# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184465
**Filing Date:** 2026-4
**Character Count:** 100558
**Document Hash:** caf032e57d0d57a1c00fad2a66696dde
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184465.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184465

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 26903831

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Emerging Markets Debt Fund (Series ID: S000027304)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000082346 | Class A      | JMKAX           |
| C000082347 | Class I      | JMKIX           |
| C000082348 | Class NAV    |  |
| C000145673 | Class C      | JMKCX           |
| C000153965 | Class R2     | JHEMX           |
| C000153967 | Class R6     | JEMIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

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

- **b. EDGAR series identifier (if any):** S000027304

- **c. LEI of Series:** 549300YFIMVIQ5USLB59

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1491616568.38

**Total Liabilities:** $14937415.39

**Net Assets:** $1476679152.99

**Cash Not Reported:** $61499969.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -785.865748000000 | **1-Year:** -21544.939869000000 | **5-Year:** -118711.117012000000 | **10-Year:** -274783.975664000000 | **30-Year:** -155525.413337000000

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

- **3-Month:** -1419.797175000000 | **1-Year:** -32017.251839000000 | **5-Year:** -102294.963928000000 | **10-Year:** -146647.432061000000 | **30-Year:** -66621.808256000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082346 | 0.46%                | 0.69%                | 1.37%                |
| Class ID C000082347 | 0.36%                | 0.84%                | 1.40%                |
| Class ID C000082348 | 0.49%                | 0.73%                | 1.41%                |
| Class ID C000145673 | 0.40%                | 0.76%                | 1.20%                |
| Class ID C000153967 | 0.49%                | 0.86%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-179697.48              | $2827187.62                                |
| Month 2  | $-2785865.51             | $8699295.95                                |
| Month 3  | $93117.26                | $11886242.91                               |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                          | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR    | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR    | CUSIP: 374422AP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     7050300 | PA      | $6382981.00   | 0.43%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| Grupo Energia Bogota SA ESP                                   | GRUPO ENERGIA BOGOTA SA ESP SR UNSECURED 144A 10/35 5.75      | CUSIP: 40053XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     7060000 | PA      | $6934685.00   | 0.47%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 05/28 6.125  | CUSIP: 445545AR7<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     2800000 | PA      | $2913160.66   | 0.20%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 03/36 5.5    | CUSIP: 445545AU0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     8880000 | PA      | $9005914.23   | 0.61%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                           | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                  | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     5800000 | PA      | $5818072.80   | 0.39%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Limited                         | IRB INFRASTRUCTURE DEVELOPERS SR SECURED 144A 03/32 7.11      | CUSIP: 449881AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     6200000 | PA      | $6462759.22   | 0.44%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                            | ISTANBUL METROPOLITAN MUNICIPA SR UNSECURED 144A 12/28 10.5   | CUSIP: 46522TAC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     4250000 | PA      | $4688010.78   | 0.32%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Kallpa Generacion S.A.                                        | KALLPA GENERACION SA SR UNSECURED 144A 09/35 5.5              | CUSIP: 48344FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     3400000 | PA      | $3442500.00   | 0.23%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED 144A 07/37 5.5    | KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED 144A 07/37 5.5    | CUSIP: 486661BP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     7060000 | PA      | $7299399.94   | 0.49%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                          | LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875              | CUSIP: 50201PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     4851360 | PA      | $5059939.37   | 0.34%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| MC Brazil Downstream Trading S.a r.l.                         | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25     | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5437011 | PA      | $4675829.88   | 0.32%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                             | MERCADOLIBRE INC COMPANY GUAR 01/33 4.9                       | CUSIP: 58733RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |     7230000 | PA      | $7188427.50   | 0.49%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                     | MEXICO CITY AIRPORT TRUST SR SECURED 144A 10/46 5.5           | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     7100000 | PA      | $6297886.73   | 0.43%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                     | MEXICO CITY AIRPORT TRUST SR SECURED 144A 07/47 5.5           | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     6400000 | PA      | $5610112.00   | 0.38%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT INTERNATION SR UNSECURED 144A 12/50 4      | MOROCCO GOVERNMENT INTERNATION SR UNSECURED 144A 12/50 4      | CUSIP: 617726AM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     6500000 | PA      | $4781721.69   | 0.32%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati  Aksiyadorlik Jamiyati      | NAVOI MINING and METALLURGICAL C SR UNSECURED 144A 10/28 6.7  | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     5358000 | PA      | $5551432.64   | 0.38%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Niagara Energy S.A.C.                                         | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746              | CUSIP: 65345YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     4405000 | PA      | $4558878.10   | 0.31%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oceanica Lux Sarl                                             | OCEANICA LUX SR SECURED 144A 10/29 13                         | CUSIP: 67525AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     8920000 | PA      | $9355902.56   | 0.63%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ORLEN S.A.                                                    | ORLEN SA SR UNSECURED 144A 01/35 6                            | CUSIP: 68666UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |     7910000 | PA      | $8420042.73   | 0.57%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indika Energy PT.TBK                                          | INDIKA ENERGY TBK PT COMPANY GUAR 144A 05/29 8.75             | CUSIP: 69369KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     6440000 | PA      | $6411806.84   | 0.43%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                 | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     5740664 | NS      | $57423859.65  | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA LONG TERM US TREASURY BOND FUTURE JUN26                 | ULTRA LONG TERM US TREASURY BOND FUTURE JUN26                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         245 | NC      | $284699.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVE SR SECURED REGS 01/41 7.25     | FIEMEX ENERGIA - BANCO ACTINVE SR SECURED REGS 01/41 7.25     | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2505984 | PA      | $2612287.51   | 0.18%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 01/34 6.375  | CUSIP: ZF5196612<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     9490000 | PA      | $10052305.66  | 0.68%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                            | ISTANBUL METROPOLITAN MUNICIPA SR UNSECURED REGS 12/28 10.5   | CUSIP: ZG3796767<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     6230000 | PA      | $6872072.27   | 0.47%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT INTERNAT UNSECURED REGS 11/54 7.3       | COSTA RICA GOVERNMENT INTERNAT UNSECURED REGS 11/54 7.3       | CUSIP: ZH9977492<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |     2220000 | PA      | $2528136.00   | 0.17%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVERNMENT INTERNATIONA SR UNSECURED REGS 01/29 7.5    | JORDAN GOVERNMENT INTERNATIONA SR UNSECURED REGS 01/29 7.5    | CUSIP: ZK0192318<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    13370000 | PA      | $14032111.55  | 0.95%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 09/33 6.5    | MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 09/33 6.5    | CUSIP: ZL3654445<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     2060000 | PA      | $2247434.64   | 0.15%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 05/28 6.125  | CUSIP: ZM2329815<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |     1570000 | PA      | $1633450.80   | 0.11%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                         | HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 09/32 6.25   | CUSIP: ZM2329823<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    13420000 | PA      | $14458647.34  | 0.98%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 02/28 6.625  | CUSIP: ZM2641672<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     7080000 | PA      | $7392337.10   | 0.50%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/53 5      | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/53 5      | CUSIP: ZM3514043<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     5320000 | PA      | $4773768.26   | 0.32%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                       | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED REGS 02/33 5.125  | CUSIP: ZM7549920<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     7730000 | PA      | $7902711.39   | 0.54%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Company                                 | GACI FIRST INVESTMENT CO COMPANY GUAR REGS 02/53 5.125        | CUSIP: ZM9211370<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    11500000 | PA      | $10346464.79  | 0.70%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/35 VAR    | ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/35 VAR    | CUSIP: ZO2094340<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    27340000 | PA      | $24797380.00  | 1.68%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/40 VAR    | ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/40 VAR    | CUSIP: ZO2104552<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    16390000 | PA      | $13390630.00  | 0.91%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/60 5.875  | DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/60 5.875  | CUSIP: ZP6620022<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     5420000 | PA      | $4885046.00   | 0.33%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                              | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR REGS 01/50 5.875  | CUSIP: ZQ3579419<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    18550000 | PA      | $6962883.48   | 0.47%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bond                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/31 3.125       | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    12240000 | PA      | $10635336.00  | 0.72%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/34 7.5         | CUSIP: 195325EG6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     7310000 | PA      | $7585587.00   | 0.51%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro S.A.                                   | CONSORCIO TRANSMANTARO SA SR UNSECURED 144A 04/38 5.2         | CUSIP: 210314AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     5000000 | PA      | $5015280.00   | 0.34%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                       | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 02/33 5.125  | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4800000 | PA      | $4907246.40   | 0.33%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Corporacion Inmobiliaria Vesta S. A. B. de C. V.              | CORP INMOBILIARIA VESTA SAB DE COMPANY GUAR 144A 01/33 5.5    | CUSIP: 21989DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4330000 | PA      | $4346021.00   | 0.29%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Quiport S.A.                                      | CORP QUIPORT SA SR SECURED 144A 12/37 9                       | CUSIP: 22000FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | EC        |     1545000 | PA      | $1687906.52   | 0.11%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT INTERNAT UNSECURED 144A 11/54 7.3       | COSTA RICA GOVERNMENT INTERNAT UNSECURED 144A 11/54 7.3       | CUSIP: 221597CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |     4700000 | PA      | $5352360.00   | 0.36%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ESC CB144A CREDITO REA D0                                     | ESC CB144A CREDITO REA D0                                     | CUSIP: 225ESCAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11760000 | PA      | $29400.00     | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/60 5.875  | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/60 5.875  | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     5350000 | PA      | $4821955.00   | 0.33%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/41 5.3    | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/41 5.3    | CUSIP: 25714PEG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     4300000 | PA      | $3918031.00   | 0.27%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/36 10.75  | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/36 10.75  | CUSIP: 25714PFA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   508700000 | PA      | $9396783.35   | 0.64%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 03/37 10.5   | DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 03/37 10.5   | CUSIP: 25714PFD5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   508000000 | PA      | $9195081.75   | 0.62%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FORESEA HLDG S A COMMON STOCK                                 | FORESEA HLDG S A COMMON STOCK                                 | CUSIP: 262051105<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        1602 | NS      | $43254.