# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-26-015147
**Filing Date:** 2026-4
**Character Count:** 86081
**Document Hash:** 19881fcd6fb219979bffd77212b29b6b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015147.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000940400-26-015147

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs ETF Trust
- **CENTRAL INDEX KEY:** 0001479026

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 26905649

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198
- **BUSINESS PHONE:** (312) 655-4400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198

## Series and Classes Contracts Data

### Goldman Sachs Access Emerging Markets USD Bond ETF (Series ID: S000062192)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000201200 | Goldman Sachs Access Emerging Markets USD Bond ETF | GEMD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs ETF Trust

- **b. Investment Company Act file number:** 811-23013

- **c. CIK number of Registrant:** 0001479026

- **d. LEI of Registrant:** 549300VEZF7K2ES5WL82

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

  - **Street Address 1:** 200 West Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Access Emerging Markets USD Bond ETF

- **b. EDGAR series identifier (if any):** S000062192

- **c. LEI of Series:** 5493001WLEVMSX7J3V46

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $36997584.00

**Total Liabilities:** $389605.72

**Net Assets:** $36607978.28

**Cash Not Reported:** $71375.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16.96000000 | **1-Year:** 487.27000000 | **5-Year:** 2486.25000000 | **10-Year:** 6351.26000000 | **30-Year:** 5649.32000000

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

- **3-Month:** 1.94000000 | **1-Year:** 412.82000000 | **5-Year:** 2081.13000000 | **10-Year:** 4489.77000000 | **30-Year:** 2624.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201200 | 0.37%                | 0.23%                | 1.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4739.77                 | $-38851.46                                 |
| Month 2  | $17075.57                | $-100232.29                                |
| Month 3  | $48005.96                | $282546.26                                 |

### Schedule of Portfolio Investments

| Name                                                              | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ghana (Republic of)                                               | GHANA 5 07/03/29 REGS                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    262500 | PA      | $258234.38    | 0.71%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 11.875 01/15/30 30Y                     | CUSIP: 900123AL4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50000 | PA      | $61687.50     | 0.17%             | 2030-01-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                         | KSA 3.75 01/21/55 REGS                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $216118.50    | 0.59%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 0 02/01/36 REGS                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     38000 | PA      | $21612.50     | 0.06%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                           | CDEL 6.15 10/24/36 REGS                        | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $108039.50    | 0.30%             | 2036-10-24      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Indian Railway Finance Corp Ltd.                                  | INRCIN 3.57 01/21/32 REGS                      | CUSIP: 45434M2H4<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $192270.70    | 0.53%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                 | KUWIB 4.136 10/09/30 REGS                      | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200744.00    | 0.55%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                               | GHANA 5 07/03/35 REGS                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     45098 | PA      | $40926.44     | 0.11%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                      | SRILAN 3.6 02/15/38 REGS                       | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     61000 | PA      | $61228.75     | 0.17%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 6.625 02/17/45 31Y                      | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $184202.10    | 0.50%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 7.75 01/17/38 REGS                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    121000 | PA      | $150566.35    | 0.41%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                             | ECUA 6.9 07/31/30 REGS                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     45000 | PA      | $44572.50     | 0.12%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                           | ARGENT 1 07/09/29                              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    136500 | PA      | $120802.50    | 0.33%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 7.75 11/07/36                            | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $210500.00    | 0.58%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                      | PEMEX 6.5 06/02/41                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     15000 | PA      | $13425.00     | 0.04%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                             | REPHUN 6.125 05/22/28 REGS                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $207980.60    | 0.57%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                               | JORDAN 7.75 01/15/28 REGS                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    250000 | PA      | $261390.50    | 0.71%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                      | PLNIJ 6.15 05/21/48 REGS                       | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $201483.20    | 0.55%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                         | ELSALV 7.65 06/15/35 REGS                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     60000 | PA      | $62624.40     | 0.17%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                              | SERBIA 6.5 09/26/33 REGS                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $217958.80    | 0.60%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                            | PARGUY 6 02/09/36 REGS                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $216000.00    | 0.59%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                      | SRILAN 4 04/15/28 REGS                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    146000 | PA      | $142715.00    | 0.39%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honduras (Republic of)                                            | HONDUR 6.25 01/19/27 REGS                      | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $152625.00    | 0.42%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                         | KSA 5.375 01/13/31 144A                        | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $210529.10    | 0.58%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 2.78 12/01/60                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    249000 | PA      | $141550.15    | 0.39%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                | DOMREP 5.3 01/21/41 REGS                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    350000 | PA      | $320687.50    | 0.88%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                           | CDEL 5.125 02/02/33 REGS                       | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $204499.80    | 0.56%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 5.875 08/08/54                            | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    175000 | PA      | $177334.68    | 0.48%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 1.95 01/06/32                           | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $176037.30    | 0.48%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                | DOMREP 5.875 01/30/60 REGS                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $135937.50    | 0.37%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                     | NGERIA 10.375 12/09/34 REGS                    | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $238825.60    | 0.65%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 9.375 04/01/29                          | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     40000 | PA      | $46075.24     | 0.13%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.4 05/07/54                               | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196218.10    | 0.54%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 9.5 02/02/30                            | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     63000 | PA      | $75729.78     | 0.21%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                            | PERTIJ 6.45 05/30/44 REGS                      | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $212326.00    | 0.58%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 6.125 01/22/44 REGS                     | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     90000 | PA      | $90123.57     | 0.25%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 3.1 01/22/61                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $130175.20    | 0.36%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 3.23 07/28/21                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40000 | PA      | $22634.62     | 0.06%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 7.625 05/15/34 10Y                      | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $214988.60    | 0.59%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 4.817 03/14/49 REGS                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $191783.60    | 0.52%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 7.375 09/18/37                           | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    100000 | PA      | $102713.90    | 0.28%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 4 02/01/32 REGS                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     50000 | PA      | $38937.50     | 0.11%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 4.4 04/16/50 REGS                        | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $179779.80    | 0.49%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 7.625 03/21/36                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $122660.00    | 0.34%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 3.87 07/23/60                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $139118.80    | 0.38%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                      | CHINA 1.25 10/26/26 REGS                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $394387.60    | 1.08%             | 2026-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 4.875 02/27/35 REGS                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $211178.70    | 0.58%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                 | PETRPE 4.75 06/19/32 REGS                      | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $147250.00    | 0.40%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 10.125 05/15/27                         | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     10000 | PA      | $10712.50     | 0.03%             | 2027-05-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                            | SURINM 7.7 11/06/30 REGS                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $206550.00    | 0.56%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                      | PEMEX 6.625 06/15/35                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    104000 | PA      | $99488.64     | 0.27%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 5 01/13/37                              | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202702.20    | 0.55%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                | DOMREP 6.4 06/05/49 REGS                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $201500.00    | 0.55%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                           | CDEL 3.7 01/30/50 REGS                         | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $146279.60    | 0.40%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                      | PEMEX 6.35 02/12/48                            | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $40105.80     | 0.11%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 7.125 07/17/32                          | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $209050.40    | 0.57%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 4.5 04/23/28 REGS                        | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $202722.30    | 0.55%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                 | KUWIB 4.652 10/09/35 REGS                      | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200977.20    | 0.55%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                        | SOAF 5.65 09/27/47 30Y                         | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $169500.00    | 0.46%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 3.05 03/12/51                            | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $133241.70    | 0.36%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                         | IVYCST 6.125 06/15/33 REGS                     | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    226000 | PA      | $224571.68    | 0.61%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                              | BHRAIN 5.625 05/18/34 REGS                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    225000 | PA      | $213655.50    | 0.58%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                               | KENINT 8.25 02/28/48 REGS                      | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $375000.00    | 1.02%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                         | KSA 5.125 01/13/28 REGS                        | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $203923.60    | 0.56%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                      | QPETRO 2.25 07/12/31 REGS                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $181719.40    | 0.50%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 5.75 10/28/34                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    120000 | PA      | $129124.80    | 0.35%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 7.875 01/15/33                          | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $180448.50    | 0.49%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 5.5 02/04/35                            | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $211579.90    | 0.58%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                              | ZAMBIN 0.5 12/31/53 REGS                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     50000 | PA      | $36687.50     | 0.10%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                              | MOROC 6.5 09/08/33 REGS                        | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $218207.00    | 0.60%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 6 05/25/34 REGS                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $51572.20     | 0.14%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                     | PETBRA 5.125 09/10/30                          | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $129837.50    | 0.35%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Co.                                         | PIFKSA 5.375 01/29/54                          | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187380.00    | 0.51%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                           | ARGENT 4.125 07/09/35                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    674239 | PA      | $510736.04    | 1.40%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 4.5 02/01/34 REGS                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     90000 | PA      | $56250.00     | 0.15%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 6.625 03/15/35                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    205000 | PA      | $216018.75    | 0.59%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 3.25 04/22/32                            | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $212910.75    | 0.58%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                      | PEMEX 6.7 02/16/32                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200605.00    | 0.55%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                        | SOAF 4.85 09/30/29 10Y                         | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    327000 | PA      | $329029.04    | 0.90%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 8.75 11/14/53                            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $222000.00    | 0.61%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED ARAB EMIRATES, FEDERAL GOVERNMENT OF - MINISTRY OF FINANCE | UAE 4.857 07/02/34 REGS                        | CUSIP: 000000000<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $209368.60    | 0.57%             | 2034-07-02      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 7.125 01/20/37                          | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    150000 | PA      | $167250.00    | 0.46%             | 2037-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                           | GUATEM 3.7 10/07/33 REGS                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    225000 | PA      | $205031.25    | 0.56%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                         | ARAMCO 4.25 04/16/39 REGS                      | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $184391.00    | 0.50%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                           | ARGENT 0.75 07/09/30                           | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    381600 | PA      | $324837.00    | 0.89%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.338 05/04/53                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194609.60    | 0.53%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                           | ARGENT 5 01/09/38                              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    438000 | PA      | $346020.00    | 0.95%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                           | CDEL 6.44 01/26/36 REGS                        | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $219383.80    | 0.60%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                           | CDEL 5.95 01/08/34 REGS                        | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    205000 | PA      | $218186.42    | 0.60%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 3.85 07/18/27 REGS                       | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200145.00    | 0.55%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                       | BGOSK 5.75 07/09/34 REGS                       | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    225000 | PA      | $241464.71    | 0.66%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 6.875 03/17/36 30Y                      | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     30000 | PA      | $30577.65     | 0.08%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 7.125 05/13/54                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $204750.00    | 0.56%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 6.853 03/28/54                          | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    250000 | PA      | $271145.75    | 0.74%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                          | EGYPT 6.875 04/30/40 REGS                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    134000 | PA      | $122610.00    | 0.33%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 3.25 06/02/26 REGS                       | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $199673.00    | 0.55%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                | DOMREP 6 07/19/28 REGS                         | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    225000 | PA      | $232031.25    | 0.63%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                     | PETBRA 6.5 07/03/33                            | CUSIP: 71647NBK4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $174487.50    | 0.48%             | 2033-07-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                             | REPHUN 7.625 03/29/41 30Y                      | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $119171.55    | 0.33%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 7.25 03/05/38 30Y                       | CUSIP: 900123BB5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    220000 | PA      | $232404.70    | 0.63%             | 2038-03-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                      | PEMEX 6.84 01/23/30                            | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $51328.25     | 0.14%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                           | ARGENT 3.5 07/09/41                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    434489 | PA      | $305771.63    | 0.84%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 4.65 09/20/32                            | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $403586.40    | 1.10%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                              | BHRAIN 6.75 09/20/29 REGS                      | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $205750.00    | 0.56%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 5.25 05/14/34                           | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208400.90    | 0.57%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 4.625 01/13/28                          | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    380000 | PA      | $383325.00    | 1.05%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 5.103 04/23/48 REGS                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    220000 | PA      | $220179.30    | 0.60%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                         | ARAMCO 5.25 07/17/34 REGS                      | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $207228.20    | 0.57%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 6.125 01/22/32                          | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $210250.00    | 0.57%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                | DOMREP 4.875 09/23/32 REGS                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $193000.00    | 0.53%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                | DOMREP 5.5 02/22/29 REGS                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $204250.00    | 0.56%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                              | POLAND 5.75 11/16/32 10Y                       | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $215833.30    | 0.59%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                         | ELSALV 9.65 11/21/54 REGS                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $171750.00    | 0.47%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                             | ADNOCM 4.5 09/11/34 REGS                       | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200086.50    | 0.55%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                           | ARGENT 4.125 07/09/46                          | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    218045 | PA      | $156992.73    | 0.43%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                         | KSA 5.875 01/12/56 REGS                        | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $200590.00    | 0.55%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARMENIA, REPUBLIC OF - MINISTRY OF FINANCE                        | ARMEN 3.6 02/02/31 REGS                        | CUSIP: 000000000<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $184610.70    | 0.50%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                          | KAZAKS 6.5 07/21/45 REGS                       | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $221346.00    | 0.60%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                         | KSA 5.75 01/16/54 REGS                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $200171.30    | 0.55%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                               | OMAN 6.75 01/17/48 REGS                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $220929.00    | 0.60%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 8 04/20/33                               | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $215479.30    | 0.59%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 0 02/01/34 REGS                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    104000 | PA      | $51220.00     | 0.14%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                             | REPHUN 5.5 03/26/36 REGS                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $405746.60    | 1.11%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 4.5 02/01/36 REGS                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     45000 | PA      | $27168.75     | 0.07%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 4.625 05/29/29 REGS                      | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $205051.70    | 0.56%             | 2029-05-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 7.625 01/17/53 REGS                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $57731.65     | 0.16%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                      | PEMEX 6.75 09/21/47                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    155000 | PA      | $128787.10    | 0.35%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 4.9 04/16/36                             | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198557.50    | 0.54%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 6.375 10/23/34                          | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $223953.00    | 0.61%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 6.125 01/18/41                           | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    110000 | PA      | $98994.06     | 0.27%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 4 03/14/29 REGS                          | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $200959.60    | 0.55%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 4.95 01/05/36                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $257050.13    | 0.70%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                      | SRILAN 3.35 03/15/33 REGS                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    250000 | PA      | $233750.00    | 0.64%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                          | COSTAR 7.158 03/12/45 REGS                     | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $225000.00    | 0.61%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 6.375 01/15/32                          | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $111093.00    | 0.30%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 6.125 10/24/28 11Y                      | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $205122.90    | 0.56%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED ARAB EMIRATES, FEDERAL GOVERNMENT OF - MINISTRY OF FINANCE | UAE 2.875 10/19/41 REGS                        | CUSIP: 000000000<br>LEI: 98450060C643D82DF808 | Long             | DBT              | NUSS              | AE        |    277000 | PA      | $214976.38    | 0.59%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                  | QATAR 9.75 06/15/30 REGS                       | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    149000 | PA      | $183867.49    | 0.50%             | 2030-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                               | GHANA 1.5 01/03/37 REGS                        | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     50000 | PA      | $28250.00     | 0.08%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 6.55 03/14/37                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $112021.70    | 0.31%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                 | KUWIB 4.016 10/09/28 REGS                      | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200891.40    | 0.55%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Jamaica (Government of)                                           | JAMAN 7.875 07/28/45                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $242250.00    | 0.66%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                       | EXIMBK 2.25 01/13/31 REGS                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $182729.82    | 0.50%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                  | KZOKZ 5.75 04/19/47 REGS                       | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $191935.00    | 0.52%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                    | PKSTAN 6.875 12/05/27 REGS                     | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $202250.00    | 0.55%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 3.625 03/27/32 REGS                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    160000 | PA      | $148729.76    | 0.41%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                               | GHANA 0 01/03/30 REGS                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     70014 | PA      | $61087.22     | 0.17%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                     | PETBRA 6.85 06/05/15                           | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     91000 | PA      | $87815.00     | 0.24%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                          | EGYPT 8.5 01/31/47 REGS                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $192000.00    | 0.52%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 7.125 01/17/33 REGS                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    298000 | PA      | $329939.04    | 0.90%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 6.3 03/14/33                            | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200594.80    | 0.55%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                      | CHINA 4.25 11/20/29 REGS                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    353000 | PA      | $366450.36    | 1.00%             | 2029-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 3.55 03/10/51                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $108436.05    | 0.30%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 4.975 04/20/55                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     60000 | PA      | $55865.76     | 0.15%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                             | ECUA 6.9 07/31/35 REGS                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    207727 | PA      | $189550.89    | 0.52%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                             | REPHUN 3.125 09/21/51 REGS                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $158953.38    | 0.43%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 3.875 03/17/28                          | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $198558.40    | 0.54%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 3.7 02/02/42                            | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $167269.80    | 0.46%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 0 02/01/35 REGS                         | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     35000 | PA      | $19950.00     | 0.05%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                     | BMETR 4.7 05/07/50 REGS                        | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $178117.50    | 0.49%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                         | KSA 4.375 04/16/29 REGS                        | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $201476.90    | 0.55%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                               | OMAN 5.375 03/08/27 REGS                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    275000 | PA      | $277882.00    | 0.76%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 6.875 01/14/38                          | CUSIP: 900123DU1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $198945.70    | 0.54%             | 2038-01-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                              | POLAND 5.125 09/18/34 10Y                      | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    154000 | PA      | $159882.34    | 0.44%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 2.55 07/27/33                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $352266.00    | 0.96%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 3.24 02/06/28                            | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $197410.30    | 0.54%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                             | SENEGL 7.75 06/10/31 7Y                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $132382.00    | 0.36%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 6.125 03/15/34                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $205500.00    | 0.56%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 3.125 04/15/31                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $174337.50    | 0.48%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                        | SOAF 7.1 11/19/36 REGS                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    270000 | PA      | $291909.69    | 0.80%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 3.7 03/01/41                            | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $338311.60    | 0.92%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 5.1 06/18/50                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     24000 | PA      | $23120.04     | 0.06%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                              | ZAMBIN 5.75 06/30/33 REGS                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     77777 | PA      | $75832.19     | 0.21%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                               | OMAN 7.375 10/28/32 REGS                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $229984.00    | 0.63%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.75 03/08/44 MTN                          | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    120000 | PA      | $100850.64    | 0.28%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 9.875 01/15/28 5Y                       | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $218125.00    | 0.60%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                              | POLAND 5.5 03/18/54 30Y                        | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    253000 | PA      | $248448.40    | 0.68%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 4.375 01/23/31                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    262699 | PA      | $267815.85    | 0.73%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 5.75 10/12/10 GMTN                         | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    106000 | PA      | $90568.41     | 0.25%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 5.25 09/10/60                           | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     20000 | PA      | $19126.60     | 0.05%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 6.7 01/26/36                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    298000 | PA      | $327084.20    | 0.89%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.5 04/22/29                               | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    325000 | PA      | $327601.95    | 0.89%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 5.875 01/30/29 REGS                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     70000 | PA      | $72699.55     | 0.20%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                             | UKRAIN 4.5 02/01/35 REGS                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     56000 | PA      | $34370.00     | 0.09%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 8.5 10/12/35 REGS                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    125000 | PA      | $158828.75    | 0.43%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                               | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |     83002 | PA      | $83002.00     | 0.23%             | 2099-12-01      | Floating      | 0.00%                 | No            |                  1 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 8.75 11/21/33                             | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    288000 | PA      | $364022.50    | 0.99%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 3 02/14/31 REGS                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    134000 | PA      | $123440.80    | 0.34%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                              | ANGOL 8.75 04/14/32 REGS                       | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $196000.00    | 0.54%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6 05/07/36                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206086.50    | 0.56%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                              | BHRAIN 6 09/19/44 REGS                         | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $173500.00    | 0.47%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                      | PEMEX 7.69 01/23/50                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     65000 | PA      | $59393.75     | 0.16%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                          | EGYPT 7.5 02/16/61 REGS                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $171000.00    | 0.47%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                            | COLOM 5.2 05/15/49                             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $149750.00    | 0.41%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                             | ROMANI 6.375 01/30/34 REGS                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    198000 | PA      | $209524.19    | 0.57%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 8.875 09/30/27                          | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    233000 | PA      | $250846.87    | 0.69%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                      | BRAZIL 5.625 01/07/41                          | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    128000 | PA      | $120480.00    | 0.33%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                              | TURKEY 9.375 03/14/29 6Y                       | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $222694.20    | 0.61%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                              | POLAND 5.375 02/12/35 10Y                      | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    150000 | PA      | $157519.80    | 0.43%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                      | QPETRO 3.125 07/12/41 REGS                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    225000 | PA      | $177136.99    | 0.48%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Goldman Sachs ETF Trust

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer