NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875

NPORT-P false 0001331971 XXXXXXXX S000027304 C000082346 C000145673 C000082347 C000082348 C000153965 C000153967 John Hancock Funds II 811-21779 0001331971 O3MKD80X1I2OGNEFGW25 200 Berkeley Street Boston 02116 617-543-9634 Emerging Markets Debt Fund S000027304 549300YFIMVIQ5USLB59 2026-08-31 2026-05-31 N 2132368173.790000000000 52448178.930000000000 2079919994.860000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 89509521.540000000000 DOP PEN UYU KZT COP EGP USD EUR THB BRL KRW MXN ZAR NGN N Fund's Designated Reference Portfolio is the Fund's Securities Portfolio N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/32 7.875 AM4670155 12030000 PA USD 12712081.15 0.6111812561 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.875000000000 N N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/38 7.696 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 02/38 7.696 AR3678802 3010000 PA USD 3116772.35 0.1498505884 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.696000000000 N N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 01/49 9.248 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 01/49 9.248 AV6882030 10560000 PA USD 12026831.41 0.5782352898 Long DBT NUSS NG N 2 2049-01-21 Fixed 9.248000000000 N N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 03/29 8.375 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 03/29 8.375 BV3374576 6240000 PA USD 6635965.63 0.3190490810 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.375000000000 N N N N N N Kallpa Generacion S.A. N/A KALLPA GENERACION SA SR UNSECURED 144A 09/35 5.5 48344FAC4 4630000 PA USD 4567495 0.2195995524 Long DBT CORP PE N 2 2035-09-11 Fixed 5.500000000000 N N N N N N KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED 144A 07/37 5.5 N/A KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED 144A 07/37 5.5 486661BP5 9620000 PA USD 9900588.75 0.4760081529 Long DBT NUSS KZ N 2 2037-07-01 Fixed 5.500000000000 N N N N N N National Company Kazakhstan Temir Zholy Joint-stock Company N/A KAZAKHSTAN TEMIR ZHOLY NATIONA COMPANY GUAR 144A 04/31 4.875 48669DAC6 11300000 PA USD 11125238.61 0.5348878148 Long DBT CORP KZ N 2 2031-04-29 Fixed 4.875000000000 N N N N N N FIEMEX ENERGIA - BANCO ACTINVE SR SECURED 144A 01/41 7.25 N/A FIEMEX ENERGIA - BANCO ACTINVE SR SECURED 144A 01/41 7.25 05974EAA8 3813453.42 PA USD 3879426.16 0.1865180473 Long DBT CORP MX N 2 2041-01-31 Fixed 7.250000000000 N N N N N N FIBRA SOMA TRUST F/6185 SR UNSECURED 144A 05/36 7.125 N/A FIBRA SOMA TRUST F/6185 SR UNSECURED 144A 05/36 7.125 31568VAA8 9200000 PA USD 9140200 0.4394495953 Long DBT CORP MX N 2 2036-05-28 Fixed 7.125000000000 N N N N N N FIBRA Prologis N/A FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5 31575KAA3 8210000 PA USD 7997771.5 0.3845230355 Long DBT CORP MX N 2 2035-11-26 Fixed 5.500000000000 N N N N N N Frontera Energy Corporation A25574TZFLBNK7NWQT47 FRONTERA ENERGY CORP COMMON STOCK 35905B107 50752 NS USD 533403.52 0.0256453864 Long EC CORP CA N 1 N N N Sold USD /Bought MXN N/A Sold USD /Bought MXN N/A 1 NC 1150185.56 0.0552995097 N/A DFE CORP MX N 2 STATE STREET BANK & TRUST CO. 571474TGEMMWANRLN572 29714723.470000000000 USD 535786178.900000000000 MXN 2026-06-17 1150185.560000000000 N N N Sold ZAR /Bought USD N/A Sold ZAR /Bought USD N/A 1 NC USD -968440.19 -0.0465614155 N/A DFE CORP ZA N 2 CITIGROUP E57ODZWZ7FF32TWEFA76 259248000.000000000000 ZAR 15000000.000000000000 USD 2026-06-17 -968440.190000000000 N N N Generadora de Gatun S.A. N/A GENERADORA DE GATUN SA SR SECURED 144A 09/44 6.874 36875RAB2 2940000 PA USD 3015496.26 0.1449813583 Long DBT CORP PA N 2 2044-09-30 Fixed 6.874000000000 N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000 N/A GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/26 0.0000 374422AL7 133800 PA USD 133174.98 0.0064028896 Long DBT NUSS GH N 2 2026-07-03 None 0.000000000000 N N N N N N AES Panama Generation Holdings S.R.L. N/A AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375 00109AAB3 3267281.86 PA USD 3091665.46 0.1486434799 Long DBT CORP PA N 2 2030-05-31 Fixed 4.375000000000 N N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR N/A GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/29 VAR 374422AM5 10576518.75 PA USD 10462216.2 0.5030105113 Long DBT NUSS GH N 2 2029-07-03 Variable 5.000000000000 N N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/30 0.0000 N/A GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/30 0.0000 374422AN3 751516.94 PA USD 675136.77 0.0324597471 Long DBT NUSS GH N 2 2030-01-03 None 0.000000000000 N N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR N/A GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 07/35 VAR 374422AP8 9590300 PA USD 8965527.54 0.4310515579 Long DBT NUSS GH N 2 2035-07-03 Variable 5.000000000000 N N N N N N Greenko Wind Projects (Mauritius) Ltd N/A GREENKO WIND PROJECTS MAURITIU COMPANY GUAR 144A 09/28 7.25 39531JAB0 8195200 PA USD 8275384.13 0.3978703099 Long DBT CORP MU N 2 2028-09-27 Fixed 7.250000000000 N N N N N N Sold ZAR /Bought USD N/A Sold ZAR /Bought USD N/A 1 NC USD -13416.21 -0.0006450349 N/A DFE CORP ZA N 2 MORGAN STANLEY I7331LVCZKQKX5T7XV54 17800000.000000000000 ZAR 1082978.880000000000 USD 2026-06-17 -13416.210000000000 N N N PETRONAS Capital Limited N/A PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848 716743AX7 14340000 PA USD 15032719.66 0.7227547068 Long DBT CORP MY N 2 2055-04-03 Fixed 5.848000000000 N N N N N N Atlantica Transmision Sur S.A. 549300PQCSQSSZTVDH16 ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875 00289LAA3 5475625 PA USD 5792663.69 0.2785041590 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N Adani Ports and Special Economic Zone Limited N/A ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 08/27 4.2 00652MAG7 2407000 PA USD 2381104.56 0.1144805842 Long DBT CORP IN N 2 2027-08-04 Fixed 4.200000000000 N N N N N N ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 03/42 6.7 N/A ADANI GREEN ENERGY UP LTD / PR SR SECURED 144A 03/42 6.7 00654AAC0 12197329.2 PA USD 12008547.23 0.5773562089 Long DBT CORP IN N 2 2042-03-12 