NPORT-P false 0001272950 XXXXXXXX S000033479 C000102917 C000176573 C000102918 RBC Funds Trust 811-21475 0001272950 549300456VUEP58RCU35 250 Nicollet Mall Suite 1550 Minneapolis 55401 612-376-7000 RBC BlueBay Emerging Market Debt Fund S000033479 5493007OQRSXC5HIC148 2025-09-30 2025-06-30 N 130060429.87 4670338.84 125390091.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2486713.94000000 EGP EUR USD N JPM EMBI Global Diversified Index JPGCCOMP REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AP5 4379000000.00000000 PA 529720.70000000 0.422458182818 Long DBT NUSS PY N 2 2031-02-09 Fixed 7.90000000 N N N N N N REPUBLIC OF IRAQ N/A 000000000 161250.00000000 PA USD 158916.65000000 0.126737805750 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -11748.24000000 -0.00936935279 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -35268985.06000000 DOP 577611.94000000 USD 2025-07-21 -11748.24000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 500000.00000000 PA USD 466519.04000000 0.372054152100 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 350000.00000000 PA USD 355119.33000000 0.283211637445 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 830000.00000000 PA USD 815489.25000000 0.650361797572 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 000000000 620000.00000000 PA USD 596890.74000000 0.476027040970 Long DBT NUSS BJ N 2 2041-01-23 Fixed 8.37500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBC3 975000.00000000 PA USD 1018064.80000000 0.811918064367 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 000000000 1105000.00000000 PA USD 1104065.03000000 0.880504209647 Long DBT CORP LU N 2 2042-08-23 Fixed 6.10270000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 3425000.00000000 PA USD 503254.17000000 0.401350829133 Long DBT NUSS VE N 2 2019-10-13 Fixed 7.75000000 Y N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 91822QVX2 560000.00000000 PA USD 596138.48000000 0.475427105206 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 173584.00000000 PA USD 21869.95000000 0.017441529725 Long DBT CORP VE N 2 2026-11-15 Fixed 6.00000000 Y N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 200000.00000000 PA USD 208547.69000000 0.166319115240 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N AES PANAMA GENERATION HL N/A 000000000 682107.58000000 PA USD 624502.57000000 0.498047784214 Long DBT CORP PA N 2 2030-05-31 Fixed 4.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -111.00000000 NC -5491.60000000 -0.00437961241 N/A DE CORP US N 1 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 10.00000000 4800.00000000 EUR 2025-07-18 XXXX 29161.29000000 N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 000000000 200000.00000000 PA USD 191672.77000000 0.152861177805 Long DBT CORP AE N 2 2033-11-22 Fixed 4.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 407.88000000 0.000325288861 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -354945.22000000 USD 2522098.76000000 CNY 2025-10-16 407.88000000 N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 595000.00000000 PA USD 602649.61000000 0.480619804204 Long DBT NUSS EG N 2 2030-02-04 Fixed 8.62500000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 675000.00000000 PA USD 635205.84000000 0.506583761748 Long DBT NUSS KE N 2 2036-03-05 Fixed 9.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -211.13000000 -0.00016837853 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -262735.67000000 USD 8528399.85000000 THB 2025-07-09 -211.13000000 N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 200000.00000000 PA USD 212906.60000000 0.169795394716 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BM5 1255000.00000000 PA USD 815229.59000000 0.650154715817 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 000000000 620000.00000000 PA USD 417680.58000000 0.333104934025 Long DBT CORP QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 264.03000000 0.000210566877 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -144642.05000000 USD 1028462.83000000 CNY 2025-10-16 264.03000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CX2 1235000.00000000 PA USD 772898.24000000 0.616394990745 Long DBT NUSS ID N 2 2071-03-12 Fixed 3.35000000 N N N N N N ISTANBUL METROPOLITAN MU 213800T1VDQSNKA2MD76 000000000 200000.00000000 PA USD 211326.38000000 0.168535151592 Long DBT NUSS TR N 2 2027-04-12 Fixed 10.75000000 N N N N N N TURK IHRACAT KR BK 789000JVRVYLAXGDWR11 000000000 200000.00000000 PA USD 208820.10000000 0.166536365261 Long DBT NUSS TR N 2 2027-01-28 Fixed 9.00000000 N N N N N N TRINIDAD GEN UNLTD N/A 89636DAB2 205000.00000000 PA USD 211058.83000000 0.168321777475 Long DBT CORP TT N 2 2033-06-16 Fixed 7.75000000 