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                 | EMPRESA NACIONAL DEL PETROLEO SR UNSECURED 144A 07/34 5.95    | CUSIP: 29245JAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     4130000 | PA      | $4342013.55   | 0.29%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin E.S.P.                          | EMPRESAS PUBLICAS DE MEDELLIN SR UNSECURED 144A 07/29 4.25    | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2300000 | PA      | $2173503.29   | 0.15%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35              | ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35              | CUSIP: 29277RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2510000 | PA      | $2557767.81   | 0.17%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                   | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 01/35 5.5       | CUSIP: 30218VAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |     9130000 | PA      | $9623286.96   | 0.65%             | 2035-01-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of India                                   | EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 01/56 5.75      | CUSIP: 30218VAC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    21033000 | PA      | $21883659.49  | 1.48%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                | FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5                    | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     6030000 | PA      | $6111405.00   | 0.41%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR    | CUSIP: 903724CC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     8613659 | PA      | $5181842.19   | 0.35%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/30 VAR    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/30 VAR    | CUSIP: 903724CD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |      926241 | PA      | $597215.75    | 0.04%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR    | CUSIP: 903724CE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     3503326 | PA      | $1715836.94   | 0.12%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/35 VAR    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/35 VAR    | CUSIP: 903724CF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2959711 | PA      | $1681994.26   | 0.11%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR    | CUSIP: 903724CG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2466426 | PA      | $1397874.71   | 0.09%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A.S.                                     | ULKER BISKUVI SANAYI AS SR UNSECURED 144A 07/31 7.875         | CUSIP: 903742AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     2963000 | PA      | $3126643.70   | 0.21%             | 2031-07-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                | YINSON BORONIA PRODUCTION BV SR SECURED 144A 07/42 8.947      | CUSIP: 98584XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2817230 | PA      | $3102496.65   | 0.21%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production B.V.                               | YINSON BERGENIA PRODUCTION BV SR SECURED 144A 01/45 8.498     | CUSIP: 98585VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2969967 | PA      | $3154345.52   | 0.21%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                           | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                      | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |     1551287 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/27 7.5    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/27 7.5    | CUSIP: ACI0S47M1<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     1880000 | PA      | $1914056.09   | 0.13%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/50 5.25   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/50 5.25   | CUSIP: ACI17K9F9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     8210000 | PA      | $7756087.24   | 0.53%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/47 8.5    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/47 8.5    | CUSIP: AM2612894<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    11780000 | PA      | $11301341.26  | 0.77%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875  | CUSIP: AM4670155<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     8310000 | PA      | $8699188.71   | 0.59%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                        | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75            | CUSIP: AN9551200<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     9120000 | PA      | $6668179.20   | 0.45%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                        | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625           | CUSIP: AN9553354<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    10740000 | PA      | $6841380.00   | 0.46%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                       | CORP NACIONAL DEL COBRE DE CHI SR UNSECURED REGS 08/47 4.5    | CUSIP: AO5023020<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     8280000 | PA      | $6973795.22   | 0.47%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bahrain Kingdom of                                            | BAHRAIN GOVERNMENT INTERNATION SR UNSECURED REGS 09/29 6.75   | CUSIP: AP0583124<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     5350000 | PA      | $5486739.26   | 0.37%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                     | MEXICO CITY AIRPORT TRUST SR SECURED REGS 07/47 5.5           | CUSIP: AP1360043<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    10130000 | PA      | $8879755.40   | 0.60%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/47 4.625  | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/47 4.625  | CUSIP: AP2859340<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    10000000 | PA      | $8720736.40   | 0.59%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corporation                                    | AFRICA FINANCE CORP SR UNSECURED 144A 10/29 5.55              | CUSIP: 00830YAF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     9730000 | PA      | $9990159.48   | 0.68%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/27 7.5    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/27 7.5    | CUSIP: 038461AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     3700000 | PA      | $3767025.28   | 0.26%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875  | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875  | CUSIP: 03846JX62<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     6000000 | PA      | $5889026.88   | 0.40%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Argentine Republic Government International Bond              | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/30 VAR          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    25581600 | PA      | $21680406.00  | 1.47%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond              | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR          | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    42727840 | PA      | $32208245.79  | 2.18%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco BBVA Peru S.A.                                          | BANCO BBVA PERU SA SUBORDINATED 144A 06/34 VAR                | CUSIP: 058950AA4<br>LEI: 549300H1JNU0HLNFU552 | Long             | DBT              | CORP              | PE        |     7330000 | PA      | $7633189.40   | 0.52%             | 2034-06-07      | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| Banco Mercantil del Norte S.A.                                | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A VAR          | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     2200000 | PA      | $2271999.40   | 0.15%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A 12/99 VAR    | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     3640000 | PA      | $3890250.00   | 0.26%             | 2031-05-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                | BANCO DE CREDITO DEL PERU S.A. SUBORDINATED 144A 07/35 VAR    | CUSIP: 05971U2J5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     6680000 | PA      | $6963599.40   | 0.47%             | 2035-07-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVE SR SECURED 144A 01/41 7.25     | FIEMEX ENERGIA - BANCO ACTINVE SR SECURED 144A 01/41 7.25     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3813453 | PA      | $3975220.11   | 0.27%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                            | BBVA MEXICO SA INSTITUCION DE SR UNSECURED 144A 09/29 5.25    | CUSIP: 07336UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3184010.00   | 0.22%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                   | BIOCON BIOLOGICS GLOBAL PLC SR SECURED 144A 10/29 6.67        | CUSIP: 090978AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     6910000 | PA      | $6993034.71   | 0.47%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BOGOTA DISTRITO CAPITAL SR UNSECURED 144A 11/35 13.140        | BOGOTA DISTRITO CAPITAL SR UNSECURED 144A 11/35 13.140        | CUSIP: 097230AC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        | 24500000000 | PA      | $6529765.86   | 0.44%             | 2035-11-05      | Fixed         | 13.14%                | No            |                  2 | On Loan: No      |
| CT TRUST SR SECURED 144A 02/32 5.125                          | CT TRUST SR SECURED 144A 02/32 5.125                          | CUSIP: 12659BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |     5600000 | PA      | $5391876.00   | 0.37%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10                 | CUSIP: JV5341526<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   151000000 | PA      | $29219025.18  | 1.98%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                        | ESC GCBREGS CREDITO RE                                        | CUSIP: P32ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $22088.82     | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                     | MEXICO CITY AIRPORT TRUST SR SECURED REGS 10/46 5.5           | CUSIP: QZ6601400<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     3960000 | PA      | $3512624.15   | 0.24%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MTN (Mauritius) Investments Limited                           | MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR REGS 10/26 6.5     | CUSIP: QZ8096781<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     4740000 | PA      | $4780574.40   | 0.32%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corporation                                   | FRONTERA ENERGY CORP COMMON STOCK                             | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |       50770 | NS      | $424564.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000 | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000 | CUSIP: 374422AL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      133800 | PA      | $131157.71    | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR    | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR    | CUSIP: 374422AM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     8030269 | PA      | $7875105.01   | 0.53%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/30 0.0000 | GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/30 0.0000 | CUSIP: 374422AN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      751517 | PA      | $651897.81    | 0.04%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                        | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625           | CUSIP: 716564AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     9180000 | PA      | $5847660.00   | 0.40%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Limited                                      | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848            | CUSIP: 716743AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | MY        |    10490000 | PA      | $11174102.10  | 0.76%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 10/33 4.875        | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 10/33 4.875        | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     4280000 | PA      | $4398264.49   | 0.30%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 04/53 5.5          | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 04/53 5.5          | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     4770000 | PA      | $4683610.05   | 0.32%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 11/47 7.625  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 11/47 7.625  | CUSIP: AQ1229378<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     3940000 | PA      | $3735521.25   | 0.25%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/38 7.696  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/38 7.696  | CUSIP: AR3678802<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     1520000 | PA      | $1519251.22   | 0.10%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FORESEA HLDG S A COMMON STOCK                                 | FORESEA HLDG S A COMMON STOCK                                 | CUSIP: 262051204<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       14419 | NS      | $389313.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA Holding S.A.                                          | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                  | CUSIP: 262051AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      164787 | PA      | $160821.29    | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| EDO Sukuk Limited                                             | EDO SUKUK LTD COMPANY GUAR 144A 07/31 5.662                   | CUSIP: 28135J2B2<br>LEI: N/A                  | Long             | DBT              | CORP              | OM        |     8762000 | PA      | $9149280.40   | 0.62%             | 2031-07-03      | Fixed         | 5.66%                 | No            |                  2 | On Loan: —       |
