122 Long DBT NUSS VE Y 2 2026-10-21 None 0.00000000 Y N N N N N RAIFFEISENBANK AS 31570010000000004460 000000000 600000.00000000 PA 653310.59000000 0.470419203018 Long DBT CORP CZ Y 2 2026-01-19 Fixed 7.12500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 1975000.00000000 PA USD 1734934.80000000 1.249247537690 Long DBT NUSS SA Y 2 2046-10-26 Fixed 4.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 8200000.00000000 PA 2060008.12000000 1.483318031048 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 1350000.00000000 PA USD 1127810.25000000 0.812084798687 Long DBT NUSS NG Y 2 2028-09-28 Fixed 6.12500000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 1075000.00000000 PA USD 378187.27000000 0.272315429855 Long DBT CORP KY Y 2 2026-04-08 Fixed 7.25000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DQ5 1125000.00000000 PA USD 775687.50000000 0.558537242663 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 056732AM2 250000.00000000 PA USD 222443.22000000 0.160171232291 Long DBT NUSS BS N 2 2029-06-16 Fixed 9.00000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 000000000 300000.00000000 PA USD 257731.20000000 0.185580499616 Long DBT CORP US Y 2 2027-05-01 Fixed 7.75000000 N N N N N N POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 000000000 400000.00000000 PA USD 42000.00000000 0.030242287250 Long DBT CORP KY Y 2 2026-05-13 Fixed 4.90000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 33800000.00000000 PA 1384137.36000000 0.996654277040 Long DBT NUSS CZ Y 2 2026-06-26 Fixed 1.00000000 N N N N N N The Federal Republic of Nigeria 549300GSBZD84TNEQ285 000000000 775000.00000000 PA USD 651895.90000000 0.469400549176 Long DBT NUSS NG Y 2 2032-02-16 Fixed 7.87500000 N N N N N N USIMINAS INTERNATIONAL 529900KLYX6QPXVIVP43 000000000 400000.00000000 PA USD 388156.40000000 0.279493746357 Long DBT CORP LU Y 2 2026-07-18 Fixed 5.87500000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 1196800.00000000 PA USD 1020332.94000000 0.734695282450 Long DBT CORP MX Y 2 2036-09-29 Fixed 5.00000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -107.80000000 -0.00007762187 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 27183.93000000 USD 2023-07-14 -107.80000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 1525000.00000000 PA USD 1607031.95000000 1.157150520312 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10000000000.00000000 OU Notional Amount 61509.56000000 0.044290232909 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-11-29 12780992.00000000 CLP 0.00000000 CLP 10000000000.00000000 CLP 47517.57000000 N N N SOCAR TURK ENRG FUNDING 213800EHE74BZ15ING86 000000000 720000.00000000 PA USD 688800.02000000 0.495973525314 Long DBT CORP IE Y 2 2026-03-17 Fixed 7.23000000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 11600000.00000000 PA 2824919.23000000 2.034095686046 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 13000000000.00000000 OU Notional Amount 79962.44000000 0.057577311422 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-11-29 0.00000000 CLP 0.00000000 CLP 13000000000.00000000 CLP 79962.44000000 N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 55977YAA6 1350000.00000000 PA USD 1337954.81000000 0.963400326014 Long DBT NUSS HU N 2 2027-12-04 Fixed 6.12500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1725000.00000000 PA 1332984.15000000 0.959821180120 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 210000000.00000000 OU Notional Amount -6876.50000000 -0.00495145448 N/A DIR US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A N/A Y 2025-09-17 0.00000000 MXN 0.00000000 MXN 210000000.00000000 MXN -6876.50000000 N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 500000.00000000 PA USD 292728.12000000 0.210780187891 Long DBT NUSS SV Y 2 2034-09-21 Fixed 7.62500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1700000.00000000 OU Notional Amount USD 111850.41000000 0.080538386389 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Bahrain Government International Bonds Bahrain Government International Bonds Y buy protection 2028-06-20 127815.22000000 USD 0.00000000 USD 1700000.00000000 USD -15964.81000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 600000.00000000 OU Notional Amount USD -39476.62000000 -0.02842531623 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Bahrain Government International Bonds Bahrain Government International Bonds Y sell protection 2028-06-20 0.00000000 USD -42583.33000000 USD 600000.00000000 USD 3106.71000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 450000.00000000 PA 349461.00000000 0.251630951070 Long DBT NUSS CI Y 2 2048-03-22 Fixed 6.62500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1000000.00000000 OU Notional Amount USD -13209.05000000 -0.00951123534 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 China Development Bank China Development Bank Y buy protection 2025-12-20 0.00000000 USD -9099.11000000 USD 1000000.00000000 USD -4109.94000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 1600000.00000000 PA 1511274.39000000 1.088199862313 Long DBT NUSS BR N 2 2050-08-15 Fixed 6.00000000 N N N N N N ISRAEL DISCOUNT BANK 549300XWZ7BG5G23OF51 000000000 1325000.00000000 PA USD 1310721.80000000 0.943791075749 Long DBT CORP IL Y 2 2028-01-26 Fixed 5.37500000 N N N N N N NPC UKRENERGO 8945009LCLS92V4AK321 63718LAA2 725000.00000000 PA USD 161312.50000000 0.116153784812 Long DBT CORP UA N 2 2028-11-09 Fixed 6.87500000 Y Y N N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 000000000 700000.00000000 PA USD 616238.00000000 0.443724919306 Long DBT CORP US Y 2 2026-04-04 Fixed 7.12500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 77000000.00000000 PA 3353900.51000000 2.414991015095 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6850000.00000000 OU Notional Amount USD -196721.86000000 -0.14165045234 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S40 2I65BRZI4 Y buy protection 2028-06-20 0.00000000 USD -2055.33000000 USD 6850000.00000000 USD -194666.53000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 800000.00000000 OU Notional Amount -34571.76000000 -0.02489354992 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S39 2I667KKC1 Y buy protection 2028-06-20 0.00000000 EUR -26262.56000000 EUR 800000.00000000 EUR -5965.27000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -107.80000000 -0.00007762187 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 27183.93000000 USD 2023-07-14 -107.80000000 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 300000.00000000 PA USD 256125.00000000 0.184423948145 Long DBT CORP MX Y 2 2027-01-24 Fixed 5.87500000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10800000.00000000 OU Notional Amount USD 51264.36000000 0.036913130972 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-09-17 10.50000000 USD 0.00000000 USD 10800000.00000000 USD 51253.86000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 529.91000000 0.000381564058 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 150000.00000000 EUR 164280.29000000 USD 2023-07-14 529.91000000 N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 575000.00000000 PA USD 430807.25000000 0.310204681053 Long DBT NUSS NG Y 2 2051-09-28 Fixed 8.25000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 2750010.00000000 PA USD 2341756.50000000 1.686192208200 Long DBT CORP JE Y 2 2034-03-31 Fixed 2.16000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AW9 1075000.00000000 PA USD 1082975.94000000 0.779801653885 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.60000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 675000.00000000 PA USD 373477.50000000 0.268924138969 Long DBT NUSS EG Y 2 2033-09-30 Fixed 7.30000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 300000.00000000 PA USD 268534.20000000 0.193359247930 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 3225000.00000000 PA USD 1127230.80000000 0.811667563132 Long DBT NUSS EC Y 2 2035-07-31 Variable 2.50000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 500000.00000000 PA USD 260342.50000000 0.187460777823 Long DBT NUSS EG Y 2 2059-11-20 Fixed 8.15000000 N N N N N N Czech Republic 3157007EFDLQABN47912 000000000 25900000.00000000 PA 1119510.00000000 0.806108166670 Long DBT NUSS CZ Y 2 2025-09-17 Fixed 2.40000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 000000000 625000.00000000 PA USD 322681.25000000 0.232348072689 Long DBT NUSS EG Y 2 2048-02-21 Fixed 7.90300000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 000000000 325000.00000000 PA USD 329870.45000000 0.237524688201 Long DBT CORP KY Y 2 2027-06-30 Fixed 7.