NPORT-P false 0001272950 XXXXXXXX S000033479 C000102917 C000176573 C000102918 RBC Funds Trust 811-21475 0001272950 549300456VUEP58RCU35 250 Nicollet Mall Suite 1550 Minneapolis 55401 612-376-7000 RBC BlueBay Emerging Market Debt Fund S000033479 5493007OQRSXC5HIC148 2026-09-30 2026-06-30 N 149210793.92 3447603.36 145763190.56 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1407011.39000000 COP EGP EUR USD N JPM EMBI Global Diversified Index JPGCCOMP UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 766879.00000000 PA USD 458210.20000000 0.314352476945 Long DBT NUSS UA N 2 2036-02-01 Variable 0.01000000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 000000000 690000.00000000 PA USD 689592.68000000 0.473091098891 Long DBT CORP OM N 2 2028-05-06 Fixed 5.12500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2010.56000000 -0.00137933314 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -531688.64000000 USD 8692418.07000000 ZAR 2026-07-22 -2010.56000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -53040.30000000 -0.03638799328 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 0.00000000 USD -33676.03000000 USD -2047000.00000000 EUR -19364.27000000 N N N BUENOS AIRES, PROVINCE OF 549300L6AYROPOTQ4L07 000000000 1652505.20000000 PA USD 1362912.21000000 0.935018096656 Long DBT NUSS AR N 2 2037-09-01 Variable 6.62500000 N N N N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 000000000 400000.00000000 PA USD 408474.88000000 0.280231846209 Long DBT CORP CL N 2 2053-09-08 Fixed 6.30000000 N N N N N N RBC FUND TRUST 549300456VUEP58RCU35 74926P696 829420.36000000 NS USD 829420.36000000 0.569019075950 Long STIV RF US N 1 N N N SURINAME, REPUBLIC OF - MINISTRY OF FINANCE 254900SYU4G5JM13TN77 000000000 675000.00000000 PA USD 735458.44000000 0.504557040206 Long DBT NUSS SR N 2 2035-11-06 Fixed 8.50000000 N N N N N N HAZINE MUSTESARLIGI VARLIK KIRALAMA AS 6354003QFJP7RDXEOZ20 421790AP1 490000.00000000 PA USD 489711.95000000 0.335964071668 Long DBT NUSS TR N 2 2032-07-02 Fixed 6.70000000 N N N N N N DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA 254900EHU7Q8FGVPI369 000000000 765000.00000000 PA USD 811476.01000000 0.556708457658 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95000000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 2806000.00000000 PA USD 1248670.00000000 0.856642884395 Long DBT NUSS VE N 2 2019-10-13 Fixed 7.75000000 Y N N N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AA6 1184363.61000000 PA 379822.32000000 0.260574921926 Long DBT CORP PE N 2 2043-12-15 Fixed 10.10000000 N N N N N N CHUBUT, PROVINCE OF 529900V5CYYSD8ADKQ03 17127LAB1 400000.00000000 PA USD 427429.89000000 0.293235821991 Long DBT NUSS AR N 2 2036-04-29 Fixed 9.45000000 N N N N N N TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY 5493000PCHOG3B6S3Q85 900123DQ0 2040000.00000000 PA USD 2097465.53000000 1.438954184483 Long DBT NUSS TR N 2 2032-05-29 Fixed 7.25000000 N N N N N N J.P. MORGAN STRUCTURED PRODUCTS BV XZYUUT6IYN31D9K77X08 000000000 19100000.00000000 PA 364775.62000000 0.250252219780 Long DBT CORP NL N 2 2026-10-15 None 0.00000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 195325EV3 691000.00000000 PA USD 701101.81000000 0.480986871449 Long DBT NUSS CO N 2 2033-01-21 Fixed 6.50000000 N N N N N N GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE 529900QKDFFU9UWW5315 000000000 298000.00000000 PA USD 306052.51000000 0.209965567317 Long DBT NUSS GT N 2 2031-08-06 Fixed 6.05000000 N N N N N N ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO 549300KPBYGYF7HCHO27 040114HV5 3268816.00000000 PA USD 2446470.48000000 1.678387026656 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2128.99000000 -0.00146058136 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -837709.31000000 USD 730624.14000000 EUR 2026-07-22 -2128.99000000 N N N GALAXY PIPELINE ASSETS BIDCO LTD 549300L82YB0C6JQIC26 000000000 870981.66000000 PA USD 726363.72000000 0.498317659766 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 237099.25000000 0.162660579182 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -7770920.00000000 EUR 9124333.39000000 USD 2026-07-22 237099.25000000 N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 890000.00000000 PA 1033470.37000000 0.709006413779 Long DBT NUSS RO N 2 2037-10-07 Fixed 6.12500000 N N N N N N GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE 529900QKDFFU9UWW5315 000000000 475000.00000000 PA USD 506106.14000000 0.347211211593 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.60000000 N N N N N N PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE 529900RAHBALMYIJ3T08 718286DB0 710000.00000000 PA USD 689144.89000000 0.472783895133 Long DBT NUSS PH N 2 2049-05-14 Fixed 5.60000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -27740.79000000 -0.01903140970 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1333776275.00000000 COP 360460.59000000 USD 2026-07-22 -27740.79000000 N N N EGYPTIAN FINANCIAL COMPANY FOR SOVEREIGN TASKEEK (SAE) (THE) 894500CX5LI3HIC87H85 000000000 395000.00000000 PA USD 414570.73000000 0.284413869103 Long DBT NUSS EG N 2 2032-10-07 Fixed 7.95000000 N N N N N N CENTRAL BANK OF TUNISIE SA 254900B5LFB16S9T2T11 000000000 690000.00000000 PA 785765.57000000 0.539069957909 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 568000.00000000 PA USD 388755.63000000 0.266703567962 Long DBT NUSS UA N 2 2036-02-01 Variable 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 626.59000000 0.000429868472 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -238940.28000000 PEN 70478.66000000 USD 2026-07-22 626.59000000 N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 198020.11000000 0.135850559554 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 000000000 400000.00000000 PA USD 402670.44000000 0.276249743472 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS 549300RDR012H2V82H43 760942BH4 980000.00000000 PA USD 1005624.93000000 0.689903209539 Long DBT NUSS UY N 2 2037-02-14 Fixed 5.44200000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 195325EP6 1105000.00000000 PA USD 1204760.20000000 0.826518818208 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 000000000 309000.00000000 PA USD 302407.22000000 0.207464737042 Long DBT CORP MX N 2 2034-01-28 Fixed 6.04500000 N N N N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 000000000 360000.00000000 PA USD 398429.61000000 0.273340346399 Long DBT NUSS NG N 2 2046-01-13 Fixed 9.12970000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 4044.59000000 0.002774767747 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -10401578.07000000 MXN 597737.05000000 USD 2026-07-22 4044.59000000 N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 000000000 440000.00000000 PA USD 454838.66000000 0.312039451285 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 117844.38000000 0.080846460308 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -4906427.80000000 EUR 5729094.10000000 USD 2026-07-22 117844.38000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 13115.28000000 0.008997662544 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -350000.00000000 EUR 413393.75000000 USD 2026-07-22 13115.28000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -4702.48000000 -0.00322610940 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -23052230.60000000 ZAR 1400000.00000000 USD 2026-07-22 -4702.48000000 N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 105756CJ7 210000.00000000 PA USD 211053.60000000 0.144792110538 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AB4 500000.00000000 PA 155394.61000000 0.106607580009 Long DBT CORP PE N 2 2045-03-05 Fixed 9.70000000 N N N N N N EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE 529900GFIVH4086NMH82 000000000 1667000.00000000 PA USD 1525586.32000000 1.046619735846 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 765000.00000000 PA USD 702254.82000000 0.481777887340 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N CAMEROON, REPUBLIC OF 54930021BO6NHYGBBV24 000000000 385000.00000000 PA USD 388089.77000000 0.266246758532 Long DBT NUSS CM N 2 2031-07-31 Fixed 9.50000000 N N N N N N SONANGOL FINANCE LTD N/A 000000000 475000.00000000 PA USD 483168.44000000 0.331474934202 Long DBT CORP KY N 2 2031-01-29 Fixed 10.00000000 N N N N N N EGYTB 0 09/22/26 CLN 144A CITI N/A 000000000 38975000.00000000 PA 754001.82000000 0.517278619590 Long DBT CORP EG N 2 2026-09-24 Fixed 0.00010000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 630000.00000000 PA USD 603180.62000000 0.413808601254 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -135845.48000000 -0.09319601161 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -6774818099.00000000 COP 1835994.74000000 USD 2026-07-22 -135845.48000000 N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBQ2 733000.00000000 PA USD 720946.33000000 0.494601090460 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.62500000 N N N N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 000000000 1105000.00000000 PA USD 1129318.16000000 0.774762239809 Long DBT CORP LU N 2 2042-08-23 Fixed 6.10270000 N N N N N N PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE 529900UXKJTJPCU0HK83 000000000 230000.00000000 PA USD 240790.31000000 0.165192809703 Long DBT NUSS PY N 2 2036-02-09 Fixed 6.00000000 N N N N N N KENYA, GOVERNMENT OF 549300VVURQQYU45PR87 000000000 420000.00000000 PA USD 444892.79000000 0.305216144275 Long DBT NUSS KE N 2 2036-03-05 Fixed 9.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -492.05000000 -0.00033756807 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -90918.76000000 USD 1483970.77000000 ZAR 2026-07-22 -492.05000000 N N N PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY 549300SHS4T08CL0LP14 698299BM5 1255000.00000000 PA USD 977813.17000000 0.670823111269 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 675000.00000000 PA 747223.05000000 0.512628083351 Long DBT NUSS RO N 2 2033-03-04 Fixed 4.62500000 N N N N N N MONTEGO BAY AIRPORT REVENUE FINANCE LTD 2549008BQQ5ON8H2UC19 000000000 555000.00000000 PA USD 545676.80000000 0.374358435695 Long DBT CORP KY N 2 2035-06-15 Fixed 6.60000000 N N N N N N EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE 529900AKDMUSFSDOM949 000000000 824000.00000000 PA USD 31039.46000000 0.021294443323 Long DBT NUSS SV N 2 2030-04-17 Floating 4.00000000 N N N N N N TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY 5493000PCHOG3B6S3Q85 900123DS6 1450000.00000000 PA USD 1431452.79000000 0.982039968047 Long DBT NUSS TR N 2 2036-11-04 Fixed 6.80000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 570000.00000000 PA USD 582035.78000000 0.399302305173 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.62500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -5568.80000000 -0.00382044326 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -136396256.10000000 KZT 277623.16000000 USD 2026-07-22 -5568.80000000 N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 000000000 644000.00000000 PA USD 668955.67000000 0.458933196666 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY 5493000PCHOG3B6S3Q85 000000000 619000.00000000 PA 705430.87000000 0.483956798207 Long DBT NUSS TR N 2 2034-03-10 Fixed 5.15000000 N N N N N N URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS 549300RDR012H2V82H43 760942BD3 1147599.00000000 PA USD 1040688.20000000 0.713958164610 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -18184.12000000 -0.01247511112 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -730000.00000000 USD 656021800.00000000 CLP 2026-07-22 -18184.12000000 N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 000000000 200000.00000000 PA USD 215630.32000000 0.147931943017 Long