0001752724-21-179870.txt : 20210823
0001752724-21-179870.hdr.sgml : 20210823
20210823161951
ACCESSION NUMBER: 0001752724-21-179870
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210823
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 211197068
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
S000015787
Goldman Sachs Commodity Strategy Fund
C000043358
Class A Shares
GSCAX
C000043359
Class C Shares
GSCCX
C000043360
Institutional Shares
GCCIX
C000058992
Class R
GCCRX
C000058993
Investor Shares
GCCTX
C000161523
Class R6 Shares
GCCUX
C000201770
Class P Shares
GGRPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822977
XXXXXXXX
S000015787
C000161523
C000201770
C000043360
C000058993
C000043359
C000058992
C000043358
GOLDMAN SACHS TRUST
811-05349
0000822977
S2FHCT8U6D2VORP0J605
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Commodity Strategy Fund
S000015787
KSLHF8U0UKNUMV03EB51
2021-12-31
2021-06-30
N
377759874.20
479262.90
377280611.30
0.00000000
74749487.10000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3288929.90000000
USD
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
Long: 528001628 TRS USD R E CRBFTR / Short: 528001628 TRS USD P V 01MTBILL USB3MTA+25 FEE
000000000
84121448.51000000
OU
Notional Amount
USD
3035028.76000000
0.804448643555
N/A
DE
US
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
84121448.51000000
USD
3035028.76000000
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE SEP21 XCEC 20210928
000000000
-319.00000000
NC
USD
-912445.68000000
-0.24184801780
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
Copper
HGU1 Comdty
2021-09-28
-33284354.32000000
USD
-912445.68000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JUL21 XLME 20210719
000000000
-3.00000000
NC
USD
-8676.48000000
-0.00229974182
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel
LNN1 Comdty
2021-07-19
-319031.52000000
USD
-8676.48000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
FCOJ-A FUTURE SEP21 IFUS 20210910
000000000
-9.00000000
NC
USD
-6946.08000000
-0.00184109116
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Frozen Concentrated Orange Juice
JOU1 Comdty
2021-09-10
-160926.42000000
USD
-6946.08000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JUL21 XLME 20210719
000000000
140.00000000
NC
USD
-122067.40000000
-0.03235453833
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc
LXN1 Comdty
2021-07-19
10517942.40000000
USD
-122067.40000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) OCT21 IFUS 20210930
000000000
-140.00000000
NC
USD
-192496.59000000
-0.05102212629
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Sugar
SBV1 Comdty
2021-09-30
-2614223.41000000
USD
-192496.59000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: 528001626 TRS USD R E CRBFTR / Short: 528001626 TRS USD P V 01MTBILL USB3MTA+24 FEE
000000000
76969450.12000000
OU
Notional Amount
USD
2776990.71000000
0.736054445106
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
1.50000000
USD
0.00000000
USD
76969450.12000000
USD
2776989.21000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT AUG21 XNYM 20210730
000000000
-50.00000000
NC
USD
-51664.67000000
-0.01369396371
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NY Harb Ultra Low Sulfur Diesel
HOQ1 Comdty
2021-07-30
-4417345.33000000
USD
-51664.67000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE JUL21 XLME 20210719
000000000
190.00000000
NC
USD
-2806662.90000000
-0.74391919858
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Copper
LPN21 Comdty
2021-07-19
47283287.90000000
USD
-2806662.90000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE AUG21 XNYM 20210720
000000000
-449.00000000
NC
USD
-840263.84000000
-0.22271588171
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX WTI Light Sweet Crude Oil
CLQ1 Comdty
2021-07-20
-32170216.16000000
USD
-840263.84000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C56
45000000.00000000
PA
USD
44998328.70000000
11.92701860425
Long
STIV
UST
US
N
1
2021-07-29
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT SEP21 XCBT 20210914
000000000
39.00000000
NC
USD
126653.67000000
0.033570150759
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KC HRW Wheat
KWU1 Comdty
2021-09-14
1159371.33000000
USD
126653.67000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) SEP21 XCBT 20210914
000000000
32.00000000
NC
USD
60717.00000000
0.016093326341
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
W U1 Comdty
2021-09-14
1027683.00000000
USD
60717.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JUL21 XLME 20210719
000000000
-5.00000000
NC
USD
-14609.55000000
-0.00387232992
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc
LXN1 Comdty
2021-07-19
-356671.70000000
USD
-14609.55000000
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE SEP21 XCEC 20210928
000000000
104.00000000
NC
USD
92229.04000000
0.024445740713
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Silver
SIU1 Comdty
2021-09-28
13557770.96000000
USD
92229.04000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR SEP21 XCBT 20210914
000000000
166.00000000
NC
USD
200773.84000000
0.053216050331
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Meal
SMU1 Comdty
2021-09-14
6059086.16000000
USD
200773.84000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796A90
150000000.00000000
PA
USD
149959809.00000000
39.74755248706
Long
STIV
UST
US
N
1
2021-12-30
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT AUG21 XNYM 20210730
000000000
12.00000000
NC
USD
-20243.40000000
-0.00536560835
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Gasoline
XBQ1 Comdty
2021-07-30
1149153.00000000
USD
-20243.40000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR SEP21 IFEU 20210730
000000000
336.00000000
NC
USD
449816.98000000
0.119226105590
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Brent Crude Oil
COU1 Comdty
2021-07-30
24619143.02000000
USD
449816.98000000
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
72746791.99000000
NS
USD
72746791.99000000
19.28187927265
Long
EC
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J43
39250000.00000000
PA
USD
39688496.29000000
10.51962255713
Long
DBT
UST
US
N
1
2022-02-28
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964V8
10000000.00000000
PA
USD
9998794.10000000
2.650227390574
Long
STIV
UST
US
N
1
2021-10-07
None
0.00000000
N
N
N
N
N
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
Long: 615091045 TRS USD R E CRBFTR / Short: 615091045 TRS USD P V 01MTBILL USB3MTA + 25 FEE
000000000
3000000.00000000
OU
Notional Amount
USD
41201.89000000
0.010920754675
N/A
DE
US
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
3000000.00000000
USD
41201.89000000
N
N
N
Merrill Lynch & Co., Inc.
DWW559HN8WVTCCS4VJ94
Long: 608093503 TRS USD R E CRBFTR / Short: 608093503 TRS USD P V 01MTBILL USB3MTA + 25 FEE
000000000
3000000.00000000
OU
Notional Amount
USD
15166.12000000
0.004019851417
N/A
DE
US
N
2
Merrill Lynch & Co., Inc.
DWW559HN8WVTCCS4VJ94
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
3000000.00000000
USD
15166.12000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JUL21 XLME 20210719
000000000
79.00000000
NC
USD
133299.86000000
0.035331754669
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel
LNN1 Comdty
2021-07-19
8496344.14000000
USD
133299.86000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G JUL21 IFEU 20210712
000000000
185.00000000
NC
USD
278809.30000000
0.073899715927
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Low Sulfur Gas Oil
QSN1 Comdty
2021-07-12
10807315.70000000
USD
278809.30000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV21 XCBT 20211112
000000000
55.00000000
NC
USD
385110.55000000
0.102075362068
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean
S X1 Comdty
2021-11-12
3446326.95000000
USD
385110.55000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE SEP21 XCBT 20210914
000000000
127.00000000
NC
USD
233869.40000000
0.061988184124
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn
C U1 Comdty
2021-09-14
3571368.10000000
USD
233869.40000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XD7
47000000.00000000
PA
USD
47765585.82000000
12.66049311556
Long
DBT
UST
US
N
1
2022-05-31
Fixed
1.87500000
N
N
N
N
N
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
Long: 628093501 TRS USD R E / Short: 628093501 TRS USD P V 01MTBILL
000000000
3250000.00000000
OU
Notional Amount
USD
32398.90000000
0.008587480784
N/A
DE
US
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
3250000.00000000
USD
32398.90000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC21 IFUS 20211208
000000000
-89.00000000
NC
USD
-13435.25000000
-0.00356107618
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Cotton
CTZ1 Comdty
2021-12-08
-3769064.75000000
USD
-13435.25000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Long: 618092350 TRS USD R E CRBFTR / Short: 618092350 TRS USD P V 01MTBILL USB3MTA +24 FEE
000000000
4500000.00000000
OU
Notional Amount
USD
154284.02000000
0.040893704945
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
4500000.00000000
USD
154284.02000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR AUG21 XCME 20210831
000000000
-27.00000000
NC
USD
-21568.85000000
-0.00571692510
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Live Cattle
LCQ1 Comdty
2021-08-31
-1306021.15000000
USD
-21568.85000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE SEP21 IFUS 20210915
000000000
-10.00000000
NC
USD
908.44000000
0.000240786293
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Cocoa
CCU1 Comdty
2021-09-15
-239808.44000000
USD
908.44000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE SEP21 IFUS 20210920
000000000
-23.00000000
NC
USD
-63885.26000000
-0.01693308855
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Coffee
KCU1 Comdty
2021-09-20
-1316977.24000000
USD
-63885.26000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR AUG21 XNYM 20210728
000000000
515.00000000
NC
USD
2567877.80000000
0.680628085061
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas
NGQ21 Comdty
2021-07-28
16698272.20000000
USD
2567877.80000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE JUL21 XLME 20210719
000000000
-7.00000000
NC
USD
-13147.12000000
-0.00348470597
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Copper
LPN21 Comdty
2021-07-19
-1625465.38000000
USD
-13147.12000000
N
N
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
Long: 625095136 TRS USD R E / Short: 625095136 TRS USD P V 01MTBILL
000000000
3000000.00000000
OU
Notional Amount
USD
39776.99000000
0.010543078231
N/A
DE
US
N
2
UBS Switzerland AG
549300WOIFUSNYH0FL22
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
3000000.00000000
USD
39776.99000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE AUG21 XCME 20210813
000000000
-6.00000000
NC
USD
18944.70000000
0.005021381813
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Lean Hogs
LHQ1 Comdty
2021-08-13
-267584.70000000
USD
18944.70000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR SEP21 XLME 20210913
000000000
16.00000000
NC
USD
52549.44000000
0.013928476159
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Aluminum
LAU21 Comdty
2021-09-13
957250.56000000
USD
52549.44000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR SEP21 XLME 20210913
000000000
-12.00000000
NC
USD
-39450.42000000
-0.01045651931
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Aluminum
LAU21 Comdty
2021-09-13
-717899.58000000
USD
-39450.42000000
N
N
N
Merrill Lynch & Co., Inc.
DWW559HN8WVTCCS4VJ94
Long: 528001627 TRS USD R E CRBFTR / Short: 528001627 TRS USD P V 01MTBILL USB3MTA +25 FEE
000000000
101789337.82000000
OU
Notional Amount
USD
3672470.03000000
0.973405449420
N/A
DE
US
N
2
Merrill Lynch & Co., Inc.
DWW559HN8WVTCCS4VJ94
Refinitiv/CoreCommodity 3 -Month Forward Index Total Return
CRBFTR Index
Y
equity-performance leg
2022-01-31
0.00000000
USD
0.00000000
USD
101789337.82000000
USD
3672470.03000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM FUTURE OCT21 XNYM 20211027
000000000
75.00000000
NC
USD
88874.61000000
0.023556633269
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Platinum
PLV1 Comdty
2021-10-27
3940125.39000000
USD
88874.61000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT NOV21 XNYM 20211029
000000000
-35.00000000
NC
USD
53203.14000000
0.014101742418
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Gasoline
XBX1 Comdty
2021-10-29
-3075817.14000000
USD
53203.14000000
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR AUG21 XCEC 20210827
000000000
109.00000000
NC
USD
-795889.09000000
-0.21095414557
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Gold (100 oz)
GCQ1 Comdty
2021-08-27
20095429.09000000
USD
-795889.09000000
N
N
N
2021-07-30
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President