Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

May 25, 2022 12:37 PM EDT

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      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs U.S. Equity Dividend and Premium Fund
      S000009324
      48HCXPWZHCWNN0K49O22
      2022-12-31
      2022-03-31
      N
    
    
      3057797968.33
      24021345.43
      3033776622.90
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516106
        
          
        
        36324.00000000
        NS
        USD
        7067923.92000000
        0.232974434131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitable Holdings Inc
        549300FIBAKMNHPZ4009
        Equitable Holdings Inc
        29452E101
        
          
        
        119600.00000000
        NS
        USD
        3696836.00000000
        0.121855906334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cisco Systems Inc
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275R102
        
          
        
        510848.00000000
        NS
        USD
        28484884.48000000
        0.938924911774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        10X Genomics Inc
        5493003Z6741WNLG7H43
        10X Genomics Inc
        88025U109
        
          
        
        8500.00000000
        NS
        USD
        646595.00000000
        0.021313203982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        salesforce.com Inc
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466L302
        
          
        
        76435.00000000
        NS
        USD
        16228679.20000000
        0.534933227367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit Inc
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        461202103
        
          
        
        19400.00000000
        NS
        USD
        9328296.00000000
        0.307481306619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dynatrace Inc
        N/A
        Dynatrace Inc
        268150109
        
          
        
        37100.00000000
        NS
        USD
        1747410.00000000
        0.057598505664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow Inc
        5493003S21INSLK2IP73
        Dow Inc
        260557103
        
          
        
        3.00000000
        NS
        USD
        191.16000000
        0.000006301057
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors Inc
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors Inc
        681936100
        
          
        
        5.00000000
        NS
        USD
        155.80000000
        0.000005135513
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corp
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579102
        
          
        
        11719.00000000
        NS
        USD
        1118578.55000000
        0.036870827652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BlackRock Inc
        549300LRIF3NWCU26A80
        BlackRock Inc
        09247X101
        
          
        
        11600.00000000
        NS
        USD
        8864372.00000000
        0.292189343575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Parcel Service Inc
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312106
        
          
        
        88698.00000000
        NS
        USD
        19022173.08000000
        0.627012975721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Accenture PLC
        N/A
        Accenture PLC
        000000000
        
          
        
        47800.00000000
        NS
        USD
        16119594.00000000
        0.531337537454
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fidelity National Financial Inc
        549300CAZYIH39SYQ287
        Fidelity National Financial Inc
        31620R303
        
          
        
        187700.00000000
        NS
        USD
        9167268.00000000
        0.302173466919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smartsheet Inc
        549300N9WF42OK9VL589
        Smartsheet Inc
        83200N103
        
          
        
        10100.00000000
        NS
        USD
        553278.00000000
        0.018237268882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Viatris Inc
        254900ZZTSW7NL773X71
        Viatris Inc
        92556V106
        
          
        
        5.00000000
        NS
        USD
        54.40000000
        0.000001793144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U109
        
          
        
        87997.00000000
        NS
        USD
        7477105.09000000
        0.246461952193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kontoor Brands Inc
        549300M0CPXV65RFF271
        Kontoor Brands Inc
        50050N103
        
          
        
        3.00000000
        NS
        USD
        124.05000000
        0.000004088962
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Okta Inc
        549300N8J06I8MRHU620
        Okta Inc
        679295105
        
          
        
        11527.00000000
        NS
        USD
        1740115.92000000
        0.057358076625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Union Pacific Corp
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818108
        
          
        
        98462.00000000
        NS
        USD
        26900803.02000000
        0.886710076705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mercury General Corp
        5493001Q9EXPCEL4W527
        Mercury General Corp
        589400100
        
          
        
        230199.00000000
        NS
        USD
        12660945.00000000
        0.417332802436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        203834.00000000
        NS
        USD
        36125499.82000000
        1.190776524128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        Realty Income Corp
        756109104
        
          
        
        1.00000000
        NS
        USD
        69.30000000
        0.000002284281
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virtu Financial Inc
        5493001OPW2K42CH3884
        Virtu Financial Inc
        928254101
        
          
        
        76400.00000000
        NS
        USD
        2843608.00000000
        0.093731620796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324P102
        
          
        
        84177.00000000
        NS
        USD
        42927744.69000000
        1.414993588056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Philip Morris International Inc
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172109
        
          
        
        223154.00000000
        NS
        USD
        20963086.76000000
        0.690989791462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Instruments Corp
        549300TP4OOPCYWDUP86
        National Instruments Corp
        636518102
        
          
        
        82730.00000000
        NS
        USD
        3358010.70000000
        0.110687473647
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Business Machines Corp
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200101
        
          
        
        241601.00000000
        NS
        USD
        31412962.02000000
        1.035440835784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Repligen Corp
        54930006QJ0T5AUO1E71
        Repligen Corp
        759916109
        
          
        
        20800.00000000
        NS
        USD
        3912272.00000000
        0.128957154276
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Gold Inc
        5493001NGRU6SFL04184
        Royal Gold Inc
        780287108
        
          
        
        37200.00000000
        NS
        USD
        5255616.00000000
        0.173236749216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ManpowerGroup Inc
        ERO1WSFOSR0JJ6CRQ987
        ManpowerGroup Inc
        56418H100
        
          
        
        16200.00000000
        NS
        USD
        1521504.00000000
        0.050152143322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334104
        
          
        
        144834.00000000
        NS
        USD
        9808158.48000000
        0.323298637281
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paychex Inc
        529900K900DW6SUBM174
        Paychex Inc
        704326107
        
          
        
        132900.00000000
        NS
        USD
        18136863.00000000
        0.597831193737
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zscaler Inc
        529900MZ0RTK1BWRNF46
        Zscaler Inc
        98980G102
        
          
        
        16400.00000000
        NS
        USD
        3956992.00000000
        0.130431224571
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
        
        279286.00000000
        NS
        USD
        45275053.46000000
        1.492366086489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seagate Technology Holdings PLC
        635400RUXIFEZSRU8X70
        Seagate Technology Holdings PLC
        000000000
        
          
        
        49000.00000000
        NS
        USD
        4405100.00000000
        0.145201857208
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Air Products and Chemicals Inc
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals Inc
        009158106
        
          
        
        32826.00000000
        NS
        USD
        8203545.66000000
        0.270407043091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        nVent Electric PLC
        N/A
        nVent Electric PLC
        000000000
        
          
        
        5543.00000000
        NS
        USD
        192785.54000000
        0.006354638589
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Copper Corp
        2549007U6NAP46Q9TU15
        Southern Copper Corp
        84265V105
        
          
        
        322400.00000000
        NS
        USD
        24470160.00000000
        0.806590696733
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556102
        
          
        
        28189.00000000
        NS
        USD
        16649832.85000000
        0.548815384900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cloudflare Inc
        5493007DY18BGNLDWU14
        Cloudflare Inc
        18915M107
        
          
        
        31900.00000000
        NS
        USD
        3818430.00000000
        0.125863914013
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Planet Fitness Inc
        549300LLE5HUPF6H8G33
        Planet Fitness Inc
        72703H101
        
          
        
        15465.00000000
        NS
        USD
        1306483.20000000
        0.043064581292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
        
        26799.00000000
        NS
        USD
        956188.32000000
        0.031518085833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Union Co/The
        28ID94QU1140NC23S047
        Western Union Co/The
        959802109
        
          
        
        880399.00000000
        NS
        USD
        16498677.26000000
        0.543832961710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875P101
        
          
        
        46277.00000000
        NS
        USD
        5517606.71000000
        0.181872543560
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        3M Co
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579Y101
        
          
        
        134168.00000000
        NS
        USD
        19974931.84000000
        0.658418015658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        124000.00000000
        NS
        USD
        16685440.00000000
        0.549989075466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aramark
        549300MR6PG2DWZUIL39
        Aramark
        03852U106
        
          
        
        11871.00000000
        NS
        USD
        446349.60000000
        0.014712671876
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        H&R Block Inc
        549300CE3KUCWLZBG404
        H&R Block Inc
        093671105
        
          
        
        282300.00000000
        NS
        USD
        7351092.00000000
        0.242308281516
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QuantumScape Corp
        N/A
        QuantumScape Corp
        74767V109
        
          
        
        1100.00000000
        NS
        USD
        21989.00000000
        0.000724806165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First American Financial Corp
        549300B6VEZK3N0A1P55
        First American Financial Corp
        31847R102
        
          
        
        42800.00000000
        NS
        USD
        2774296.00000000
        0.091446943689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HubSpot Inc
        529900BLNVEW0MVKJB37
        HubSpot Inc
        443573100
        
          
        
        11700.00000000
        NS
        USD
        5556798.00000000
        0.183164375322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNA Financial Corp
        549300YX2GSZD7YG1R84
        CNA Financial Corp
        126117100
        
          
        
        21400.00000000
        NS
        USD
        1040468.00000000
        0.034296130840
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde PLC
        8945002PAZHZLBGKGF02
        Linde PLC
        000000000
        
          
        
        50478.00000000
        NS
        USD
        16124187.54000000
        0.531488950712
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance Inc
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance Inc
        931427108
        
          
        
        211700.00000000
        NS
        USD
        9477809.00000000
        0.312409586403
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group Inc
        HKUPACFHSSASQK8HLS17
        Omnicom Group Inc
        681919106
        
          
        
        164800.00000000
        NS
        USD
        13988224.00000000
        0.461082859377
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amcor PLC
        549300GSODGFCDQ3DI89
        Amcor PLC
        000000000
        
          
        
        1157600.00000000
        NS
        USD
        13115608.00000000
        0.432319502398
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Tandem Diabetes Care Inc
        549300JEPFOD0K4D3I05
        Tandem Diabetes Care Inc
        875372203
        
          
        
        988.00000000
        NS
        USD
        114894.52000000
        0.003787177972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PNC Financial Services Group Inc/The
        CFGNEKW0P8842LEUIA51
        PNC Financial Services Group Inc/The
        693475105
        
          
        
        32400.00000000
        NS
        USD
        5976180.00000000
        0.196988135345
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Capri Holdings Ltd
        549300LPG8W0H1OX3A26
        Capri Holdings Ltd
        000000000
        
          
        
        2433.00000000
        NS
        USD
        125031.87000000
        0.004121327491
        Long
        EC
        CORP
        VG
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Adaptive Biotechnologies Corp
        549300ZTF7OT1FW66Q96
        Adaptive Biotechnologies Corp
        00650F109
        
          
        
        21300.00000000
        NS
        USD
        295644.00000000
        0.009745081353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        First Horizon Corp
        TF3RXI1ZB1TQ30H9JV10
        First Horizon Corp
        320517105
        
          
        
        206400.00000000
        NS
        USD
        4848336.00000000
        0.159811897929
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030N101
        
          
        
        299819.00000000
        NS
        USD
        14037525.58000000
        0.462707948701
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bill.com Holdings Inc
        549300IBF9VZZIGOZW63
        Bill.com Holdings Inc
        090043100
        
          
        
        8000.00000000
        NS
        USD
        1814320.00000000
        0.059804007529
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skillz Inc
        N/A
        Skillz Inc
        83067L109
        
          
        
        117900.00000000
        NS
        USD
        353700.00000000
        0.011658735759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Corp
        9N3UAJSNOUXFKQLF3V18
        PPL Corp
        69351T106
        
          
        
        823801.00000000
        NS
        USD
        23527756.56000000
        0.775526991091
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sun Communities Inc
        549300H5GEOJYN41ZG57
        Sun Communities Inc
        866674104
        
          
        
        29993.00000000
        NS
        USD
        5257472.97000000
        0.173297959062
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carvana Co
        5493003WEAK2PJ5WS063
        Carvana Co
        146869102
        
          
        
        1875.00000000
        NS
        USD
        223668.75000000
        0.007372617624
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novocure Ltd
        213800YPP55UMHWA4826
        Novocure Ltd
        000000000
        
          
        
        800.00000000
        NS
        USD
        66280.00000000
        0.002184735669
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Medtronic PLC
        549300GX3ZBSQWUXY261
        Medtronic PLC
        000000000
        
          
        
        294053.00000000
        NS
        USD
        32625180.35000000
        1.075398238081
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
        
        222600.00000000
        NS
        USD
        12621420.00000000
        0.416029970853
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ZoomInfo Technologies Inc
        N/A
        ZoomInfo Technologies Inc
        98980F104
        
          
        
        4600.00000000
        NS
        USD
        274804.00000000
        0.009058148774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
        
