0001752724-24-182932.txt : 20240820
0001752724-24-182932.hdr.sgml : 20240820
20240820112711
ACCESSION NUMBER: 0001752724-24-182932
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
ORGANIZATION NAME:
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: 241223575
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
S000009314
Goldman Sachs Balanced Strategy Portfolio
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Institutional
GIPIX
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Service
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C000025449
Class A
GIPAX
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Class C
GIPCX
C000058959
Class R
GIPRX
C000058960
Investor Shares
GIPTX
C000161531
Class R6 Shares
GIPUX
C000201783
Class P Shares
GAOPX
NPORT-P
1
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811-05349
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71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
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312-655-4400
Goldman Sachs Balanced Strategy Portfolio
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2024-12-31
2024-06-30
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0.00000000
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0.00000000
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USD
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Bloomberg Global Aggregate Bond Index (Gross, USD, Unhedged) (60%) and the MSCI ACWI (Net, USD, Unhedged) (40%)
CUN6PWV3CF
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP24
000000000
13.00000000
NC
26146.42000000
0.004887972257
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPU4 Index
2024-09-12
361158302.00000000
JPY
26146.42000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-1400.00000000
-0.00026172459
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5230.00000000
USD
2024-07-31
XXXX
3187.97000000
N
N
N
Morgan Stanley & Co. LLC
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OPS06893A SWAPTION USD OTC
000000000
1740000.00000000
NC
USD
3338.02000000
0.000624029949
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1740000.00000000
OU
Notional Amount
N/A
3338.02000000
0.00000000
DIR
US
N/A
N/A
2026-09-17
0.00000000
N/A
0.00000000
N/A
1740000.00000000
USD
1.00000000
4.15000000
USD
2024-09-13
XXXX
-6929.44000000
N
N
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Goldman Sachs MarketBeta US Equity ETF
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Goldman Sachs MarketBeta US Equity ETF
381430123
689178.00000000
NS
USD
51522947.28000000
9.632016042980
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06704A SWAPTION
000000000
1700000.00000000
NC
USD
10261.20000000
0.001918291717
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1700000.00000000
OU
Notional Amount
N/A
10261.20000000
0.00000000
DIR
US
N/A
N/A
2034-08-16
0.00000000
N/A
0.00000000
N/A
1700000.00000000
USD
1.00000000
3.75000000
USD
2024-08-14
XXXX
-29093.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
268.39000000
0.000050174474
N/A
DFE
US
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MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
200000.00000000
ILS
53413.24000000
USD
2024-09-18
268.39000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06514A SWAPTION GBP OTC
000000000
400000.00000000
NC
6351.54000000
0.001187395877
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
400000.00000000
OU
Notional Amount
N/A
6351.54000000
0.00000000
DIR
GB
N/A
N/A
2035-01-24
0.00000000
N/A
0.00000000
N/A
400000.00000000
GBP
1.00000000
3.44000000
GBP
2025-01-24
XXXX
-8006.24000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC26C 96.37
000000000
44.00000000
NC
USD
70950.00000000
0.013263828533
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
44.00000000
NC
N/A
70950.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRH7 Comdty
2027-03-16
44.00000000
USD
2500.00000000
96.37500000
USD
2026-12-11
XXXX
2647.92000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-4.00000000
NC
USD
-10.00000000
-0.00000186946
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5560.00000000
USD
2024-07-01
XXXX
1954.19000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-2445.00000000
-0.00045708330
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5550.00000000
USD
2024-07-10
XXXX
3994.89000000
N
N
N
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
