# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-016239
**Filing Date:** 2026-2
**Character Count:** 70735
**Document Hash:** c4da968e494722559df09cb999c500fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016239.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016239

**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:** 26664308

**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 and Income Strategy Portfolio (Series ID: S000009325)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025511 | Institutional   | GOIIX           |
| C000025512 | Service         | GOISX           |
| C000025513 | Class A         | GOIAX           |
| C000025515 | Class C         | GOICX           |
| C000058961 | Class R         | GPIRX           |
| C000058962 | Investor Shares | GPITX           |
| C000161532 | Class R6 Shares | GOIUX           |
| C000201784 | Class P Shares  | GGSPX           |

## 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 and Income Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000009325

- **c. LEI of Series:** 54930065W0W48GS6Q788

**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:** $1065562731.49

**Total Liabilities:** $1269826.29

**Net Assets:** $1064292905.20

**Cash Not Reported:** $30163400.11

**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:** 1.52000000 | **1-Year:** 56.83000000 | **5-Year:** 2193.54000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025511 | 1.63%                | 0.46%                | 0.63%                |
| Class ID C000025512 | 1.58%                | 0.35%                | 0.62%                |
| Class ID C000025513 | 1.58%                | 0.40%                | 0.60%                |
| Class ID C000025515 | 1.57%                | 0.30%                | 0.55%                |
| Class ID C000058961 | 1.59%                | 0.35%                | 0.59%                |
| Class ID C000058962 | 1.59%                | 0.40%                | 0.60%                |
| Class ID C000161532 | 1.63%                | 0.40%                | 0.64%                |
| Class ID C000201784 | 1.63%                | 0.40%                | 0.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1308881.87              | $12226545.28                               |
| Month 2  | $-1455355.72             | $4285933.46                                |
| Month 3  | $1642836.03              | $-19644428.40                              |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index (Gross, USD, Unhedged) (40%) and the MSCI ACWI Index (Net, USD, Unhedged) (60%)