| Prosus N.V.                                                   | PROSUS NV SR UNSECURED REGS 08/50 4.027                       | CUSIP: BK6663888<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5090000 | PA      | $3630729.17   | 0.25%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 01/49 9.248  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 01/49 9.248  | CUSIP: AV6882030<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     7760000 | PA      | $8539454.60   | 0.58%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                               | TRUST FIBRA UNO SR UNSECURED REGS 01/50 6.39                  | CUSIP: AZ3324532<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2208000 | PA      | $2121992.00   | 0.14%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: —       |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $10181.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $22469.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                         | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 09/28 7.25   | CUSIP: 39531JAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |     6080000 | PA      | $6203382.90   | 0.42%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| GreenSaif Pipelines Bidco S.a r.l.                            | GREENSAIF PIPELINES BIDCO SARL SR SECURED 144A 08/42 6.1027   | CUSIP: 39541EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    13835000 | PA      | $14486103.60  | 0.98%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Gruma S.A.B. de C.V.                                          | GRUMA SAB DE CV SR UNSECURED 144A 12/54 5.761                 | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     8190000 | PA      | $8222760.00   | 0.56%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa S.A.B.                                         | GRUPO TELEVISA SAB SR UNSECURED 01/46 6.125                   | CUSIP: 40049JBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     8800000 | PA      | $6812581.25   | 0.46%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                      | OCP SA SR UNSECURED REGS 06/31 3.75                           | CUSIP: BQ0169574<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |     6080000 | PA      | $5734382.40   | 0.39%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                           | IHS HOLDING LTD COMPANY GUAR REGS 11/28 6.25                  | CUSIP: BS5471211<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     3310000 | PA      | $3320313.96   | 0.22%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CT TRUST SR SECURED REGS 02/32 5.125                          | CT TRUST SR SECURED REGS 02/32 5.125                          | CUSIP: BT8491875<br>LEI: N/A                  | Long             | DBT              | CORP              | GT        |     3150000 | PA      | $3032930.25   | 0.21%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PT Pertamina Persero                                          | PERTAMINA PERSERO PT SR UNSECURED REGS 05/42 6                | CUSIP: EJ1528169<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    17600000 | PA      | $17712317.57  | 1.20%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama                                                        | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.7         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     4790000 | PA      | $5213915.00   | 0.35%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama                                                        | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 09/32 2.252       | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    11550000 | PA      | $9712972.50   | 0.66%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama                                                        | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 03/54 6.853       | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     4490000 | PA      | $4851894.00   | 0.33%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Panama                                                        | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.875       | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     8920000 | PA      | $9810216.00   | 0.66%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                         | MC BRAZIL DOWNSTREAM TRADING S SR SECURED REGS 06/31 7.25     | CUSIP: BQ5328001<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1857646 | PA      | $1597575.20   | 0.11%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED REGS 09/37 VAR    | PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED REGS 09/37 VAR    | CUSIP: BR2929577<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     4068512 | PA      | $3220802.49   | 0.22%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Panama                                                        | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 02/38 5.662       | CUSIP: 698299CC6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     7550000 | PA      | $7587750.00   | 0.51%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara   | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED REGS 07/49 4.875  | CUSIP: 71568QAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     8160000 | PA      | $6947857.30   | 0.47%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                          | LLPL CAPITAL PTE LTD SR SECURED REGS 02/39 6.875              | CUSIP: AW9637074<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     2048352 | PA      | $2136418.85   | 0.14%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA REGS VAR          | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     2440000 | PA      | $2519853.88   | 0.17%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Empresas Publicas de Medellin E.S.P.                          | EMPRESAS PUBLICAS DE MEDELLIN SR UNSECURED REGS 07/29 4.25    | CUSIP: AZ6283354<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1340000 | PA      | $1266301.92   | 0.09%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/30 5.45    | INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/30 5.45    | CUSIP: BJ4178874<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     8390000 | PA      | $8662255.50   | 0.59%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/50 8.875  | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/50 8.875  | CUSIP: BJ6630427<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    13930000 | PA      | $13672357.41  | 0.93%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                         | AES PANAMA GENERATION HOLDINGS SR SECURED REGS 05/30 4.375    | CUSIP: BK8770863<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     1213562 | PA      | $1155310.86   | 0.08%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 01/32 4.875  | IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 01/32 4.875  | CUSIP: BM7280605<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     2465000 | PA      | $2848019.51   | 0.19%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875  | IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875  | CUSIP: BM7280613<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |     1418000 | PA      | $1638333.33   | 0.11%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 12/50 4      | MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 12/50 4      | CUSIP: BM9763137<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |     3110000 | PA      | $2287869.91   | 