549300FMDZNC0BEIYQ10
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
46090F100
187907.00000000
NS
USD
2640093.35000000
0.493555257310
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS07200A SWAPTION USD OTC
000000000
-3510000.00000000
NC
USD
-3963.14000000
-0.00074089371
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
3510000.00000000
OU
Notional Amount
N/A
-3963.14000000
0.00000000
DIR
US
N/A
N/A
2026-09-17
0.00000000
N/A
0.00000000
N/A
3510000.00000000
USD
1.00000000
3.95000000
USD
2024-09-13
XXXX
3140.14000000
N
N
N
Goldman Sachs Small Cap Equity Insights Fund
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Goldman Sachs Small Cap Equity Insights Fund
38147X499
283508.32000000
NS
USD
7963748.71000000
1.488792070067
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06523A SWAPTION GBP OTC
000000000
-800000.00000000
NC
-4495.24000000
-0.00084036776
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
800000.00000000
OU
Notional Amount
N/A
-4495.24000000
0.00000000
DIR
GB
N/A
N/A
2035-01-24
0.00000000
N/A
0.00000000
N/A
800000.00000000
GBP
1.00000000
2.91600000
GBP
2025-01-24
XXXX
9938.77000000
N
N
N
Goldman Sachs Emerging Markets Equity Insights Fund
549300UHNMO4HOGWYU58
Goldman Sachs Emerging Markets Equity Insights Fund
38147X259
739662.74000000
NS
USD
6612584.86000000
1.236197205702
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs ActiveBeta International Equity ETF
549300XBH2SEXT65RC75
Goldman Sachs ActiveBeta International Equity ETF
381430107
420405.00000000
NS
USD
14146628.25000000
2.644657525462
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP26C 96.62
000000000
56.00000000
NC
USD
70700.00000000
0.013217091998
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
56.00000000
NC
N/A
70700.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRZ6 Comdty
2026-12-15
56.00000000
USD
2500.00000000
96.62500000
USD
2026-09-11
XXXX
-22529.92000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-17935.00000000
-0.00335287899
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5280.00000000
USD
2024-06-28
XXXX
-13516.00000000
N
N
N
Goldman Sachs Global Real Estate Securities Fund
549300IV19H0UGZG5L86
Goldman Sachs Global Real Estate Securities Fund
38148U718
509769.37000000
NS
USD
4694975.88000000
0.877707611558
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-5.00000000
-0.00000093473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5170.00000000
USD
2024-06-28
XXXX
4721.47000000
N
N
N
Consumer Staples Select Sector SPDR Fund
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Consumer Staples Select Sector SPDR Fund
81369Y308
4258.00000000
NS
USD
326077.64000000
0.060958955679
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-4.00000000
NC
USD
-100.00000000
-0.00001869461
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5565.00000000
USD
2024-07-03
XXXX
893.48000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-8.00000000
NC
USD
-2420.00000000
-0.00045240965
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5400.00000000
USD
2024-07-03
XXXX
2774.20000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS07207A SWAPTION USD OTC
000000000
1760000.00000000
NC
USD
232.14000000
0.000043397676
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1760000.00000000
OU
Notional Amount
N/A
232.14000000
0.00000000
DIR
US
N/A
N/A
2026-09-17
0.00000000
N/A
0.00000000
N/A
1760000.00000000
USD
1.00000000
3.20000000
USD
2024-09-13
XXXX
-942.26000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC24C 98
000000000
111.00000000
NC
USD
1387.50000000
0.000259387767
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
111.00000000
NC
N/A
1387.50000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRH5 Comdty
2025-03-18
111.00000000
USD
2500.00000000
98.00000000
USD
2024-12-13
XXXX
-21070.02000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT JUN26C 96.62
000000000
59.00000000
NC
USD
67112.50000000
0.012546422726
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
59.00000000
NC
N/A
67112.50000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRU6 Comdty
2026-09-15
59.00000000
USD
2500.00000000
96.62500000
USD
2026-06-12
XXXX
-25949.38000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-7372.15000000
-0.00137819497
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
872972.03000000
USD
770000.00000000
CHF
2024-09-18