Fixed 6.700000000000 N N N N N Aeropuertos Dominicanos Siglo XXI S.A. N/A AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7 007866AE6 13030000 PA USD 13514194.8 0.6497458957 Long DBT CORP DO N 2 2034-06-30 Fixed 7.000000000000 N N N N N N Gruma S.A.B. de C.V. 5493000XJLJ6C4T0PG82 GRUMA SAB DE CV SR UNSECURED 144A 12/54 5.761 400131AJ7 11180000 PA USD 10729446 0.5158585920 Long DBT CORP MX N 2 2054-12-09 Fixed 5.761000000000 N N N N N N Grupo Televisa S.A.B. N/A GRUPO TELEVISA SAB SR UNSECURED 01/46 6.125 40049JBC0 11940000 PA USD 9202280.03 0.4424343269 Long DBT CORP MX N 2 2046-01-31 Fixed 6.125000000000 N N N N N N Grupo Energia Bogota SA ESP N/A GRUPO ENERGIA BOGOTA SA ESP SR UNSECURED 144A 10/35 5.75 40053XAC3 9620000 PA USD 9334767 0.4488041378 Long DBT CORP CO N 2 2035-10-22 Fixed 5.750000000000 N N N N N N Hungary Government International Bond N/A HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 05/28 6.125 445545AR7 2800000 PA USD 2872067.63 0.1380854858 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.125000000000 N N N N N N IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 02/41 6.75 N/A IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 02/41 6.75 221625AX4 11450000 PA USD 10973687.1 0.5276014042 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.750000000000 N N N N N N IHS Holding Limited N/A IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25 44963HAB1 5800000 PA USD 5764138.77 0.2771327159 Long DBT CORP GB N 2 2028-11-29 Fixed 6.250000000000 N N N N N N JSW Hydro Energy Limited N/A JSW HYDRO ENERGY LTD SR SECURED REGS 05/31 4.125 BP4638287 4385450 PA USD 4111863.83 0.1976933651 Long DBT CORP IN N 2 2031-05-18 Fixed 4.125000000000 N N N N N N Hungary Government International Bond N/A HUNGARY GOVERNMENT INTERNATION SR UNSECURED 144A 03/36 5.5 445545AU0 12100000 PA USD 12116411.11 0.5825421718 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.500000000000 N N N N N N Uruguay Government International Bond N/A URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8 760942BJ0 540000000 PA 13756582.39 0.6613995934 Long DBT NUSS UY N 2 2035-10-29 Fixed 8.000000000000 N N N N N N St. Marys Cement Inc. (Canada) N/A ST MARYS CEMENT INC CANADA COMPANY GUAR 144A 04/34 5.75 78478EAC2 6150000 PA USD 6295183.05 0.3026646729 Long DBT CORP CA N 2 2034-04-02 Fixed 5.750000000000 N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 2.25 80413TAV1 7760000 PA USD 6607778.36 0.3176938717 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.250000000000 N N N N N N Uruguay Government International Bond N/A URUGUAY GOVERNMENT INTERNATION SR UNSECURED 10/35 8 760942BJ0 195000000 PA 4967654.75 0.2388387420 Long DBT NUSS UY N 2 2035-10-29 Fixed 8.000000000000 N N N N N N Turkey Government International Bond N/A TURKIYE GOVERNMENT INTERNATION SR UNSECURED 01/41 6 900123BJ8 39040000 PA USD 33774174.71 1.6238208582 Long DBT NUSS TR N 2 2041-01-14 Fixed 6.000000000000 N N N N N N IRB Infrastructure Developers Limited N/A IRB INFRASTRUCTURE DEVELOPERS SR SECURED 144A 03/32 7.11 449881AA9 8420000 PA USD 8608831.89 0.4139020689 Long DBT CORP IN N 2 2032-03-11 Fixed 7.110000000000 N N N N N N LLPL Capital Pte Ltd N/A LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875 50201PAA4 4851360 PA USD 4940139.89 0.2375158613 Long DBT CORP SG N 2 2039-02-04 Fixed 6.875000000000 N N N N N MercadoLibre Inc. N/A MERCADOLIBRE INC COMPANY GUAR 01/33 4.9 58733RAG7 9840000 PA USD 9588096 0.4609838851 Long DBT CORP UY N 2 2033-01-15 Fixed 4.900000000000 N N N N N N Mexico City Airport Trust N/A MEXICO CITY AIRPORT TRUST SR SECURED 144A 10/46 5.5 59284MAB0 7100000 PA USD 6099343.75 0.2932489598 Long DBT CORP MX N 2 2046-10-31 Fixed 5.500000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/50 5.25 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/50 5.25 ACI17K9F9 17690000 PA USD 16248140.46 0.7811906468 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.250000000000 N N N N N N Petroleos del Peru SA - Petroperu S.A. N/A PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75 AN9551200 12350000 PA USD 10435750 0.5017380489 Long DBT CORP PE N 2 2032-06-19 Fixed 4.750000000000 N N N N N N Turkey Government International Bond N/A TURKIYE GOVERNMENT INTERNATION SR UNSECURED 09/35 6.95 900123DR8 9590000 PA USD 9502530.57 0.4568700043 Long DBT NUSS TR N 2 2035-09-16 Fixed 6.950000000000 N N N N N N Turkey Government International Bond N/A TURKIYE GOVERNMENT INTERNATION SR UNSECURED 05/31 6.375 900123DV9 32000000 PA USD 31734270.08 1.5257447478 Long DBT NUSS TR N 2 2031-05-22 Fixed 6.375000000000 N N N N N N UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR N/A UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR 903724CC4 11733659 PA USD 7784776.44 0.3742824945 Long DBT NUSS UA N 2 2036-02-01 Variable 4.500000000000 N N N N N UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR N/A UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR 903724CE0 4773326 PA USD 2537591.37 0.1220042779 Long DBT NUSS UA N 2 2034-02-01 Variable 0.000000000000 N N N N N N Mexico City Airport Trust N/A MEXICO CITY AIRPORT TRUST SR SECURED 144A 07/47 5.5 59284MAD6 6400000 PA USD 5514560 0.2651332750 Long DBT CORP MX N 2 2047-07-31 Fixed 5.500000000000 N N N N N N MOROCCO GOVERNMENT INTERNATION SR UNSECURED 144A 12/50 4 N/A MOROCCO GOVERNMENT INTERNATION SR UNSECURED 144A 12/50 4 617726AM6 6500000 PA USD 4588213.11 0.2205956537 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.000000000000 N N N N N Ambipar Lux S.a r.l. N/A AMBIPAR LUX SARL COMPANY GUAR 144A 02/31 9.875 02319WAA9 5514000 PA USD 1364715 0.0656138218 Long DBT CORP LU N 2 2031-02-06 None 0 Y N N N N N EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/34 7.625 N/A EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/34 7.625 03846JAJ9 8750000 PA USD 8795878.18 0.4228950249 Long DBT NUSS EG N 2 2034-05-20 Fixed 7.625000000000 N N N N N N UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/35 VAR N/A UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/35 VAR 903724CF7 4029711 PA USD 2323793.5 0.1117251387 Long DBT NUSS UA N 2 2035-02-01 Variable 0.000000000000 