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 International Equity Dividend and Premium Fund
      S000018299
      TLB6XFYHFX2PZDM7GX97
      2022-12-31
      2022-03-31
      N
    
    
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      2574629.07
      170571125.89
      0.00000000
      0.00000000
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      0.00000000
      0.00000000
      2099571.28000000
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        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        000000000
        
          
        
        893.00000000
        NS
        
        40081.14000000
        0.023498197476
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        SPI 200 FUTURES JUN22
        000000000
        
          
        
        1.00000000
        NC
        
        6901.38000000
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        AU
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        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                SFE S&P ASX Share Price Index 200 Future
                XPM2 INDEX
              
            
            2022-06-16
            177752.26000000
            AUD
            6901.38000000
          
        
        
          N
          N
          N
        
      
      
        Hong Kong Exchanges & Clearing Ltd
        213800YTVSXYQN17BW16
        Hong Kong Exchanges & Clearing Ltd
        000000000
        
          
        
        14596.00000000
        NS
        
        684162.88000000
        0.401101227672
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        000000000
        
          
        
        799.00000000
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        76731.00000000
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        Long
        EC
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        N
        
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          N
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          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        FTSE 100 IDX FUT JUN22
        000000000
        
          
        
        3.00000000
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        14060.86000000
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        GB
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              ICE Futures Europe - Financial Products Division
              N/A
            
            Long
            
              
                FTSE 100 Index Future
                Z M2 INDEX
              
            
            2022-06-17
            213876.34000000
            GBP
            14060.86000000
          
        
        
          N
          N
          N
        
      
      
        ZOZO Inc
        549300GC7XPQMZA0OW13
        ZOZO Inc
        000000000
        
          
        
        3900.00000000
        NS
        
        104150.63000000
        0.061059941685
        Long
        EC
        CORP
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        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Music Group NV
        724500GJBUL3D9TW9Y18
        Universal Music Group NV
        000000000
        
          
        
        14656.00000000
        NS
        
        391228.93000000
        0.229364101314
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        St James's Place PLC
        213800M993ICXOMBCP87
        St James's Place PLC
        000000000
        
          
        
        9344.00000000
        NS
        
        176166.01000000
        0.103280088632
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        000000000
        
          
        
        4118.00000000
        NS
        
        2939422.99000000
        1.723282867872
        Long
        EC
        CORP
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        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
        
        11277.00000000
        NS
        
        511406.49000000
        0.299820082286
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Imperial Brands PLC
        549300DFVPOB67JL3A42
        Imperial Brands PLC
        000000000
        
          
        
        26599.00000000
        NS
        
        560300.47000000
        0.328484945547
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        LEG Immobilien SE
        391200SO40AKONBO0Z96
        LEG Immobilien SE
        000000000
        
          
        
        659.00000000
        NS
        
        75045.58000000
        0.043996649261
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kone Oyj
        2138001CNF45JP5XZK38
        Kone Oyj
        000000000
        
          
        
        7102.00000000
        NS
        
        371648.18000000
        0.217884579269
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Seiko Epson Corp
        549300NIOFQDR749W206
        Seiko Epson Corp
        000000000
        
          
        
        17100.00000000
        NS
        
        256891.62000000
        0.150606744640
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp
        000000000
        
          
        
        39600.00000000
        NS
        
        1339507.74000000
        0.785307438765
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Corp
        353800M1YCTS9JRBJ535
        SoftBank Corp
        000000000
        
          
        
        140000.00000000
        NS
        
        1632834.37000000
        0.957274779937
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        000000000
        
          
        
        2385.00000000
        NS
        
        952676.50000000
        0.558521552243
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MS&AD Insurance Group Holdings Inc
        529900CXROT5S2HMMP26
        MS&AD Insurance Group Holdings Inc
        000000000
        
          
        
        13700.00000000
        NS
        
        444810.46000000
        0.260777114343
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amundi SA
        96950010FL2T1TJKR531
        Amundi SA
        000000000
        
          
        
        8762.00000000
        NS
        
        599152.69000000
        0.351262669384
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co Ltd
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co Ltd
        000000000
        
          
        
        11600.00000000
        NS
        
        387073.51000000
        0.226927921112
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amplifon SpA
        ZYXJDNVM2JI3VBM8G556
        Amplifon SpA
        000000000
        
          
        
        3890.00000000
        NS
        
        173123.75000000
        0.101496515952
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Volvo AB
        549300HGV012CNC8JD22
        Volvo AB
        000000000
        
          
        
        4781.00000000
        NS
        
        89191.17000000
        0.052289723442
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        767204100
        
          
        
        34840.00000000
        NS
        USD
        2801136.00000000
        1.642209949300
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        000000000
        
          
        
        555.00000000
        NS
        
        173643.51000000
        0.101801233411
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Swire Properties Ltd
        5299001L12PHYVQ92465
        Swire Properties Ltd
        000000000
        
          
        
        400.00000000
        NS
        
        988.48000000
        0.000579511916
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp
        000000000
        
          
        
        20800.00000000
        NS
        
        241533.79000000
        0.141602975732
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rolls-Royce Holdings PLC
        213800EC7997ZBLZJH69
        Rolls-Royce Holdings PLC
        000000000
        
          
        
        104340.00000000
        NS
        
        137206.69000000
        0.080439575739
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BAE Systems PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        000000000
        
          
        
        103363.00000000
        NS
        
        970728.22000000
        0.569104656450
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        000000000
        
          
        
        48755.00000000
        NS
        
        281148.00000000
        0.164827428167
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Aisin Corp
        3538004IOK08PDY6I723
        Aisin Corp
        000000000
        
          
        
        2200.00000000
        NS
        
        75190.73000000
        0.044081745727
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stora Enso Oyj
        7437000ZP669LKUTZ738
        Stora Enso Oyj
        000000000
        
          
        
        3.00000000
        NS
        
        58.85000000
        0.000034501736
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        000000000
        
          
        
        5588.00000000
        NS
        
        3734021.52000000
        2.189128728861
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        000000000
        
          
        
        46749.00000000
        NS
        
        1038120.98000000
        0.608614719861
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        British American Tobacco PLC
        213800FKA5MF17RJKT63
        British American Tobacco PLC
        000000000
        
          
        
        18061.00000000
        NS
        
        758511.16000000
        0.444689073864
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Persimmon PLC
        213800XI72Y57UWN6F31
        Persimmon PLC
        000000000
        
          
        
        59261.00000000
        NS
        
        1661758.04000000
        0.974231735488
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group Inc
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        000000000
        
          
        
        162300.00000000
        NS
        
        1003198.67000000
        0.588140967450
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Telecommunications Ltd
        2549003XJKIQO8YDYD89
        Singapore Telecommunications Ltd
        000000000
        
          
        
        121600.00000000
        NS
        
        236116.72000000
        0.138427133413
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Partners Group Holding AG
        549300I3IVVWZWDHI788
        Partners Group Holding AG
        000000000
        
          
        