-7372.15000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS07035A SWAPTION GBP OTC
000000000
-670000.00000000
NC
-1997.53000000
-0.00037343052
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
670000.00000000
OU
Notional Amount
N/A
-1997.53000000
0.00000000
DIR
GB
N/A
N/A
2034-10-16
0.00000000
N/A
0.00000000
N/A
670000.00000000
GBP
1.00000000
3.10000000
GBP
2024-10-16
XXXX
5437.13000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC25C 96.5
000000000
89.00000000
NC
USD
80656.25000000
0.015078374490
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
89.00000000
NC
N/A
80656.25000000
0.02000000
DIR
US
Long
CME Three Month SOFR
SFRH6 Comdty
2026-03-17
89.00000000
USD
2500.00000000
96.50000000
USD
2025-12-12
XXXX
-57337.73000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-5.00000000
-0.00000093473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5175.00000000
USD
2024-06-28
XXXX
4893.47000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP24C 96
000000000
46.00000000
NC
USD
1150.00000000
0.000214988059
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
46.00000000
NC
N/A
1150.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRZ4 Comdty
2024-12-17
46.00000000
USD
2500.00000000
96.00000000
USD
2024-09-13
XXXX
-64207.71000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR26C 96.75
000000000
32.00000000
NC
USD
28400.00000000
0.005309270336
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
32.00000000
NC
N/A
28400.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRM6 Comdty
2026-06-16
32.00000000
USD
2500.00000000
96.75000000
USD
2026-03-13
XXXX
-23674.24000000
N
N
N
Industrial Select Sector SPDR Fund
549300HQI51T8KP6U325
Industrial Select Sector SPDR Fund
81369Y704
33729.00000000
NS
USD
4110553.23000000
0.768452053833
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
39258.94000000
0.007339307238
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3720000.00000000
EUR
4039083.00000000
USD
2024-09-18
39258.94000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2.50000000
-0.00000046736
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4975.00000000
USD
2024-06-28
XXXX
6804.96000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP26C 96.37
000000000
46.00000000
NC
USD
69862.50000000
0.013060524607
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
46.00000000
NC
N/A
69862.50000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRZ6 Comdty
2026-12-15
46.00000000
USD
2500.00000000
96.37500000
USD
2026-09-11
XXXX
3630.78000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-6890.00000000
-0.00128805889
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5490.00000000
USD
2024-07-31
XXXX
-4211.00000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2.50000000
-0.00000046736
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
4940.00000000
USD
2024-06-28
XXXX
7004.00000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-14379.36000000
-0.00268816582
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1750000.00000000
AUD
1155526.40000000
USD
2024-09-18
-14379.36000000
N
N
N
Goldman Sachs MarketBeta International Equity ETF
N/A
Goldman Sachs MarketBeta International Equity ETF
381430180
522953.00000000
NS
USD
29259220.35000000
5.469898262704
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs High Yield Fund
VJJ3YDJ4UOKOJN1I8J86
Goldman Sachs High Yield Fund
38148U874
1031219.68000000
NS
USD
5754205.80000000
1.075726554985
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
106963.16000000
0.019996349733
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
565000000.00000000
JPY
3663135.71000000
USD
2024-09-18
106963.16000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 UTIL SEP24
000000000
15.00000000
NC
527.06000000
0.000098531831
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Utilities Index Futures
GPU4 Index
2024-09-20
275657.86000000
EUR
527.06000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP24C 95.25
000000000
32.00000000
NC
USD
1400.00000000
0.000261724594
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
32.00000000
NC
N/A
1400.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRZ4 Comdty
2024-12-17
32.00000000
USD
2500.00000000
95.25000000
USD
2024-09-13
XXXX
-127770.24000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT JUN25C 97.25
000000000
126.00000000
NC
USD
25200.00000000
0.004711042692