        113496.00000000
        NS
        USD
        12409652.64000000
        0.409049649414
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wayfair Inc
        54930027N9ZAVYFDHK53
        Wayfair Inc
        94419L101
        
          
        
        4662.00000000
        NS
        USD
        516456.36000000
        0.017023546035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Bancshares Inc/OH
        549300XTVCVV9I7B5T19
        Huntington Bancshares Inc/OH
        446150104
        
          
        
        1049400.00000000
        NS
        USD
        15342228.00000000
        0.505713831538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448108
        
          
        
        151782.00000000
        NS
        USD
        25405271.16000000
        0.837414032669
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508104
        
          
        
        160150.00000000
        NS
        USD
        29384322.00000000
        0.968572365486
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings Inc
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450Y103
        
          
        
        72891.00000000
        NS
        USD
        8429844.15000000
        0.277866342774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        29429.00000000
        NS
        USD
        81852349.15000000
        2.698034803622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
        
        90627.00000000
        NS
        USD
        14634447.96000000
        0.482383833059
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa Inc
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826C839
        
          
        
        115947.00000000
        NS
        USD
        25713566.19000000
        0.847576120005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Farfetch Ltd
        549300QFQ74Z0F96NS78
        Farfetch Ltd
        30744W107
        
          
        
        4100.00000000
        NS
        USD
        61992.00000000
        0.002043393687
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Southern Co/The
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587107
        
          
        
        357001.00000000
        NS
        USD
        25886142.51000000
        0.853264617922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Carlyle Group Inc/The
        529900NGGVF94UK6PG95
        Carlyle Group Inc/The
        14316J108
        
          
        
        28900.00000000
        NS
        USD
        1413499.00000000
        0.046592059195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avalara Inc
        549300Q16CMW239SS315
        Avalara Inc
        05338G106
        
          
        
        6700.00000000
        NS
        USD
        666717.00000000
        0.021976469690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        549300ZJUO7A58PNUW40
        American Homes 4 Rent
        02665T306
        
          
        
        80291.00000000
        NS
        USD
        3214048.73000000
        0.105942168112
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752103
        
          
        
        15479.00000000
        NS
        USD
        7603594.38000000
        0.250631319478
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Block Inc
        549300OHIIUWSTIZME52
        Block Inc
        852234103
        
          
        
        7510.00000000
        NS
        USD
        1018356.00000000
        0.033567270322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Procter & Gamble Co/The
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718109
        
          
        
        204798.00000000
        NS
        USD
        31293134.40000000
        1.031491051905
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toll Brothers Inc
        529900JB6IS9MSZGVR44
        Toll Brothers Inc
        889478103
        
          
        
        38720.00000000
        NS
        USD
        1820614.40000000
        0.060011484901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830109
        
          
        
        83334.00000000
        NS
        USD
        36783627.60000000
        1.212469874095
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
        
        75999.00000000
        NS
        USD
        15366237.81000000
        0.506505248079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fastly Inc
        549300E2FZC83FJ3H565
        Fastly Inc
        31188V100
        
          
        
        4300.00000000
        NS
        USD
        74734.00000000
        0.002463398242
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunrun Inc
        54930007SJ77CI66U531
        Sunrun Inc
        86771W105
        
          
        
        26500.00000000
        NS
        USD
        804805.00000000
        0.026528156157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System Inc
        783549108
        
          
        
        55000.00000000
        NS
        USD
        4363150.00000000
        0.143819092251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins Inc
        ZUNI8PYC725B6H8JU438
        Cummins Inc
        231021106
        
          
        
        38462.00000000
        NS
        USD
        7888940.82000000
        0.260036970436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
        
        18046.00000000
        NS
        USD
        5147080.12000000
        0.169659166108
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        563133.00000000
        NS
        USD
        173619535.23000000
        5.722884602625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insulet Corp
        549300TZTYD2PYN92D43
        Insulet Corp
        45784P101
        
          
        
        7800.00000000
        NS
        USD
        2077842.00000000
        0.068490276585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT JUN22
        000000000
        
          
        
        73.00000000
        NC
        USD
        1233538.32000000
        0.040660156409
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-Mini Standard & Poor's 500 Index Future
                ESM2 INDEX
              
            
            2022-06-17
            15303699.18000000
            USD
            1233538.32000000
          
        
        
          N
          N
          N
        
      
      
        Align Technology Inc
        549300N5YSE0U3LCP840
        Align Technology Inc
        016255101
        
          
        
        11500.00000000
        NS
        USD
        5014000.00000000
        0.165272550462
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027X100
        
          
        
        32801.00000000
        NS
        USD
        8240267.22000000
        0.271617467080
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Penumbra Inc
        549300RGE06P3ECANU72
        Penumbra Inc
        70975L107
        
          
        
        2341.00000000
        NS
        USD
        520006.33000000
        0.017140560912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Packaging Corp of America
        549300XZP8MFZFY8TJ84
        Packaging Corp of America
        695156109
        
          
        
        40200.00000000
        NS
        USD
        6275622.00000000
        0.206858407195
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222105
        
          
        
        78600.00000000
        NS
        USD
        10359480.00000000
        0.341471416247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Trade Desk Inc/The
        549300GXPD31VT3E0P46
        Trade Desk Inc/The
        88339J105
        
          
        
        39500.00000000
        NS
        USD
        2735375.00000000
        0.090164021284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moderna Inc
        549300EI6OKH5K5Q2G38
        Moderna Inc
        60770K107
        
          
        
        29085.00000000
        NS
        USD
        5010182.10000000
        0.165146704018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667101
        
          
        
        47640.00000000
        NS
        USD
        12736554.00000000
        0.419825042617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coupa Software Inc
        549300Q95ICR2GFL2K37
        Coupa Software Inc
        22266L106
        
          
        
        10700.00000000
        NS
        USD
        1087441.00000000
        0.035844465007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NVIDIA Corp
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066G104
        
          
        
        217600.00000000
        NS
        USD
        59374336.00000000
        1.957109681438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Best Buy Co Inc
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co Inc
        086516101
        
          
        
        90300.00000000
        NS
        USD
        8208270.00000000
        0.270562767807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        166764100
        
          
        
        237098.00000000
        NS
        USD
        38606667.34000000
        1.272561303577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Williams-Sonoma Inc
        549300IARG6YWVTZ1I92
        Williams-Sonoma Inc
        969904101
        
          
        
        25600.00000000
        NS
        USD
        3712000.00000000
        0.122355745376
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        000000000
        
          
        
        60700.00000000
        NS
        USD
        3980099.00000000
        0.131192882493
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Wendy's Co/The
        529900M0JIUCMWVKHG76
        Wendy's Co/The
        95058W100
        
          
        
        10077.00000000
        NS
        USD
        221391.69000000
        0.007297560681
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Adobe Inc
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724F101
        
          
        
        29791.00000000
        NS
        USD
        13573375.42000000
        0.447408530922
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Six Flags Entertainment Corp
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001A102
        
          
        
        30800.00000000
        NS
        USD
        1339800.00000000
        0.044162776846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hubbell Inc
        54930088VDQ6840Y6597
        Hubbell Inc
        443510607
        
          
        
        14822.00000000
        NS
        USD
        2723838.94000000
        0.089783767184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K107
        
          
        
        12465.99000000
        NS
        USD
        34817385.41000000
        1.147658174540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        People's United Financial Inc
        ROPY7PEPIPIDJNF0BO69
        People's United Financial Inc
        712704105
        
          
        
        747699.00000000
        NS
        USD
        14946503.01000000
        0.492669858986
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650100
        
          
        
        97878.00000000
        NS
        USD
        9906232.38000000
        0.326531370346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crown Castle International Corp
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822V101
        
          
        
        26900.00000000
        NS
        USD
        4965740.00000000
        0.163681793923
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walt Disney Co/The
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687106
        
          
        
        79126.00000000
        NS
        USD
        10852922.16000000
        0.357736363253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Garmin Ltd
        2549001E0HIPIJQ0W046
        Garmin Ltd
        000000000
        
          
        
        74700.00000000
        NS
        USD
        8860167.00000000
        0.292050737457
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612E106
        
          
        
        56615.00000000
        NS
        USD
        12014835.30000000
        0.396035595017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dick's Sporting Goods Inc
        529900SSBV5I4LWSK313
        Dick's Sporting Goods Inc
        253393102
        
          
        
        41100.00000000
        NS
        USD
        4110822.00000000
        0.135501802241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Principal Financial Group Inc
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group Inc
        74251V102
        
          
        
        152399.00000000
        NS
        USD
        11187610.59000000
        0.368768435538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142103
        
          
        
        32741.00000000
        NS
        USD
        4875789.72000000
        0.160716833375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mister Car Wash Inc
        N/A
        Mister Car Wash Inc
        60646V105
        
          
        
        126383.00000000
        NS
        USD
        1869204.57000000
        0.061613124575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
        
        469900.00000000
        NS
        USD
        29133800.00000000
        0.960314605237
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lyft Inc
        549300H7I5VN334XVZ52
        Lyft Inc
        55087P104
        
          
        
        12869.00000000
        NS
        USD
        494169.60000000
        0.016288925040
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MongoDB Inc
        549300TPTG69WKWE1Z37
        MongoDB Inc
        60937P106
        
          
        
        7622.00000000
        NS
        USD
        3381042.98000000
        0.111446668633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ares Management Corp
        529900JUV61FH7B8VW38
        Ares Management Corp
        03990B101
        
          
        
        146200.00000000
        NS
        USD
        11875826.00000000
        0.391453540460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntsman Corp
        5299000V56320A7RIQ67
        Huntsman Corp
        447011107
        
          
        
        228100.00000000
        NS
        USD
        8556031.00000000
        0.282025740966
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TransUnion
        549300ZS772LUNUMRB03
        TransUnion
        89400J107
        
          
        
        886.00000000
        NS
        USD
        91559.24000000
        0.003017995435
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231G102
        
          
        
        395119.00000000
        NS
        USD
        32632878.21000000
        1.075651976604
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -628.00000000
        NC
        USD
        -14610420.00000000
        -0.48159181825
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4400.00000000
            USD
            2022-05-31
            XXXX
            -3540036.00000000
          
        
        
          N
          N
          N
        
      
      
        Franklin Resources Inc
        RIFQSET379FOGTEFKS80
        Franklin Resources Inc
        354613101
        
          
        
        252800.00000000
        NS
        USD
        7058176.00000000
        0.232653121087
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Axis Capital Holdings Ltd
        N/A
        Axis Capital Holdings Ltd
        000000000
        
          
        
        1600.00000000
        NS
        USD
        96752.00000000
        0.003189160311
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Plug Power Inc
        549300JPDKRSJ8JSM954
        Plug Power Inc
        72919P202
        
          
        
        23800.00000000
        NS
        USD
        680918.00000000
        0.022444566118
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marvell Technology Inc
        N/A
        Marvell Technology Inc
        573874104
        
          
        
        36501.00000000
        NS
        USD
        2617486.71000000
        0.086278162018
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Consolidated Edison Inc
        54930033SBW53OO8T749
        Consolidated Edison Inc
        209115104
        
          
        
        193300.00000000
        NS
        USD
        18301644.00000000
        0.603262740633
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lucid Group Inc
        N/A
        Lucid Group Inc
        549498103
        
          
        
        3100.00000000
        NS
        USD
        78740.00000000
        0.002595444879
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670702
        
          
        
        70426.00000000
        NS
        USD
        24854039.66000000
        0.819244220961
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DoorDash Inc
        N/A
        DoorDash Inc
        25809K105
        
          
        
        2400.00000000
        NS
        USD
        281256.00000000
        0.009270820991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Janus Henderson Group PLC
        2138009WPYMWJN3RVF44
        Janus Henderson Group PLC
        000000000
        
          
        
        140800.00000000
        NS
        USD
        4930816.00000000
        0.162530621496
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        OneMain Holdings Inc
        549300E3VEW8SMS5XW09
        OneMain Holdings Inc
        68268W103
        
          
        
        12400.00000000
        NS
        USD
        587884.00000000
        0.019377959325
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057302
        
          
        
        9327.00000000
        NS
        USD
        637500.45000000
        0.021013427461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110L106
        
          
        
        35690.00000000
        NS
        USD
        13369117.10000000
        0.440675724082
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        23369432.71000000
        NS
        USD
        23369432.71000000
        0.770308286167
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
        
        24070.00000000
        NS
        USD
        7261437.60000000
        0.239353073828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OGE Energy Corp
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837103
        
          
        
        218800.00000000
        NS
        USD
        8922664.00000000
        0.294110777064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
        
