Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight 360 DIGITECH ADR A 0.000980 3SBIO 0.000950 51JOB ADR 0.000499 ABDULLAH AL OTHAIM MKT 0.001530 ABSA GROUP 0.001257 ABU DHABI COMM BANK 0.000599 ABU DHABI ISLAMIC BK(AE) 0.000425 ABU DHABI NATL OIL CO 0.000801 ACCTON TECHNOLOGY CORP 0.001523 ACER 0.001451 0.000551 ADVANCED INFO SERVICE 0.001648 ADVANCED PETROCHEMICALS 0.001285 ADVANTECH CO 0.001863 AFRICAN RAINBOW MINERALS 0.000844 AGILE GROUP HOLDINGS 0.000259 AGRI BANK OF CHINA H 0.001247 AGRI BANK OF CN A (HK-C) 0.001077 AIER EYE HOSP A(HK-C) 0.000537 AIRTAC INTERNATIONAL 0.000361 AL RAJHI BANKING & INV 0.004466 AL RAYAN BANK 0.001983 ALDAR PROPERTIES 0.000393 ALIBABA GRP HLDG (HK) 0.028742 ALINMA BANK 0.000623 AMBEV ON (NEW) 0.001649 AMERICA MOVIL L 0.004418 AMOREG 0.001387 AMOREPACIFIC CORP (NEW) 0.001928 ANEKA TAMBANG 0.000822 ANGLOGOLD ASHANTI 0.000954 ANHUI CONCH A (HK-C) 0.000357 ANHUI CONCH CEMENT H 0.000672 ANTA SPORTS PRODUCTS 0.002715 ASE TECHNOLOGY HOLDING 0.002450 ASIA CEMENT CORP 0.001444 0.002676 ASPEN PHARMACARE HLDGS 0.002273 ASTRA INTERNATIONAL 0.001191 ASUSTEK COMPUTER 0.002459 ATACADAO 0.000509 0.001345 AUTOHOME ADR 0.000613 AVENUE SUPERMARTS 0.001276 AVIC IND FIN A (HK-C) 0.000497 0.000812 B3 0.001252 BAIDU ADR 0.002613 0.000776 BANCO BRADESCO ON 0.001031 BANCO BRADESCO PN 0.002114 BANCO DE CHILE 0.000425 BANCO INTER UNIT 0.000824 BANCOLOMBIA PREF 0.000552 BANGKOK DUSIT MED. SVCS 0.000588 BANK CENTRAL ASIA 0.001520 BANK OF BEIJING A (HK-C) 0.001075 BANK OF CHINA A (HK-C) 0.001202 BANK OF CHINA H 0.002734 BANK OF COMMU A (HK-C) 0.001167 BANK OF COMMUNICATIONS H 0.001198 BANK OF JIANGSU A (HK-C) 0.001035 BANK OF NANJING A (HK-C) 0.000742 BANK OF SHANGHAI A(HK-C) 0.000979 BANK PEKAO 0.000474 BAOZUN ADR 0.000406 BB SEGURIDADE PART ON 0.001865 BBMG CORP A (HK-C) 0.000558 BECLE SA DE CV 0.000637 BEIJING ENTERPRISE WATER 0.000421 BEIJING ENTERPRISES HLDG 0.001812 BEIJING ORIGNWTR A(HK-C) 0.000441 BEIJING SHANGHAI A(HK-C) 0.000422 BEIJING WANTAI A (HK-C) 0.000797

Generated: 9/29/2021 1 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight BEIJING YUANLIU A (HK-C) 0.000674 BERGER PAINTS INDIA 0.001371 BGF (NEW) 0.001231 BGI GENOMICS A (HK-C) 0.000828 0.000592 BID CORPORATION 0.001513 BIDVEST GROUP 0.000476 BILIBILI ADR Z 0.000369 BIM BIRLESIK MAGAZALAR 0.001763 LTD 0.000631 BOSIDENG INTL HLDGS 0.000527 BRADESPAR PN 0.001353 0.002291 BUPA ARABIA FOR COPR INS 0.000780 BY-HEALTH CO A (HK-C) 0.000635 BYD CO A (HK-C) 0.000916 BYD CO H 0.001527 C&S PAPER A (HK-C) 0.000299 CAPITEC BANK HOLDINGS 0.000504 CATCHER TECH CO 0.001002 CATHAY FINANCIAL HOLDING 0.002456 CD PROJEKT 0.000588 CELLTRION 0.000770 CEMEX CPO 0.001871 CEMIG PN 0.000422 CENCOSUD 0.001342 CERVEZAS 0.002053 CEZ CESKE ENER ZAVODY 0.000735 CGN POWER CO H 0.000967 CHAILEASE HOLDING 0.002438 CHANGCHUN HIGH