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
126.00000000
NC
N/A
25200.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRU5 Comdty
2025-09-16
126.00000000
USD
2500.00000000
97.25000000
USD
2025-06-13
XXXX
-130788.49000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06878A SWAPTION USD OTC
000000000
-3480000.00000000
NC
USD
-1477.96000000
-0.00027629891
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
3480000.00000000
OU
Notional Amount
N/A
-1477.96000000
0.00000000
DIR
US
N/A
N/A
2026-09-17
0.00000000
N/A
0.00000000
N/A
3480000.00000000
USD
1.00000000
3.60000000
USD
2024-09-13
XXXX
7947.80000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-24.21000000
-0.00000452596
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
2380000.00000000
HKD
305456.90000000
USD
2024-09-19
-24.21000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IOP013360 EQO.SPXA EUR
000000000
-196.00000000
NC
-376.73000000
-0.00007042821
N/A
DE
DE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
NSE S&P 500 Index
SPXA Index
1.00000000
1936.36000000
EUR
2025-03-21
XXXX
6292.14000000
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
17321.00000000
NS
USD
1578809.15000000
0.295152274169
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR26C 96.25
000000000
51.00000000
NC
USD
68531.25000000
0.012811652560
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
51.00000000
NC
N/A
68531.25000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRM6 Comdty
2026-06-16
51.00000000
USD
2500.00000000
96.25000000
USD
2026-03-13
XXXX
4662.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IOP013503 EQO EWW.P USD
000000000
-2790.00000000
NC
USD
-2491.47000000
-0.00046577069
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
iShares MSCI Mexico ETF
iShares MSCI Mexico ETF
1.00000000
53.10900000
USD
2024-09-03
XXXX
-259.47000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT JUN26C 96.25
000000000
46.00000000
NC
USD
70150.00000000
0.013114271622
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
46.00000000
NC
N/A
70150.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRU6 Comdty
2026-09-15
46.00000000
USD
2500.00000000
96.25000000
USD
2026-06-12
XXXX
4746.28000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IOP013505 EQO EWW.P USD
000000000
2790.00000000
NC
USD
447.31000000
0.000083622877
N/A
DE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
iShares MSCI Mexico ETF
iShares MSCI Mexico ETF
1.00000000
65.80800000
USD
2024-09-03
XXXX
-1784.69000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR224219 IRS GBP R F 4.40380 2 CCPOIS / Short: SR224219 IRS GBP P V 00MSONIA 1 CCPOIS
000000000
380000.00000000
OU
Notional Amount
19430.85000000
0.003632522377
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-12
0.00000000
GBP
0.00000000
GBP
380000.00000000
GBP
19430.85000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
5936.20000000
0.001109749667
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
4180000.00000000
DKK
609080.66000000
USD
2024-09-18
5936.20000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR25C 97
000000000
97.00000000
NC
USD
11518.75000000
0.002153385833
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
97.00000000
NC
N/A
11518.75000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRM5 Comdty
2025-06-17
97.00000000
USD
2500.00000000
97.00000000
USD
2025-03-14
XXXX
-117231.29000000
N
N
N
Goldman Sachs Global Infrastructure Fund
54930073G57DO7G34278
Goldman Sachs Global Infrastructure Fund
38148U775
430253.56000000
NS
USD
5283513.73000000
0.987732490032
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-65.00000000
-0.00001215149
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5240.00000000
USD
2024-07-03
XXXX
5495.80000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-1920.00000000
-0.00035893658
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5650.00000000
USD
2024-07-24
XXXX
903.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP25C 97.5
000000000
145.00000000
NC
USD
36250.00000000
0.006776797524
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
145.00000000
NC
N/A
36250.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRZ5 Comdty
2025-12-16
145.00000000
USD
2500.00000000
97.50000000
USD
2025-09-12
XXXX
-127211.40000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC24C 96.25
000000000
50.00000000
NC
USD
4375.00000000
0.000817889356