N N N N N N UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR N/A UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/36 VAR 903724CG5 3386426 PA USD 1946776.62 0.0935986300 Long DBT NUSS UA N 2 2036-02-01 Variable 0.000000000000 N N N N N N EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875 N/A EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/50 8.875 03846JX62 6000000 PA USD 5870785.2 0.2822601453 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.875000000000 N N N N N N Argentine Republic Government International Bond N/A ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/30 VAR 040114HS2 32270400 PA USD 28113972.48 1.3516852835 Long DBT NUSS AR N 2 2030-07-09 Variable 0.750000000000 N N N N N N ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375 N/A ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375 904ESCAL4 11500000 PA USD 632500 0.0304098235 Long DBT CORP US N 2 2028-01-27 None 0.0000000000 Y N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 04/28 3.75 91282CQL8 58550000 PA USD 58275546.88 2.8018167537 Long DBT UST US N 2 2028-04-30 Fixed 3.750000000000 N N N N N N Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati N/A NAVOI MINING and METALLURGICAL C SR UNSECURED 144A 10/28 6.7 63890CAA2 7308000 PA USD 7522753.91 0.3616847729 Long DBT CORP UZ N 2 2028-10-17 Fixed 6.700000000000 N N N N N Niagara Energy S.A.C. N/A NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746 65345YAA0 6005000 PA USD 6035551.76 0.2901819193 Long DBT CORP PE N 2 2034-10-03 Fixed 5.746000000000 N N N N N N Yinson Boronia Production B.V. N/A YINSON BORONIA PRODUCTION BV SR SECURED 144A 07/42 8.947 98584XAA3 3788694 PA USD 4152313.91 0.1996381553 Long DBT CORP NL N 2 2042-07-31 Fixed 8.947000000000 N N N N N N Yinson Bergenia Production B.V. N/A YINSON BERGENIA PRODUCTION BV SR SECURED 144A 01/45 8.498 98585VAA6 4025736 PA USD 4278717.28 0.2057154742 Long DBT CORP NL N 2 2045-01-31 Fixed 8.498000000000 N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/32 7.875 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/32 7.875 65412JAA1 2000000 PA USD 2113396.7 0.1016095189 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.875000000000 N N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.696 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 02/38 7.696 65412JAH6 2600000 PA USD 2692228.6 0.1294390461 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.696000000000 N N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 03/29 8.375 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED 144A 03/29 8.375 65412JAU7 5500000 PA USD 5849008.17 0.2812131325 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.375000000000 N N N N N N Oceanica Lux Sarl N/A OCEANICA LUX SR SECURED 144A 10/29 13 67525AAA0 200000 PA USD 214179.6 0.0102974922 Long DBT CORP LU N 2 2029-10-02 Fixed 13.000000000000 N N N N N N Oceanica Lux Sarl N/A OCEANICA LUX SR SECURED 144A 05/31 11.25 67525AAB8 12300000 PA USD 12515250 0.6017178560 Long DBT CORP LU N 2 2031-05-08 Fixed 11.250000000000 N N N N N N OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/51 7 N/A OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/51 7 68205LAT0 6250000 PA USD 7080555 0.3404243922 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.000000000000 N N N N N ORLEN S.A. N/A ORLEN SA SR UNSECURED 144A 01/35 6 68666UAA3 10780000 PA USD 11168524.03 0.5369689247 Long DBT CORP PL N 2 2035-01-30 Fixed 6.000000000000 N N N N N Indika Energy PT.TBK N/A INDIKA ENERGY TBK PT COMPANY GUAR 144A 05/29 8.75 69369KAA3 8740000 PA USD 8849487.9 0.4254725144 Long DBT CORP ID N 2 2029-05-07 Fixed 8.750000000000 N N N N N Unifin Financiera S. A. B. de C. V. 5493007GRMPGDJG93Z17 UNIFIN FINANCIERA SAB DE CV COMMON STOCK ACI0CQ8G1 1551287 NS 0 0.0000000000 Long EC CORP MX N 3 N N PT Freeport Indonesia N/A FREEPORT INDONESIA PT SR UNSECURED REGS 04/52 6.2 BV8019879 16790000 PA USD 16417122.64 0.7893151025 Long DBT CORP ID N 2 2052-04-14 Fixed 6.200000000000 N N N N N Panama N/A PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.7 698299AW4 6520000 PA USD 7041600 0.3385514836 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.700000000000 N N N N N N Panama N/A PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 03/54 6.853 698299BV5 6150000 PA USD 6596982 0.3171747960 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.853000000000 N N N N N Panama N/A PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/36 6.875 698299BW3 12160000 PA USD 13278720 0.6384245564 Long DBT NUSS PA N 2 2036-01-31 Fixed 6.875000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 5.625 91087BBQ2 25800000 PA USD 25305672 1.2166656440 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.625000000000 N N N N N N Mexico Government International Bond N/A MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/38 6.125 91087BBR0 10300000 PA USD 10099150 0.4855547341 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.125000000000 N N N N N N JH COLLATERAL N/A JH COLLATERAL N/A 4076091.11 NS USD 40763764.4 1.9598717499 Long STIV RF US N 1 N N Venezuela Government International Bond (Venezuela) N/A VENEZUELA GOVERNMENT INTERNATI SR UNSECURED REGS 04/25 7.65 N/A 33050000 PA USD 15368250 0.7388865936 Long DBT NUSS VE N 2 2025-04-21 None 0 Y N N N N N GACI First Investment Company N/A GACI FIRST INVESTMENT CO COMPANY GUAR REGS 01/54 5.375 N/A 15400000 PA USD 13834727.68 0.6651567231 Long DBT CORP KY N 2 2054-01-29 Fixed 5.375000000000 N N N N N Mexico City Airport Trust N/A MEXICO CITY AIRPORT TRUST SR SECURED REGS 07/47 5.5 AP1360043 16160000 PA USD 13924264 0.6694615194 Long DBT CORP MX N 2 2047-07-31 Fixed 5.500000000000 N N N N N N NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 11/47 7.625 N/A NIGERIA GOVERNMENT INTERNATION SR UNSECURED REGS 11/47 7.625 AQ1229378 5350000 PA USD 5319092.89 0.2557354563 Long DBT NUSS NG N 2 2047-11-28 Fixed 7.625000000000 N N N N N N Petroleos del Peru SA - Petroperu S.A. N/A PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625 AN9553354 13050000 PA USD 9532894.5 0.4583298648 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/36 4.875 