DBT NUSS ZA N 2 2054-11-19 Fixed 7.95000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 000000000 1809000.00000000 PA USD 1813814.53000000 1.244357044485 Long DBT CORP LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N EMPRESA NACIONAL DEL PETROLEO SA 549300YP3P0JZBLIV197 000000000 200000.00000000 PA USD 203982.12000000 0.139940762284 Long DBT CORP CL N 2 2034-07-30 Fixed 5.95000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 7786.77000000 0.005342068851 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -12593696000.00000000 IDR 710000.00000000 USD 2026-07-22 7786.77000000 N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 570000.00000000 PA 657211.82000000 0.450876395799 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.37500000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 000000000 2000000.00000000 PA 599158.55000000 0.411049283223 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 000000000 144000.00000000 PA 164850.14000000 0.113094492077 Long DBT NUSS CO N 2 2030-11-26 Fixed 4.50000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBK5 842000.00000000 PA USD 824862.52000000 0.565892195986 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 765000.00000000 PA USD 643643.73000000 0.441568085555 Long DBT NUSS UA N 2 2029-02-01 Variable 4.50000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 615000.00000000 PA 708313.64000000 0.485934506015 Long DBT NUSS RO N 2 2045-10-07 Fixed 6.50000000 N N N N N N UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 650000.00000000 PA USD 537381.71000000 0.368667636826 Long DBT NUSS UA N 2 2032-02-01 Variable 4.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 22201.36000000 0.015231115561 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.45.V1 Y Default Event 2031-06-20 51021.98000000 USD 0.00000000 USD -1275000.00000000 USD -28820.62000000 N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 000000000 296000.00000000 PA USD 298622.96000000 0.204868567196 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT 254900OYVDRYS9J51J61 71568QAX5 342000.00000000 PA USD 327039.91000000 0.224363852591 Long DBT CORP ID N 2 2036-02-03 Fixed 5.45000000 N N N N N N CONGO, DEMOCRATIC REPUBLIC OF - MINISTRY OF FINANCE 2138004PAH1DQEIMEW20 000000000 341000.00000000 PA USD 355799.88000000 0.244094464887 Long DBT NUSS CD N 2 2037-04-16 Fixed 9.50000000 N N N N N N CORDOBA, PROVINCE OF 5299006CLM2Z97AATT29 000000000 384000.00000000 PA USD 409323.00000000 0.280813694066 Long DBT NUSS AR N 2 2032-07-02 Fixed 9.75000000 N N N N N N UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 845396.00000000 PA USD 593052.65000000 0.406860365584 Long DBT NUSS UA N 2 2034-02-01 Variable 4.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -176297.55000000 -0.12094792198 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 0.00000000 USD -120886.55000000 USD -7940000.00000000 USD -55411.00000000 N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 195325DZ5 1160000.00000000 PA USD 1005233.40000000 0.689634602630 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 836205AV6 915000.00000000 PA USD 714680.32000000 0.490302330275 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N ADNOC MURBAN RSC LTD 213800OWGH7RAYG61M70 000000000 917000.00000000 PA USD 824086.74000000 0.565359976571 Long DBT CORP AE N 2 2054-09-11 Fixed 5.12500000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBL8 12580000.00000000 PA 733836.32000000 0.503444194093 Long DBT CORP MX N 2 2031-01-27 Fixed 9.50000000 N N N N N N ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO 5299003Y2U5XK0A35H71 000000000 2632075.00000000 PA USD 2411652.56000000 1.654500392544 Long DBT NUSS EC N 2 2035-07-31 Variable 6.90000000 N N N N N N PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE 529900RAHBALMYIJ3T08 718286CH8 835000.00000000 PA USD 569735.49000000 0.390863761839 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N CHILE, REPUBLIC OF - MINISTRY OF FINANCE 549300FLZTJM5YJF8D34 168863DW5 700000.00000000 PA USD 550888.14000000 0.377933645581 Long DBT NUSS CL N 2 2052-01-31 Fixed 4.00000000 N N N N N N DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA 254900EHU7Q8FGVPI369 000000000 480000.00000000 PA USD 500613.35000000 0.343442914549 Long DBT NUSS DO N 2 2036-06-01 Fixed 6.60000000 N N N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 000000000 915000.00000000 PA USD 912522.81000000 0.626031034648 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 17607.28000000 0.012079373353 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -350764.86000000 USD 1265647306.00000000 COP 2026-07-22 17607.28000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -542.33000000 -0.00037206238 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -95703.95000000 USD 1561674.20000000 ZAR 2026-07-22 -542.33000000 N N N DEVELOPMENT BANK OF KAZAKHSTAN JSC 213800LCDPGJ1BI7KX98 25159XAF0 175000000.00000000 PA 346585.63000000 0.237773081577 Long DBT NUSS KZ N 2 2028-05-23 Fixed 13.48920000 N N N N N N GHANA, REPUBLIC OF 213800PP4399SNNXZ126 000000000 25000.00000000 PA USD 25000.00000000 0.017151106465 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 459604.00000000 PA USD 317988.92000000 0.218154472866 Long DBT NUSS UA N 2 2035-02-01 Variable 4.50000000 N N N N N N BENIN, REPUBLIC OF - MINISTRY OF FINANCE 635400Q11P6AE5A5Y230 08205QAE8 295000.00000000 PA USD 318565.55000000 0.218550066567 Long DBT NUSS BJ N 2 2041-01-23 Fixed 8.37500000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 350000.00000000 PA USD 378128.28000000 0.259412735511 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 714000.00000000 PA USD 741873.24000000 0.508957876916 Long DBT CORP MY N 2 2055-04-03 Fixed 5.84800000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -6397.39000000 -0.00438889267 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -137006215.90000000 