# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-038469
**Filing Date:** 2026-4
**Character Count:** 109329
**Document Hash:** bc10b928fe24cd002181038c723988ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038469.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038469

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**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:** 26877998

**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 Tactical Tilt Overlay Fund (Series ID: S000046190)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000144475 | Institutional Shares | TTIFX           |
| C000196984 | Class R6 Shares      | TTRFX           |
| C000201713 | Class P Shares       | GSLPX           |

## 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:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Tactical Tilt Overlay Fund

- **b. EDGAR series identifier (if any):** S000046190

- **c. LEI of Series:** 549300Y7D0XH3BSLUI66

**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:** $5150050049.17

**Total Liabilities:** $31816571.85

**Net Assets:** $5118233477.32

**Amount of Assets Invested in Other Investment Companies:** $640481166.14

**Cash Not Reported:** $100235222.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -56.39000000 | **1-Year:** -9280.12000000 | **5-Year:** -1635.13000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -4379.99000000 | **1-Year:** -4579.07000000 | **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 C000144475 | 0.21%                | 0.74%                | 0.92%                |
| Class ID C000196984 | 0.14%                | 0.77%                | 0.96%                |
| Class ID C000201713 | 0.15%                | 0.77%                | 0.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3535236.31              | $-989108.65                                |
| Month 2  | $27820472.69             | $-7245591.57                               |
| Month 3  | $4688320.80              | $4117966.64                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UH61<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   10652000 | PA      | $10463104.89   | 0.20%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA/New York                            | Banco Santander SA/New York                                                                                  | CUSIP: 05973RHN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |    5991000 | PA      | $5991342.09    | 0.12%             | 2026-03-06      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                                                                     | CUSIP: 89233HGT5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24618750.00   | 0.48%             | 2026-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK (NEW YORK)                                    | Swedbank AB/New York                                                                                         | CUSIP: 87019WH32<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |   18804000 | PA      | $18810558.84   | 0.37%             | 2026-04-10      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | NASDAQ 100 E-MINI MAR26                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         15 | NC      | $-289256.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                                                  | CUSIP: 43851UCJ0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   30000000 | PA      | $29940708.00   | 0.58%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                    | Emerson Electric Co                                                                                          | CUSIP: 29101BE57<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19864400.00   | 0.39%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIME FUNDING LLC                                       | Lime Funding LLC                                                                                             | CUSIP: 53262RD25<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   14350000 | PA      | $14299529.62   | 0.28%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                   | Barclays Bank PLC/NY                                                                                         | CUSIP: 06745GEL1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   16000000 | PA      | $16006395.20   | 0.31%             | 2026-09-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 5YR NOTE (CBT) JUN26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       5043 | NC      | $2906682.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UFN6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    8201000 | PA      | $8096297.01    | 0.16%             | 2026-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                              | ONEOK Inc                                                                                                    | CUSIP: 68269FCL1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24943200.00   | 0.49%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                     | Mizuho Bank Ltd/New York NY                                                                                  | CUSIP: 60701A2K8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |    4636000 | PA      | $4636245.24    | 0.09%             | 2026-03-17      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Koch Cos LLC                                           | Koch Cos LLC                                                                                                 | CUSIP: 50000NE83<br>LEI: 254900WKZPXRVIUE5K81 | Long             | STIV             | CORP              | US        |   23077000 | PA      | $22914115.61   | 0.45%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34774000 | PA      | $34342041.89   | 0.67%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UDL2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   19533000 | PA      | $19423322.21   | 0.38%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORPOR                         | SUMITOMO MITSUI BANKING CORPOR                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |   13000000 | PA      | $12869264.20   | 0.25%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION CAP CORP/LLC                                    | Albion Capital Corp SA / Albion Capital LLC                                                                  | CUSIP: 01329XEF2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   21360000 | PA      | $21189513.02   | 0.41%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PURE GROVE FUNDING                                     | Pure Grove Funding                                                                                           | CUSIP: 74625UET6<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |   10422000 | PA      | $10325912.29   | 0.20%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UHC8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    7093000 | PA      | $6962500.86    | 0.14%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PODIUM FUNDING TRUST                                   | Podium Funding Trust                                                                                         | CUSIP: 73044GE70<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |    7195000 | PA      | $7143699.65    | 0.14%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THUNDER BAY FNDNG LLC                                  | THUNDER BAY FNDNG LLC                                                                                        | CUSIP: 88603YKD2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   22000000 | PA      | $21999975.80   | 0.43%             | 2026-06-16      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                         | Nederlandse Waterschapsbank NV                                                                               | CUSIP: 63975VCD0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | US        |   15639000 | PA      | $15616665.94   | 0.31%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTALIS SA                                             | Antalis SA                                                                                                   | CUSIP: 03664BFG6<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |   26909000 | PA      | $26601642.71   | 0.52%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PURE GROVE FUNDING                                     | Pure Grove Funding                                                                                           | CUSIP: 74625UE74<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |   21192000 | PA      | $21041064.22   | 0.41%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Podium Funding Trust                                   | Podium Funding Trust                                                                                         | CUSIP: 73044BFG0<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   