N N N N N N TURK IHRACAT KR BK 789000JVRVYLAXGDWR11 90015LAK3 315000.00000000 PA USD 315403.58000000 0.251537882626 Long DBT NUSS TR N 2 2028-07-03 Fixed 6.87500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 644000.00000000 PA USD 609169.07000000 0.485819146470 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -39696.67000000 -0.03165853830 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 0.00000000 USD -32759.62000000 USD -2710000.00000000 USD -6937.05000000 N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 350000.00000000 PA USD 238915.59000000 0.190537855134 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3812.88000000 -0.00304081444 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -500140.00000000 PEN 137338.09000000 USD 2025-07-09 -3812.88000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 4299.92000000 0.003429234291 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -612960.72000000 USD 11594128.07000000 MXN 2025-07-09 4299.92000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -11507.37000000 -0.00917725627 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3047919.52000000 MXN 150761.04000000 USD 2025-07-09 -11507.37000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 200000.00000000 PA USD 190688.47000000 0.152076187546 Long DBT NUSS ZA N 2 2054-11-19 Fixed 7.95000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 145000.00000000 PA USD 118411.00000000 0.094434096847 Long DBT NUSS PK N 2 2036-03-31 Fixed 7.87500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BE3 200000.00000000 PA USD 180319.30000000 0.143806658499 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AM2 230000.00000000 PA USD 235387.70000000 0.187724323402 Long DBT NUSS PY N 2 2033-08-21 Fixed 5.85000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 510000.00000000 PA USD 540613.47000000 0.431145288721 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 200000.00000000 PA USD 177447.07000000 0.141516022950 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.30000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3935.89000000 0.003138916295 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -468111.61000000 USD 15334984.48000000 THB 2025-07-09 3935.89000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 1384000.00000000 PA USD 1279521.00000000 1.020432308079 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N ROP SUKUK TRUST 254900RB1RTZ84ZMF446 000000000 550000.00000000 PA USD 561736.27000000 0.447990957966 Long DBT NUSS PH N 2 2029-06-06 Fixed 5.04500000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 540000.00000000 PA USD 484323.72000000 0.386253583534 Long DBT NUSS QA N 2 2049-03-14 Fixed 4.81700000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 260000.00000000 PA USD 239926.29000000 0.191343899688 Long DBT CORP VE N 2 2020-10-27 Fixed 8.50000000 Y N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -22.09000000 -0.00001761702 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -8154.37000000 USD 33263730.00000000 COP 2025-07-09 -22.09000000 N N N EDO SUKUK LTD 5493000LZIE4T625R469 000000000 515000.00000000 PA USD 523885.78000000 0.417804768859 Long DBT CORP KY N 2 2031-07-03 Fixed 5.66200000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 1135000.00000000 PA USD 1188082.14000000 0.947508794547 Long DBT NUSS NG N 2 2031-06-09 Fixed 9.62500000 N N N N N N ABU DHABI DEVELOPMENT HO 254900G082ZFKTCR2Q75 000000000 930000.00000000 PA USD 858863.16000000 0.684952975905 Long DBT CORP AE N 2 2054-10-02 Fixed 5.25000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 811000.00000000 PA USD 152223.43000000 0.121399887941 Long DBT NUSS LB N 2 2020-06-19 Fixed 6.15000000 Y N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 860000.00000000 PA USD 738160.18000000 0.588690999373 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 480000.00000000 PA USD 483795.27000000 0.385832138748 Long DBT NUSS DO N 2 2036-06-01 Fixed 6.60000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -4343.62000000 -0.00346408553 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -11594128.07000000 MXN 606416.76000000 USD 2025-10-16 -4343.62000000 N N N ISTANBUL METROPOLITAN MU 213800T1VDQSNKA2MD76 000000000 200000.00000000 PA USD 215085.67000000 0.171533227413 Long DBT NUSS TR N 2 2028-12-06 Fixed 10.