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
50.00000000
NC
N/A
4375.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRH5 Comdty
2025-03-18
50.00000000
USD
2500.00000000
96.25000000
USD
2024-12-13
XXXX
-74341.74000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06871A SWAPTION USD OTC
000000000
1740000.00000000
NC
USD
170.52000000
0.000031878055
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1740000.00000000
OU
Notional Amount
N/A
170.52000000
0.00000000
DIR
US
N/A
N/A
2026-09-17
0.00000000
N/A
0.00000000
N/A
1740000.00000000
USD
1.00000000
3.10000000
USD
2024-09-13
XXXX
-2297.07000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC24C 97.25
000000000
181.00000000
NC
USD
6787.50000000
0.001268896915
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
181.00000000
NC
N/A
6787.50000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRH5 Comdty
2025-03-18
181.00000000
USD
2500.00000000
97.25000000
USD
2024-12-13
XXXX
-285210.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-225.18000000
-0.00004209653
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1050000.00000000
NOK
98317.52000000
USD
2024-09-18
-225.18000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
119647.29000000
0.022367598858
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
632000000.00000000
JPY
4097525.25000000
USD
2024-09-18
119647.29000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
103.38000000
0.000019326491
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
50000.00000000
NZD
30557.90000000
USD
2024-09-18
103.38000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP24
000000000
166.00000000
NC
USD
132442.40000000
0.024759595266
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU4 Comdty
2024-09-19
18099026.35000000
USD
132442.40000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS07028A SWAPTION GBP OTC
000000000
-670000.00000000
NC
-5216.26000000
-0.00097515966
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
670000.00000000
OU
Notional Amount
N/A
-5216.26000000
0.00000000
DIR
GB
N/A
N/A
2034-10-16
0.00000000
N/A
0.00000000
N/A
670000.00000000
GBP
1.00000000
4.26000000
GBP
2024-10-16
XXXX
3735.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
16535.57000000
0.003091260960
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
127000000.00000000
JPY
815887.63000000
USD
2024-09-18
16535.57000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-315.00000000
-0.00005888803
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5700.00000000
USD
2024-07-17
XXXX
1884.00000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP24
000000000
17.00000000
NC
1704.28000000
0.000318608565
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGU4 Index
2024-09-20
835828.63000000
EUR
1704.28000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-24000.00000000
-0.00448670732
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5225.00000000
USD
2024-06-28
XXXX
-20091.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT JUN26C 96.75
000000000
33.00000000
NC
USD
33825.00000000
0.006323453137
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
33.00000000
NC
N/A
33825.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRU6 Comdty
2026-09-15
33.00000000
USD
2500.00000000
96.75000000
USD
2026-06-12
XXXX
-17401.56000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-5.00000000
-0.00000093473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5190.00000000
USD
2024-06-28
XXXX
5363.59000000
N
N
N
Goldman Sachs Inflation Protected Securities Fund
4OEORIROX7OTX3PIXA40
Goldman Sachs Inflation Protected Securities Fund
38147X580
1136147.75000000
NS
USD
10691150.32000000
1.998669269452
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
15963.19000000
0.002984256730
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1920000.00000000
GBP
2444513.28000000
USD
2024-09-18
15963.19000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-3.00000000
NC
USD
-2565.00000000
-0.00047951684
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5500.00000000
USD
2024-07-03
XXXX
760.95000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-2.50000000
-0.00000046736
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5115.00000000
USD
2024-06-28
XXXX
5641.88000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-8.00000000
NC
USD
-20.00000000
-0.00000373892
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5395.00000000
