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Form NPORT-P GOLDMAN SACHS TRUST For: Sep 30

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7. BAC
8. BK
9. UNH
10. ITCI


November 24, 2020 5:09 PM EST 

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000020314
        C000057076
        C000057077
        C000161524
        C000066743
        C000201773
        C000057078
        C000066744
      
      
      
    
  
  
    
      Goldman Sachs Trust
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71 South Wacker Drive
      Chicago
      
      60606
      312-655-4400
      Goldman Sachs Absolute Return Tracker Fund
      S000020314
      DKFEL85SJZHUKV0SC582
      2020-12-31
      2020-09-30
      N
    
    
      3441672624.81
      98884025.93
      3342788598.88
      0.00000000
      11753292.64000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      93019326.87999999
      
        
        
        
        
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Schroders plc
        2138001YYBULX5SZ2H24
        Schroders plc
        N/A
        
          
        
        200.00000000
        NS
        
        6945.95000000
        0.000207789089
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027X100
        
          
        
        23947.00000000
        NS
        USD
        5788708.31000000
        0.173170038689
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        Rio Tinto plc
        N/A
        
          
        
        600.00000000
        NS
        
        36103.49000000
        0.001080041077
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Conagra Brands, Inc.
        54930035UDEIH090K650
        Conagra Brands, Inc.
        205887102
        
          
        
        5912.00000000
        NS
        USD
        211117.52000000
        0.006315610866
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Weir Group plc (The)
        549300KDR56WHY9I3D10
        Weir Group plc (The)
        N/A
        
          
        
        900.00000000
        NS
        
        14488.17000000
        0.000433415681
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Clarkson plc
        2138007G6BGTEHI3OT22
        Clarkson plc
        N/A
        
          
        
        100.00000000
        NS
        
        2906.95000000
        0.000086961825
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PVH Corp.
        123WALMHY1GZXG2YDL90
        PVH Corp.
        693656100
        
          
        
        4400.00000000
        NS
        USD
        262416.00000000
        0.007850212247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class A
        02079K305
        
          
        
        11836.00000000
        NS
        USD
        17346841.60000000
        0.518933252489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        Netflix, Inc.
        64110L106
        
          
        
        24400.00000000
        NS
        USD
        12200732.00000000
        0.364986646301
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Diageo plc
        213800ZVIELEA55JMJ32
        Diageo plc
        N/A
        
          
        
        100.00000000
        NS
        
        3434.87000000
        0.000102754628
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Brother Industries Ltd.
        549300O5FACQ67KI6R92
        Brother Industries Ltd.
        114813108
        
          
        
        1100.00000000
        NS
        
        17498.14000000
        0.000523459365
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Analog Devices, Inc.
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices, Inc.
        032654105
        
          
        
        36600.00000000
        NS
        USD
        4272684.00000000
        0.127817954190
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atmos Energy Corp.
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp.
        049560105
        
          
        
        300.00000000
        NS
        USD
        28677.00000000
        0.000857876564
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        Baxter International, Inc.
        071813109
        
          
        
        200.00000000
        NS
        USD
        16084.00000000
        0.000481155165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AstraZeneca plc
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca plc
        N/A
        
          
        
        500.00000000
        NS
        
        54632.23000000
        0.001634330989
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        Cigna Corp.
        125523100
        
          
        
        2600.00000000
        NS
        USD
        440466.00000000
        0.013176603514
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yoshinoya Holdings Co. Ltd.
        N/A
        Yoshinoya Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        1872.55000000
        0.000056017601
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kamigumi Co. Ltd.
        N/A
        Kamigumi Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        7882.14000000
        0.000235795347
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sun Communities, Inc.
        549300H5GEOJYN41ZG57
        Sun Communities, Inc.
        866674104
        
          
        
        23800.00000000
        NS
        USD
        3346518.00000000
        0.100111565568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AmerisourceBergen Corp.
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp.
        03073E105
        
          
        
        1753.00000000
        NS
        USD
        169900.76000000
        0.005082605584
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ViacomCBS, Inc.
        5KYC8KF17ROCY24M3H09
        ViacomCBS, Inc.
        92556H206
        
          
        
        10900.00000000
        NS
        USD
        305309.00000000
        0.009133362489
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alexion Pharmaceuticals, Inc.
        M1YXUUZR0EIMU8T0EM75
        Alexion Pharmaceuticals, Inc.
        015351109
        
          
        
        2500.00000000
        NS
        USD
        286075.00000000
        0.008557974623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Molson Coors Beverage Co.
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co., Class B
        60871R209
        
          
        
        9532.00000000
        NS
        USD
        319893.92000000
        0.009569672461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Computacenter plc
        549300XSXUZ1I19DB105
        Computacenter plc
        N/A
        
          
        
        300.00000000
        NS
        
        9160.65000000
        0.000274042157
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Accor SA
        969500QZC2Q0TK11NV07
        Accor SA
        N/A
        
          
        
        100.00000000
        NS
        
        2799.00000000
        0.000083732486
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class A
        35137L105
        
          
        
        12200.00000000
        NS
        USD
        339526.00000000
        0.010156968948
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hakuhodo DY Holdings, Inc.
        N/A
        Hakuhodo DY Holdings, Inc.
        N/A
        
          
        
        1000.00000000
        NS
        
        12931.36000000
        0.000386843487
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        AbbVie, Inc.
        00287Y109
        
          
        
        84600.00000000
        NS
        USD
        7410114.00000000
        0.221674622274
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Genus plc
        54930022EOITNKSIGH56
        Genus plc
        N/A
        
          
        
        100.00000000
        NS
        
        4959.16000000
        0.000148353982
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NEC Corp.
        5493000QYMPFRTEY4K28
        NEC Corp.
        N/A
        
          
        
        500.00000000
        NS
        
        29246.90000000
        0.000874925204
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Co.
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co.
        42824C109
        
          
        
        24200.00000000
        NS
        USD
        226754.00000000
        0.006783378406
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -125.00000000
        NC
        USD
        -1125000.00000000
        -0.03365453622
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3350.00000000
            USD
            2020-10-30
            XXXX
            -99076.12000000
          
        
        
          N
          N
          N
        
      
      
        Ocado Group plc
        213800LO8F61YB8MBC74
        Ocado Group plc
        N/A
        
          
        
        600.00000000
        NS
        
        21221.56000000
        0.000634846008
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mochida Pharmaceutical Co. Ltd.
        N/A
        Mochida Pharmaceutical Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3952.33000000
        0.000118234518
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Spirent Communications plc
        213800HKCUNWP1916L38
        Spirent Communications plc
        N/A
        
          
        
        3000.00000000
        NS
        
        11031.89000000
        0.000330020570
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NOK Corp.
        N/A
        NOK Corp.
        N/A
        
          
        
        2500.00000000
        NS
        
        26082.33000000
        0.000780256639
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        IDEX Corp.
        549300U5Y5EL6PHYLF13
        IDEX Corp.
        45167R104
        
          
        
        100.00000000
        NS
        USD
        18241.00000000
        0.000545682129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Burlington Stores, Inc.
        5299003Z37DVGKKC1W09
        Burlington Stores, Inc.
        122017106
        
          
        
        16400.00000000
        NS
        USD
        3379876.00000000
        0.101109474919
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intuit, Inc.
        VI90HBPH7XSFMB9E4M29
        Intuit, Inc.
        461202103
        
          
        
        207.00000000
        NS
        USD
        67525.47000000
        0.002020034112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Italgas SpA
        815600F25FF44EF1FA76
        Italgas SpA
        N/A
        
          
        
        5300.00000000
        NS
        
        33426.29000000
        0.000999952255
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        870.00000000
        NC
        USD
        224030.91000000
        0.006701916779
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2020-12-21
            121365000.00000000
            USD
            224030.91000000
          
        
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        N/A
        
          
        
        100.00000000
        NS
        
        7964.93000000
        0.000238272022
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11990.28000000
        0.000358690944
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            5227464.46000000
            USD
            254060000.00000000
            PHP
            2020-10-29
            11990.28000000
          
        
        
          N
          N
          N
        
      
      
        LKQ Corp.
        DS830JTTZQN6GK0I2E41
        LKQ Corp.
        501889208
        
          
        
        123972.00000000
        NS
        USD
        3437743.56000000
        0.102840591270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kobe Bussan Co. Ltd.
        353800CJIFNHN2DXRD59
        Kobe Bussan Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        5507.12000000
        0.000164746284
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Infomart Corp.
        N/A
        Infomart Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        887.19000000
        0.000026540415
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Anthem, Inc.
        8MYN82XMYQH89CTMTH67
        Anthem, Inc.
        036752103
        
          
        
        1607.00000000
        NS
        USD
        431624.13000000
        0.012912097706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresenius SE & Co. KGaA
        XDFJ0CYCOO1FXRFTQS51
        Fresenius SE & Co. KGaA
        N/A
        
          
        
        4000.00000000
        NS
        
        181897.32000000
        0.005441484396
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Union Pacific Corp.
        549300LMMRSZZCZ8CL11
        Union Pacific Corp.
        907818108
        
          
        
        32400.00000000
        NS
        USD
        6378588.00000000
        0.190816374153
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        9850000.00000000
        PA
        USD
        -29052.49000000
        -0.00086910940
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American Investment Grade Index Series 35-V1
                Markit CDX North American Investment Grade Index Series 35-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            237886.06000000
            USD
            0.00000000
            USD
            9850000.00000000
            USD
            -29052.49000000
          
        
        
          N
          N
          N
        
      
      
        Hino Motors Ltd.
        3538009ZU0PHKNHJM202
        Hino Motors Ltd.
        433406105
        
          
        
        1700.00000000
        NS
        
        11030.82000000
        0.000329988561
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LondonMetric Property plc
        213800OCERWWPQDURL87
        LondonMetric Property plc
        N/A
        
          
        
        1215.00000000
        NS
        
        3475.11000000
        0.000103958413
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        RSA Insurance Group plc
        549300HOGQ7E0TY86138
        RSA Insurance Group plc
        N/A
        
          
        
        4300.00000000
        NS
        
        25107.04000000
        0.000751080699
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Huntington Bancshares, Inc.
        549300XTVCVV9I7B5T19
        Huntington Bancshares, Inc.
        446150104
        
          
        
        16500.00000000
        NS
        USD
        151305.00000000
        0.004526310758
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nokia OYJ
        549300A0JPRWG1KI7U06
        Nokia OYJ
        N/A
        
          
        
        33400.00000000
        NS
        
        130722.88000000
        0.003910593689
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        HelloFresh SE
        391200ZAF4V6XD2M9G57
        HelloFresh SE
        N/A
        
          
        
        1200.00000000
        NS
        
        66688.64000000
        0.001995000222
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of New York Mellon Corp. (The)
        WFLLPEPC7FZXENRZV188
        Bank of New York Mellon Corp. (The)
        064058100
        
          
        
        6900.00000000
        NS
        USD
        236946.00000000
        0.007088273547
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KDDI Corp.
        5299003FU7V4I45FU310
        KDDI Corp.
        N/A
        
          
        
        1800.00000000
        NS
        
        45272.80000000
        0.001354342300
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        345066582.10000000
        PA
        USD
        5519403.70000000
        0.165113752686
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                MSCI World Net Total Return Index
                MSCI World Net Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            345066582.10000000
            USD
            5519403.70000000
          
        
        
          N
          N
          N
        
      
      
        Leidos Holdings, Inc.
        549300IUTGTP6EJP8124
        Leidos Holdings, Inc.
        525327102
        
          
        
        3900.00000000
        NS
        USD
        347685.00000000
        0.010401046602
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co.
        844741108
        
          
        
        5300.00000000
        NS
        USD
        198750.00000000
        0.005945634733
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AMETEK, Inc.
        549300WZDEF9KKE40E98
        AMETEK, Inc.
        031100100
        
          
        
        1000.00000000
        NS
        USD
        99400.00000000
        0.002973565245
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        British American Tobacco plc
        213800FKA5MF17RJKT63
        British American Tobacco plc
        N/A
        
          
        
        5700.00000000
        NS
        
        204466.51000000
        0.006116644949
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        122100.00000000
        NS
        USD
        5903535.00000000
        0.176605095577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Lease & Finance Co. Ltd.
        353800MZ3QX9RLMH7B09
        Mitsubishi UFJ Lease & Finance Co. Ltd.
        N/A
        
          
        
        3500.00000000
        NS
        
        16262.25000000
        0.000486487539
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bunge Ltd.
        5493007M0RIN8HY3MM77
        Bunge Ltd.
        N/A
        
          
        
        97300.00000000
        NS
        USD
        4446610.00000000
        0.133020975406
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Big Yellow Group plc
        213800W7Q4V2ZI8LIW31
        Big Yellow Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        1340.43000000
        0.000040099155
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Electric Industries Ltd.
        5493005SP87FL5TOS202
        Sumitomo Electric Industries Ltd.
        N/A
        
          
        
        1700.00000000
        NS
        
        19137.45000000
        0.000572499559
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toho Gas Co. Ltd.
        353800BCVTE4F8012906
        Toho Gas Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        4948.08000000
        0.000148022522
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -180.00000000
        NC
        USD
        -1064700.00000000
        -0.03185065308
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3260.00000000
            USD
            2020-10-30
            XXXX
            467485.00000000
          
        
        
          N
          N
          N
        
      
      
        Kaken Pharmaceutical Co. Ltd.
        N/A
        Kaken Pharmaceutical Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        13747.61000000
        0.000411261723
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Itochu Techno-Solutions Corp.
        N/A
        Itochu Techno-Solutions Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        7587.09000000
        0.000226968884
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Symrise AG
        529900D82I6R9601CF26
        Symrise AG
        N/A
        
          
        
        200.00000000
        NS
        
        27624.51000000
        0.000826391175
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever NV
        549300TK7G7NZTVM1Z30
        Unilever NV
        N/A
        
          
        
        200.00000000
        NS
        
        12145.48000000
        0.000363333774
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        J Front Retailing Co. Ltd.
        N/A
        J Front Retailing Co. Ltd.
        N/A
        
          
        
        1300.00000000
        NS
        
        9411.83000000
        0.000281556243
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Ltd.
        549300T6IPOCDWLKC615
        Hitachi Ltd.
        N/A
        
          
        
        1120.00000000
        NS
        
        37922.59000000
        0.001134459714
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Autobacs Seven Co. Ltd.
        5299006NCUSCPURTQB07
        Autobacs Seven Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        3907.52000000
        0.000116894020
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prysmian SpA
        529900X0H1IO3RS1A464
        Prysmian SpA
        N/A
        
          
        
        2100.00000000
        NS
        
        60958.11000000
        0.001823570596
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        N/A
        
          
        
        4100.00000000
        NS
        
        148315.66000000
        0.004436884224
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Renishaw plc
        21380048ADXM6Z67CT18
        Renishaw plc
        N/A
        
          
        
        100.00000000
        NS
        
        7230.62000000
        0.000216305033
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Altria Group, Inc.
        XSGZFLO9YTNO9VCQV219
        Altria Group, Inc.
        02209S103
        
          
        
