# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-016233
**Filing Date:** 2026-2
**Character Count:** 70313
**Document Hash:** e325e8cf82134b967170176e85f57970
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016233.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016233

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**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:** 26664301

**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 Growth Strategy Portfolio (Series ID: S000009336)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025577 | Institutional   | GGSIX           |
| C000025578 | Service         | GGSSX           |
| C000025579 | Class A         | GGSAX           |
| C000025581 | Class C         | GGSCX           |
| C000058973 | Class R         | GGSRX           |
| C000058974 | Investor Shares | GGSTX           |
| C000161533 | Class R6 Shares | GGSUX           |
| C000201785 | Class P Shares  | GGPPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GOLDMAN SACHS TRUST

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

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

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

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

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

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Goldman Sachs Growth Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000009336

- **c. LEI of Series:** 5493009DE1KFPSBJLK06

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1115789347.08

**Total Liabilities:** $1332626.30

**Net Assets:** $1114456720.78

**Cash Not Reported:** $32759957.62

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** 1.59000000 | **1-Year:** 59.16000000 | **5-Year:** 2283.33000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025577 | 1.82%                | 0.40%                | 0.88%                |
| Class ID C000025578 | 1.79%                | 0.36%                | 0.82%                |
| Class ID C000025579 | 1.78%                | 0.40%                | 0.83%                |
| Class ID C000025581 | 1.74%                | 0.31%                | 0.82%                |
| Class ID C000058973 | 1.76%                | 0.37%                | 0.83%                |
| Class ID C000058974 | 1.81%                | 0.41%                | 0.84%                |
| Class ID C000161533 | 1.82%                | 0.40%                | 0.89%                |
| Class ID C000201785 | 1.82%                | 0.40%                | 0.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $964573.78               | $15559403.41                               |
| Month 2  | $804823.58               | $2672821.50                                |
| Month 3  | $2910760.53              | $-26523701.81                              |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index (Gross, USD Unhedged) (20%) and the MSCI ACWI Index (Net, USD, Unhedged) (80%)