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 1675000.00000000 PA USD 1302212.10000000 0.937663628325 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1800000.00000000 OU Notional Amount USD -22653.47000000 -0.01631173207 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 China Construction Bank Corp. China Construction Bank Corp. Y buy protection 2025-12-20 0.00000000 USD -20649.00000000 USD 1800000.00000000 USD -2004.47000000 N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 86074QAP7 1500000.00000000 PA USD 1339695.00000000 0.964653357582 Long DBT CORP US N 2 2026-11-16 Fixed 4.00000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 650000.00000000 PA USD 596276.85000000 0.429351804254 Long DBT NUSS UZ Y 2 2029-02-20 Fixed 5.37500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 3658314.16000000 PA USD 3658314.16000000 2.634185420961 Long RA CORP US N 2 Repurchase N 4.70000000 2023-07-03 3781900.00000000 USD 3731574.79000000 USD UST N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 800000.00000000 PA USD 255073.33000000 0.183666688473 Long DBT CORP KY Y 2 2026-02-06 Fixed 4.20000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 21400000000.00000000 PA 1440289.56000000 1.037086918996 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 432000.00000000 PA USD 15253.80000000 0.010983566696 Long DBT CORP VE Y 2 2027-04-12 None 0.00000000 Y N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAD5 1200000.00000000 PA USD 1168500.00000000 0.841383634584 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25000000 N N N N N N Republic of Senegal 549300NP14ZLQGWIUZ97 000000000 200000.00000000 PA USD 196786.00000000 0.141696636641 Long DBT NUSS SN Y 2 2024-07-30 Fixed 6.25000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 2300000.00000000 OU Notional Amount USD -29531.66000000 -0.02126440344 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Bank of China Ltd. Bank of China Ltd. Y buy protection 2025-12-20 0.00000000 USD -20927.56000000 USD 2300000.00000000 USD -8604.10000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 4500000.00000000 PA 914297.27000000 0.658343825522 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -13852.62000000 -0.00997464079 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1465000.00000000 EUR 1585442.78000000 USD 2023-07-14 -13852.62000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 4900000000.00000000 PA 1379038.40000000 0.992982748159 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 425000.00000000 OU Notional Amount USD 63918.25000000 0.046024620882 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bonds Turkey Government International Bonds Y buy protection 2028-06-20 76312.42000000 USD 0.00000000 USD 425000.00000000 USD -12394.17000000 N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 900000.00000000 PA USD 796500.00000000 0.573523376077 Long DBT CORP KY Y 2 2028-07-21 Fixed 5.75000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 4300000.00000000 PA 861022.15000000 0.619982837847 Long DBT NUSS RO N 2 2029-07-25 Fixed 4.85000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -539.00000000 -0.00038810935 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 125000.00000000 EUR 135919.65000000 USD 2023-07-14 -539.00000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10950000.00000000 OU Notional Amount USD -188130.85000000 -0.13546445729 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-06-18 0.00000000 USD -144679.76000000 USD 10950000.00000000 USD -43451.09000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -36162.77000000 -0.02603916376 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 14700000.00000000 BRL 3022464.93000000 USD 2023-07-26 -36162.77000000 N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 200000.00000000 PA USD 66091.33000000 0.047589356824 Long DBT CORP KY Y 2 2025-09-17 Fixed 6.15000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 275000.00000000 PA USD 214440.32000000 0.154408708466 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 000000000 1200000.00000000 PA USD 1095000.00000000 0.788459631895 Long DBT CORP BM Y 2 2026-08-15 Fixed 4.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 2000000000.00000000 OU Notional Amount -12301.91000000 -0.00885804514 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-11-29 0.00000000 CLP -69294238.00000000 CLP 2000000000.00000000 CLP 73671.09000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 35700000.00000000 PA 7414143.30000000 5.338586938028 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 725000.00000000 PA USD 416120.61000000 0.299629500442 Long DBT NUSS SV Y 2 2041-02-01 Fixed 7.62500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 2000.00000000 PA 77.14000000 0.000055545000 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DP7 1100000.00000000 PA USD 966147.92000000 0.695679117223 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1050000.00000000 PA USD 1029000.00000000 0.740936037644 Long DBT CORP IL Y 2 2025-06-30 Fixed 6.12500000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 000000000 1250000.00000000 PA USD 1200000.00000000 0.864065350022 Long DBT CORP IL Y 2 2027-06-30 Fixed 6.50000000 N N N N N N Commonwealth of Bahamas 549300W13SXC7EKNJC20 000000000 1075000.00000000 PA USD 868062.52000000 0.625052287654 Long DBT NUSS BS Y 