# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001410368-26-016224
**Filing Date:** 2026-2
**Character Count:** 69944
**Document Hash:** 4bff00e404d929f38c8d414e679930ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016224.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016224

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 26664289

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $610077586.87

**Total Liabilities:** $776535.51

**Net Assets:** $609301051.36

**Cash Not Reported:** $18271807.90

**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:** 0.86000000 | **1-Year:** 32.24000000 | **5-Year:** 1244.29000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025447 | 1.40%                | 0.38%                | 0.35%                |
| Class ID C000025448 | 1.30%                | 0.38%                | 0.28%                |
| Class ID C000025449 | 1.40%                | 0.38%                | 0.33%                |
| Class ID C000025451 | 1.31%                | 0.31%                | 0.28%                |
| Class ID C000058959 | 1.33%                | 0.38%                | 0.26%                |
| Class ID C000058960 | 1.32%                | 0.46%                | 0.32%                |
| Class ID C000161531 | 1.32%                | 0.46%                | 0.35%                |
| Class ID C000201783 | 1.40%                | 0.46%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $840415.67               | $4915134.14                                |
| Month 2  | $-149.58                 | $1377164.26                                |
| Month 3  | $-1352358.49             | $-6772923.07                               |

**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                                 | PURCHASED USD / SOLD JPY                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $86315.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-67873.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD NOK                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $193.18       | 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      | $-3519.94     | -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      | $140.50       | 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      | $-16556.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD AUD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-23572.43    | -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      | $-21708.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD GBP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-47418.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD ILS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-2843.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED USD / SOLD SGD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1827.81     | -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      | $-8523.14     | -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      | $76.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $19387.67     | 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        |   7600036 | NS      | $7600035.54   | 1.25%             |  |  |  | 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        |    117248 | NS      | $5034629.12   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta US Equity ETF                   | Goldman Sachs MarketBeta US Equity ETF                                                         | CUSIP: 381430123<br>LEI: 549300EMEG7T4I7JWK22 | Long             | EC               | RF                | US        |    365378 | NS      | $34491683.20  | 5.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta Emerging Markets Equity ETF     | Goldman Sachs MarketBeta Emerging Markets Equity ETF                                           | CUSIP: 381430164<br>LEI: 549300W8N8I3WPW90678 | Long             | EC               | RF                | US        |    187808 | NS      | $10571543.29  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs MarketBeta International Equity ETF        | Goldman Sachs MarketBeta International Equity ETF                                              | CUSIP: 381430180<br>LEI: 549300PSCHS4CU0WAP45 | Long             | EC               | RF                | US        |    375234 | NS      | $26012271.54  | 4.27%             |  |  |  | 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      | $2044332.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Access Investment Grade Corporate Bond Etf | Goldman Sachs Access Investment Grade Corporate Bond Etf                                       | CUSIP: 381430479<br>LEI: 549300KGVZT18SX98G95 | Long             | EC               | RF                | US        |   1385030 | NS      | $64057637.50  | 10.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF       | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF                                             | CUSIP: 381430503<br>LEI: 549300HE2W614QP0GH20 | Long             | EC               | RF                | US        |     63491 | NS      | $8404303.67   | 1.38%             |  |  |  | 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        |    742551 | NS      | $6378514.97   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International Small Cap Insights Fund      | Goldman Sachs International Small Cap Insights Fund                                            | CUSIP: 38147X234<br>LEI: 549300VMLASEOM8ZWE07 | Long             | EC               | RF                | US        |    314619 | NS      | $5106265.62   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International Equity Insights Fund         | Goldman Sachs International Equity Insights Fund                                               | CUSIP: 38147X242<br>LEI: RP210Q47MZG236IVQP58 | Long             | EC               | RF                | US        |   1804810 | NS      | $32757302.44  | 5.38%             |  |  |  | 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        |   1277755 | NS      | $14259742.88  | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Small Cap Equity Insights Fund             | Goldman Sachs Small Cap Equity Insights Fund                                                   | CUSIP: 38147X499<br>LEI: UBB2S4ORVV98300HEK13 | Long             | EC               | RF                | US        |    251795 | NS      | $7339827.98   | 1.20%             |  |  |  | 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        |   1465798 | NS      | $36307806.90  | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Large Cap Growth Insights Fund             | Goldman Sachs Large Cap Growth Insights Fund                                                   | CUSIP: 38147X523<br>LEI: IYI7KZ6TLM47WE4G7I95 | Long             | EC               | RF                | US        |    989168 | NS      | $36134318.22  | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Global Core Fixed Income                   | Goldman Sachs Global Core Fixed Income                                                         | CUSIP: 38147X549<br>LEI: S7AVHSYYPK5PCOCQSV77 | Long             | EC               | RF                | US        |  20117278 | NS      | $230946356.90 | 37.90%            |  |  |  | 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        |   1928669 | NS      | $18515219.16  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Energy Infrastructure Fund                 | Goldman Sachs Energy Infrastructure Fund                                                       | CUSIP: 38148U239<br>LEI: 5493004HQKOKO2ODA746 | Long             | EC               | RF                | US        |     24810 | NS      | $322028.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Global Infrastructure Fund                 | Goldman Sachs Global Infrastructure Fund                                                       | CUSIP: 38148U775<br>LEI: 54930073G57DO7G34278 | Long             | EC               | RF                | US        |    459688 | NS      | $5934572.66   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs High Yield Fund                            | Goldman Sachs High Yield Fund                                                                  | CUSIP: 38148U874<br>LEI: VJJ3YDJ4UOKOJN1I8J86 | Long             | EC               | RF                | US        |   1392570 | NS      | $7965497.73   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Emerging Markets Debt Fund                 | Goldman Sachs Emerging Markets Debt Fund                                                       | CUSIP: 38148U882<br>LEI: XC6LIVZDLLKYZ7FKO621 | Long             | EC               | RF                | US        |   1055392 | NS      | $10944412.44  | 1.80%             |  |  |  | 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      | $5881013.46   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Mexico ETF                                  | iShares MSCI Mexico ETF                                                                        | CUSIP: 464286822<br>LEI: 549300SQ92O6OZ19G545 | Long             | EC               | RF                | US        |      2526 | NS      | $175127.