- **Index Identifier:** CUSRSZB5IX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $160704.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-124039.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NOK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $348.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD CHF                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-41235.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SGD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-3361.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD DKK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-6307.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SEK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-30554.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $252.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD AUD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-41326.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD GBP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-86729.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD ILS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-5331.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD MXN                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-15033.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $36499.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD HKD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $142.58       | 0.00%             |  |  |  | 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        |  18461251 | NS      | $18461251.36  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs ActiveBeta International Equity ETF        | Goldman Sachs ActiveBeta International Equity ETF                                              | CUSIP: 381430107<br>LEI: 549300XBH2SEXT65RC75 | Long             | EC               | RF                | US        |    604255 | NS      | $25946709.70  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta US Equity ETF                   | Goldman Sachs MarketBeta US Equity ETF                                                         | CUSIP: 381430123<br>LEI: 549300EMEG7T4I7JWK22 | Long             | EC               | RF                | US        |   1948234 | NS      | $183913289.60 | 16.50%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta Emerging Markets Equity ETF     | Goldman Sachs MarketBeta Emerging Markets Equity ETF                                           | CUSIP: 381430164<br>LEI: 549300W8N8I3WPW90678 | Long             | EC               | RF                | US        |    625408 | NS      | $35203653.45  | 3.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta International Equity ETF        | Goldman Sachs MarketBeta International Equity ETF                                              | CUSIP: 381430180<br>LEI: 549300PSCHS4CU0WAP45 | Long             | EC               | RF                | US        |   1327002 | NS      | $91991494.25  | 8.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs ActiveBeta Emerging Markets Equity ETF     | Goldman Sachs ActiveBeta Emerging Markets Equity ETF                                           | CUSIP: 381430206<br>LEI: 549300PZDHNP7HDURN13 | Long             | EC               | RF                | US        |    197259 | NS      | $8209919.58   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Access Investment Grade Corporate Bond Etf | Goldman Sachs Access Investment Grade Corporate Bond Etf                                       | CUSIP: 381430479<br>LEI: 549300KGVZT18SX98G95 | Long             | EC               | RF                | US        |   1068406 | NS      | $49413777.50  | 4.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF       | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF                                             | CUSIP: 381430503<br>LEI: 549300HE2W614QP0GH20 | Long             | EC               | RF                | US        |    329019 | NS      | $43552245.03  | 3.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Floating Rate Fund              | Goldman Sachs High Yield Floating Rate Fund                                                    | CUSIP: 38145L166<br>LEI: 20OHG0KU8S4HBIU77D72 | Long             | EC               | RF                | US        |   1303495 | NS      | $11197018.71  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International Small Cap Insights Fund      | Goldman Sachs International Small Cap Insights Fund                                            | CUSIP: 38147X234<br>LEI: 549300VMLASEOM8ZWE07 | Long             | EC               | RF                | US        |    685585 | NS      | $11127043.17  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International Equity Insights Fund         | Goldman Sachs International Equity Insights Fund                                               | CUSIP: 38147X242<br>LEI: RP210Q47MZG236IVQP58 | Long             | EC               | RF                | US        |   6794795 | NS      | $123325536.44 | 11.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Emerging Markets Equity Insights Fund      | Goldman Sachs Emerging Markets Equity Insights Fund                                            | CUSIP: 38147X259<br>LEI: 549300UHNMO4HOGWYU58 | Long             | EC               | RF                | US        |   4618493 | NS      | $51542378.62  | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Small Cap Equity Insights Fund             | Goldman Sachs Small Cap Equity Insights Fund                                                   | CUSIP: 38147X499<br>LEI: UBB2S4ORVV98300HEK13 | Long             | EC               | RF                | US        |    574222 | NS      | $16738583.19  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Large Cap Value Insights Fund              | Goldman Sachs Large Cap Value Insights Fund                                                    | CUSIP: 38147X515<br>LEI: 549300KBU32INALWSS44 | Long             | EC               | RF                | US        |   5507414 | NS      | $136418633.41 | 12.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Large Cap Growth Insights Fund             | Goldman Sachs Large Cap Growth Insights Fund                                                   | CUSIP: 38147X523<br>LEI: IYI7KZ6TLM47WE4G7I95 | Long             | EC               | RF                | US        |   3769066 | NS      | $137683971.81 | 12.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Energy Infrastructure Fund                 | Goldman Sachs Energy Infrastructure Fund                                                       | CUSIP: 38148U239<br>LEI: 5493004HQKOKO2ODA746 | Long             | EC               | RF                | US        |     24902 | NS      | $323221.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Global Infrastructure Fund                 | Goldman Sachs Global Infrastructure Fund                                                       | CUSIP: 38148U775<br>LEI: 54930073G57DO7G34278 | Long             | EC               | RF                | US        |    674292 | NS      | $8705110.02   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Fund                            | Goldman Sachs High Yield Fund                                                                  | CUSIP: 38148U874<br>LEI: VJJ3YDJ4UOKOJN1I8J86 | Long             | EC               | RF                | US        |   1836075 | NS      | $10502350.18  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Emerging Markets Debt Fund                 | Goldman Sachs Emerging Markets Debt Fund                                                       | CUSIP: 38148U882<br>LEI: XC6LIVZDLLKYZ7FKO621 | Long             | EC               | RF                | US        |   3694741 | NS      | $38314463.46  | 3.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Access US Aggregate Bond ETF               | Goldman Sachs Access US Aggregate Bond ETF                                                     | CUSIP: 38149W101<br>LEI: 549300ECJ6IPOGEJ9870 | Long             | EC               | RF                | US        |   1100168 | NS      | $45678975.36  | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Managed Futures Strategy Fund              | Goldman Sachs Managed Futures Strategy Fund                                                    | CUSIP: 38150C879<br>LEI: 3J24L49YUVS4LPAV0F85 | Long             | EC               | RF                | US        |   1053803 | NS      | $9895209.89   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Mexico ETF                                  | iShares MSCI Mexico ETF                                                                        | CUSIP: 464286822<br>LEI: 549300SQ92O6OZ19G545 | Long             | EC               | RF                | US        |      2712 | NS      | $188022.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Technology ETF                              | iShares U.S. Technology ETF                                                                    | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |     16996 | NS      | $3393761.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Real Estate ETF                             | iShares U.S. Real Estate ETF                                                                   | CUSIP: 464287739<br>LEI: 549300SJWB2CPZFPT616 | Long             | EC               | RF                | US        |     50919 | NS      | $4780784.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI USA Quality Factor ETF                      | iShares MSCI USA Quality Factor ETF                                                            | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Long             | EC               | RF                | US        |     35742 | NS      | $7099076.04   | 0.64%             |  |  |  | No            |                  1 | 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        |     18033 | NS      | $2791508.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127663  TRS EUR R E .SXDR INDEX / Short: ES127663  TRS EUR P V 00MESTR ESTRON +47 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    595448 | OU      | $76752.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127868  TRS EUR R E .SXDR INDEX / Short: ES127868  TRS EUR P V 00MESTR ESTRON +48 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |   1378498 | OU      | $177686.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128628  TRS EUR R E .SXDR INDEX / Short: ES128628  TRS EUR P V 00MESTR ESTRON + 49.5   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    612482 | OU      | $78948.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: BX003335  CDS USD R V 03MEVENT 1 CCPCDX / Short: BX003335  CDS USD P F  5.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5340000 | OU      | $-405866.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.75                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        58 | NC      | $3987.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.75                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        60 | NC      | $19500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       115 | NC      | $11500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       109 | NC      | $49050.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       105 | NC      | $84000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       139 | NC      | $83400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       126 | NC      | $156712.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       126 | NC      | $140175.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       119 | NC      | $168831.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        86 | NC      | $15587.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       168 | NC      | $101850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       368 | NC      | $370300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 97.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       150 | NC      | $2812.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       370 | NC      | $481000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       450 | NC      | $534375.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       172 | NC      | $6450.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       344 | NC      | $473000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97.12                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        97 | NC      | $13337.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       160 | NC      | $-552670.04   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 MAR26                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        39 | NC      | $25144.33     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EAFE MAR26                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        17 | NC      | $8786.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                           | FTSE/JSE TOP 40 MAR26                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         8 | NC      | $9576.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       149 | NC      | $347356.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       173 | NC      | $391412.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       121 | NC      | $48400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       168 | NC      | $388500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        65 | NC      | $114968.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        66 | NC      | $120862.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        65 | NC      | $118218.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        73 | NC      | $8212.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        57 | NC      | $14962.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | FTSE 100 IDX FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -21 | NC      | $-41284.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | MINI MDAX FUT MAR26                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        16 | NC      | $10523.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | S+P/TSX 60 IX FUT MAR26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       -11 | NC      | $-14392.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-1600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       169 | NC      | $238712.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       209 | NC      | $295212.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR28C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       184 | NC      | $289800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                         | IFSC NIFTY 50 FUT JAN26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |       126 | NC      | $-22655.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       299 | NC      | $142025.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-9680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-2020.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-46935.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-31920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-82.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-45760.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-27.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-31.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-55.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-1840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003764 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2181000 | OU      | $158.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003741 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    665000 | OU      | $887.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003783 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    277000 | OU      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003800 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1153000 | OU      | $233.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003814 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    753000 | OU      | $46.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003838 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1133000 | OU      | $29.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003859 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    423000 | OU      | $0.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003728 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    477000 | OU      | $288.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003825 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  87290000 | OU      | $143.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003872 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    934000 | OU      | $8.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003717 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    881000 | OU      | $87.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003799 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    868000 | OU      | $1.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003760 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    837000 | OU      | $0.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003854 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2743000 | OU      | $115.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003888 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    517000 | OU      | $124.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003988 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    627000 | OU      | $99.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004154 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    853000 | OU      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003875 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    284000 | OU      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004081 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2780000 | OU      | $13.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003956 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    940000 | OU      | $23.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003923 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1260000 | OU      | $119.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004118 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    479000 | OU      | $0.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003884 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2379000 | OU      | $66.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004094 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1011000 | OU      | $7.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004047 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1206000 | OU      | $8.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003962 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  87552000 | OU      | $30.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004141 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    917000 | OU      | $1.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004165 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    801000 | OU      | $37.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015815 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      8292 | NC      | $190913.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015816 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -16584 | NC      | $-228535.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004389 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1791000 | OU      | $2493.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004399 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   2106000 | OU      | $741.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004376 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    987000 | OU      | $1016.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004363 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   5446000 | OU      | $11839.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004447 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1732000 | OU      | $7692.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004495 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1245000 | OU      | $10088.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004430 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1967000 | OU      | $1984.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004517 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1737000 | OU      | $2553.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004540 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    944000 | OU      | $5084.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004558 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 150977000 | OU      | $1168.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004416 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1150000 | OU      | $977.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004464 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   2178000 | OU      | $2556.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004477 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   4173000 | OU      | $2492.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004730 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1634000 | OU      | $8805.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004750 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3042000 | OU      | $11337.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004664 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2986000 | OU      | $29287.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004657 CALL CHF PUTSEK                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   3426000 | OU      | $16210.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004717 CALL USD PUTSEK                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1977000 | OU      | $10895.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004681 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   3833000 | OU      | $6020.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004692 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   9594000 | OU      | $34970.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004782 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   7390000 | OU      | $20875.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004821 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 274790000 | OU      | $8462.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004802 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   3022000 | OU      | $15518.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004852 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   3941000 | OU      | $12754.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004831 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1669000 | OU      | $12202.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004777 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2325000 | OU      | $33324.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004872 PUT USD CALL INR                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2010000 | OU      | $2.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004949 CALL EUR PUT GBP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |   1050000 | OU      | $10861.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004954 CALL EUR PUT GBP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |  -1050000 | OU      | $-4402.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005016 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   3849000 | OU      | $28292.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004985 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2189000 | OU      | $12608.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004973 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2670000 | OU      | $18290.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004999 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 275642000 | OU      | $12133.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005097 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   8836000 | OU      | $44948.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005034 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2855000 | OU      | $34990.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005065 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   3256000 | OU      | $32901.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004967 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   3033000 | OU      | $20977.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005027 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   6687000 | OU      | $49391.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005052 CALL USD PUTSEK                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1987000 | OU      | $17427.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005087 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   3729000 | OU      | $25907.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005074 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3697000 | OU      | $38836.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President