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/36 4.875 DC7016777 11300000 PA USD 11166940.92 0.5368928107 Long DBT NUSS SA N 2 2036-01-12 Fixed 4.875000000000 N N N N N N LLPL Capital Pte Ltd N/A LLPL CAPITAL PTE LTD SR SECURED REGS 02/39 6.875 AW9637074 3719376 PA USD 3787440.58 0.1820954935 Long DBT CORP SG N 2 2039-02-04 Fixed 6.875000000000 N N N N N N INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/30 5.45 N/A INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED REGS 05/30 5.45 BJ4178874 11450000 PA USD 11582705.5 0.5568822613 Long DBT CORP ID N 2 2030-05-15 Fixed 5.450000000000 N N N N N N Petroleos de Venezuela SA 549300YWR8TN1OFD4P06 PETROLEOS DE VENEZUELA SA COMPANY GUAR REGS 11/26 6 EJ9776299 47080000 PA USD 18478900 0.8884428269 Long DBT CORP VE N 2 2026-11-15 None 0 Y N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/53 5 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/53 5 ZM3514043 11750000 PA USD 10204952.67 0.4906415966 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.000000000000 N N N N N N IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 01/32 4.875 N/A IVORY COAST GOVERNMENT INTERNA SR UNSECURED 144A 01/32 4.875 BM7280605 2465000 PA 2819312.22 0.1355490705 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875000000000 N N N N N N IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875 N/A IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875 BM7280613 2808000 PA 3211614.09 0.1544104628 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875000000000 N N N N N N JSC Uzbekneftegaz N/A UZBEKNEFTEGAZ JSC SR UNSECURED REGS 05/30 8.75 YO0379611 9590000 PA USD 10336658.22 0.4969738377 Long DBT CORP UZ N 2 2030-05-07 Fixed 8.750000000000 N N N N N N Hungary Government International Bond N/A HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 05/28 6.125 ZM2329815 3140000 PA USD 3220818.7 0.1548530092 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.125000000000 N N N N N N GACI First Investment Company N/A GACI FIRST INVESTMENT CO COMPANY GUAR REGS 02/53 5.125 ZM9211370 15640000 PA USD 13600743.57 0.6539070543 Long DBT CORP KY N 2 2053-02-14 Fixed 5.125000000000 N N N N N N Argentine Republic Government International Bond N/A ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR 040114HT0 58227840 PA USD 44806322.88 2.1542329989 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 08/28 4.5 045167FZ1 7500000 PA USD 7572956.63 0.3640984581 Long DBT NUSS PH N 2 2028-08-25 Fixed 4.500000000000 N N N N N N MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 12/50 4 N/A MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 12/50 4 BM9763137 6560000 PA USD 4630565.85 0.2226319215 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.000000000000 N N N N N N OMAN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/51 7 N/A OMAN GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/51 7 BN5332828 7030000 PA USD 7964208.26 0.3829093561 Long DBT NUSS OM N 2 2051-01-25 Fixed 7.000000000000 N N N N N N OCP S.A. N/A OCP SA SR UNSECURED REGS 06/31 3.75 BQ0169574 8260000 PA USD 7621142.69 0.3664151847 Long DBT CORP MA N 2 2031-06-23 Fixed 3.750000000000 N N N N N N IHS Holding Limited N/A IHS HOLDING LTD COMPANY GUAR REGS 11/28 6.25 BS5471211 6630000 PA USD 6589006.91 0.3167913634 Long DBT CORP GB N 2 2028-11-29 Fixed 6.250000000000 N N N N N N Banco BBVA Peru S.A. 549300H1JNU0HLNFU552 BANCO BBVA PERU SA SUBORDINATED 144A 06/34 VAR 058950AA4 2937000 PA USD 3002953.27 0.1443783067 Long DBT CORP PE N 2 2034-06-07 Variable 6.200000000000 N N N N N Banco Mercantil del Norte S.A. 549300QTVYRPFHS0J362 BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A VAR 05971PAB4 2200000 PA USD 2195116 0.1055384825 Long DBT CORP KY N 2 2029-06-27 Variable 7.500000000000 N N N N N N Banco Mercantil del Norte S.A. 549300QTVYRPFHS0J362 BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A 12/99 VAR 05971PAD0 4950000 PA USD 5141812.5 0.2472120328 Long DBT CORP KY N 2 2031-05-20 Variable 8.375000000000 N N N N N N Banco de Credito del Peru S.A. N/A BANCO DE CREDITO DEL PERU S.A. SUBORDINATED 144A 07/35 VAR 05971U2J5 9090000 PA USD 9330885 0.4486174960 Long DBT CORP PE N 2 2035-07-30 Variable 6.450000000000 N N N N N N Biocon Biologics Global PLC N/A BIOCON BIOLOGICS GLOBAL PLC SR SECURED 144A 10/29 6.67 090978AA5 9420000 PA USD 9509351.24 0.4571979337 Long DBT CORP GB N 2 2029-10-09 Fixed 6.670000000000 N N N N N N BOGOTA DISTRITO CAPITAL SR UNSECURED 144A 11/35 13.140 N/A BOGOTA DISTRITO CAPITAL SR UNSECURED 144A 11/35 13.140 097230AC0 25288000000 PA 6863451.63 0.3299863287 Long DBT NUSS CO N 2 2035-11-05 Fixed 13.140400000000 N N N N N N CT TRUST SR SECURED 144A 02/32 5.125 N/A CT TRUST SR SECURED 144A 02/32 5.125 12659BAA2 5600000 PA USD 5340552 0.2567671840 Long DBT CORP GT N 2 2032-02-03 Fixed 5.125000000000 N N N N N N Colombia Government International Bond N/A COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 06/45 5 195325CU7 33000000 PA USD 24832500 1.1939161151 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.000000000000 N N N N N N Colombia Government International Bond N/A COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 04/31 3.125 195325DS1 16700000 PA USD 14570750 0.7005437726 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.125000000000 N N N N N N Consorcio Transmantaro S.A. N/A CONSORCIO TRANSMANTARO SA SR UNSECURED 144A 04/38 5.2 210314AD2 5000000 PA USD 4861660 0.2337426445 Long DBT CORP PE N 2 2038-04-11 Fixed 5.200000000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 02/33 5.125 21987BBF4 4800000 PA USD 4768233.12 0.2292507948 Long DBT CORP CL N 2 2033-02-02 Fixed 5.125000000000 N N N N N N Corporacion Quiport S.A. N/A CORP QUIPORT SA SR SECURED 144A 12/37 9 22000FAA8 200000 PA USD 217467.52 0.0104555714 Long DBT CORP EC N 2 2037-12-15 Fixed 9.000000000000 N N N N N N Sold MXN /Bought USD N/A Sold MXN /Bought USD N/A 1 NC USD -733170.72 -0.0352499482 N/A DFE CORP MX N 2 GOLDMAN SACHS KD3XUN7C6T14HNAYLU02 535786178.900000000000 MXN 30131738.310000000000 USD 2026-06-17 -733170.720000000000 N N N Corporacion Quiport S.A. N/A CORP QUIPORT SA SR