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BH4 1120000.00000000 PA USD 1148331.98000000 0.915807597368 Long DBT NUSS UY N 2 2037-02-14 Fixed 5.44200000 N N N N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 000000000 520000.00000000 PA USD 352605.99000000 0.281207220685 Long DBT NUSS ZM N 2 2053-12-31 Fixed 0.50000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 000000000 430000.00000000 PA USD 378663.30000000 0.301988216843 Long DBT NUSS UZ N 2 2031-10-19 Fixed 3.90000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 1215000.00000000 PA USD 1238659.61000000 0.987844892547 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 765000.00000000 PA USD 779476.20000000 0.621640987415 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -16452.40000000 -0.01312097300 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -32179104.50000000 DOP 522388.06000000 USD 2025-07-15 -16452.40000000 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 633000.00000000 PA USD 489905.89000000 0.390705426541 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 000000000 75000.00000000 PA USD 72567.01000000 0.057873002088 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DP2 506000.00000000 PA USD 506910.21000000 0.404266561923 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.12500000 N N N N N N OQ SAOC 549300YK417GKI6EQ392 000000000 890000.00000000 PA USD 889628.32000000 0.709488535092 Long DBT CORP OM N 2 2028-05-06 Fixed 5.12500000 N N N N N N RUTAS 2 & 7 FINANCE LTD N/A 000000000 590333.22780000 PA USD 426918.43000000 0.340472222719 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AB4 500000.00000000 PA 145969.04000000 0.116411941965 Long DBT CORP PE N 2 2045-03-05 Fixed 9.70000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 400000.00000000 PA USD 357129.18000000 0.284814515298 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.37500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -60541.46000000 -0.04828249146 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 0.00000000 USD -83401.74000000 USD 378000.00000000 USD 22860.28000000 N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 650000.00000000 PA USD 673067.40000000 0.536778779304 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.30000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597CR6 200000.00000000 PA USD 208547.69000000 0.166319115240 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 000000000 400000.00000000 PA USD 407185.27000000 0.324734806917 Long DBT CORP KY N 2 2033-09-13 Fixed 5.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 296000.00000000 PA USD 262126.94000000 0.209049166362 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 000000000 1070000.00000000 PA USD 1084874.93000000 0.865199890269 Long DBT CORP MY N 2 2055-04-03 Fixed 5.84800000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -14125.61000000 -0.01126533196 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1306922.19000000 PEN 354717.78000000 USD 2025-07-09 -14125.61000000 N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 1035000.00000000 PA USD 1031236.65000000 0.822422762061 Long DBT NUSS PK N 2 2025-09-30 Fixed 8.25000000 N N N N N N CREDICORP CAPITAL SOCIED N/A 224939AA6 1190000.00000000 PA 355302.71000000 0.283357885046 Long DBT CORP PE N 2 2043-12-15 Fixed 10.10000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 55000000.00000000 PA 978987.92000000 0.780753815519 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 600000.00000000 PA USD 603736.82000000 0.481486866339 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 000000000 570000.00000000 PA USD 590369.82000000 0.470826534338 Long DBT NUSS ME N 2 2031-03-12 Fixed 7.25000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 260000.00000000 PA USD 263643.41000000 0.210258568148 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638EC2 585000.00000000 PA USD 565123.04000000 0.450691944919 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.87500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ER2 1191000.00000000 PA USD 1232654.56000000 0.983055798009 Long DBT NUSS CO N 2 2030-04-25 Fixed 7.37500000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -97117.67000000 -0.07745242802 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 0.00000000 USD -76783.79000000 USD -6630000.00000000 USD -20333.88000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -18012.40000000 -0.01436509045 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2591963730.00000000 COP 615668.34000000 USD 2025-07-09 -18012.40000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 1080000.00000000 PA USD 1091408.22000000 0.870410262114 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 565000.00000000 PA USD 582701.51000000 0.464710971348 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 340000.00000000 PA USD 332812.59000000 0.265421762809 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N TC ZIRAAT BANKASI AS 213800K5KTZFSUS8MR51 000000000 410000.00000000 PA USD 422147.57000000 0.336667408510 Long DBT CORP TR N 2 2029-01-16 Fixed 8.