Goldman Sachs Strategic Factor Allocation Fund

Fund Profile

Fund profile

Tickers

SFAFX, GSQPX

Fund manager

Goldman Sachs High Yield Instl

Total assets

$2.45 bn

Liabilities

$16.49 mm

Net assets

$2.44 bn

Number of holdings

168.00

168 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Goldman Sachs Financial Square Government Fund	876.85 mm	876.85 mm shares	35.98	Common equity	Long	USA
U.S. Treasury Bills	197.76 mm	200.00 mm principal	8.12	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	196.58 mm	200.00 mm principal	8.07	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	178.73 mm	180.33 mm principal	7.33	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	176.38 mm	179.90 mm principal	7.24	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	124.44 mm	125.00 mm principal	5.11	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	124.09 mm	125.00 mm principal	5.09	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	123.82 mm	125.00 mm principal	5.08	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	123.57 mm	125.00 mm principal	5.07	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	122.75 mm	125.00 mm principal	5.04	Short-term investment vehicle	Long	USA
S+P500 EMINI FUT DEC24	35.95 mm	4.17 k contracts	1.48	Equity derivative	N/A	USA
US 10YR NOTE (CBT)MAR25	15.47 mm	11.81 k contracts	0.63	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD NZD Morgan Stanley & Co. LLC	6.26 mm	1.00 contracts	0.26	DFE	N/A	USA
3 MONTH SOFR OPT JUN26P 97	3.89 mm	1.68 k contracts	0.16	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD AUD Morgan Stanley & Co. LLC	2.90 mm	1.00 contracts	0.12	DFE	N/A	USA
3 MONTH SOFR OPT MAR25P 96.5	2.82 mm	1.54 k contracts	0.12	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 95.37	2.53 mm	1.58 k contracts	0.10	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 95.5	2.15 mm	1.60 k contracts	0.09	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD EUR Morgan Stanley & Co. LLC	1.88 mm	1.00 contracts	0.08	DFE	N/A	USA
3 MONTH SOFR OPT JUN25C 95.68	1.67 mm	1.64 k contracts	0.07	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD JPY Morgan Stanley & Co. LLC	1.65 mm	1.00 contracts	0.07	DFE	N/A	USA
3 MONTH SOFR OPT JUN26P 96.62	1.40 mm	813.00 contracts	0.06	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN26C 97	1.20 mm	1.68 k contracts	0.05	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP26P 96.37	1.20 mm	826.00 contracts	0.05	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP26C 96.37	1.18 mm	826.00 contracts	0.05	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN26C 96.62	838.41 k	813.00 contracts	0.03	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 95.68	816.50 k	1.63 k contracts	0.03	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 95.75	679.58 k	1.60 k contracts	0.03	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 95.68	513.13 k	1.64 k contracts	0.02	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25P 95.75	499.69 k	1.60 k contracts	0.02	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD CHF Morgan Stanley & Co. LLC	436.91 k	1.00 contracts	0.02	DFE	N/A	USA
3 MONTH SOFR OPT MAR25P 95.68	377.63 k	1.63 k contracts	0.02	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 95.5	280.00 k	1.60 k contracts	0.01	Interest rate derivative	N/A	USA
S+P 500 INDEX	225.93 k	34.00 contracts	0.01	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 95.37	187.98 k	1.58 k contracts	0.01	Interest rate derivative	N/A	USA
S+P 500 INDEX	187.95 k	42.00 contracts	0.01	Equity derivative	N/A	USA
S+P 500 INDEX	187.40 k	40.00 contracts	0.01	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25P 97	179.55 k	72.00 contracts	0.01	Interest rate derivative	N/A	USA
S+P 500 INDEX	135.32 k	34.00 contracts	0.01	Equity derivative	N/A	USA
PURCHASED USD / SOLD CHF Morgan Stanley & Co. LLC	124.35 k	1.00 contracts	0.01	DFE	N/A	USA
PURCHASED USD / SOLD CAD Morgan Stanley & Co. LLC	119.82 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD GBP Morgan Stanley & Co. LLC	119.44 k	1.00 contracts	0.00	DFE	N/A	USA
3 MONTH SOFR OPT JUN25P 96.56	116.88 k	68.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 96.5	115.80 k	1.54 k contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP25P 96.25	72.86 k	67.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	62.03 k	15.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 96.06	61.43 k	78.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	56.84 k	28.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25C 96.25	49.83 k	67.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	49.79 k	383.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.06	44.85 k	78.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	31.27 k	379.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	28.91 k	7.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	28.73 k	383.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	28.28 k	13.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	26.28 k	36.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	22.86 k	381.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25C 97	22.50 k	72.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	20.00 k	381.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.56	18.70 k	68.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	18.15 k	382.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	18.10 k	381.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	17.48 k	368.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	16.84 k	4.00 contracts	0.00	Equity derivative	N/A	USA
PURCHASED USD / SOLD NZD Morgan Stanley & Co. LLC	16.21 k	1.00 contracts	0.00	DFE	N/A	USA
S+P 500 INDEX	13.41 k	383.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	12.67 k	362.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	11.73 k	5.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	10.95 k	6.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	7.73 k	5.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	7.68 k	3.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	7.67 k	7.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	7.54 k	377.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	7.18 k	359.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	4.39 k	351.00 contracts	0.00	Equity derivative	N/A	USA
PURCHASED USD / SOLD AUD Morgan Stanley & Co. LLC	2.42 k	1.00 contracts	0.00	DFE	N/A	USA
