0001752724-24-182943.txt : 20240820 0001752724-24-182943.hdr.sgml : 20240820 20240820112714 ACCESSION NUMBER: 0001752724-24-182943 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: 241223583 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 S000009325 Goldman Sachs Growth and Income Strategy Portfolio C000025511 Institutional GOIIX C000025512 Service GOISX C000025513 Class A GOIAX C000025515 Class C GOICX C000058961 Class R GPIRX C000058962 Investor Shares GPITX C000161532 Class R6 Shares GOIUX C000201784 Class P Shares GGSPX NPORT-P 1 primary_doc.xml NPORT-P false 0000822977 XXXXXXXX S000009325 C000025511 C000025513 C000201784 C000025512 C000025515 C000058961 C000161532 C000058962 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Growth and Income Strategy Portfolio S000009325 54930065W0W48GS6Q788 2024-12-31 2024-06-30 N 890194970.02 605034.63 889589935.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 24693387.62000000 USD N Bloomberg Global Aggregate Bond Index (Gross, USD, Unhedged) (40%) and the MSCI ACWI Index (Net, USD, Unhedged) (60%) CU2MFAW1O7 Osaka Exchange 3538001249AILNPRUX57 TOPIX INDX FUTR SEP24 000000000 21.00000000 NC 42240.34000000 0.004748293378 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPU4 Index 2024-09-12 583408951.00000000 JPY 42240.34000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -2.00000000 NC USD -2800.00000000 -0.00031475176 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 6375.93000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IOP013499 EQO EWW.P USD 000000000 3620.00000000 NC USD 580.38000000 0.000065241295 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 -2315.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -30116.11000000 -0.00338539239 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1030879.71000000 USD 159000000.00000000 JPY 2024-09-18 -30116.11000000 N N N Goldman Sachs MarketBeta US Equity ETF N/A Goldman Sachs MarketBeta US Equity ETF 381430123 2100164.00000000 NS USD 157008260.64000000 17.64950955421 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC26C 96.37 000000000 96.00000000 NC USD 154800.00000000 0.017401276008 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 96.00000000 NC N/A 154800.00000000 0.02000000 DIR US Long CME Three Month SOFR SFRH7 Comdty 2027-03-16 96.00000000 USD 2500.00000000 96.37500000 USD 2026-12-11 XXXX 5777.28000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -10.00000000 NC USD -25.00000000 -0.00000281028 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 4885.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 43316.79000000 0.004869298569 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5210000.00000000 GBP 6633288.64000000 USD 2024-09-18 43316.79000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -8.00000000 NC USD -6520.00000000 -0.00073292196 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 10653.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC -26211.51000000 -0.00294647106 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3190000.00000000 AUD 2106359.55000000 USD 2024-09-18 -26211.51000000 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 294141.00000000 NS USD 4132681.05000000 0.464560230010 Long EC RF US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06710A SWAPTION 000000000 -2130000.00000000 NC USD -2924.49000000 -0.00032874585 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 2130000.00000000 OU Notional Amount N/A -2924.49000000 0.00000000 DIR US N/A N/A 2034-08-16 0.00000000 N/A 0.00000000 N/A 2130000.00000000 USD 1.00000000 3.40000000 USD 2024-08-14 XXXX 22688.76000000 N N N Goldman Sachs Small Cap Equity Insights Fund UBB2S4ORVV98300HEK13 Goldman Sachs Small Cap Equity Insights Fund 38147X499 470732.94000000 NS USD 13222888.23000000 1.486402633838 Long EC RF US N 1 N N N Goldman Sachs Emerging Markets Equity Insights Fund 549300UHNMO4HOGWYU58 Goldman Sachs Emerging Markets Equity Insights Fund 38147X259 1979668.51000000 NS USD 17698236.52000000 1.989482548747 Long EC RF US N 1 N N N Goldman Sachs ActiveBeta International Equity ETF 549300XBH2SEXT65RC75 Goldman Sachs ActiveBeta International Equity ETF 381430107 990368.00000000 NS USD 33325883.20000000 3.746207311280 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP26C 96.62 000000000 83.00000000 NC USD 104787.50000000 0.011779303680 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 83.00000000 NC N/A 104787.50000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ6 Comdty 2026-12-15 83.00000000 USD 2500.00000000 96.62500000 USD 2026-09-11 XXXX -33392.56000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -17935.00000000 -0.00201609744 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 543015.20000000 NS USD 5001169.99000000 0.562188238765 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -5.00000000 