10000000 | PA      | $9998686.00    | 0.20%             | 2026-09-03      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7077800 | PA      | $7079735.35    | 0.14%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC/New York NY          | Lloyds Bank Corporate Markets PLC/New York NY                                                                | CUSIP: 53947B4E7<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | US        |   20727000 | PA      | $20764816.41   | 0.41%             | 2026-08-18      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                                 | National Bank of Kuwait/New York NY                                                                          | CUSIP: 63376F2G4<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   13000000 | PA      | $13022486.10   | 0.25%             | 2026-08-19      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                        | Unilever Finance Netherlands BV                                                                              | CUSIP: 90478DDD4<br>LEI: 549300SWJ4YK4LLNT176 | Long             | STIV             | CORP              | NL        |   19274000 | PA      | $19186181.87   | 0.37%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                | Bank of New York Mellon/The                                                                                  | CUSIP: 06428DAD4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | STIV             | CORP              | US        |    6487000 | PA      | $6487667.51    | 0.13%             | 2026-03-26      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Short Term Funding LLC           | Jackson National Life Short Term Funding LLC                                                                 | CUSIP: 46850CJA6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   11216000 | PA      | $10992730.94   | 0.21%             | 2026-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sprott Physical Uranium Trust                          | Sprott Physical Uranium Trust                                                                                | CUSIP: 85210A104<br>LEI: N/A                  | Long             | EC               | RF                | CA        |    2122599 | NS      | $42823888.04   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA/New York                            | Banco Santander SA/New York                                                                                  | CUSIP: 05973REW8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   15132000 | PA      | $15152806.50   | 0.30%             | 2026-05-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN                                   | DEUTSCHE BANK AG LDN                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |   12000000 | PA      | $11778154.80   | 0.23%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                           | Salisbury Receivables Co LLC                                                                                 | CUSIP: 79539QBY1<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |    8500000 | PA      | $8500894.20    | 0.17%             | 2026-07-08      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                        | Lloyds Bank PLC                                                                                              | CUSIP: 53943SDL8<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |    1276000 | PA      | $1269233.37    | 0.02%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PODIUM FUNDING TRUST                                   | Podium Funding Trust                                                                                         | CUSIP: 73044GF46<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |    3140000 | PA      | $3108645.22    | 0.06%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC/New York NY          | Lloyds Bank Corporate Markets PLC/New York NY                                                                | CUSIP: 53947B3V0<br>LEI: 213800MBWEIJDM5CU638 | Long             | STIV             | CORP              | US        |    4334000 | PA      | $4339317.82    | 0.08%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                           | Salisbury Receivables Co LLC                                                                                 | CUSIP: 79490BH41<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   40000000 | PA      | $39352668.00   | 0.77%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK NY                               | Bayerische Landesbank/New York                                                                               | CUSIP: 0727MDGX7<br>LEI: 549300DJ6F1V4GISFC11 | Long             | STIV             | CORP              | DE        |   20997000 | PA      | $21000456.11   | 0.41%             | 2027-01-26      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK NY                               | Bayerische Landesbank/New York                                                                               | CUSIP: 0727MDET8<br>LEI: 549300DJ6F1V4GISFC11 | Long             | STIV             | CORP              | DE        |   12924000 | PA      | $12924002.58   | 0.25%             | 2026-04-27      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                 | Federal Home Loan Banks                                                                                      | CUSIP: 3130B82Y7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   69835000 | PA      | $69830728.19   | 1.36%             | 2027-10-08      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | E-MINI RUSS 2000 MAR26                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        110 | NC      | $105714.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSAILLES COM PAPER LLC                               | Versailles Commercial Paper LLC                                                                              | CUSIP: 92513JTD7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   11200000 | PA      | $11200771.68   | 0.22%             | 2026-05-05      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS US CCP                                        | Barclays Bank PLC                                                                                            | CUSIP: 06741EE55<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | US        |    7178000 | PA      | $7127117.31    | 0.14%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER CORPORATION                                      | Bayer Corp                                                                                                   | CUSIP: 07273MM86<br>LEI: 54930050NR9YMICYZM28 | Long             | STIV             | CORP              | US        |   17945000 | PA      | $17412130.41   | 0.34%             | 2026-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                            | Bell Telephone Co of Canada or Bell Canada/The                                                               | CUSIP: 07787QC38<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   13234000 | PA      | $13228448.34   | 0.26%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                 | Macquarie Bank Ltd                                                                                           | CUSIP: 55607NF21<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   14098000 | PA      | $14103212.03   | 0.28%             | 2026-09-10      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| JACKSON NTL L SHT TRM FD                               | Jackson National Life Short Term Funding LLC                                                                 | CUSIP: 46850CNC7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   15022000 | PA      | $14536829.96   | 0.28%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                               | TotalEnergies Capital SA                                                                                     | CUSIP: 89152FCW3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |    3500000 | PA      | $3488876.65    | 0.07%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                          | VW Credit Inc                                                                                                | CUSIP: 91842KCG9<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    6602000 | PA      | $6589948.05    | 0.13%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FIN ST FDG                                 | Brighthouse Financial Short Term Funding LLC                                                                 | CUSIP: 10924JH60<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    3210000 | PA      | $3155739.12    | 0.06%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION CAP CORP/LLC                                    | Albion Capital Corp SA / Albion Capital LLC                                                                  | CUSIP: 