# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-23-045992
**Filing Date:** 2023-2
**Character Count:** 85051
**Document Hash:** dcd0b7a27fc7e60af48f452bbfd8b88e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045992.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977
- **IRS NUMBER:** 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:** 23681800

**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 Managed Futures Strategy Fund (Series ID: S000034856)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000107193 | Class A         | GMSAX           |
| C000107194 | Class C         | GMSCX           |
| C000107195 | Institutional   | GMSSX           |
| C000107196 | Class R         | GFFRX           |
| C000107197 | Investor Shares | GFIRX           |
| C000200310 | Class R6 Shares | GMSWX           |
| C000201775 | Class P Shares  | GMQPX           |

## 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 Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000034856

- **c. LEI of Series:** 3J24L49YUVS4LPAV0F85

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $492331052.40

**Total Liabilities:** $23855527.04

**Net Assets:** $468475525.36

**Amount of Assets Invested in Other Investment Companies:** $94484296.80

**Cash Not Reported:** $72263362.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201775 | -0.71%               | -4.27%               | 1.48%                |
| Class ID C000200310 | -0.63%               | -4.27%               | 1.39%                |
| Class ID C000107197 | -0.64%               | -4.32%               | 1.49%                |
| Class ID C000107194 | -0.79%               | -4.32%               | 1.33%                |
| Class ID C000107196 | -0.67%               | -4.36%               | 1.39%                |
| Class ID C000107195 | -0.71%               | -4.27%               | 1.47%                |
| Class ID C000107193 | -0.65%               | -4.34%               | 1.45%                |

