NPORT-P/A false 0001752724-23-271450 0000822977 XXXXXXXX S000009314 C000058959 C000025448 C000025451 C000161531 C000025449 C000201783 C000058960 C000025447 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Balanced Strategy Portfolio S000009314 5493006EIK6TMNDMB826 2023-12-31 2023-09-30 N 503430735.76 2421359.01 501009376.75 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 12795253.98000000 USD N Bloomberg Global Aggregate Bond Index (Gross, USD, Unhedged) (60%) and the MSCI ACWI (Net, USD, Unhedged) (40%) CUN6PWV3CF MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9110.64000000 -0.00181845698 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5700000.00000000 SEK 514852.55000000 USD 2023-12-20 -9110.64000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -182.00000000 NC USD -10369.28000000 -0.00206967783 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written S&P 500 Index SPX INDEX 1.00000000 4068.06000000 USD 2023-12-29 XXXX 2334.32000000 N N N Goldman Sachs Small Cap Equity Insights Fund UBB2S4ORVV98300HEK13 38147X499 72418.86000000 NS USD 1695325.51000000 0.338381992168 Long EC RF US N 1 N N N Goldman Sachs Emerging Markets Equity Insights Fund 549300UHNMO4HOGWYU58 38147X259 2409480.12000000 NS USD 18866229.30000000 3.765643953089 Long EC RF US N 1 N N N Goldman Sachs ActiveBeta International Equity ETF 549300XBH2SEXT65RC75 381430107 444738.00000000 NS USD 13355482.14000000 2.665715006500 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 45298.42000000 0.009041431578 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1470000.00000000 CHF 1666385.16000000 USD 2023-12-20 45298.42000000 N N N Goldman Sachs Core Fixed Income Fund 2NJKQB9WFS0RLSFC6S95 38147X333 1873237.07000000 NS USD 16447021.48000000 3.282777178082 Long EC RF US N 1 N N N Goldman Sachs Short Duration Bond Fund 5K6BNCLRUJN03ZJ21072 38147X564 1928033.57000000 NS USD 18046394.23000000 3.602007281194 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 50.00000000 NC USD 31250.00000000 0.006237408210 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 50.00000000 NC N/A 31250.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 50.00000000 USD 2500.00000000 96.00000000 USD 2024-09-13 XXXX -39790.99000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 182.00000000 NC USD 17894.97000000 0.003571783449 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased S&P 500 Index SPX INDEX 1.00000000 4387.54000000 USD 2023-12-29 XXXX 222.77000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 209.00000000 NC USD -1764617.55000000 -0.35221247982 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESZ3 Index 2023-12-15 46966092.55000000 USD -1764617.55000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 10300.00000000 NC USD 6936.44000000 0.001384493049 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased KraneShares CSI China Internet ETF KraneShares CSI China Internet ETF 1.00000000 31.86260000 USD 2023-12-29 XXXX -30140.47000000 N N N Goldman Sachs MarketBeta International Equity ETF N/A 381430180 109928.00000000 NS USD 5370554.43000000 1.071946889465 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 34.00000000 NC USD 36125.00000000 0.007210443891 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 34.00000000 NC N/A 36125.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 34.00000000 USD 2500.00000000 95.25000000 USD 2024-09-13 XXXX -101943.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 126.00000000 NC USD 94500.00000000 0.018861922428 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 126.00000000 NC N/A 94500.00000000 0.02000000 DIR US Long CME Three Month SOFR SFRU5 Comdty 2025-09-16 126.00000000 USD 2500.00000000 97.25000000 USD 2025-06-13 XXXX -61488.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 128.26000000 0.000025600319 N/A DFE JP N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 311983.91000000 USD 46000000.00000000 JPY 2023-12-20 128.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1004.05000000 -0.00020040543 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 290000.00000000 CHF 318802.18000000 USD 2023-12-20 -1004.05000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 380000.00000000 OU Notional Amount 1557.13000000 0.000310798574 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 1557.13000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 97.00000000 NC USD 67293.75000000 0.013431634840 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 97.00000000 NC N/A 67293.75000000 0.01000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 97.00000000 USD 2500.00000000 97.00000000 USD 2025-03-14 XXXX -61456.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 80422.20000000 0.016052034898 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 5120000.00000000 EUR 5515159.04000000 USD 2023-12-20 80422.20000000 N N N Goldman Sachs Global Infrastructure Fund 54930073G57DO7G34278 38148U775 417688.02000000 NS USD 4657221.43000000 0.929567717915 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13.00000000 NC USD 7150.00000000 0.001427118998 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 13.00000000 NC N/A 7150.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRU4 Comdty 2024-09-17 13.00000000 USD 2500.00000000 95.37500000 USD 2024-06-14 XXXX -40625.91000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -182.00000000 NC USD -5022.75000000 -0.00100252614 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written S&P 500 Index SPX INDEX 1.00000000 4579.23000000 USD 2023-12-29 XXXX -54.