        67655.00000000
        NS
        USD
        24178543.90000000
        0.796978383889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206R102
        
          
        
        1101928.00000000
        NS
        USD
        26038558.64000000
        0.858288591304
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F101
        
          
        
        46590.00000000
        NS
        USD
        29336791.20000000
        0.967005644995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162100
        
          
        
        49202.00000000
        NS
        USD
        11898027.64000000
        0.392185355711
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505104
        
          
        
        143479.00000000
        NS
        USD
        5914204.38000000
        0.194945281579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyndryl Holdings Inc
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155Q100
        
          
        
        3.00000000
        NS
        USD
        39.36000000
        0.000001297392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        Unum Group
        91529Y106
        
          
        
        145200.00000000
        NS
        USD
        4575252.00000000
        0.150810444166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        90200.00000000
        NS
        USD
        3246298.00000000
        0.107005175512
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
        
        67574.00000000
        NS
        USD
        72817742.40000000
        2.400234145465
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        135800.00000000
        NS
        USD
        7217770.00000000
        0.237913692969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Depot Inc/The
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076102
        
          
        
        118176.00000000
        NS
        USD
        35373622.08000000
        1.165992967741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intel Corp
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140100
        
          
        
        279309.00000000
        NS
        USD
        13842554.04000000
        0.456281254707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Camden Property Trust
        5493002MYX22OHYJBD89
        Camden Property Trust
        133131102
        
          
        
        14887.00000000
        NS
        USD
        2474219.40000000
        0.081555754017
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bright Horizons Family Solutions Inc
        N/A
        Bright Horizons Family Solutions Inc
        109194100
        
          
        
        7500.00000000
        NS
        USD
        995175.00000000
        0.032803173196
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everbridge Inc
        549300WCY0UMR64ATW81
        Everbridge Inc
        29978A104
        
          
        
        800.00000000
        NS
        USD
        34912.00000000
        0.001150776881
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Organon & Co
        549300AMCKY57OK2CO56
        Organon & Co
        68622V106
        
          
        
        7.00000000
        NS
        USD
        244.51000000
        0.000008059591
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        135742.00000000
        NS
        USD
        16066423.12000000
        0.529584907429
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMC Entertainment Holdings Inc
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165C104
        
          
        
        7700.00000000
        NS
        USD
        189728.00000000
        0.006253855295
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autoliv Inc
        A23RUXWKASG834LTMK28
        Autoliv Inc
        052800109
        
          
        
        49100.00000000
        NS
        USD
        3753204.00000000
        0.123713920519
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Ford Motor Co
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370860
        
          
        
        413800.00000000
        NS
        USD
        6997358.00000000
        0.230648425041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apollo Global Management Inc
        N/A
        Apollo Global Management Inc
        03769M106
        
          
        
        181200.00000000
        NS
        USD
        11232588.00000000
        0.370250990636
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Match Group Inc
        15OMOPB0A8K0EFUVD031
        Match Group Inc
        57667L107
        
          
        
        1.00000000
        NS
        USD
        108.74000000
        0.000003584311
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SBA Communications Corp
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp
        78410G104
        
          
        
        35300.00000000
        NS
        USD
        12146730.00000000
        0.400383136593
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ServiceNow Inc
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762P102
        
          
        
        21962.00000000
        NS
        USD
        12230418.18000000
        0.403141684449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affirm Holdings Inc
        N/A
        Affirm Holdings Inc
        00827B106
        
          
        
        2500.00000000
        NS
        USD
        115700.00000000
        0.003813728378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Erie Indemnity Co
        549300WA5KP94KRUFZ80
        Erie Indemnity Co
        29530P102
        
          
        
        1800.00000000
        NS
        USD
        317034.00000000
        0.010450143151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Watsco Inc
        549300F1Y3LN5BX5WN75
        Watsco Inc
        942622200
        
          
        
        27699.00000000
        NS
        USD
        8438223.36000000
        0.278142540103
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dexcom Inc
        549300YSK3QDSFR5EU59
        Dexcom Inc
        252131107
        
          
        
        11148.00000000
        NS
        USD
        5703316.80000000
        0.187993959639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146103
        
          
        
        244399.00000000
        NS
        USD
        11279013.85000000
        0.371781289527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        85300.00000000
        NS
        USD
        14089854.00000000
        0.464432809378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illinois Tool Works Inc
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works Inc
        452308109
        
          
        
        70650.00000000
        NS
        USD
        14794110.00000000
        0.487646647690
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441C204
        
          
        
        256200.00000000
        NS
        USD
        28607292.00000000
        0.942959734875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snowflake Inc
        254900CJNSY1K7T53Z16
        Snowflake Inc
        833445109
        
          
        
        7800.00000000
        NS
        USD
        1787214.00000000
        0.058910533706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
        
        188494.00000000
        NS
        USD
        41913525.84000000
        1.381562687365
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081103
        
          
        
        635899.00000000
        NS
        USD
        32920491.23000000
        1.085132339062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lululemon Athletica Inc
        549300D9GZ4BMLDW5T40
        Lululemon Athletica Inc
        550021109
        
          
        
        1037.00000000
        NS
        USD
        378743.51000000
        0.012484225342
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avnet Inc
        XJI53DCPL7QABOWK4Z75
        Avnet Inc
        053807103
        
          
        
        25000.00000000
        NS
        USD
        1014750.00000000
        0.033448408572
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications Inc
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343V104
        
          
        
        749502.00000000
        NS
        USD
        38179631.88000000
        1.258485268552
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Umpqua Holdings Corp
        5299002ENJ7CY215BW86
        Umpqua Holdings Corp
        904214103
        
          
        
        404600.00000000
        NS
        USD
        7630756.00000000
        0.251526626660
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raytheon Technologies Corp
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513E101
        
          
        
        296330.00000000
        NS
        USD
        29357413.10000000
        0.967685388515
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crowdstrike Holdings Inc
        549300YBY08K9KM4HX32
        Crowdstrike Holdings Inc
        22788C105
        
          
        
        18100.00000000
        NS
        USD
        4110148.00000000
        0.135479585707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Elastic NV
        2549003I48WHHH937I59
        Elastic NV
        000000000
        
          
        
        700.00000000
        NS
        USD
        62265.00000000
        0.002052392372
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowers Foods Inc
        7YNCQQNDK8FBM9BBTK25
        Flowers Foods Inc
        343498101
        
          
        
        78000.00000000
        NS
        USD
        2005380.00000000
        0.066101768497
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149Y108
        
          
        
        166800.00000000
        NS
        USD
        9457560.00000000
        0.311742134493
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd
        000000000
        
          
        
        67800.00000000
        NS
        USD
        8880444.00000000
        0.292719112309
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Penske Automotive Group Inc
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959W103
        
          
        
        10700.00000000
        NS
        USD
        1002804.00000000
        0.033054641941
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX
        000000000
        
          
        
        -712.00000000
        NC
        USD
        -6012840.00000000
        -0.19819653018
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Call
            Written
            
              
                S&P 500 Index
                SPX INDEX
              
            
            100.00000000
            4550.00000000
            USD
            2022-04-29
            XXXX
            4452136.00000000
          
        
        
          N
          N
          N
        
      
      
        Travel + Leisure Co
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        894164102
        
          
        
        68700.00000000
        NS
        USD
        3980478.00000000
        0.131205375173
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244109
        
          
        
        93400.00000000
        NS
        USD
        8496598.00000000
        0.280066697589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Emerson Electric Co
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co
        291011104
        
          
        
        60861.00000000
        NS
        USD
        5967421.05000000
        0.196699420944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Datadog Inc
        549300F6JNO0KRPO1K63
        Datadog Inc
        23804L103
        
          
        
        24800.00000000
        NS
        USD
        3756456.00000000
        0.123821113645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DocuSign Inc
        549300Q7PVDWRZ39JG09
        DocuSign Inc
        256163106
        
          
        
        10668.00000000
        NS
        USD
        1142756.16000000
        0.037667775253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Flavors & Fragrances Inc
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506101
        
          
        
        49700.00000000
        NS
        USD
        6527101.00000000
        0.215147712284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        334364.00000000
        NS
        USD
        29223413.60000000
        0.963268468067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Caterpillar Inc
        WRJR7GS4GTRECRRTVX92
        Caterpillar Inc
        149123101
        
          
        
        75987.00000000
        NS
        USD
        16931423.34000000
        0.558097231424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUALCOMM Inc
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525103
        
          
        
        99197.00000000
        NS
        USD
        15159285.54000000
        0.499683642677
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chegg Inc
        549300AKX7O8JG0O3G77
        Chegg Inc
        163092109
        
          
        
        1197.00000000
        NS
        USD
        43427.16000000
        0.001431455423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        02005N100
        
          
        
        60102.00000000
        NS
        USD
        2613234.96000000
        0.086138014917
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807108
        
          
        
        24453.00000000
        NS
        USD
        13146177.33000000
        0.433327135253
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sonoco Products Co
        GKOMIK4RDJGHEF0VNP11
        Sonoco Products Co
        835495102
        
          
        
        24900.00000000
        NS
        USD
        1557744.00000000
        0.051346694026
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        XPO Logistics Inc
        54930096DB9LCLPN7H13
        XPO Logistics Inc
        983793100
        
          
        
        11642.00000000
        NS
        USD
        847537.60000000
        0.027936717344
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KLA Corp
        549300H0BF5JCG96TJ81
        KLA Corp
        482480100
        
          
        
        12100.00000000
        NS
        USD
        4429326.00000000
        0.146000399850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unity Software Inc
        549300D1ESJMGNQNG432
        Unity Software Inc
        91332U101
        
          
        
        13000.00000000
        NS
        USD
        1289730.00000000
        0.042512358697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSC Industrial Direct Co Inc
        0XVKH0LN6YGOWO2EGO17
        MSC Industrial Direct Co Inc
        553530106
        
          
        
        95500.00000000
        NS
        USD
        8137555.00000000
        0.268231844710
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pinterest Inc
        N/A
        Pinterest Inc
        72352L106
        
          
        
        28600.00000000
        NS
        USD
        703846.00000000
        0.023200323803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Twilio Inc
        5493004W8TRGD63APX93
        Twilio Inc
        90138F102
        
          
        
        13600.00000000
        NS
        USD
        2241416.00000000
        0.073882038086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Choice Hotels International Inc
        5493003CYRY5RFGTIR97
        Choice Hotels International Inc
        169905106
        
          
        
        3627.00000000
        NS
        USD
        514163.52000000
        0.016947968947
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        1214556.00000000
        NS
        USD
        212073623.16000000
        6.990416550750
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asana Inc
        N/A
        Asana Inc
        04342Y104
        
          
        
        8900.00000000
        NS
        USD
        355733.00000000
        0.011725747944
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851102
        
          
        
        34867.00000000
        NS
        USD
        10227537.11000000
        0.337122286222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GameStop Corp
        549300505KLOET039L77
        GameStop Corp
        36467W109
        
          
        
        200.00000000
        NS
        USD
        33316.00000000
        0.001098169184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roku Inc
        549300KR6ITU0YIR1T71
        Roku Inc
        77543R102
        
          
        
        9628.00000000
        NS
        USD
        1206099.56000000
        0.039755714079
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jefferies Financial Group Inc
        549300HOF34RGOJ5YL07
        Jefferies Financial Group Inc
        47233W109
        
          
        
        1500.00000000
        NS
        USD
        49275.00000000
        0.001624213187
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avangrid Inc
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351W103
        
          
        
        1400.00000000
        NS
        USD
        65436.00000000
        0.002156915558
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Automatic Data Processing Inc
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015103
        
          
        
        27608.00000000
        NS
        USD
        6281924.32000000
        0.207066145627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Prudential Financial Inc
        5PRBRS5FEH7NREC8OR45
        Prudential Financial Inc
        744320102
        
          
        
        231100.00000000
        NS
        USD
        27309087.00000000
        0.900168021398
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MercadoLibre Inc
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733R102
        
          
        
        818.00000000
        NS
        USD
        972994.64000000
        0.032072059381
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp
        494368103
        
          
        
        97998.00000000
        NS
        USD
        12069433.68000000
        0.397835278606
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos Inc/The
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690100
        
          
        
        277201.00000000
        NS
        USD
        9826775.45000000
        0.323912293865
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kraft Heinz Co/The
        N/A
        Kraft Heinz Co/The
        500754106
        
          
        
        282100.00000000
        NS
        USD
        11111919.00000000
        0.366273473007
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sylvamo Corp
        5493001AOYU1ZOWOC971
        Sylvamo Corp
        871332102
        
          
        