        4700.00000000
        NS
        USD
        181608.00000000
        0.005432829346
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        J M Smucker Co. (The)
        5493000WDH6A0LHDJD55
        J M Smucker Co. (The)
        832696405
        
          
        
        1800.00000000
        NS
        USD
        207936.00000000
        0.006220435239
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hoya Corp.
        353800X4VR3BHEUCJB42
        Hoya Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        11291.63000000
        0.000337790729
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Matthey plc
        2138001AVBSD1HSC6Z10
        Johnson Matthey plc
        N/A
        
          
        
        300.00000000
        NS
        
        9116.39000000
        0.000272718113
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ulvac, Inc.
        N/A
        Ulvac, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        3644.02000000
        0.000109011380
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Chemical Holdings Corp.
        353800YNKX4RQUGAR072
        Mitsubishi Chemical Holdings Corp.
        N/A
        
          
        
        2200.00000000
        NS
        
        12699.24000000
        0.000379899584
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hargreaves Lansdown plc
        2138008ZCE93ZDSESG90
        Hargreaves Lansdown plc
        N/A
        
          
        
        100.00000000
        NS
        
        2011.55000000
        0.000060175806
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Unicharm Corp.
        353800UQ4BZIJTAQEG85
        Unicharm Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        8944.66000000
        0.000267580785
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ipsen SA
        549300M6SGDPB4Z94P11
        Ipsen SA
        N/A
        
          
        
        400.00000000
        NS
        
        41813.54000000
        0.001250858041
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        MarketAxess Holdings, Inc.
        5493002U1CA1XJOVID83
        MarketAxess Holdings, Inc.
        57060D108
        
          
        
        100.00000000
        NS
        USD
        48159.00000000
        0.001440683386
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NextEra Energy, Inc.
        N/A
        NextEra Energy, Inc.
        65339F101
        
          
        
        100.00000000
        NS
        USD
        27756.00000000
        0.000830324717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
        
        55600.00000000
        NS
        
        104606.95000000
        0.003129331900
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        MEIJI Holdings Co. Ltd.
        5299002D52YIP6DWMV49
        MEIJI Holdings Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        15277.15000000
        0.000457018131
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Endesa SA
        549300LHK07F2CHV4X31
        Endesa SA
        N/A
        
          
        
        700.00000000
        NS
        
        18723.60000000
        0.000560119177
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Hormel Foods Corp.
        MSD54751OJP1FS2ND863
        Hormel Foods Corp.
        440452100
        
          
        
        500.00000000
        NS
        USD
        24445.00000000
        0.000731275678
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TAG Immobilien AG
        529900TAE68USJNXLR59
        TAG Immobilien AG
        N/A
        
          
        
        100.00000000
        NS
        
        3015.39000000
        0.000090205823
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315103
        
          
        
        600.00000000
        NS
        USD
        56802.00000000
        0.001699239970
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lion Corp.
        529900MPGS2GM7VPG855
        Lion Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        4105.82000000
        0.000122826193
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Rubber Industries Ltd.
        353800JD4V72SJ3EOX37
        Sumitomo Rubber Industries Ltd.
        N/A
        
          
        
        2800.00000000
        NS
        
        26009.61000000
        0.000778081210
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Delivery Hero SE
        529900C3EX1FZGE48X78
        Delivery Hero SE
        N/A
        
          
        
        300.00000000
        NS
        
        34421.78000000
        0.001029732481
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Packaging Corp. of America
        549300XZP8MFZFY8TJ84
        Packaging Corp. of America
        695156109
        
          
        
        900.00000000
        NS
        USD
        98145.00000000
        0.002936021740
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokai Carbon Co. Ltd.
        5299002HKWA5B57KLT43
        Tokai Carbon Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        3207.54000000
        0.000095954018
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nihon M&A Center, Inc.
        N/A
        Nihon M&A Center, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        5720.94000000
        0.000171142739
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Acom Co. Ltd.
        N/A
        Acom Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        434.99000000
        0.000013012788
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -53.00000000
        NC
        USD
        -132.50000000
        -0.00000396375
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3290.00000000
            USD
            2020-09-30
            XXXX
            189162.75000000
          
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        N/A
        
          
        
        10100.00000000
        NS
        
        87626.74000000
        0.002621366485
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyota Tsusho Corp.
        549300CEE2ENIUJNXB84
        Toyota Tsusho Corp.
        N/A
        
          
        
        600.00000000
        NS
        
        16875.77000000
        0.000504841078
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpump Group SpA
        815600C79D0F31F4D395
        Interpump Group SpA
        N/A
        
          
        
        100.00000000
        NS
        
        3708.44000000
        0.000110938514
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Edenred
        9695006LOD5B2D7Y0N70
        Edenred
        N/A
        
          
        
        978.00000000
        NS
        
        43908.49000000
        0.001313528771
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sekisui House Ltd.
        529900GMNDOYQSAJAE76
        Sekisui House Ltd.
        N/A
        
          
        
        1500.00000000
        NS
        
        26581.09000000
        0.000795177116
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toda Corp.
        N/A
        Toda Corp.
        N/A
        
          
        