0.15%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/41 5.3    | DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/41 5.3    | CUSIP: BN5158629<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     2620000 | PA      | $2387265.40   | 0.16%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OMAN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/51 7       | OMAN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/51 7       | CUSIP: BN5332828<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     3540000 | PA      | $4050278.40   | 0.27%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED REGS 02/31 3.1  | CUSIP: BN7410036<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1570000 | PA      | $1430336.63   | 0.10%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond (Venezuela)           | VENEZUELA GOVERNMENT INTERNATI SR UNSECURED REGS 04/25 7.65   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VE        |    24150000 | PA      | $9263940.00   | 0.63%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                        | ASIAN DEVELOPMENT BANK SR UNSECURED 03/26 20                  | CUSIP: YQ4183667<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        | 17500000000 | PA      | $12812424.35  | 0.87%             | 2026-03-27      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Romania                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 07/39 6.75   | CUSIP: YQ7562081<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $6410290.14   | 0.43%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                         | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     3267282 | PA      | $3110452.33   | 0.21%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875      | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |     5540625 | PA      | $5949079.88   | 0.40%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR    | PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR    | CUSIP: BR3458824<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     3985243 | PA      | $3154883.65   | 0.21%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Romania                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 03/32 3.625  | CUSIP: BT6265537<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     8810000 | PA      | $8184667.52   | 0.55%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                            | CSN RESOURCES SA COMPANY GUAR REGS 04/32 5.875                | CUSIP: BU2177212<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     6940000 | PA      | $4940204.30   | 0.33%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 03/29 8.375  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 03/29 8.375  | CUSIP: BV3374576<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     3120000 | PA      | $3325936.54   | 0.23%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                   | PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 12/99 6.85           | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     8916000 | PA      | $8582147.51   | 0.58%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro S.A.                                   | CONSORCIO TRANSMANTARO SA SR UNSECURED REGS 04/38 5.2         | CUSIP: BV7238355<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     2900000 | PA      | $2908862.40   | 0.20%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                         | FREEPORT INDONESIA PT SR UNSECURED REGS 04/52 6.2             | CUSIP: BV8019879<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    12300000 | PA      | $12562371.30  | 0.85%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bond                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/38 6.5         | CUSIP: DA6782878<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     6500000 | PA      | $7584222.67   | 0.51%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania                                                       | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 03/33 4.625  | CUSIP: DF8722681<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     7120000 | PA      | $8394166.62   | 0.57%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRAQ INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.8           | IRAQ INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.8           | CUSIP: EF2306852<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     3019500 | PA      | $3005512.65   | 0.20%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sinochem Overseas Capital Company Limited                     | SINOCHEM OVERSEAS CAPITAL CO L COMPANY GUAR REGS 11/40 6.3    | CUSIP: EI4606089<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     5100000 | PA      | $5903998.63   | 0.40%             | 2040-11-12      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Instituto Costarricense de Electricidad                       | INSTITUTO COSTARRICENSE DE ELE SR UNSECURED REGS 05/43 6.375  | CUSIP: EJ6716355<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    14330000 | PA      | $14264798.50  | 0.97%             | 2043-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | PETROLEOS DE VENEZUELA SA COMPANY GUAR REGS 11/26 6           | CUSIP: EJ9776299<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    34580000 | PA      | $11031365.80  | 0.75%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                | ATLANTICA TRANSMISION SUR SA SR SECURED REGS 04/43 6.875      | CUSIP: EK1721878<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |     2823502 | PA      | $3031651.10   | 0.21%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                      | OCP SA SR UNSECURED REGS 04/44 6.875                          | CUSIP: EK1867895<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |     6080000 | PA      | $6414339.20   | 0.43%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corporation S.A.B. de CV                        | ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/44 5.875    | CUSIP: EK4851532<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     6900000 | PA      | $5589966.00   | 0.38%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/45 6.85   | DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/45 6.85   | CUSIP: EK7108062<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |     1880000 | PA      | $1963791.60   | 0.13%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/35 8.875               | REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/35 8.875               | CUSIP: EK7732887<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   230000000 | PA      | $15266277.21  | 1.