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3581.90000000 -0.00285660531 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -100000.00000000 EUR 114287.60000000 USD 2025-07-09 -3581.90000000 N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 486661BP5 1005000.00000000 PA USD 1009185.92000000 0.804837058263 Long DBT NUSS KZ N 2 2037-07-01 Fixed 5.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -36544.51000000 -0.02914465545 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -9143758.55000000 MXN 450260.73000000 USD 2025-07-09 -36544.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -34332.09000000 -0.02738022575 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -5163783.34000000 EUR 6091209.16000000 USD 2025-10-16 -34332.09000000 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 1860000.00000000 PA 2193924.85000000 1.749679605444 Long DBT NUSS MA N 2 2035-04-02 Fixed 4.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 1725000.00000000 PA USD 1786449.91000000 1.424713783462 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 000000000 200000.00000000 PA USD 208113.27000000 0.165972660431 Long DBT CORP AE N 2 2033-04-28 Fixed 5.50000000 N N N N N N ZIRAAT KATILIM VARLIK 789000NE04RSMGOX9737 000000000 200000.00000000 PA USD 209335.88000000 0.166947705580 Long DBT CORP TR N 2 2026-11-12 Fixed 9.37500000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123CB4 2660000.00000000 PA USD 1876000.92000000 1.496131715504 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 790000.00000000 PA USD 818300.14000000 0.652603513785 Long DBT NUSS SV N 2 2054-11-21 Fixed 9.65000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AU0 210000.00000000 PA USD 202098.73000000 0.161175997512 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DT9 410000.00000000 PA USD 233502.84000000 0.186221126471 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 585000.00000000 PA USD 613670.29000000 0.489408919763 Long DBT NUSS DO N 2 2031-02-03 Fixed 7.05000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 350000.00000000 PA USD 363561.18000000 0.289944107236 Long DBT NUSS RO N 2 2037-02-10 Fixed 7.50000000 N N N N N N MV24 CAPITAL BV N/A 000000000 336867.20000000 PA USD 326539.79000000 0.260419134652 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 1465000.00000000 PA USD 1510176.72000000 1.204382824507 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DX0 1320000.00000000 PA USD 695794.09000000 0.554903568762 Long DBT NUSS CO N 2 2061-02-15 Fixed 3.87500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 650000.00000000 PA 644314.22000000 0.513847796669 Long DBT NUSS PH N 2 2033-04-28 Fixed 1.20000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1156.69000000 0.000922473211 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -284057.94000000 USD 9265512.53000000 THB 2025-07-09 1156.69000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 269000.00000000 PA USD 50575.95000000 0.040334885782 Long DBT NUSS LB N 2 2027-11-29 Fixed 6.75000000 Y N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 824000.00000000 PA USD 16205.37000000 0.012923963821 Long DBT NUSS SV N 2 2030-04-17 Fixed 0.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 738800.00000000 PA USD 118452.09000000 0.094466866581 Long DBT NUSS VE N 2 2024-10-13 Fixed 8.25000000 Y N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 200000.00000000 PA USD 197141.45000000 0.157222511269 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 374472.20000000 PA USD 331829.20000000 0.264637498285 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -13669.62000000 -0.01090167483 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -272792512.27000000 KZT 510000.00000000 USD 2025-07-09 -13669.62000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 475000.00000000 PA USD 482865.87000000 0.385090931853 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.60000000 N N N N N N EGYTB 0 08/26/25 144A CLN GS N/A 000000000 66625000.00000000 PA 1284459.06000000 1.024370466158 Long DBT CORP EG N 2 2025-08-28 None 0.