7
Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights Generated for 6/5/2018 31May18 Generated: 5/31/2018 1 [refer to disclaimer on first page] 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 6/5/2018 Name Weight 51JOB ADR 0.001000 58.COM ADR 0.001351 AAC TECHNOLOGIES (CN) 0.002207 ACER 0.001000 ADARO ENERGY PT 0.001274 ADVANCED INFO SERVICE 0.001850 ADVANTECH CO 0.001539 AGILE GROUP HOLDINGS 0.001304 AGRI BANK OF CHINA H 0.004212 AIRPORTS OF THAILAND 0.001703 AL RAYAN BANK 0.001053 ALDAR PROPERTIES 0.001061 ALFA 0.001073 ALIBABA GROUP HLDG ADR 0.036667 ALROSA (RUB) 0.001238 ALSEA 0.001500 AMBEV ON (NEW) 0.004417 AMERICA MOVIL L 0.004257 AMOREG 0.002059 AMOREPAC CORP PREF (NEW) 0.002869 AMOREPACIFIC CORP (NEW) 0.002881 ANGLOGOLD ASHANTI 0.001179 ANHUI CONCH CEMENT H 0.001000 ANTA SPORTS PRODUCTS 0.002422 ARCA CONTINENTAL 0.001495 ASE INDUSTRIAL HLDG CO 0.001874 ASHOK LEYLAND 0.000999 ASIA CEMENT CORP 0.001287 ASIAN PAINTS 0.001225 ASTRA INTERNATIONAL 0.001267 ASUSTEK COMPUTER 0.001402 AU OPTRONICS CORP 0.001023 AUROBINDO PHARMA 0.001274 AUTOHOME ADR 0.002402 AVENUE SUPERMARTS 0.001100 B3 0.001111 BAIDU ADR 0.010967 BAJAJ AUTO 0.001472 BAJAJ FINANCE 0.001606 BANCO BRADESCO ON 0.001665 BANCO BRADESCO PN 0.004379 BANCO BRASIL ON 0.001666 BANCO DE CHILE 0.001328 BANK CENTRAL ASIA 0.003015 BANK OF CHINA H 0.007225 BANK OF COMMU A (HK-C) 0.001000 BANK OF COMMUNICATIONS H 0.002317 BANK PEKAO 0.001138 BANK RAKYAT INDONESIA 0.001410 BANK TABUNGAN NEGARA 0.001023 BARCLAYS AFRICA GROUP 0.001356 BB SEGURIDADE PART ON 0.002274 BCO SANTANDER CHILE (NEW 0.001909 BEIJING ENTERPRISES HLDG 0.001500 BIDVEST GROUP 0.001687 BIM BIRLESIK MAGAZALAR 0.002114 BK HANDLOWY W WARSZAWIE 0.001450 BNK FINANCIAL GROUP 0.001869 BOC AVIATION 0.001000 BRF ON 0.000999 BRITANNIA INDUSTRIES 0.002283 BRITISH AMER TOBACCO MY 0.001183 CATHAY FINANCIAL HOLDING 0.002142 CCC 0.001075 CD PROJEKT 0.001363 CELLTRION 0.002715 CELLTRION PHARM 0.001000 CEMEX CPO 0.001361 CENCOSUD 0.001172 CENTRAL PATTANA PUB CO 0.001185 CERVEZAS 0.001845 CEZ CESKE ENER ZAVODY 0.001808 CGN POWER CO H 0.000999 CHAILEASE HOLDING 0.001873

Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

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Page 1: Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 1 [refer to disclaimer on first page]

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. TheHypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the GoldmanSachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to theGoldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman SachsAsset 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 thisinformation 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 orincompleteness 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 oraction taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 6/5/2018Name Weight