        672.00000000
        NS
        
        832071.41000000
        0.487814925098
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Hang Lung Properties Ltd
        529900CIVTNMXQT59E61
        Hang Lung Properties Ltd
        000000000
        
          
        
        28000.00000000
        NS
        
        56436.12000000
        0.033086561225
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Electrolux AB
        549300Y3HHZB1ZGFPJ93
        Electrolux AB
        000000000
        
          
        
        28324.00000000
        NS
        
        428613.17000000
        0.251281198833
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Otsuka Corp
        529900RG9DJ58J3UIE72
        Otsuka Corp
        000000000
        
          
        
        5400.00000000
        NS
        
        191463.98000000
        0.112248763676
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kakaku.com Inc
        353800KA15Y0DCPWYY65
        Kakaku.com Inc
        000000000
        
          
        
        9300.00000000
        NS
        
        207694.50000000
        0.121764160795
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd
        000000000
        
          
        
        1600.00000000
        NS
        
        58272.75000000
        0.034163314392
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        000000000
        
          
        
        3858.00000000
        NS
        
        234155.90000000
        0.137277571909
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Wesfarmers Ltd
        5493003L32ZX9557ST85
        Wesfarmers Ltd
        000000000
        
          
        
        24555.00000000
        NS
        
        921415.75000000
        0.540194446857
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        000000000
        
          
        
        11774.00000000
        NS
        
        927230.44000000
        0.543603400142
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co Ltd
        54930042SK2Z708BA841
        Japan Post Insurance Co Ltd
        000000000
        
          
        
        16700.00000000
        NS
        
        290833.09000000
        0.170505464205
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Disco Corp
        N/A
        Disco Corp
        000000000
        
          
        
        1500.00000000
        NS
        
        419455.78000000
        0.245912535202
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Exchange Ltd
        549300IQ650PPXM76X03
        Singapore Exchange Ltd
        000000000
        
          
        
        17600.00000000
        NS
        
        128980.68000000
        0.075616948253
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Rio Tinto Ltd
        529900X2VMAQT2PE0V24
        Rio Tinto Ltd
        000000000
        
          
        
        8515.00000000
        NS
        
        761241.89000000
        0.446290007190
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonova Holding AG
        5299004A0QNX7FBNHS61
        Sonova Holding AG
        000000000
        
          
        
        918.00000000
        NS
        
        383483.52000000
        0.224823233122
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        000000000
        
          
        
        13192.00000000
        NS
        
        1462044.48000000
        0.857146526043
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Amadeus IT Group SA
        9598004A3FTY3TEHHN09
        Amadeus IT Group SA
        000000000
        
          
        
        169.00000000
        NS
        
        10988.05000000
        0.006441916791
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Olympus Corp
        5299000Y52IFDI1I2A21
        Olympus Corp
        000000000
        
          
        
        5100.00000000
        NS
        
        96658.19000000
        0.056667381126
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Advantest Corp
        353800EMK32PDKS9XR54
        Advantest Corp
        000000000
        
          
        
        2400.00000000
        NS
        
        187377.24000000
        0.109852848201
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Metal Mining Co Ltd
        353800CF81IXL9974H84
        Sumitomo Metal Mining Co Ltd
        000000000
        
          
        
        6900.00000000
        NS
        
        349578.95000000
        0.204946146761
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Holcim Ltd
        529900EHPFPYHV6IQO98
        Holcim Ltd
        000000000
        
          
        
        12034.00000000
        NS
        
        585294.88000000
        0.343138310746
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        000000000
        
          
        
        98111.00000000
        NS
        
        2139174.27000000
        1.254124494305
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        000000000
        
          
        
        19959.00000000
        NS
        
        1140549.65000000
        0.668665135467
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        CRH PLC
        549300MIDJNNTH068E74
        CRH PLC
        000000000
        
          
        
        24567.00000000
        NS
        
        979858.05000000
        0.574457162598
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        M&G PLC
        254900TWUJUQ44TQJY84
        M&G PLC
        000000000
        
          
        
        133695.00000000
        NS
        
        385219.62000000
        0.225841048999
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sony Group Corp
        529900R5WX9N2OI2N910
        Sony Group Corp
        000000000
        
          
        
        7500.00000000
        NS
        
        771567.24000000
        0.452343405704
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        Airbus SE
        000000000
        
          
        
        5647.00000000
        NS
        
        681414.62000000
        0.399490017108
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
        
        99101.00000000
        NS
        
        2716228.41000000
        1.592431541872
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Lixil Corp
        353800KB8G4F9WUJJ886
        Lixil Corp
        000000000
        
          
        
        27300.00000000
        NS
        
        508209.70000000
        0.297945913968
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        000000000
        
          
        
        12712.00000000
        NS
        
        640117.37000000
        0.375278856054
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        000000000
        
          
        
        9319.00000000
        NS
        
        223562.21000000
        0.131066854858
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S
        000000000
        
          
        
        21512.00000000
        NS
        
        2386026.63000000
        1.398845565185
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Aviva PLC
        YF0Y5B0IB8SM0ZFG9G81
        Aviva PLC
        000000000
        
          
        
        255575.00000000
        NS
        
        1512214.37000000
        0.886559411570
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd
        000000000
        
          
        
        36746.00000000
        NS
        
        962826.13000000
        0.564471932149
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Neles Oyj
        2138007FRMWVPUDCMA45
        Neles Oyj
        000000000
        
          
        
        50367.00000000
        NS
        
        512977.11000000
        0.300740882915
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kikkoman Corp
        529900T9K5UH9HXOND47
        Kikkoman Corp
        000000000
        
          
        
        900.00000000
        NS
        
        59612.69000000
        0.034948875250
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ICL Group Ltd
        529900FQVQD88SHIGM04
        ICL Group Ltd
        000000000
        
          
        
        20126.00000000
        NS
        
        239249.35000000
        0.140263686923
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        000000000
        
          
        
        205.00000000
        NS
        
        5526.69000000
        0.003240108764
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Mercari Inc
        3538009SK4V5AXSTUJ26
        Mercari Inc
        000000000
        
          
        
        1900.00000000
        NS
        
        49046.63000000
        0.028754356720
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        000000000
        
          
        
        1.00000000
        NS
        
        85.92000000
        0.000050371948
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        000000000
        
          
        
        4048.00000000
        NS
        
        47933.57000000
        0.028101807823
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        USS Co Ltd
        5299000RRQD6UZXG4W72
        USS Co Ltd
        000000000
        
          
        
        57500.00000000
        NS
        
        966209.81000000
        0.566455667662
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Proximus SADP
        549300CWRXC5EP004533
        Proximus SADP
        000000000
        
          
        
        57166.00000000
        NS
        
        1064509.21000000
        0.624085233913
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        ASM International NV
        000000000
        
          
        
        600.00000000
        NS
        
        218478.96000000
        0.128086719754
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Ltd
        549300T6IPOCDWLKC615
        Hitachi Ltd
        000000000
        
          
        
        1400.00000000
        NS
        
        70061.83000000
        0.041074847594
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vivendi SE
        969500FU4DRAEVJW7U54
        Vivendi SE
        000000000
        