KZT 278061.00000000 USD 2026-07-22 -6397.39000000 N N N GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE 529900QKDFFU9UWW5315 000000000 680000.00000000 PA USD 723478.83000000 0.496338497545 Long DBT NUSS GT N 2 2037-02-06 Fixed 6.55000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -5681.33000000 -0.00389764382 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -740000.00000000 USD 676760762.00000000 CLP 2026-07-22 -5681.33000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -26136.19000000 -0.01793058309 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2942450.74000000 USD 2550000.00000000 EUR 2026-07-22 -26136.19000000 N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 000000000 1225000.00000000 PA USD 1250744.52000000 0.858066096930 Long DBT NUSS AO N 2 2033-03-31 Fixed 9.37500000 N N N N N N DANANTARA INVESTMENT MANAGEMENT PT 254900GCA4GGCJNSIY27 74450AAA5 715000.00000000 PA USD 712787.01000000 0.489003435820 Long DBT CORP ID N 2 2031-06-18 Fixed 5.35000000 N N N N N N DEVELOPMENT BANK OF MONGOLIA LLC 254900HRWK3OKXS9UW60 25161AAC3 270000.00000000 PA USD 267197.62000000 0.183309393114 Long DBT NUSS MN N 2 2031-07-02 Fixed 6.90000000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 000000000 320000.00000000 PA 365728.08000000 0.250905649495 Long DBT NUSS RS N 2 2038-05-06 Fixed 4.87500000 N N N N N N SRI LANKA, GOVERNMENT OF 254900IG6Y30I2QE2R92 000000000 630000.00000000 PA USD 602185.80000000 0.413126110704 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 000000000 400000.00000000 PA USD 407686.29000000 0.279690838567 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N ARMENIA, REPUBLIC OF - MINISTRY OF FINANCE 2549008QLWTFS81EUF38 000000000 740000.00000000 PA USD 775061.03000000 0.531726169701 Long DBT NUSS AM N 2 2035-03-12 Fixed 6.75000000 N N N N N N LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE 529900QPC4K9S1KHL354 000000000 701000.00000000 PA USD 171907.77000000 0.117936338618 Long DBT NUSS LB N 2 2020-03-09 Fixed 6.37500000 Y N N N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 000000000 370000.00000000 PA USD 401106.70000000 0.275176948624 Long DBT NUSS NG N 2 2036-01-13 Fixed 8.63080000 N N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 715638EC2 585000.00000000 PA USD 581422.64000000 0.398881663996 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.87500000 N N N N N N COTE D'IVOIRE, REPUBLIC OF 254900ICW11T82O6H590 000000000 720000.00000000 PA USD 697449.48000000 0.478481211422 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N COTE D'IVOIRE, REPUBLIC OF 254900ICW11T82O6H590 000000000 300000.00000000 PA USD 328094.54000000 0.225087375447 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.07500000 N N N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 000000000 1275000.00000000 PA USD 1250141.21000000 0.857652199569 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY 549300SHS4T08CL0LP14 698299BV5 1240000.00000000 PA USD 1333953.86000000 0.915151386900 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85300000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 645000.00000000 PA USD 359455.74000000 0.246602546650 Long DBT NUSS VE N 2 2022-08-23 Fixed 12.75000000 Y N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 25.00000000 NC USD 4822.50000000 0.003308448437 N/A DE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased NATIONAL STOCK EXCHANGE OF INDIA NIFTY 50 INDEX 2.00000000 24000.00000000 USD 2026-06-30 XXXX -8230.50000000 N N N EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 199362.68000000 0.136771621994 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO 549300KPBYGYF7HCHO27 040114HU7 2897000.00000000 PA USD 2415582.18000000 1.657196285783 Long DBT NUSS AR N 2 2038-01-09 Variable 5.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 565000.00000000 PA USD 618790.52000000 0.424517683526 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N CONGO, REPUBLIC OF 529900BXT90HR4QTB688 000000000 210000.00000000 PA USD 205279.17000000 0.140830595990 Long DBT NUSS CG N 2 2035-02-17 Fixed 9.50000000 N N N N N N TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY 5493000PCHOG3B6S3Q85 900123DT4 990000.00000000 PA USD 966501.55000000 0.663062839312 Long DBT NUSS TR N 2 2033-03-14 Fixed 6.30000000 N N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 000000000 300000.00000000 PA USD 310546.32000000 0.213048519867 Long DBT NUSS AO N 2 2031-01-15 Fixed 9.24400000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -6556.46000000 -0.00449802173 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -7970383.58000000 ZAR 479123.98000000 USD 2026-07-22 -6556.46000000 N N N CORPORACION NACIONAL DEL COBRE DEL CHILE SA 549300UVMBCBCIPSUI70 000000000 800000.00000000 PA USD 822601.19000000 0.564340823523 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N ABU DHABI DEVELOPMENTAL HOLDING CO PJSC 254900G082ZFKTCR2Q75 000000000 930000.00000000 PA USD 856253.09000000 0.587427516309 Long DBT NUSS AE N 2 2054-10-02 Fixed 5.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 38586.84000000 0.026472280039 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.45.V1 Y Default Event 2031-06-20 97069.18000000 USD 0.00000000 USD -2216000.00000000 USD -58482.34000000 N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 000000000 250000.00000000 PA USD 255738.55000000 0.175447963932 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE 213800L6VDKUM3TCM927 91824PAE7 3540000000.00000000 PA 300326.57000000 0.206037319055 Long DBT NUSS UZ N 2 2029-04-13 Fixed 12.25000000 N N N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 836205AS3 1000000.00000000 PA USD 847699.19000000 0.581559162325 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3035.39000000 0.002082411882 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -971796.33000000 PEN 287131.43000000 USD 2026-07-22 3035.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -32697.38000000 -0.02243184982 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1376955930.00000000 COP 368071.62000000 USD 2026-07-22 -32697.38000000 N N N ISTANBUL, METROPOLITAN MUNICIPALITY OF 213800T1VDQSNKA2MD76 000000000 480000.00000000 PA USD 514959.51000000 0.353285015250 Long DBT NUSS TR N 2 2028-12-06 Fixed 10.50000000 N N N N N N ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO 5299003Y2U5XK0A35H71 27927WAR3 800000.00000000 PA USD 819661.51000000 0.562324072937 Long DBT NUSS EC N 2 2039-01-29 Fixed 9.25000000 N N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 000000000 680000.00000000 PA USD 708740.09000000 0.486227069589 Long DBT NUSS AO N 2 2035-10-15 Fixed 9.87500000 N N N N N N MEXICO CITY AIRPORT TRUST N/A 000000000 990000.00000000 PA USD 843423.10000000 0.578625575331 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 000000000 930000.00000000 PA USD 870829.85000000 0.597427818816 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE 529900GFIVH4086NMH82 000000000 502000.00000000 PA USD 490444.97000000 0.336466955831 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA 254900YU43PQQ27Q0E71 000000000 152000.00000000 PA USD 160554.91000000 0.110147774196 Long DBT CORP SV N 2 2033-01-24 Fixed 8.65000000 N N N N N N COSTA RICA, REPUBLIC OF 549300S1EK2VN6XVJP58 000000000 650000.00000000 PA USD 732923.52000000 0.502817972894 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -285928.02000000 -0.19615927649 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -9700963200.00000000 COP 2537579.44000000 USD 2026-07-22 -285928.02000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 10429.44000000 0.007155057432 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -635000.00000000 USD 61183145.35000000 INR 2026-07-22 10429.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 36532.13000000 0.025062658041 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.45.V1 Y Default Event 2031-06-20 95845.70000000 USD 0.00000000 USD -2098000.00000000 USD -59313.57000000 N N N EDO SUKUK LTD 5493000LZIE4T625R469 000000000 515000.00000000 PA USD 530144.60000000 0.363702659061 Long DBT CORP KY N 2 2031-07-03 Fixed 5.66200000 N N N N N N UZBEKNEFTEGAZ JSC 213800LUZJZFLJD4MJ51 000000000 650000.00000000 PA USD 628825.53000000 0.431402144522 Long DBT CORP UZ N 2 2028-11-16 Fixed 4.75000000 N N N N N N GHANA, REPUBLIC OF 213800PP4399SNNXZ126 000000000 633000.00000000 PA USD 586810.91000000 0.402578255693 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N PAKISTAN, ISLAMIC REPUBLIC OF 529900LOP29R5WKHOD86 000000000 145000.00000000 PA USD 144672.90000000 0.099252012421 Long DBT NUSS PK N 2 2036-03-31 Fixed 7.87500000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 000000000 325000.00000000 PA USD 324498.41000000 0.222620271107 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 195325EU5 410000.00000000 PA USD 414664.70000000 0.284478336682 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.12500000 N N N N N N ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO 5299003Y2U5XK0A35H71 000000000 176969.00000000 PA USD 148077.20000000 0.101587512890 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -90847.30000000 -0.06232526857 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -4901476797.00000000 COP 1335748.80000000 USD 2026-07-22 -90847.30000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -13755.99000000 -0.00943721796 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -692787.46000000 USD 3534948.00000000 BRL 2026-08-04 -13755.99000000 N N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 000000000 400000.00000000 PA USD 421646.22000000 0.289267968394 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY 549300RODM1WN85LFQ95 05675M2R4 1668000.00000000 PA USD 1648822.39000000 1.131165134123 Long DBT NUSS BH N 2 2036-06-10 Fixed 7.12500000 N N N N N N CAMEROON, REPUBLIC OF 54930021BO6NHYGBBV24 000000000 270000.00000000 PA USD 265572.35000000 0.182194385962 Long DBT NUSS CM N 2 2033-01-30 Fixed 8.87500000 N N N N N N INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE 529900FWX0GRR7WG5W79 000000000 605000.00000000 PA 671979.62000000 0.461007760202 Long DBT NUSS ID N 2 2038-03-04 Fixed 4.46000000 N N N N N N DANANTARA INVESTMENT MANAGEMENT PT 254900GCA4GGCJNSIY27 74450AAB3 725000.00000000 PA USD 721912.32000000 0.495263802354 Long DBT CORP ID N 2 2036-06-18 Fixed 5.95000000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAA1 585000.00000000 PA USD 591720.72000000 0.405946602655 Long DBT CORP LU N 2 2041-06-30 Fixed 5.95730000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -58196.63000000 -0.03992546388 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 0.00000000 USD -37430.70000000 USD -2246000.00000000 EUR -20765.93000000 N N N SRI LANKA, GOVERNMENT OF 254900IG6Y30I2QE2R92 000000000 206700.00000000 PA USD 199439.96000000 0.136824639494 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAC7 702000.00000000 PA USD 711838.35000000 0.488352613074 Long DBT CORP LU N 2 2046-06-30 Fixed 6.46230000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -4315.97000000 -0.00296094643 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3534948.00000000 BRL 674715.50000000 USD 2026-08-04 -4315.97000000 N N N TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY 5493000PCHOG3B6S3Q85 900123DP2 506000.00000000 PA USD 518408.73000000 0.355651332828 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.12500000 N N N N N N MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT 529900F3MBW9XY5K1X07 000000000 705000.00000000 PA 822935.28000000 0.564570024049 Long DBT NUSS MA N 2 2038-05-26 Fixed 5.12500000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 000000000 10087000000.00000000 PA 2968080.48000000 2.036234572389 Long DBT NUSS CO N 2 2030-02-27 Fixed 12.