        2600.00000000
        NS
        
        17844.53000000
        0.000533821672
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Metals Ltd.
        N/A
        Hitachi Metals Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        1542.01000000
        0.000046129450
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kakaku.com, Inc.
        353800KA15Y0DCPWYY65
        Kakaku.com, Inc.
        N/A
        
          
        
        200.00000000
        NS
        
        5272.78000000
        0.000157735969
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Teijin Ltd.
        3538000RF6UCIMPKCO54
        Teijin Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        4652.52000000
        0.000139180802
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
        
        1900.00000000
        NS
        USD
        77615.00000000
        0.002321863848
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SSP Group plc
        213800QGNIWTXFMENJ24
        SSP Group plc
        N/A
        
          
        
        400.00000000
        NS
        
        927.59000000
        0.000027748987
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyushu Electric Power Co., Inc.
        549300BYNZPLKQVQH430
        Kyushu Electric Power Co., Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        907.32000000
        0.000027142607
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ricoh Co. Ltd.
        549300HFIB2GRUMDID72
        Ricoh Co. Ltd.
        N/A
        
          
        
        2200.00000000
        NS
        
        14850.49000000
        0.000444254536
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rohm Co. Ltd.
        5493009V2FGDEP7JFE59
        Rohm Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        7731.00000000
        0.000231273972
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ServiceNow, Inc.
        549300HJTQM36M0E1G39
        ServiceNow, Inc.
        81762P102
        
          
        
        13576.00000000
        NS
        USD
        6584360.00000000
        0.196972073023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Beiersdorf AG
        L47NHHI0Z9X22DV46U41
        Beiersdorf AG
        N/A
        
          
        
        100.00000000
        NS
        
        11353.75000000
        0.000339649058
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nissan Motor Co. Ltd.
        353800DRBDH1LUTNAY26
        Nissan Motor Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        1060.98000000
        0.000031739368
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daikin Industries Ltd.
        549300Y7FWSTSHMW5Y57
        Daikin Industries Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        18477.44000000
        0.000552755265
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        salesforce.com, Inc.
        RCGZFPDMRW58VJ54VR07
        salesforce.com, Inc.
        79466L302
        
          
        
        657.00000000
        NS
        USD
        165117.24000000
        0.004939505898
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Natixis SA
        KX1WK48MPD4Y2NCUIZ63
        Natixis SA
        N/A
        
          
        
        8400.00000000
        NS
        
        18877.24000000
        0.000564715339
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913Y100
        
          
        
        2100.00000000
        NS
        USD
        90972.00000000
        0.002721440417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RHI Magnesita NV
        724500UWG6A61XNA3Y36
        RHI Magnesita NV
        N/A
        
          
        
        928.00000000
        NS
        
        30307.52000000
        0.000906653804
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Aggreko plc
        2138003R7TGCSVF27H47
        Aggreko plc
        N/A
        
          
        
        3500.00000000
        NS
        
        16642.71000000
        0.000497869054
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Omron Corp.
        549300ZHW0TR2QZ0NY83
        Omron Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        7818.61000000
        0.000233894838
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Aica Kogyo Co. Ltd.
        N/A
        Aica Kogyo Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3564.82000000
        0.000106642101
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fresenius Medical Care AG & Co. KGaA
        549300CP8NY40UP89Q40
        Fresenius Medical Care AG & Co. KGaA
        N/A
        
          
        
        1900.00000000
        NS
        
        160619.81000000
        0.004804964635
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Westrock Co.
        N/A
        Westrock Co.
        96145D105
        
          
        
        4000.00000000
        NS
        USD
        138960.00000000
        0.004157008314
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Siemens AG
        W38RGI023J3WT1HWRP32
        Siemens AG (Registered)
        N/A
        
          
        
        2100.00000000
        NS
        
        265207.13000000
        0.007933709301
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        11163650.40000000
        PA
        USD
        -735989.95000000
        -0.02201724483
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                Alerian MLP Total Return Index
                Alerian MLP Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-05-17
            0.00000000
            USD
            0.00000000
            USD
            11163650.40000000
            USD
            -735989.95000000
          
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        4800.00000000
        NS
        USD
        172080.00000000
        0.005147797861
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rinnai Corp.
        N/A
        Rinnai Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        9754.13000000
        0.000291796196
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Advantest Corp.
        353800EMK32PDKS9XR54
        Advantest Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        4864.06000000
        0.000145509051
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co.
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co.
        194162103
        
          
        
        300.00000000
        NS
        USD
        23145.00000000
        0.000692385991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dixons Carphone plc
        2138001E12GWLLDQQF16
        Dixons Carphone plc
        N/A
        
          
        
        13700.00000000
        NS
        
        16498.82000000
        0.000493564564
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SVB Financial Group
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486Q101
        
          
        
        100.00000000
        NS
        USD
        24062.00000000
        0.000719818178
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DexCom, Inc.
        549300YSK3QDSFR5EU59
        DexCom, Inc.
        252131107
        
          
        
        11600.00000000
        NS
        USD
        4781868.00000000
        0.143050266523
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Edwards Lifesciences Corp.
        YA13X31F3V31L8TMPR58
        Edwards Lifesciences Corp.
        28176E108
        