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1290000.00000000 PA USD 1280095.45000000 1.020890438379 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 680000.00000000 PA USD 686371.87000000 0.547389242931 Long DBT NUSS GT N 2 2037-02-06 Fixed 6.55000000 N N N N N N NIAGARA ENERGY SAC 254900V9UGCG42YQ6848 000000000 715000.00000000 PA USD 707042.65000000 0.563874421170 Long DBT CORP PE N 2 2034-10-03 Fixed 5.74600000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 28.00000000 NC USD 37581.04000000 0.029971299718 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 3014418.96000000 USD 37581.04000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 95045.06000000 0.075799498364 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1202801.38000000 USD 1751856150.00000000 KRW 2025-07-09 95045.06000000 N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAF0 175000000.00000000 PA 303945.27000000 0.242399752247 Long DBT NUSS KZ N 2 2028-05-23 Fixed 13.48920000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 490000.00000000 PA USD 395817.69000000 0.315669034728 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 200000.00000000 PA USD 200982.75000000 0.160285990981 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.87500000 N N N N N N DP WORLD SALAAM 549300SUYBT9X88E9435 000000000 1030000.00000000 PA USD 1028429.85000000 0.820184307669 Long DBT CORP KY N 2 N/A Fixed 6.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 325000.00000000 PA USD 320301.92000000 0.255444363560 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 5107.18000000 0.004073033170 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -59721.04000000 USD 55000.00000000 EUR 2025-07-09 5107.18000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -477595.36000000 -0.38088764118 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -5118783.34000000 EUR 5555888.84000000 USD 2025-07-09 -477595.36000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 34752.14000000 0.027715220329 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -6051773.34000000 USD 5163783.34000000 EUR 2025-07-09 34752.14000000 N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 672743.50000000 PA USD 483012.96000000 0.385208237774 Long DBT NUSS AR N 2 2037-09-01 Variable 6.62500000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 000000000 400000.00000000 PA USD 413388.42000000 0.329681888420 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 284700.00000000 PA USD 266845.72000000 0.212812446189 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 850000.00000000 PA USD 806711.15000000 0.643361164644 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 000000000 374741.80000000 PA USD 343132.42000000 0.273651942654 Long DBT NUSS ZM N 2 2033-06-30 Variable 5.75000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 400000.00000000 PA USD 412992.38000000 0.329366042091 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 152.53000000 0.000121644380 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -125068.79000000 USD 888751.33000000 CNY 2025-10-16 152.53000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1331.57000000 0.001061941967 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -93696.21000000 USD 3087082.35000000 THB 2025-07-09 1331.57000000 N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBL8 12580000.00000000 PA 670193.19000000 0.534486564683 Long DBT CORP MX N 2 2031-01-27 Fixed 9.50000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 500000.00000000 PA USD 361679.07000000 0.288443103461 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 188539.28000000 0.150362184484 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DQ0 2040000.00000000 PA USD 2048969.22000000 1.634075869288 Long DBT NUSS TR N 2 2032-05-29 Fixed 7.25000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 1310000.00000000 PA USD 1316910.29000000 1.050250685028 Long DBT NUSS CO N 2 2035-11-14 Fixed 8.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DQ8 400000.00000000 PA USD 242260.82000000 0.193205713473 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 4.00000000 NC USD 4160.00000000 0.003317646526 N/A DE CORP US N 1 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 5900.00000000 USD 2025-07-18 XXXX -7527.60000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 1735000.00000000 PA USD 984612.50000000 0.785239480976 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EP6 1995000.00000000 PA USD 1950406.45000000 1.555470957855 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 000000000 1.00000000 NC USD 1716.69000000 0.001369079475 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 11901.12000000 USD 0.00000000 USD -200000.00000000 USD -10184.43000000 N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 400000.00000000 PA USD 390251.21000000 0.311229704671 Long DBT CORP CL N 2 2053-09-08 Fixed 6.30000000 N N N N N N UZBEKNEFTEGAZ JSC 213800LUZJZFLJD4MJ51 000000000 650000.00000000 PA USD 595220.28000000 0.474694830437 Long DBT NUSS UZ N 2 2028-11-16 Fixed 4.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 28.00000000 NC USD 15316.90000000 0.012215399059 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-09-30 5809339.37000000 USD 15316.90000000 N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CG3 770000.00000000 PA USD 797300.89000000 0.635856377047 Long DBT NUSS BR N 2 2031-03-18 Fixed 6.