USD
2024-06-28
XXXX
5648.78000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP25C 96.5
000000000
100.00000000
NC
USD
67500.00000000
0.012618864355
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
100.00000000
NC
N/A
67500.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRZ5 Comdty
2025-12-16
100.00000000
USD
2500.00000000
96.50000000
USD
2025-09-12
XXXX
-68119.50000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP24
000000000
70.00000000
NC
USD
-44736.50000000
-0.00836331592
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESU4 Index
2024-09-20
19369986.50000000
USD
-44736.50000000
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
4868083.16000000
NS
USD
4868083.16000000
0.910069349116
Long
EC
RF
US
N
1
N
N
N
iShares MSCI Mexico ETF
549300SQ92O6OZ19G545
iShares MSCI Mexico ETF
464286822
2526.00000000
NS
USD
142996.86000000
0.026732710808
Long
EC
RF
US
N
1
N
N
N
iShares 7-10 Year Treasury Bond ETF
549300XS1PPZG92M8L16
iShares 7-10 Year Treasury Bond ETF
464287440
9054.00000000
NS
USD
847907.10000000
0.158512958231
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International Small Cap Insights Fund
549300VMLASEOM8ZWE07
Goldman Sachs International Small Cap Insights Fund
38147X234
447374.29000000
NS
USD
5726390.92000000
1.070526670574
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
52767.40000000
0.009864661673
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5000000.00000000
EUR
5428875.00000000
USD
2024-09-18
52767.40000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP24C 95.37
000000000
12.00000000
NC
USD
450.00000000
0.000084125762
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
12.00000000
NC
N/A
450.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRZ4 Comdty
2024-12-17
12.00000000
USD
2500.00000000
95.37500000
USD
2024-09-13
XXXX
-48486.84000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT JUN25C 96.62
000000000
54.00000000
NC
USD
20587.50000000
0.003848753628
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
54.00000000
NC
N/A
20587.50000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRU5 Comdty
2025-09-16
54.00000000
USD
2500.00000000
96.62500000
USD
2025-06-13
XXXX
-72458.28000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-6.00000000
NC
USD
-7440.00000000
-0.00139087927
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5330.00000000
USD
2024-07-17
XXXX
2963.68000000
N
N
N
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
549300HE2W614QP0GH20
Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
381430503
296876.00000000
NS
USD
31750888.20000000
5.935705945921
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-5.00000000
-0.00000093473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5180.00000000
USD
2024-06-28
XXXX
5033.24000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP24C 97.25
000000000
99.00000000
NC
USD
1237.50000000
0.000231345846
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
99.00000000
NC
N/A
1237.50000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRZ4 Comdty
2024-12-17
99.00000000
USD
2500.00000000
97.25000000
USD
2024-09-13
XXXX
-131331.68000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
3243.93000000
0.000606440187
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
5400000.00000000
SEK
514885.73000000
USD
2024-09-18
3243.93000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IOP013362 EQO.SPXA EUR
000000000
196.00000000
NC
6129.27000000
0.001145843358
N/A
DE
DE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
NSE S&P 500 Index
SPXA Index
1.00000000
1681.70000000
EUR
2025-03-21
XXXX
-15544.55000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
874.86000000
0.000163551698
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
260000.00000000
SGD
193361.94000000
USD
2024-09-18
874.86000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR25C 97.25
000000000
162.00000000
NC
USD
14175.00000000
0.002649961514
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
162.00000000
NC
N/A
14175.00000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRM5 Comdty
2025-06-17
162.00000000
USD
2500.00000000
97.25000000
USD
2025-03-14
XXXX
-282452.85000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-6.00000000
NC
USD
-1035.00000000
-0.00019348925
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5235.00000000
USD
2024-07-10
XXXX