01329XCS6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   15644000 | PA      | $15599944.93   | 0.30%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                   | Westpac Banking Corp                                                                                         | CUSIP: 9612C47D7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |   15924000 | PA      | $15929208.74   | 0.31%             | 2026-04-10      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     588200 | PA      | $578917.47     | 0.01%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| KFW                                                    | Kreditanstalt fuer Wiederaufbau                                                                              | CUSIP: 48246UGT7<br>LEI: 549300GDPG70E3MBBU98 | Long             | STIV             | CORP              | GE        |   58500000 | PA      | $57615187.50   | 1.13%             | 2026-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                               | Standard Chartered Bank/New York                                                                             | CUSIP: 85325VSW1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |   16040000 | PA      | $16056244.19   | 0.31%             | 2026-10-14      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                           | Salisbury Receivables Co LLC                                                                                 | CUSIP: 79490BHB5<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   21064000 | PA      | $20708237.47   | 0.40%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                                       | LMA-Americas LLC                                                                                             | CUSIP: 53944RCD8<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |    2177000 | PA      | $2173856.85    | 0.04%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                               | Enel Finance America LLC                                                                                     | CUSIP: 29279HDQ5<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   14629000 | PA      | $14542207.61   | 0.28%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18999900 | PA      | $19058532.55   | 0.37%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  1 | On Loan: No      |
| VW CREDIT INC                                          | VW Credit Inc                                                                                                | CUSIP: 91842KD78<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   16818000 | PA      | $16748164.94   | 0.33%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                   | Glencore Funding LLC                                                                                         | CUSIP: 37790BCC3<br>LEI: 213800STG1QDNBY87K49 | Long             | STIV             | CORP              | US        |   13371000 | PA      | $13352203.05   | 0.26%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                                       | LMA-Americas LLC                                                                                             | CUSIP: 53944RCG1<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |    2177000 | PA      | $2173178.71    | 0.04%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                           | HSBC USA Inc                                                                                                 | CUSIP: 40434WFS5<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |   10689000 | PA      | $10699059.42   | 0.21%             | 2026-08-14      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| iShares Gold Trust                                     | iShares Gold Trust                                                                                           | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |     145049 | NS      | $14370004.43   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | Bank of America NA                                                                                           | CUSIP: 06054RC91<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | STIV             | CORP              | US        |   12888000 | PA      | $12912544.16   | 0.25%             | 2026-07-24      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                                                          | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    4045300 | PA      | $4001982.56    | 0.08%             | 2026-06-18      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                       | Societe Generale SA                                                                                          | CUSIP: 83369CF17<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | STIV             | CORP              | FR        |    3000000 | PA      | $2970930.00    | 0.06%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                                            | CUSIP: 47816GFW4<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |   11187000 | PA      | $11049208.60   | 0.22%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria/New York NY            | Banco Bilbao Vizcaya Argentaria/New York NY                                                                  | CUSIP: 05971MEQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |    4100000 | PA      | $4102235.32    | 0.08%             | 2026-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                    | Bank of New Zealand                                                                                          | CUSIP: 06406QFA2<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | STIV             | CORP              | NZ        |    7794000 | PA      | $7712160.66    | 0.15%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                    | Emerson Electric Co                                                                                          | CUSIP: 29101BED0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14886406.50   | 0.29%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                           | Entergy Corp                                                                                                 | CUSIP: 29366GCA7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |    9527000 | PA      | $9515964.88    | 0.19%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BK PJSC                                | First Abu Dhabi Bank PJSC                                                                                    | CUSIP: 31849MFF3<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | STIV             | CORP              | UA        |   15574000 | PA      | $15399820.38   | 0.30%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 2YR NOTE (CBT) JUN26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4548 | NC      | $1626483.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jupiter Securitization Co LLC                          | Jupiter Securitization Co LLC                                                                                | CUSIP: 48207KET8<br>LEI: 549300764HIS4GLK4733 | Long             | STIV             | CORP              | US        |   27400000 | PA      | $27399969.86   | 0.54%             | 2026-06-05      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PARADELLE FUNDING LLC                                  | Paradelle Funding LLC                                                                                        | CUSIP: 69901NF90<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   25991000 | PA      | $25719459.03   | 0.50%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     361700 | PA      | $362830.31     | 0.01%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA/NY                                  | Banco Santander SA/New York                                                                                  | CUSIP: 05973RHQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |    8352000 | PA      | $8357660.15    | 0.16%             | 2026-08-24      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                    | Macquarie Group Ltd                                                                                          | CUSIP: 55608VEN7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | STIV             | CORP              | AU        |    3774000 | PA      | $3740272.89    | 0.07%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                               | Standard Chartered Bank/New York                                                                             | CUSIP: 85325VSU5<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | STIV             | CORP              | GB        |    9734000 | PA      | $9745194.59    | 0.19%             | 2026-10-30      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                 | RWE AG                                                                                                       | CUSIP: 7497MBCL4<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |   25000000 | PA      | $24943352.50   | 0.49%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                            | Bell Telephone Co of Canada or Bell Canada/The                                                               | CUSIP: 07787QCC8<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   13000000 | PA      | $12982205.60   | 0.25%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN                                   | DEUTSCHE BANK AG LDN                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |   11000000 | PA      | $10920793.40   | 0.21%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                 | US 10YR NOTE (CBT)JUN26                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       6563 | NC      | $5559488.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                      | MINI MDAX FUT MAR26                                                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       1178 | NC      | $1712095.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS US CCP                                        | Barclays Bank PLC                                                                                            | CUSIP: 06741ECP3<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | US        |    5500000 | PA      | $5486115.80    | 0.11%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UJ93<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    3100000 | PA      | $3033448.89    | 0.06%             | 2026-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF        | State Street Health Care Select Sector SPDR ETF                                                              | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |    1355512 | NS      | $217153022.40  | 4.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                               | TotalEnergies Capital SA                                                                                     | CUSIP: 89152FDV4<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |   45000000 | PA      | $44717899.50   | 0.87%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                           | Deutsche Bank AG/New York NY                                                                                 | CUSIP: 25161DAP8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | US        |   15100000 | PA      | $15132664.32   | 0.30%             | 2026-08-03      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO                                | Penske Truck Leasing Co LP                                                                                   | CUSIP: 70962BGH1<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |   31521000 | PA      | $31026996.58   | 0.61%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14878600 | PA      | $14919283.75   | 0.29%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  1 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                               | Enel Finance America LLC                                                                                     | CUSIP: 29279HDN2<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   48025000 | PA      | $47750104.90   | 0.93%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria/New York NY            | Banco Bilbao Vizcaya Argentaria/New York NY                                                                  | CUSIP: 05971MEE1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | STIV             | CORP              | ES        |   21000000 | PA      | $21004437.30   | 0.41%             | 2026-04-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                   | Barclays Bank PLC/NY                                                                                         | CUSIP: 06745GEP2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   15394000 | PA      | $15400111.42   | 0.30%             | 2026-10-09      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                                                                  | CUSIP: 6840C3DG5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |   39511000 | PA      | $39300169.30   | 0.77%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PODIUM FUNDING TRUST                                   | Podium Funding Trust                                                                                         | CUSIP: 73044GD14<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |   15000000 | PA      | $14949070.50   | 0.29%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BK PLC NEW YORK BRH I                         | BARCLAYS BK PLC NEW YORK BRH I                                                                               | CUSIP: 06745GHC8<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |   31000000 | PA      | $31021213.30   | 0.61%             | 2026-12-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Credit Industriel et Commercial/New York               | Credit Industriel et Commercial/New York                                                                     | CUSIP: 22536WK39<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | US        |    9000000 | PA      | $9010145.70    | 0.18%             | 2026-05-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     204600 | PA      | $204424.17     | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| LMA-Americas LLC                                       | LMA-Americas LLC                                                                                             | CUSIP: 53944RCH9<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |    2121000 | PA      | $2117057.06    | 0.04%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                | Charles Schwab Corp/The                                                                                      | CUSIP: 8085A3ET8<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   26502000 | PA      | $26260868.90   | 0.51%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Albion Capital Corp SA / Albion Capital LLC            | Albion Capital Corp SA / Albion Capital LLC                                                                  | CUSIP: 01329XCR8<br>LEI: N/A                  | Long             | STIV             | CORP              | LU        |    5671000 | PA      | $5655615.14    | 0.11%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTALIS SA                                             | Antalis SA                                                                                                   | CUSIP: 03664BCB0<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |    1763000 | PA      | $1760810.53    | 0.03%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     616700 | PA      | $607931.30     | 0.01%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| PARADELLE FUNDING LLC                                  | Paradelle Funding LLC                                                                                        | CUSIP: 69901Q3S4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2000000 | PA      | $1999999.80    | 0.04%             | 2026-07-30      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                     | Iowa Health System                                                                                           | CUSIP: 91331RF38<br>LEI: 549300M1J9QXG1NVRE79 | Long             | STIV             | CORP              | US        |   22500000 | PA      | $22267199.25   | 0.44%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FUNDING CO                                    | Columbia Funding Co LLC                                                                                      | CUSIP: 19767DF41<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   21500000 | PA      | $21285167.70   | 0.42%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                 | Long: ES131144  TRS EUR R E .SXDR INDEX / Short: ES131144  TRS EUR P V 00MESTR ESTRON + 34 BPS               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |  105503720 | OU      | $3071280.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG/London                                          | UBS AG/London                                                                                                | CUSIP: 90276JA22<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | STIV             | CORP              | CH        |   15622000 | PA      | $15624202.70   | 0.31%             | 2026-12-17      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     385300 | PA      | $382485.50     | 0.01%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                | Honeywell International Inc                                                                                  | CUSIP: 43851UC43<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |    9948000 | PA      | $9942823.06    | 0.19%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                                                   | CUSIP: 49177GC97<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | STIV             | CORP              | US        |    5020000 | PA      | $5014898.17    | 0.10%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IOP015766 EQO XLV.P USD                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |   -1268764 | NC      | $-21737897.28  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| PURE GROVE FUNDING                                     | Pure Grove Funding                                                                                           | CUSIP: 74625UL68<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |   30000000 | PA      | $29230140.00   | 0.57%             | 2026-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                           | Alimentation Couche-Tard Inc                                                                                 | CUSIP: 01626VD75<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   15847000 | PA      | $15779995.71   | 0.31%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY                               | Toronto-Dominion Bank/NY                                                                                     | CUSIP: 89115DML7<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |    7616000 | PA      | $7619191.10    | 0.15%             | 2026-08-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET FDG LLC                                 | Liberty Street Funding LLC                                                                                   | CUSIP: 53127UES5<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   13333000 | PA      | $13212105.69   | 0.26%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ridgefield Funding Co LLC                              | Ridgefield Funding Co LLC                                                                                    | CUSIP: 76582EPK5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   32000000 | PA      | $31999968.00   | 0.63%             | 2026-08-03      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund         | Goldman Sachs Financial Square Government Fund                                                               | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        | 1392066599 | NS      | $1392066599.15 | 27.20%            |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                     | Banco Santander SA                                                                                           | CUSIP: 05970UEB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   17300000 | PA      | $17168950.77   | 0.34%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Mexico ETF                                | iShares MSCI Mexico ETF                                                                                      | CUSIP: 464286822<br>LEI: 549300SQ92O6OZ19G545 | Long             | EC               | RF                | US        |     671373 | NS      | $54340930.62   | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTALIS SA                                             | Antalis SA                                                                                                   | CUSIP: 03664BC38<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |   18743000 | PA      | $18735262.89   | 0.37%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LA FAYETTE ASSET SECURIT                               | La Fayette Asset Securitization LLC                                                                          | CUSIP: 50286PBZ6<br>LEI: 549300WQLPP9XYITNS62 | Long             | STIV             | CORP              | US        |    1447000 | PA      | $1447616.86    | 0.03%             | 2026-07-13      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                             | Kenvue Inc                                                                                                   | CUSIP: 49177GFQ6<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | STIV             | CORP              | US        |   29174000 | PA      | $28832474.57   | 0.56%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UCS8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |    9481000 | PA      | $9453494.67    | 0.18%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Antalis SA                                             | Antalis SA                                                                                                   | CUSIP: 03664BEC6<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |    6663000 | PA      | $6610954.64    | 0.13%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| iShares 7-10 Year Treasury Bond ETF                    | iShares 7-10 Year Treasury Bond ETF                                                                          | CUSIP: 464287440<br>LEI: 549300XS1PPZG92M8L16 | Long             | EC               | RF                | US        |      24667 | NS      | $2417119.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VW CREDIT INC                                          | VW Credit Inc                                                                                                | CUSIP: 91842KCQ7<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    1233000 | PA      | $1229718.25    | 0.02%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                | Cabot Trail Funding LLC                                                                                      | CUSIP: 12710CAV1<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    3216000 | PA      | $3216471.14    | 0.06%             | 2026-04-22      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                            | S+P500 EMINI FUT MAR26                                                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         70 | NC      | $18864.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                               | Bank of Montreal/Chicago IL                                                                                  | CUSIP: 06370B4A9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |    7639000 | PA      | $7643134.61    | 0.15%             | 2026-09-08      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                | Duke Energy Corp                                                                                             | CUSIP: 26244JCP2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    7500000 | PA      | $7481283.75    | 0.15%             | 2026-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                               | Victory Receivables Corp                                                                                     | CUSIP: 92646LDP2<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   12500000 | PA      | $12429053.75   | 0.24%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS US CCP                                        | Barclays Bank PLC                                                                                            | CUSIP: 06741EKD1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | US        |    5701000 | PA      | $5566201.57    | 0.11%             | 2026-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                     | Mizuho Bank Ltd/New York NY                                                                                  | CUSIP: 60710T4K4<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   29985000 | PA      | $30016403.29   | 0.59%             | 2026-10-14      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Antalis SA                                             | Antalis SA                                                                                                   | CUSIP: 03664BH58<br>LEI: 549300G2LM2ZKZ0X4Y50 | Long             | STIV             | CORP              | FR        |    3463000 | PA      | $3406148.97    | 0.07%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                                | Royal Bank of Canada/New York NY                                                                             | CUSIP: 78015DJN1<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | STIV             | CORP              | US        |    2835000 | PA      | $2776038.52    | 0.05%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                            | CITIBANK NA DDCA                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | RF                | US        |    3209454 | NS      | $3209454.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                     | FXO004942 CALL EUR PUT GBP                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |  -78530000 | OU      | $-246917.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARADELLE FUNDING LLC                                  | Paradelle Funding LLC                                                                                        | CUSIP: 69901NDM3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    4583000 | PA      | $4558154.64    | 0.09%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NTL L SHT TRM FD                               | Jackson National Life Short Term Funding LLC                                                                 | CUSIP: 46850CLW5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   11598000 | PA      | $11273505.36   | 0.22%             | 2026-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                      | Suncor Energy Inc                                                                                            | CUSIP: 86723BCK4<br>LEI: 894500XO86FKXQGPYV71 | Long             | STIV             | CORP              | US        |   25211000 | PA      | $25157343.43   | 0.49%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South African Futures Exchange                         | FTSE/JSE TOP 40 MAR26                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |        920 | NC      | $5855857.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                      | CUSIP: 8085A3GG4<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   34600000 | PA      | $34109219.76   | 0.67%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEDFORD ROW FUNDING CORP                               | Bedford Row Funding Corp                                                                                     | CUSIP: 07644BH39<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |   15589000 | PA      | $15339131.71   | 0.30%             | 2026-08-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYERISCHE LANDESBANK NY                               | Bayerische Landesbank/New York                                                                               | CUSIP: 0727MDFK6<br>LEI: 549300DJ6F1V4GISFC11 | Long             | STIV             | CORP              | DE        |    4020000 | PA      | $4023886.13    | 0.08%             | 2026-07-16      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                               | PURCHASED USD / SOLD MXN                                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |          1 | NC      | $-3640645.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                    | WELLS FARGO BANK NA                                                                                          | CUSIP: 95001KVT8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |    7978000 | PA      | $7976891.86    | 0.16%             | 2026-12-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                | BASF SE                                                                                                      | CUSIP: 05526MCW3<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | GE        |   38137000 | PA      | $38015129.40   | 0.74%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY VUITT                               | LVMH Moet Hennessy Louis Vuitton SE                                                                          | CUSIP: 50244MCC4<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | FR        |   11051000 | PA      | $11036404.94   | 0.22%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                    | NatWest Markets PLC                                                                                          | CUSIP: 63906FFP9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | STIV             | CORP              | GB        |    2210000 | PA      | $2183723.10    | 0.04%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BKNG                          | MITSUBISHI UFJ TRUST AND BKNG                                                                                | CUSIP: 000000000<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |   12000000 | PA      | $11915641.20   | 0.23%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                          | VW Credit Inc                                                                                                | CUSIP: 91842KJQ0<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   25118000 | PA      | $24560435.66   | 0.48%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                       | Lseg US Fin Corp                                                                                             | CUSIP: 50220WDG0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | STIV             | CORP              | US        |   12574000 | PA      | $12509922.90   | 0.24%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Floating Rate Notes                                                                            | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1567800 | PA      | $1568622.83    | 0.03%             | 2026-07-31      | Floating      | 3.81%                 | No            |                  1 | On Loan: No      |
| TotalEnergies Capital USA LLC                          | TotalEnergies Capital USA LLC                                                                                | CUSIP: 89158MGF5<br>LEI: 9845000979865101C194 | Long             | STIV             | CORP              | US        |   11497000 | PA      | $11339663.56   | 0.22%             | 2026-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                                                          | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   16812100 | PA      | $16554438.09   | 0.32%             | 2026-08-06      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BANK NY                               | Toronto-Dominion Bank/NY                                                                                     | CUSIP: 89115D5Q5<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |   19051000 | PA      | $19061662.84   | 0.37%             | 2026-04-23      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                          | VW Credit Inc                                                                                                | CUSIP: 91842KG18<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |    9275000 | PA      | $9152571.86    | 0.18%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE SHORT TERM FUN                               | Equitable Short Term Funding LLC                                                                             | CUSIP: 29456DC98<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   14000000 | PA      | $13985785.80   | 0.27%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                                                          | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   21052500 | PA      | $21006063.45   | 0.41%             | 2026-03-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34009000 | PA      | $34026270.11   | 0.66%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IOP016491 EQO IGV.Z USD                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |    -768588 | NC      | $-1533522.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                      | STOXX EUROPE 600 MAR26                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        218 | NC      | $433228.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION BK                                    | TORONTO DOMINION BK                                                                                          | CUSIP: 89115DLC8<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | US        |    4957000 | PA      | $4959518.16    | 0.10%             | 2026-04-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| LMA AMERICAS LLC                                       | LMA-Americas LLC                                                                                             | CUSIP: 53944RCJ5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    2120000 | PA      | $2115838.86    | 0.04%             | 2026-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Corporate and Investment Bank/New York | Credit Agricole Corporate and Investment Bank/New York                                                       | CUSIP: 22536J6L4<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |    6002000 | PA      | $6005550.78    | 0.12%             | 2026-07-31      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                         | TOPIX INDX FUTR MAR26                                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         62 | NC      | $2302696.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KOOKMIN BANK/NEW YORK                                  | Kookmin Bank/New York                                                                                        | CUSIP: 48241G2Q4<br>LEI: 549300XXMOJSIW8P4769 | Long             | STIV             | CORP              | KR        |   21502000 | PA      | $21498994.02   | 0.42%             | 2027-02-08      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF                 | iShares Core MSCI Emerging Markets ETF                                                                       | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     203523 | NS      | $15622425.