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1720000.00000000 PA USD 340403.47000000 0.271475574508 Long DBT NUSS VE N 2 2026-10-21 Fixed 11.75000000 Y N N N N N ORLEN SA 259400VVMM70CQREJT74 000000000 440000.00000000 PA USD 450844.54000000 0.359553563042 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HV5 3268816.00000000 PA USD 2030684.52000000 1.619493616536 Long DBT NUSS AR N 2 2041-07-09 Variable 3.50000000 N N N N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 000000000 690000.00000000 PA 802679.75000000 0.640146078056 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 665000.00000000 PA USD 675991.61000000 0.539110869485 Long DBT NUSS GT N 2 2031-08-06 Fixed 6.05000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CH8 835000.00000000 PA USD 569467.63000000 0.454156804036 Long DBT NUSS PH N 2 2045-05-05 Fixed 2.95000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 230000.00000000 PA USD 233714.41000000 0.186389855913 Long DBT NUSS PY N 2 2036-02-09 Fixed 6.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 600000.00000000 PA USD 631412.70000000 0.503558690175 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 692.17000000 0.000552013316 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -625343.94000000 USD 4443256.30000000 CNY 2025-10-16 692.17000000 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 605000.00000000 PA 709974.12000000 0.566212301281 Long DBT NUSS CL N 2 2035-07-01 Fixed 3.80000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 130000.00000000 PA USD 127251.87000000 0.101484789551 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.37500000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 203562.23000000 0.162343155131 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 5000.00000000 PA USD 941.22000000 0.000750633476 Long DBT NUSS LB N 2 2034-05-17 Fixed 8.25000000 Y N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 2614840.00000000 PA USD 1900364.60000000 1.515562022795 Long DBT NUSS EC N 2 2035-07-31 Variable 5.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 240000.00000000 PA USD 193864.16000000 0.154608835839 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N NAVOI MINING METALLURGIC N/A 000000000 250000.00000000 PA USD 255638.62000000 0.203874658595 Long DBT CORP UZ N 2 2028-10-17 Fixed 6.70000000 N N N N N N CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 000000000 1.00000000 NC USD -147058.23000000 -0.11728058317 N/A DCR CORP GB N 2 CITIGROUP GLOBAL MARKETS LIMITED XKZZ2JZF41MRHTR1V493 Qatar Government International Bond STATE OF QATAR Y Default Event 2030-06-20 0.00000000 USD -138430.36000000 USD -4880000.00000000 USD -8627.87000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBB5 835000.00000000 PA USD 866144.83000000 0.690760189170 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DW5 700000.00000000 PA USD 540154.32000000 0.430779111461 Long DBT NUSS CL N 2 2052-01-31 Fixed 4.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286DB0 710000.00000000 PA USD 698390.38000000 0.556974139075 Long DBT NUSS PH N 2 2049-05-14 Fixed 5.60000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 125000.00000000 PA USD 23001.07000000 0.018343610576 Long DBT NUSS VE N 2 2031-08-05 Fixed 11.95000000 Y N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 530000.00000000 PA USD 559759.30000000 0.446414302280 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N PROVINCIA DE CORDOBA 5299006CLM2Z97AATT29 74408DAF1 384000.00000000 PA USD 384908.93000000 0.306969176621 Long DBT NUSS AR N 2 2032-07-02 Fixed 9.75000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 730000.00000000 PA USD 713319.25000000 0.568880079869 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 860000.00000000 PA USD 904982.97000000 0.721734040198 Long DBT NUSS NG N 2 2034-12-09 Fixed 10.37500000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 550000.00000000 PA USD 103507.30000000 0.082548229409 Long DBT NUSS LB N 2 2024-11-04 Fixed 6.25000000 Y N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBG2 600000.00000000 PA USD 610686.70000000 0.487029473368 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2251000.00000000 PA USD 422984.47000000 0.337334845620 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 194025.09000000 0.154737179314 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 480000.00000000 PA 591704.61000000 0.471891044291 Long DBT NUSS MK N 2 2027-03-13 Fixed 6.96000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CJ7 890000.00000000 PA USD 851758.25000000 0.679286730716 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N BULGARIA 529900PG0XCL4LICL838 000000000 590000.00000000 PA USD 577907.32000000 0.460887551203 Long DBT NUSS BG N 2 2037-03-05 Fixed 5.