          
        
        600.00000000
        NS
        USD
        47892.00000000
        0.001432696043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M3, Inc.
        N/A
        M3, Inc.
        N/A
        
          
        
        200.00000000
        NS
        
        12371.25000000
        0.000370087716
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Finablr plc
        2138005C7F6N115PM802
        Finablr plc
        N/A
        
          
        
        16600.00000000
        NS
        
        2361.53000000
        0.000070645508
        Long
        EC
        CORP
        GB
        N
        
        3
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        104.00000000
        NC
        USD
        260.00000000
        0.000007777937
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3040.00000000
            USD
            2020-09-30
            XXXX
            -50746.00000000
          
        
        
          N
          N
          N
        
      
      
        Lintec Corp.
        3538002YOJO0IAM1PD28
        Lintec Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        4657.09000000
        0.000139317514
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Antofagasta plc
        213800MY6QVH4FVLD628
        Antofagasta plc
        N/A
        
          
        
        1800.00000000
        NS
        
        23755.02000000
        0.000710634827
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Red Electrica Corp. SA
        5493009HMD0C90GUV498
        Red Electrica Corp. SA
        N/A
        
          
        
        300.00000000
        NS
        
        5626.61000000
        0.000168320844
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Osaka Gas Co. Ltd.
        353800024KMNOPQRWZ02
        Osaka Gas Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        5840.72000000
        0.000174725975
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Universal Health Services, Inc.
        549300YGMGQDO0NMJD09
        Universal Health Services, Inc., Class B
        913903100
        
          
        
        3000.00000000
        NS
        USD
        321060.00000000
        0.009604555912
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arista Networks, Inc.
        635400H1WKBLOQERUU95
        Arista Networks, Inc.
        040413106
        
          
        
        17500.00000000
        NS
        USD
        3621275.00000000
        0.108330960600
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
        
        2900.00000000
        NS
        
        105157.86000000
        0.003145812452
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        J D Wetherspoon plc
        213800CHWARFAAN7UB85
        J D Wetherspoon plc
        N/A
        
          
        
        700.00000000
        NS
        
        7536.01000000
        0.000225440819
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SSE plc
        549300KI75VYLLMSK856
        SSE plc
        N/A
        
          
        
        4700.00000000
        NS
        
        73151.63000000
        0.002188341495
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Phoenix Group Holdings plc
        2138001P49OLAEU33T68
        Phoenix Group Holdings plc
        N/A
        
          
        
        2800.00000000
        NS
        
        24900.50000000
        0.000744902026
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ashtead Group plc
        2138007UTBN8X9K1A235
        Ashtead Group plc
        N/A
        
          
        
        1100.00000000
        NS
        
        39612.55000000
        0.001185015110
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oracle Corp.
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp.
        68389X105
        
          
        
        151262.00000000
        NS
        USD
        9030341.40000000
        0.270143957144
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Otsuka Holdings Co. Ltd.
        N/A
        Otsuka Holdings Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        16946.12000000
        0.000506945608
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Civitas Social Housing plc
        213800PGBG84J8GM6F95
        Civitas Social Housing plc
        N/A
        
          
        
        5300.00000000
        NS
        
        7219.29000000
        0.000215966094
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Central Glass Co. Ltd.
        N/A
        Central Glass Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        4159.54000000
        0.000124433235
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Trane Technologies plc
        549300BURLR9SLYY2705
        Trane Technologies plc
        N/A
        
          
        
        500.00000000
        NS
        USD
        60625.00000000
        0.001813605563
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        West Pharmaceutical Services, Inc.
        5493007NKRGM1RJQ1P16
        West Pharmaceutical Services, Inc.
        955306105
        
          
        
        800.00000000
        NS
        USD
        219920.00000000
        0.006578938317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nielsen Holdings plc
        549300ZVCBHQE0XHG367
        Nielsen Holdings plc
        N/A
        
          
        
        10900.00000000
        NS
        USD
        154562.00000000
        0.004623744380
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Chemical Co. Ltd.
        353800RSAU9BD8U4DM91
        Sumitomo Chemical Co. Ltd.
        N/A
        
          
        
        1900.00000000
        NS
        
        6288.96000000
        0.000188135139
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BMO Commercial Property Trust Ltd.
        213800A2B1H4ULF3K397
        BMO Commercial Property Trust Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        166.58000000
        0.000004983264
        Long
        EC
        CORP
        GG
        N
        
        2
        
          N
          N
          N
        
      
      
        AVEVA Group plc
        213800XHATUM2LFMKG16
        AVEVA Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        6167.85000000
        0.000184512116
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamada Holdings Co. Ltd.
        353800MDZ4K1DQKLO464
        Yamada Holdings Co. Ltd.
        N/A
        
          
        
        5000.00000000
        NS
        
        24934.65000000
        0.000745923628
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stanley Black & Decker, Inc.
        549300DJ09SMTO561131
        Stanley Black & Decker, Inc.
        854502101
        
          
        
        500.00000000
        NS
        USD
        81100.00000000
        0.002426118122
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Halma plc
        2138007FRGLUR9KGBT40
        Halma plc
        N/A
        
          
        
        200.00000000
        NS
        
        6042.37000000
        0.000180758364
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Republic Services, Inc.
        NKNQHM6BLECKVOQP7O46
        Republic Services, Inc.
        760759100
        
          
        
        900.00000000
        NS
        USD
        84015.00000000
        0.002513320765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Autodesk, Inc.
        FRKKVKAIQEF3FCSTPG55
        Autodesk, Inc.
        052769106
        
          
        
        800.00000000
        NS
        USD
        184808.00000000
        0.005528557805
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International, Inc.
        718172109
        
          
        
        300.00000000
        NS
        USD
        22497.00000000
        0.000673000979
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lennar Corp.
        529900G61XVRLX5TJX09
        Lennar Corp., Class A
        526057104
        
          
        
        2867.00000000
        NS
        USD
        234176.56000000
        0.007005425352
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Robert Half International, Inc.
        529900VPCUY9H3HLIC08
        Robert Half International, Inc.
        770323103
        
          
        
        2825.00000000
        NS
        USD
        149555.50000000
        0.004473974215
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Paragon Banking Group plc
        213800S1TDKIB1IUTS72
        Paragon Banking Group plc
        N/A
        
          
        
        4000.00000000
        NS
        
        17148.89000000
        0.000513011502
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Asahi Group Holdings Ltd.
        353800KAJ02XNHLCJW79
        Asahi Group Holdings Ltd.
        N/A
        
          
        
        500.00000000
        NS
        
        17426.31000000
        0.000521310561
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PZ Cussons plc
        XB3CXKKKED7OMV80FY35
        PZ Cussons plc
        N/A
        
          
        
        800.00000000
        NS
        
        2426.84000000
        0.000072599266
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pinnacle West Capital Corp.
        TWSEY0NEDUDCKS27AH81
        Pinnacle West Capital Corp.
        723484101
        
          
        
        700.00000000
        NS
        USD
        52185.00000000
        0.001561121753
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinden Corp.
        N/A
        Kinden Corp.
        N/A
        
          
        
        800.00000000
        NS
        
        14129.01000000
        0.000422671359
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        N/A
        
          
        
        3200.00000000
        NS
        
        320677.90000000
        0.009593125335
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ASM International NV
        7245001I22ND6ZFHX623
        ASM International NV
        N/A
        
          
        
        800.00000000
        NS
        
        114674.33000000
        0.003430499016
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Anglo American plc
        549300S9XF92D1X8ME43
        Anglo American plc
        N/A
        
          
        
        500.00000000
        NS
        
        12096.80000000
        0.000361877505
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3616.69000000
        -0.00010819379
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3521698.69000000
            USD
            101470000.00000000
            TWD
            2020-10-29
            -3616.69000000
          
        
        
          N
          N
          N
        
      
      
        HomeServe plc
        213800EKBJTGNMXEDF11
        HomeServe plc
        N/A
        
          
        
        300.00000000
        NS
        
        4780.44000000
        0.000143007547
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Chugai Pharmaceutical Co. Ltd.
        529900T9LAII161DCN95
        Chugai Pharmaceutical Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        13462.65000000
        0.000402737104
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -56.00000000
        NC
        USD
        -140.00000000
        -0.00000418812
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3275.00000000
            USD
            2020-09-30
            XXXX
            284119.38000000
          
        
        
          N
          N
          N
        
      
      
        Principal Financial Group, Inc.
        CUMYEZJOAF02RYZ1JJ85
        Principal Financial Group, Inc.
        74251V102
        
          
        
        6200.00000000
        NS
        USD
        249674.00000000
        0.007469033491
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameriprise Financial, Inc.
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial, Inc.
        03076C106
        
          
        
        500.00000000
        NS
        USD
        77055.00000000
        0.002305111367
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nichirei Corp.
        529900MX3GPXXKO0MT06
        Nichirei Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        10578.23000000
        0.000316449266
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hologic, Inc.
        549300DYP6F5ZJL0LB74
        Hologic, Inc.
        436440101
        
          
        
        1000.00000000
        NS
        USD
        66470.00000000
        0.001988459576
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RenaissanceRe Holdings Ltd.
        EK6GB9U3U58PDI411C94
        RenaissanceRe Holdings Ltd.
        N/A
        
          
        
        17000.00000000
        NS
        USD
        2885580.00000000
        0.086322539240
        Long
        EC
        CORP
        BM
        N
        
        1
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348106
        
          
        
        8800.00000000
        NS
        USD
        6131312.00000000
        0.183419077175
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206R102
        
          
        
        293600.00000000
        NS
        USD
        8370536.00000000
        0.250405784045
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Taisho Pharmaceutical Holdings Co. Ltd.
        N/A
        Taisho Pharmaceutical Holdings Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        19757.05000000
        0.000591034982
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Oil Corp.
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp.
        565849106
        
          
        
        5500.00000000
        NS
        USD
        22495.00000000
        0.000672941148
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lasertec Corp.
        N/A
        Lasertec Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        8219.89000000
        0.000245899187
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu General Ltd.
        N/A
        Fujitsu General Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5819.96000000
        0.000174104937
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ANDRITZ AG
        549300VZKC61IR5U8G96
        ANDRITZ AG
        N/A
        