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | UNITED STATES TREASURY NOTE/BO 02/35 4.625                    | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    29300000 | PA      | $30909211.08  | 2.09%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | UNITED STATES TREASURY NOTE/BO 01/33 4                        | CUSIP: 91282CPY1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    23000000 | PA      | $23395312.50  | 1.58%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                           | CANACOL ENERGY LTD COMPANY GUAR REGS 11/28 5.75               | CUSIP: BS4891542<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     8600000 | PA      | $2579312.00   | 0.17%             | 2028-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 08/27 4.2  | CUSIP: 00652MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1717000 | PA      | $1696200.04   | 0.11%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                 | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 02/31 3.1  | CUSIP: 00652MAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     4500000 | PA      | $4099690.98   | 0.28%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 03/42 6.7      | ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 03/42 6.7      | CUSIP: 00654AAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     9029650 | PA      | $8772881.05   | 0.59%             | 2042-03-12      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Aeropuertos Dominicanos Siglo XXI S.A.                        | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7         | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |     9550000 | PA      | $10087187.50  | 0.68%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                          | AMBIPAR LUX SARL COMPANY GUAR 144A 02/31 9.875                | CUSIP: 02319WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5514000 | PA      | $1075230.00   | 0.07%             | 2031-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                          | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875               | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2250000 | PA      | $326250.00    | 0.02%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                               | ANTOFAGASTA PLC SR UNSECURED 144A 05/34 6.25                  | CUSIP: 03718NAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     5950000 | PA      | $6437376.40   | 0.44%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA S.A.B. de C.V.                                | COCA-COLA FEMSA SAB DE CV COMPANY GUAR 05/35 5.1              | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    10470000 | PA      | $10773630.00  | 0.73%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colbun S.A.                                                   | COLBUN SA SR UNSECURED 144A 09/35 5.375                       | CUSIP: 192714AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     5090000 | PA      | $5135810.00   | 0.35%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 06/45 5           | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    20240000 | PA      | $14872390.66  | 1.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                        | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 05/49 5.2         | CUSIP: 195325DQ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     4740000 | PA      | $3479163.79   | 0.24%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-114154.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CNY /Bought USD                                          | Sold CNY /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-2024253.39  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                          | Sold MXN /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-3386016.63  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-24416.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold MXN /Bought USD                                          | Sold MXN /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-688546.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold CNY /Bought USD                                          | Sold CNY /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-332460.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CNY                                          | Sold USD /Bought CNY                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $848212.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-50597.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-36036.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought EUR                                          | Sold USD /Bought EUR                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $7290.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sold USD /Bought CNY                                          | Sold USD /Bought CNY                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-251804.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/32 7.875  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/32 7.875  | CUSIP: 65412JAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     2000000 | PA      | $2093667.56   | 0.14%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.696  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.696  | CUSIP: 65412JAH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     2600000 | PA      | $2598719.19   | 0.18%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                   | PROSUS NV SR UNSECURED 144A 08/50 4.027                       | CUSIP: 74365PAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     8870000 | PA      | $6327027.06   | 0.43%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE RIO NEGRO SR UNSECURED 144A 03/28 VAR            | PROVINCIA DE RIO NEGRO SR UNSECURED 144A 03/28 VAR            | CUSIP: 744086AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     1320978 | PA      | $1276395.39   | 0.09%             | 2028-03-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                         | URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8           | CUSIP: 760942BJ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   540000000 | PA      | $14737485.37  | 1.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| St. Marys Cement Inc. (Canada)                                | ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 04/34 5.75       | CUSIP: 78478EAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4500000 | PA      | $4684090.50   | 0.32%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Sasol Financing USA LLC                                       | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5                | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6570000 | PA      | $5765477.22   | 0.39%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/50 5.25   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/50 5.25   | CUSIP: 80413TAL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    18050000 | PA      | $17052055.39  | 1.15%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25   | CUSIP: 80413TAV1<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     7760000 | PA      | $6720305.97   | 0.46%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/53 5      | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/53 5      | CUSIP: 80413TBE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    12600000 | PA      | $11306293.24  | 0.77%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 03/29 8.375  | NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 03/29 8.375  | CUSIP: 65412JAU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     5500000 | PA      | $5863029.15   | 0.40%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/51 7       | OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/51 7       | CUSIP: 68205LAT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |     6250000 | PA      | $7150915.25   | 0.48%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Turkey Government International Bond                          | TURKIYE GOVERNMENT