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286CT2 520000.00000000 PA USD 544907.29000000 0.434569658195 Long DBT NUSS PH N 2 2033-04-13 Fixed 5.60900000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 2761000.00000000 PA USD 2493029.36000000 1.988218797451 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 375000.00000000 PA USD 67032.77000000 0.053459383791 Long DBT NUSS VE N 2 2022-08-23 Fixed 12.75000000 Y N N N N N IVORY COAST 254900ICW11T82O6H590 221625AT3 220000.00000000 PA USD 216855.60000000 0.172944766383 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 000000000 600000.00000000 PA USD 601044.91000000 0.479340038006 Long DBT NUSS KZ N 2 2029-10-23 Fixed 5.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 837.71000000 0.000668083094 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -152928.58000000 USD 4995267.79000000 THB 2025-07-09 837.71000000 N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAC0 102500000.00000000 PA 183102.94000000 0.146026642532 Long DBT NUSS KZ N 2 2027-04-15 Fixed 13.00000000 N N N N N N UZBEKISTAN INTL BOND 213800L6VDKUM3TCM927 000000000 675000.00000000 PA USD 693630.69000000 0.553178233066 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.90000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 1258000.00000000 PA USD 1231317.78000000 0.981989701008 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 265000.00000000 PA USD 235560.65000000 0.187862252961 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 000000000 1246251.64000000 PA USD 1021125.91000000 0.814359333829 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N ISTANBUL METROPOLITAN MU 213800T1VDQSNKA2MD76 46522TAC2 280000.00000000 PA USD 301119.94000000 0.240146519973 Long DBT NUSS TR N 2 2028-12-06 Fixed 10.50000000 N N N N N N INRETAIL CONSUMER 254900BI1YXHZ31NSP51 000000000 1065000.00000000 PA USD 1010252.26000000 0.805687476339 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AE2 450000.00000000 PA USD 475012.92000000 0.378828116399 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ES0 1006000.00000000 PA USD 1046539.98000000 0.834627338893 Long DBT NUSS CO N 2 2035-04-25 Fixed 8.50000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2230000.00000000 PA USD 418539.34000000 0.333789804730 Long DBT NUSS LB N 2 2020-03-09 Fixed 6.37500000 Y N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 220000.00000000 PA USD 220916.32000000 0.176183236000 Long DBT NUSS KZ N 2 2037-07-01 Fixed 5.50000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 290000.00000000 PA USD 291439.88000000 0.232426563858 Long DBT NUSS PY N 2 2055-03-04 Fixed 6.65000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAT7 350000.00000000 PA USD 351719.81000000 0.280500482223 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.87500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -88485.45000000 -0.07056813602 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1751856150.00000000 KRW 1209360.99000000 USD 2025-07-09 -88485.45000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 622000.00000000 PA 439926.12000000 0.350846000976 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AV6 915000.00000000 PA USD 639016.86000000 0.509623092822 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AS3 1200000.00000000 PA USD 912793.60000000 0.727963104980 Long DBT NUSS ZA N 2 2044-07-24 Fixed 5.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2852.41000000 0.002274828877 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -28960.60000000 USD 597550.00000000 MXN 2025-07-09 2852.41000000 N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 716000.00000000 PA USD 134550.32000000 0.107305385054 Long DBT NUSS LB N 2 2023-01-27 Fixed 6.00000000 Y N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 390000.00000000 PA USD 330018.76000000 0.263193652137 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 775000.00000000 PA USD 746433.15000000 0.595288785476 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 425000.00000000 PA USD 434955.54000000 0.346881907834 Long DBT NUSS PY N 2 2033-08-21 Fixed 5.85000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -7617.07000000 -0.00607469851 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 0.00000000 USD -6826.15000000 USD -520000.00000000 USD -790.92000000 N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 2527095.00000000 PA USD 1696009.28000000 1.352586369519 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -60624.27000000 -0.04834853336 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -41211247.00000000 THB 1207956.47000000 USD 2025-07-09 -60624.27000000 N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 1130000.00000000 PA USD 1099197.49000000 0.876622292057 Long DBT NUSS AM N 2 2035-03-12 Fixed 6.