NC USD -12.50000000 -0.00000140514 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 11803.68000000 N N N Consumer Staples Select Sector SPDR Fund 549300Z52QUV3UXHLA68 Consumer Staples Select Sector SPDR Fund 81369Y308 5595.00000000 NS USD 428465.10000000 0.048164337629 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -10.00000000 NC USD -250.00000000 -0.00002810283 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 2233.70000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 20702.02000000 0.002327141885 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 159000000.00000000 JPY 1021465.62000000 USD 2024-09-18 20702.02000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -20.00000000 NC USD -6050.00000000 -0.00068008862 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 6935.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC -9191.25000000 -0.00103320076 N/A DFE CH N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1088380.71000000 USD 960000.00000000 CHF 2024-09-18 -9191.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06879A SWAPTION USD OTC 000000000 -4260000.00000000 NC USD -1809.22000000 -0.00020337685 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 4260000.00000000 OU Notional Amount N/A -1809.22000000 0.00000000 DIR US N/A N/A 2026-09-17 0.00000000 N/A 0.00000000 N/A 4260000.00000000 USD 1.00000000 3.60000000 USD 2024-09-13 XXXX 9729.21000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06892A SWAPTION USD OTC 000000000 2130000.00000000 NC USD 4086.19000000 0.000459334108 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 2130000.00000000 OU Notional Amount N/A 4086.19000000 0.00000000 DIR US N/A N/A 2026-09-17 0.00000000 N/A 0.00000000 N/A 2130000.00000000 USD 1.00000000 4.15000000 USD 2024-09-13 XXXX -8482.59000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC24C 98 000000000 126.00000000 NC USD 1575.00000000 0.000177047866 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 1575.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRH5 Comdty 2025-03-18 126.00000000 USD 2500.00000000 98.00000000 USD 2024-12-13 XXXX -23917.32000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT JUN26C 96.62 000000000 87.00000000 NC USD 98962.50000000 0.011124507603 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 87.00000000 NC N/A 98962.50000000 0.01000000 DIR US Long CME Three Month SOFR SFRU6 Comdty 2026-09-15 87.00000000 USD 2500.00000000 96.62500000 USD 2026-06-12 XXXX -38264.34000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 29058.00000000 0.003266448825 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3495000.00000000 GBP 4449778.08000000 USD 2024-09-18 29058.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06524A SWAPTION GBP OTC 000000000 -980000.00000000 NC -5506.67000000 -0.00061901217 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 980000.00000000 OU Notional Amount N/A -5506.67000000 0.00000000 DIR GB N/A N/A 2035-01-24 0.00000000 N/A 0.00000000 N/A 980000.00000000 GBP 1.00000000 2.91600000 GBP 2025-01-24 XXXX 12174.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS07201A SWAPTION USD OTC 000000000 -4330000.00000000 NC USD -4889.00000000 -0.00054957905 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 4330000.00000000 OU Notional Amount N/A -4889.00000000 0.00000000 DIR US N/A N/A 2026-09-17 0.00000000 N/A 0.00000000 N/A 4330000.00000000 USD 1.00000000 3.95000000 USD 2024-09-13 XXXX 3873.74000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC25C 96.5 000000000 123.00000000 NC USD 111468.75000000 0.012530351970 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 123.00000000 NC N/A 111468.75000000 0.01000000 DIR US Long CME Three Month SOFR SFRH6 Comdty 2026-03-17 123.00000000 USD 2500.00000000 96.50000000 USD 2025-12-12 XXXX -76929.11000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -5.00000000 NC USD -12.50000000 -0.00000140514 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 12233.68000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IOP013365 EQO.SXPA EUR 000000000 -245.00000000 NC -9105.78000000 -0.00102359296 N/A DE DE N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written NSE S&P 500 Index SXPA Index 1.00000000 1422.24000000 EUR 2025-03-21 XXXX 3398.35000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS07034A SWAPTION GBP OTC 000000000 -850000.00000000 NC -2534.18000000 -0.00028487057 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 850000.00000000 OU Notional Amount N/A -2534.18000000 0.00000000 DIR GB N/A N/A 2034-10-16 0.00000000 N/A 0.00000000 N/A 850000.00000000 GBP 1.00000000 3.10000000 GBP 2024-10-16 XXXX 6897.84000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP24C 96 000000000 77.00000000 NC USD 1925.00000000 0.000216391836 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 77.00000000 NC N/A 1925.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 77.00000000 USD 2500.00000000 96.00000000 USD 2024-09-13 XXXX -107478.12000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR26C 96.75 000000000 37.00000000 NC USD 32837.50000000 0.003691307499 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 37.00000000 NC N/A 32837.50000000 0.00000000 DIR US Long CME Three Month SOFR SFRM6 Comdty 2026-06-16 37.00000000 USD 2500.00000000 96.75000000 USD 2026-03-13 XXXX -27373.34000000 N N N Industrial Select Sector SPDR Fund 549300HQI51T8KP6U325 Industrial Select Sector SPDR Fund 81369Y704 51905.00000000 NS USD 6325662.35000000 0.711076204704 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -2.50000000 -0.00000028102 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 101.00000000 NC USD 153393.75000000 0.017243197556 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 101.00000000 NC N/A 153393.75000000 0.02000000 DIR US Long CME Three Month SOFR SFRZ6 Comdty 2026-12-15 101.00000000 USD 2500.00000000 96.37500000 USD 2026-09-11 XXXX 7971.93000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS07194A SWAPTION USD OTC 000000000 2160000.00000000 NC USD 9820.22000000 0.001103904125 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 2160000.00000000 OU Notional Amount N/A 9820.22000000 0.00000000 DIR US N/A N/A 2026-09-17 0.00000000 N/A 0.00000000 N/A 2160000.00000000 USD 1.00000000 4.50000000 USD 2024-09-13 XXXX -504.97000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -2.00000000 NC USD -13780.00000000 -0.00154902831 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 -8362.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -3.00000000 NC USD -7.50000000 -0.00000084308 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 22028.03000000 N N N Goldman Sachs MarketBeta International Equity ETF N/A Goldman Sachs MarketBeta International Equity ETF 381430180 1315013.00000000 NS USD 73574977.35000000 8.270662068332 Long EC RF US N 1 N N N Goldman Sachs High Yield Fund VJJ3YDJ4UOKOJN1I8J86 Goldman Sachs High Yield Fund 38148U874 1533752.00000000 NS USD 8558336.18000000 0.962054070030 Long EC RF US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 STOXX 600 UTIL SEP24 000000000 21.00000000 NC 737.88000000 0.000082946082 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex STOXX 600 Utilities Index Futures GPU4 Index 2024-09-20 385921.00000000 EUR 737.88000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -2.50000000 -0.00000028102 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 5125.00000000 USD 2024-06-28 XXXX 9694.96000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD HKD 000000000 1.00000000 NC -44.03000000 -0.00000494947 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 4330000.00000000 HKD 555726.22000000 USD 2024-09-19 -44.03000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP24C 95.25 000000000 41.00000000 NC USD 1793.75000000 0.000201637847 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 41.00000000 NC N/A 1793.75000000 0.00000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 41.00000000 USD 2500.00000000 95.25000000 USD 2024-09-13 XXXX -164418.12000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 64481.76000000 0.007248481287 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 6110000.00000000 EUR 6634085.25000000 USD 2024-09-18 64481.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT JUN25C 97.25 000000000 231.00000000 NC USD 46200.00000000 0.005193404080 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 231.00000000 NC N/A 46200.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRU5 Comdty 2025-09-16 231.00000000 USD 2500.00000000 97.25000000 USD 2025-06-13 XXXX -239778.90000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD ILS 000000000 1.00000000 NC 536.78000000 0.000060340161 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 400000.00000000 ILS 106826.48000000 USD 2024-09-18 536.78000000 N N N Energy Select Sector SPDR Fund 54930064FLK0RD4TRU75 Energy Select Sector SPDR Fund 81369Y506 26655.00000000 NS USD 2429603.25000000 0.273114966047 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR26C 96.25 000000000 112.00000000 NC USD 150500.00000000 0.016917907230 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 112.00000000 NC N/A 150500.00000000 0.02000000 DIR US Long CME Three Month SOFR SFRM6 Comdty 2026-06-16 112.00000000 USD 2500.00000000 96.25000000 USD 2026-03-13 XXXX 10240.16000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT JUN26C 96.25 000000000 101.00000000 NC USD 154025.00000000 0.017314157216 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 101.00000000 NC N/A 154025.00000000 0.02000000 DIR US Long CME Three Month SOFR SFRU6 Comdty 2026-09-15 101.00000000 USD 2500.00000000 96.25000000 USD 2026-06-12 XXXX 10421.18000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS07027A SWAPTION GBP OTC 000000000 -850000.00000000 NC -6617.65000000 -0.00074389892 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 850000.00000000 OU Notional Amount N/A -6617.65000000 0.00000000 DIR GB N/A N/A 2034-10-16 0.00000000 N/A 0.00000000 N/A 850000.00000000 GBP 1.00000000 4.26000000 GBP 2024-10-16 XXXX 4739.28000000 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 490000.00000000 OU Notional Amount 25055.58000000 0.002816531415 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-12 0.00000000 GBP 0.00000000 GBP 490000.00000000 GBP 25055.58000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR25C 97 000000000 177.00000000 NC USD 21018.75000000 0.002362745930 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 177.00000000 NC N/A 21018.75000000 0.00000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 177.00000000 USD 2500.00000000 97.00000000 USD 2025-03-14 XXXX -213916.89000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -1705.00000000 -0.00019166134 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 5265.00000000 USD 2024-07-31 XXXX 4614.00000000 N N N Goldman Sachs Global Infrastructure Fund 54930073G57DO7G34278 Goldman Sachs Global Infrastructure Fund 38148U775 424219.27000000 NS USD 5209412.65000000 0.585597075996 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -8090.00000000 -0.00090940777 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX INDEX 100.00000000 5470.00000000 USD 2024-07-31 XXXX -3401.00000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06872A SWAPTION USD OTC 000000000 2130000.00000000 NC USD 208.74000000 0.000023464743 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 2130000.00000000 OU Notional Amount N/A 208.74000000 0.00000000 DIR US N/A N/A 2026-09-17 0.00000000 N/A 0.00000000 N/A 2130000.00000000 USD 1.00000000 3.10000000 USD 2024-09-13 XXXX -2811.93000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -6.00000000 NC USD -195.00000000 -0.00002192021 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 16487.41000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 1581.48000000 0.000177776291 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 470000.00000000 SGD 349538.90000000 USD 2024-09-18 1581.48000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -7.00000000 NC USD -4480.00000000 -0.00050360281 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 2107.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP25C 97.5 000000000 265.00000000 NC USD 66250.00000000 0.007447251521 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 265.00000000 NC N/A 66250.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ5 Comdty 2025-12-16 265.00000000 USD 2500.00000000 97.50000000 USD 2025-09-12 XXXX -232489.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC24C 96.25 000000000 88.00000000 NC USD 7700.00000000 0.000865567346 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 88.00000000 NC N/A 7700.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRH5 Comdty 2025-03-18 88.00000000 USD 2500.00000000 96.25000000 USD 2024-12-13 XXXX -130841.47000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD DKK 000000000 1.00000000 NC 10807.29000000 0.001214861990 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 7610000.00000000 DKK 1108876.52000000 USD 2024-09-18 10807.29000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC24C 97.25 000000000 247.00000000 NC USD 9262.50000000 0.001041210071 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 247.00000000 NC N/A 9262.50000000 0.00000000 DIR US Long CME Three Month SOFR SFRH5 Comdty 2025-03-18 247.00000000 USD 2500.00000000 97.25000000 USD 2024-12-13 XXXX -391898.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 196698.62000000 0.022111156182 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1039000000.00000000 JPY 6736279.64000000 USD 2024-09-18 196698.62000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IOP013501 EQO EWW.P USD 000000000 -3620.00000000 NC USD -3232.66000000 -0.00036338765 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 -336.66000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP24 000000000 232.00000000 NC USD 185199.85000000 0.020818563995 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU4 Comdty 2024-09-19 25294925.15000000 USD 185199.85000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -7.00000000 NC USD -735.00000000 -0.00008262233 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 4396.00000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO STOXX 50 SEP24 000000000 27.00000000 NC 2706.80000000 0.000304275025 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGU4 Index 2024-09-20 1327492.53000000 EUR 2706.80000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -510.00000000 -0.00005732978 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX INDEX 100.00000000 5455.00000000 USD 2024-06-28 XXXX 2759.