        7.00000000
        NS
        USD
        232.96000000
        0.000007678877
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rexford Industrial Realty Inc
        549300MSLO0DF0EMX355
        Rexford Industrial Realty Inc
        76169C100
        
          
        
        70100.00000000
        NS
        USD
        5228759.00000000
        0.172351482984
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wyndham Hotels & Resorts Inc
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311A105
        
          
        
        14043.00000000
        NS
        USD
        1189301.67000000
        0.039202018402
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T Rowe Price Group Inc
        549300SIV6FPS9Y7IH33
        T Rowe Price Group Inc
        74144T108
        
          
        
        65600.00000000
        NS
        USD
        9918064.00000000
        0.326921366759
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Coca-Cola Europacific Partners PLC
        549300LTH67W4GWMRF57
        Coca-Cola Europacific Partners PLC
        000000000
        
          
        
        75700.00000000
        NS
        USD
        3679777.00000000
        0.121293603893
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co Inc
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933Y105
        
          
        
        409753.00000000
        NS
        USD
        33620233.65000000
        1.108197399776
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix Inc
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444U700
        
          
        
        16500.00000000
        NS
        USD
        12236730.00000000
        0.403349736023
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equity LifeStyle Properties Inc
        529900PEQG66LENB6798
        Equity LifeStyle Properties Inc
        29472R108
        
          
        
        19400.00000000
        NS
        USD
        1483712.00000000
        0.048906435259
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        56878.01000000
        NS
        USD
        16288155.72000000
        0.536893705260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Novavax Inc
        529900J4GJHPEPQ23205
        Novavax Inc
        670002401
        
          
        
        1300.00000000
        NS
        USD
        95745.00000000
        0.003155967360
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625H100
        
          
        
        282729.00000000
        NS
        USD
        38541617.28000000
        1.270417109456
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        34554.00000000
        NS
        USD
        112644312.30000000
        3.713006140587
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNB Corp/PA
        PCYSKIGYNYFDTBLVZU83
        FNB Corp/PA
        302520101
        
          
        
        66000.00000000
        NS
        USD
        821700.00000000
        0.027085052795
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TopBuild Corp
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055F103
        
          
        
        1300.00000000
        NS
        USD
        235807.00000000
        0.007772721241
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Old Republic International Corp
        549300IV6O2YY2A1KH37
        Old Republic International Corp
        680223104
        
          
        
        556706.00000000
        NS
        USD
        14401984.22000000
        0.474721313075
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Floor & Decor Holdings Inc
        549300M5FR3N688XGQ36
        Floor & Decor Holdings Inc
        339750101
        
          
        
        1700.00000000
        NS
        USD
        137700.00000000
        0.004538897127
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
        
        425901.00000000
        NS
        USD
        31103550.03000000
        1.025241930972
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PacWest Bancorp
        549300YI8VMFO7G36V04
        PacWest Bancorp
        695263103
        
          
        
        84300.00000000
        NS
        USD
        3635859.00000000
        0.119845969296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invitation Homes Inc
        N/A
        Invitation Homes Inc
        46187W107
        
          
        
        125900.00000000
        NS
        USD
        5058662.00000000
        0.166744708948
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816109
        
          
        
        47649.00000000
        NS
        USD
        8910363.00000000
        0.293705308846
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Reynolds Consumer Products Inc
        N/A
        Reynolds Consumer Products Inc
        76171L106
        
          
        
        11000.00000000
        NS
        USD
        322740.00000000
        0.010638225555
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maravai LifeSciences Holdings Inc
        N/A
        Maravai LifeSciences Holdings Inc
        56600D107
        
          
        
        9500.00000000
        NS
        USD
        335065.00000000
        0.011044484866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atlassian Corp PLC
        549300AGBII4MWBVJY22
        Atlassian Corp PLC
        000000000
        
          
        
        6700.00000000
        NS
        USD
        1968661.00000000
        0.064891428892
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fastenal Co
        529900PP0C7H2HHPSJ32
        Fastenal Co
        311900104
        
          
        
        130798.00000000
        NS
        USD
        7769401.20000000
        0.256096679674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
        
        83662.00000000
        NS
        USD
        12696545.12000000
        0.418506261277
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558103
        
          
        
        251694.00000000
        NS
        USD
        14963208.30000000
        0.493220502361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        111000.00000000
        NS
        USD
        11100000.00000000
        0.365880596356
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        Zillow Group Inc
        98954M101
        
          
        
        9675.00000000
        NS
        USD
        466625.25000000
        0.015381002229
        Long
        EC
        CORP
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      2022-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  
  XXXX



GOLDMAN SACHS U.S. EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – 99.7%
 

Aerospace & Defense – 2.2%

  83,334      Lockheed Martin Corp.   $     36,783,628
  296,330      Raytheon Technologies Corp.   29,357,413
    

 

     66,141,041

 

 

 

Air Freight & Logistics – 0.6%

  88,698      United Parcel Service, Inc. Class B   19,022,173

 

 

 

Auto Components – 0.1%

  49,100      Autoliv, Inc.   3,753,204
  1,100      QuantumScape Corp.*   21,989
    

 

     3,775,193

 

 

 

Automobiles – 2.6%

  413,800      Ford Motor Co.   6,997,358
  3,100      Lucid Group, Inc.*   78,740
  67,574      Tesla, Inc.*   72,817,742
    

 

     79,893,840

 

 

 

Banks – 3.9%

  143,479      Bank of America Corp.   5,914,205
  206,400      First Horizon Corp.   4,848,336
  66,000      FNB Corp.   821,700
  1,049,400      Huntington Bancshares, Inc.   15,342,228
  282,729      JPMorgan Chase & Co.(a)   38,541,617
  84,300      PacWest Bancorp.   3,635,859
  747,699      People’s United Financial, Inc.(a)   14,946,503
  32,400      The PNC Financial Services Group, Inc.   5,976,180
  222,600      Truist Financial Corp.   12,621,420
  135,800      U.S. Bancorp   7,217,770
  404,600      Umpqua Holdings Corp.   7,630,756
    

 

     117,496,574

 

 

 

Beverages – 1.9%

  75,700      Coca-Cola Europacific Partners PLC   3,679,777
  151,782      PepsiCo, Inc.   25,405,271
  469,900      The Coca-Cola Co.   29,133,800
    

 

     58,218,848

 

 

 

Biotechnology – 2.5%

  279,286      AbbVie, Inc.   45,275,054
  49,202      Amgen, Inc.   11,898,028
  251,694      Gilead Sciences, Inc.   14,963,208
  29,085      Moderna, Inc.*   5,010,182
  1,300      Novavax, Inc.*   95,745
    

 

     77,242,217

 

 

 

Building Products – 0.1%

  60,700      Johnson Controls International PLC   3,980,099

 

 

 

Capital Markets – 2.5%

  146,200      Ares Management Corp. Class A   11,875,826
  11,600      BlackRock, Inc.   8,864,372
  252,800      Franklin Resources, Inc.   7,058,176
  140,800      Janus Henderson Group PLC   4,930,816

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Capital Markets – (continued)

  1,500      Jefferies Financial Group, Inc.   $             49,275
  334,364      Morgan Stanley   29,223,414
  65,600      T. Rowe Price Group, Inc.   9,918,064
  28,900      The Carlyle Group, Inc.   1,413,499
  76,400      Virtu Financial, Inc. Class A   2,843,608
    

 

     76,177,050

 

 

 

Chemicals – 1.3%

  32,826      Air Products & Chemicals, Inc.   8,203,546
  3      Dow, Inc.   191
  228,100      Huntsman Corp.   8,556,031
  49,700      International Flavors & Fragrances, Inc.   6,527,101
  50,478      Linde PLC   16,124,187
    

 

     39,411,056

 

 

 

Communications Equipment – 0.9%

  510,848      Cisco Systems, Inc.   28,484,884

 

 

 

Consumer Finance – 0.4%

  60,102      Ally Financial, Inc.   2,613,235
  47,649      American Express Co.   8,910,363
  12,400      OneMain Holdings, Inc.   587,884
    

 

     12,111,482

 

 

 

Containers & Packaging – 1.1%

  1,157,600      Amcor PLC   13,115,608
  244,399      International Paper Co.   11,279,014
  40,200      Packaging Corp. of America   6,275,622
  24,900      Sonoco Products Co.   1,557,744
    

 

     32,227,988

 

 

 

Diversified Consumer Services – 0.3%

  7,500      Bright Horizons Family Solutions, Inc.*   995,175
  1,197      Chegg, Inc.*   43,427
  282,300      H&R Block, Inc.   7,351,092
  126,383      Mister Car Wash, Inc.*   1,869,205
    

 

     10,258,899

 

 

 

Diversified Financial Services – 1.3%

  181,200      Apollo Global Management, Inc.   11,232,588
  70,426      Berkshire Hathaway, Inc. Class B*   24,854,040
  119,600      Equitable Holdings, Inc.   3,696,836
    

 

     39,783,464

 

 

 

Diversified Telecommunication Services – 2.1%

  1,101,928      AT&T, Inc.   26,038,559
  749,502      Verizon Communications, Inc.(a)   38,179,632
    

 

     64,218,191

 

 

 

Electric Utilities – 2.9%

  1,400      Avangrid, Inc.   65,436
  256,200      Duke Energy Corp.   28,607,292
  218,800      OGE Energy Corp.   8,922,664
  823,801      PPL Corp.   23,527,757

 

 

 


GOLDMAN SACHS U.S. EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Electric Utilities – (continued)

  357,001      The Southern Co.   $     25,886,142
    

 

     87,009,291

 

 

 

Electrical Equipment – 0.8%

  83,662      Eaton Corp. PLC   12,696,545
  60,861      Emerson Electric Co.   5,967,421
  14,822      Hubbell, Inc.   2,723,839
  5,543      nVent Electric PLC   192,786
  23,800      Plug Power, Inc.*   680,918
  26,500      Sunrun, Inc.*   804,805
    

 

     23,066,314

 

 

 

Electronic Equipment, Instruments & Components – 0.4%

  25,000      Avnet, Inc.   1,014,750
  82,730      National Instruments Corp.   3,358,011
  67,800      TE Connectivity Ltd.   8,880,444
    

 

     13,253,205

 

 

 

Entertainment* – 0.9%

  7,700      AMC Entertainment Holdings, Inc. Class A   189,728
  35,690      Netflix, Inc.   13,369,117
  9,628      Roku, Inc.   1,206,100
  117,900      Skillz, Inc.   353,700
  79,126      The Walt Disney Co.   10,852,922
    

 

     25,971,567

 

 

 

Equity Real Estate Investment Trusts (REITs) – 2.5%

  80,291      American Homes 4 Rent Class A   3,214,049
  32,801      American Tower Corp.   8,240,267
  14,887      Camden Property Trust   2,474,219
  26,900      Crown Castle International Corp.   4,965,740
  16,500      Equinix, Inc.   12,236,730
  19,400      Equity LifeStyle Properties, Inc.   1,483,712
  125,900      Invitation Homes, Inc.   5,058,662
  5      Omega Healthcare Investors, Inc.   156
  90,627      Prologis, Inc.   14,634,448
  1      Realty Income Corp.   69
  70,100      Rexford Industrial Realty, Inc.   5,228,759
  35,300      SBA Communications Corp.   12,146,730
  29,993      Sun Communities, Inc.   5,257,473
    

 

     74,941,014

 

 

 

Food & Staples Retailing – 0.5%

  211,700      Walgreens Boots Alliance, Inc.   9,477,809
  32,741      Walmart, Inc.   4,875,790
    

 

     14,353,599

 

 

 

Food Products – 0.8%

  78,000      Flowers Foods, Inc.   2,005,380
  144,834      General Mills, Inc.   9,808,158
  282,100      The Kraft Heinz Co.   11,111,919
    

 

     22,925,457

 

 

 

Health Care Equipment & Supplies – 2.7%

  135,742      Abbott Laboratories   16,066,423
  11,500      Align Technology, Inc.*   5,014,000

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Health Care Equipment & Supplies – (continued)

  11,148      DexCom, Inc.*   $       5,703,317
  7,800      Insulet Corp.*   2,077,842
  24,070      Intuitive Surgical, Inc.*   7,261,438
  294,053      Medtronic PLC   32,625,180
  800      Novocure Ltd.*   66,280
  2,341      Penumbra, Inc.*   520,006
  47,640      Stryker Corp.   12,736,554
  988      Tandem Diabetes Care, Inc.*   114,895
    

 

     82,185,935

 

 

 