          
        
        1.00000000
        NS
        
        13.06000000
        0.000007656630
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        904767704
        
          
        
        20386.00000000
        NS
        USD
        928990.02000000
        0.544634981537
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Evraz PLC
        5493005B7DAN39RXLK23
        Evraz PLC
        000000000
        
          
        
        74513.00000000
        NS
        
        79178.35000000
        0.046419550546
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group PLC
        5493003JFSMOJG48V108
        Reckitt Benckiser Group PLC
        000000000
        
          
        
        1916.00000000
        NS
        
        146163.80000000
        0.085690822076
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Just Eat Takeaway.com NV
        724500FVZIBSSQ7SHI95
        Just Eat Takeaway.com NV
        000000000
        
          
        
        2547.00000000
        NS
        
        85421.00000000
        0.050079402099
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Jardine Matheson Holdings Ltd
        2138009KENVUNWOLPK41
        Jardine Matheson Holdings Ltd
        000000000
        
          
        
        1100.00000000
        NS
        USD
        60500.00000000
        0.035469074665
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Electron Ltd
        549300H5LSF8DP3RIJ34
        Tokyo Electron Ltd
        000000000
        
          
        
        3500.00000000
        NS
        
        1797463.53000000
        1.053791209163
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Meridian Energy Ltd
        254900IFKXIGNCY3A092
        Meridian Energy Ltd
        000000000
        
          
        
        48186.00000000
        NS
        
        167882.86000000
        0.098423961924
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Daito Trust Construction Co Ltd
        353800QQ4DRI3KXS3038
        Daito Trust Construction Co Ltd
        000000000
        
          
        
        2400.00000000
        NS
        
        254746.64000000
        0.149349216446
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hong Kong & China Gas Co Ltd
        254900P7BETXGC7YU827
        Hong Kong & China Gas Co Ltd
        000000000
        
          
        
        98.00000000
        NS
        
        118.38000000
        0.000069402133
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        000000000
        
          
        
        16368.00000000
        NS
        
        827455.36000000
        0.485108693328
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Orkla ASA
        549300PZS8G8RG6RVZ52
        Orkla ASA
        000000000
        
          
        
        9166.00000000
        NS
        
        81435.22000000
        0.047742676009
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        000000000
        
          
        
        5781.00000000
        NS
        
        2287320.30000000
        1.340977429834
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon Inc
        529900JH1GSC035SSP77
        Canon Inc
        000000000
        
          
        
        22100.00000000
        NS
        
        538665.29000000
        0.315800981666
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding AG
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        000000000
        
          
        
        337548.00000000
        NS
        
        918060.51000000
        0.538227384740
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Healthineers AG
        529900QBVWXMWANH7H45
        Siemens Healthineers AG
        000000000
        
          
        
        4920.00000000
        NS
        
        304895.98000000
        0.178750054212
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd
        000000000
        
          
        
        1200.00000000
        NS
        
        217924.60000000
        0.127761717502
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group
        353800578ADEGIJTVW07
        NIKKEI 225
        000000000
        
          
        
        -43.00000000
        NC
        
        -881263.35000000
        -0.51665447208
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Exchange Group
              353800578ADEGIJTVW07
            
            Call
            Written
            
              
                Nikkei 225 Index
                NKY INDEX
              
            
            1000.00000000
            25750.00000000
            JPY
            2022-06-10
            XXXX
            -542981.27000000
          
        
        
          N
          N
          N
        
      
      
        Tokyo Gas Co Ltd
        353800678EIJLOQSWZ83
        Tokyo Gas Co Ltd
        000000000
        
          
        
        300.00000000
        NS
        
        5492.16000000
        0.003219865010
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TotalEnergies SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
        
        24616.00000000
        NS
        
        1245557.75000000
        0.730227782399
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Hikari Tsushin Inc
        3538001SOIIV8U3OXH94
        Hikari Tsushin Inc
        000000000
        
          
        
        1300.00000000
        NS
        
        147791.96000000
        0.086645356433
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        000000000
        
          
        
        4973.00000000
        NS
        
        74699.78000000
        0.043793918583
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        000000000
        
          
        
        8465.00000000
        NS
        
        368936.76000000
        0.216294966733
        Long
        EC
        CORP
        DE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Medibank Pvt Ltd
        BDYVSUPTML83OLINBJ17
        Medibank Pvt Ltd
        000000000
        
          
        
        181654.00000000
        NS
        
        417355.00000000
        0.244680919951
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiichi Sankyo Co Ltd
        353800XGIU2IHQGC9504
        Daiichi Sankyo Co Ltd
        000000000
        
          
        
        20500.00000000
        NS
        
        447658.11000000
        0.262446593855
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        RELX PLC
        549300WSX3VBUFFJOO66
        RELX PLC
        000000000
        
          
        
        17073.00000000
        NS
        
        531272.97000000
        0.311467118029
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
        
        306.00000000
        NS
        
        903432.23000000
        0.529651325970
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Sartorius AG
        529900EQV2DY4FOAMU38
        Sartorius AG
        000000000
        
          
        
        1081.00000000
        NS
        
        477092.47000000
        0.279702949435
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kao Corp
        353800HM38HFCB8RGL63
        Kao Corp
        000000000
        
          
        
        1700.00000000
        NS
        
        69412.06000000
        0.040693909732
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SGS SA
        2138007JNS19JHNA2336
        SGS SA
        000000000
        
          
        
        164.00000000
        NS
        
        455943.38000000
        0.267303963446
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Nomura Holdings Inc
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        000000000
        
          
        
        51900.00000000
        NS
        
        218279.22000000
        0.127969619043
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        128207.00000000
        NS
        
        856006.01000000
        0.501846960048
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Neste Oyj
        5493009GY1X8GQ66AM14
        Neste Oyj
        000000000
        
          
        
        7263.00000000
        NS
        
        331143.03000000
        0.194137799274
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kering SA
        549300VGEJKB7SVUZR78
        Kering SA
        000000000
        
          
        
        1617.00000000
        NS
        
        1020856.14000000
        0.598492936406
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        APA Group
        549300T9RBSX164T8H40
        APA Group
        000000000
        
          
        
        87768.00000000
        NS
        
        697566.26000000
        0.408959169589
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Dai-ichi Life Holdings Inc
        549300ZUFXI7JXZVTZ25
        Dai-ichi Life Holdings Inc
        000000000
        
          
        
        1500.00000000
        NS
        
        30481.18000000
        0.017870070236
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Keppel Corp Ltd
        254900SQ7IPDOY6IDW33
        Keppel Corp Ltd
        000000000
        
          
        
        5200.00000000
        NS
        
        24519.28000000
        0.014374812777
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Orion Oyj
        74370029VAHCXDR7B745
        Orion Oyj
        000000000
        
          
        
        4735.00000000
        NS
        
        215048.51000000
        0.126075564593
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Daiwa Securities Group Inc
        353800WRC7Y23PWFJG38
        Daiwa Securities Group Inc
        000000000
        
          
        