51JOB ADR 0.00100058.COM ADR 0.001351AAC TECHNOLOGIES (CN) 0.002207ACER 0.001000ADARO ENERGY PT 0.001274ADVANCED INFO SERVICE 0.001850ADVANTECH CO 0.001539AGILE GROUP HOLDINGS 0.001304AGRI BANK OF CHINA H 0.004212AIRPORTS OF THAILAND 0.001703AL RAYAN BANK 0.001053ALDAR PROPERTIES 0.001061ALFA 0.001073ALIBABA GROUP HLDG ADR 0.036667ALROSA (RUB) 0.001238ALSEA 0.001500AMBEV ON (NEW) 0.004417AMERICA MOVIL L 0.004257AMOREG 0.002059AMOREPAC CORP PREF (NEW) 0.002869AMOREPACIFIC CORP (NEW) 0.002881ANGLOGOLD ASHANTI 0.001179ANHUI CONCH CEMENT H 0.001000ANTA SPORTS PRODUCTS 0.002422ARCA CONTINENTAL 0.001495ASE INDUSTRIAL HLDG CO 0.001874ASHOK LEYLAND 0.000999ASIA CEMENT CORP 0.001287ASIAN PAINTS 0.001225ASTRA INTERNATIONAL 0.001267ASUSTEK COMPUTER 0.001402AU OPTRONICS CORP 0.001023AUROBINDO PHARMA 0.001274AUTOHOME ADR 0.002402AVENUE SUPERMARTS 0.001100B3 0.001111BAIDU ADR 0.010967BAJAJ AUTO 0.001472BAJAJ FINANCE 0.001606BANCO BRADESCO ON 0.001665BANCO BRADESCO PN 0.004379BANCO BRASIL ON 0.001666BANCO DE CHILE 0.001328BANK CENTRAL ASIA 0.003015BANK OF CHINA H 0.007225BANK OF COMMU A (HK-C) 0.001000BANK OF COMMUNICATIONS H 0.002317BANK PEKAO 0.001138BANK RAKYAT INDONESIA 0.001410BANK TABUNGAN NEGARA 0.001023BARCLAYS AFRICA GROUP 0.001356BB SEGURIDADE PART ON 0.002274BCO SANTANDER CHILE (NEW 0.001909BEIJING ENTERPRISES HLDG 0.001500BIDVEST GROUP 0.001687BIM BIRLESIK MAGAZALAR 0.002114BK HANDLOWY W WARSZAWIE 0.001450BNK FINANCIAL GROUP 0.001869BOC AVIATION 0.001000BRF ON 0.000999BRITANNIA INDUSTRIES 0.002283BRITISH AMER TOBACCO MY 0.001183CATHAY FINANCIAL HOLDING 0.002142CCC 0.001075CD PROJEKT 0.001363CELLTRION 0.002715CELLTRION PHARM 0.001000CEMEX CPO 0.001361CENCOSUD 0.001172CENTRAL PATTANA PUB CO 0.001185CERVEZAS 0.001845CEZ CESKE ENER ZAVODY 0.001808CGN POWER CO H 0.000999CHAILEASE HOLDING 0.001873

Page 2: Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 2 [refer to disclaimer on first page]

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. TheHypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the GoldmanSachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to theGoldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman SachsAsset 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 thisinformation 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 orincompleteness 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 oraction taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 6/5/2018Name Weight

CHANG HWA COMMERCIAL BK 0.001105CHEIL WORLDWIDE 0.001635CHICONY ELECTRONICS CO 0.001000CHINA CINDA ASSET MGMT H 0.001634CHINA CITIC BANK H 0.002199CHINA COMMU SERVICES H 0.002143CHINA COMMUNIC CONST H 0.001145CHINA CONCH VENTURE 0.002174CHINA CONSTRUCTION BK H 0.014684CHINA DEV FINANCIAL HLDG 0.001700CHINA EVERBRIGHT BANK H 0.001756CHINA EVERBRIGHT INTL 0.001082CHINA FIRST CAPITAL GRP 0.001000CHINA GAS HOLDINGS 0.001368CHINA HUARONG AST MGMT H 0.001048CHINA LIFE INSURANCE H 0.001064CHINA LONGYUAN POWER H 0.001414CHINA MEDICAL SYSTEM 0.001879CHINA MENGNIU DAIRY CO 0.003070CHINA MERCHANTS BANK H 0.003694CHINA MINSHENG BANK H 0.002130CHINA MOBILE 0.008939CHINA PACIFIC INS GRP H 0.001138CHINA PETRO & CHEM H 0.005045CHINA POWER INTL 0.001000CHINA RAILWAY CONST H 0.001000CHINA RAILWAY GROUP H 0.001636CHINA RAILWAY SIGNAL COM 0.001000CHINA REINSURANCE (GRP)H 0.001000CHINA RESOURCES BEER 0.002283CHINA RESOURCES PHARMA 0.001157CHINA RESOURCES POWER 0.000999CHINA STEEL CORP COMMON 0.001738CHINA TELECOM CORP H 0.003171CHINA UNICOM 0.001368CHINA YANGTZE A (HK-C) 0.001000CHONG SING HLDGS FINTECH 0.001000CHONGQING RURAL COMM H 0.001404CHUNGHWA TELECOM CO 0.002247CIA BRASIL DE DIST PN 0.001178CIMB GROUP HOLDINGS 0.001213CIPLA 0.001207CITIC 0.001656CJ CHEILJEDANG CORP 0.001339CJ E&M CORPORATION 0.001253CLICKS GROUP 0.001848CNOOC 0.003954COCA-COLA FEMSA L 0.001250COMMERCIAL INTL BANK 0.002919CORONATION FUND MANAGERS 0.001520COSAN ON 0.001104COUNTRY GARDEN HLDGS 0.002600COWAY CO 0.002134CP ALL PCL 0.002696CREDICORP 0.002838CSPC PHARMACEUTICAL GRP 0.004154CTBC FINANCIAL HOLDING 0.002240CTRIP COM INTL ADR 0.001034DABUR INDIA 0.001767DALI FOODS GROUP CO 0.001100DB INSURANCE CO 0.001555DELTA ELECTRONICS 0.001414DGB FINANCIAL HOLDINGS 0.001387DIALOG GROUP 0.001216DIGI.COM 0.002138DINO POLSKA 0.001300DONGFENG MOTOR GROUP H 0.001658DONGSUH COMPANIES 0.001380DR REDDY’S LABORATORIES 0.001385E.SUN FINANCIAL HOLDINGS 0.001331EASTERN COMPANY 0.001221ECOPETROL 0.002480EICHER MOTORS 0.001456ELECTRICITY GENERATING 0.001062

Page 3: Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 3 [refer to disclaimer on first page]

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. TheHypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the GoldmanSachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to theGoldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman SachsAsset 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 thisinformation 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 orincompleteness 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 oraction taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 6/5/2018Name Weight

ELETROBRAS ON 0.000999ELETROBRAS PN B 0.001000EMART CO 0.001771EMBOTELLADORA PREF B 0.001475EMBRAER ON 0.001000EMIRATES TELECOM CORP 0.001406EMPRESAS COPEC 0.001667ENEL AMERICAS 0.001473ENGIE BRASIL ON 0.001197ENN ENERGY HOLDINGS 0.001319EQUATORIAL ENERGIA ON 0.001280EREGLI DEMIR CELIK FABRI 0.001353EXXARO RESOURCES 0.001485FALABELLA SACI 0.001342FAR EASTONE TELECOM. CO 0.001166FELDA GLOBAL VENTURES 0.001183FEMSA UNIT UBD 0.002632FENG TAY ENTERPRISE CO 0.001894FIBRIA CELULOSE ON 0.001394FIRST FINANCIAL HLDG CO 0.001461FIRSTRAND 0.002590FORMOSA CHEMICALS FIBRE 0.001845FORMOSA PETROCHEMICAL CO 0.001725FORMOSA PLASTIC CORP 0.001985FORTRESS REIT 0.001364FOXCONN TECHNOLOGY CO 0.001600FRASER & NEAVE HLDGS 0.001500FUBON FINANCIAL HOLDING 0.001780GAIL INDIA 0.001498GAZPROM (RUB) 0.002522GDS HOLDINGS A ADR 0.001000GEELY AUTOMOBILE HLDGS 0.002326GENSCRIPT BIOTECH 0.001000GENTING 0.001848GF SECURITIES CO H 0.001354GLOBALWAFERS 0.001534GLOBE TELECOM 0.001041GOLD FIELDS 0.001420GP INV SURAMERICANA 0.001126GRASIM INDUSTRIES 0.001268GROWTHPOINT PROP LTD 0.001547GRUMA B 0.001811GRUPO BIMBO A 0.002041GRUPO FIN BANORTE O 0.001648GS HOLDINGS CORP 0.001439GUANGDONG INVESTMENT 0.001301GUOTAI JUNAN SEC CO H 0.000999HAIER ELCTRNCS GRP (CN) 0.002610HAITONG SECURITIES CO H 0.001172HANA FINANCIAL HOLDINGS 0.002502HANKOOK TIRE CO 0.001194HANSSEM CO 0.001227HANWHA CHEMICAL CORP 0.001096HANWHA LIFE INSURANCE 0.001257HAP SENG CONSOLIDATED 0.001175HARTALEGA HOLDINGS 0.001098HCL TECHNOLOGIES 0.003514HENGAN INTL GROUP CO 0.001667HERO MOTOCORP 0.002335HINDALCO INDUSTRIES 0.001619HINDUSTAN UNILEVER 0.005809HIWIN TECHNOLOGIES CORP 0.001321HLB 0.001000HOME PRODUCT CENTER 0.001740HON HAI PRECISION IND CO 0.003884HOTEL SHILLA CO 0.002776HOUSING DEV FINANCE CORP 0.005663HUA NAN FINANCIAL HLDGS 0.001000HUANENG POWER INTL H 0.001324HYPERMARCAS ON 0.001489HYPROP INVESTMENTS LTD 0.001000HYUNDAI DEPT STORE 0.001880HYUNDAI MARINE & FIRE 0.001142HYUNDAI MOBIS 0.001808

Page 4: Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 4 [refer to disclaimer on first page]

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. TheHypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the GoldmanSachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to theGoldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman SachsAsset 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 thisinformation 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 orincompleteness 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 oraction taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 6/5/2018Name Weight

HYUNDAI MOTOR CO 0.001275HYUNDAI MOTOR CO PREF 0.001190ICBC H 0.010341IDEA CELLULAR 0.000999IMPERIAL HOLDINGS 0.001377INDAH KIAT PULP & PAPER 0.001000INDIABULLS HOUSING FIN 0.001915INDOFOOD CBP SUKSES 0.000999INDOFOOD SUKSES MAKMUR 0.001000INDORAMA VENTURES 0.001100INDUSTRIAL BANK A (HK-C) 0.001000INDUSTRIAL BANK OF KOREA 0.001702INFOSYS 0.006678INNOLUX CORP 0.001255INTER RAO UES(RUB) 0.001872INTERCONEXION ELEC (NEW) 0.001115INTERGLOBE AVIATION 0.000999INVENTEC CO 0.001600INVESTEC LTD (ZA) 0.001803ITAU UNIBANCO PN 0.006934ITAUSA PN 0.001524ITC 0.002042JBS ON 0.001045JD.COM ADR 0.003311JIANGSU HENGRUI A (HK-C) 0.001000JIAYUAN INTERNATIONAL 0.000999JOLLIBEE FOODS CORP 0.001404JSW STEEL 0.001200KAKAO CORP 0.001000KALBE FARMA 0.001036KANGWON LAND 0.001000KASIKORNBANK FGN 0.001402KB FINANCIAL GROUP 0.003580KEPCO KOREA ELECT. POWER 0.001722KIA MOTORS CORP 0.002215KLABIN UNIT 0.001000KOREA GAS CORPORATION 0.001852KOREA INVESTMENT HLDG 0.002100KOREA ZINC 0.001334KT CORP 0.002372KT&G CORP(KOREA TOBACCO) 0.001642KUMBA IRON ORE 0.001276LARGAN PRECISION CO 0.001666LARSEN & TOUBRO 0.001217LATAM AIRLINES GROUP 0.001197LENOVO GROUP 0.001617LG CHEM 0.001395LG CORP (NEW) 0.001514LG ELECTRONICS (NEW) 0.003188LG HOUSEHOLD & HEAL PREF 0.003023LG HOUSEHOLD & HEALTH 0.004203LIBERTY HOLDINGS 0.001215LOCALIZA RENT A CAR ON 0.001247LOJAS RENNER ON 0.003091LONGFOR PROPERTIES CO 0.002090LOTOS GROUP 0.001128LOTTE CHEMICAL CORP 0.001193LPP 0.002208LUKOIL HOLDING(RUB) 0.007102LUPIN 0.001426M DIAS BRANCO ON 0.001184MAGAZINE LUIZA ON 0.001000MAHINDRA & MAHINDRA 0.001896MALAYAN BANKING 0.001321MARICO 0.001647MARUTI SUZUKI INDIA 0.002859MATAHARI DEPARTMENT 0.000999MEDIATEK INC 0.001072MEGA FINANCIAL HOLDING 0.001356MOBILE TELESYS ADR 0.002210MOL MAGYAR OLAJ GAZIPARI 0.001580MOMO A ADR 0.002011MONDI (ZA) 0.001511MOTHERSON SUMI SYSTEMS 0.001332

Page 5: Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 5 [refer to disclaimer on first page]

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. TheHypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the GoldmanSachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to theGoldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman SachsAsset 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 thisinformation 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 orincompleteness 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 oraction taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 6/5/2018Name Weight

MTN GROUP 0.001156MULTIPLAN EMPREENDIM ON 0.001000NAN YA PLASTIC 0.001626NANYA TECHNOLOGY 0.001470NASPERS N 0.012682NATURA COSMETICOS ON 0.001350NAVER 0.003904NCSOFT CORP 0.001580NESTLE (MALAYSIA) 0.003143NESTLE INDIA 0.002683NETEASE COM ADR 0.002945NEW ORIENTAL EDUCAT ADR 0.002632NIEN MADE ENTERPRISE CO 0.001276NORILSK NICKEL MMC(RUB) 0.001492NOVATEK GDR 0.001488NTPC 0.001003OCI COMPANY 0.001379ODONTOPREV ON 0.001861OOREDOO 0.001169OTE HELLENIC TELECOM 0.001930OTP BANK 0.001423OTTOGI CORPORATION 0.001000PEOPLE’S INSURANCE CO H 0.001561PETROBRAS ON 0.002770PETROBRAS PN 0.002595PETROCHINA CO H 0.003324PHISON ELECTRONICS CORP 0.001018PICC PPTY & CASUALTY H 0.001923PICK N PAY STORES 0.002724PING AN INSURANCE H 0.010114PKO BANK POLSKI 0.001316POLSKI KONCERN NAF ORLEN 0.001378PORTO SEGURO ON 0.001667POSCO 0.004027POWER GRID CORP OF INDIA 0.001000POWSZECHNY ZAKLAD UBEZP 0.001130PRESIDENT CHAIN STORE 0.004079PRICE GROUP (MR) 0.002506PTT 0.002566PTT EXPLORATION & PROD 0.001273PTT GLOBAL CHEMICAL 0.001531PUBLIC BANK 0.001688QATAR NATIONAL BANK 0.001971RAIA DROGASIL ON 0.002327RAND MERCHANT INV HLDGS 0.001344REDEFINE PROPERTIES LTD 0.001451RELIANCE INDUSTRIES 0.004063REMGRO 0.001459ROSNEFT (RUB) 0.001096S-OIL CORP 0.001643S1 CORPORATION 0.001915SAMSUNG BIOLOGICS 0.001155SAMSUNG C&T CORPORATION 0.001000SAMSUNG CARD CO 0.001111SAMSUNG ELECTRO-MECH. CO 0.001443SAMSUNG ELECTRONICS CO 0.038219SAMSUNG ELECTRONICS PREF 0.006314SAMSUNG FIRE & MARINE 0.001325SAMSUNG LIFE INSURANCE 0.001000SAMSUNG SDS CO 0.001317SAMSUNG SECURITIES CO 0.001390SAPPI 0.001347SASOL 0.002295SBERBANK RUSSIA COM(RUB) 0.006445SEVERSTAL (RUB) 0.001963SHANGHAI ELECTRIC GRP H 0.001049SHANGHAI PUDONG A (HK-C) 0.001000SHENZHOU INTERNATIONAL 0.002161SHIN KONG FINL HLDGS 0.001158SHINHAN FINANCIAL GROUP 0.002659SHINSEGAE CO (NEW) 0.001000SHOPRITE HOLDINGS 0.002147SIAM COMMERCIAL BANK 0.001000SILLAJEN 0.001243

Page 6: Goldman Sachs ActiveBeta Emerging Markets Equity …€¦ · Goldman Sachs ActiveBeta Emerging Markets Equity Index ... Goldman Sachs ActiveBeta Emerging Markets Equity Index and

Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 6 [refer to disclaimer on first page]

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. TheHypothetical Weights are a hypothetical indication of what the weightings and constituents of the Goldman Sachs ActiveBeta Emerging Markets Equity Index would be if the GoldmanSachs ActiveBeta Emerging Markets Equity Index were rebalanced daily using current market data. These hypothetical weights do not reflect actual current or future changes to theGoldman Sachs ActiveBeta Emerging Markets Equity Index and the constituents at the next actual rebalance (typically quarterly) may differ substantially. Neither Goldman SachsAsset 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 thisinformation 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 orincompleteness 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 oraction taken by any third party in reliance upon this information or any data.

Goldman Sachs ActiveBeta Emerging Markets Equity Index Hypothetical Weights for 6/5/2018Name Weight

SINA CORP 0.001722SINO BIOPHARMACEUTICAL 0.003564SINOPAC HOLDINGS 0.001000SK HOLDINGS 0.001361SK HYNIX 0.009733SK INNOVATION CO 0.001880SK TELECOM CO 0.002711SOQUIMICH PREF B 0.001662SPAR GROUP (THE) 0.001700SSY GROUP 0.001000STANDARD BANK GROUP 0.002891STANDARD FOODS CORP 0.001597SUL AMERICA UNITS 0.001321SUN ART RETAIL GROUP 0.003604SUNAC CHINA HOLDINGS 0.002163SUNNY OPTICAL TECH 0.003055SURGUTNEFTEGAZ COMN(RUB) 0.001233SURGUTNEFTEGAZ PREF(RUB) 0.001282SYNNEX TECHNOLOGY INTL 0.002071TAISHIN FINANCIAL HLDG 0.001958TAIWAN BUSINESS BANK 0.001664TAIWAN COPR FINL HLDG 0.001195TAIWAN MOBILE 0.001580TAIWAN SEMICONDUCTOR MFG 0.030671TAL EDUCATION GROUP ADR 0.002721TATA CONSULTANCY 0.005322TATA MOTORS 0.001012TATA POWER CO 0.001396TATNEFT COMMON (RUB) 0.003646TECH MAHINDRA 0.001734TELEF BRASIL PN 0.001538TELEKOMUNIKASI INDONESIA 0.002219TELKOM SA SOC 0.001440TENAGA NASIONAL 0.001778TENCENT HOLDINGS LI (CN) 0.046913THAI OIL 0.001251TINGYI HOLDING CORP (CN) 0.002182TRANSNEFT PREF (RUB) 0.001011TSINGTAO BREWERY H 0.001149TURKCELL ILETISIM HIZMET 0.001186ULTRAPAR PART ON 0.001185ULTRATECH CEMENT 0.001000UNI-PRESIDENT ENT. 0.003869UNILEVER INDONESIA 0.002472UNITED MICROELECTRONICS 0.001300VALE ON 0.005147VEDANTA 0.001289VIPSHOP HOLDINGS ADR 0.001997VODACOM GROUP 0.001634VTB BANK(RUB) 0.001051WALMART MEXICO V 0.002690WALSIN TECHNOLOGY CORP 0.000999WANT WANT CHINA HLDGS 0.002165WEIBO CORP ADR 0.002399WINBOND ELECTRONICS CORP 0.001259WIPRO 0.002368WOOLWORTHS HOLDINGS 0.001226WOORI BANK 0.002166WPG HOLDINGS CO 0.001700YAGEO CORP 0.002121YES BANK 0.001441YTL CORP 0.001000YUANTA FINANCIAL HOLDING 0.001000YUM CHINA HOLDINGS 0.004159YY INC ADR 0.001850

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Goldman Sachs ActiveBeta Emerging Markets Equity IndexHypothetical Weights Generated for 6/5/2018 31May18

Generated: 5/31/2018 7 [refer to disclaimer on first page]

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The Goldman Sachs ActiveBeta Equity Indexes are owned by Goldman Sachs Asset Management (the Index Sponsor) and were developed to capture the performance of diversifiedexposure 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).

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Date of First Use: 14 September 2015

Compliance Code: 169278.OTHER.MED.TMPL/9/2015