SECURED 144A 12/37 9 22000FAA8 1545000 PA USD 1679936.58 0.0807692884 Long DBT CORP EC N 2 2037-12-15 Fixed 9.000000000000 N N N N N N COSTA RICA GOVERNMENT INTERNAT UNSECURED 144A 11/54 7.3 N/A COSTA RICA GOVERNMENT INTERNAT UNSECURED 144A 11/54 7.3 221597CV7 4700000 PA USD 5249947 0.2524110068 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.300000000000 N N N N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD -124434.54 -0.0059826599 N/A DFE CORP DE N 2 JP MORGAN CHASE 7H6GLXDRUGQFU57RNE97 34530000.000000000000 EUR 40177643.930000000000 USD 2026-06-17 -124434.540000000000 N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD -22919.87 -0.0011019592 N/A DFE CORP DE N 2 JP MORGAN CHASE 7H6GLXDRUGQFU57RNE97 5940000.000000000000 EUR 6910018.040000000000 USD 2026-06-17 -22919.870000000000 N N N ESC CB144A CREDITO REA D0 N/A ESC CB144A CREDITO REA D0 225ESCAB8 11760000 PA USD 88200 0.0042405477 Long DBT CORP US N 2 2049-12-31 None 0.000000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/60 5.875 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/60 5.875 25714PEE4 5350000 PA USD 4661722.5 0.2241298950 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875000000000 N N N N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD 5382.83 0.0002587999 N/A DFE CORP DE N 2 CITIGROUP E57ODZWZ7FF32TWEFA76 830000.000000000000 EUR 974126.680000000000 USD 2026-06-17 5382.830000000000 N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD 18888.47 0.0009081344 N/A DFE CORP DE N 2 TD SECURITIES INC. PT3QB789TSUIDF371261 3680000.000000000000 EUR 4314041.920000000000 USD 2026-06-17 18888.470000000000 N N N International Finance Corporation QKL54NQY28TCDAI75F60 INTERNATIONAL FINANCE CORP UNSECURED 03/27 15 DG4951571 31880000000 PA 23538331.15 1.1316940655 Long DBT NUSS US N 2 2027-03-16 Fixed 15.000000000000 N N N N N N IRAQ INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.8 N/A IRAQ INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.8 EF2306852 3019500 PA USD 2973638.05 0.1429688669 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.800000000000 N N N N N N Peru Government Bond N/A PERU GOVERNMENT BOND BONDS 08/37 6.9 EG6650006 140200000 PA 41571316.76 1.9986978760 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.900000000000 N N N N N N PT Pertamina Persero N/A PERTAMINA PERSERO PT SR UNSECURED REGS 05/42 6 EJ1528169 23940000 PA USD 23594561.84 1.1343975681 Long DBT CORP ID N 2 2042-05-03 Fixed 6.000000000000 N N N N N N Sold MXN /Bought USD N/A Sold MXN /Bought USD N/A 1 NC USD -345974.07 -0.0166340086 N/A DFE CORP MX N 2 STATE STREET BANK & TRUST CO. 571474TGEMMWANRLN572 650000000.000000000000 MXN 37098423.830000000000 USD 2026-06-17 -345974.070000000000 N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD 26355.44 0.0012671372 N/A DFE CORP DE N 2 TD SECURITIES INC. PT3QB789TSUIDF371261 2210000.000000000000 EUR 2605781.830000000000 USD 2026-06-17 26355.440000000000 N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD 6528.72 0.0003138928 N/A DFE CORP DE N 2 TD SECURITIES INC. PT3QB789TSUIDF371261 520000.000000000000 EUR 613452.580000000000 USD 2026-06-17 6528.720000000000 N N N Sold THB /Bought USD N/A Sold THB /Bought USD N/A 1 NC USD 602355.71 0.0289605231 N/A DFE CORP TH N 2 CITIGROUP E57ODZWZ7FF32TWEFA76 1940454000.000000000000 THB 60300000.000000000000 USD 2026-06-17 602355.710000000000 N N N Sold USD /Bought KRW N/A Sold USD /Bought KRW N/A 1 NC -1245392.3 -0.0598769329 N/A DFE CORP KR N 2 MORGAN STANLEY I7331LVCZKQKX5T7XV54 60300000.000000000000 USD 88996770000.000000000000 KRW 2026-06-17 -1245392.300000000000 N N N Sold MXN /Bought USD N/A Sold MXN /Bought USD N/A 1 NC USD -6883.95 -0.0003309719 N/A DFE CORP MX N 2 STATE STREET BANK & TRUST CO. 571474TGEMMWANRLN572 34837643.000000000000 MXN 2000000.000000000000 USD 2026-06-17 -6883.950000000000 N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/41 5.3 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 01/41 5.3 25714PEG9 4300000 PA USD 3817067 0.1835198954 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.300000000000 N N N N N N EDO Sukuk Limited N/A EDO SUKUK LTD COMPANY GUAR 144A 07/31 5.662 28135J2B2 11952000 PA USD 12340941.98 0.5933373404 Long DBT CORP OM N 2 2031-07-03 Fixed 5.662000000000 N N N N N Sold EUR /Bought USD N/A Sold EUR /Bought USD N/A 1 NC USD 9608.66 0.0004619726 N/A DFE CORP DE N 2 STATE STREET BANK & TRUST CO. 571474TGEMMWANRLN572 1228000.000000000000 EUR 1442882.690000000000 USD 2026-06-17 9608.660000000000 N N N Sold USD /Bought EGP N/A Sold USD /Bought EGP N/A 1 NC 497740.33 0.0239307440 N/A DFE CORP EG N 2 JP MORGAN CHASE 7H6GLXDRUGQFU57RNE97 22800000.000000000000 USD 1216608000.000000000000 EGP 2026-06-22 497740.330000000000 N N N Sold USD /Bought EGP N/A Sold USD /Bought EGP N/A 1 NC 641823.06 0.0308580648 N/A DFE CORP EG N 2 CITIGROUP E57ODZWZ7FF32TWEFA76 22800000.000000000000 USD 1224132000.000000000000 EGP 2026-06-22 641823.060000000000 N N N NC QazaqGaz JSC N/A QAZAQGAZ NC JSC COMPANY GUAR 144A 05/36 5.625 63549WAB1 10500000 PA USD 10293276.74 0.4948881094 Long DBT CORP KZ N 2 2036-05-08 Fixed 5.625000000000 N N N N N N Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara N/A PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED REGS 07/49 4.875 71568QAK3 11090000 PA USD 9013780.11 0.4333714822 Long DBT CORP ID N 2 2049-07-17 Fixed 4.875000000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 PETROBRAS GLOBAL FINANCE BV COMPANY GUAR 12/99 6.85 71647NAN9 12156000 PA USD 11471575.87 0.5515392851 Long DBT CORP NL N 2 2115-06-05 Fixed 6.850000000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 INSTITUTO COSTARRICENSE DE ELE SR UNSECURED REGS 05/43 6.375 EJ6716355 19580000 PA USD 19165491.4 0.9214532986 Long DBT CORP CR N 2 2043-05-15 Fixed 6.375000000000 N N N N N N OCP S.A. N/A OCP SA SR UNSECURED REGS 04/44 6.875 EK1867895 8290000 PA USD 8372676.17 0.4025479918 Long DBT CORP MA N 2 2044-04-25 Fixed 6.875000000000 N N N N N N REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 10/33 4.875 N/A REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 10/33 4.875 731011AV4 5850000 PA USD 5849532.7 