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                                       | EssilorLuxottica SA                                                                                          | CUSIP: 29728YCS2<br>LEI: 549300M3VH1A3ER1TB49 | Long             | STIV             | CORP              | FR        |   41900000 | PA      | $41786304.35   | 0.82%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TR&BK NY                                | Mitsubishi UFJ Trust & Banking Corp/NY                                                                       | CUSIP: 60683FGB4<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |   23454000 | PA      | $23452043.94   | 0.46%             | 2027-02-24      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                             | Schlumberger Investment SA                                                                                   | CUSIP: 80686CCQ7<br>LEI: 529900EZ29I5KXPV2J32 | Long             | STIV             | CORP              | US        |   22841000 | PA      | $22782590.99   | 0.45%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                            | Bell Telephone Co of Canada or Bell Canada/The                                                               | CUSIP: 07787QD78<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | STIV             | CORP              | CA        |   23750000 | PA      | $23652074.00   | 0.46%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                | E.ON SE                                                                                                      | CUSIP: 26877KE71<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | STIV             | CORP              | DE        |   21690000 | PA      | $21530778.04   | 0.42%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                                 | National Bank of Kuwait/New York NY                                                                          | CUSIP: 63376GAW8<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   14371000 | PA      | $14374713.47   | 0.28%             | 2027-01-14      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PARK AVE COLL NOTES                                    | Park Avenue Collateralized Notes Co LLC                                                                      | CUSIP: 70018RFF5<br>LEI: 549300QFFTZ0K7V16U14 | Long             | STIV             | CORP              | US        |   30000000 | PA      | $30005247.00   | 0.59%             | 2026-07-20      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FUNDING CO                                    | Columbia Funding Co LLC                                                                                      | CUSIP: 19765V3C8<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19999988.00   | 0.39%             | 2026-06-22      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                   | Barclays Bank PLC/NY                                                                                         | CUSIP: 06745GDP3<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |   15000000 | PA      | $15007609.50   | 0.29%             | 2026-05-08      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Albion Capital Corp SA / Albion Capital LLC            | Albion Capital Corp SA / Albion Capital LLC                                                                  | CUSIP: 01329XCG2<br>LEI: N/A                  | Long             | STIV             | CORP              | LU        |    4565000 | PA      | $4556929.08    | 0.09%             | 2026-03-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND                                 | Archer-Daniels-Midland Co                                                                                    | CUSIP: 03948HCB5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |   21973000 | PA      | $21945988.59   | 0.43%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                               | Enel Finance America LLC                                                                                     | CUSIP: 29279HC60<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19985184.00   | 0.39%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                                 | National Bank of Kuwait/New York NY                                                                          | CUSIP: 63376GBS6<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |    4108000 | PA      | $4108278.11    | 0.08%             | 2026-11-06      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                                                                              | CUSIP: 37046UDD0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24878595.00   | 0.49%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                    | Charles Schwab Corp/The                                                                                      | CUSIP: 8085A3EF8<br>LEI: 549300VSGCJ7E698NM85 | Long             | STIV             | CORP              | US        |   17396000 | PA      | $17258912.56   | 0.34%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                           | Salisbury Receivables Co LLC                                                                                 | CUSIP: 79490BHC3<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   10003000 | PA      | $9833045.03    | 0.19%             | 2026-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBION CAP CORP/LLC                                    | Albion Capital Corp SA / Albion Capital LLC                                                                  | CUSIP: 01329XCL1<br>LEI: N/A                  | Long             | STIV             | CORP              | LU        |   15216000 | PA      | $15182587.19   | 0.30%             | 2026-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                | National Bank of Canada                                                                                      | CUSIP: 63307NRZ2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   12000000 | PA      | $12001912.80   | 0.23%             | 2027-03-05      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE                                  | Electricite de France SA                                                                                     | CUSIP: 28504HC93<br>LEI: 549300X3UK4GG3FNMO06 | Long             | STIV             | CORP              | FR        |   18760000 | PA      | $18740345.15   | 0.37%             | 2026-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3326100 | PA      | $3335714.52    | 0.07%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| PARK AVE COLL NOTES                                    | Park Avenue Collateralized Notes Co LLC                                                                      | CUSIP: 70018RCM3<br>LEI: 549300QFFTZ0K7V16U14 | Long             | STIV             | CORP              | US        |   16969000 | PA      | $16973197.96   | 0.33%             | 2026-06-03      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                     | FXO004932 CALL EUR PUT GBP                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |   78530000 | OU      | $875576.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                       | Deutsche Bank AG/New York NY                                                                                 | CUSIP: 25152XYT1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | STIV             | CORP              | DE        |    5758000 | PA      | $5762274.74    | 0.11%             | 2026-10-27      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                               | IOP015767 EQO XLV.P USD                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |     634382 | NC      | $17011352.36   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                    | Alexandria Real Estate Equities Inc                                                                          | CUSIP: 01527MCD3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             |  | US        |   53188000 | PA      | $53107249.98   | 1.04%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                                      | Natixis SA/New York NY                                                                                       | CUSIP: 63873TJE9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | STIV             | CORP              | FR        |   15000000 | PA      | $15016801.50   | 0.29%             | 2026-12-04      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Mercado Mexicano De Derivados                          | MEX BOLSA IDX FUT MAR26                                                                                      | CUSIP: 000000000<br>LEI: 5493003M56ZNEEL5EQ10 | N/A              | DE               |  | MX        |        252 | NC      | $877654.