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2596.74000000 0.001781478568 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -455150.60000000 USD 43391919.00000000 INR 2026-07-22 2596.74000000 N N N QAZAQGAZ NATIONAL COMPANY JSC 635400YGLXBBSVHONW39 63549WAB1 440000.00000000 PA USD 432852.28000000 0.296955821519 Long DBT CORP KZ N 2 2036-05-08 Fixed 5.62500000 N N N N N N KENYA, GOVERNMENT OF 549300VVURQQYU45PR87 000000000 570000.00000000 PA USD 572919.40000000 0.393048065014 Long DBT NUSS KE N 2 2033-10-09 Fixed 7.87500000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBS8 1853000.00000000 PA USD 1817343.46000000 1.246778046650 Long DBT NUSS MX N 2 2056-02-09 Fixed 6.75000000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 921000.00000000 PA USD 411810.51000000 0.282520236019 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65000000 Y Y N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 836205BE3 200000.00000000 PA USD 201954.40000000 0.138549656620 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N BAITEREK NATIONAL INVESTMENT HOLDING JSC 984500B4F78F04253804 000000000 439000.00000000 PA USD 432425.27000000 0.296662873760 Long DBT NUSS KZ N 2 2030-10-01 Fixed 4.65000000 N N N N N N OMAN, GOVERNMENT OF THE SULTANATE OF 549300SZ20F0QTKNQC75 000000000 1245000.00000000 PA USD 1361956.85000000 0.934362677413 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 663000.00000000 PA 760499.03000000 0.521735993208 Long DBT NUSS BR N 2 2033-04-23 Fixed 4.87500000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QCC4 1375000.00000000 PA USD 1175584.93000000 0.806503291732 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 27.00000000 NC USD -11226.17000000 -0.00770164947 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 5576812.09000000 USD -11226.17000000 N N N PERUSAHAAN LISTRIK NEGARA (PERSERO) PT 254900OYVDRYS9J51J61 71568QAZ0 324000.00000000 PA USD 316185.14000000 0.216916999954 Long DBT CORP ID N 2 2031-02-03 Fixed 4.75000000 N N N N N N TURKIYE VARLIK FONU YONETIMI AS 789000MAPAG7J8DI3112 000000000 250000.00000000 PA USD 253771.59000000 0.174098542317 Long DBT CORP TR N 2 2035-09-10 Fixed 7.75000000 N N N N N N BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY 549300RODM1WN85LFQ95 000000000 400000.00000000 PA USD 376461.29000000 0.258269106592 Long DBT NUSS BH N 2 2037-10-06 Fixed 6.62500000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 817477AK8 690000.00000000 PA USD 675673.46000000 0.463541897926 Long DBT NUSS RS N 2 2036-05-06 Fixed 5.50000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QDE9 1386000.00000000 PA USD 1370663.10000000 0.940335550240 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE 529900UXKJTJPCU0HK83 000000000 235000.00000000 PA USD 243467.86000000 0.167029727508 Long DBT NUSS PY N 2 2033-08-21 Fixed 5.85000000 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 000000000 200000.00000000 PA USD 194757.34000000 0.133612154928 Long DBT CORP MX N 2 2051-01-28 Fixed 6.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 19044.90000000 0.013065644300 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -369235.14000000 USD 1334046561.00000000 COP 2026-07-22 19044.90000000 N N N LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE 529900QPC4K9S1KHL354 000000000 5000.00000000 PA USD 1319.93000000 0.000905530398 Long DBT NUSS LB N 2 2034-05-17 Fixed 8.25000000 Y Y N N N N NAVOI MINING AND METALLURGICAL CO JSC 213800YLNAGERZ4C3M60 000000000 250000.00000000 PA USD 256436.99000000 0.175927124684 Long DBT CORP UZ N 2 2028-10-17 Fixed 6.70000000 N N N N N N ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO 5299003Y2U5XK0A35H71 27927WAQ5 670000.00000000 PA USD 675075.58000000 0.463131725785 Long DBT NUSS EC N 2 2034-01-29 Fixed 8.75000000 N N N N N N INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE 529900FWX0GRR7WG5W79 000000000 510000.00000000 PA 568856.22000000 0.390260543704 Long DBT NUSS ID N 2 2046-03-04 Fixed 4.97000000 N N N N N N KENYA, GOVERNMENT OF 549300VVURQQYU45PR87 000000000 490000.00000000 PA USD 494247.25000000 0.339075488195 Long DBT NUSS KE N 2 2038-10-09 Fixed 8.80000000 N N N N N N CHILE, REPUBLIC OF - MINISTRY OF FINANCE 549300FLZTJM5YJF8D34 000000000 744000.00000000 PA 850080.16000000 0.583192613124 Long DBT NUSS CL N 2 2036-04-14 Fixed 3.87500000 N N N N N N SRI LANKA, GOVERNMENT OF 254900IG6Y30I2QE2R92 000000000 265000.00000000 PA USD 268184.90000000 0.183986710890 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QDD1 2854000.00000000 PA USD 2661461.63000000 1.825880470765 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBC3 975000.00000000 PA USD 1023849.28000000 0.702405920223 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N PAKISTAN, ISLAMIC REPUBLIC OF 529900LOP29R5WKHOD86 000000000 970000.00000000 PA USD 975607.05000000 0.669309615309 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.37500000 N N N N N N INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE 529900FWX0GRR7WG5W79 455780CX2 1035000.00000000 PA USD 632266.05000000 0.433762493514 Long DBT NUSS ID N 2 2071-03-12 Fixed 3.35000000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 245000.00000000 PA USD 111520.58000000 0.076508053625 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25000000 Y N N N N N BOGOTA, DISTRITO CAPITAL 529900L83GNDA0PLHT11 097230AC0 5143000000.00000000 PA 1504736.77000000 1.032316021774 Long DBT NUSS CO N 2 2035-11-05 Fixed 13.14040000 N N N N N N BULGARIA, REPUBLIC OF - MINISTRY OF FINANCE 529900PG0XCL4LICL838 000000000 590000.00000000 PA USD 574937.41000000 0.394432509189 Long DBT NUSS BG N 2 2037-03-05 Fixed 5.00000000 N N N N N N LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE 529900QPC4K9S1KHL354 000000000 2251000.00000000 PA USD 597618.84000000 0.409992974017 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y