Health Care Providers & Services – 2.3%

  15,479      Anthem, Inc.   7,603,594
  166,800      Cardinal Health, Inc.   9,457,560
  97,878      CVS Health Corp.   9,906,232
  84,177      UnitedHealth Group, Inc.   42,927,745
    

 

     69,895,131

 

 

 

Hotels, Restaurants & Leisure – 0.6%

  11,871      Aramark   446,350
  3,627      Choice Hotels International, Inc.   514,163
  11,719      Hyatt Hotels Corp. Class A*   1,118,578
  15,465      Planet Fitness, Inc. Class A*   1,306,483
  30,800      Six Flags Entertainment Corp.*   1,339,800
  93,400      Starbucks Corp.   8,496,598
  10,077      The Wendy’s Co.   221,392
  68,700      Travel + Leisure Co.   3,980,478
  14,043      Wyndham Hotels & Resorts, Inc.   1,189,302
    

 

     18,613,144

 

 

 

Household Durables – 0.4%

  74,700      Garmin Ltd.   8,860,167
  9,327      Lennar Corp. Class B   637,501
  38,720      Toll Brothers, Inc.   1,820,614
  1,300      TopBuild Corp.*   235,807
    

 

     11,554,089

 

 

 

Household Products – 1.4%

  97,998      Kimberly-Clark Corp.   12,069,434
  11,000      Reynolds Consumer Products, Inc.   322,740
  204,798      The Procter & Gamble Co.   31,293,134
    

 

     43,685,308

 

 

 

Industrial Conglomerates – 0.9%

  134,168      3M Co.   19,974,932
  36,324      Honeywell International, Inc.   7,067,924
    

 

     27,042,856

 

 

 

Insurance – 2.8%

  1,600      Axis Capital Holdings Ltd.   96,752
  21,400      CNA Financial Corp.   1,040,468
  1,800      Erie Indemnity Co. Class A   317,034
  187,700      Fidelity National Financial, Inc.   9,167,268
  42,800      First American Financial Corp.   2,774,296
  230,199      Mercury General Corp.   12,660,945
  556,706      Old Republic International Corp.   14,401,984
  152,399      Principal Financial Group, Inc.   11,187,611
  231,100      Prudential Financial, Inc.   27,309,087

 

 

 


GOLDMAN SACHS U.S. EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Insurance – (continued)

  145,200      Unum Group   $       4,575,252
    

 

     83,530,697

 

 

 

Interactive Media & Services* – 5.4%

  29,429      Alphabet, Inc. Class A   81,852,349
  12,466      Alphabet, Inc. Class C   34,817,385
  1      Match Group, Inc.   109
  188,494      Meta Platforms, Inc. Class A   41,913,526
  28,600      Pinterest, Inc. Class A   703,846
  90,200      Snap, Inc. Class A   3,246,298
  4,600      ZoomInfo Technologies, Inc.   274,804
    

 

     162,808,317

 

 

 

Internet & Direct Marketing Retail* – 3.8%

  34,554      Amazon.com, Inc.   112,644,312
  2,400      DoorDash, Inc. Class A   281,256
  4,100      Farfetch Ltd. Class A   61,992
  818      MercadoLibre, Inc.   972,995
  4,662      Wayfair, Inc. Class A   516,456
    

 

     114,477,011

 

 

 

IT Services – 5.3%

  47,800      Accenture PLC Class A   16,119,594
  2,500      Affirm Holdings, Inc.*   115,700
  27,608      Automatic Data Processing, Inc.   6,281,924
  7,510      Block, Inc.*   1,018,356
  31,900      Cloudflare, Inc. Class A*   3,818,430
  4,300      Fastly, Inc. Class A*   74,734
  241,601      International Business Machines Corp.   31,412,962
  3      Kyndryl Holdings, Inc.*   40
  67,655      Mastercard, Inc. Class A   24,178,544
  7,622      MongoDB, Inc.*   3,381,043
  11,527      Okta, Inc.*   1,740,116
  132,900      Paychex, Inc.   18,136,863
  72,891      PayPal Holdings, Inc.*   8,429,844
  7,800      Snowflake, Inc. Class A*   1,787,214
  880,399      The Western Union Co.   16,498,677
  13,600      Twilio, Inc. Class A*   2,241,416
  115,947      Visa, Inc. Class A   25,713,566
    

 

     160,949,023

 

 

 

Life Sciences Tools & Services – 1.1%

  8,500      10X Genomics, Inc. Class A*   646,595
  21,300      Adaptive Biotechnologies Corp.*   295,644
  34,867      Danaher Corp.   10,227,537
  9,500      Maravai LifeSciences Holdings, Inc. Class A*   335,065
  20,800      Repligen Corp.*   3,912,272
  28,189      Thermo Fisher Scientific, Inc.   16,649,833
    

 

     32,066,946

 

 

 

Machinery – 1.3%

  75,987      Caterpillar, Inc.   16,931,423
  38,462      Cummins, Inc.   7,888,941
  70,650      Illinois Tool Works, Inc.   14,794,110
    

 

     39,614,474

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Media – 1.2%

  299,819      Comcast Corp. Class A   $     14,037,526
  164,800      Omnicom Group, Inc.   13,988,224
  277,201      The Interpublic Group of Cos., Inc.   9,826,775
    

 

     37,852,525

 

 

 

Metals & Mining – 1.0%

  37,200      Royal Gold, Inc.   5,255,616
  322,400      Southern Copper Corp.   24,470,160
    

 

     29,725,776

 

 

 

Multi-Utilities – 0.8%

  193,300      Consolidated Edison, Inc.   18,301,644
  87,997      Dominion Energy, Inc.   7,477,105
    

 

     25,778,749

 

 

 

Multiline Retail – 0.4%

  56,615      Target Corp.   12,014,835

 

 

 

Oil, Gas & Consumable Fuels – 2.9%

  237,098      Chevron Corp.   38,606,667
  111,000      ConocoPhillips   11,100,000
  46,277      EOG Resources, Inc.   5,517,607
  395,119      Exxon Mobil Corp.(a)   32,632,878
    

 

     87,857,152

 

 

 

Paper & Forest Products* – 0.0%

  7      Sylvamo Corp.   233

 

 

 

Pharmaceuticals – 4.9%

  425,901      Bristol-Myers Squibb Co.   31,103,550
  56,878      Eli Lilly & Co.   16,288,156
  203,834      Johnson & Johnson   36,125,500
  409,753      Merck & Co., Inc.   33,620,234
  7      Organon & Co   244
  635,899      Pfizer, Inc.   32,920,491
  5      Viatris, Inc.   54
    

 

     150,058,229

 

 

 

Professional Services – 0.1%

  16,200      ManpowerGroup, Inc.   1,521,504
  886      TransUnion   91,559
    

 

     1,613,063

 

 

 

Real Estate Management & Development* – 0.0%

  9,675      Zillow Group, Inc. Class A   466,625

 

 

 

Road & Rail – 1.3%

  12,869      Lyft, Inc. Class A*   494,170
  18,046      Norfolk Southern Corp.   5,147,080
  55,000      Ryder System, Inc.   4,363,150
  26,799      Uber Technologies, Inc.*   956,188
  98,462      Union Pacific Corp.   26,900,803
  11,642      XPO Logistics, Inc.*   847,538
    

 

     38,708,929

 

 

 


GOLDMAN SACHS U.S. EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Semiconductors & Semiconductor Equipment – 6.7%

  113,496      Advanced Micro Devices, Inc.*   $     12,409,653
  85,300      Analog Devices, Inc.   14,089,854
  78,600      Applied Materials, Inc.   10,359,480
  46,590      Broadcom, Inc.   29,336,791
  279,309      Intel Corp.   13,842,554
  12,100      KLA Corp.   4,429,326
  24,453      Lam Research Corp.   13,146,177
  36,501      Marvell Technology, Inc.   2,617,487
  217,600      NVIDIA Corp.   59,374,336
  99,197      QUALCOMM, Inc.   15,159,285
  160,150      Texas Instruments, Inc.   29,384,322
    

 

     204,149,265

 

 

 

Software – 8.4%

  29,791      Adobe, Inc.*   13,573,376
  8,900      Asana, Inc. Class A*   355,733
  6,700      Atlassian Corp. PLC Class A*   1,968,661
  6,700      Avalara, Inc.*   666,717
  8,000      Bill.com Holdings, Inc.*   1,814,320
  10,700      Coupa Software, Inc.*   1,087,441
  18,100      Crowdstrike Holdings, Inc. Class A*   4,110,148
  24,800      Datadog, Inc. Class A*   3,756,456
  10,668      DocuSign, Inc.*   1,142,756
  37,100      Dynatrace, Inc.*   1,747,410
  700      Elastic NV*   62,265
  800      Everbridge, Inc.*   34,912
  11,700      HubSpot, Inc.*   5,556,798
  19,400      Intuit, Inc.   9,328,296
  563,133      Microsoft Corp.(a)   173,619,535
  76,435      salesforce.com, Inc.*   16,228,679
  21,962      ServiceNow, Inc.*   12,230,418
  10,100      Smartsheet, Inc. Class A*   553,278
  39,500      The Trade Desk, Inc. Class A*   2,735,375
  13,000      Unity Software, Inc.*   1,289,730
  16,400      Zscaler, Inc.*   3,956,992
    

 

     255,819,296

 

 

 

Specialty Retail – 2.2%

  90,300      Best Buy Co., Inc.   8,208,270
  1,875      Carvana Co.*   223,669
  41,100      Dick’s Sporting Goods, Inc.   4,110,822
  1,700      Floor & Decor Holdings, Inc. Class A*   137,700
  200      GameStop Corp. Class A*   33,316
  75,999      Lowe’s Cos., Inc.   15,366,238
  10,700      Penske Automotive Group, Inc.   1,002,804
  118,176      The Home Depot, Inc.   35,373,622
  25,600      Williams-Sonoma, Inc.   3,712,000
    

 

     68,168,441

 

 

 

Technology Hardware, Storage & Peripherals – 7.1%

  1,214,556      Apple, Inc.(a)   212,073,623
  49,000      Seagate Technology Holdings PLC   4,405,100
    

 

     216,478,723

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Textiles, Apparel & Luxury Goods – 0.6%

  2,433      Capri Holdings Ltd.*   $          125,032
  3      Kontoor Brands, Inc.   124
  1,037      Lululemon Athletica, Inc.*   378,743
  124,000      NIKE, Inc. Class B   16,685,440
    

 

     17,189,339

 

 

 

Tobacco – 0.7%

  223,154      Philip Morris International, Inc.   20,963,087

 

 

 

Trading Companies & Distributors – 0.8%

  130,798      Fastenal Co.   7,769,401
  95,500      MSC Industrial Direct Co., Inc. Class A   8,137,555
  27,699      Watsco, Inc.   8,438,224
    

 

     24,345,180

 

 

 
TOTAL COMMON STOCKS
(Cost $2,120,669,716)
  $3,027,575,824

 

 

Shares     

Dividend

Rate

  Value
  Investment Company(b) – 0.8%
 

Goldman Sachs Financial Square Government Fund - Institutional
Shares

  23,375,884      0.253%   $     23,375,884

 

 

 
TOTAL INVESTMENTS – 100.5%
(Cost $2,144,045,600)
  $3,050,951,708

 

 

 
LIABILITIES IN EXCESS OF
    OTHER ASSETS – (0.5)%
  (15,860,619)

 

 

  NET ASSETS – 100.0%   $3,035,091,089

 

 

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
*   Non-income producing security.
(a)  

All or a portion of security is segregated as collateral for initial margin

requirements on futures transactions.

(b)   Represents an Affiliated Issuer.