0.2812383512 Long DBT NUSS PL N 2 2033-10-04 Fixed 4.875000000000 N N N N N N REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 04/53 5.5 N/A REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 04/53 5.5 731011AW2 6500000 PA USD 6042598.51 0.2905207183 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.500000000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 ORBIA ADVANCE CORP SAB DE CV COMPANY GUAR REGS 09/44 5.875 EK4851532 10635000 PA USD 8452587.82 0.4063900458 Long DBT CORP MX N 2 2044-09-17 Fixed 5.875000000000 N N N N N N Mexico City Airport Trust N/A MEXICO CITY AIRPORT TRUST SR SECURED REGS 10/46 5.5 QZ6601400 7970000 PA USD 6846728.13 0.3291822833 Long DBT CORP MX N 2 2046-10-31 Fixed 5.500000000000 N N N N N N Prosus N.V. N/A PROSUS NV SR UNSECURED 144A 08/50 4.027 74365PAD0 8870000 PA USD 6218804.19 0.2989924711 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027000000000 N N N N N N PROVINCIA DE RIO NEGRO SR UNSECURED 144A 03/28 VAR N/A PROVINCIA DE RIO NEGRO SR UNSECURED 144A 03/28 VAR 744086AA7 1051909.33 PA USD 1020352.05 0.0490572740 Long DBT NUSS AR N 2 2028-03-10 Variable 6.875000000000 N N N N N N Sasol Financing USA LLC N/A SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5 80386WAD7 8940000 PA USD 8513854.34 0.4093356649 Long DBT CORP US N 2 2031-03-18 Fixed 5.500000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/50 5.25 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/50 5.25 80413TAL3 18050000 PA USD 16578797.93 0.7970882520 Long DBT NUSS SA N 2 2050-01-16 Fixed 5.250000000000 N N N N N N Empresa Distribuidora y Comercializadora Norte S.A. N/A EMPRESA DISTRIBUIDORA Y COMERC SR UNSECURED 144A 04/33 9.5 29244AAN2 12100000 PA USD 12130250 0.5832075287 Long DBT CORP AR N 2 2033-04-28 Fixed 9.500000000000 N N N N N Empresa Nacional del Petroleo N/A EMPRESA NACIONAL DEL PETROLEO SR UNSECURED 144A 07/34 5.95 29245JAP7 5620000 PA USD 5769036.78 0.2773682062 Long DBT CORP CL N 2 2034-07-30 Fixed 5.950000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/53 5 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/53 5 80413TBE8 12600000 PA USD 10943183.29 0.5261348185 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.000000000000 N N N N N N Sociedad Quimica y Minera de Chile S.A. TJ88LXZZW5PWIN93ZC81 SOCIEDAD QUIMICA Y MINERA DE C SR UNSECURED 144A 09/34 5.5 833636AP8 11090000 PA USD 11074032.29 0.5324258778 Long DBT CORP CL N 2 2034-09-10 Fixed 5.500000000000 N N N N N N ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35 N/A ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35 29277RAB1 3430000 PA USD 3419564.77 0.1644084762 Long DBT CORP KY N 2 2035-09-15 Fixed 6.350000000000 N N N N N N Export-Import Bank of India N/A EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 01/35 5.5 30218VAA4 12450000 PA USD 12766036.15 0.6137753462 Long DBT NUSS IN N 2 2035-01-13 Fixed 5.500000000000 N N N N N Export-Import Bank of India N/A EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 01/56 5.75 30218VAC0 28653000 PA USD 28818953.3 1.3855798959 Long DBT NUSS IN N 2 2056-01-12 Fixed 5.750000000000 N N N N N Farmer Mac Discount Notes 549300MS654K78GYF580 FEDERAL AGRICULTURAL MORTGAGE DISCOUNT NOT 06/26 0.00000 31315LXN3 30789000 PA USD 30779686.33 1.4798495330 Long DBT USGSE US N 2 2026-06-01 None 0.000000000000 N N N N N N Joint Stock Company Development Bank of Kazakhstan N/A DEVELOPMENT BANK OF KAZAKHSTAN SR UNSECURED 144A 05/29 16.95 48129VAH9 4363500000 PA 8880860.27 0.4269808595 Long DBT CORP KZ N 2 2029-05-08 Fixed 16.950000000000 N N N N N N EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/47 8.5 N/A EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/47 8.5 AM2612894 15980000 PA USD 15171990.16 0.7294506614 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.500000000000 N N N N N N South Africa Government International Bond N/A REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/32 5.875 836205BC7 15400000 PA USD 15860792.33 0.7625674242 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.875000000000 N N N N N N South Africa Government International Bond N/A REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/52 7.3 836205BE3 11260000 PA USD 11263589.46 0.5415395538 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.300000000000 N N N N N N National Bank of Foreign Economic Activity of the Republic of Uzbekistan N/A NATIONAL BANK OF UZBEKISTAN SR UNSECURED REGS 07/30 7.2 YM0858899 7000000 PA USD 7277867.1 0.3499109157 Long DBT CORP UZ N 2 2030-07-17 Fixed 7.200000000000 N N N N N N MEXICAN BONOS BONDS 02/36 8 N/A MEXICAN BONOS BONDS 02/36 8 YN3190611 745000000 PA 39700245.14 1.9087390495 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.000000000000 N N N N N N JORDAN GOVERNMENT INTERNATIONA SR UNSECURED REGS 01/29 7.5 N/A JORDAN GOVERNMENT INTERNATIONA SR UNSECURED REGS 01/29 7.5 ZK0192318 18220000 PA USD 19064119.48 0.9165794611 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.500000000000 N N N N N N MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 09/33 6.5 N/A MOROCCO GOVERNMENT INTERNATION SR UNSECURED REGS 09/33 6.5 ZL3654445 2850000 PA USD 3031253.64 0.1457389538 Long DBT NUSS MA N 2 2033-09-08 Fixed 6.500000000000 N N N N N N Hungary Government International Bond N/A HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 09/32 6.25 ZM2329823 18270000 PA USD 19374798.78 0.9315165404 Long DBT NUSS HU N 2 2032-09-22 Fixed 6.250000000000 N N N N N N IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 10/40 6.875 N/A IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 10/40 6.875 ZQ0630710 4400000 PA 5187465.23 0.2494069600 Long DBT NUSS CI N 2 2040-10-17 Fixed 6.875000000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 CORP NACIONAL DEL COBRE DE CHI SR UNSECURED REGS 08/47 4.5 AO5023020 11260000 PA USD 9026612.78 0.4339884612 Long DBT CORP CL N 2 2047-08-01 Fixed 4.500000000000 N N N N N N Banco Mercantil del Norte S.A. 549300QTVYRPFHS0J362 BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA REGS VAR AZ2756130 4120000 PA USD 4110853.6 0.1976447945 Long DBT CORP KY N 2 2029-06-27 Variable 7.500000000000 N N N N N South