A (HK-C) 0.000441 CHANGJIANG SEC A (HK-C) 0.000417 CHAROEN POKPHAND FOODS 0.001470 0.001501 CHENG SHIN RUBBER IND 0.000385 CHINA BOHAI BANK CO H 0.000797 CHINA CINDA ASSET MGMT H 0.000554 CHINA CITIC BANK H 0.001027 CHINA COMMU SERVICES H 0.000538 CHINA CONCH VENTURE 0.000867 CHINA CONST BK A (HK-C) 0.000935 CHINA CONSTRUCTION BK H 0.006753 CHINA DEV FINANCIAL HLDG 0.002112 CHINA EVERBRIGHT 0.000620 CHINA EVERBRIGHT A(HK-C) 0.000371 CHINA EVERBRIGHT BANK H 0.000748 CHINA FEIHE 0.000734 CHINA GALAXY SEC A(HK-C) 0.000418 CHINA GALAXY SEC H 0.000531 CHINA GAS HOLDINGS 0.000326 CHINA HONGQIAO GROUP 0.000545 CHINA JINMAO HLDGS GROUP 0.000371 CHINA LIFE INSURANCE H 0.000883 CHINA LONGYUAN POWER H 0.000946 CHINA MEDICAL SYSTEM 0.001822 CHINA MENGNIU DAIRY CO 0.002989 CHINA MERCH BK A (HK-C) 0.001357 CHINA MERCH SHEK A(HK-C) 0.000468 CHINA MERCHANTS BANK H 0.003481 CHINA MERCHANTS PORT 0.000431 CHINA MINSHENG A (HK-C) 0.000903 CHINA MINSHENG BANK H 0.000993 CHINA NATL BUILDING H 0.001091 CHINA NATL CHEM A (HK-C) 0.000726 CHINA NATL NUCL A (HK-C) 0.000617 CHINA OVERSEAS LAND &INV 0.000397 CHINA PETRO & CH A(HK-C) 0.001109 CHINA PETRO & CHEM H 0.001264 CHINA POWER INTL 0.000961 CHINA RAIL GRP A (HK-C) 0.000443 CHINA RAILWAY GROUP H 0.000399 CHINA RES SANJIU A(HK-C) 0.000661 BEER 0.001070 CHINA RESOURCES CEMENT 0.000400

Generated: 9/29/2021 2 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight CHINA RESOURCES GAS GRP 0.000359 CHINA RESOURCES LAND 0.000449 CHINA RESOURCES PHARMA 0.001284 CHINA RESOURCES POWER 0.000996 CHINA SHENHUA A (HK-C) 0.000485 CHINA SHENHUA ENERGY H 0.001481 CHINA STATE CON A (HK-C) 0.000797 CHINA STEEL CORP COMMON 0.002359 CHINA TOURISM A (HK-C) 0.001825 CHINA TOWER CORP H 0.001293 CHINA UTD NETWK A (HK-C) 0.000706 CHINA VANKE CO A (HK-C) 0.000335 CHINA VANKE CO H 0.000323 CHINA YANGTZE A (HK-C) 0.000976 CHINA ZHESHANG A (HK-C) 0.000942 CHONGQING BREW A (HK-C) 0.001110 CHONGQING RURAL A (HK-C) 0.000384 CHONGQING RURAL COMM H 0.000343 CHONGQING ZHIFEI A(HK-C) 0.000747 CHUNGHWA TELECOM CO 0.001369 0.001868 CITIC 0.001015 CITIC SECURITIES A(HK-C) 0.000420 CITIC SECURITIES CO H 0.000401 CJ CHEILJEDANG CORP 0.001534 CJ CORP 0.000462 CJ ENM CO 0.001312 CJ LOGISTICS CORP 0.000959 CLICKS GROUP 0.001426 COLGATE-PALMOLIVE INDIA 0.002210 COMMERCIAL INTL BANK 0.001772 COMPAL ELECTRONICS 0.001041 CONTEMPORARY AMP A(HK-C) 0.000671 COSCO SHIP HLDG A (HK-C) 0.001083 COSCO SHIPPING HLDGS H 0.000644 COUNTRY GARDEN HLDGS 0.000328 COWAY 0.001547 CP ALL PCL 0.001349 CPFL ENERGIA ON 0.001068 CSN SIDERURGICA NATL ON 0.001245 CSPC PHARMACEUTICAL GRP 0.002279 CTBC FINANCIAL HOLDING 0.001891 DAAN GENE CO A (HK-C) 0.000612 INDIA 0.001412 DALI FOODS GROUP CO 0.000643 DAQO NEW ENERGY CORP ADR 0.000449 DELTA ELECTRONICS 0.002723 DELTA ELECTRONICS THAI 0.001370 DHC SOFTWARE CO A (HK-C) 