5483.69000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-24055.00000000
-0.00449698936
N/A
DFE
JP
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
823407.06000000
USD
127000000.00000000
JPY
2024-09-18
-24055.00000000
N
N
N
Goldman Sachs Global Core Fixed Income
S7AVHSYYPK5PCOCQSV77
Goldman Sachs Global Core Fixed Income
38147X549
16376913.72000000
NS
USD
184731586.77000000
34.53485682300
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS07193A SWAPTION USD OTC
000000000
1760000.00000000
NC
USD
8001.66000000
0.001495879439
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1760000.00000000
OU
Notional Amount
N/A
8001.66000000
0.00000000
DIR
US
N/A
N/A
2026-09-17
0.00000000
N/A
0.00000000
N/A
1760000.00000000
USD
1.00000000
4.50000000
USD
2024-09-13
XXXX
-411.46000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
3270.63000000
0.000611431649
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
770000.00000000
CHF
868870.51000000
USD
2024-09-18
3270.63000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC25C 97.5
000000000
134.00000000
NC
USD
46900.00000000
0.008767773900
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
134.00000000
NC
N/A
46900.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRH6 Comdty
2026-03-17
134.00000000
USD
2500.00000000
97.50000000
USD
2025-12-12
XXXX
-114210.88000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR26C 96.62
000000000
62.00000000
NC
USD
61225.00000000
0.011445777335
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
62.00000000
NC
N/A
61225.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRM6 Comdty
2026-06-16
62.00000000
USD
2500.00000000
96.62500000
USD
2026-03-13
XXXX
-31143.84000000
N
N
N
Goldman Sachs Emerging Markets Debt Fund
XC6LIVZDLLKYZ7FKO621
Goldman Sachs Emerging Markets Debt Fund
38148U882
598702.31000000
NS
USD
5681684.89000000
1.062169050893
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR25C 98
000000000
73.00000000
NC
USD
2737.50000000
0.000511765054
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
73.00000000
NC
N/A
2737.50000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRM5 Comdty
2025-06-17
73.00000000
USD
2500.00000000
98.00000000
USD
2025-03-14
XXXX
-20244.36000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT DEC25C 96.12
000000000
55.00000000
NC
USD
69093.75000000
0.012916809763
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
55.00000000
NC
N/A
69093.75000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRH6 Comdty
2026-03-17
55.00000000
USD
2500.00000000
96.12500000
USD
2025-12-12
XXXX
7091.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT MAR25C 96.5
000000000
53.00000000
NC
USD
10931.25000000
0.002043554977
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
53.00000000
NC
N/A
10931.25000000
0.00000000
DIR
US
Long
CME Three Month SOFR
SFRM5 Comdty
2025-06-17
53.00000000
USD
2500.00000000
96.50000000
USD
2025-03-14
XXXX
-78814.71000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-4.00000000
NC
USD
-10.00000000
-0.00000186946
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5575.00000000
USD
2024-06-28
XXXX
728.33000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
5819.18000000
0.001087873230
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
1370000.00000000
CHF
1545912.47000000
USD
2024-09-18
5819.18000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06711A SWAPTION
000000000
-1700000.00000000
NC
USD
-2334.10000000
-0.00043635098
N/A
DIR
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
1700000.00000000
OU
Notional Amount
N/A
-2334.10000000
0.00000000
DIR
US
N/A
N/A
2034-08-16
0.00000000
N/A
0.00000000
N/A
1700000.00000000
USD
1.00000000
3.40000000
USD
2024-08-14
XXXX
18108.40000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-1515.00000000
-0.00028322339
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5245.00000000
USD
2024-07-31
XXXX
5794.00000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS07042A SWAPTION GBP OTC
000000000
670000.00000000
NC
6135.28000000
0.001146966905
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
670000.00000000
OU
Notional Amount
N/A
6135.28000000
0.00000000
DIR
GB
N/A
N/A
2034-10-16
0.00000000
N/A
0.00000000
N/A
670000.00000000
GBP
1.00000000
3.50000000
GBP
2024-10-16
XXXX
-10251.30000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP25C 96
000000000
34.00000000
NC
USD
36975.00000000