Africa Government International Bond N/A REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 144A 12/55 7.25 836205BJ2 13898000 PA USD 13705651.68 0.6589509074 Long DBT NUSS ZA N 2 2055-12-11 Fixed 7.250000000000 N N N N N TRUST 2401 SR UNSECURED 144A 01/44 6.95 N/A TRUST 2401 SR UNSECURED 144A 01/44 6.95 89834MAD8 6500000 PA USD 6444750 0.3098556683 Long DBT CORP MX N 2 2044-01-30 Fixed 6.950000000000 N N N N N TRUST 2401 SR UNSECURED 144A 01/50 6.39 N/A TRUST 2401 SR UNSECURED 144A 01/50 6.39 89834MAE6 5922000 PA USD 5426920.8 0.2609196899 Long DBT CORP MX N 2 2050-01-15 Fixed 6.390000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/47 4.625 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/47 4.625 AP2859340 13650000 PA USD 11530413.12 0.5543681078 Long DBT NUSS SA N 2 2047-10-04 Fixed 4.625000000000 N N N N N N 5-YEAR US TREASURY NOTE FUTURE SEP26 N/A 5-YEAR US TREASURY NOTE FUTURE SEP26 N/A 2380 NC USD 1260281.4 0.0605927826 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 5yr 6% US 5yr 6% 2026-10-01 253901749.850000000000 USD 1260281.400000000000 N N N EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/50 8.875 N/A EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/50 8.875 BJ6630427 21040000 PA USD 20586886.77 0.9897922430 Long DBT NUSS EG N 2 2050-05-29 Fixed 8.875000000000 N N N N N N Prosus N.V. N/A PROSUS NV SR UNSECURED REGS 08/50 4.027 BK6663888 10160000 PA USD 7123230.05 0.3424761562 Long DBT CORP NL N 2 2050-08-03 Fixed 4.027000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/33 2.25 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 02/33 2.25 BN7442955 8250000 PA USD 7025022.1 0.3377544385 Long DBT NUSS SA N 2 2033-02-02 Fixed 2.250000000000 N N N N N N Ambipar Lux S.a r.l. N/A AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875 02319WAB7 2250000 PA USD 511875 0.0246103216 Long DBT CORP LU N 2 2033-02-05 None 0 Y N N N N N ANGOLAN GOVERNMENT INTERNATION SR UNSECURED 144A 03/33 9.375 N/A ANGOLAN GOVERNMENT INTERNATION SR UNSECURED 144A 03/33 9.375 035198AK6 20520000 PA USD 21443826 1.0309928292 Long DBT NUSS AO N 2 2033-03-31 Fixed 9.375000000000 N N N N N N PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED REGS 09/37 VAR N/A PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED REGS 09/37 VAR BR2929577 6412574 PA USD 5152503.21 0.2477260290 Long DBT NUSS AR N 2 2037-09-01 Variable 6.625000000000 N N N N N N PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR N/A PROVINCIA DE BUENOS AIRES/GOVE SR UNSECURED 144A 09/37 VAR BR3458824 3859402.78 PA USD 3101030.13 0.1490937218 Long DBT NUSS AR N 2 2037-09-01 Variable 6.625000000000 N N N N N N Romania N/A ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 03/32 3.625 BT6265537 12040000 PA USD 10877859.47 0.5229941294 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.625000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/56 5.875 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 01/56 5.875 DC7016819 8400000 PA USD 8143528.68 0.3915308618 Long DBT NUSS SA N 2 2056-01-12 Fixed 5.875000000000 N N N N N N Antofagasta PLC N/A ANTOFAGASTA PLC SR UNSECURED 144A 05/34 6.25 03718NAC0 8100000 PA USD 8586623.7 0.4128343264 Long DBT CORP CL N 2 2034-05-02 Fixed 6.250000000000 N N N N N N Colombia Government International Bond N/A COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/34 7.5 195325EG6 9960000 PA USD 10333500 0.4968219944 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.500000000000 N N N N N N AES Panama Generation Holdings S.R.L. N/A AES PANAMA GENERATION HOLDINGS SR SECURED REGS 05/30 4.375 BK8770863 2725846.58 PA USD 2579332.33 0.1240111320 Long DBT CORP PA N 2 2030-05-31 Fixed 4.375000000000 N N N N N N CSN Resources S.A. N/A CSN RESOURCES SA COMPANY GUAR REGS 06/31 4.625 BP9085443 6517000 PA USD 4100371.93 0.1971408487 Long DBT CORP LU N 2 2031-06-10 Fixed 4.625000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/35 8.875 N/A REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/35 8.875 EK7732887 313000000 PA 19878696.02 0.9557433011 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/46 4.5 N/A SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 10/46 4.5 QZ9368221 11960000 PA USD 10002404.78 0.4809033427 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.500000000000 N N N N N N CT TRUST SR SECURED REGS 02/32 5.125 N/A CT TRUST SR SECURED REGS 02/32 5.125 BT8491875 6310000 PA USD 6017657.7 0.2893215948 Long DBT CORP GT N 2 2032-02-03 Fixed 5.125000000000 N N N N N N CSN Resources S.A. N/A CSN RESOURCES SA COMPANY GUAR REGS 04/32 5.875 BU2177212 9580000 PA USD 6067445.1 0.2917153119 Long DBT CORP LU N 2 2032-04-08 Fixed 5.875000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/36 10.75 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/36 10.75 25714PFA1 693700000 PA 12539777.72 0.6028971187 Long DBT NUSS DO N 2 2036-06-01 Fixed 10.750000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 03/37 10.5 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 03/37 10.5 25714PFD5 693000000 PA 12294841.39 0.5911208806 Long DBT NUSS DO N 2 2037-03-15 Fixed 10.500000000000 N N N N N N Consorcio Transmantaro S.A. N/A CONSORCIO TRANSMANTARO SA SR UNSECURED REGS 04/38 5.2 BV7238355 5790000 PA USD 5629802.28 0.2706739824 Long DBT CORP PE N 2 2038-04-11 Fixed 5.200000000000 N N N N N Colombia Government International Bond N/A COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/38 6.5 DA6782878 8910000 PA 10299666.62 0.4951953270 Long DBT NUSS CO N 2 2038-11-26 Fixed 6.500000000000 N N N N N N FORESEA HLDG S A COMMON STOCK N/A FORESEA HLDG S A COMMON STOCK 262051105 1602 NS USD 37246.5 0.0017907660 Long EC CORP LU N 2 N N N FORESEA HLDG S A COMMON STOCK N/A FORESEA HLDG S A COMMON STOCK 262051204 14419 NS USD 335241.75 0.0161180118 Long EC CORP LU N 2 N N N Romania N/A ROMANIAN GOVERNMENT INTERNATIO BONDS REGS 05/36 6.625 YM1634554 9700000 PA USD 9918212.17 0.4768554653 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.625000000000 N N N N N N Romania N/A ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 07/39 6.75 YQ7562081 16590000 PA 20353374.95 0.9785652814 