**Monthly Gains & Losses**

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

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5325.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - SEK                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1537.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10690.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - NOK                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $474204.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12881.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Lead                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       185 | NC      | $888980.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $269768.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1188.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Primary Aluminum                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        72 | NC      | $-134353.76   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $206074.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1911.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS HUF                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-15409.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS GBP                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $41864.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5732.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association              | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-221327.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE FUTURES EXCHANGE, LLC                         | CBOE Volatility Index                                             | CUSIP: 000000000<br>LEI: 254900O9GJPIWCP8RH13 | N/A              | DE               | CORP              | US        |      -314 | NC      | $219052.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CME E-MINI RUSSELL 2000 INDEX                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |      -361 | NC      | $340127.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $556.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Nickel                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -27 | NC      | $-207461.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS CAD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $79025.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS CAD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $196460.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                  | CURRENCY CONTRACT - BRL                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $122525.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - CLP                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $75567.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Lead                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |      -185 | NC      | $-1216457.30  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | ICE US MINI MSCI EAFE INDEX                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       158 | NC      | $-144324.76   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $360.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-167997.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16935.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association              | CURRENCY CONTRACT - PLN                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $34776.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                           | COMEX Silver                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |        38 | NC      | $327433.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22062.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS ZAR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7665.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS CZK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-111511.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5997.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                  | EUREX EURO STOXX 50                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |      -181 | NC      | $119037.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - ZAR                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $76034.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24             | SFE S&P ASX SHARE PRICE INDEX 200                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |       195 | NC      | $-381402.95   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| RBC Capital Markets, LLC                           | CURRENCY CONTRACT - BRL                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31987.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3906.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $118114.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT PARIS SA                                  | EURONEXT CAC 40 INDEX                                             | CUSIP: 000000000<br>LEI: 969500HMVSZ0TCV65D58 | N/A              | DE               | CORP              | FR        |       207 | NC      | $-93864.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | CURRENCY CONTRACT - SEK                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1586.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2078.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $186.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-393475.16   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12860.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | CBOT Wheat                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -22 | NC      | $58803.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6418.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                 | NYMEX LIGHT SWEET CRUDE OIL                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        21 | NC      | $123902.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS MXN                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8149.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $101.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                  | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-178.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS PLN                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-60984.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEFF RENTA VARIABLE (MADRID)                       | IBEX 35 INDX                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ES        |       265 | NC      | $-105062.16   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KOREA EXCHANGE                                     | KFE KOSPI 200 INDEX                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KR        |       -41 | NC      | $196017.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - CZK                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $446.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-299.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-898.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - MXN                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7412.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                 | LOW SULPHUR GAS OIL                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |        12 | NC      | $121475.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5753.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CME E-MINI STANDARD & POOR'S 500 INDEX                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -66 | NC      | $451018.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Zinc                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -33 | NC      | $118492.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-212.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-58.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-93978.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $802.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - SEK                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2144.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONEXT AMSTERDAM N.V.                            | AMSTERDAM IDX                                                     | CUSIP: 000000000<br>LEI: 724500V6UOK62XEZ2L78 | N/A              | DE               | CORP              | NL        |        33 | NC      | $-119247.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $93534.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                 | OSE NIKKEI 225 INDEX                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |        31 | NC      | $-395295.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20705.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-216.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - CHF                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $117.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | SOYBEAN                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |        10 | NC      | $25967.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK EXCHANGE OF THAILAND                         | TEF SET50 INDEX                                                   | CUSIP: 000000000<br>LEI: 254900R211PTUP8K9M82 | N/A              | DE               | CORP              | TH        |      2993 | NC      | $666897.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICAN FUTURES EXCHANGE                     | SAFEX FTSE/JSE TOP 40 INDEX                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | ZA        |       265 | NC      | $-287123.24   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $206082.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14526.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CME Live Cattle                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |        78 | NC      | $100949.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - NZD                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-45614.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                 | FTSE 100 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               | CORP              | GB        |       237 | NC      | $71519.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                                 | TSE TOPIX (Tokyo Price Index)                                     | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               | CORP              | JP        |       -40 | NC      | $171736.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5212.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                  | VSTOXX                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |     -3498 | NC      | $37808.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        28 | NC      | $175311.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1362590.27   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - PLN                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5891.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-570.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS CHF                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $77643.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-44415.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                           | COMEX Gold 100 Troy Ounces                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         1 | NC      | $2842.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | CURRENCY CONTRACT - CLP                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52850.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-934.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2556703.91  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $171.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14261.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-471.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-97172.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1371026.09  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4577.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - PLN                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $162.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | CURRENCY CONTRACT - MXN                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24244.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association              | CURRENCY CONTRACT - AUD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18129.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16112.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $311769.20    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | KCBT Hard Red Winter Wheat                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -18 | NC      | $1962.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | CBOT Corn                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              | CORP              | US        |       -21 | NC      | $-31513.55    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22582.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16866.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - PLN                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $43503.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Nickel                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        27 | NC      | $893256.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - JPY                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6345.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - MXN                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $232709.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $180.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16728.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $664658.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME PRIMARY ALUMINUM                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        11 | NC      | $-17768.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15490.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS GBP                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-57027.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC Capital Markets, LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-187803.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                  | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3931.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-161983.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1829934.65   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17674.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $376449.98    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                         | SGX FTSE CHINA A50 CONTRACT                                       | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |      -198 | NC      | $-26256.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - CZK                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $116149.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1451.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                  | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13780.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CATTLE FEEDER                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |       -17 | NC      | $-19822.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association              | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22895.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                         | HKG HANG SENG INDEX                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |       102 | NC      | $439512.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27047.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME COPPER                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -10 | NC      | $7219.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL EXCHANGE                                  | S&P/TSX 60 IX                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        81 | NC      | $-226828.83   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2470.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME COPPER                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |         9 | NC      | $-1340.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                 | ICE BRENT CRUDE OIL                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              | CORP              | GB        |         9 | NC      | $54396.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                  | CURRENCY CONTRACT - CHF                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1022.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - NZD                                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6370.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2395.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                   | CURRENCY CONTRACT - JPY                                           | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1388794.98   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11380.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - SEK                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47905.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1082.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | NYBOT CSC C Coffee                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -80 | NC      | $-223018.35   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | CURRENCY CONTRACT - SEK                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9121.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $199.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4192.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | NYBOT CSC Number 11 World Sugar                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        58 | NC      | $89523.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $44272.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LIMITED                         | FTSE TAIWAN INDEX                                                 | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | N/A              | DE               | CORP              | SG        |        -5 | NC      | $138.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS AUD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $23581.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON                        | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-547.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BORSA ISTANBUL                                     | TURKDEX ISE 30                                                    | CUSIP: 000000000<br>LEI: 7890005BROHWAPA36140 | N/A              | DE               | CORP              | TR        |      2023 | NC      | $187097.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6819.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG FUTURES EXCHANGE                         | HKG HANG SENG CHINA ENTERPRISES INDEX                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        -6 | NC      | $-8637.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3233.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3974.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - CZK                                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $19487.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-657.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                      | CURRENCY CONTRACT - JPY                                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9755.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                 | NYMEX NY HARBOR ULSD                                              | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |         5 | NC      | $85236.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME PRIMARY ALUMINUM                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -44 | NC      | $102928.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1014348.08   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CME Lean Hogs                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              | CORP              | US        |         8 | NC      | $12742.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21046.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association              | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1813.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CME E-MINI NASDAQ 100 INDEX                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       -19 | NC      | $192100.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NEW YORK MELLON                        | CURRENCY CONTRACT - AUD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $248335.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Zinc                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -87 | NC      | $-288524.21   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16834.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                  | EUREX DAX INDEX                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               | CORP              | DE        |        -3 | NC      | $-1893.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS GBP                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $32288.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS GBP                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-260181.21   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1657.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16135.84     | 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             | STIV             | RF                | US        | 363462041 | NS      | $363462040.79 | 77.58%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS SEK                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $153775.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                 | NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB s | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |        14 | NC      | $199476.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $123.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                 | CURRENCY CONTRACT - PLN                                           | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16739.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON                        | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3507.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - CAD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $549.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Copper                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -16 | NC      | $-163328.28   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BORSA ITALIANA S.P.A.                              | FTSE/MIB INDEX                                                    | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               | CORP              | IT        |       170 | NC      | $-275439.04   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS USD                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-646567.80   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| OMX NORDIC EXCHANGE STOCKHOLM                      | OML STOCKHOLM OMXS30 INDEX                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |       854 | NC      | $-263826.67   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - GBP                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6657.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.        | E-MINI DOW JONES INDUSTRIAL AVERAGE INDEX                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               | CORP              | US        |        37 | NC      | $-140969.76   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank, National Association          | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7644.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $510.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS CHF                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $696030.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME LEAD                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        85 | NC      | $241538.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16289.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association              | CURRENCY CONTRACT - NOK                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $299676.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MERCANTILE EXCHANGE, INC.                 | NYMEX HENRY HUB NATURAL GAS                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              | CORP              | US        |       -47 | NC      | $814285.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                          | IRS EUR                                                           | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $766059.79    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Primary Aluminum                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |       -72 | NC      | $-37114.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-519481.35   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - BRL                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4095.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3739.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                   | CME E-MINI STANDARD & POOR'S 500 INDEX                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       124 | NC      | $61164.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME NICKEL                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        -7 | NC      | $-27069.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                           | CURRENCY CONTRACT - KRW                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $144029.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                       | CURRENCY CONTRACT - SEK                                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17693.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | NYBOT CSC Cocoa                                                   | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |        12 | NC      | $8527.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                              | CURRENCY CONTRACT - HUF                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40173.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | ICE US MSCI EMERGING MARKETS EM INDEX                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |      -335 | NC      | $165138.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - CHF                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1697.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - EUR                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17527.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                            | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20426.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                             | NYBOT CTN Number 2 Cotton                                         | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              | CORP              | US        |       -59 | NC      | $9096.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Zinc                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        87 | NC      | $-141699.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                      | CURRENCY CONTRACT - USD                                           | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2729.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Copper                                                        | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        16 | NC      | $-9445.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE LONDON METAL EXCHANGE                          | LME Zinc                                                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              | CORP              | GB        |        52 | NC      | $-165585.16   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Financial Services Inc.                        | CURRENCY CONTRACT - CZK                                           | CUSIP: 000000000<br>LEI: ETYRV6ORNFJB5NONI676 | N/A              | DFE              | CORP              | US        |         1 | NC      | $46219.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Goldman Sachs Trust

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President Assistant Treasurer