# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-25-192165
**Filing Date:** 2025-8
**Character Count:** 83311
**Document Hash:** 8e4650fd7af95b0b7d9de4d2b668487b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-192165.hdr.sgml**: 20250819

**ACCESSION NUMBER**: 0001752724-25-192165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250819

**DATE AS OF CHANGE**: 20250819

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251230044

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

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

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

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

## Series and Classes Contracts Data

### Goldman Sachs Growth and Income Strategy Portfolio (Series ID: S000009325)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $974628316.77

**Total Liabilities:** $1516199.76

**Net Assets:** $973112117.01

**Cash Not Reported:** $26297270.16

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** 1.30000000 | **1-Year:** 48.98000000 | **5-Year:** 2007.50000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025511 | 0.26%                | 3.45%                | 3.27%                |
| Class ID C000025513 | 0.20%                | 3.40%                | 3.26%                |
| Class ID C000201784 | 0.26%                | 3.45%                | 3.28%                |
| Class ID C000025512 | 0.26%                | 3.34%                | 3.24%                |
| Class ID C000025515 | 0.14%                | 3.38%                | 3.12%                |
| Class ID C000058961 | 0.20%                | 3.37%                | 3.18%                |
| Class ID C000161532 | 0.26%                | 3.38%                | 3.28%                |
| Class ID C000058962 | 0.26%                | 3.42%                | 3.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5123624.55             | $9629413.47                                |
| Month 2  | $341581.25               | $30059207.59                               |
| Month 3  | $-211267.02              | $25366435.64                               |

**Designated Index Information**

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

- **Index Identifier:** CU2MFAW1O7

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC                                 | FXO004358 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   6042000 | OU      | $33400.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       142 | NC      | $275125.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-3840.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004480 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   4629000 | OU      | $40997.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs MarketBeta US Equity ETF                   | Goldman Sachs MarketBeta US Equity ETF                                                         | CUSIP: 381430123<br>LEI: 549300EMEG7T4I7JWK22 | Long             | EC               | RF                | US        |   1293285 | NS      | $110666397.45 | 11.37%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SGD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-6610.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003853 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2586000 | OU      | $4137.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004117 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    560000 | OU      | $81.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-20970.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003887 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    483000 | OU      | $908.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004139 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    956000 | OU      | $1026.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003952 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1315000 | OU      | $3799.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004000 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  90652000 | OU      | $3177.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares U.S. Real Estate ETF                             | iShares U.S. Real Estate ETF                                                                   | CUSIP: 464287739<br>LEI: 549300SJWB2CPZFPT616 | Long             | EC               | RF                | US        |     69277 | NS      | $6565381.29   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        96 | NC      | $196200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD AUD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-41137.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP014746 EQO. TOPX JPY                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |   -118645 | NC      | $-33885.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003976 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    646000 | OU      | $647.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD ILS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-8786.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004052 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2874000 | OU      | $1092.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004152 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1009000 | OU      | $3.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Small Cap Equity Insights Fund             | Goldman Sachs Small Cap Equity Insights Fund                                                   | CUSIP: 38147X499<br>LEI: UBB2S4ORVV98300HEK13 | Long             | EC               | RF                | US        |    350545 | NS      | $9629468.40   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003796 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1087000 | OU      | $6802.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003809 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    779000 | OU      | $3203.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003774 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    321000 | OU      | $10.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Emerging Markets Equity Insights Fund      | Goldman Sachs Emerging Markets Equity Insights Fund                                            | CUSIP: 38147X259<br>LEI: 549300UHNMO4HOGWYU58 | Long             | EC               | RF                | US        |   3152935 | NS      | $31182528.67  | 3.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs ActiveBeta International Equity ETF        | Goldman Sachs ActiveBeta International Equity ETF                                              | CUSIP: 381430107<br>LEI: 549300XBH2SEXT65RC75 | Long             | EC               | RF                | US        |    395959 | NS      | $15703733.94  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        83 | NC      | $121387.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004078 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1036000 | OU      | $2073.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003847 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3249000 | OU      | $604.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP014833 EQO. SPX USD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -381 | NC      | $-726.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003913 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    633000 | OU      | $118.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-6510.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003795 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    902000 | OU      | $1191.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003957 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    878000 | OU      | $2098.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                 | Long: SR233648  IRS GBP R F  3.82920 2 CCPOIS / Short: SR233648  IRS GBP P V 00MSONIA 1 CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5500000 | OU      | $60744.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003919 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1512000 | OU      | $1442.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP015478 EQO. STOX EUR                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       301 | NC      | $59292.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        63 | NC      | $147656.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003754 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    855000 | OU      | $137.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        63 | NC      | $148443.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        87 | NC      | $101137.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003750 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2568000 | OU      | $7879.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003836 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1068000 | OU      | $8960.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003729 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    450000 | OU      | $1181.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004045 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1451000 | OU      | $2119.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015819 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -16146 | NC      | $-79738.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004114 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    448000 | OU      | $855.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-15000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004093 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    490000 | OU      | $440.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003985 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    738000 | OU      | $97.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC25C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       123 | NC      | $49200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004402 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1987000 | OU      | $26919.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.75                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        37 | NC      | $22431.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004008 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    293000 | OU      | $113.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003856 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    434000 | OU      | $255.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004083 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2596000 | OU      | $2162.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003749 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    970000 | OU      | $2.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       101 | NC      | $188112.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003898 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2464000 | OU      | $9673.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT SEP25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       188 | NC      | $1499140.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta International Equity ETF        | Goldman Sachs MarketBeta International Equity ETF                                              | CUSIP: 381430180<br>LEI: N/A                  | Long             | EC               | RF                | US        |   1020013 | NS      | $65301232.26  | 6.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Fund                            | Goldman Sachs High Yield Fund                                                                  | CUSIP: 38148U874<br>LEI: VJJ3YDJ4UOKOJN1I8J86 | Long             | EC               | RF                | US        |   1643801 | NS      | $9369663.06   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003841 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    486000 | OU      | $34.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003832 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1165000 | OU      | $7109.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-914.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       158 | NC      | $211325.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004124 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    826000 | OU      | $3135.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        88 | NC      | $66000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       112 | NC      | $135100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003880 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2857000 | OU      | $4290.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       101 | NC      | $176118.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004120 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1104000 | OU      | $269.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD CHF                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-144243.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003947 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    984000 | OU      | $1312.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004143 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    856000 | OU      | $2954.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                      | Health Care Select Sector SPDR Fund                                                            | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     11823 | NS      | $1593622.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-15540.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       172 | NC      | $483750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003716 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    830000 | OU      | $3102.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003797 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    819000 | OU      | $2418.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004048 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1126000 | OU      | $6457.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-90.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Global Infrastructure Fund                 | Goldman Sachs Global Infrastructure Fund                                                       | CUSIP: 38148U775<br>LEI: 54930073G57DO7G34278 | Long             | EC               | RF                | US        |    739329 | NS      | $9788718.65   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004436 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   2182000 | OU      | $29862.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003734 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    780000 | OU      | $503.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       177 | NC      | $483431.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 97.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       265 | NC      | $6625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004142 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    748000 | OU      | $4747.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97.12                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        74 | NC      | $47637.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003757 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2252000 | OU      | $13890.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003790 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1037000 | OU      | $141.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       123 | NC      | $122231.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | LONG GILT FUTURE SEP25                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         6 | NC      | $20987.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                           | FTSE/JSE TOP 40 SEP25                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         9 | NC      | $5304.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-76240.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003874 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    265000 | OU      | $294.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EAFE SEP25                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        20 | NC      | $41466.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.75                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        38 | NC      | $38237.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Inflation Protected Securities Fund        | Goldman Sachs Inflation Protected Securities Fund                                              | CUSIP: 38147X580<br>LEI: 4OEORIROX7OTX3PIXA40 | Long             | EC               | RF                | US        |   3066145 | NS      | $29373671.72  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-14910.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004462 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   2417000 | OU      | $19696.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       138 | NC      | $9487.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 97.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       126 | NC      | $3150.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004453CALL CHF PUT NOK                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1921000 | OU      | $39274.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        72 | NC      | $39600.00     | 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        |  12482945 | NS      | $12482945.20  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003784 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1196000 | OU      | $5077.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Mexico ETF                                  | iShares MSCI Mexico ETF                                                                        | CUSIP: 464286822<br>LEI: 549300SQ92O6OZ19G545 | Long             | EC               | RF                | US        |      3887 | NS      | $235396.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-7960.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        64 | NC      | $149600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003806 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    888000 | OU      | $1021.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003989 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    586000 | OU      | $1191.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       147 | NC      | $63393.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: BX003297  CDS USD R V 03MEVENT 1 CCPCDX / Short: BX003297  CDS USD P F  5.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |   4700000 | OU      | $-352970.00   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003759 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    789000 | OU      | $472.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International Small Cap Insights Fund      | Goldman Sachs International Small Cap Insights Fund                                            | CUSIP: 38147X234<br>LEI: 549300VMLASEOM8ZWE07 | Long             | EC               | RF                | US        |    499958 | NS      | $7744344.77   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003961 CALL JPY PUTY KRW                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  81755000 | OU      | $4259.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-40.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003820 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  90652000 | OU      | $5457.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003865 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1079000 | OU      | $342.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES126205  TRS EUR R E SXDR INDEX / Short: ES126205  TRS EUR P V 00MESTR ESTRON +23 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |   1313104 | OU      | $-84267.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004546 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1047000 | OU      | $6578.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-510476.59   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       311 | NC      | $515093.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD GBP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-88072.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF       | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF                                             | CUSIP: 381430503<br>LEI: 549300HE2W614QP0GH20 | Long             | EC               | RF                | US        |    223124 | NS      | $27082791.12  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003813 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    710000 | OU      | $4884.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-1140.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004371 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1094000 | OU      | $12748.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | XAP CONS STAPLES SEP25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -61 | NC      | $-27368.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003823 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  82317000 | OU      | $6582.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003922 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1177000 | OU      | $5455.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003723 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    575000 | OU      | $238.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUND FUTURE SEP25                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         6 | NC      | $-4387.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003710 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1055000 | OU      | $840.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004025 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1258000 | OU      | $4801.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Global Core Fixed Income                   | Goldman Sachs Global Core Fixed Income                                                         | CUSIP: 38147X549<br>LEI: S7AVHSYYPK5PCOCQSV77 | Long             | EC               | RF                | US        |  20424881 | NS      | $232230894.80 | 23.86%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003868 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    962000 | OU      | $2138.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares U.S. Technology ETF                              | iShares U.S. Technology ETF                                                                    | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |     16184 | NS      | $2804201.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004155 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    797000 | OU      | $424.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                         | IFSC NIFTY 50 FUT JUL25                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        16 | NC      | $19196.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -16 | NC      | $-280.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC25C 97.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       382 | NC      | $38200.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004555 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 167485000 | OU      | $14293.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004409 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   2336000 | OU      | $21899.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004500 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1382000 | OU      | $11347.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004419 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1276000 | OU      | $11689.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD MXN                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-19871.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127664  TRS EUR R E .SXDR INDEX / Short: ES127664  TRS EUR P V 00MESTR ESTRON +47 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    622193 | OU      | $-45006.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        92 | NC      | $66700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003982 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 103528000 | OU      | $1395.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Emerging Markets Debt Fund                 | Goldman Sachs Emerging Markets Debt Fund                                                       | CUSIP: 38148U882<br>LEI: XC6LIVZDLLKYZ7FKO621 | Long             | EC               | RF                | US        |   2746461 | NS      | $26915316.51  | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC25C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        86 | NC      | $15587.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003860 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    398000 | OU      | $546.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003900 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    542000 | OU      | $541.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003775 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1360000 | OU      | $2374.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015820 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      8073 | NC      | $82418.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003883 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2222000 | OU      | $13198.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003712 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    914000 | OU      | $2127.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004097 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    944000 | OU      | $3801.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NOK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-573.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC25C 96.12                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       119 | NC      | $92968.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003740 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    627000 | OU      | $2497.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004162 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    874000 | OU      | $127.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003871 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    881000 | OU      | $3795.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003850 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2835000 | OU      | $2596.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004020 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    338000 | OU      | $5.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -15 | NC      | $-2175.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004091 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1182000 | OU      | $314.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        56 | NC      | $42350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $94199.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        74 | NC      | $20812.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs ActiveBeta Emerging Markets Equity ETF     | Goldman Sachs ActiveBeta Emerging Markets Equity ETF                                           | CUSIP: 381430206<br>LEI: 549300PZDHNP7HDURN13 | Long             | EC               | RF                | US        |    130954 | NS      | $4872798.34   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003724 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    497000 | OU      | $766.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SEK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-17413.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Access Investment Grade Corporate Bond Etf | Goldman Sachs Access Investment Grade Corporate Bond Etf                                       | CUSIP: 381430479<br>LEI: 549300KGVZT18SX98G95 | Long             | EC               | RF                | US        |    398055 | NS      | $18318491.10  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003737 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    688000 | OU      | $1677.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 97.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       140 | NC      | $31500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       153 | NC      | $429356.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004053 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    949000 | OU      | $1615.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs MarketBeta Emerging Markets Equity ETF     | Goldman Sachs MarketBeta Emerging Markets Equity ETF                                           | CUSIP: 381430164<br>LEI: 549300W8N8I3WPW90678 | Long             | EC               | RF                | US        |    542727 | NS      | $27399301.23  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Large Cap Value Insights Fund              | Goldman Sachs Large Cap Value Insights Fund                                                    | CUSIP: 38147X515<br>LEI: 549300KBU32INALWSS44 | Long             | EC               | RF                | US        |   3906286 | NS      | $94024300.58  | 9.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003762 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2057000 | OU      | $17464.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Large Cap Growth Insights Fund             | Goldman Sachs Large Cap Growth Insights Fund                                                   | CUSIP: 38147X523<br>LEI: IYI7KZ6TLM47WE4G7I95 | Long             | EC               | RF                | US        |   2774635 | NS      | $97611657.05  | 10.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        88 | NC      | $4950.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Energy Infrastructure Fund                 | Goldman Sachs Energy Infrastructure Fund                                                       | CUSIP: 38148U239<br>LEI: 5493004HQKOKO2ODA746 | Long             | EC               | RF                | US        |     26661 | NS      | $371927.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003778 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    261000 | OU      | $397.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003959 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1151000 | OU      | $356.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD HKD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $1224.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003817 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 102497000 | OU      | $3143.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004077 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3260000 | OU      | $104.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP014903 EQO. MID USD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -483 | NC      | $-652.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD DKK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-34133.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004513 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1927000 | OU      | $12974.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International Equity Insights Fund         | Goldman Sachs International Equity Insights Fund                                               | CUSIP: 38147X242<br>LEI: RP210Q47MZG236IVQP58 | Long             | EC               | RF                | US        |   4619174 | NS      | $79634564.35  | 8.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Floating Rate Fund              | Goldman Sachs High Yield Floating Rate Fund                                                    | CUSIP: 38145L166<br>LEI: 20OHG0KU8S4HBIU77D72 | Long             | EC               | RF                | US        |   1119271 | NS      | $9771239.63   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003777 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    284000 | OU      | $159.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003829 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1327000 | OU      | $4040.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       315 | NC      | $606375.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       393 | NC      | $724593.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Managed Futures Strategy Fund              | Goldman Sachs Managed Futures Strategy Fund                                                    | CUSIP: 38150C879<br>LEI: 3J24L49YUVS4LPAV0F85 | Long             | EC               | RF                | US        |   1019811 | NS      | $8749979.76   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President