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares U.S. Technology ETF                              | iShares U.S. Technology ETF                                                                    | CUSIP: 464287721<br>LEI: 5493003RR427QZS78C77 | Long             | EC               | RF                | US        |     10517 | NS      | $2100034.56   | 0.34%             |  |  |  | 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      | $3752971.08   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI USA Quality Factor ETF                      | iShares MSCI USA Quality Factor ETF                                                            | CUSIP: 46432F339<br>LEI: 5493007KMK0CQLE2O168 | Long             | EC               | RF                | US        |     19348 | NS      | $3842899.76   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Health Care Select Sector SPDR ETF          | State Street Health Care Select Sector SPDR ETF                                                | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     10039 | NS      | $1554037.20   | 0.26%             |  |  |  | No            |                  1 | 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        |    340392 | OU      | $43876.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES127869  TRS EUR R E .SXDR INDEX / Short: ES127869  TRS EUR P V 00MESTR ESTRON +48 BPS  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | DE        |    769521 | OU      | $99190.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                   | Long: ES128630  TRS EUR R E .SXDR INDEX / Short: ES128630  TRS EUR P V 00MESTR ESTRON +49.5    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    338206 | OU      | $43594.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Long: BX003335  CDS USD R V 03MEVENT 1 CCPCDX / Short: BX003335  CDS USD P F  5.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2910000 | OU      | $-221174.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.75                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        32 | NC      | $2200.00      | 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        |        33 | NC      | $10725.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        62 | NC      | $6200.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        59 | NC      | $26550.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.62                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        56 | NC      | $44800.00     | 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        |        51 | NC      | $30600.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        46 | NC      | $57212.50     | 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      | $51175.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        44 | NC      | $62425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        36 | NC      | $6525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        84 | NC      | $84525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        80 | NC      | $104000.00    | 0.02%             |  |  |  | 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      | $168625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR26C 97                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        96 | NC      | $3600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       146 | NC      | $200750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97.12                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        41 | NC      | $5637.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | S+P500 EMINI FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       109 | NC      | $-382374.91   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | EURO STOXX 50 MAR26                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        22 | NC      | $14183.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                   | MSCI EAFE MAR26                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        11 | NC      | $5685.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South African Futures Exchange                           | FTSE/JSE TOP 40 MAR26                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |         7 | NC      | $8379.29      | 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        |        63 | NC      | $146868.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC26C 96                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        73 | NC      | $165162.50    | 0.03%             |  |  |  | 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      | $20400.00     | 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        |        71 | NC      | $164187.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        48 | NC      | $84900.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        49 | NC      | $89731.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN27C 96.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        48 | NC      | $87300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT JUN26C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        54 | NC      | $6075.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP26C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        42 | NC      | $11025.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division         | FTSE 100 IDX FUT MAR26                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -12 | NC      | $-23591.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                        | MINI MDAX FUT MAR26                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         9 | NC      | $5237.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal               | S+P/TSX 60 IX FUT MAR26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |        -6 | NC      | $-7850.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-10.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT SEP27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        71 | NC      | $100287.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT DEC27C 96.5                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        88 | NC      | $124300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR28C 96.37                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |        78 | NC      | $122850.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                         | IFSC NIFTY 50 FUT JAN26                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |        68 | NC      | $-12226.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                              | 3 MONTH SOFR OPT MAR27C 97.25                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       126 | NC      | $59850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-4235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-1010.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-22350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-15200.00    | -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      | $-37.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -7 | NC      | $-20020.00    | -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      | $-12.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -10 | NC      | $-15.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -5 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                   | S+P 500 INDEX                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -4 | NC      | $-920.00      | -0.00%            |  |  |  | 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      | $0.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003855 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1538000 | OU      | $64.60        | 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      | $0.24         | 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      | $26.