- **Index Identifier:** CU2MFAW1O7

### 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      | $151132.42    | 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      | $-116641.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD DKK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-5932.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NOK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $327.33       | 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      | $-28804.98    | -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      | $238.85       | 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      | $-81551.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD AUD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-38864.67    | -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      | $-38771.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD ILS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-4975.69     | -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      | $-3166.02     | -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      | $134.12       | 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      | $35243.17     | 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      | $-14205.23    | -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        |  17697149 | NS      | $17697149.30  | 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        |    341933 | NS      | $14682603.02  | 1.38%             |  |  |  | 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        |   1254959 | NS      | $118468129.60 | 11.13%            |  |  |  | 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        |    477908 | NS      | $26901011.20  | 2.53%             |  |  |  | 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        |   1043261 | NS      | $72321773.65  | 6.80%             |  |  |  | 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        |    130954 | NS      | $5450305.48   | 0.51%             |  |  |  | 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        |    890842 | NS      | $41201442.50  | 3.87%             |  |  |  | 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        |    223124 | NS      | $29534923.88  | 2.78%             |  |  |  | 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        |   1160169 | NS      | $9965852.61   | 0.94%             |  |  |  | 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        |    474417 | NS      | $7699784.11   | 0.72%             |  |  |  | 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        |   4677476 | NS      | $84896197.11  | 7.98%             |  |  |  | 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        |   3133330 | NS      | $34967960.38  | 3.29%             |  |  |  | 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        |    386090 | NS      | $11254526.12  | 1.06%             |  |  |  | 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        |   4049093 | NS      | $100296029.05 | 9.42%             |  |  |  | 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        |   2757997 | NS      | $100749646.52 | 9.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Global Core Fixed Income                   | Goldman Sachs Global Core Fixed Income                                                         | CUSIP: 38147X549<br>LEI: S7AVHSYYPK5PCOCQSV77 | Long             | EC               | RF                | US        |  21174739 | NS      | $243086003.00 | 22.84%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Inflation Protected Securities Fund        | Goldman Sachs Inflation Protected Securities Fund                                              | CUSIP: 38147X580<br>LEI: 4OEORIROX7OTX3PIXA40 | Long             | EC               | RF                | US        |   3125238 | NS      | $30002285.79  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Energy Infrastructure Fund                 | Goldman Sachs Energy Infrastructure Fund                                                       | CUSIP: 38148U239<br>LEI: 5493004HQKOKO2ODA746 | Long             | EC               | RF                | US        |     28852 | NS      | $374498.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Global Infrastructure Fund                 | Goldman Sachs Global Infrastructure Fund                                                       | CUSIP: 38148U775<br>LEI: 54930073G57DO7G34278 | Long             | EC               | RF                | US        |    779795 | NS      | $10067151.68  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Fund                            | Goldman Sachs High Yield Fund                                                                  | CUSIP: 38148U874<br>LEI: VJJ3YDJ4UOKOJN1I8J86 | Long             | EC               | RF                | US        |   2013594 | NS      | $11517760.23  | 1.08%             |  |  |  | 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        |   2773590 | NS      | $28762130.77  | 2.70%             |  |  |  | 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        |   1019811 | NS      | $9576026.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Mexico ETF                                  | iShares MSCI Mexico ETF                                                                        | CUSIP: 464286822<br>LEI: 549300SQ92O6OZ19G545 | Long             | EC               | RF                | US        |      3887 | NS      | $269485.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Technology ETF                              | iShares U.S. Technology ETF                                                                    | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |     16184 | NS      | $3231621.12   | 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        |     69277 | NS      | $6504417.53   | 0.61%             |  |  |  | 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        |     34690 | NS      | $6890127.80   | 0.65%             |  |  |  | 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        |     17067 | NS      | $2641971.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127664  TRS EUR R E .SXDR INDEX / Short: ES127664  TRS EUR P V 00MESTR ESTRON +47 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    589757 | OU      | $76018.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127871  TRS EUR R E .SXDR INDEX / Short: ES127871  TRS EUR P V 00MESTR ESTRON +48 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |   1329004 | OU      | $171306.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128629  TRS EUR R E .SXDR INDEX / Short: ES128629  TRS EUR P V 00MESTR ESTRON +49.5    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    591860 | OU      | $76289.90     | 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        |   5130000 | OU      | $-389905.65   | -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        |        37 | NC      | $2543.75      | 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        |        38 | NC      | $12350.00     | 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        |        92 | NC      | $9200.00      | 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        |        87 | NC      | $39150.00     | 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        |        83 | NC      | $66400.00     | 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        |       112 | NC      | $67200.00     | 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        |       101 | NC      | $125618.75    | 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        |       101 | NC      | $112362.50    | 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        |        96 | NC      | $136200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        88 | NC      | $15950.00     | 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        |       158 | NC      | $95787.50     | 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        |       311 | NC      | $312943.75    | 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        |       140 | NC      | $2625.00      | 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        |       315 | NC      | $409500.00    | 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        |       393 | NC      | $466687.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       147 | NC      | $5512.50      | 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        |       285 | NC      | $391875.00    | 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        |        74 | NC      | $10175.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       187 | NC      | $-683914.54   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 MAR26                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        38 | NC      | $24499.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EAFE MAR26                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        20 | NC      | $10337.09     | 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        |         9 | NC      | $10773.37     | 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        |       153 | NC      | $356681.25    | 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        |       177 | NC      | $400462.50    | 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        |       123 | NC      | $49200.00     | 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        |       172 | NC      | $397750.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        63 | NC      | $111431.25    | 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        |        64 | NC      | $117200.00    | 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        |        63 | NC      | $114581.25    | 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        |        72 | NC      | $8100.00      | 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        |        56 | NC      | $14700.00     | 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      | $9311.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-30.00       | -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        |        -6 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-30.00       | -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        |       152 | NC      | $214700.00    | 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        |       188 | NC      | $265550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR28C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       166 | NC      | $261450.00    | 0.02%             |  |  |  | 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        |       122 | NC      | $-21936.46    | -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        |       269 | NC      | $127775.