N N N N N TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY 5493000PCHOG3B6S3Q85 900123DV9 663000.00000000 PA USD 661390.05000000 0.453742846502 Long DBT NUSS TR N 2 2031-05-22 Fixed 6.37500000 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 67091TAK1 370000.00000000 PA USD 367777.12000000 0.252311381623 Long DBT CORP MA N 2 N/A Fixed 6.74050000 N N N N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 000000000 370000.00000000 PA USD 380906.87000000 0.261318971227 Long DBT NUSS AO N 2 2037-03-31 Fixed 9.87500000 N N N N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 000000000 650000.00000000 PA USD 649158.37000000 0.445351372665 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N ICBC Standard Bank PLC F01VVKN4DRF2NWKGQ283 85312EF99 27150000.00000000 PA 523208.67000000 0.358944304107 Long DBT CORP GB N 2 2026-10-01 None 0.00000000 N N N N N N EDO SUKUK LTD 5493000LZIE4T625R469 000000000 500000.00000000 PA USD 519048.54000000 0.356090270805 Long DBT CORP KY N 2 2033-09-21 Fixed 5.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 61937.45000000 0.042491831965 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.45.V1 Y Default Event 2031-06-20 130301.20000000 USD 0.00000000 USD -3557000.00000000 USD -68363.75000000 N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 360000.00000000 PA USD 361412.16000000 0.247944737358 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE 529900QPC4K9S1KHL354 000000000 611000.00000000 PA USD 149663.69000000 0.102675915246 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBR0 588000.00000000 PA USD 577306.77000000 0.396057995013 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N SHARJAH, EMIRATES OF - MINISTRY OF FINANCE 254900ZNL8O3F1CLJO24 000000000 599000.00000000 PA USD 391553.96000000 0.268623346193 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.00000000 N N N N N N EXPORT-IMPORT BANK OF INDIA LTD (THE) 335800OFZ8YEIVN1QI11 000000000 905000.00000000 PA USD 917945.03000000 0.629750917548 Long DBT NUSS IN N 2 2035-01-13 Fixed 5.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1541.69000000 0.001057667573 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -274849.40000000 USD 26200348.87000000 INR 2026-07-22 1541.69000000 N N N SENEGAL, REPUBLIC OF 549300NP14ZLQGWIUZ97 000000000 530000.00000000 PA USD 279839.24000000 0.191982103935 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N SRI LANKA, GOVERNMENT OF 254900IG6Y30I2QE2R92 000000000 490000.00000000 PA USD 491772.21000000 0.337377501213 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 18683.97000000 0.012818030346 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.45.V1 Y Default Event 2031-06-20 44302.97000000 USD 0.00000000 USD -1073000.00000000 USD -25619.00000000 N N N SRI LANKA, GOVERNMENT OF 254900IG6Y30I2QE2R92 000000000 350000.00000000 PA USD 290380.84000000 0.199214108091 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 000000000 526000.00000000 PA 596968.11000000 0.409546544437 Long DBT NUSS CO N 2 2036-02-19 Fixed 5.62500000 N N N N N N MONTENEGRO, REPUBLIC OF - MINISTRY OF FINANCE 747800V014106FYLL014 000000000 570000.00000000 PA USD 603430.78000000 0.413980222086 Long DBT NUSS ME N 2 2031-03-12 Fixed 7.25000000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 449000.00000000 PA USD 467833.56000000 0.320954527821 Long DBT NUSS HU N 2 2035-09-26 Fixed 6.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -7454.91000000 -0.00511439820 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -8065868.80000000 ZAR 484043.99000000 USD 2026-07-22 -7454.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -58222.54000000 -0.03994323928 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 0.00000000 USD -37146.67000000 USD -2247000.00000000 EUR -21075.87000000 N N N UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE 213800L6VDKUM3TCM927 000000000 257000.00000000 PA USD 274106.65000000 0.188049293478 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE 6354001WLTJXOMEXPY07 000000000 818121.00000000 PA USD 489614.65000000 0.335897319562 Long DBT NUSS UA N 2 2035-02-01 Variable 0.01000000 N N N N N N EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE 529900AKDMUSFSDOM949 000000000 510000.00000000 PA USD 548151.62000000 0.376056271747 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N PETROLEOS DE VENEZUELA SA 549300YWR8TN1OFD4P06 000000000 260000.00000000 PA USD 274168.75000000 0.188091896827 Long DBT NUSS VE N 2 2020-10-27 Fixed 8.50000000 Y N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -179899.85000000 -0.12341925921 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2031-06-20 0.00000000 USD -44930.85000000 USD -9860000.00000000 USD -134969.00000000 N N N CHILE, REPUBLIC OF - MINISTRY OF FINANCE 549300FLZTJM5YJF8D34 168863DQ8 400000.00000000 PA USD 250935.95000000 0.172153167775 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 195325EL5 1137000.00000000 PA USD 1251613.08000000 0.858661967532 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 000000000 420000.00000000 PA 480628.33000000 0.329732306320 Long DBT NUSS RS N 2 2031-05-06 Fixed 4.25000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 000000000 440000.00000000 PA USD 454946.58000000 0.312113489182 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 000000000 200000.00000000 PA USD 211180.16000000 0.144878936299 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE 5493007OEK8EF02UO833 000000000 1225000.00000000 PA USD 1251116.61000000 0.858321367138 Long DBT NUSS KZ N 2 2037-07-01 Fixed 5.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 5164.25000000 0.003542904062 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -680000.00000000 USD 12287934560.00000000 IDR 2026-07-22 5164.25000000 N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 331000.00000000 PA USD 350149.31000000 0.240217923780 Long DBT NUSS HU N 2 2032-09-22 Fixed 6.