 

 

Currency Abbreviations:
USD  

— U.S. Dollar

Investment Abbreviations:
PLC  

— Public Limited Company

 

 


GOLDMAN SACHS U.S. EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FUTURES CONTRACTS — At March 31, 2022, the Fund had the following futures contracts:

 

Description      Number of
Contracts
     Expiration
Date
     Notional
Amount
       Unrealized
Appreciation/
(Depreciation)
 

 

 

Long position contracts:

                   

S&P 500 E-Mini Index

     73      06/17/22      $ 16,537,238        $ 1,233,538  

 

 

WRITTEN OPTIONS CONTRACTS — At March 31, 2022, the Fund had the following written options:

EXCHANGE TRADED OPTIONS ON FUTURES

 

Description    Exercise
Price
    Expiration
Date
    Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums Paid
(Received)
by Portfolio
    Unrealized
Appreciation/
(Depreciation)
 

 

 

Written option contracts

 

           

Calls

              

S&P 500 Index

     $4,550.000       04/29/2022       (712)       $(323,960,000)     $ (6,012,840   $ (10,464,976   $ 4,452,136  

S&P 500 Index

       4,645.000       06/30/2022       (788)         (366,026,000)       (8,593,140     (8,968,606     375,466  

S&P 500 Index

       4,400.000       05/31/2022       (628)         (276,320,000)       (14,610,420     (11,070,384     (3,540,036

 

 

TOTAL

 

      (2,128)       $(966,306,000)     $ (29,216,400   $ (30,503,966   $ 1,287,566  

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – 97.2%
 

Australia – 8.3%

  87,768      APA Group (Gas Utilities)   $       697,566
  462,911      Aurizon Holdings Ltd. (Road & Rail)   1,272,378
  52,370      Australia & New Zealand Banking Group Ltd. (Banks)   1,073,114
  47,767      BHP Group Ltd. (Metals & Mining)   1,841,298
  36,465      Coles Group Ltd. (Food & Staples Retailing)   487,371
  11,774      Commonwealth Bank of Australia (Banks)   927,230
  809      CSL Ltd. (Biotechnology)   161,511
  127,784      Fortescue Metals Group Ltd. (Metals & Mining)   1,964,275
  181,654      Medibank Pvt. Ltd. (Insurance)   417,355
  121,850      National Australia Bank Ltd. (Banks)   2,933,524
  8,515      Rio Tinto Ltd. (Metals & Mining)   761,242
  9,879      Sonic Healthcare Ltd. (Health Care Providers & Services)   260,827
  24,176      Transurban Group (Transportation Infrastructure)   244,273
  24,555      Wesfarmers Ltd. (Multiline Retail)   921,416
  10,210      Woodside Petroleum Ltd. (Oil, Gas & Consumable Fuels)   245,361
    

 

     14,208,741

 

 

 

Belgium – 1.1%

  16,368      Ageas SA (Insurance)   827,456
  57,166      Proximus SADP (Diversified Telecommunication Services)   1,064,509
    

 

     1,891,965

 

 

 

Denmark – 3.4%

  7,006      Ambu A/S Class B (Health Care Equipment & Supplies)   103,136
  306      AP Moller - Maersk A/S Class A (Marine)   903,432
  365      AP Moller - Maersk A/S Class B (Marine)   1,096,812
  6,157      Coloplast A/S Class B (Health Care Equipment & Supplies)   932,407
  1      Danske Bank A/S (Banks)   17
  21,512      Novo Nordisk A/S Class B (Pharmaceuticals)   2,386,026
  13,235      Vestas Wind Systems A/S (Electrical Equipment)   388,246
    

 

     5,810,076

 

 

 

Finland – 2.7%

  7,102      Kone Oyj Class B (Machinery)   371,648
  50,367      Neles Oyj (Machinery)   512,977

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Finland – (continued)

  7,263      Neste Oyj (Oil, Gas & Consumable Fuels)   $       331,143
  184,503      Nordea Bank Abp (Banks)   1,898,903
  4,735      Orion Oyj Class B (Pharmaceuticals)   215,049
  26,278      Sampo Oyj Class A (Insurance)   1,284,053
  3      Stora Enso Oyj Class R (Paper & Forest Products)   59
    

 

     4,613,832

 

 

 

France – 10.8%

  5,647      Airbus SE* (Aerospace & Defense)   681,415
  8,762      Amundi SA(a) (Capital Markets)   599,153
  19,959      BNP Paribas SA (Banks)   1,140,550
  21,873      Bouygues SA (Construction & Engineering)   763,456
  1,796      Capgemini SE (IT Services)   398,538
  152,111      Credit Agricole SA (Banks)   1,817,505
  21,499      Danone SA (Food Products)   1,187,668
  3,705      Dassault Systemes SE (Software)   182,021
  8,725      Edenred (IT Services)   431,406
  1,617      Kering SA (Textiles, Apparel & Luxury Goods)   1,020,856
  2,385      L’Oreal SA (Personal Products)   952,676
  4,118      LVMH Moet Hennessy Louis Vuitton SE (Textiles, Apparel & Luxury Goods)   2,939,423
  4,048      Orange SA (Diversified Telecommunication Services)   47,934
  2,445      Pernod Ricard SA (Beverages)   537,193
  3,858      Publicis Groupe SA (Media)   234,156
  3,760      Safran SA (Aerospace & Defense)   442,685
  14,858      Sanofi (Pharmaceuticals)   1,519,076
  548      Sartorius Stedim Biotech (Life Sciences Tools & Services)   224,359
  7,531      Schneider Electric SE (Electrical Equipment)   1,264,382
  24,616      TotalEnergies SE (Oil, Gas & Consumable Fuels)   1,245,558
  1,533      Unibail-Rodamco-Westfield* (Equity Real Estate Investment Trusts (REITs))   114,833
  8,158      Vinci SA (Construction & Engineering)   833,524
  1      Vivendi SE (Media)   13
    

 

     18,578,380

 

 

 

Germany – 8.0%

  1,494      adidas AG (Textiles, Apparel & Luxury Goods)   348,141
  1,665      Allianz SE (Insurance)   397,615
  24,132      BASF SE (Chemicals)   1,376,984
  7,182      Bayer AG (Pharmaceuticals)   491,242

 

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Germany – (continued)

  25,965      Bayerische Motoren Werke AG (Automobiles)   $    2,108,632
  1,503      Carl Zeiss Meditec AG (Health Care Equipment & Supplies)   242,099
  12,712      Covestro AG(a) (Chemicals)   640,117
  8,465      Delivery Hero SE*(a) (Internet & Direct Marketing Retail)   368,937
  11,048      Deutsche Post AG (Air Freight & Logistics)   527,563
  893      HelloFresh SE* (Food & Staples Retailing)   40,081
  6,529      Infineon Technologies AG (Semiconductors & Semiconductor Equipment)   220,876
  659      LEG Immobilien SE (Real Estate Management & Development)   75,046
  24,481      Mercedes-Benz Group AG (Automobiles)   1,718,309
  2      Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Insurance)   535
  799      Nemetschek SE (Software)   76,731
  2,633      Puma SE (Textiles, Apparel & Luxury Goods)   223,915
  13,192      SAP SE (Software)   1,462,044
  12,579      Siemens AG (Industrial Conglomerates)   1,741,780
  4,920      Siemens Healthineers AG(a) (Health Care Equipment & Supplies)   304,896
  337,548      Telefonica Deutschland Holding AG (Diversified Telecommunication Services)   918,060
  9,614      Vonovia SE (Real Estate Management & Development)   448,112
    

 

     13,731,715

 

 

 

Hong Kong – 2.5%

  104,400      AIA Group Ltd. (Insurance)   1,090,132
  50,600      Budweiser Brewing Co. APAC Ltd.(a) (Beverages)   133,617
  40,000      ESR Cayman Ltd.*(a) (Real Estate Management & Development)   123,956
  37,000      Galaxy Entertainment Group Ltd. (Hotels, Restaurants & Leisure)   218,943
  28,000      Hang Lung Properties Ltd. (Real Estate Management & Development)   56,436
  98      Hong Kong & China Gas Co. Ltd. (Gas Utilities)   118
  14,596      Hong Kong Exchanges & Clearing Ltd. (Capital Markets)   684,163
  1,100      Jardine Matheson Holdings Ltd. (Industrial Conglomerates)   60,500

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Hong Kong – (continued)

  181,487      Link REIT (Equity Real Estate Investment Trusts (REITs))   $    1,545,584
  23,910      Sino Land Co. Ltd. (Real Estate Management & Development)   30,830
  500      Sun Hung Kai Properties Ltd. (Real Estate Management & Development)   5,949
  400      Swire Properties Ltd. (Real Estate Management & Development)   988
  24,000      Techtronic Industries Co. Ltd. (Machinery)   384,515
    

 

     4,335,731

 

 

 

Ireland – 0.7%

  24,567      CRH PLC (Construction Materials)   979,858
  7,315      Experian PLC (Professional Services)   281,815
    

 

     1,261,673

 

 

 

Israel – 0.2%

  20,126      ICL Group Ltd. (Chemicals)   239,249
  1,445      Wix.com Ltd.*(b) (IT Services)   150,945
    

 

     390,194

 

 

 

Italy – 1.3%

  3,890      Amplifon SpA (Health Care Providers & Services)   173,124
  2,914      Davide Campari-Milano NV (Beverages)   33,800
  1,438      DiaSorin SpA (Health Care Equipment & Supplies)   224,606
  128,207      Enel SpA (Electric Utilities)   856,006
  4,925      Eni SpA (Oil, Gas & Consumable Fuels)   71,822
  47,270      Mediobanca Banca di Credito Finanziario SpA (Banks)   477,686
  2,098      Moncler SpA (Textiles, Apparel & Luxury Goods)   116,401
  48,755      Snam SpA (Gas Utilities)   281,148
    

 

     2,234,593

 

 

 

Japan – 20.9%

  2,400      Advantest Corp. (Semiconductors & Semiconductor Equipment)   187,377
  11,300      AGC, Inc. (Building Products)   451,496
  2,200      Aisin Corp. (Auto Components)   75,191
  1,600      Asahi Group Holdings Ltd. (Beverages)   58,273
  7,100      Astellas Pharma, Inc. (Pharmaceuticals)   110,937
  1,600      Bandai Namco Holdings, Inc. (Leisure Products)   121,327

 

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Japan – (continued)

  1,800      Benefit One, Inc. (Professional Services)   $         37,777
  28,200      Bridgestone Corp. (Auto Components)   1,094,605
  22,100      Canon, Inc. (Technology Hardware, Storage & Peripherals)   538,665
  11,600      Chugai Pharmaceutical Co. Ltd. (Pharmaceuticals)   387,074
  1,500      Dai-ichi Life Holdings, Inc. (Insurance)   30,481
  20,500      Daiichi Sankyo Co. Ltd. (Pharmaceuticals)   447,658
  1,200      Daikin Industries Ltd. (Building Products)   217,925
  2,400      Daito Trust Construction Co. Ltd. (Real Estate Management & Development)   254,747
  132,700      Daiwa Securities Group, Inc. (Capital Markets)   750,645
  2,900      Denso Corp. (Auto Components)   185,020
  1,500      Disco Corp. (Semiconductors & Semiconductor Equipment)   419,456
  6,400      Eisai Co. Ltd. (Pharmaceuticals)   296,503
  3,300      FANUC Corp. (Machinery)   579,182
  2,600      Fuji Electric Co. Ltd. (Electrical Equipment)   129,586
  1,300      Hikari Tsushin, Inc. (Specialty Retail)   147,792
  7,400      Hino Motors Ltd. (Machinery)   43,259
  1,916      Hirose Electric Co. Ltd. (Electronic Equipment, Instruments & Components)   277,733
  1,400      Hitachi Ltd. (Industrial Conglomerates)   70,062
  1,200      Honda Motor Co. Ltd. (Automobiles)   34,015
  3,100      Hoya Corp. (Health Care Equipment & Supplies)   353,269
  7,700      Isuzu Motors Ltd. (Automobiles)   99,469
  39,600      ITOCHU Corp. (Trading Companies & Distributors)   1,339,508
  2,000      Japan Exchange Group, Inc. (Capital Markets)   37,136
  16,700      Japan Post Insurance Co. Ltd. (Insurance)   290,833
  21,900      Japan Tobacco, Inc. (Tobacco)   373,999
  6,400      JSR Corp. (Chemicals)   188,467
  12,400      Kajima Corp. (Construction & Engineering)   150,867
  9,300      Kakaku.com, Inc. (Interactive Media & Services)   207,695
  1,700      Kao Corp. (Personal Products)   69,412
  600      Keyence Corp. (Electronic Equipment, Instruments & Components)   278,221

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Japan – (continued)

