# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-25-016276
**Filing Date:** 2025-10
**Character Count:** 71904
**Document Hash:** 00c687c9c9aa200702aebd8dc568c922
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-016276.hdr.sgml**: 20251020

**ACCESSION NUMBER**: 0001410368-25-016276

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251020

**DATE AS OF CHANGE**: 20251020

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251403372

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Strategic Factor Allocation Fund (Series ID: S000054057)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000169918 | Institutional Shares | SFAFX           |
| C000201707 | Class P Shares       | GSQPX           |

## 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 TRUST

- **b. Investment Company Act file number:** 811-05349

- **c. CIK number of Registrant:** 0000822977

- **d. LEI of Registrant:** S2FHCT8U6D2VORP0J605

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

  - **Street Address 1:** 71  SOUTH WACKER DRIVE

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Goldman Sachs Strategic Factor Allocation Fund

- **b. EDGAR series identifier (if any):** S000054057

- **c. LEI of Series:** 5493007GJT5B3KUZ8P39

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $2353942760.47

**Total Liabilities:** $4556443.79

**Net Assets:** $2349386316.68

**Amount of Assets Invested in Other Investment Companies:** $5350000.00

**Cash Not Reported:** $102554616.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201707 | 3.45%                | 0.88%                | 1.83%                |
| Class ID C000169918 | 3.41%                | 0.87%                | 1.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $51.00                   | $-184317.23                                |
| Month 2  | $0.00                    | $-28336.69                                 |
| Month 3  | $0.00                    | $343689.94                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26C 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $46406.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         8 | NC      | $14480.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27P 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       794 | NC      | $660012.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797QT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  84722300 | PA      | $84652343.10  | 3.60%             | 2025-09-09      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD AUD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-170468.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27C 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       776 | NC      | $1134900.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26C 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        70 | NC      | $38500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       813 | NC      | $457312.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26P 96.37                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1679 | NC      | $482712.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       358 | NC      | $25955.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD EUR                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $50776.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-33530.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  81000000 | PA      | $80423740.08  | 3.42%             | 2025-11-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $42055.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25C 112.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -688 | NC      | $-53750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-2970.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        23 | NC      | $17940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       354 | NC      | $41595.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       757 | NC      | $757000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED CAD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-100222.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-77330.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 115000000 | PA      | $114010060.45 | 4.85%             | 2025-11-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -36 | NC      | $-3870.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 180000000 | PA      | $178983298.80 | 7.62%             | 2025-10-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       813 | NC      | $716456.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1SEP25C 114                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -343 | NC      | $-10718.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25P 110.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -693 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD NZD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $524332.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED CAD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-47215.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-35507.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) DEC25                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        70 | NC      | $7533.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1676 | NC      | $1875025.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CHF                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $154720.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797QM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 125000000 | PA      | $124941756.25 | 5.32%             | 2025-09-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       356 | NC      | $3560.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED AUD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-10369.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26C 96.37                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1679 | NC      | $2780843.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  85201700 | PA      | $84633230.85  | 3.60%             | 2025-10-30      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC25C 96.31                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        78 | NC      | $20962.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       354 | NC      | $21240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-18210.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP25C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        72 | NC      | $450.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN27C 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       794 | NC      | $1215812.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -54 | NC      | $-91530.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT SEP25                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |      3641 | NC      | $38500705.57  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        76 | NC      | $27075.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1469 | NC      | $-3672.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $1550.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        15 | NC      | $13500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       353 | NC      | $15885.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -34 | NC      | $-85.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC25C 96.06                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $44931.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CHF                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-239452.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1 | NC      | $2.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       818 | NC      | $184050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26P 96.93                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        59 | NC      | $80756.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1676 | NC      | $869425.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $50625.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       354 | NC      | $46905.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-7400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         5 | NC      | $2400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-2850.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1SEP25C 114.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -343 | NC      | $-5359.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       354 | NC      | $6195.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 115000000 | PA      | $113628439.85 | 4.84%             | 2025-12-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       353 | NC      | $43242.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED EUR / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $194786.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC25P 96.06                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        79 | NC      | $12343.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 118000000 | PA      | $116689612.36 | 4.97%             | 2025-12-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT SEP25                        | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       419 | NC      | $-26873.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $980.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26C 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        76 | NC      | $85975.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-11385.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED GBP / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $261348.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       354 | NC      | $5310.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       787 | NC      | $1180500.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED EUR / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $191330.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1SEP25P 111                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -343 | NC      | $-5359.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25P 110.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       356 | NC      | $17800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25C 113                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -344 | NC      | $-16125.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD EUR                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $56059.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-1740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       267 | NC      | $2002.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26P 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       802 | NC      | $130325.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE FRI W1SEP25P 111.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -343 | NC      | $-10718.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-4080.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED GBP / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $264035.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       360 | NC      | $900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        19 | NC      | $56430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25P 110.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -344 | NC      | $-344.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-130275.