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.750000000000 N N N N N N Romania N/A ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED REGS 01/34 6.375 ZF5196612 12930000 PA USD 13124699.68 0.6310194485 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.375000000000 N N N N N N FORESEA Holding S.A. N/A FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 262051AA3 164787 PA USD 162727.07 0.0078237178 Long DBT CORP LU N 2 2030-06-15 Fixed 7.500000000000 N N N N N Turkiye Ihracat Kredi Bankasi Anonim Sirketi N/A TURKIYE IHRACAT KREDI BANKASI SR UNSECURED 144A 10/30 6.375 90015LAL1 9740000 PA USD 9513642.5 0.4574042523 Long DBT CORP TR N 2 2030-10-03 Fixed 6.375000000000 N N N N N Asian Development Bank 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 01/29 2.375 DC8210296 4573000 PA 5291849.74 0.2544256391 Long DBT NUSS PH N 2 2029-01-16 Fixed 2.375000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 01/27 16.25 DC8476665 931600000 PA 17405684.72 0.8368439538 Long DBT NUSS PH N 2 2027-01-27 Fixed 16.250000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 03/27 17 DF8347760 160000000 PA 2996644.96 0.1440750109 Long DBT NUSS PH N 2 2027-03-09 Fixed 17.000000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 03/27 18 DG5872370 774400000 PA 14536238.38 0.6988844963 Long DBT NUSS PH N 2 2027-03-25 Fixed 18.000000000000 N N N N N N Atlantica Transmision Sur S.A. 549300PQCSQSSZTVDH16 ATLANTICA TRANSMISION SUR SA SR SECURED REGS 04/43 6.875 EK1721878 3447453.5 PA USD 3647061.06 0.1753462186 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N ESC GCBREGS CREDITO RE N/A ESC GCBREGS CREDITO RE P32ESCAD0 3500000 PA USD 26250 0.0012620678 Long DBT CORP US N 2 2049-12-31 None 0.000000000000 N N N N N N Banque Ouest Africaine de Developpement N/A BANQUE OUEST AFRICAINE DE DEVE SR UNSECURED 144A 10/40 6.25 YK7970154 3792000 PA 4222034.09 0.2029902160 Long DBT NUSS TG N 2 2040-10-14 Fixed 6.250000000000 N N N N N N Banque Ouest Africaine de Developpement N/A BANQUE OUEST AFRICAINE DE DEVE SR UNSECURED REGS 10/40 6.25 YK7970188 6678000 PA 7435322.7 0.3574811877 Long DBT NUSS TG N 2 2040-10-14 Fixed 6.250000000000 N N N N N N UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR N/A UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/34 VAR 903724CA8 3524097 PA USD 2411964.27 0.1159642811 Long DBT NUSS UA N 2 2034-02-01 Variable 4.500000000000 N N N N N N UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/30 VAR N/A UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 02/30 VAR 903724CD2 1386241 PA USD 971920.56 0.0467287474 Long DBT NUSS UA N 2 2030-02-01 Variable 0.000000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 06/26 20 YO6091616 838000000 PA 16046689.01 0.7715051084 Long DBT NUSS PH N 2 2026-06-04 Fixed 20.000000000000 N N N N N N COSTA RICA GOVERNMENT INTERNAT UNSECURED REGS 11/54 7.3 N/A COSTA RICA GOVERNMENT INTERNAT UNSECURED REGS 11/54 7.3 ZH9977492 4710000 PA USD 5261117.1 0.2529480515 Long DBT NUSS CR N 2 2054-11-13 Fixed 7.300000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/41 5.3 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/41 5.3 BN5158629 5110000 PA USD 4536095.9 0.2180899223 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.300000000000 N N N N N N Canacol Energy Ltd. N/A CANACOL ENERGY LTD COMPANY GUAR REGS 11/28 5.75 BS4891542 8600000 PA USD 3225172 0.1550623105 Long DBT CORP CA N 2 2028-11-24 None 0 Y N N N N N ANGOLAN GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 8.75 N/A ANGOLAN GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 8.75 BV8060618 10000000 PA USD 10250342.5 0.4928238839 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.750000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/45 6.85 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/45 6.85 EK7108062 2620000 PA USD 2645911.8 0.1272121912 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.850000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10 N/A BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10 JV5341526 209000000 PA 42248020.38 2.0312329553 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.000000000000 N N N N N N Turkiye Varlik Fonu Yonetimi AS N/A TURKIYE VARLIK FONU YONETIMI A SR UNSECURED REGS 09/35 7.75 YL8649458 9610000 PA USD 9644795.5 0.4637099275 Long DBT CORP TR N 2 2035-09-10 Fixed 7.750000000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 CORP NACIONAL DEL COBRE DE CHI SR UNSECURED REGS 02/33 5.125 ZM7549920 12260000 PA USD 12178862.09 0.5855447383 Long DBT CORP CL N 2 2033-02-02 Fixed 5.125000000000 N N N N N N ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/35 VAR N/A ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/35 VAR ZO2094340 37220000 PA USD 34195875 1.6440956904 Long DBT NUSS EC N 2 2035-07-31 Variable 6.900000000000 N N N N N N ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/40 VAR N/A ECUADOR GOVERNMENT INTERNATION SR UNSECURED REGS 07/40 VAR ZO2104552 22290000 PA USD 18667875 0.8975285129 Long DBT NUSS EC N 2 2040-07-31 Variable 5.000000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/60 5.875 N/A DOMINICAN REPUBLIC INTERNATION SR UNSECURED REGS 01/60 5.875 ZP6620022 9290000 PA USD 8094841.5 0.3891900419 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.875000000000 N N N N N N FIEMEX ENERGIA - BANCO ACTINVE SR SECURED REGS 01/41 7.25 N/A FIEMEX ENERGIA - BANCO ACTINVE SR SECURED REGS 01/41 7.25 YV7122034 4754435.44 PA USD 4836687.17 0.2325419815 Long DBT CORP MX N 2 2041-01-31 Fixed 7.250000000000 N N N N N N Braskem Netherlands Finance B.V. N/A BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR REGS 01/50 5.875 ZQ3579419 24820000 PA USD 11689023.43 0.5619938968 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N CDS CDX.NA.HY.46 P 500 20310620 N/A CDS CDX.NA.HY.46 P 500 20310620 N/A 201960000 PA USD -16817411.16 -0.8085604832 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.HY.46 2I65BRAE1 Y Buying protection on reference asset 2031-06-20 0.000000000000 USD 14521724.190000000000 USD 201960000 USD -2295686.97 N N N 2026-06-29 John Hancock Funds II /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX