Form NPORT-P GOLDMAN SACHS TRUST For: Aug 31

October 29, 2020 5:26 PM

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000054057
        C000169918
        C000201707
        C000196986
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Strategic Factor Allocation Fund
      S000054057
      5493007GJT5B3KUZ8P39
      2020-08-31
      2020-08-31
      N
    
    
      1621031387.45
      4074031.07
      1616957356.38
      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
      289183340.06000000
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        810387.44000000
        0.050118046515
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            24576687.91000000
            USD
            37690000.00000000
            NZD
            2020-09-23
            810387.44000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -17808.73000000
        -0.00110137289
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1610000.00000000
            EUR
            1904475.44000000
            USD
            2020-09-23
            -17808.73000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -68529.86000000
        -0.00423819835
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            11620910000.00000000
            JPY
            109686276.51000000
            USD
            2020-09-24
            -68529.86000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 3200 PUT
        000000000
        
          
        
        -1553.00000000
        NC
        USD
        -3882.50000000
        -0.00024011146
        N/A
        DE
        
        US
        
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3200.00000000
            USD
            2020-08-31
            XXXX
            126569.50000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2220 PUT
        000000000
        
          
        
        362.00000000
        NC
        USD
        17195.00000000
        0.001063417036
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2220.00000000
            USD
            2020-09-18
            XXXX
            -13473.65000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2270 PUT
        000000000
        
          
        
        202.00000000
        NC
        USD
        33835.00000000
        0.002092510347
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2270.00000000
            USD
            2020-09-30
            XXXX
            5417.06000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2200 PUT
        000000000
        
          
        
        310.00000000
        NC
        USD
        775.00000000
        0.000047929526
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2200.00000000
            USD
            2020-09-02
            XXXX
            -28200.19000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board Of Trade
        549300EX04Q2QBFQTQ27
        US BOND FUTR OPTN OCT20P 176 EXP 09/25/2020
        000000000
        
          
        
        -487.00000000
        NC
        USD
        -859859.38000000
        -0.05317761637
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board Of Trade
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    Chicago Board Of Trade
                    549300EX04Q2QBFQTQ27
                  
                  
                    Chicago Board Of Trade
                    549300EX04Q2QBFQTQ27
                    US Treasury Long Bond Future
                    N/A
                    
                      
                    
                    487.00000000
                    NC
                    N/A
                    -859859.38000000
                    -0.05000000
                    DIR
                    
                    US
                  
                  Short
                  
                    
                      US Treasury Long Bond
                      USZ0 Comdty
                    
                  
                  2020-12-21
                  487.00000000
                  USD
                
              
            
            1000.00000000
            176.00000000
            USD
            2020-09-25
            XXXX
            -420080.79000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 2100 PUT
        000000000
        
          
        
        227.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2100.00000000
            USD
            2020-08-28
            XXXX
            -29707.19000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 3225 PUT
        000000000
        
          
        
        -1561.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3225.00000000
            USD
            2020-08-28
            XXXX
            168588.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 3135 PUT
        000000000
        
          
        
        -1525.00000000
        NC
        USD
        -91500.00000000
        -0.00565877632
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3135.00000000
            USD
            2020-09-04
            XXXX
            13725.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2200 PUT
        000000000
        
          
        
        255.00000000
        NC
        USD
        3187.50000000
        0.000197129502
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2200.00000000
            USD
            2020-09-11
            XXXX
            -29822.32000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        43706.42000000
        0.002703003874
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1652800.93000000
            USD
            2300000.00000000
            AUD
            2020-09-23
            43706.42000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 3215 PUT
        000000000
        
          
        
        -1528.00000000
        NC
        USD
        -49660.00000000
        -0.00307120035
        N/A
        DE
        
        US
        
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3215.00000000
            USD
            2020-09-02
            XXXX
            161204.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 3110 PUT
        000000000
        
          
        
        646.00000000
        NC
        USD
        14535.00000000
        0.000898910533
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3110.00000000
            USD
            2020-09-02
            XXXX
            -42699.89000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2200 PUT
        000000000
        
          
        
        279.00000000
        NC
        USD
        697.50000000
        0.000043136573
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2200.00000000
            USD
            2020-09-04
            XXXX
            -25310.81000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -675932.56000000
        -0.04180274497
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            45150000.00000000
            EUR
            53231601.68000000
            USD
            2020-09-23
            -675932.56000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2250 PUT
        000000000
        
          
        
        361.00000000
        NC
        USD
        4512.50000000
        0.000279073531
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2250.00000000
            USD
            2020-09-11
            XXXX
            -30012.54000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2200 PUT
        000000000
        
          
        
        387.00000000
        NC
        USD
        1935.00000000
        0.000119669204
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2200.00000000
            USD
            2020-09-08
            XXXX
            -25218.20000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2150 PUT
        000000000
        
          
        
        259.00000000
        NC
        USD
        647.50000000
        0.000040044346
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2150.00000000
            USD
            2020-09-04
            XXXX
            -30626.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT DEC20 XCBT 20201221
        000000000
        
          
        
        1216.00000000
        NC
        USD
        -3764668.74000000
        -0.23282424395
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Ultra Long Bond
                WNZ0 Comdty
              
            
            2020-12-21
            270524668.74000000
            USD
            -3764668.74000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 2150 PUT
        000000000
        
          
        
        341.00000000
        NC
        USD
        852.50000000
        0.000052722478
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2150.00000000
            USD
            2020-08-31
            XXXX
            -41209.58000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 2175 PUT
        000000000
        
          
        