S+P 500 INDEX	1.65 k	330.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	895.00	358.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	780.00	156.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	687.50	275.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	687.50	275.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	687.50	275.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	677.50	271.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	670.00	2.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	625.00	250.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	580.00	232.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	197.50	1.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	165.00	1.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	40.00	16.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	22.50	1.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	15.00	6.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	12.50	5.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	5.00	2.00 contracts	0.00	Equity derivative	N/A	USA
US 10Y NOTE W5 OP NOV24P 108.2	0	-360.00 contracts	0.00	Interest rate derivative	N/A	USA
10YR WEDS WKLY OP NOV24P 108.5	0	-722.00 contracts	0.00	Interest rate derivative	N/A	USA
10YR WEDS WKLY OP NOV24C 112.7	0	-359.00 contracts	0.00	Interest rate derivative	N/A	USA
10YR WEDS WKLY OP NOV24C 112.2	0	-361.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24P 108.7	0	-722.00 contracts	0.00	Interest rate derivative	N/A	USA
10YR WEDS WKLY OP NOV24C 111.5	0	-361.00 contracts	0.00	Interest rate derivative	N/A	USA
10YR WEDS WKLY OP NOV24C 111.7	0	-359.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24P 109	0	-361.00 contracts	0.00	Interest rate derivative	N/A	USA
10YR WEDS WKLY OP NOV24P 108.7	0	-722.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-15.00	-6.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-25.00	-10.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-35.00	-14.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-40.00	-16.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-55.00	-22.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-65.00	-26.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-77.50	-31.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-105.00	-42.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-125.00	-50.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-157.50	-63.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE WED WKDEC24P 109.2	-358.00	-358.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24P 109.5	-359.00	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24P 109	-359.00	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-385.00	-7.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-580.00	-4.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-735.00	-7.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.05 k	-15.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.26 k	-24.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.43 k	-52.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.48 k	-37.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.52 k	-4.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.78 k	-10.00 contracts	-0.00	Equity derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 111.7	-2.52 k	-360.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 111.5	-2.53 k	-361.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-3.57 k	-51.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-4.01 k	-1.61 k contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-4.68 k	-13.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24C 113.5	-5.61 k	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24P 108.7	-5.61 k	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24C 112.5	-5.61 k	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24P 109.2	-5.61 k	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-6.62 k	-49.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-7.15 k	-10.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-7.88 k	-35.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE WED WKDEC24C 112	-11.22 k	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24C 112.7	-11.22 k	-359.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-11.61 k	-9.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-11.97 k	-1.60 k contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-13.41 k	-18.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-13.68 k	-16.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-14.28 k	-34.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-17.44 k	-16.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-18.56 k	-32.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-26.08 k	-16.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-26.95 k	-49.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-27.74 k	-1.59 k contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-36.75 k	-35.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-39.50 k	-50.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE WED WKDEC24C 111.5	-44.75 k	-358.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-47.70 k	-1.59 k contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-55.41 k	-1.58 k contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-76.64 k	-39.00 contracts	-0.00	Equity derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 111	-78.75 k	-360.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 110.7	-163.58 k	-361.00 contracts	-0.01	Interest rate derivative	N/A	USA
PURCHASED AUD / SOLD USD Morgan Stanley & Co. LLC	-262.86 k	1.00 contracts	-0.01	DFE	N/A	Australia
PURCHASED NZD / SOLD USD Morgan Stanley & Co. LLC	-288.68 k	1.00 contracts	-0.01	DFE	N/A	New Zealand
PURCHASED AUD / SOLD USD Morgan Stanley & Co. LLC	-305.11 k	1.00 contracts	-0.01	DFE	N/A	Australia
PURCHASED NZD / SOLD USD Morgan Stanley & Co. LLC	-321.40 k	1.00 contracts	-0.01	DFE	N/A	New Zealand
PURCHASED USD / SOLD JPY Morgan Stanley & Co. LLC	-376.05 k	1.00 contracts	-0.02	DFE	N/A	USA
PURCHASED GBP / SOLD USD Morgan Stanley & Co. LLC	-539.21 k	1.00 contracts	-0.02	DFE	N/A	UK
PURCHASED CAD / SOLD USD Morgan Stanley & Co. LLC	-650.31 k	1.00 contracts	-0.03	DFE	N/A	Canada
PURCHASED CHF / SOLD USD Morgan Stanley & Co. LLC	-1.16 mm	1.00 contracts	-0.05	DFE	N/A	Switzerland
PURCHASED AUD / SOLD USD Morgan Stanley & Co. LLC	-1.37 mm	1.00 contracts	-0.06	DFE	N/A	Australia
PURCHASED EUR / SOLD USD Morgan Stanley & Co. LLC	-1.66 mm	1.00 contracts	-0.07	DFE	N/A	XX
PURCHASED JPY / SOLD USD Morgan Stanley & Co. LLC	-3.22 mm	1.00 contracts	-0.13	DFE	N/A	Japan
PURCHASED NZD / SOLD USD Morgan Stanley & Co. LLC	-4.46 mm	1.00 contracts	-0.18	DFE	N/A	New Zealand