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -2.00000000 NC USD -48000.00000000 -0.00539574449 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 -40182.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT JUN26C 96.75 000000000 38.00000000 NC USD 38950.00000000 0.004378421838 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 38.00000000 NC N/A 38950.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRU6 Comdty 2026-09-15 38.00000000 USD 2500.00000000 96.75000000 USD 2026-06-12 XXXX -20038.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -5.00000000 NC USD -12.50000000 -0.00000140514 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 13408.97000000 N N N Goldman Sachs Inflation Protected Securities Fund 4OEORIROX7OTX3PIXA40 Goldman Sachs Inflation Protected Securities Fund 38147X580 1020912.12000000 NS USD 9606783.05000000 1.079911391509 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -8.00000000 NC USD -6840.00000000 -0.00076889359 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 2029.20000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -2.50000000 -0.00000028102 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 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IOP013364 EQO.SPXA EUR 000000000 -245.00000000 NC -470.91000000 -0.00005293562 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 7865.17000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 IOP013368 EQO.SPXA EUR 000000000 245.00000000 NC 7661.59000000 0.000861249626 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 -19430.68000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -20.00000000 NC USD -50.00000000 -0.00000562056 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 14121.95000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP25C 96.5 000000000 138.00000000 NC USD 93150.00000000 0.010471116667 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 138.00000000 NC N/A 93150.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ5 Comdty 2025-12-16 138.00000000 USD 2500.00000000 96.50000000 USD 2025-09-12 XXXX -90582.66000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT SEP24 000000000 74.00000000 NC USD -47716.80000000 -0.00536390960 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 20477266.80000000 USD -47716.80000000 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund 38141W273 5309394.78000000 NS USD 5309394.78000000 0.596836201577 Long EC RF US N 1 N N N iShares MSCI Mexico ETF 549300SQ92O6OZ19G545 iShares MSCI Mexico ETF 464286822 3887.00000000 NS USD 220043.07000000 0.024735337175 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 11781.00000000 NS USD 1103290.65000000 0.124022384483 Long EC RF US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS07208A SWAPTION USD OTC 000000000 2160000.00000000 NC USD 284.90000000 0.000032025991 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 2160000.00000000 OU Notional Amount N/A 284.90000000 0.00000000 DIR US N/A N/A 2026-09-17 0.00000000 N/A 0.00000000 N/A 2160000.00000000 USD 1.00000000 3.20000000 USD 2024-09-13 XXXX -1156.41000000 N N N Goldman Sachs International Small Cap Insights Fund 549300VMLASEOM8ZWE07 Goldman Sachs International Small Cap Insights Fund 38147X234 708905.86000000 NS USD 9073994.94000000 1.020019964144 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD NZD 000000000 1.00000000 NC 186.08000000 0.000020917502 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 90000.00000000 NZD 55004.22000000 USD 2024-09-18 186.08000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06703A SWAPTION 000000000 2130000.00000000 NC USD 12856.68000000 0.001445236674 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 2130000.00000000 OU Notional Amount N/A 12856.68000000 0.00000000 DIR US N/A N/A 2034-08-16 0.00000000 N/A 0.00000000 N/A 2130000.00000000 USD 1.00000000 3.75000000 USD 2024-08-14 XXXX -36452.82000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT JUN25C 96.62 000000000 94.00000000 NC USD 35837.50000000 0.004028541530 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 94.00000000 NC N/A 35837.50000000 0.00000000 DIR US Long CME Three Month SOFR SFRU5 Comdty 2025-09-16 94.00000000 USD 2500.00000000 96.62500000 USD 2025-06-13 XXXX -126131.08000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -15.00000000 NC USD -18600.00000000 -0.00209085099 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 7409.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD NOK 000000000 1.00000000 NC -396.76000000 -0.00004460032 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1850000.00000000 NOK 173226.10000000 USD 2024-09-18 -396.76000000 N N N Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 549300HE2W614QP0GH20 Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 381430503 768121.00000000 NS USD 82150540.95000000 9.234652695793 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -5.00000000 NC USD -12.50000000 -0.00000140514 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 12583.