  900      Kikkoman Corp. (Food Products)   $         59,613
  1,800      Kintetsu Group Holdings Co. Ltd. (Road & Rail)   51,525
  38,100      Kirin Holdings Co. Ltd. (Beverages)   569,086
  12,500      Komatsu Ltd. (Machinery)   300,319
  1,700      Kose Corp. (Personal Products)   177,863
  1,100      Lawson, Inc. (Food & Staples Retailing)   42,108
  27,300      Lixil Corp. (Building Products)   508,210
  8,100      M3, Inc. (Health Care Technology)   292,539
  2,100      Makita Corp. (Machinery)   67,193
  20,800      Marubeni Corp. (Trading Companies & Distributors)   241,534
  1,900      Mercari, Inc.* (Internet & Direct Marketing Retail)   49,047
  33,800      Mitsubishi Corp. (Trading Companies & Distributors)   1,268,403
  23,400      Mitsubishi Electric Corp. (Electrical Equipment)   268,371
  49,600      Mitsubishi HC Capital, Inc. (Diversified Financial Services)   230,467
  162,300      Mitsubishi UFJ Financial Group, Inc. (Banks)   1,003,199
  12,100      Mitsui & Co. Ltd. (Trading Companies & Distributors)   328,457
  9,600      Mitsui OSK Lines Ltd. (Marine)   266,676
  13,700      MS&AD Insurance Group Holdings, Inc. (Insurance)   444,810
  8,800      Murata Manufacturing Co. Ltd. (Electronic Equipment, Instruments & Components)   579,680
  400      Nidec Corp. (Electrical Equipment)   31,593
  1,500      Nintendo Co. Ltd. (Entertainment)   757,143
  2,700      Nippon Express Holdings, Inc. (Road & Rail)   185,492
  1,000      Nippon Paint Holdings Co. Ltd. (Chemicals)   8,761
  38      Nippon Prologis REIT, Inc. (Equity Real Estate Investment Trusts (REITs))   110,954
  1      Nippon Steel Corp. (Metals & Mining)   18
  8,200      Nippon Yusen KK (Marine)   717,290
  5,000      Nisshin Seifun Group, Inc. (Food Products)   69,757
  4,200      Nitto Denko Corp. (Chemicals)   301,090
  51,900      Nomura Holdings, Inc. (Capital Markets)   218,279
  14,700      Nomura Research Institute Ltd. (IT Services)   479,621
  2,200      Obic Co. Ltd. (IT Services)   329,509
  300      Odakyu Electric Railway Co. Ltd. (Road & Rail)   4,972

 

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Japan – (continued)

  5,100      Olympus Corp. (Health Care Equipment & Supplies)   $         96,658
  1,700      Omron Corp. (Electronic Equipment, Instruments & Components)   113,132
  5,400      Otsuka Corp. (IT Services)   191,464
  45,300      Panasonic Corp. (Household Durables)   439,957
  13,200      Pola Orbis Holdings, Inc. (Personal Products)   171,878
  17,600      Recruit Holdings Co. Ltd. (Professional Services)   764,668
  66,300      Resona Holdings, Inc. (Banks)   282,394
  1,000      Ryohin Keikaku Co. Ltd. (Multiline Retail)   11,599
  17,100      Seiko Epson Corp. (Technology Hardware, Storage & Peripherals)   256,892
  2,400      Sekisui House Ltd. (Household Durables)   46,424
  5,000      Shimadzu Corp. (Electronic Equipment, Instruments & Components)   171,973
  3,900      Shin-Etsu Chemical Co. Ltd. (Chemicals)   592,540
  300      Shiseido Co. Ltd. (Personal Products)   15,153
  140,000      SoftBank Corp. (Wireless Telecommunication Services)   1,632,834
  1,300      SoftBank Group Corp. (Wireless Telecommunication Services)   58,123
  900      Sompo Holdings, Inc. (Insurance)   39,546
  7,500      Sony Group Corp. (Household Durables)   771,567
  3,700      Subaru Corp. (Automobiles)   58,767
  6,900      Sumitomo Metal Mining Co. Ltd. (Metals & Mining)   349,579
  46,600      Sumitomo Mitsui Financial Group, Inc. (Banks)   1,472,017
  300      Sumitomo Mitsui Trust Holdings, Inc. (Banks)   9,763
  2,700      Sysmex Corp. (Health Care Equipment & Supplies)   195,554
  38,200      Takeda Pharmaceutical Co. Ltd. (Pharmaceuticals)   1,088,402
  3,000      TDK Corp. (Electronic Equipment, Instruments & Components)   108,231
  33,100      The Kansai Electric Power Co., Inc. (Electric Utilities)   311,774
  1,600      Tokio Marine Holdings, Inc. (Insurance)   93,109
  3,500      Tokyo Electron Ltd. (Semiconductors & Semiconductor Equipment)   1,797,464
  300      Tokyo Gas Co. Ltd. (Gas Utilities)   5,492
  3,900      TOTO Ltd. (Building Products)   156,626

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Japan – (continued)

  165,600      Toyota Motor Corp. (Automobiles)   $    2,987,092
  57,500      USS Co. Ltd. (Specialty Retail)   966,210
  3,000      Yamaha Corp. (Leisure Products)   130,368
  200      Yamato Holdings Co. Ltd. (Air Freight & Logistics)   3,736
  900      Yaskawa Electric Corp. (Machinery)   35,077
  3,900      ZOZO, Inc. (Internet & Direct Marketing Retail)   104,151
    

 

     35,829,455

 

 

 

Luxembourg – 0.0%

  4,973      Tenaris SA (Energy Equipment & Services)   74,700

 

 

 

Macau* – 0.1%

  77,600      Sands China Ltd. (Hotels, Restaurants & Leisure)   184,609

 

 

 

Netherlands – 3.8%

  419      Adyen NV*(a) (IT Services)   829,911
  1      Akzo Nobel NV (Chemicals)   86
  555      Argenx SE* (Biotechnology)   173,643
  600      ASM International NV (Semiconductors & Semiconductor Equipment)   218,479
  5,588      ASML Holding NV (Semiconductors & Semiconductor Equipment)   3,734,022
  4,999      Heineken NV (Beverages)   478,053
  2,547      Just Eat Takeaway.com NV*(a) (Internet & Direct Marketing Retail)   85,421
  4,249      NN Group NV (Insurance)   215,334
  8,877      Prosus NV* (Internet & Direct Marketing Retail)   478,717
  14,656      Universal Music Group NV (Entertainment)   391,229
    

 

     6,604,895

 

 

 

New Zealand – 1.0%

  9,788      Fisher & Paykel Healthcare Corp. Ltd. (Health Care Equipment & Supplies)   164,244
  48,186      Meridian Energy Ltd. (Independent Power and Renewable Electricity Producers)   167,883
  431,573      Spark New Zealand Ltd. (Diversified Telecommunication Services)   1,365,768
    

 

     1,697,895

 

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Norway – 0.9%

  12,697      DNB Bank ASA (Banks)   $       287,066
  58      Gjensidige Forsikring ASA (Insurance)   1,438
  18,513      Norsk Hydro ASA (Metals & Mining)   179,870
  9,166      Orkla ASA (Food Products)   81,435
  27,368      Telenor ASA (Diversified Telecommunication Services)   392,718
  11,034      Yara International ASA (Chemicals)   551,794
    

 

     1,494,321

 

 

 

Portugal – 0.2%

  14,664      Galp Energia SGPS SA (Oil, Gas & Consumable Fuels)   185,392
  9,319      Jeronimo Martins SGPS SA (Food & Staples Retailing)   223,562
    

 

     408,954

 

 

 

Russia*(c) – 0.0%

  31,708      Raspadskaya OJSC (Metals & Mining)  

 

 

 

Singapore – 1.2%

  1,500      City Developments Ltd. (Real Estate Management & Development)   8,671
  36,746      DBS Group Holdings Ltd. (Banks)   962,826
  5,200      Keppel Corp. Ltd. (Industrial Conglomerates)   24,519
  17,600      Singapore Exchange Ltd. (Capital Markets)   128,981
  208,400      Singapore Technologies Engineering Ltd. (Aerospace & Defense)   631,253
  121,600      Singapore Telecommunications Ltd. (Diversified Telecommunication Services)   236,117
    

 

     1,992,367

 

 

 

Spain – 2.5%

  205      ACS Actividades de Construccion y Servicios SA (Construction & Engineering)   5,527
  169      Amadeus IT Group SA* (IT Services)   10,988
  46,749      Enagas SA (Gas Utilities)   1,038,121
  98,111      Endesa SA (Electric Utilities)   2,139,174
  30,922      Ferrovial SA (Construction & Engineering)   822,366
  4,443      Naturgy Energy Group SA (Gas Utilities)   133,110
  6,715      Red Electrica Corp. SA (Electric Utilities)   137,866
  2,879      Siemens Gamesa Renewable Energy SA* (Electrical Equipment)   50,495
    

 

     4,337,647

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Sweden – 1.9%

  4,320      Atlas Copco AB Class A (Machinery)   $       224,234
  11,277      Atlas Copco AB Class B (Machinery)   511,406
  28,324      Electrolux AB Class B (Household Durables)   428,613
  3,851      EQT AB (Capital Markets)   150,182
  2,714      Lundin Energy AB (Oil, Gas & Consumable Fuels)   113,918
  15,742      Nibe Industrier AB Class B (Building Products)   174,493
  23,089      Sinch AB*(a) (Software)   156,600
  74,470      Skandinaviska Enskilda Banken AB Class A (Banks)   805,084
  1      Telefonaktiebolaget LM Ericsson Class B (Communications Equipment)   9
  160,202      Telia Co. AB (Diversified Telecommunication Services)   642,364
  4,781      Volvo AB Class B (Machinery)   89,191
    

 

     3,296,094

 

 

 

Switzerland – 10.7%

  15,419      Adecco Group AG (Professional Services)   699,429
  501      Cie Financiere Richemont SA Class A (Textiles, Apparel & Luxury Goods)   63,504
  68,110      Clariant AG* (Chemicals)   1,181,914
  27,996      Coca-Cola HBC AG (Beverages)   583,882
  313      Geberit AG (Building Products)   192,951
  12,034      Holcim Ltd. (Construction Materials)   585,295
  37,662      Nestle SA (Food Products)   4,896,763
  28,173      Novartis AG (Pharmaceuticals)   2,473,350
  672      Partners Group Holding AG (Capital Markets)   832,071
  5,781      Roche Holding AG (Pharmaceuticals)   2,287,320
  164      SGS SA (Professional Services)   455,943
  918      Sonova Holding AG (Health Care Equipment & Supplies)   383,484
  249      Straumann Holding AG (Health Care Equipment & Supplies)   397,575
  6,693      Zurich Insurance Group AG (Insurance)   3,305,670
    

 

     18,339,151

 

 

 

United Kingdom – 15.0%

  997      Anglo American PLC (Metals & Mining)   51,806
  1,429      Ashtead Group PLC (Trading Companies & Distributors)   89,976

 

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

United Kingdom – (continued)

  24,776      AstraZeneca PLC ADR (Pharmaceuticals)   $    1,643,640
  255,575      Aviva PLC (Insurance)   1,512,214
  103,363      BAE Systems PLC (Aerospace & Defense)   970,728
  35,015      Barclays PLC (Banks)   67,876
  9,885      BP PLC ADR (Oil, Gas & Consumable Fuels)   290,619
  18,061      British American Tobacco PLC (Tobacco)   758,511
  6,250      Coca-Cola Europacific Partners PLC (Beverages)   303,812
  13,945      Diageo PLC (Beverages)   707,354
  74,513      Evraz PLC (Metals & Mining)   79,178
  40,622      GlaxoSmithKline PLC ADR (Pharmaceuticals)   1,769,494
  240,798      HSBC Holdings PLC (Banks)   1,644,786
  26,599      Imperial Brands PLC (Tobacco)   560,300
  133,695      M&G PLC (Diversified Financial Services)   385,220
  43,746      National Grid PLC (Multi-Utilities)   672,298
  59,261      Persimmon PLC (Household Durables)   1,661,758
  43,583      Phoenix Group Holdings PLC (Insurance)   349,182
  1,916      Reckitt Benckiser Group PLC (Household Products)   146,164
  17,073      RELX PLC (Professional Services)   531,273
  11,619      Rio Tinto PLC (Metals & Mining)   928,899
  34,840      Rio Tinto PLC ADR (Metals & Mining)   2,801,136
  104,340      Rolls-Royce Holdings PLC* (Aerospace & Defense)   137,207
  22,477      Segro PLC (Equity Real Estate Investment Trusts (REITs))   395,124
  103,576      Shell PLC (Oil, Gas & Consumable Fuels)   2,838,444
  44,462      SSE PLC (Electric Utilities)   1,015,914
  9,344      St. James’s Place PLC (Capital Markets)   176,166
  17,470      Unilever PLC (Personal Products)   789,578
  20,386      Unilever PLC ADR (Personal Products)   928,990
  92,607      Vodafone Group PLC ADR (Wireless Telecommunication Services)   1,539,128
    

 

     25,746,775

 

 

 

TOTAL COMMON STOCKS

(Cost $138,812,381)

  $167,063,763

 

 

Shares     

Dividend

Rate

  Value
  Preferred Stocks – 0.3%
 

Germany – 0.3%

 

Sartorius AG (Health Care Equipment & Supplies)

  1,081      0.360%   $       477,093

 

 

 
TOTAL INVESTMENTS – 97.5%
(Cost $139,141,056)
  $167,540,856

 

 

 

OTHER ASSETS IN EXCESS OF

    LIABILITIES – 2.5%

  4,339,345

 

 

  NET ASSETS – 100.0%   $171,880,201

 

 

The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
*   Non-income producing security.
(a)   Exempt from registration under Rule 144A of the Securities Act of 1933.
(b)   All or a portion of security is segregated as collateral for initial margin requirements on futures transactions.
(c)   Significant unobservable inputs were used in the valuation of this portfolio security; i.e., Level 3.