        328.00000000
        NC
        USD
        820.00000000
        0.000050712530
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2175.00000000
            USD
            2020-08-31
            XXXX
            -29356.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2300 PUT
        000000000
        
          
        
        324.00000000
        NC
        USD
        4860.00000000
        0.000300564512
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2300.00000000
            USD
            2020-09-11
            XXXX
            -29403.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2300 PUT
        000000000
        
          
        
        228.00000000
        NC
        USD
        29640.00000000
        0.001833072460
        N/A
        DE
        
        US
        
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2300.00000000
            USD
            2020-09-25
            XXXX
            -5165.29000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board Of Trade
        549300EX04Q2QBFQTQ27
        US BOND FUTR OPTN OCT20P 171 EXP 09/25/2020
        000000000
        
          
        
        -510.00000000
        NC
        USD
        -175312.50000000
        -0.01084212266
        N/A
        DIR
        
        US
        
        N
        
        1
        
          
            
              Chicago Board Of Trade
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    Chicago Board Of Trade
                    549300EX04Q2QBFQTQ27
                  
                  
                    Chicago Board Of Trade
                    549300EX04Q2QBFQTQ27
                    US Treasury Long Bond Future
                    N/A
                    
                      
                    
                    510.00000000
                    NC
                    N/A
                    -175312.50000000
                    -0.01000000
                    DIR
                    
                    US
                  
                  Short
                  
                    
                      US Treasury Long Bond
                      USZ0 Comdty
                    
                  
                  2020-12-21
                  510.00000000
                  USD
                
              
            
            1000.00000000
            171.00000000
            USD
            2020-09-25
            XXXX
            -974.10000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 2125 PUT
        000000000
        
          
        
        201.00000000
        NC
        USD
        502.50000000
        0.000031076886
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2125.00000000
            USD
            2020-08-31
            XXXX
            -24955.98000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2200 PUT
        000000000
        
          
        
        612.00000000
        NC
        USD
        29070.00000000
        0.001797821067
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2200.00000000
            USD
            2020-09-18
            XXXX
            -36565.50000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2350 PUT
        000000000
        
          
        
        307.00000000
        NC
        USD
        5372.50000000
        0.000332259844
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2350.00000000
            USD
            2020-09-11
            XXXX
            -27289.28000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2250 PUT
        000000000
        
          
        
        993.00000000
        NC
        USD
        114195.00000000
        0.007062338381
        N/A
        DE
        
        US
        
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2250.00000000
            USD
            2020-09-25
            XXXX
            -21457.25000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board Of Trade
        549300EX04Q2QBFQTQ27
        US BOND FUTR OPTN OCT20P 173 EXP 09/25/2020
        000000000
        
          
        
        -494.00000000
        NC
        USD
        -424531.25000000
        -0.02625494409
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board Of Trade
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    Chicago Board Of Trade
                    549300EX04Q2QBFQTQ27
                  
                  
                    Chicago Board Of Trade
                    549300EX04Q2QBFQTQ27
                    US Treasury Long Bond Future
                    N/A
                    
                      
                    
                    494.00000000
                    NC
                    N/A
                    -424531.25000000
                    -0.03000000
                    DIR
                    
                    US
                  
                  Short
                  
                    
                      US Treasury Long Bond
                      USZ0 Comdty
                    
                  
                  2020-12-21
                  494.00000000
                  USD
                
              
            
            1000.00000000
            173.00000000
            USD
            2020-09-25
            XXXX
            -155318.54000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) DEC20 XCBT 20201221
        000000000
        
          
        
        -486.00000000
        NC
        USD
        654340.68000000
        0.040467404871
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US Treasury Long Bond
                USZ0 Comdty
              
            
            2020-12-21
            -85780278.18000000
            USD
            654340.68000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 3180 PUT
        000000000
        
          
        
        -1543.00000000
        NC
        USD
        -42432.50000000
        -0.00262421886
        N/A
        DE
        
        US
        
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3180.00000000
            USD
            2020-09-02
            XXXX
            155071.50000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 3065 PUT
        000000000
        
          
        
        -1564.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            3065.00000000
            USD
            2020-08-28
            XXXX
            156400.00000000
          
        
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX AUG20 2150 PUT
        000000000
        
          
        
        252.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2150.00000000
            USD
            2020-08-28
            XXXX
            -30608.03000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        22615.96000000
        0.001398673867
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            1932519.60000000
            USD
            2550000.00000000
            CAD
            2020-09-23
            22615.96000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT  SEP20 XCME 20200918
        000000000
        
          
        
        4691.00000000
        NC
        USD
        62031478.50000000
        3.836308870808
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                E-mini S&P 500 Index
                ESU0 Index
              
            
            2020-09-18
            758635516.50000000
            USD
            62031478.50000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1592694.74000000
        0.098499489409
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            50180283.93000000
            USD
            70190000.00000000
            AUD
            2020-09-23
            1592694.74000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1284633.56000000
        0.079447584373
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            103625640.24000000
            USD
            136830000.00000000
            CAD
            2020-09-23
            1284633.56000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -484890.28000000
        -0.02998782114
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            49050000.00000000
            CHF
            53814516.67000000
            USD
            2020-09-23
            -484890.28000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        1268752920.02000000
        NS
        USD
        1268752920.02000000
        78.46545334135
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Options Clearing Corp.
        549300CII6SLYGKNHA04
        S+P 500 INDEX SEP20 2210 PUT
        000000000
        
          
        
        687.00000000
        NC
        USD
        32632.50000000
        0.002018142276
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing Corp.
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            100.00000000
            2210.00000000
            USD
            2020-09-18
            XXXX
            -34369.88000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2020-09-29
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  



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