        132700.00000000
        NS
        
        750645.23000000
        0.440077548930
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Adyen NV
        724500973ODKK3IFQ447
        Adyen NV
        000000000
        
          
        
        419.00000000
        NS
        
        829910.56000000
        0.486548092867
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        M3 Inc
        3538001UOKRWIODYM055
        M3 Inc
        000000000
        
          
        
        8100.00000000
        NS
        
        292539.39000000
        0.171505809364
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimadzu Corp
        N/A
        Shimadzu Corp
        000000000
        
          
        
        5000.00000000
        NS
        
        171972.52000000
        0.100821589294
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sino Land Co Ltd
        529900G5P51053HJVZ92
        Sino Land Co Ltd
        000000000
        
          
        
        23909.99000000
        NS
        
        30829.79000000
        0.018074448321
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings Inc
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings Inc
        000000000
        
          
        
        300.00000000
        NS
        
        9763.39000000
        0.005723940642
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        NIPPON EXPRESS HOLDINGS INC
        N/A
        NIPPON EXPRESS HOLDINGS INC
        000000000
        
          
        
        2700.00000000
        NS
        
        185492.00000000
        0.108747596659
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
        
        1.00000000
        NS
        
        16.64000000
        0.000009755461
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353108
        
          
        
        24776.00000000
        NS
        USD
        1643639.84000000
        0.963609656337
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        JSR Corp
        353800TL8FC0AWR22506
        JSR Corp
        000000000
        
          
        
        6400.00000000
        NS
        
        188466.59000000
        0.110491496738
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA
        000000000
        
          
        
        501.00000000
        NS
        
        63504.14000000
        0.037230298896
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        ESR Cayman Ltd
        549300C81AR42BZUFZ09
        ESR Cayman Ltd
        000000000
        
          
        
        40000.00000000
        NS
        
        123955.74000000
        0.072670998302
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        adidas AG
        000000000
        
          
        
        1494.00000000
        NS
        
        348140.67000000
        0.204102932535
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA
        000000000
        
          
        
        12697.00000000
        NS
        
        287065.65000000
        0.168296743368
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Subaru Corp
        549300N244BVAEE6HH86
        Subaru Corp
        000000000
        
          
        
        3700.00000000
        NS
        
        58767.04000000
        0.034453099663
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sun Hung Kai Properties Ltd
        529900LUMD393RD3S874
        Sun Hung Kai Properties Ltd
        000000000
        
          
        
        500.00000000
        NS
        
        5948.74000000
        0.003487542202
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui & Co Ltd
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co Ltd
        000000000
        
          
        
        12100.00000000
        NS
        
        328457.00000000
        0.192563072024
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Astellas Pharma Inc
        529900IB708DY2HBBB35
        Astellas Pharma Inc
        000000000
        
          
        
        7100.00000000
        NS
        
        110936.66000000
        0.065038358292
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eisai Co Ltd
        353800HDEE0ZYEX4QV91
        Eisai Co Ltd
        000000000
        
          
        
        6400.00000000
        NS
        
        296502.83000000
        0.173829438278
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ambu A/S
        5299008W2A69WX355710
        Ambu A/S
        000000000
        
          
        
        7006.00000000
        NS
        
        103136.39000000
        0.060465327564
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Techtronic Industries Co Ltd
        549300HZW2SBE758OK89
        Techtronic Industries Co Ltd
        000000000
        
          
        
        24000.00000000
        NS
        
        384515.11000000
        0.225428018953
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Pola Orbis Holdings Inc
        353800E8OIV0XYBABS79
        Pola Orbis Holdings Inc
        000000000
        
          
        
        13200.00000000
        NS
        
        171877.73000000
        0.100766017169
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA
        000000000
        
          
        
        37662.00000000
        NS
        
        4896762.90000000
        2.870804114383
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Spark New Zealand Ltd
        529900HUN51H3Y7QBB66
        Spark New Zealand Ltd
        000000000
        
          
        
        431573.00000000
        NS
        
        1365767.92000000
        0.800702881495
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Galaxy Entertainment Group Ltd
        549300ZSEBV3HR826S10
        Galaxy Entertainment Group Ltd
        000000000
        
          
        
        37000.00000000
        NS
        
        218943.10000000
        0.128358829114
        Long
        EC
        CORP
        HK
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Keyence Corp
        529900M7PQBS7A89DZ11
        Keyence Corp
        000000000
        
          
        
        600.00000000
        NS
        
        278221.46000000
        0.163111698154
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Geberit AG
        52990093Z5OHD6T7BS47
        Geberit AG
        000000000
        
          
        
        313.00000000
        NS
        
        192950.86000000
        0.113120470415
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Lundin Energy AB
        549300IULC8F8IGXKI15
        Lundin Energy AB
        000000000
        
          
        
        2714.00000000
        NS
        
        113917.73000000
        0.066786057373
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Benefit One Inc
        N/A
        Benefit One Inc
        000000000
        
          
        
        1800.00000000
        NS
        
        37777.06000000
        0.022147394409
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nisshin Seifun Group Inc
        529900N4QFZS1P6PYX29
        Nisshin Seifun Group Inc
        000000000
        
          
        
        5000.00000000
        NS
        
        69756.61000000
        0.040895907578
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857W308
        
          
        
        92607.00000000
        NS
        USD
        1539128.34000000
        0.902338148950
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Link REIT
        529900XUE70U36QX5M62
        Link REIT
        000000000
        
          
        
        181487.00000000
        NS
        
        1545584.42000000
        0.906123127191
        Long
        EC
        
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co Ltd
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co Ltd
        000000000
        
          
        
        8800.00000000
        NS
        
        579680.48000000
        0.339846780617
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nitto Denko Corp
        3538009GX5P09USH2J25
        Nitto Denko Corp
        000000000
        
          
        
        4200.00000000
        NS
        
        301089.76000000
        0.176518597991
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd
        000000000
        
          
        
        14700.00000000
        NS
        
        479621.06000000
        0.281185375014
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Resona Holdings Inc
        52990067JE75XZCYYT81
        Resona Holdings Inc
        000000000
        
          
        
        66300.00000000
        NS
        
        282394.19000000
        0.165558026615
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        City Developments Ltd
        254900BPLPJS0RJ72373
        City Developments Ltd
        000000000
        
          
        
        1500.00000000
        NS
        
        8671.08000000
        0.005083556759
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Vestas Wind Systems A/S
        549300DYMC8BGZZC8844
        Vestas Wind Systems A/S
        000000000
        
          
        
        13235.00000000
        NS
        
        388246.08000000
        0.227615358680
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co Ltd
        353800R2LRSMVVC4I806
        Recruit Holdings Co Ltd
        000000000
        
          
        
        17600.00000000
        NS
        
        764667.49000000
        0.448298318962
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Straumann Holding AG
        50670046ML5FVIM60Z37
        Straumann Holding AG
        000000000
        
          
        
        249.00000000
        NS
        
        397574.94000000
        0.233084549290
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Hirose Electric Co Ltd
        N/A
        Hirose Electric Co Ltd
        000000000
        
          
        
        1916.00000000
        NS
        
        277732.68000000
        0.162825143206
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever PLC
        549300MKFYEKVRWML317
        Unilever PLC
        000000000
        
          
        
        17470.00000000
        NS
        
        789577.60000000
        0.462902261962
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        FANUC Corp
        529900QTSW745LOKW705
        FANUC Corp
        000000000
        
          
        
        3300.00000000
        NS
        
        579182.22000000
        0.339554667871
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        000000000
        
          
        
        2445.00000000
        NS
        
        537193.31000000
        0.314938010285
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Shin-Etsu Chemical Co Ltd
        353800PX8Q64N86H5W41
        Shin-Etsu Chemical Co Ltd
        000000000
        
          
        
        3900.00000000
        NS
        
        592539.55000000
        0.347385612253
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fuji Electric Co Ltd
        5299000HVNGZZTYYM906
        Fuji Electric Co Ltd
        000000000
        
          
        
        2600.00000000
        NS
        
        129586.07000000
        0.075971867643
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        000000000
        
          
        
        152111.00000000
        NS
        
        1817505.13000000
        1.065540911755
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE PLC
        549300KI75VYLLMSK856
        SSE PLC
        000000000
        
          
        
        44462.00000000
        NS
        
        1015913.75000000
        0.595595382688
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Motor Corp
        5493006W3QUS5LMH6R84
        Toyota Motor Corp
        000000000
        
          
        
        165600.00000000
        NS
        
        2987092.05000000
        1.751229602556
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
        
        10875.00000000
        NS
        
        939790.58000000
        0.550966979373
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        FTSE 100 INDEX
        000000000
        
          
        
        -84.00000000
        NC
        
        -274211.22000000
        -0.16076063200
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Call
            Written
            
              
                FTSE 100 Index
                UKX INDEX
              
            
            10.00000000
            7450.00000000
            GBP
            2022-06-17
            XXXX
            -31880.94000000
          
        
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co Ltd
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co Ltd
        000000000
        
          
        
        1000.00000000
        NS
        
        8761.34000000
        0.005136473101
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        TDK Corp
        3538005O8WNU39U8NX03
        TDK Corp
        000000000
        
          
        
        3000.00000000
        NS
        
        108231.49000000
        0.063452409917
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Prologis REIT Inc
        353800PHBMSDLAFURY41
        Nippon Prologis REIT Inc
        000000000
        
          
        
        38.00000000
        NS
        
        110954.43000000
        0.065048776233
        Long
        EC
        
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco Inc
        353800Z0ENYBQO0XRJ31
        Japan Tobacco Inc
        000000000
        
          
        
        21900.00000000
        NS
        
        373999.03000000
        0.219262801982
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Clariant AG
        529900VSEKBY7TMPP349
        Clariant AG
        000000000
        
          
        
        68110.00000000
        NS
        
        1181913.74000000
        0.692915482519
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        000000000
        
          
        
        1503.00000000
        NS
        
        242098.85000000
        0.141934251026
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fisher & Paykel Healthcare Corp Ltd
        N/A
        Fisher & Paykel Healthcare Corp Ltd
        000000000
        
          
        
        9788.00000000
        NS
        
        164244.47000000
        0.096290898675
        Long
        EC
        CORP
        NZ
        N
        
        2
        
          N
          N
          N
        
      
      
        Unibail-Rodamco-Westfield
        N/A
        Unibail-Rodamco-Westfield
        000000000
        
          
        
        1533.00000000
        NS
        
        114832.77000000
        0.067322513937
        Long
        EC
        
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsui OSK Lines Ltd
        353800P8O843TMAZ6S09
        Mitsui OSK Lines Ltd
        000000000
        
          
        
        9600.00000000
        NS
        
        266676.26000000
        0.156343143429
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rio Tinto PLC
        213800YOEO5OQ72G2R82
        Rio Tinto PLC
        000000000
        
          
        
        11619.00000000
        NS
        
        928898.83000000
        0.544581519969
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Galp Energia SGPS SA
        2138003319Y7NM75FG53
        Galp Energia SGPS SA
        000000000
        
          
        
        14664.00000000
        NS
        
        185392.15000000
        0.108689058029
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Ryohin Keikaku Co Ltd
        549300PMNF56J66BY371
        Ryohin Keikaku Co Ltd
        000000000
        
          
        
        1000.00000000
        NS
        
        11599.22000000
        0.006800224797
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        000000000
        
          
        
        21873.00000000
        NS
        
        763456.12000000
        0.447588134285
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Honda Motor Co Ltd
        549300P7ZYCQJ36CCS16
        Honda Motor Co Ltd
        000000000
        
          
        
        1200.00000000
        NS
        
        34015.01000000
        0.019941833544
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Exchange Group Inc
        353800578ADEGIJTVW07
        Japan Exchange Group Inc
        000000000
        
          
        
        2000.00000000
        NS
        
        37135.80000000
        0.021771445668
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Odakyu Electric Railway Co Ltd
        N/A
        Odakyu Electric Railway Co Ltd
        000000000
        
          
        
        300.00000000
        NS
        
        4972.42000000
        0.002915159276
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bandai Namco Holdings Inc
        N/A
        Bandai Namco Holdings Inc
        000000000
        
          
        
        1600.00000000
        NS
        
        121327.17000000
        0.071129957879
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kajima Corp
        N/A
        Kajima Corp
        000000000
        
          
        
        12400.00000000
        NS
        
        150867.26000000
        0.088448299331
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Budweiser Brewing Co APAC Ltd
        549300YF1MR4GTF18132
        Budweiser Brewing Co APAC Ltd
        000000000
        
          
        
        50600.00000000
        NS
        
        133616.55000000
        0.078334799810
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        000000000
        
          
        
        24132.00000000
        NS
        
        1376984.24000000
        0.807278625157
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nidec Corp
        353800IF171MZTNL6Y31
        Nidec Corp
        000000000
        
          
        
        400.00000000
        NS
        
        31593.22000000
        0.018522021142
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola HBC AG
        549300EFP3TNG7JGVE49
        Coca-Cola HBC AG
        000000000
        
          
        
        27996.00000000
        NS
        
        583881.68000000
        0.342309800063
        Long
        EC
        CORP
        CH
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui House Ltd
        529900GMNDOYQSAJAE76
        Sekisui House Ltd
        000000000
        
          
        
        2400.00000000
        NS
        
        46423.60000000
        0.027216564209
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GlaxoSmithKline PLC
        5493000HZTVUYLO1D793
        GlaxoSmithKline PLC
        37733W105
        
          
        
        40622.00000000
        NS
        USD
        1769494.32000000
        1.037393820769
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CSL Ltd
        529900ECSECK5ZDQTE14
        CSL Ltd
        000000000
        
          
        
        809.00000000
        NS
        
        161510.86000000
        0.094688276903
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        National Australia Bank Ltd
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        000000000
        
          
        
        121850.00000000
        NS
        
        2933524.05000000
        1.719824521702
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        000000000
        
          
        
        46600.00000000
        NS
        
        1472017.34000000
        0.862993271762
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashtead Group PLC
        2138007UTBN8X9K1A235
        Ashtead Group PLC
        000000000
        
          
        
        1429.00000000
        NS
        
        89976.12000000
        0.052749912700
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kose Corp
        353800NX4GGAVDHHY664
        Kose Corp
        000000000
        
          
        
        1700.00000000
        NS
        
        177863.40000000
        0.104275210163
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        000000000
        
          
        
        8877.00000000
        NS
        
        478717.18000000
        0.280655461176
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Komatsu Ltd
        5493004LQ0B4T7QPQV17
        Komatsu Ltd
        000000000
        
          
        
        12500.00000000
        NS
        
        300318.84000000
        0.176066634040
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        000000000
        
          
        
        1438.00000000
        NS
        
        224605.62000000
        0.131678570348
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Zurich Insurance Group AG
        529900QVNRBND50TXP03
        Zurich Insurance Group AG
        000000000
        
          
        
        6693.00000000
        NS
        
        3305670.32000000
        1.938001114052
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        000000000
        
          
        
        21499.00000000
        NS
        
        1187668.26000000
        0.696289160198
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE
        000000000
        
          
        
        1665.00000000
        NS
        
        397615.47000000
        0.233108310638
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Hoya Corp
        353800X4VR3BHEUCJB42
        Hoya Corp
        000000000
        
          
        
        3100.00000000
        NS
        
        353269.34000000
        0.207109695827
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nibe Industrier AB
        549300ZQH0FIF1P0MX67
        Nibe Industrier AB
        000000000
        
          
        
        15742.00000000
        NS
        
        174492.97000000
        0.102299242670
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mediobanca Banca di Credito Finanziario SpA
        PSNL19R2RXX5U3QWHI44
        Mediobanca Banca di Credito Finanziario SpA
        000000000
        
          
        
        47270.00000000
        NS
        
        477686.50000000
        0.280051208847
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Yaskawa Electric Corp
        3538003K39GR98R0CK58
        Yaskawa Electric Corp
        000000000
        
          
        
        900.00000000
        NS
        
        35077.43000000
        0.020564693946
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BHP Group Ltd
        WZE1WSENV6JSZFK0JC28
        BHP Group Ltd
        000000000
        
          
        
        47767.00000000
        NS
        
        1841297.89000000
        1.079489790779
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Experian PLC
        635400RXXHHYT1JTSZ26
        Experian PLC
        000000000
        
          
        
        7315.00000000
        NS
        
        281814.82000000
        0.165218361859
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Makita Corp
        529900CDR9E94BCM6294
        Makita Corp
        000000000
        
          
        
        2100.00000000
        NS
        
        67192.83000000
        0.039392851310
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EQT AB
        213800U7P9GOIRKCTB34
        EQT AB
        000000000
        
          
        
        3851.00000000
        NS
        
        150182.36000000
        0.088046765955
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        000000000
        
          
        
        4925.00000000
        NS
        
        71822.33000000
        0.042106968354
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Steel Corp
        35380065QWQ4U2V3PA33
        Nippon Steel Corp
        000000000
        
          
        
        1.00000000
        NS
        
        17.64000000
        0.000010341726
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hong Kong Futures Exchange Ltd.
        213800YTVSXYQN17BW16
        HANG SENG IDX FUT APR22
        000000000
        
          
        
        1.00000000
        NC
        
        5014.22000000
        0.002939665182
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange Ltd.
              213800YTVSXYQN17BW16
            
            Long
            
              
                HKG Hang Seng Index Future
                HIJ2 INDEX
              
            
            2022-04-28
            1060222.08000000
            HKD
            5014.22000000
          
        
        
          N
          N
          N
        
      
      
        Moncler SpA
        815600EBD7FB00525B20
        Moncler SpA
        000000000
        
          
        
        2098.00000000
        NS
        
        116400.90000000
        0.068241854764
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Red Electrica Corp SA
        5493009HMD0C90GUV498
        Red Electrica Corp SA
        000000000
        
          
        
        6715.00000000
        NS
        
        137865.81000000
        0.080825995185
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Bridgestone Corp
        549300DHPOF90OYYD780
        Bridgestone Corp
        000000000
        
          
        
        28200.00000000
        NS
        
        1094604.63000000
        0.641729146295
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SoftBank Group Corp
        5493003BZYYYCDIO0R13
        SoftBank Group Corp
        000000000
        
          
        
        1300.00000000
        NS
        
        58122.52000000
        0.034075239696
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sompo Holdings Inc
        353800CWW4SRGEYEB512
        Sompo Holdings Inc
        000000000
        
          
        
        900.00000000
        NS
        
        39546.37000000
        0.023184680170
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG
        000000000
        
          
        
        7182.00000000
        NS
        
        491242.10000000
        0.287998392129
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        000000000
        
          
        
        14858.00000000
        NS
        
        1519075.81000000
        0.890582038474
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Isuzu Motors Ltd
        529900C0QSXVCC7AR494
        Isuzu Motors Ltd
        000000000
        
          
        
        7700.00000000
        NS
        
        99468.72000000
        0.058315098455
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp
        000000000
        
          
        
        23400.00000000
        NS
        
        268370.98000000
        0.157336699631
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Gamesa Renewable Energy SA
        9598004BR8D81D3M1D64
        Siemens Gamesa Renewable Energy SA
        000000000
        
          
        
        2879.00000000
        NS
        
        50495.45000000
        0.029603750187
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        000000000
        
          
        
        1796.00000000
        NS
        
        398537.58000000
        0.233648912100
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Woodside Petroleum Ltd
        2549005ZC5RXAOO7FH41
        Woodside Petroleum Ltd
        000000000
        
          
        
        10210.00000000
        NS
        
        245360.74000000
        0.143846585241
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        000000000
        
          
        
        8158.00000000
        NS
        
        833524.08000000
        0.488666575688
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
        
        35015.00000000
        NS
        
        67875.71000000
        0.039793200429
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TOTO Ltd
        N/A
        TOTO Ltd
        000000000
        
          
        
        3900.00000000
        NS
        
        156626.22000000
        0.091824580029
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Raspadskaya OJSC
        N/A
        Raspadskaya OJSC
        000000000
        
          
        
        31708.00000000
        NS
        
        0.00000000
        0.000000
        Long
        EC
        CORP
        RU
        N
        
        3
        
          N
          N
          N
        
      
      
        Omron Corp
        549300ZHW0TR2QZ0NY83
        Omron Corp
        000000000
        
          
        
        1700.00000000
        NS
        
        113132.47000000
        0.066325686372
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sampo Oyj
        743700UF3RL386WIDA22
        Sampo Oyj
        000000000
        
          
        
        26278.00000000
        NS
        
        1284052.76000000
        0.752796086266
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 JUN22
        000000000
        
          
        
        23.00000000
        NC
        
        40846.99000000
        0.023947189060
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Eurex EURO STOXX 50 Future
                VGM2 INDEX
              
            
            2022-06-17
            842366.16000000
            EUR
            40846.99000000
          
        
        
          N
          N
          N
        
      
      
        AP Moller - Maersk A/S
        549300D2K6PKKKXVNN73
        AP Moller - Maersk A/S
        000000000
        
          
        
        365.00000000
        NS
        
        1096811.68000000
        0.643023064001
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Shiseido Co Ltd
        5299008QCD0YDT5OF506
        Shiseido Co Ltd
        000000000
        
          
        
        300.00000000
        NS
        
        15152.54000000
        0.008883414423
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Norsk Hydro ASA
        549300N1SDN71ZZ8BO45
        Norsk Hydro ASA
        000000000
        
          
        
        18513.00000000
        NS
        
        179869.94000000
        0.105451575735
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Shell PLC
        21380068P1DRHMJ8KU70
        Shell PLC
        000000000
        
          
        
        4475.00000000
        NS
        
        122215.57000000
        0.071650796324
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Aurizon Holdings Ltd
        5299005PC1O6NOWL3H48
        Aurizon Holdings Ltd
        000000000
        
          
        
        462911.00000000
        NS
        
        1272377.75000000
        0.745951428391
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Lawson Inc
        529900IWO8XQO92PR233
        Lawson Inc
        000000000
        
          
        
        1100.00000000
        NS
        
        42107.88000000
        0.024686405615
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AGC Inc
        JE4WFFEELMVPFZ0G1E77
        AGC Inc
        000000000
        
          
        
        11300.00000000
        NS
        
        451495.60000000
        0.264696382605
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd
        000000000
        
          
        
        127784.00000000
        NS
        
        1964275.02000000
        1.151587063608
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Technologies Engineering Ltd
        254900OEXGGWCR24DG90
        Singapore Technologies Engineering Ltd
        000000000
        
          
        
        208400.00000000
        NS
        
        631253.42000000
        0.370082226230
        Long
        EC
        CORP
        SG
        N
        
        2
        
          N
          N
          N
        
      
      
        Sysmex Corp
        5299001ZO4CKWACMZI55
        Sysmex Corp
        000000000
        
          
        
        2700.00000000
        NS
        
        195554.27000000
        0.114646760393
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Diageo PLC
        213800ZVIELEA55JMJ32
        Diageo PLC
        000000000
        
          
        
        13945.00000000
        NS
        
        707353.59000000
        0.414697145433
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG
        000000000
        
          
        
        12579.00000000
        NS
        
        1741779.58000000
        1.021145619407
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        000000000
        
          
        
        52370.00000000
        NS
        
        1073113.72000000
        0.629129762965
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        000000000
        
          
        
        4249.00000000
        NS
        
        215333.95000000
        0.126242908274
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Panasonic Corp
        254900GE1G59KGWPHX32
        Panasonic Corp
        000000000
        
          
        
        45300.00000000
        NS
        
        439957.11000000
        0.257931761723
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        000000000
        
          
        
        2.00000000
        NS
        
        534.68000000
        0.000313464542
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamaha Corp
        529900S5TENP3IJS7S02
        Yamaha Corp
        000000000
        
          
        
        3000.00000000
        NS
        
        130368.21000000
        0.076430409496
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG
        000000000
        
          
        
        11048.00000000
        NS
        
        527562.64000000
        0.309291878826
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi HC Capital Inc
        353800MZ3QX9RLMH7B09
        Mitsubishi HC Capital Inc
        000000000
        
          
        
        49600.00000000
        NS
        
        230467.19000000
        0.135115007770
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Singapore Exchange Derivatives Clearing Limited
        549300ZLWT3FK3F0FW61
        MSCI SING IX ETS APR22
        000000000
        
          
        
        1.00000000
        NC
        
        307.33000000
        0.000180177036
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing Limited
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                SGX MSCI Singapore Index Future
                QZJ2 INDEX
              
            
            2022-04-28
            33068.46000000
            SGD
            307.33000000
          
        
        
          N
          N
          N
        
      
      
        Transurban Group
        549300ZR71SUQ4VUTM79
        Transurban Group
        000000000
        
          
        
        24176.00000000
        NS
        
        244273.08000000
        0.143208927493
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonaktiebolaget LM Ericsson
        549300W9JLPW15XIFM52
        Telefonaktiebolaget LM Ericsson
        000000000
        
          
        
        1.00000000
        NS
        
        9.12000000
        0.000005346743
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co Ltd
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
        
        38200.00000000
        NS
        
        1088402.31000000
        0.638092938837
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        000000000
        
          
        
        74470.00000000
        NS
        
        805083.86000000
        0.471993050288
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlas Copco AB
        213800T8PC8Q4FYJZR07
        Atlas Copco AB
        000000000
        
          
        
        4320.00000000
        NS
        
        224233.60000000
        0.131460467784
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nintendo Co Ltd
        353800FEEXU6I9M0ZF27
        Nintendo Co Ltd
        000000000
        
          
        
        1500.00000000
        NS
        
        757142.86000000
        0.443886886511
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BP PLC
        213800LH1BZH3DI6G760
        BP PLC
        055622104
        
          
        
        9885.00000000
        NS
        USD
        290619.00000000
        0.170379950582
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Adecco Group AG
        NI14Y5UMU60O7JE9P611
        Adecco Group AG
        000000000
        
          
        
        15419.00000000
        NS
        
        699429.35000000
        0.410051435347
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        000000000
        
          
        
        3705.00000000
        NS
        
        182021.46000000
        0.106712938107
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        000000000
        
          
        
        9614.00000000
        NS
        
        448112.27000000
        0.262712852284
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Edenred
        9695006LOD5B2D7Y0N70
        Edenred
        000000000
        
          
        
        8725.00000000
        NS
        
        431406.08000000
        0.252918586161
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sands China Ltd
        549300EVO6UZDGY05787
        Sands China Ltd
        000000000
        
          
        
        77600.00000000
        NS
        
        184608.68000000
        0.108229736443
        Long
        EC
        CORP
        KY
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Telia Co AB
        213800FSR9RNDUOTXO25
        Telia Co AB
        000000000
        
          
        
        160202.00000000
        NS
        
        642363.62000000
        0.376595755376
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        Naturgy Energy Group SA
        000000000
        
          
        
        4443.00000000
        NS
        
        133109.85000000
        0.078037738981
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        000000000
        
          
        
        548.00000000
        NS
        
        224359.07000000
        0.131534026541
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG
        000000000
        
          
        
        28173.00000000
        NS
        
        2473349.97000000
        1.450040243971
        Long
        EC
        CORP
        CH
        N
        
        2
        
          N
          N
          N
        
      
      
        Segro PLC
        213800XC35KGM9NFC641
        Segro PLC
        000000000
        
          
        
        22477.00000000
        NS
        
        395124.02000000
        0.231647658968
        Long
        EC
        
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        000000000
        
          
        
        184503.00000000
        NS
        
        1898903.35000000
        1.113261895934
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Kintetsu Group Holdings Co Ltd
        N/A
        Kintetsu Group Holdings Co Ltd
        000000000
        