0.006912333474
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
34.00000000
NC
N/A
36975.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRZ5 Comdty
2025-12-16
34.00000000
USD
2500.00000000
96.00000000
USD
2025-09-12
XXXX
3746.12000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-6.00000000
NC
USD
-10350.00000000
-0.00193489253
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5325.00000000
USD
2024-07-24
XXXX
264.94000000
N
N
N
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
549300PZDHNP7HDURN13
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
381430206
211952.00000000
NS
USD
6924471.84000000
1.294503272291
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-1.00000000
NC
USD
-7760.00000000
-0.00145070203
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
S&P 500 Index
SPX INDEX
100.00000000
5475.00000000
USD
2024-07-31
XXXX
-3003.61000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT JUN25C 96.25
000000000
67.00000000
NC
USD
38106.25000000
0.007123816293
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
67.00000000
NC
N/A
38106.25000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRU5 Comdty
2025-09-16
67.00000000
USD
2500.00000000
96.25000000
USD
2025-06-13
XXXX
-56974.19000000
N
N
N
Goldman Sachs Access Investment Grade Corporate Bond Etf
549300KGVZT18SX98G95
Goldman Sachs Access Investment Grade Corporate Bond Etf
381430479
1188541.00000000
NS
USD
53781480.25000000
10.05424006060
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs MarketBeta Emerging Markets Equity ETF
N/A
Goldman Sachs MarketBeta Emerging Markets Equity ETF
381430164
252746.00000000
NS
USD
11365810.70000000
2.124794422355
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs Large Cap Value Insights Fund
549300KBU32INALWSS44
Goldman Sachs Large Cap Value Insights Fund
38147X515
713060.56000000
NS
USD
17327371.61000000
3.239285214473
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs Large Cap Growth Insights Fund
IYI7KZ6TLM47WE4G7I95
Goldman Sachs Large Cap Growth Insights Fund
38147X523
562250.08000000
NS
USD
19206462.56000000
3.590574011643
Long
EC
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR OPT SEP25C 96.62
000000000
51.00000000
NC
USD
30600.00000000
0.005720551840
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Call
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME Three Month SOFR Futures
N/A
51.00000000
NC
N/A
30600.00000000
0.01000000
DIR
US
Long
CME Three Month SOFR
SFRZ5 Comdty
2025-12-16
51.00000000
USD
2500.00000000
96.62500000
USD
2025-09-12
XXXX
-64263.57000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IOP013361 EQO.SPXA EUR
000000000
-196.00000000
NC
-7284.62000000
-0.00136183158
N/A
DE
DE
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
NSE S&P 500 Index
SPXA Index
1.00000000
1422.24000000
EUR
2025-03-21
XXXX
2718.68000000
N
N
N
Goldman Sachs Energy Infrastructure Fund
5493004HQKOKO2ODA746
Goldman Sachs Energy Infrastructure Fund
38148U239
20032.55000000
NS
USD
255214.62000000
0.047711387721
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs International Equity Insights Fund
RP210Q47MZG236IVQP58
Goldman Sachs International Equity Insights Fund
38147X242
1007136.86000000
NS
USD
15147338.40000000
2.831736423857
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
26314.33000000
0.004919362383
N/A
DFE
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
3165000.00000000
GBP
4029627.36000000
USD
2024-09-18
26314.33000000
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-8.00000000
NC
USD
-420.00000000
-0.00007851737
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5390.00000000
USD
2024-07-01
XXXX
4285.07000000
N
N
N
Goldman Sachs High Yield Floating Rate Fund
20OHG0KU8S4HBIU77D72
Goldman Sachs High Yield Floating Rate Fund
38145L166
641627.57000000
NS
USD
5704069.12000000
1.066353696257
Long
EC
RF
US
N
1
N
N
N
Goldman Sachs Managed Futures Strategy Fund
3J24L49YUVS4LPAV0F85
Goldman Sachs Managed Futures Strategy Fund
38150C879
1105446.63000000
NS
USD
11452427.08000000
2.140987020135
Long
EC
RF
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
-2.00000000
NC
USD
-5.00000000
-0.00000093473
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Written
S&P 500 Index
SPX INDEX
100.00000000
5185.00000000
USD
2024-06-28
XXXX
5185.94000000
N
N
N
2024-07-30
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President