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-7260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-1515.00     | -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      | $-35760.00    | -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      | $-24320.00    | -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      | $-60.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-34320.00    | -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      | $-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      | $-24.00       | -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      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-1380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003740 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    627000 | OU      | $837.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003778 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    261000 | OU      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003836 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1068000 | OU      | $28.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003762 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2057000 | OU      | $149.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003860 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    398000 | OU      | $0.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003729 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    450000 | OU      | $272.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003871 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    881000 | OU      | $7.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003716 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    830000 | OU      | $82.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003796 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1087000 | OU      | $220.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003797 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    819000 | OU      | $1.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003823 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  82317000 | OU      | $135.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003853 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2586000 | OU      | $108.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003813 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    710000 | OU      | $43.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003759 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    789000 | OU      | $0.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003887 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    483000 | OU      | $115.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003883 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2222000 | OU      | $62.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004142 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    748000 | OU      | $34.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003961 CALL JPY PUTY KRW                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  81755000 | OU      | $28.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003957 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    878000 | OU      | $22.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003922 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1177000 | OU      | $111.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004114 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    448000 | OU      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004155 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    797000 | OU      | $0.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004097 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    944000 | OU      | $6.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003874 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    265000 | OU      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003989 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    586000 | OU      | $93.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004048 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1126000 | OU      | $8.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004143 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    856000 | OU      | $1.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004083 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2596000 | OU      | $12.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015819 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -16146 | NC      | $-222499.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015820 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      8073 | NC      | $185871.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004358 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   6042000 | OU      | $13135.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004409 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   2336000 | OU      | $822.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004371 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1094000 | OU      | $1126.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004402 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1987000 | OU      | $2765.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004500 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1382000 | OU      | $11198.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004513 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1927000 | OU      | $2833.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004419 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1276000 | OU      | $1084.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004555 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 167485000 | OU      | $1295.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004480 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   4629000 | OU      | $2764.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004436 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2182000 | OU      | $2201.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004462 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   2417000 | OU      | $2837.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004546 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1047000 | OU      | $5639.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004453CALL CHF PUT NOK                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1921000 | OU      | $8531.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004679 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   3454000 | OU      | $5425.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004661 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   3088000 | OU      | $14611.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004691 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   8647000 | OU      | $31518.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004666 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2691000 | OU      | $26393.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004709 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1782000 | OU      | $9820.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004748 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2742000 | OU      | $10219.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004722 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1473000 | OU      | $7938.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004781 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   6660000 | OU      | $18813.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004772 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2095000 | OU      | $30027.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004816 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2723000 | OU      | $13983.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004846 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   3551000 | OU      | $11492.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004820 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 247647000 | OU      | $7626.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004832 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1505000 | OU      | $11003.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004873 PUT USD CALL INR                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1930000 | OU      | $1.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004958 CALL EUR PUT GBP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |  -1000000 | OU      | $-4193.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004950 CALL EUR PUT GBP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |   1000000 | OU      | $10344.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004986 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2013000 | OU      | $11594.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005026 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   6149000 | OU      | $45417.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005019 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   3540000 | OU      | $26021.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005067 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2994000 | OU      | $30253.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004974 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2455000 | OU      | $16817.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005036 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2626000 | OU      | $32184.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005095 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   8126000 | OU      | $41336.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004998 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 253495000 | OU      | $11158.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004961 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   2790000 | OU      | $19296.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005056 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1828000 | OU      | $16033.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005091 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   3429000 | OU      | $23823.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005073 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3400000 | OU      | $35717.00     | 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