0.000453 DIGI.COM 0.000971 DINO POLSKA 0.002741 DIVI'S LABORATORIES 0.002436 DONG E E JIAO A (HK-C) 0.000532 DONGFENG MOTOR GROUP H 0.000653 DR REDDY'S LABORATORIES 0.002128 E.SUN FINANCIAL HOLDINGS 0.000662 ECOVACS ROBOTIC A (HK-C) 0.001296 ELECTRICITY GENERATING 0.000690 EMAAR PROPERTIES 0.000659 EMART CO 0.001891 EMIRATES NBD BANK 0.001337 EMIRATES TELECOM CORP 0.001972 EMPRESAS COPEC 0.000388 ENEL AMERICAS 0.000633 ENEL CHILE 0.000347 ENERGISA UNIT 0.001053 ENGIE BRASIL ON 0.000685 ENN ENERGY HOLDINGS 0.001706 EQUATORIAL ENERGIA ON 0.001274 ETIHAD ETISALAT CO 0.001339 EVERGREEN MARINE CORP 0.003190 FAR EAST HORIZON 0.000393 FEMSA UNIT UBD 0.002531 FENG TAY ENTERPRISE CO 0.001640

Generated: 9/29/2021 3 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight HOLDINGS 0.001507 FINANCE STREET A (HK-C) 0.000339 FIRST ABU DHABI BANK 0.001763 FIRSTRAND 0.001960 FOCUS MEDIA A (HK-C) 0.000547 FORMOSA PLASTIC CORP 0.001195 FOSUN INTL(CN) 0.000330 FOXCONN INDL A (HK-C) 0.000399 FOXCONN TECHNOLOGY CO 0.001401 FUBON FINANCIAL HOLDING 0.003046 FUYAO GROUP A (HK-C) 0.000366 G BITS NETWORK A (HK-C) 0.000570 GAIL INDIA 0.000425 GANFENG LITHIUM CO H 0.000391 GAOTU TECHEDU A ADR 0.000955 GAZPROM (RUB) 0.004527 GF SECURITIES A (HK-C) 0.000607 GIANT NETWORK A (HK-C) 0.000317 GLOBALWAFERS 0.000642 GLOBANT 0.001064 GLOBE TELECOM 0.001808 GOLD FIELDS 0.001311 0.000621 GREAT WALL MOTOR A(HK-C) 0.000789 GREAT WALL MOTOR H 0.001252 GREENLAND HLDGS A (HK-C) 0.000438 GRUMA B 0.001782 GRUPO BIMBO A 0.002659 GRUPO FIN BANORTE O 0.001786 GRUPO MEXICO B 0.001653 GS ENGINEERING & CONSTR 0.000495 GS HOLDINGS CORP 0.001449 GUANGDONG INVESTMENT 0.000364 GUANGDONG KINLO A (HK-C) 0.000798 GUANGZHOU BAIYU A (HK-C) 0.000918 GUANGZHOU HAIGE A (HK-C) 0.000394 GUANGZHOU KING A (HK-C) 0.000815 GUANGZHOU R&F PROP H 0.000421 GUANGZHOU TINCI A (HK-C) 0.000948 GUANGZHOU WONDFO A(HK-C) 0.000257 GUDANG GARAM 0.001091 GUOSEN SEC CO A (HK-C) 0.000404 GUOTAI JUNAN SE A (HK-C) 0.000448 GUOYUAN SEC CO A (HK-C) 0.000402 HAIDILAO INTL HOLDING 0.001084 HAIER SMART HOME CO H 0.000474 HAITIAN INTL HLDGS 0.000355 HAITONG SEC A (HK-C) 0.000446 HAITONG SECURITIES CO H 0.000402 HANA FINANCIAL HOLDINGS 0.001740 HANGZHOU FIRST A (HK-C) 0.000699 HANGZHOU ROBAM A (HK-C) 0.000339 & TECH 0.001195 HANSOH PHARMACEUTICAL 0.000272 0.001035 HAPVIDA PARTICIPACOES ON 0.000277 HARTALEGA HOLDINGS 0.000826 INDIA 0.001926 HCL TECHNOLOGIES 0.005591 HDFC ASSET MANAGEMENT 0.001476 HDFC LIFE INSURANCE CO 0.001192 HEILONGJIANG AGR A(HK-C) 0.000426 HELLO GROUP A ADR 0.000813 HENGAN INTL GROUP CO 0.000348 HESTEEL CO A (HK-C) 0.000473 0.000920 0.002631 HITHINK ROYAL A (HK-C) 0.000860 HMM 0.000458 HON HAI PRECISION IND CO 0.005179 HOPSON DEVELOPMENT HLDGS 0.000489 CO 0.001644 HOUSING DEV FINANCE CORP 0.005428 HUAAN SECURITIES A(HK-C) 0.000483

Generated: 9/29/2021 4 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight HUADIAN POWER A (HK-C) 0.000587 HUADONG MEDICINE A(HK-C) 0.000454 HUATAI SEC CO A (HK-C) 0.000451 HUATAI SECURITIES CO H 0.000456 HUAXI SECURITIES A(HK-C) 0.000399 HUAXIA BANK A (HK-C) 0.000999 HUAYU AUTO SYS A (HK-C) 0.000532 HUYA A ADR 0.000550 HYUNDAI ENGR. & CONSTR. 0.000488 0.001220 HYUNDAI MOTOR CO 0.001258 CO 0.000701 ICBC A (HK-C) 0.001144 ICBC H 0.003318 ICICI BANK 0.002954 ICICI LOMBARD GENL INS 0.000795 IMPALA PLATINUM HOLDINGS 0.001761 INDIAN OIL CORP 0.001943 INDOFOOD CBP SUKSES 0.001431 INDOFOOD SUKSES MAKMUR 0.001098 INDUSTRIAL BANK A (HK-C) 0.001238 0.001200 (INDIA) 0.000791 0.010190 INNER MONGOL YIL A(HK-C) 0.000509 INTCO MEDICAL A (HK-C) 0.000742 INTER RAO UES(RUB) 0.001598 INTOUCH HOLDINGS 0.001171 INVENTEC CO 0.000660 IOI CORP 0.000408 ITAU UNIBANCO PN 0.002518 ITAUSA PN 0.001138 ITC 0.001242 JAFRON BIOMED A (HK-C) 0.000383 JBS ON 0.002603 JD.COM ADR 0.006398 JIANGSU CHANGS A (HK-C) 0.000404 JIANGSU EASTERN A (HK-C) 0.000764 JIANGSU EXPRESSWAY CO H 0.000360 JIANGSU HENGRUI A (HK-C) 0.001683 JILIN AODONG MED A(HK-C) 0.000473 JIUGUI LIQUOR A (HK-C) 0.000567 JIUMAOJIU INTL HLDGS 0.000444 JOINCARE PHARMA A (HK-C) 0.000340 JOINTOWN PHARMA A (HK-C) 0.000706 JOYOUNG A (HK-C) 0.000387 JOYY INC ADR 0.000748 JSW STEEL 0.000400 JUBILANT FOODWORKS 0.001905 KAISA GROUP HOLDINGS 0.000250 CORP 0.002761 KALBE FARMA 0.000958 0.000771 KB FINANCIAL GROUP 0.002012 KEPCO KOREA ELECT. POWER 0.001006 KGHM POLSKA MIEDZ 0.000743 CORP 0.002909 KINGBOARD HOLDINGS (CN) 0.001421 KINGDEE INTL SOFTWARE 0.000268 KLABIN UNIT 0.000528 KNGBRD LAMNTS HLDG (CN) 0.000352 KOC HOLDING 0.001357 KOMERCNI BANKA 0.000426 KOREA INVESTMENT HLDG 0.000367 KOREA SHIPBUILDING 0.000427 KOREA ZINC 0.000762 KOREAN AIR CO 0.000582 KOSSAN RUBBER INDUSTRIES 0.000424 KRUNGTHAI CARD 0.000989 KT&G CORP(KOREA TOBACCO) 0.001149 KUAISHOU TECHNOLOGY B 0.000812 KUMBA IRON ORE 0.001499 KUMHO PETRO CHEMICAL CO 0.000836 KUNLUN ENERGY 0.001652

Generated: 9/29/2021 5 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight KUWAIT FINANCE HOUSE 0.002035 KWEICHOW MOUTAI A (HK-C) 0.002283 LARGAN PRECISION CO 0.000634 LARSEN & TOUBRO 0.001119 LARSEN AND TOUBRO INFO 0.002954 LENOVO GROUP 0.002102 LEO GROUP CO A (HK-C) 0.000409 LG CHEM 0.002046 LG ELECTRONICS (NEW) 0.002764 LG HOUSEHOLD & HEAL PREF 0.002293 LG HOUSEHOLD & HEALTH 0.002800 LG UPLUS 0.001843 LI NING CO 0.004150 LITE-ON TECHNOLOGY CORP 0.002190 LOJAS RENNER ON 0.000664 LONGFOR GROUP HOLDINGS 0.001290 LONGI GREEN ENER A(HK-C) 0.000366 LOTTE CHEMICAL CORP 0.000468 LOTTE SHOPPING CO 0.001204 LPP 0.000808 LUKOIL HOLDING(RUB) 0.004398 LUPIN 0.001334 LUZHOU LAOJIAO A (HK-C) 0.000439 MAGAZINE LUIZA ON 0.000951 MAHINDRA & MAHINDRA 0.001018 MALAYAN BANKING 0.001046 0.002383 INDIA 0.000400 MEDIATEK INC 0.006845 MEGA FINANCIAL HOLDING 0.001172 MEITUAN B 0.010012 MERDEKA COPPER GOLD 0.000483 MERITZ SECURITIES CO 0.001386 METALLURGICAL A (HK-C) 0.000663 MICRO-STAR INTERNATIONAL 0.001519 MIDEA GROUP CO A (HK-C) 0.000564 MOL MAGYAR OLAJ GAZIPARI 0.000659 MONETA MONEY BANK 0.000400 MOSCOW EXCHANGE (RUB) 0.001441 MTN GROUP 0.002075 MUANGTHAI CAPITAL PUBLIC 0.001355 MULTICHOICE GROUP 0.002164 0.000964 NAN YA PLASTIC 0.000796 NAN YA PRINTED CIRCUIT 0.000713 NANYA TECHNOLOGY 0.001010 NASPERS N 0.000677 NATIONAL BANK OF KUWAIT 0.002196 NATURA & CO HOLDINGS 0.001240 NAVER 0.003437 NCSOFT CORP 0.001579 NEDBANK GROUP 0.001337 NEPI ROCKCASTLE 0.000704 NESTLE (MALAYSIA) 0.002059 NESTLE INDIA 0.002486 NETEASE COM ADR 0.003416 NEW CHINA LIFE INS H 0.000413 NEW ORIENTAL EDUCAT ADR 0.000206 NH INVESTMENT & SEC 0.000399 NIEN MADE ENTERPRISE CO 0.001511 NIO A ADR 0.001760 NONGFU SPRING CO H 0.001158 NORILSK NICKEL MMC(RUB) 0.002710 NORTHEAST SEC A (HK-C) 0.000413 NOVATEK GDR 0.001119 NOVATEK MICROELECTRS 0.002593 NOVOLIPETSK STEEL (RUB) 0.001848 OFFCN EDUCATION A (HK-C) 0.000599 OFFSHORE OIL A (HK-C) 0.000499 OOREDOO 0.001126 ORANGE POLSKA 0.000599 ORION CORP (NEW) 0.001667 OTE HELLENIC TELECOM 0.002741 OTP BANK 0.001213

Generated: 9/29/2021 6 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight 0.002013 PEARLABYSS 0.001412 PEGATRON 0.000675 PEOPLE'S INS A (HK-C) 0.000345 PEOPLE'S INSURANCE CO H 0.000361 PETROBRAS ON 0.002189 PETROBRAS PN 0.002330 PETROCHINA CO A (HK-C) 0.002270 PETROCHINA CO H 0.001924 PETRONAS GAS 0.000559 PHOSAGRO GDR 0.002043 PI INDUSTRIES 0.001310 PICC PPTY & CASUALTY H 0.001408 0.002106 PINDUODUO ADR A 0.002903 PING AN INS A (HK-C) 0.000782 PING AN INSURANCE H 0.004806 PKO BANK POLSKI 0.000407 PLDT 0.000452 POLISH OIL & GAS 0.000458 POLSKA GRUPA ENER 0.001368 POLY DEV & HLDGS A(HK-C) 0.000433 POLYMETAL INTL (RUB) 0.000923 POLYUS (RUB) 0.001354 POSCO 0.002592 POSTAL SAVINGS A (HK-C) 0.000910 POSTAL SAVINGS BANK H 0.000963 POU CHEN CORP 0.001391 POWER CONSTR A (HK-C) 0.000897 POWER GRID CORP OF INDIA 0.001515 POWERTECH TECHNOLOGY 0.001510 POWSZECHNY ZAKLAD UBEZP 0.001455 PRESIDENT CHAIN STORE 0.002941 PRESS METAL ALUMINIUM 0.000950 PRICE GROUP (MR) 0.001504 PROYA COSMETICS A (HK-C) 0.000829 PTT 0.000973 PUBLIC BANK 0.000802 QATAR INTL ISLAMIC 0.001254 QATAR ISLAMIC BANK 0.001410 QATAR NATIONAL BANK 0.002965 QINGDAO RURAL A (HK-C) 0.000402 QUANTA COMPUTER 0.000802 RAIA DROGASIL ON 0.002074 RAND MERCHANT INV HLDGS 0.000551 RATCH GROUP PUBLIC CO 0.000400 REALTEK SEMICONDUCTOR 0.003030 REC 0.000569 REINET INVESTMENTS 0.000673 0.006958 REMGRO 0.000701 RICHTER GEDEON 0.000368 RISESUN REAL A (HK-C) 0.000320 RONGSHENG PETRO A (HK-C) 0.000245 ROSNEFT (RUB) 0.000566 S1 CORPORATION 0.001510 SAHARA INTL PETROCHEM 0.001760 SAIC MOTOR CORP A (HK-C) 0.000375 SAILUN GROUP CO A (HK-C) 0.000496 BIOLOGICS 0.000668 SAMSUNG C&T CORPORATION 0.001248 SAMSUNG ELECTRO-MECH. CO 0.001725 CO 0.035368 SAMSUNG ELECTRONICS PREF 0.007788 SAMSUNG FIRE & MARINE 0.001695 0.000474 SAMSUNG SDI CO 0.002234 SAMSUNG SDS CO 0.001272 SAMSUNG SECURITIES CO 0.001518 SANGFOR TECH A(HK-C) 0.000376 SANLAM 0.000587 SAUDI ARAMCO 0.002913 SAUDI BASIC IND CORP 0.002164 SAUDI ELECTRICITY CO 0.001499

Generated: 9/29/2021 7 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight SAUDI INDL INV GROUP 0.001631 SAUDI KAYAN PETROCHEM 0.001760 SAUDI NATIONAL BANK 0.003718 SAUDI TELECOM CO 0.002353 SAVOLA 0.000906 SBERBANK RUSSIA COM(RUB) 0.005549 SBI LIFE INSURANCE CO 0.001276 SDIC CAPITAL CO A (HK-C) 0.000421 SDIC POWER HLDGS A(HK-C) 0.000824 SEEGENE 0.001662 SEVERSTAL (RUB) 0.002346 SHANDONG BUCHAN A (HK-C) 0.000501 SHANDONG GOLD A (HK-C) 0.000434 SHANGHAI BAIRUN A (HK-C) 0.000345 SHANGHAI CONST A (HK-C) 0.000563 SHANGHAI INTL PO A(HK-C) 0.000534 SHANGHAI LINGANG A(HK-C) 0.000353 SHANGHAI PHARMA A (HK-C) 0.000368 SHANGHAI PHARMA H 0.001315 SHANGHAI PUDONG A (HK-C) 0.001177 SHANGHAI RAAS A (HK-C) 0.000391 SHANXI SEC CO A (HK-C) 0.000399 SHANXI TAIGANG A (HK-C) 0.001124 SHANXI XINGHUAC A (HK-C) 0.001136 SHENERGY CO A (HK-C) 0.000529 SHENWAN HONGY A (HK-C) 0.000497 SHENZHEN INTL HOLDINGS 0.000343 SHENZHEN INVESTMENT 0.000310 SHENZHEN MINDRAY A(HK-C) 0.000513 SHENZHEN OVERSEA A(HK-C) 0.001194 SHENZHOU INTERNATIONAL 0.000727 SHIJIAZHUANG YIL A(HK-C) 0.000455 0.001626 CO (NEW) 0.001147 SHOPRITE HOLDINGS 0.002229 SIAM CEMENT 0.001319 SIBANYE STILLWATER 0.001323 SICHUAN CHUANT A (HK-C) 0.000770 SICHUAN KELUN A (HK-C) 0.000550 SICHUAN SWELLF A (HK-C) 0.000997 INDIA 0.001450 SILERGY CORP 0.002105 SIME DARBY 0.000770 SINO BIOPHARMACEUTICAL 0.001625 SINOPAC HOLDINGS 0.000816 SINOPEC SHANGHAI A(HK-C) 0.000501 SINOPHARM GROUP CO H 0.000537 SINOTRANS A (HK-C) 0.000577 SINOTRUK (HONG KONG) 0.000269 SK HYNIX 0.005572 SK TELECOM CO 0.002631 SKSHU PAINT A (HK-C) 0.000311 SMOORE INTERNATIONAL 0.000682 SOUTHWEST SEC A (HK-C) 0.000405 SPAR GROUP (THE) 0.001563 SRI TRANG GLOVES 0.000617 STANDARD BANK GROUP 0.001540 SUN ART RETAIL GROUP 0.000693 SUNAC CHINA HOLDINGS 0.000340 SUNGROW POWER A (HK-C) 0.000928 SUNNY OPTICAL TECH 0.000788 SUNSHINE CITY A (HK-C) 0.000415 SUPERMAX CORP 0.000475 SURGUTNEFTEGAZ COMN(RUB) 0.001155 SURGUTNEFTEGAZ PREF(RUB) 0.001272 SUZANO ON 0.001161 SYNNEX TECHNOLOGY INTL 0.000975 TAISHIN FINANCIAL HLDG 0.001386 TAIWAN CEMENT CORP 0.000955 TAIWAN MOBILE 0.000550 TAIWAN SEMICONDUCTOR MFG 0.059703 TANGSHAN JIDONG A (HK-C) 0.000407 TATA CONSULTANCY 0.007354 0.001483

Generated: 9/29/2021 8 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight 0.002329 0.002012 TATNEFT COMMON (RUB) 0.001481 TCS GRP HLDG A GDR (RU) 0.001851 0.004245 TELEF BRASIL ON (NEW) 0.001359 TELKOM INDONESIA 0.001956 TENAGA NASIONAL 0.000941 TENCENT HOLDINGS LI (CN) 0.036211 TENCENT MUSIC ENT A ADR 0.000207 THAI UNION GROUP 0.001348 TIANFENG SEC A(HK-C) 0.000402 TIGER BRANDS 0.001046 TINGYI HOLDING CORP (CN) 0.001680 TONGHUA DONGBAO A (HK-C) 0.000392 TOP GLOVE CORP 0.000600 TOPSPORTS INTERNATIONAL 0.001118 0.001205 TRIP COM GROUP LTD ADR 0.000277 ULTRATECH CEMENT 0.001786 UNI-PRESIDENT CHINA HLDG 0.000510 UNI-PRESIDENT ENT. 0.002991 UNILEVER INDONESIA 0.000912 UNIMICRON TECHNOLOGY 0.000425 UNITED MICROELECTRONICS 0.004229 VALE ON 0.006164 VANGUARD INTL SC 0.000982 VEDANTA 0.000558 VIPSHOP HOLDINGS ADR 0.001363 VODACOM GROUP 0.001268 VTB BANK(RUB) 0.000411 MEXICO V 0.003390 WANHUA CHEM GRP A (HK-C) 0.000476 WANT WANT CHINA HLDGS 0.001075 WEG ON 0.001540 WEICHAI POWER CO H 0.000403 WEIFU HIGH-TECH A (HK-C) 0.000374 WENS FOODSTUFF A (HK-C) 0.000434 WHARF HOLDINGS (CN) 0.000556 WINBOND ELECTRONICS CORP 0.001117 0.002784 0.001116 WPG HOLDINGS CO 0.001061 WUHU SANQI A (HK-C) 0.001085 WULIANGYE YIBIN A (HK-C) 0.000790 WUXI BIOLOGICS 0.002850 WUXI SHANGJI A (HK-C) 0.000931 GDR (RU) 0.001647 XIAMEN C&D A (HK-C) 0.000446 XIAOMI CORP B 0.002253 YADEA GROUP HOLDINGS 0.000359 YANDEX A (RUB) 0.002425 YANG MING MARINE TRANSP 0.001161 YANZHOU COAL MINING H 0.001045 YIHAI INTL HLDG 0.000998 YONGHUI SUPERST A (HK-C) 0.000294 YOUNGOR GROUP A (HK-C) 0.000367 YPF D ADR 0.001204 YUANTA FINANCIAL HOLDING 0.001801 YUEXIU PROPERTY CO 0.000575 CORP 0.000927 YUM CHINA HOLDINGS 0.004381 YUNNAN HONGXIAN A (HK-C) 0.000338 ZHANGZHOU PIENTZ A(HK-C) 0.000399 ZHEJIANG EXPRESSWAY H 0.000407 ZHEJIANG SATEL A (HK-C) 0.000729 ZHEJIANG SEMIR A (HK-C) 0.000336 ZHEJIANG SUPOR A (HK-C) 0.000606 ZHEJIANG WOLWO A (HK-C) 0.000362 ZHENRO PROPERTIES GROUP 0.000343 ZHONGSHENG GROUP HLDGS 0.001366 ZIJIN MINING A (HK-C) 0.000400 ZIJIN MINING GROUP H 0.000725 ZJ WEIXING NEW A (HK-C) 0.000643

Generated: 9/29/2021 9 [refer to disclaimer on first page] Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 10/4/2021 29Sep21

The below Hypothetical Weights are shown for information purposes only and do not reflect the constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index. The Hypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the Goldman Sachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to the Goldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman Sachs Asset Management, L.P. ("GSAM") nor any of its affiliates guarantees the quality, accuracy and/or the completeness of this information nor any data included therein or on which this information is based, and neither GSAM nor any of its affiliates shall be liable to any third party for any loss or damage, direct, indirect or consequential, arising from (i) any inaccuracy or incompleteness in, or delays, interruptions, errors or omissions in this information or any data included therein or on which any of this information is based or (ii) any decision made or action taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 10/4/2021 Name Weight ZTO EXPRESS ADR A 0.000293