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25C 113                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-37720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD GBP                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $167528.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1437 | NC      | $-35925.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26C 96.93                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        59 | NC      | $15118.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) SEP25                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        29 | NC      | $-75542.44    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25P 111.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED NZD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-162767.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25C 113.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-67.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED NZD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-170023.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED JPY / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |         1 | NC      | $-529970.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25C 113.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1031 | NC      | $-16109.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-7.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund   | Goldman Sachs Financial Square Government Fund | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 754035874 | NS      | $754035874.28 | 32.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-35436.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CHF                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $199684.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        28 | NC      | $70.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-79650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.62                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       787 | NC      | $418093.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED NZD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-166925.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25P 111                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -344 | NC      | $-344.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       178 | NC      | $445.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27C 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       757 | NC      | $856356.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 325000000 | PA      | $322905157.25 | 13.74%            | 2025-10-28      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25P 111                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -342 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        15 | NC      | $37.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26P 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        70 | NC      | $41125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC25P 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        72 | NC      | $14850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-2880.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1440 | NC      | $-68400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC25P 96.31                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        78 | NC      | $37050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED AUD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-14878.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1434 | NC      | $-107550.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        21 | NC      | $43995.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE SEP25                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -154 | NC      | $-72179.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP25C 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        81 | NC      | $1012.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25P 110.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  82000000 | PA      | $81665523.64  | 3.48%             | 2025-10-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27P 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       792 | NC      | $678150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25C 113                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -342 | NC      | $-2394.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25P 111.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -687 | NC      | $-687.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                            | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 125000000 | PA      | $124560875.00 | 5.30%             | 2025-10-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -13 | NC      | $-32.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED NZD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |         1 | NC      | $-166907.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25C 113.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -342 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       352 | NC      | $12320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP25P 97                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        72 | NC      | $197100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD EUR                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $60139.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25C 114.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -30 | NC      | $-75.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED GBP / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $268751.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        13 | NC      | $20345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25C 113.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -41 | NC      | $-47150.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP25C 96.25                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        67 | NC      | $418.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       357 | NC      | $2677.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-41160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)DEC25                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     11258 | NC      | $3018177.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-90465.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26P 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       806 | NC      | $347587.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CHF                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $192067.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP25P 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        81 | NC      | $45562.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $341426.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED CAD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-48859.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       358 | NC      | $895.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD GBP                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $384.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27C 96.87                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       792 | NC      | $1024650.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | 10YR WEDS WKLY OP AUG25C 113.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25P 111.5                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -342 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-26620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT JUN26P 96.81                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $61406.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-3600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC25C 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        72 | NC      | $33750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE DEC25                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      -156 | NC      | $-34369.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        29 | NC      | $45530.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        30 | NC      | $18450.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED USD / SOLD CAD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-35023.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR26P 96.43                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        75 | NC      | $37500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       358 | NC      | $895.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       818 | NC      | $1978537.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-43875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         3 | NC      | $2895.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -23 | NC      | $-63365.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       702 | NC      | $24570.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         1 | NC      | $1350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT DEC25                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |      -370 | NC      | $-248556.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-42.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25C 112.7                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $-2422.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-670.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT MAR27P 96.75                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       776 | NC      | $562600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1439 | NC      | $-262617.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         2 | NC      | $2360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-112.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP25P 96.25                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        67 | NC      | $57787.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED AUD / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |         1 | NC      | $-8392.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       352 | NC      | $60720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT SEP26C 96.12                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       802 | NC      | $1719287.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED GBP / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $260144.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         6 | NC      | $7050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10Y NOTE W5 OP AUG25P 110                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       359 | NC      | $897.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | PURCHASED EUR / SOLD USD                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $197313.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       352 | NC      | $45760.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 6-7 NOTE WED WKSEP25P 111.2                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -688 | NC      | $-688.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-46610.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | 3 MONTH SOFR OPT DEC26C 96.5                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       806 | NC      | $1375237.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        28 | NC      | $64260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-01

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President