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                            | Long: SR236189  IRS BRL R F 13.40250 CCPNDFPREDISWAP / Short: SR236189  IRS BRL P V 00MBRCDI CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  553127483 | OU      | $996287.63     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                            | Nutrien Ltd                                                                                                  | CUSIP: 67077VCB2<br>LEI: 5493002QQ7GD21OWF963 | Long             | STIV             | CORP              | CA        |    7462000 | PA      | $7452402.38    | 0.15%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN                                   | DEUTSCHE BANK AG LDN                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | DE        |    6000000 | PA      | $5963544.60    | 0.12%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Access Treasury 0-1 Year ETF             | Goldman Sachs Access Treasury 0-1 Year ETF                                                                   | CUSIP: 381430529<br>LEI: 549300Q2J4ZAD8E71F28 | Long             | EC               | RF                | US        |    1410482 | NS      | $141330296.40  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Industriel et Commercial/New York               | Credit Industriel et Commercial/New York                                                                     | CUSIP: 22536WPS9<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | STIV             | CORP              | US        |   22000000 | PA      | $22013272.60   | 0.43%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALBION CAP CORP/LLC                                    | Albion Capital Corp SA / Albion Capital LLC                                                                  | CUSIP: 01329XEM7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   10855000 | PA      | $10761858.67   | 0.21%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                       | IFSC NIFTY 50 FUT MAR26                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |       1804 | NC      | $-1594958.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Nederlandse Waterschapsbank NV                         | Nederlandse Waterschapsbank NV                                                                               | CUSIP: 63975VCC2<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | STIV             | CORP              | US        |   54353000 | PA      | $54280960.53   | 1.06%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP                             | Penske Truck Leasing Co LP                                                                                   | CUSIP: 70962BE67<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | STIV             | CORP              | US        |    7385000 | PA      | $7329025.39    | 0.14%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATL BANK OF KUWAIT NY                                 | National Bank of Kuwait/New York NY                                                                          | CUSIP: 63376GAL2<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |   36885000 | PA      | $36899794.57   | 0.72%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800600 | PA      | $1783930.39    | 0.03%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Notes                                                                                          | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9520200 | PA      | $9538050.38    | 0.19%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  1 | On Loan: No      |
| PODIUM FUNDING TRUST                                   | Podium Funding Trust                                                                                         | CUSIP: 73044BEU0<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |    4448000 | PA      | $4448585.80    | 0.09%             | 2026-04-22      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE                                       | Province of Alberta Canada                                                                                   | CUSIP: 01306NDL9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | STIV             | CORP              | CA        |   45000000 | PA      | $44763574.50   | 0.87%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco DB Commodity Index Tracking Fund               | Invesco DB Commodity Index Tracking Fund                                                                     | CUSIP: 46138B103<br>LEI: 549300HIW8J5DIIYYM41 | Long             | EC               | RF                | US        |     525162 | NS      | $13181566.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                                                          | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     584100 | PA      | $581167.46     | 0.01%             | 2026-04-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Versailles Commercial Paper LLC                        | Versailles Commercial Paper LLC                                                                              | CUSIP: 92513JTH8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   15000000 | PA      | $15000498.45   | 0.29%             | 2026-06-01      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                           | Chevron Corp                                                                                                 | CUSIP: 16677KFS7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14821962.00   | 0.29%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                                                                          | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    3660300 | PA      | $3558108.05    | 0.07%             | 2026-12-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                      | Johnson & Johnson                                                                                            | CUSIP: 47816GFH7<br>LEI: 549300G0CFPGEF6X2043 | Long             | STIV             | CORP              | US        |   30000000 | PA      | $29668473.00   | 0.58%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                    | Walt Disney Co/The                                                                                           | CUSIP: 2546R3EN0<br>LEI: 549300GZKULIZ0WOW665 | Long             | STIV             | CORP              | US        |   24000000 | PA      | $23797840.80   | 0.46%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                                     | Pure Grove Funding                                                                                           | CUSIP: 74625UP15<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | US        |   31866000 | PA      | $30769921.13   | 0.60%             | 2027-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Life Short Term Funding LLC                   | New York Life Short Term Funding LLC                                                                         | CUSIP: 64952YEL9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24790292.50   | 0.48%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Short Term Funding LLC           | Jackson National Life Short Term Funding LLC                                                                 | CUSIP: 46850CKN6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   14522000 | PA      | $14171996.56   | 0.28%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | Bank of Montreal                                                                                             | CUSIP: 06369MDP5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | STIV             | CORP              | CA        |   14654000 | PA      | $14571163.87   | 0.28%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hannover Funding Co LLC                                | Hannover Funding Co LLC                                                                                      | CUSIP: 41068LCB0<br>LEI: 549300Q4LWLYRV25UY62 | Long             | STIV             | CORP              | US        |    9913000 | PA      | $9900238.99    | 0.19%             | 2026-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Collateralized Commercial Paper V Co LLC               | Collateralized Commercial Paper V Co LLC                                                                     | CUSIP: 19423RRM3<br>LEI: 549300ZLXI3T111CH173 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19999998.00   | 0.39%             | 2026-07-30      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                           | Alimentation Couche-Tard Inc                                                                                 | CUSIP: 01626VC68<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |   30998000 | PA      | $30974615.11   | 0.61%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORPOR                         | SUMITOMO MITSUI BANKING CORPOR                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |    9000000 | PA      | $8873563.50    | 0.17%             | 2026-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President