# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-038467
**Filing Date:** 2026-4
**Character Count:** 36258
**Document Hash:** fffecbff5e1ca00595f2621f2b318d97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038467.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038467

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26877997

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

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

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

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

## Series and Classes Contracts Data

### Goldman Sachs Strategic Volatility Premium Fund (Series ID: S000071304)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000226252 | Institutional Shares | SVPFX           |
| C000226253 | Class P Shares       | SVPBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-655-4600

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

- **a. Name of Series:** Goldman Sachs Strategic Volatility Premium Fund

- **b. EDGAR series identifier (if any):** S000071304

- **c. LEI of Series:** 549300S6RCZRCRMH4C45

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $528972672.00

**Total Liabilities:** $622232.26

**Net Assets:** $528350439.74

**Amount of Assets Invested in Other Investment Companies:** $5457500.00

**Cash Not Reported:** $22150197.68

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226253 | 0.36%                | 0.20%                | 1.12%                |
| Class ID C000226252 | 0.36%                | 0.20%                | 1.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $104983.56                                 |
| Month 2  | $0.00                    | $-77131.00                                 |
| Month 3  | $0.00                    | $-13374.00                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT MAR26C 96.43                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        16 | NC      | $400.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26C 114.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-2406.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       113 | NC      | $1130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2027 | NC      | $740006.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -457 | NC      | $-7997.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT DEC26P 96.87                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $9350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT MAR26C 96.5                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        15 | NC      | $281.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT JUN26P 96.75                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $11368.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       116 | NC      | $10730.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE FRI W1MAR26P 112.5                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-1203.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26C 114                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-12031.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26000000 | PA      | $25905778.34  | 4.90%             | 2026-04-07      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19840866.20  | 3.76%             | 2026-05-21      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26P 112.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-1203.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26C 114.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE FRI W1MAR26P 112.2                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-1203.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       115 | NC      | $20125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       112 | NC      | $280.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT DEC26C 96.81                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $13387.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -455 | NC      | $-77350.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       114 | NC      | $8835.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       114 | NC      | $5415.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT SEP26P 96.87                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        34 | NC      | $21462.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -463 | NC      | $-27780.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26C 114.2                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       115 | NC      | $15812.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26P 112.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -155 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT JUN26P 96.43                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        16 | NC      | $1700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       112 | NC      | $23520.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26P 111.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1441 | NC      | $383695.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT MAR26P 96.93                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        13 | NC      | $18850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT JUN26C 96.81                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        16 | NC      | $1900.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26P 112.5                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -154 | NC      | $-154.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26000000 | PA      | $25810770.44  | 4.89%             | 2026-05-14      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26C 114                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -156 | NC      | $-1092.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  34000000 | PA      | $33523037.80  | 6.34%             | 2026-07-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       113 | NC      | $7627.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT JUN26C 96.43                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        16 | NC      | $5600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26C 114.5                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $-2437.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT SEP26C 96.87                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        34 | NC      | $13175.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26C 115.5                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $-1218.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       114 | NC      | $18240.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       113 | NC      | $8475.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       115 | NC      | $4887.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  21500000 | PA      | $21240198.52  | 4.02%             | 2026-07-02      | None          | 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        |        17 | NC      | $2337.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       112 | NC      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       113 | NC      | $1130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $-4798.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT MAR26C 96.93                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        13 | NC      | $81.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE FRI W1MAR26C 114.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-4812.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27000000 | PA      | $26752986.72  | 5.06%             | 2026-06-02      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund                   | Goldman Sachs Financial Square Government Fund                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |   5540048 | NS      | $5540048.34   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -462 | NC      | $-1155.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       112 | NC      | $280.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | S+P500 EMINI FUT MAR26                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        16 | NC      | $9403.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26P 112.2                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT SEP26C 96.81                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $7437.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT MAR26P 96.5                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        15 | NC      | $5625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       114 | NC      | $1710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26C 115.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | EC               | RF                | US        | 151851024 | NS      | $151851024.32 | 28.74%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27000000 | PA      | $26586198.54  | 5.03%             | 2026-08-06      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT DEC26P 96.81                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $7862.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       115 | NC      | $16675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  37312300 | PA      | $37143494.68  | 7.03%             | 2026-04-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT SEP26P 96.81                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $9031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26C 115.2                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       113 | NC      | $29380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27126800 | PA      | $26874062.59  | 5.09%             | 2026-06-04      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE FRI W1MAR26C 115.7                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-1203.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT DEC26C 96.87                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        17 | NC      | $12218.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT JUN26P 96.81                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        16 | NC      | $12900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -452 | NC      | $-61020.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29767941.90  | 5.63%             | 2026-05-19      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR OPT MAR26P 96.43                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        16 | NC      | $3600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10Y NOTE W4 OP FEB26P 112                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -156 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27000000 | PA      | $26380949.40  | 4.99%             | 2026-10-29      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       115 | NC      | $9200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 6-7 NOTE WED WKMAR26P 112.2                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $-78.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | S+P 500 INDEX                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       115 | NC      | $14087.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2579000 | PA      | $2551884.50   | 0.48%             | 2026-06-16      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  21500000 | PA      | $21258437.83  | 4.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bills                                              | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24062900 | PA      | $23822516.68  | 4.51%             | 2026-06-11      | None          | 0.00%                 | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President