          
        
        1800.00000000
        NS
        
        51524.80000000
        0.030207222782
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        National Grid PLC
        8R95QZMKZLJX5Q2XR704
        National Grid PLC
        000000000
        
          
        
        43746.00000000
        NS
        
        672297.57000000
        0.394145003436
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        AIA Group Ltd
        000000000
        
          
        
        104400.00000000
        NS
        
        1090131.98000000
        0.639106985025
        Long
        EC
        CORP
        HK
        N
        
        2
        
          N
          N
          N
        
      
      
        Sonic Healthcare Ltd
        549300NQQ5L2NONWR862
        Sonic Healthcare Ltd
        000000000
        
          
        
        9879.00000000
        NS
        
        260827.68000000
        0.152914321599
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        000000000
        
          
        
        15090.00000000
        NS
        
        1168840.75000000
        0.685251236926
        Long
        EP
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        000000000
        
          
        
        2633.00000000
        NS
        
        223915.37000000
        0.131273900451
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Holdings Co Ltd
        N/A
        Yamato Holdings Co Ltd
        000000000
        
          
        
        200.00000000
        NS
        
        3736.03000000
        0.002190306231
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Europacific Partners PLC
        549300LTH67W4GWMRF57
        Coca-Cola Europacific Partners PLC
        000000000
        
          
        
        6250.00000000
        NS
        USD
        303812.50000000
        0.178114847055
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Safran SA
        969500UIC89GT3UL7L24
        Safran SA
        000000000
        
          
        
        3760.00000000
        NS
        
        442685.32000000
        0.259531217660
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Coloplast A/S
        529900NN7SOJ5QG82X67
        Coloplast A/S
        000000000
        
          
        
        6157.00000000
        NS
        
        932406.67000000
        0.546638046231
        Long
        EC
        CORP
        DK
        N
        
        2
        
          N
          N
          N
        
      
      
        Hino Motors Ltd
        3538009ZU0PHKNHJM202
        Hino Motors Ltd
        000000000
        
          
        
        7400.00000000
        NS
        
        43259.12000000
        0.025361338136
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        Davide Campari-Milano NV
        000000000
        
          
        
        2914.00000000
        NS
        
        33799.67000000
        0.019815587089
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings PLC
        2138001P49OLAEU33T68
        Phoenix Group Holdings PLC
        000000000
        
          
        
        43583.00000000
        NS
        
        349182.13000000
        0.204713504808
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kansai Electric Power Co Inc/The
        353800PFUKP5ONPJNZ86
        Kansai Electric Power Co Inc/The
        000000000
        
          
        
        33100.00000000
        NS
        
        311774.42000000
        0.182782647633
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings Inc
        5299009QN2NZ191KLS29
        Tokio Marine Holdings Inc
        000000000
        
          
        
        1600.00000000
        NS
        
        93109.13000000
        0.054586688992
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Obic Co Ltd
        N/A
        Obic Co Ltd
        000000000
        
          
        
        2200.00000000
        NS
        
        329508.99000000
        0.193179817674
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wix.com Ltd
        5493008P6N29Q1AG9464
        Wix.com Ltd
        000000000
        
          
        
        1445.00000000
        NS
        USD
        150944.70000000
        0.088493699746
        Long
        EC
        CORP
        IL
        N
        
        1
        
          N
          N
          N
        
      
      
        Gjensidige Forsikring ASA
        5967007LIEEXZX6FAO47
        Gjensidige Forsikring ASA
        000000000
        
          
        
        58.00000000
        NS
        
        1438.24000000
        0.000843190775
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        000000000
        
          
        
        7531.00000000
        NS
        
        1264382.01000000
        0.741263800307
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        TOPIX INDX FUTR JUN22
        000000000
        
          
        
        3.00000000
        NC
        
        48414.71000000
        0.028383883700
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Long
            
              
                TSE TOPIX (Tokyo Price Index) Future
                TPM2 INDEX
              
            
            2022-06-09
            52500993.00000000
            JPY
            48414.71000000
          
        
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        000000000
        
          
        
        6529.00000000
        NS
        
        220876.08000000
        0.129492068981
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        000000000
        
          
        
        11034.00000000
        NS
        
        551793.82000000
        0.323497788456
        Long
        EC
        CORP
        NO
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferrovial SA
        95980020140005757903
        Ferrovial SA
        000000000
        
          
        
        30922.00000000
        NS
        
        822366.04000000
        0.482124999591
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Telenor ASA
        549300IM1QSBY4SLPM26
        Telenor ASA
        000000000
        
          
        
        27368.00000000
        NS
        
        392717.88000000
        0.230237021624
        Long
        EC
        CORP
        NO
        N
        
        2
        
          N
          N
          N
        
      
      
        Anglo American PLC
        549300S9XF92D1X8ME43
        Anglo American PLC
        000000000
        
          
        
        997.00000000
        NS
        
        51806.43000000
        0.030372332790
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Yusen KK
        353800YPW4XM0ZN5I149
        Nippon Yusen KK
        000000000
        
          
        
        8200.00000000
        NS
        
        717289.78000000
        0.420522392789
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sinch AB
        549300UXY7QM6IDCGI12
        Sinch AB
        000000000
        
          
        
        23089.00000000
        NS
        
        156600.31000000
        0.091809389885
        Long
        EC
        CORP
        SE
        N
        
        2
        
          N
          N
          N
        
      
      
        Coles Group Ltd
        549300OHQRG2HN8LZ793
        Coles Group Ltd
        000000000
        
          
        
        36465.00000000
        NS
        
        487370.85000000
        0.285728811049
        Long
        EC
        CORP
        AU
        N
        
        2
        
          N
          N
          N
        
      
      
        Denso Corp
        549300RYPA10CQM3QK38
        Denso Corp
        000000000
        
          
        
        2900.00000000
        NS
        
        185020.29000000
        0.108471049267
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO STOXX 50 PR
        000000000
        
          
        
        -609.00000000
        NC
        
        -852911.93000000
        -0.50003300708
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Call
            Written
            
              
                EURO STOXX 50 Index
                SX5E INDEX
              
            
            10.00000000
            3900.00000000
            EUR
            2022-06-17
            XXXX
            6119.83000000
          
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Group AG
        529900R27DL06UVNT076
        Mercedes-Benz Group AG
        000000000
        
          
        
        24481.00000000
        NS
        
        1718308.70000000
        1.007385447586
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kirin Holdings Co Ltd
        353800GBVL72LLMTYM96
        Kirin Holdings Co Ltd
        000000000
        
          
        
        38100.00000000
        NS
        
        569086.48000000
        0.333635881823
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Corp
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp
        000000000
        
          
        
        33800.00000000
        NS
        
        1268403.20000000
        0.743621286065
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
        
        240798.00000000
        NS
        
        1644785.88000000
        0.964281540277
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        000000000
        
          
        
        4999.00000000
        NS
        
        478053.29000000
        0.280266245242
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
    
    
      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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