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 56350.93000000 0.011247480110 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1925000.00000000 GBP 2406470.80000000 USD 2023-12-20 56350.93000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 145.00000000 NC USD 105125.00000000 0.020982641219 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 145.00000000 NC N/A 105125.00000000 0.02000000 DIR US Long CME Three Month SOFR SFRZ5 Comdty 2025-12-16 145.00000000 USD 2500.00000000 97.50000000 USD 2025-09-12 XXXX -58336.40000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 50.00000000 NC USD 40937.50000000 0.008171004755 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 50.00000000 NC N/A 40937.50000000 0.01000000 DIR US Long CME Three Month SOFR SFRH5 Comdty 2025-03-18 50.00000000 USD 2500.00000000 96.25000000 USD 2024-12-13 XXXX -37779.24000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 181.00000000 NC USD 75793.75000000 0.015128209873 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 181.00000000 NC N/A 75793.75000000 0.02000000 DIR US Long CME Three Month SOFR SFRH5 Comdty 2025-03-18 181.00000000 USD 2500.00000000 97.25000000 USD 2024-12-13 XXXX -216204.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13.00000000 NC USD 3331.25000000 0.000664907715 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 13.00000000 NC N/A 3331.25000000 0.00000000 DIR US Long CME Three Month SOFR SFRM4 Comdty 2024-06-18 13.00000000 USD 2500.00000000 95.37500000 USD 2024-03-15 XXXX -38061.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -280.20000000 -0.00005592709 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1100000.00000000 NOK 102794.48000000 USD 2023-12-20 -280.20000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 231.00000000 NC USD 20212.50000000 0.004034355630 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 231.00000000 NC N/A 20212.50000000 0.00000000 DIR US Long CME Three Month SOFR SFRU4 Comdty 2024-09-17 231.00000000 USD 2500.00000000 97.75000000 USD 2024-06-14 XXXX -330226.67000000 N N N Goldman Sachs Local Emerging Markets Debt Fund 58SWL44ZGT3G71LAHX23 38145L174 1166595.00000000 NS USD 5098020.13000000 1.017549843691 Long EC RF US N 1 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 12193065.69000000 NS USD 12193065.69000000 2.433700097410 Long EC RF US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 230.00000000 NC USD -427140.13000000 -0.08525591532 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYZ3 Comdty 2023-12-19 25274327.63000000 USD -427140.13000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 262.00000000 NC USD 13100.00000000 0.002614721521 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 262.00000000 NC N/A 13100.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRM4 Comdty 2024-06-18 262.00000000 USD 2500.00000000 97.75000000 USD 2024-03-15 XXXX -350743.34000000 N N N Goldman Sachs International Small Cap Insights Fund 549300VMLASEOM8ZWE07 38147X234 620763.07000000 NS USD 7089114.25000000 1.414966381664 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 13.00000000 NC USD 12593.75000000 0.002513675508 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 13.00000000 NC N/A 12593.75000000 0.00000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 13.00000000 USD 2500.00000000 95.37500000 USD 2024-09-13 XXXX -40421.16000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -7628.38000000 -0.00152260224 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1840000.00000000 AUD 1178843.84000000 USD 2023-12-20 -7628.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 54.00000000 NC USD 60750.00000000 0.012125521560 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 54.00000000 NC N/A 60750.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRU5 Comdty 2025-09-16 54.00000000 USD 2500.00000000 96.62500000 USD 2025-06-13 XXXX -32295.78000000 N N N Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF 549300HE2W614QP0GH20 381430503 814491.00000000 NS USD 68604576.93000000 13.69327204513 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 107.00000000 NC USD 26750.00000000 0.005339221428 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 107.00000000 NC N/A 26750.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRZ4 Comdty 2024-12-17 107.00000000 USD 2500.00000000 97.25000000 USD 2024-09-13 XXXX -117521.74000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 162.00000000 NC USD 94162.50000000 0.018794558419 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 162.00000000 NC N/A 94162.50000000 0.02000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 162.00000000 USD 2500.00000000 97.25000000 USD 2025-03-14 XXXX -202465.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 1183.74000000 0.000236271027 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 290000.00000000 SGD 214130.15000000 USD 2023-12-20 1183.74000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 69.00000000 NC USD 24150.00000000 0.004820269064 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 69.00000000 NC N/A 24150.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRM4 Comdty 2024-06-18 69.00000000 USD 2500.00000000 95.00000000 USD 2024-03-15 XXXX -181151.81000000 N N N Goldman Sachs Global Core Fixed Income S7AVHSYYPK5PCOCQSV77 38147X549 13780396.97000000 NS USD 149379503.18000000 29.81571006694 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -709.89000000 -0.00014169195 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 60000.00000000 NZD 35252.34000000 USD 2023-12-20 -709.