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP24C 97.25 000000000 130.00000000 NC USD 1625.00000000 0.000182668433 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 130.00000000 NC N/A 1625.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 130.00000000 USD 2500.00000000 97.25000000 USD 2024-09-13 XXXX -173491.60000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR25C 97.25 000000000 222.00000000 NC USD 19425.00000000 0.002183590351 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 222.00000000 NC N/A 19425.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 222.00000000 USD 2500.00000000 97.25000000 USD 2025-03-14 XXXX -389083.05000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -15.00000000 NC USD -2587.50000000 -0.00029086435 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 13709.22000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -2.50000000 -0.00000028102 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 5275.00000000 USD 2024-06-28 XXXX 4406.50000000 N N N Goldman Sachs Global Core Fixed Income S7AVHSYYPK5PCOCQSV77 Goldman Sachs Global Core Fixed Income 38147X549 12468899.63000000 NS USD 140649187.82000000 15.81056419645 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC25C 97.5 000000000 245.00000000 NC USD 85750.00000000 0.009639272724 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 245.00000000 NC N/A 85750.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRH6 Comdty 2026-03-17 245.00000000 USD 2500.00000000 97.50000000 USD 2025-12-12 XXXX -208818.40000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR26C 96.62 000000000 92.00000000 NC USD 90850.00000000 0.010212570577 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 92.00000000 NC N/A 90850.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRM6 Comdty 2026-06-16 92.00000000 USD 2500.00000000 96.62500000 USD 2026-03-13 XXXX -46213.44000000 N N N Goldman Sachs Emerging Markets Debt Fund XC6LIVZDLLKYZ7FKO621 Goldman Sachs Emerging Markets Debt Fund 38148U882 952341.94000000 NS USD 9037724.97000000 1.015942808080 Long EC RF US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS06513A SWAPTION GBP OTC 000000000 490000.00000000 NC 7780.65000000 0.000874633321 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 490000.00000000 OU Notional Amount N/A 7780.65000000 0.00000000 DIR GB N/A N/A 2035-01-24 0.00000000 N/A 0.00000000 N/A 490000.00000000 GBP 1.00000000 3.44000000 GBP 2025-01-24 XXXX -9807.62000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 OPS07041A SWAPTION GBP OTC 000000000 850000.00000000 NC 7783.57000000 0.000874961562 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 850000.00000000 OU Notional Amount N/A 7783.57000000 0.00000000 DIR GB N/A N/A 2034-10-16 0.00000000 N/A 0.00000000 N/A 850000.00000000 GBP 1.00000000 3.50000000 GBP 2024-10-16 XXXX -13005.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 4077.67000000 0.000458376363 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 960000.00000000 CHF 1083267.13000000 USD 2024-09-18 4077.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR25C 98 000000000 84.00000000 NC USD 3150.00000000 0.000354095732 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 84.00000000 NC N/A 3150.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 84.00000000 USD 2500.00000000 98.00000000 USD 2025-03-14 XXXX -23294.88000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 194805.47000000 0.021898344647 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1029000000.00000000 JPY 6671445.38000000 USD 2024-09-18 194805.47000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT DEC25C 96.12 000000000 119.00000000 NC USD 149493.75000000 0.016804793315 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 119.00000000 NC N/A 149493.75000000 0.02000000 DIR US Long CME Three Month SOFR SFRH6 Comdty 2026-03-17 119.00000000 USD 2500.00000000 96.12500000 USD 2025-12-12 XXXX 15342.67000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -5060.00000000 -0.00056880139 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX INDEX 100.00000000 5525.00000000 USD 2024-07-31 XXXX -1641.00000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 96036.67000000 0.010795611121 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9100000.00000000 EUR 9880552.50000000 USD 2024-09-18 96036.67000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT MAR25C 96.5 000000000 93.00000000 NC USD 19181.25000000 0.002156190086 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 93.00000000 NC N/A 19181.25000000 