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 870.71000000 0.000597345596 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -131029630.80000000 INR 1383120.36000000 USD 2026-07-22 870.71000000 N N N PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE 529900UXKJTJPCU0HK83 000000000 860000.00000000 PA USD 792743.75000000 0.543857298234 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 20768.52000000 0.014248123905 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -710000.00000000 EUR 832761.98000000 USD 2026-07-22 20768.52000000 N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 000000000 1290000.00000000 PA USD 1384973.88000000 0.950153378695 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 105756CN8 685000.00000000 PA USD 687658.33000000 0.471764049180 Long DBT NUSS BR N 2 2056-01-12 Fixed 7.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 9644.37000000 0.006616464666 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2755266.46000000 PEN 815122.09000000 USD 2026-07-22 9644.37000000 N N N COX ASSET MEXICO SA DE CV 4469000001ERQUPOUR24 22389AAB8 705000.00000000 PA USD 720862.01000000 0.494543243208 Long DBT CORP MX N 2 2036-05-08 Fixed 7.75000000 N N N N N N NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) 549300GSBZD84TNEQ285 000000000 529000.00000000 PA USD 587488.46000000 0.403043084981 Long DBT NUSS NG N 2 2031-06-09 Fixed 9.62500000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 1085000.00000000 PA USD 1182746.51000000 0.811416452573 Long DBT NUSS HU N 2 2055-09-23 Fixed 6.75000000 N N N N N N INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE 529900FWX0GRR7WG5W79 455780EJ1 240000.00000000 PA USD 245044.89000000 0.168111639885 Long DBT NUSS ID N 2 2036-05-29 Fixed 5.69000000 N N N N N N SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY 378900AAFB4F17004C49 000000000 18060000.00000000 PA 1097734.58000000 0.753094506083 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.50000000 N N N N N N PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE 529900UXKJTJPCU0HK83 000000000 290000.00000000 PA USD 311425.43000000 0.213651628235 Long DBT NUSS PY N 2 2055-03-04 Fixed 6.65000000 N N N N N N MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT 529900F3MBW9XY5K1X07 000000000 1115000.00000000 PA 1295456.64000000 0.888740590146 Long DBT NUSS MA N 2 2035-04-02 Fixed 4.75000000 N N N N N N DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA 254900EHU7Q8FGVPI369 000000000 39050000.00000000 PA 721640.29000000 0.495077177734 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25000000 N N N N N N EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE 529900AKDMUSFSDOM949 000000000 545000.00000000 PA USD 623592.83000000 0.427812280730 Long DBT NUSS SV N 2 2054-11-21 Fixed 9.65000000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 2554000.00000000 PA USD 1216262.38000000 0.834409822759 Long DBT NUSS VE N 2 2023-05-07 Fixed 9.00000000 Y N N N N N RUTAS 2 & 7 FINANCE LTD N/A 000000000 538999.86140000 PA USD 409794.86000000 0.281137410909 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE 213800L6VDKUM3TCM927 000000000 430000.00000000 PA USD 398722.43000000 0.273541233879 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3086.20000000 -0.00211726979 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -531688.65000000 USD 8674766.17000000 ZAR 2026-07-22 -3086.20000000 N N N FIDEICOMISO DE INVERSION EN ENERGIA MEXICO N/A 000000000 366487.73000000 PA USD 372266.19000000 0.255391082323 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 125000.00000000 PA USD 68111.53000000 0.046727524101 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95000000 Y Y N N N N DEVELOPMENT BANK OF KAZAKHSTAN JSC 213800LCDPGJ1BI7KX98 48129VAC0 102500000.00000000 PA 207299.40000000 0.142216563182 Long DBT NUSS KZ N 2 2027-04-15 Fixed 13.00000000 N N N N N N ISTANBUL, METROPOLITAN MUNICIPALITY OF 213800T1VDQSNKA2MD76 000000000 200000.00000000 PA USD 206981.85000000 0.141998709828 Long DBT NUSS TR N 2 2027-04-12 Fixed 10.75000000 N N N N N N SURINAME, REPUBLIC OF - MINISTRY OF FINANCE 254900SYU4G5JM13TN77 000000000 400000.00000000 PA USD 416713.64000000 0.285884000205 Long DBT NUSS SR N 2 2030-11-06 Fixed 7.70000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 22885.71000000 0.015700609949 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1804954.53000000 USD 6280065196.00000000 COP 2026-07-22 22885.71000000 N N N COSTA RICA, REPUBLIC OF 549300S1EK2VN6XVJP58 000000000 400000.00000000 PA USD 426163.19000000 0.292366809729 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE 529900QPC4K9S1KHL354 000000000 954000.00000000 PA USD 234022.85000000 0.160550032625 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N GHANA, REPUBLIC OF 213800PP4399SNNXZ126 000000000 323750.00000000 PA USD 318848.65000000 0.218744285697 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N SRI LANKA, GOVERNMENT OF 254900IG6Y30I2QE2R92 000000000 240000.00000000 PA USD 240519.64000000 0.165007118104 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBT6 755000.00000000 PA USD 755111.78000000 0.518040101275 Long DBT NUSS MX N 2 2037-08-27 Fixed 6.25000000 N N N N N N VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE 529900XM8PJTJK5OJI77 000000000 1271000.00000000 PA USD 695557.92000000 0.477183517544 Long DBT NUSS VE N 2 2026-10-21 Fixed 11.75000000 Y Y N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5572.11000000 0.003822714073 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.45.V1 Y Default Event 2031-06-20 12259.65000000 USD 0.00000000 USD -320000.00000000 USD -6687.54000000 N N N 2026-08-17 RBC Funds Trust Kathy Hegna Kathy Hegna Treasurer and Chief Financial Officer - RBC Funds, and Director of Mutual Fund Services | RBC Global Asset Management (U.S.) Inc. XXXX