GOLDMAN SACHS ASSET MANAGEMENT, L.P., THE GOLDMAN SACHS GROUP, INC., AND GOLDMAN, SACHS & CO. (collectively, "GOLDMAN SACHS") DOES NOT GUARANTEE NOR MAKES ANY REPRESENTATION OR WARRANTY, EXPRESS OR IMPLIED, TO THE OWNERS OR SHAREHOLDERS OF THE FUND OR ANY MEMBER OF THE PUBLIC REGARDING THE ADVISABILITY OF INVESTING IN SECURITIES GENERALLY OR IN THE FUND PARTICULARLY OR THE ABILITY OF THE INDEX OR THE ABOVE HYPOTHETICAL WEIGHTS TO TRACK GENERAL MARKET PERFORMANCE. GOLDMAN SACHS, IN ITS CAPACITY AS THE INDEX PROVIDER OF THE INDEX, LICENSES CERTAIN TRADEMARKS AND TRADE NAMES TO THE FUND. GOLDMAN SACHS HAS NO OBLIGATION TO TAKE THE NEEDS OF THE FUND OR THE SHAREHOLDERS OF THE FUND INTO CONSIDERATION IN DETERMINING, COMPOSING OR CALCULATING THE INDEX OR THE ABOVE HYPOTHETICAL WEIGHTS. GOLDMAN SACHS OR ANY OF ITS AFFILIATES MAY HOLD LONG OR SHORT POSITIONS IN SECURITIES HELD BY THE FUND OR IN RELATED DERIVATIVES. GOLDMAN SACHS DOES NOT GUARANTEE THE ADEQUACY, TIMELINESS, ACCURACY AND/OR THE COMPLETENESS OF THE INDEX, THE ABOVE HYPOTHETICAL WEIGHTS OR ANY DATA RELATED THERETO. GOLDMAN SACHS HEREBY EXPRESSLY DISCLAIM ANY AND ALL LIABILITY FOR ANY ERRORS, OMISSIONS, OR INTERRUPTIONS THEREIN OR IN THE CALCULATION THEREOF. GOLDMAN SACHS MAKES NO WARRANTY, EXPRESS OR IMPLIED, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE MARKS, THE INDEX, THE ABOVE HYPOTHETICAL WEIGHTS OR ANY DATA INCLUDED THEREIN AS TO THE RESULTS TO BE OBTAINED BY THE FUND, THE SHAREHOLDERS, OR ANY OTHER PERSON OR ENTITY FROM USE OF THE INDEX, THE ABOVE HYPOTHETICAL WEIGHTS OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY OF THE FOREGOING GOLDMAN SACHS HEREBY EXPRESSLY DISCLAIMS ANY AND ALL LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGES. The Goldman Sachs ActiveBeta Equity Indexes are owned by Goldman Sachs Asset Management (the Index Sponsor) and were developed to capture the performance of diversified exposure to the equity common factors: value, momentum, volatility, and quality. ActiveBeta is a registered trademark of GSAM in the United States, Europe, and Japan. Smart Momentum and Smart Value are registered trademarks of GSAM in the United States. The ActiveBeta Portfolio Construction and Maintenance Methodology is the patent-protected property of GSAM (U.S. Patent Numbers 8,285,620 and 8,473,398). THIS MATERIAL DOES NOT CONSTITUTE AN OFFER OR SOLICITATION IN ANY JURISDICTION WHERE OR TO ANY PERSON TO WHOM IT WOULD BE UNAUTHORIZED OR UNLAWFUL TO DO SO. 2015 Goldman Sachs. All rights reserved. Date of First Use: 14 September 2015 Compliance Code: 169278.OTHER.MED.TMPL/9/2015

Generated: 9/29/2021 10 [refer to disclaimer on first page]