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 163.85000000 0.000130672207 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3135.85000000 USD 18084.43000000 BRL 2025-08-04 163.85000000 N N N FIEMEX ENERGIA - BANC AC N/A 000000000 367872.62000000 PA USD 372920.76000000 0.297408476967 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 000000000 905000.00000000 PA USD 927880.52000000 0.739995092417 Long DBT NUSS IN N 2 2035-01-13 Fixed 5.50000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -21.00000000 NC 23722.98000000 0.018919341875 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2025-09-08 -3136684.73000000 USD 23722.98000000 N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 000000000 440000.00000000 PA USD 452999.25000000 0.361271968365 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 340000.00000000 PA USD 348263.30000000 0.277743876840 Long DBT NUSS MA N 2 2028-03-08 Fixed 5.95000000 N N N N N N EMPRESA NACIONAL DEL PET 549300YP3P0JZBLIV197 000000000 200000.00000000 PA USD 201874.20000000 0.160996932326 Long DBT CORP CL N 2 2034-07-30 Fixed 5.95000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2621000.00000000 PA USD 492699.74000000 0.392933553164 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 000000000 875000.00000000 PA USD 883454.65000000 0.704564964219 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85280000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 1240000.00000000 PA USD 1170902.65000000 0.933807959131 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 765000.00000000 PA USD 644433.97000000 0.513943298634 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 967000.00000000 PA USD 976584.69000000 0.778837212715 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 000000000 799000.00000000 PA USD 508718.49000000 0.405708685448 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863EA2 925000.00000000 PA USD 868733.42000000 0.692824618647 Long DBT NUSS CL N 2 2054-01-05 Fixed 5.33000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 36000.00000000 PA USD 6758.51000000 0.005389987314 Long DBT NUSS LB N 2 2020-04-14 Fixed 5.80000000 Y N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -100634.81000000 -0.08025738650 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2029-06-20 0.00000000 USD -133925.82000000 USD 820000.00000000 USD 33291.01000000 N N N QATAR ENERGY 254900QTESJKJ3P87J26 000000000 400000.00000000 PA USD 294202.98000000 0.234630167011 Long DBT CORP QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 1210000.00000000 PA USD 929246.57000000 0.741084532570 Long DBT NUSS EG N 2 2048-02-21 Fixed 7.90300000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEW4 8350000.00000000 PA 148628.17000000 0.118532627880 Long DBT NUSS DO N 2 2035-09-15 Fixed 11.25000000 N N N N N N RBC BlueBay US Government Money Market Fund 549300RFDC5U7WLJKO50 74926P696 3544604.10000000 NS USD 3544604.10000000 2.826861413755 Long STIV RF US N 1 N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 610000.00000000 PA USD 542885.85000000 0.432957537186 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 111.00000000 NC 13075.26000000 0.010427666087 N/A DE CORP US N 1 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 10.00000000 5000.00000000 EUR 2025-07-18 XXXX -47353.58000000 N N N ADNOC MURBAN RSC LTD 213800OWGH7RAYG61M70 000000000 917000.00000000 PA USD 832737.21000000 0.664117238578 Long DBT CORP AE N 2 2054-09-11 Fixed 5.12500000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BD3 1147599.00000000 PA USD 1016833.65000000 0.810936208473 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 440000.00000000 PA 510570.25000000 0.407185484758 Long DBT NUSS RO N 2 2031-09-24 Fixed 5.12500000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 990000.00000000 PA USD 816822.56000000 0.651425127209 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N EDO SUKUK LTD 5493000LZIE4T625R469 000000000 500000.00000000 PA USD 511411.29000000 0.407856223565 Long DBT CORP KY N 2 2033-09-21 Fixed 5.87500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 1910000.00000000 PA USD 1512404.31000000 1.206159352446 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25548.45000000 0.020375174617 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -600000.00000000 USD 2558700000.00000000 COP 2025-07-09 25548.45000000 N N N 2025-08-25 RBC Funds Trust Kathy Hegna Kathy Hegna Treasurer and Chief Financial Officer - RBC Funds, and Director of Mutual Fund Services | RBC Global Asset Management (U.S.) Inc. XXXX