0.00000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 93.00000000 USD 2500.00000000 96.50000000 USD 2025-03-14 XXXX -138297.51000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -10.00000000 NC USD -25.00000000 -0.00000281028 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 1820.81000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -6100.00000000 -0.00068570919 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX INDEX 100.00000000 5400.00000000 USD 2024-06-28 XXXX -2401.00000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -1085.00000000 -0.00012196630 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Written S&P 500 Index SPX INDEX 100.00000000 5180.00000000 USD 2024-07-31 XXXX 4972.57000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -2.00000000 NC USD -3030.00000000 -0.00034060637 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 11588.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP25C 96 000000000 74.00000000 NC USD 80475.00000000 0.009046302886 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 74.00000000 NC N/A 80475.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ5 Comdty 2025-12-16 74.00000000 USD 2500.00000000 96.00000000 USD 2025-09-12 XXXX 8153.32000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -15.00000000 NC USD -25875.00000000 -0.00290864351 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 662.36000000 N N N Goldman Sachs ActiveBeta Emerging Markets Equity ETF 549300PZDHNP7HDURN13 Goldman Sachs ActiveBeta Emerging Markets Equity ETF 381430206 514700.00000000 NS USD 16815249.00000000 1.890224735133 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -2.00000000 NC USD -15520.00000000 -0.00174462405 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 -6007.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT JUN25C 96.25 000000000 90.00000000 NC USD 51187.50000000 0.005754055656 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 90.00000000 NC N/A 51187.50000000 0.01000000 DIR US Long CME Three Month SOFR SFRU5 Comdty 2025-09-16 90.00000000 USD 2500.00000000 96.25000000 USD 2025-06-13 XXXX -73146.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC 5947.20000000 0.000668532743 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 9900000.00000000 SEK 943957.17000000 USD 2024-09-18 5947.20000000 N N N Goldman Sachs Access Investment Grade Corporate Bond Etf 549300KGVZT18SX98G95 Goldman Sachs Access Investment Grade Corporate Bond Etf 381430479 1718087.00000000 NS USD 77743436.75000000 8.739244190742 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 719790.00000000 NS USD 32368452.45000000 3.638581234151 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 1734429.81000000 NS USD 42146644.48000000 4.737760939429 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 1371735.67000000 NS USD 46858490.59000000 5.267425892072 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 3 MONTH SOFR OPT SEP25C 96.62 000000000 88.00000000 NC USD 52800.00000000 0.005935318948 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 88.00000000 NC N/A 52800.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ5 Comdty 2025-12-16 88.00000000 USD 2500.00000000 96.62500000 USD 2025-09-12 XXXX -110886.17000000 N N N Goldman Sachs Energy Infrastructure Fund 5493004HQKOKO2ODA746 Goldman Sachs Energy Infrastructure Fund 38148U239 23296.56000000 NS USD 296798.11000000 0.033363474359 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -1.00000000 NC USD -16925.00000000 -0.00190256199 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX INDEX 100.00000000 5290.00000000 USD 2024-06-28 XXXX -11950.62000000 N N N Goldman Sachs International Equity Insights Fund RP210Q47MZG236IVQP58 Goldman Sachs International Equity Insights Fund 38147X242 2317589.08000000 NS USD 34856539.78000000 3.918270474217 Long EC RF US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -20.00000000 NC USD -1050.00000000 -0.00011803191 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 10712.68000000 N N N Goldman Sachs High Yield Floating Rate Fund 20OHG0KU8S4HBIU77D72 Goldman Sachs High Yield Floating Rate Fund 38145L166 1020968.59000000 NS USD 9076410.80000000 1.020291534213 Long EC RF US N 1 N N N Goldman Sachs Managed Futures Strategy Fund 3J24L49YUVS4LPAV0F85 Goldman Sachs Managed Futures Strategy Fund 38150C879 1722736.75000000 NS USD 17847552.69000000 2.006267380057 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 10576.46000000 0.001188914080 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 2490000.00000000 CHF 2809724.13000000 USD 2024-09-18 10576.46000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 -6.00000000 NC USD -15.00000000 -0.00000168617 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 17097.60000000 N N N 2024-07-30 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President