2 2028-11-21 Fixed 6.00000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 4300000000.00000000 PA 281946.44000000 0.203016791138 Long DBT NUSS ID N 2 2027-04-15 Fixed 5.12500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBE8 675000.00000000 PA USD 626227.88000000 0.450918176938 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.00000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 000000000 1000.00000000 PA 39.01000000 0.000028089324 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -19377.82000000 -0.01395308568 N/A DFE CL N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 4092910.95000000 USD 3275000000.00000000 CLP 2023-07-26 -19377.82000000 N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 86074QAQ5 550000.00000000 PA USD 447218.75000000 0.322021854796 Long DBT CORP US N 2 2029-11-16 Fixed 4.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1800000.00000000 OU Notional Amount USD -23111.73000000 -0.01664170422 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Bank of China Ltd. Bank of China Ltd. Y buy protection 2025-12-20 0.00000000 USD -20649.00000000 USD 1800000.00000000 USD -2462.73000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 281.84000000 0.000202940148 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 50000.00000000 EUR 54865.30000000 USD 2023-07-14 281.84000000 N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1784900.00000000 PA USD 165103.25000000 0.118883331250 Long DBT NUSS VE Y 2 2024-10-13 None 0.00000000 Y N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 816000.00000000 PA USD 73440.00000000 0.052880799421 Long DBT NUSS VE Y 2 2023-05-07 None 0.00000000 Y N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 000000000 425000.00000000 PA 311067.12000000 0.223985266602 Long DBT NUSS SN Y 2 2037-06-08 Fixed 5.37500000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 7800000.00000000 PA 1803987.73000000 1.298969407799 Long DBT NUSS PL N 2 2024-07-25 None 0.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 37999874.83000000 OU Notional Amount 525734.01000000 0.378557117807 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-04-01 0.00000000 BRL 0.00000000 BRL 37999874.83000000 BRL 525734.01000000 N N N Republic of Zambia 213800DMLAZ6LGMMD849 000000000 650000.00000000 PA USD 379320.50000000 0.273131417169 Long DBT NUSS ZM Y 2 2024-04-14 Fixed 8.50000000 Y Y N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 875000.00000000 OU Notional Amount USD 131596.40000000 0.094756574523 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bonds Turkey Government International Bonds Y buy protection 2028-06-20 137269.83000000 USD 0.00000000 USD 875000.00000000 USD -5673.43000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 875000.00000000 OU Notional Amount USD 131596.40000000 0.094756574523 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bonds Turkey Government International Bonds Y buy protection 2028-06-20 158563.92000000 USD 0.00000000 USD 875000.00000000 USD -26967.52000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BE3 2000000.00000000 PA USD 1686360.00000000 1.214271036387 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 275000.00000000 PA USD 253323.49000000 0.182406708379 Long DBT NUSS GT Y 2 2050-06-01 Fixed 6.12500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 875000.00000000 OU Notional Amount USD 131596.40000000 0.094756574523 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bonds Turkey Government International Bonds Y buy protection 2028-06-20 157112.92000000 USD 0.00000000 USD 875000.00000000 USD -25516.52000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 650000.00000000 PA 737424.46000000 0.530985770121 Long DBT NUSS RO Y 2 2029-09-27 Fixed 6.62500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 1525000.00000000 PA USD 1418874.43000000 1.021666859163 Long DBT CORP KZ Y 2 2030-04-24 Fixed 5.37500000 N N N N N N STATE AGE ROADS 254900FGEO8P5USHG994 000000000 2000000.00000000 PA USD 438000.00000000 0.315383852758 Long DBT NUSS UA Y 2 2030-06-24 Fixed 6.25000000 Y Y N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -325.61000000 -0.00023445693 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 628035.41000000 USD 575000.00000000 EUR 2023-07-14 -325.61000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1780581.00000000 PA USD 68997.51000000 0.049681964690 Long DBT CORP VE Y 2 2022-11-17 None 0.00000000 Y N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAG3 1300000.00000000 PA USD 1175558.75000000 0.846466318992 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 575000.00000000 PA USD 494345.33000000 0.355955558832 Long DBT CORP IL