 

 

Investment Abbreviations:
ADR  

— American Depositary Receipt

PLC  

— Public Limited Company

REIT  

— Real Estate Investment Trust

 

 


GOLDMAN SACHS INTERNATIONAL EQUITY DIVIDEND AND PREMIUM FUND

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At March 31, 2022, the Portfolio had the following forward foreign currency exchange contracts:

FUTURES CONTRACTS At March 31, 2022, the Portfolio had the following futures contracts:

 

Description     

Number of

Contracts

      

Expiration

Date

      

Notional

Amount

      

Unrealized

Appreciation/

(Depreciation)

 

 

 

Long position contracts:

                   

Euro Stoxx 50 Index

       23          06/17/22        $ 972,714        $ 40,847  

FTSE 100 Index

       3          06/17/22          295,019          14,061  

Hang Seng Index

       1          04/28/22          140,362          5,014  

MSCI Singapore Index

       1          04/28/22          24,706          307  

SPI 200 Index

       1          06/16/22          139,914          6,901  

Topix Index

       3          06/09/22          479,670          48,415  

 

 

TOTAL FUTURES CONTRACTS

 

     $ 115,545  

 

 

PURCHASED AND WRITTEN OPTIONS CONTRACTS — At March 31, 2022, the Fund had the following purchased and written options:

EXCHANGE TRADED OPTIONS ON EQUITIES CONTRACTS

 

Description  

Exercise

Price

   

Expiration

Date

   

Number of

Contracts

 

Notional

Amount

    Market
Value
   

Premiums Paid

(Received)

by Portfolio

   

Unrealized

Appreciation/

(Depreciation)

 

 

Written option contracts

Calls

Euro Stoxx 50 Index

  EUR       3,900.000       06/17/2022     (609)   $ (23,751,000   $ (852,912   $ (859,032   $ 6,120  

FTSE 100 Index

  GBP       7,450.000       06/17/2022     (84)     (6,258,000     (274,211     (242,330     (31,881

Nikkei 225 Index

  JPY     25,750.000       06/10/2022     (43)     (1,107,250,000     (881,263     (338,282     (542,981

 

TOTAL

      (736)   $ (1,317,259,000   $ (2,008,387   $ (1,439,644   $ (568,742

 


GOLDMAN SACHS TAX-ADVANTAGED EQUITY FUNDS II

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS

 

 

A. Investment Valuation — The Funds’ valuation policy is to value investments at fair value.

U.S. GAAP defines the fair value of a financial instrument as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price); the Funds’ policy is to use the market approach. GAAP establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. The levels used for classifying investments are not necessarily an indication of the risk associated with investing in these investments. The three levels of the fair value hierarchy are described below:

Level 1 — Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;

Level 2 — Quoted prices in markets that are not active or financial instruments for which significant inputs are observable (including, but not limited to, quoted prices for similar investments, interest rates, foreign exchange rates, volatility and credit spreads), either directly or indirectly;

Level 3 — Prices or valuations that require significant unobservable inputs (including GSAM’s assumptions in determining fair value measurement).

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Funds, including investments for which market quotations are not readily available. The Trustees have delegated to GSAM day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Funds’ investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

B. Level 1 and Level 2 Fair Value Investments — The valuation techniques and significant inputs used in determining the fair values for investments classified as Level 1 and Level 2 are as follows:

Equity Securities — Equity securities traded on a U.S. securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities will be valued at the valid closing bid price for long positions and at the valid closing ask price for short positions (i.e. where there is sufficient volume, during normal exchange trading hours). If no valid bid/ask price is available, the equity security will be valued pursuant to the Valuation Procedures approved by the Trustees and consistent with applicable regulatory guidance. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2.

Unlisted equity securities for which market quotations are available are valued at the last sale price on the valuation date, or if no sale occurs, at the last bid price for long positions or the last ask price for short positions, and are generally classified as Level 2. Securities traded on certain foreign securities exchanges are valued daily at fair value determined by an independent fair value service (if available) under Fair Valuation Procedures approved by the Trustees and consistent with applicable regulatory guidance. The independent fair value service takes into account multiple factors including, but not limited to, movements in the securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of the foreign securities exchange. These investments are generally classified as Level 2 of the fair value hierarchy.

Money Market Funds Investments in the Goldman Sachs Financial Square Government Fund (“Underlying Money Market Fund”) are valued at the NAV per share of the Institutional Share class on the day of valuation. These investments are generally classified as Level 1 of the fair value hierarchy. For information regarding the Underlying Money Market Fund’s accounting policies and investment holdings, please see the Underlying Money Market Fund’s shareholder report.

Derivative Contracts A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A Fund enters into derivative transactions to hedge against changes in interest rates, securities prices, and/or currency exchange rates, to increase total return, or to gain access to certain markets or attain exposure to other underliers. For financial reporting purposes, cash collateral that has been pledged to cover obligations of a Fund and cash collateral received, if any, is reported separately on the Statements of Assets and Liabilities as receivables/payables for collateral on certain derivatives contracts. Non-cash collateral pledged by a Fund, if any, is noted in the Schedules of Investments.


GOLDMAN SACHS TAX-ADVANTAGED EQUITY FUNDS II

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Exchange-traded derivatives, including futures and options contracts, are generally valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models, calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

i. Futures Contracts Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, [a/the] [Fund/Portfolio] deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by [a/the] [Fund/Portfolio] equal to the daily change in the contract value and are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses.

ii. Options When [a/the] [Fund/Portfolio] writes call or put options, an amount equal to the premium received is recorded as a liability and is subsequently marked-to-market to reflect the current value of the option written. Swaptions are options on swap contracts.

Upon the purchase of a call option or a put option by [a/the] [Fund/Portfolio], the premium paid is recorded as an investment and subsequently marked-to-market to reflect the current value of the option. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms.

B. Level 3 Fair Value Investments — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of the Funds’ investments may be determined under Valuation Procedures approved by the Trustees. GSAM, consistent with its procedures and applicable regulatory guidance, may make an adjustment to the most recent valuation prices of either domestic or foreign securities in light of significant events to reflect what it believes to be the fair value of the securities at the time of determining a Fund’s NAV. To the extent investments are valued using single source broker quotations obtained directly from the broker or passed through from third party pricing vendors, such investments are classified as Level 3 investments.

C. Fair Value Hierarchy — The following is a summary of the Funds’ investments and derivatives classified in the fair value hierarchy as of March 31, 2022:

 

                                                                    
U.S. EQUITY DIVIDEND AND PREMIUM             
Investment Type      Level 1      Level 2        Level 3  
Assets             

Common Stock and/or Other Equity Investments(a)

            

Australia and Oceania

     $ 1,968,661      $        $  

Europe

       99,699,527                  

North America

       2,900,464,481                  

South America

       25,443,155                  

Investment Company

       23,375,884                  
Total      $ 3,050,951,708      $        $  
Derivative Type                            
Assets             

Futures Contracts(b)

     $ 1,233,538      $        $  
Liabilities             

Written option contracts

     $ (29,216,400    $        $  

 

(a)   Amounts are disclosed by continent to highlight the impact of time zone differences between local market close and the calculation of net asset value. Security valuations are based on the principal exchange or system on which they are traded, which may differ from country of domicile. The Funds utilize fair value model prices provided by an independent fair value service for international equities, resulting in a Level 2 classification.

 

(b)   Amount shown represents unrealized gain (loss) at period end.


GOLDMAN SACHS TAX-ADVANTAGED EQUITY FUNDS II

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

                                                                    
INTERNATIONAL EQUITY DIVIDEND AND PREMIUM             
Investment Type      Level 1        Level 2      Level 3  
Assets             

Common Stock and/or Other Equity Investments(a)

            

Asia

     $ 1,186,065        $ 41,422,336      $  

Australia and Oceania

                15,906,636         

Europe

       12,362,553          96,539,310         

North America

                123,956         
Total      $ 13,548,618        $ 153,992,238      $  
Derivative Type                            
Assets             

Futures Contracts(c)

     $ 115,545        $      $  
Liabilities             

Written option contracts

     $        $ (2,008,387    $  

 

(a)   Amounts are disclosed by continent to highlight the impact of time zone differences between local market close and the calculation of net asset value. Security valuations are based on the principal exchange or system on which they are traded, which may differ from country of domicile. The Funds utilize fair value model prices provided by an independent fair value service for international equities, resulting in a Level 2 classification.
(b)   Amount represents valuations of local Ruble-denominated Russian sovereign bonds for which GSAM has determined include significant unobservable inputs as of March 31, 2022. To the extent that the same positions were held as of the Fund’s prior fiscal year end, March 31, 2021, they were classified as Level 2.
(c)   Amount shown represents unrealized gain (loss) at period end.

For further information regarding security characteristics, see the Schedules of Investments.

The Funds’ risks include, but are not limited to, the following:

Derivatives Risk — The Funds’ use of derivatives may result in loss. Derivative instruments, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other instruments, may be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying instruments may produce disproportionate losses to the Funds. Derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not fulfill its contractual obligation. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

Dividend-Paying Investments Risk — A Fund’s investments in dividend-paying securities could cause a Fund to underperform other funds. Securities that pay dividends, as a group, can fall out of favor with the market, causing such securities to underperform securities that do not pay dividends. Depending upon market conditions and political and legislative responses to such conditions, dividend-paying securities that meet a Fund’s investment criteria may not be widely available and/or may be highly concentrated in only a few market sectors. In addition, issuers that have paid regular dividends or distributions to shareholders may not continue to do so at the same level or at all in the future. This may limit the ability of a Fund to produce current income

Foreign and Emerging Countries Risk — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation; less public information; less stringent investor protections; less stringent accounting, corporate governance, financial reporting and disclosure standards; and less economic, political and social stability in the countries in which a Fund invests. The imposition of exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or problems with registration, settlement or custody, may also result in losses. Foreign risk also involves the risk of negative foreign currency rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which a Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in, or economically tied to, emerging markets, these risks may be more pronounced.

Foreign Custody Risk — A Fund invests in foreign securities, and as such the Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund’s custodian (each a “Foreign Custodian”). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund’s ability to recover its assets if a Foreign Custodian enters bankruptcy. Investments in emerging markets may be subject to even greater custody risks than investments in more developed markets. Custody services in emerging market countries are very often undeveloped and may be considerably less well regulated than in more developed countries, and thus may not afford the same level of investor protection as would apply in developed countries.


GOLDMAN SACHS TAX-ADVANTAGED EQUITY FUNDS II

 

Schedule of Investments (continued)

March 31, 2022 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Geographic Risk — If a Fund focuses its investments in securities of issuers located in a particular country or geographic region, the Fund may be subjected, to a greater extent than if its investments were less focused, to the risks of volatile economic cycles and/or conditions and developments that may be particular to that country or region, such as: adverse securities markets; adverse exchange rates; adverse social, political, regulatory, economic, business, environmental or other developments; or natural disasters.

Large Shareholder Transactions Risk A Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include a Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of a Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause a Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact a Fund’s NAV and liquidity. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs.

In addition, a large redemption could result in a Fund’s current expenses being allocated over a smaller asset base, leading to an increase in the Fund’s expense ratio. Similarly, large Fund share purchases may adversely affect a Fund’s performance to the extent that the Fund is delayed in investing new cash or otherwise maintains a larger cash position than it ordinarily would.

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors’ interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect the Fund’s NAV and dilute remaining investors’ interests. These risks may be more pronounced in connection with the Fund’s investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund’s liquidity.

Market and Credit Risks In the normal course of business, a Fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk). The value of the securities in which a Fund invests may go up or down in response to the prospects of individual companies, particular sectors or governments and/or general economic conditions throughout the world due to increasingly interconnected global economies and financial markets. Events such as war, acts of terrorism, social unrest, natural disasters, the spread of infectious illness or other public health threats could also significantly impact a Fund and its investments. Additionally, a Fund may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.



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