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003801 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    646000 | OU      | $130.92       | 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      | $497.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003727 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    267000 | OU      | $161.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003715 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |    494000 | OU      | $49.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003780 CALL USD PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    155000 | OU      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003873 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    524000 | OU      | $4.72         | 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      | $88.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003824 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |  48936000 | OU      | $80.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003839 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |    635000 | OU      | $16.66        | 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      | $0.62         | 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      | $17.19        | 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      | $13.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003924 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    705000 | OU      | $66.98        | 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      | $55.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004140 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |    448000 | OU      | $20.93        | 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      | $0.48         | 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      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO003885 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1330000 | OU      | $37.28        | 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      | $0.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004080 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1554000 | OU      | $7.77         | 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      | $69.38        | 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      | $4.91         | 0.00%             |  |  |  | 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      | $3.96         | 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      | $0.64         | 0.00%             |  |  |  | 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      | $108050.67    | 0.02%             |  |  |  | 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      | $-129343.56   | -0.02%            |  |  |  | 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      | $7037.24      | 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      | $440.58       | 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      | $1481.09      | 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      | $603.58       | 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      | $694.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004465 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1295000 | OU      | $1520.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004435 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1169000 | OU      | $1179.18      | 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      | $5996.22      | 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      | $3021.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004445 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1029000 | OU      | $4570.16      | 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      | $1517.22      | 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      | $581.40       | 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      | $1481.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004699 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   4720000 | OU      | $17204.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004680 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   1885000 | OU      | $2960.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004659 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1685000 | OU      | $7972.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004719 CALL USD PUTSEK                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    972000 | OU      | $5356.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004759 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1496000 | OU      | $5575.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004736 CALL USD PUT MXN                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |    804000 | OU      | $4332.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004675 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1469000 | OU      | $14408.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004766 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1144000 | OU      | $16396.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004788 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   3635000 | OU      | $10268.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004828 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 135170000 | OU      | $4162.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004806 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1486000 | OU      | $7630.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004853 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |    821000 | OU      | $6002.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004859 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1938000 | OU      | $6271.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004874 PUT USD CALL INR                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1090000 | OU      | $1.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004951 CALL EUR PUT GBP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |    570000 | OU      | $5896.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004960 CALL EUR PUT GBP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DE        |   -570000 | OU      | $-2390.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005063 CALL CHF PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1772000 | OU      | $17905.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005099 CALL USD PUT CAD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   4810000 | OU      | $24468.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005015 PUT NZD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   2095000 | OU      | $15399.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004978 PUT AUD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   1453000 | OU      | $9953.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005023 PUT AUD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |   3640000 | OU      | $26885.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004990 CALL USD PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1192000 | OU      | $6865.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005057 CALL USD PUT SEK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   1082000 | OU      | $9490.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005037 CALL CHF PUT NOK                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |   1554000 | OU      | $19045.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO004964 PUT NZD CALL USD                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |   1651000 | OU      | $11419.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005004 CALL JPY PUT KRW                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        | 150047000 | OU      | $6604.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005086 PUT CAD CALL JPY                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |   2030000 | OU      | $14103.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                 | FXO005078 CALL USD PUT CLP                                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |   2012000 | OU      | $21136.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** GOLDMAN SACHS TRUST

**Signature:** Allison Fracchiolla

**Name of Signer:** Allison Fracchiolla

**Title:** Vice President