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 134.00000000 NC USD 107200.00000000 0.021396805124 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 134.00000000 NC N/A 107200.00000000 0.02000000 DIR US Long CME Three Month SOFR SFRH6 Comdty 2026-03-17 134.00000000 USD 2500.00000000 97.50000000 USD 2025-12-12 XXXX -53910.88000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 32.00000000 NC 2574.86000000 0.000513934492 N/A DE BR N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased The Bovespa Index BOVESPA Index 1.00000000 130847.40000000 BRL 2023-12-13 XXXX -20111.31000000 N N N Goldman Sachs Emerging Markets Debt Fund XC6LIVZDLLKYZ7FKO621 38148U882 1807671.67000000 NS USD 15817127.07000000 3.157052104015 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 173.00000000 NC USD 2162.50000000 0.000431628648 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 173.00000000 NC N/A 2162.50000000 0.00000000 DIR US Long CME Three Month SOFR SFRH4 Comdty 2024-03-19 173.00000000 USD 2500.00000000 97.50000000 USD 2023-12-15 XXXX -229577.80000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 440000.00000000 OU Notional Amount -12086.10000000 -0.00241235005 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-05 0.00000000 EUR 0.00000000 EUR 440000.00000000 EUR -12086.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 53.00000000 NC USD 51343.75000000 0.010248061689 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 53.00000000 NC N/A 51343.75000000 0.01000000 DIR US Long CME Three Month SOFR SFRM5 Comdty 2025-06-17 53.00000000 USD 2500.00000000 96.50000000 USD 2025-03-14 XXXX -38402.21000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 188.37000000 0.000037598098 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3150000.00000000 HKD 403133.53000000 USD 2023-12-20 188.37000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 244.00000000 NC USD 12200.00000000 0.002435084165 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 244.00000000 NC N/A 12200.00000000 0.00000000 DIR US Long CME Three Month SOFR SFRU4 Comdty 2024-09-17 244.00000000 USD 2500.00000000 98.50000000 USD 2024-06-14 XXXX -24316.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 57.03000000 0.000011383020 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 280000.00000000 ILS 73777.71000000 USD 2023-12-20 57.03000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 71.00000000 NC USD 9318.75000000 0.001859995128 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 71.00000000 NC N/A 9318.75000000 0.00000000 DIR US Long CME Three Month SOFR SFRU4 Comdty 2024-09-17 71.00000000 USD 2500.00000000 97.25000000 USD 2024-06-14 XXXX -59974.19000000 N N N Goldman Sachs ActiveBeta Emerging Markets Equity ETF 549300PZDHNP7HDURN13 381430206 182801.00000000 NS USD 5239990.67000000 1.045886746469 Long EC RF US N 1 N N N Goldman Sachs Access Treasury 0-1 Year ETF 549300Q2J4ZAD8E71F28 381430529 314784.00000000 NS USD 31513026.24000000 6.289907475269 Long EC RF US N 1 N N N Goldman Sachs Access Investment Grade Corporate Bond Etf 549300KGVZT18SX98G95 381430479 1155122.00000000 NS USD 49912937.13000000 9.962475643426 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 38.00000000 NC USD 25650.00000000 0.005119664659 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 38.00000000 NC N/A 25650.00000000 0.01000000 DIR US Long CME Three Month SOFR SFRU4 Comdty 2024-09-17 38.00000000 USD 2500.00000000 95.12500000 USD 2024-06-14 XXXX -110320.66000000 N N N Goldman Sachs MarketBeta Emerging Markets Equity ETF N/A 381430164 58442.00000000 NS USD 2299043.99000000 0.458882427493 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 7099.97000000 0.001417133157 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3320000.00000000 DKK 480030.17000000 USD 2023-12-20 7099.97000000 N N N Goldman Sachs Large Cap Value Insights Fund 549300KBU32INALWSS44 38147X515 240992.26000000 NS USD 5145184.77000000 1.026963767300 Long EC RF US N 1 N N N Goldman Sachs Large Cap Growth Insights Fund IYI7KZ6TLM47WE4G7I95 38147X523 193217.62000000 NS USD 5066165.92000000 1.011191836940 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 51.00000000 NC USD 65025.00000000 0.012978799004 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Call Purchased Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A 51.00000000 NC N/A 65025.00000000 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 -29838.57000000 N N N Goldman Sachs Energy Infrastructure Fund 5493004HQKOKO2ODA746 38148U239 54984.85000000 NS USD 624627.85000000 0.124673884159 Long EC RF US N 1 N N N Goldman Sachs International Equity Insights Fund RP210Q47MZG236IVQP58 38147X242 2460270.74000000 NS USD 31909711.47000000 6.369084682006 Long EC RF US N 1 N N N Goldman Sachs High Yield Floating Rate Fund 20OHG0KU8S4HBIU77D72 38145L166 546973.89000000 NS USD 4846188.64000000 0.967285017984 Long EC RF US N 1 N N N Goldman Sachs Managed Futures Strategy Fund 3J24L49YUVS4LPAV0F85 38150C879 1508403.29000000 NS USD 15355545.45000000 3.064921768452 Long EC RF US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 54468.00000000 0.010871652812 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 527000000.00000000 JPY 3630187.87000000 USD 2023-12-20 54468.00000000 N N N 2024-05-09 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President XXXX