INTERNATION SR UNSECURED 01/31 5.95        | CUSIP: 900123DA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     7780000 | PA      | $7805111.19   | 0.53%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                          | TURKIYE GOVERNMENT INTERNATION SR UNSECURED 09/35 6.95        | CUSIP: 900123DR8<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     7050000 | PA      | $7152027.67   | 0.48%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi Anonim Sirketi                  | TURKIYE IHRACAT KREDI BANKASI SR UNSECURED 144A 10/30 6.375   | CUSIP: 90015LAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     7110000 | PA      | $7160300.19   | 0.48%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR    | UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR    | CUSIP: 903724CA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     2574097 | PA      | $1598636.30   | 0.11%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| 10-YEAR US TREASURY NOTE FUTURE JUN26                         | 10-YEAR US TREASURY NOTE FUTURE JUN26                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         450 | NC      | $220644.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/33 2.25   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/33 2.25   | CUSIP: BN7442955<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     4000000 | PA      | $3464075.24   | 0.23%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Limited                                      | JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125              | CUSIP: BP4638287<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3516700 | PA      | $3322359.46   | 0.22%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                            | CSN RESOURCES SA COMPANY GUAR REGS 06/31 4.625                | CUSIP: BP9085443<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2557000 | PA      | $1795369.42   | 0.12%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/46 4.5    | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/46 4.5    | CUSIP: QZ9368221<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     8800000 | PA      | $7584442.54   | 0.51%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Company                                 | GACI FIRST INVESTMENT CO COMPANY GUAR REGS 01/54 5.375        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |    11300000 | PA      | $10530331.01  | 0.71%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Banque Ouest Africaine de Developpement                       | BANQUE OUEST AFRICAINE DE DEVE SR UNSECURED 144A 10/40 6.25   | CUSIP: YK7970154<br>LEI: N/A                  | Long             | DBT              | NUSS              | TG        |     6450000 | PA      | $7501428.27   | 0.51%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                       | BANQUE OUEST AFRICAINE DE DEVE SR UNSECURED REGS 10/40 6.25   | CUSIP: YK7970188<br>LEI: N/A                  | Long             | DBT              | NUSS              | TG        |     6500000 | PA      | $7559578.88   | 0.51%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi AS                               | TURKIYE VARLIK FONU YONETIMI A SR UNSECURED REGS 09/35 7.75   | CUSIP: YL8649458<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     7050000 | PA      | $7401767.93   | 0.50%             | 2035-09-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                        | ASIAN DEVELOPMENT BANK SR UNSECURED 06/26 20                  | CUSIP: YO6091616<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   838000000 | PA      | $17121362.38  | 1.16%             | 2026-06-04      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                       | SOCIEDAD QUIMICA Y MINERA DE C SR UNSECURED 144A 09/34 5.5    | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     8140000 | PA      | $8323150.00   | 0.56%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Africa Government International Bond                    | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/32 5.875       | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    11310000 | PA      | $11688191.58  | 0.79%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| South Africa Government International Bond                    | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/52 7.3         | CUSIP: 836205BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     8270000 | PA      | $8374918.93   | 0.57%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                               | TRUST FIBRA UNO SR UNSECURED 144A 01/44 6.95                  | CUSIP: 898324AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1210000 | PA      | $1253777.80   | 0.08%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRUST 2401 SR UNSECURED 144A 01/44 6.95                       | TRUST 2401 SR UNSECURED 144A 01/44 6.95                       | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4790000 | PA      | $5029500.00   | 0.34%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                        | ASIAN DEVELOPMENT BANK SR UNSECURED 04/26 19.75               | CUSIP: YP0453199<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |   270000000 | PA      | $5542460.90   | 0.38%             | 2026-04-16      | Fixed         | 19.75%                | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-53382.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sold EUR /Bought USD                                          | Sold EUR /Bought USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |           1 | NC      | $-77977.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| South Africa Government International Bond                    | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 144A 12/55 7.25   | CUSIP: 836205BJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    10238000 | PA      | $10242965.43  | 0.69%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRUST 2401 SR UNSECURED 144A 01/50 6.39                       | TRUST 2401 SR UNSECURED 144A 01/50 6.39                       | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4342000 | PA      | $4217514.86   | 0.29%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: —       |
| Turkcell Iletisim Hizmetleri A.S.                             | TURKCELL ILETISIM HIZMETLERI A SR UNSECURED 144A 01/30 7.45   | CUSIP: 900111AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     8020000 | PA      | $8428587.00   | 0.57%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                          | TURKIYE GOVERNMENT INTERNATION SR UNSECURED 01/41 6           | CUSIP: 900123BJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    28670000 | PA      | $25715445.55  | 1.74%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375                      | ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375                      | CUSIP: 904ESCAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11500000 | PA      | $908500.00    | 0.06%             | 2028-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5885000 | PA      | $5940401.74   | 0.40%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.45 R 500 20301220                               | CDS CDX.NA.HY.45 R 500 20301220                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    70092000 | PA      | $-4742992.47  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer