# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001752724-25-192149
**Filing Date:** 2025-8
**Character Count:** 82140
**Document Hash:** 31dbc86bd9de01906297689c9361c6af
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-192149.hdr.sgml**: 20250819

**ACCESSION NUMBER**: 0001752724-25-192149

**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:** 251230031

**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 Balanced Strategy Portfolio (Series ID: S000009314)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000025447 | Institutional   | GIPIX           |
| C000025448 | Service         | GIPSX           |
| C000025449 | Class A         | GIPAX           |
| C000025451 | Class C         | GIPCX           |
| C000058959 | Class R         | GIPRX           |
| C000058960 | Investor Shares | GIPTX           |
| C000161531 | Class R6 Shares | GIPUX           |
| C000201783 | Class P Shares  | GAOPX           |

## 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 Balanced Strategy Portfolio

- **b. EDGAR series identifier (if any):** S000009314

- **c. LEI of Series:** 5493006EIK6TMNDMB826

**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:** $563481429.95

**Total Liabilities:** $970554.98

**Net Assets:** $562510874.97

**Cash Not Reported:** $15494065.81

**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:** 0.78000000 | **1-Year:** 29.18000000 | **5-Year:** 1195.96000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000058959 | -0.08%               | 2.19%                | 2.37%                |
| Class ID C000025448 | -0.08%               | 2.15%                | 2.43%                |
| Class ID C000025451 | -0.08%               | 2.09%                | 2.39%                |
| Class ID C000161531 | 0.00%                | 2.26%                | 2.42%                |
| Class ID C000025449 | 0.00%                | 2.18%                | 2.42%                |
| Class ID C000201783 | 0.00%                | 2.18%                | 2.51%                |
| Class ID C000058960 | 0.00%                | 2.19%                | 2.41%                |
| Class ID C000025447 | 0.00%                | 2.18%                | 2.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3432539.42             | $5375905.93                                |
| Month 2  | $33836.82                | $10512909.58                               |
| Month 3  | $-315598.17              | $10897386.74                               |

**Designated Index Information**

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

- **Index Identifier:** CUN6PWV3CF

### 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                                 | FXO003722 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    342000 | OU      | $141.96       | 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        |        79 | NC      | $153062.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-2240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004113 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    661000 | OU      | $161.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003908 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    324000 | OU      | $323.89       | 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        |    409872 | NS      | $35072747.04  | 6.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003780 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    155000 | OU      | $235.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003921 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    905000 | OU      | $863.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003886 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    289000 | OU      | $543.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-13980.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Real Estate ETF                             | iShares U.S. Real Estate ETF                                                                   | CUSIP: 464287739<br>LEI: 549300SJWB2CPZFPT616 | Long             | EC               | RF                | US        |     39972 | NS      | $3788146.44   | 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        |        44 | NC      | $89925.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003727 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    267000 | OU      | $701.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003870 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    572000 | OU      | $1271.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004090 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    293000 | OU      | $263.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004369 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    586000 | OU      | $6828.66      | 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        |    228614 | NS      | $6280019.38   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Emerging Markets Equity Insights Fund      | Goldman Sachs Emerging Markets Equity Insights Fund                                            | CUSIP: 38147X259<br>LEI: 549300UHNMO4HOGWYU58 | Long             | EC               | RF                | US        |   1246608 | NS      | $12328952.32  | 2.19%             |  |  |  | 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        |    149586 | NS      | $5932580.76   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        56 | NC      | $81900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003715 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    494000 | OU      | $1846.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003798 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    487000 | OU      | $1438.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-4340.00     | -0.00%            |  |  |  | No            |                  1 | 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        |   3300000 | OU      | $36446.77     | 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        |        48 | NC      | $112500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003954 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    787000 | OU      | $2273.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003756 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1527000 | OU      | $4685.29      | 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        |        48 | NC      | $113100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003905 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1475000 | OU      | $5790.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        59 | NC      | $68587.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-10000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003801 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    646000 | OU      | $4042.44      | 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        |        89 | NC      | $35600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003779 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    169000 | OU      | $94.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003765 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1223000 | OU      | $10383.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003791 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    617000 | OU      | $83.99        | 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        |        32 | NC      | $19400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP015453 EQO. STOX EUR                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | DE        |       178 | NC      | $35063.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        46 | NC      | $85675.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004021 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    753000 | OU      | $2874.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004534 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    561000 | OU      | $3524.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT SEP25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       112 | NC      | $896709.32    | 0.16%             |  |  |  | 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        |    392374 | NS      | $25119783.48  | 4.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Fund                            | Goldman Sachs High Yield Fund                                                                  | CUSIP: 38148U874<br>LEI: VJJ3YDJ4UOKOJN1I8J86 | Long             | EC               | RF                | US        |   1009316 | NS      | $5753098.54   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004445 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1029000 | OU      | $21037.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003852 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1686000 | OU      | $1544.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003794 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    536000 | OU      | $707.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003843 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    289000 | OU      | $20.52        | 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        |        36 | NC      | $27000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        51 | NC      | $61518.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        46 | NC      | $80212.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Care Select Sector SPDR Fund                      | Health Care Select Sector SPDR Fund                                                            | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |      7025 | NS      | $946899.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-9065.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003736 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    409000 | OU      | $997.14       | 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      | $-5348.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003990 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    351000 | OU      | $713.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        71 | NC      | $199687.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004465 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1295000 | OU      | $10553.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003861 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    237000 | OU      | $325.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-52.50       | -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        |    435834 | NS      | $5770436.80   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NZD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-548.55      | -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        |        73 | NC      | $199381.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003867 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    641000 | OU      | $203.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004060 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    568000 | OU      | $967.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004406 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1064000 | OU      | $14415.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 97.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       145 | NC      | $3625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003751 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    576000 | OU      | $1.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SEK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-10646.44    | -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        |        41 | NC      | $26393.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        51 | NC      | $50681.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP014835 EQO. SPX USD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -220 | NC      | $-419.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | LONG GILT FUTURE SEP25                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3 | NC      | $10495.38     | 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        |         7 | NC      | $4125.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -5 | NC      | $-47650.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004080 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1554000 | OU      | $1294.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EAFE SEP25                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        11 | NC      | $22534.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004003 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    176000 | OU      | $67.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.75                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        33 | NC      | $33206.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003735 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    464000 | OU      | $299.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003726 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    295000 | OU      | $454.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Inflation Protected Securities Fund        | Goldman Sachs Inflation Protected Securities Fund                                              | CUSIP: 38147X580<br>LEI: 4OEORIROX7OTX3PIXA40 | Long             | EC               | RF                | US        |   1830785 | NS      | $17538916.68  | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-8520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-312467.37   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015817 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |      4693 | NC      | $47911.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES126204  TRS EUR R E SXDR INDEX / Short: ES126204  TRS EUR P V 00MESTR ESTRON +23 BPS   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    766697 | OU      | $-49202.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004043 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    869000 | OU      | $1269.28      | 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        |       100 | NC      | $6875.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003839 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    635000 | OU      | $5327.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003958 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    689000 | OU      | $214.49       | 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        |        54 | NC      | $29700.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003855 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1538000 | OU      | $2460.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund           | Goldman Sachs Financial Square Government Fund                                                 | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |   9212395 | NS      | $9212395.42   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003984 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  61985000 | OU      | $835.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI Mexico ETF                                  | iShares MSCI Mexico ETF                                                                        | CUSIP: 464286822<br>LEI: 549300SQ92O6OZ19G545 | Long             | EC               | RF                | US        |      2526 | NS      | $152974.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -5 | NC      | $-4975.00     | -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        |        49 | NC      | $114537.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD GBP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-53867.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP014905 EQO. MID USD                                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      -280 | NC      | $-378.24      | -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        |        96 | NC      | $41400.00     | 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        |   2800000 | OU      | $-210280.00   | -0.04%            |  |  |  | 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        |    348949 | NS      | $5405215.13   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003824 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  48936000 | OU      | $3913.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004153 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    477000 | OU      | $254.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $57613.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SGD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-4061.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004530 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  89736000 | OU      | $7658.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003819 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  60933000 | OU      | $1868.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004401 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1252000 | OU      | $11737.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004084 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    620000 | OU      | $1240.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003882 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1711000 | OU      | $2569.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127662  TRS EUR R E .SXDR INDEX / Short: ES127662  TRS EUR P V 00MESTR ESTRON +47 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    359113 | OU      | $-25976.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003955 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    526000 | OU      | $1257.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        84 | NC      | $139125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004110 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    335000 | OU      | $48.91        | 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      | $-351.45      | -0.00%            |  |  |  | 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        |     68493 | NS      | $8313680.34   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003873 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    524000 | OU      | $2257.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-665.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003849 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1932000 | OU      | $359.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | XAP CONS STAPLES SEP25                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -36 | NC      | $-16150.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD AUD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-25166.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004122 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    495000 | OU      | $1879.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003781 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    808000 | OU      | $1410.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                        | EURO-BUND FUTURE SEP25                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         3 | NC      | $-2193.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004140 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    448000 | OU      | $2843.44      | 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      | $749.56       | 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        |  20423393 | NS      | $232213976.61 | 41.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003924 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    705000 | OU      | $3267.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003761 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1339000 | OU      | $8259.20      | 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        |     10517 | NS      | $1822280.59   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003831 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    789000 | OU      | $2402.20      | 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        |         9 | NC      | $10797.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-157.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003987 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    442000 | OU      | $58.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004144 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    523000 | OU      | $76.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC25C 97.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       134 | NC      | $13400.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003914 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    379000 | OU      | $70.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004049 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1721000 | OU      | $653.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004521 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1032000 | OU      | $6948.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004503 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    740000 | OU      | $6076.14      | 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        |        62 | NC      | $44950.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003822 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  53891000 | OU      | $3244.57      | 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        |    717106 | NS      | $7027641.67   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004002 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  54276000 | OU      | $1902.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC25C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        65 | NC      | $11781.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD CHF                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-88335.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003713 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    543000 | OU      | $1264.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003815 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    422000 | OU      | $2903.40      | 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        |        55 | NC      | $42968.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003834 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    693000 | OU      | $4228.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004046 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    674000 | OU      | $3865.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004074 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1952000 | OU      | $62.46        | 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      | $-11922.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003963 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  48949000 | OU      | $2550.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                       | IOP015818 EQO XLV.P USD                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     -9386 | NC      | $-46353.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004096 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    565000 | OU      | $2275.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -9 | NC      | $-1305.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD DKK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-20897.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003789 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    711000 | OU      | $3018.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004150 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    604000 | OU      | $1.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004121 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    513000 | OU      | $1770.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003772 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    191000 | OU      | $6.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003739 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    373000 | OU      | $1486.03      | 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        |        42 | NC      | $31762.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        34 | NC      | $9562.50      | 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        |     49119 | NS      | $1827717.99   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003753 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    508000 | OU      | $81.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004115 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    268000 | OU      | $511.61       | 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        |    809695 | NS      | $37262163.90  | 6.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004088 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    708000 | OU      | $188.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        63 | NC      | $176793.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | IOP014749 EQO. TOPX JPY                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | JP        |    -68448 | NC      | $-19548.93    | -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        |    218602 | NS      | $11036012.67  | 1.96%             |  |  |  | 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        |   1431838 | NS      | $34464341.05  | 6.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003709 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    627000 | OU      | $499.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004481 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   2480000 | OU      | $21964.68     | 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        |   1004285 | NS      | $35330732.54  | 6.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003763 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    469000 | OU      | $280.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003808 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    463000 | OU      | $1904.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP25C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        51 | NC      | $2868.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003805 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    528000 | OU      | $607.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Energy Infrastructure Fund                 | Goldman Sachs Energy Infrastructure Fund                                                       | CUSIP: 38148U239<br>LEI: 5493004HQKOKO2ODA746 | Long             | EC               | RF                | US        |     22926 | NS      | $319817.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003965 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    387000 | OU      | $387.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004356 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   3237000 | OU      | $17894.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004137 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    572000 | OU      | $614.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004422 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    684000 | OU      | $6266.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003879 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    159000 | OU      | $176.49       | 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        |   1673046 | NS      | $28843306.78  | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003933 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    589000 | OU      | $785.77       | 0.00%             |  |  |  | No            |                  2 | 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        |    716375 | NS      | $6253955.40   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004435 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1169000 | OU      | $15998.70     | 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        |        80 | NC      | $154000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       142 | NC      | $261812.50    | 0.05%             |  |  |  | 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        |    626306 | NS      | $5373705.59   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003885 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1330000 | OU      | $7899.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003858 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    258000 | OU      | $151.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004019 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    203000 | OU      | $3.45         | 0.00%             |  |  |  | No            |                  2 | 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