Y 2 2032-01-21 Fixed 3.25500000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -14.16000000 -0.00001019597 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 27305.89000000 USD 25000.00000000 EUR 2023-07-14 -14.16000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 450000.00000000 PA USD 495772.65000000 0.356983306961 Long DBT NUSS RO Y 2 2053-01-17 Fixed 7.62500000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -23847.31000000 -0.01717136188 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2522000.00000000 EUR 2729342.45000000 USD 2023-07-14 -23847.31000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 14.16000000 0.000010195971 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 25000.00000000 EUR 27305.89000000 USD 2023-07-14 14.16000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 11700000.00000000 OU Notional Amount USD 201016.53000000 0.144742848629 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-06-18 0.00000000 USD -30981.71000000 USD 11700000.00000000 USD 231998.24000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 1500000.00000000 PA USD 1499062.50000000 1.079406636473 Long DBT CORP IL Y 2 2033-09-30 Fixed 8.50000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1550000.00000000 OU Notional Amount USD -19952.25000000 -0.01436670656 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. Y buy protection 2025-12-20 0.00000000 USD -14103.22000000 USD 1550000.00000000 USD -5849.03000000 N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 2733498.00000000 PA USD 107289.80000000 0.077254498825 Long DBT CORP VE Y 2 2035-05-17 None 0.00000000 Y N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 435000000.00000000 PA 1185224.09000000 0.853425890151 Long DBT NUSS HU N 2 2024-06-26 Fixed 3.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 23400000.00000000 OU Notional Amount USD 402033.06000000 0.289485697258 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-06-18 0.00000000 USD 0.00000000 USD 23400000.00000000 USD 402033.06000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 14962425.14000000 OU Notional Amount 119963.60000000 0.086380325019 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 14962425.14000000 BRL 119963.60000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -16.00000000 NC 1371.94000000 0.000987871513 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Euro-BTP Italian Bond Futures IKU3 Comdty 2023-09-07 -1859017.28000000 EUR 1371.94000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -18060.41000000 -0.01300447874 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 1910000.00000000 EUR 2067027.79000000 USD 2023-07-14 -18060.41000000 N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 550000.00000000 PA USD 529794.10000000 0.381480603713 Long DBT NUSS OM Y 2 2048-01-17 Fixed 6.75000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -107.80000000 -0.00007762187 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 25000.00000000 EUR 27183.93000000 USD 2023-07-14 -107.80000000 N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 105702.16000000 0.076111311565 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 47200000.00000000 CNY 6608812.49000000 USD 2023-07-26 105702.16000000 N N N Republic of Ghana 213800PP4399SNNXZ126 000000000 550000.00000000 PA USD 237638.50000000 0.171112661401 Long DBT NUSS GH Y 2 2032-03-26 Fixed 8.12500000 Y Y N N N N POWERLONG REAL ESTATE 549300R3K12EPXCGDP22 000000000 300000.00000000 PA USD 30000.00000000 0.021601633750 Long DBT CORP KY Y 2 2024-08-10 Fixed 6.25000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2547.74000000 -0.00183451154 N/A DFE CZ N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 2787446.69000000 USD 60725000.00000000 CZK 2023-07-26 -2547.74000000 N N N OTP BANK NYRT 529900W3MOO00A18X956 000000000 250000.00000000 PA 276272.83000000 0.198931482963 Long DBT CORP HU Y 2 2026-03-04 Fixed 7.35000000 N N N N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 5450000000.00000000 OU Notional Amount -12786.50000000 -0.00920697633 N/A DIR US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 N/A N/A Y 2028-09-20 0.00000000 KRW 0.00000000 KRW 5450000000.00000000 KRW -12786.50000000 N N N HUNGARY 5299003F3UFKGCCMAP43 445545AS5 925000.00000000 PA USD 950021.25000000 0.684067036591 Long DBT NUSS HU N 2 2032-09-22 Fixed 6.25000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 000000000 525000.00000000 PA USD 503866.62000000 0.362811406145 Long DBT CORP KY Y 2 2025-06-18 Fixed 5.25000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 850000.00000000 PA USD 570921.51000000 0.411094578644 Long DBT NUSS SV Y 2 2029-02-28 Fixed 8.62500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 625000.00000000 PA USD 612764.79000000 0.441224018960 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 913000.00000000 PA USD 54780.00000000 0.039444583228 Long DBT NUSS VE Y 2 2019-10-13 None 0.00000000 Y N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 1525000.00000000 PA USD 1296211.88000000 0.933343143163 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 000000000 2575000.00000000 PA USD 1017513.83000000 0.732665369726 Long DBT NUSS UA Y 2 2041-08-01 Floating 7.75000000 Y N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 176387.78000000 0.127008807387 N/A DFE US N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 142250000.00000000 ZAR 7718728.97000000 USD 2023-07-26 176387.78000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 9000000000.00000000 OU Notional Amount -55358.61000000 -0.03986121393 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2024-11-29 0.00000000 CLP -320926000.00000000 CLP 9000000000.00000000 CLP 344641.39000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1325000.00000000 OU Notional Amount USD 199274.55000000 0.143488528163 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Turkey Government International Bonds Turkey Government International Bonds Y buy protection 2028-06-20 246154.61000000 USD 0.00000000 USD 1325000.00000000 USD -46880.06000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6500000.00000000 OU Notional Amount -280895.54000000 -0.20226008590 N/A DCR GB N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S39 2I667KKC1 Y buy protection 2028-06-20 0.00000000 EUR -213616.89000000 EUR 6500000.00000000 EUR -48213.37000000 N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 1075000.00000000 PA USD 1099555.37000000 0.791739746373 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 000000000 1112000.00000000 PA USD 1055176.80000000 0.759784759189 Long DBT CORP MU Y 2 2025-12-18 Fixed 7.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1800000.00000000 OU Notional Amount USD -23170.36000000 -0.01668392101 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Industrial & Commercial Bank of China Ltd. Industrial & Commercial Bank of China Ltd. Y buy protection 2025-12-20 0.00000000 USD -20649.00000000 USD 1800000.00000000 USD -2521.36000000 N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 630000.00000000 PA USD 374244.05000000 0.269476096714 Long DBT NUSS SV Y 2 2035-06-15 Fixed 7.65000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 7100000.00000000 PA 1593643.06000000 1.147509790375 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -140.92000000 -0.00010147007 N/A DFE XX N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 27432.65000000 USD 25000.00000000 EUR 2023-07-14 -140.92000000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 925000.00000000 PA USD 902066.48000000 0.649536990654 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 1000000.00000000 PA USD 886302.80000000 0.638186282590 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 000000000 725000.00000000 PA USD 603505.75000000 0.434557005928 Long DBT CORP US Y 2 2028-03-01 Fixed 7.50000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -6316.27000000 -0.00454805837 N/A DFE IN N 2 Citibank N.A. E57ODZWZ7FF32TWEFA76 4060480.43000000 USD 333000000.00000000 INR 2023-07-26 -6316.27000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 31300000.00000000 OU Notional Amount -101946.04000000 -0.07340670061 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-20 0.00000000 ILS 0.00000000 ILS 31300000.00000000 ILS -101946.04000000 N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 4500000.00000000 PA 1185449.19000000 0.853587974409 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 13300000.00000000 OU Notional Amount USD -228505.97000000 -0.16453674245 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-06-18 9211.00000000 USD 0.00000000 USD 13300000.00000000 USD -237716.97000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 30300000000.00000000 PA 2127932.07000000 1.532226974074 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 14200000000.00000000 PA 2919999.99000000 2.102559011188 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 121.00000000 NC USD -219222.72000000 -0.15785229690 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU3 Comdty 2023-09-20 13803363.35000000 USD -219222.72000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 2100000.00000000 PA USD 904575.00000000 0.651343261664 Long DBT NUSS GH Y 2 2034-04-07 Fixed 8.62500000 Y Y N N N N 2023-07-26 PACIFIC SELECT FUND Trevor Smith Trevor Smith Assistant Vice President