          
        
        1600.00000000
        NS
        
        49385.14000000
        0.001477363540
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Intermediate Capital Group plc
        549300OGASR5WRKJ8R68
        Intermediate Capital Group plc
        N/A
        
          
        
        800.00000000
        NS
        
        12303.90000000
        0.000368072931
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515104
        
          
        
        7300.00000000
        NS
        USD
        269078.00000000
        0.008049506932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        18200.00000000
        NS
        
        67335.21000000
        0.002014342457
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of Georgia Group plc
        213800XKDG12NQG8VC53
        Bank of Georgia Group plc
        N/A
        
          
        
        1300.00000000
        NS
        
        14950.21000000
        0.000447237674
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Pentair plc
        549300EVR9D56WPSRP15
        Pentair plc
        N/A
        
          
        
        2300.00000000
        NS
        USD
        105271.00000000
        0.003149197051
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -206.00000000
        NC
        USD
        -1125790.00000000
        -0.03367816919
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3415.00000000
            USD
            2020-09-30
            XXXX
            73741.99000000
          
        
        
          N
          N
          N
        
      
      
        Daiichikosho Co. Ltd.
        N/A
        Daiichikosho Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        6423.49000000
        0.000192159623
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Centene Corp.
        549300Z7JJ4TQSQGT333
        Centene Corp.
        15135B101
        
          
        
        5800.00000000
        NS
        USD
        338314.00000000
        0.010120711794
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suez SA
        549300JQIZM6CL7POC81
        Suez SA
        N/A
        
          
        
        4200.00000000
        NS
        
        77603.56000000
        0.002321521618
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Corning, Inc.
        549300X2937PB0CJ7I56
        Corning, Inc.
        219350105
        
          
        
        2900.00000000
        NS
        USD
        93989.00000000
        0.002811694404
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abertis Infraestructuras SA
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        N/A
        
          
        
        2100.00000000
        NS
        
        15930.08000000
        0.000476550626
        Long
        EC
        CORP
        ES
        N
        
        3
        
          N
          N
          N
        
      
      
        N/A
        N/A
        DAX Index
        N/A
        
          
          
        
        25.00000000
        NC
        
        -323668.86000000
        -0.00968260033
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                DAX Index
                DE0008469008
              
            
            2020-12-18
            7986875.00000000
            EUR
            -323668.86000000
          
        
        
          N
          N
          N
        
      
      
        Invesco Emerging Markets Sovereign Debt ETF
        549300VQ5VGUIVZMPZ95
        Invesco Emerging Markets Sovereign Debt ETF
        46138E784
        
          
        
        118859.00000000
        NS
        USD
        3223456.08000000
        0.096430150595
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        206.00000000
        NC
        USD
        515.00000000
        0.000015406298
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2880.00000000
            USD
            2020-09-30
            XXXX
            -149463.87000000
          
        
        
          N
          N
          N
        
      
      
        Nihon Unisys Ltd.
        N/A
        Nihon Unisys Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        9465.06000000
        0.000283148626
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kojamo OYJ
        7437007YPUOQZ8OV1R42
        Kojamo OYJ
        N/A
        
          
        
        1300.00000000
        NS
        
        27920.97000000
        0.000835259818
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Natwest Group plc
        2138005O9XJIJN4JPN90
        Natwest Group plc
        N/A
        
          
        
        10700.00000000
        NS
        
        14653.11000000
        0.000438349885
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Digital Realty Trust, Inc.
        549300HKCZ31D08NEI41
        Digital Realty Trust, Inc.
        253868103
        
          
        
        100.00000000
        NS
        USD
        14676.00000000
        0.000439034643
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mebuki Financial Group, Inc.
        353800K1RXV3E3JAE812
        Mebuki Financial Group, Inc.
        N/A
        
          
        
        1100.00000000
        NS
        
        2496.12000000
        0.000074671787
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Micro Focus International plc
        213800F8E4X648142844
        Micro Focus International plc
        N/A
        
          
        
        1896.00000000
        NS
        
        6027.38000000
        0.000180309936
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        ITOCHU Corp.
        J48DJYXDTLHM30UMYI18
        ITOCHU Corp.
        N/A
        
          
        
        1700.00000000
        NS
        
        43529.93000000
        0.001302204094
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Domino's Pizza Group plc
        213800Q6ZKHAOV48JL75
        Domino's Pizza Group plc
        N/A
        
          
        
        1700.00000000
        NS
        
        8000.32000000
        0.000239330719
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        SPIE SA
        969500TJNS5GSFWJ8X85
        SPIE SA
        N/A
        
          
        
        5700.00000000
        NS
        
        102150.19000000
        0.003055837573
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Iyo Bank Ltd. (The)
        549300WDPFPR0TE6OX32
        Iyo Bank Ltd. (The)
        N/A
        
          
        
        400.00000000
        NS
        
        2651.69000000
        0.000079325686
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Cellnex Telecom SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        N/A
        
          
        
        700.00000000
        NS
        
        42491.87000000
        0.001271150380
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Bloomberg Barclays Convertible Securities ETF
        549300IXKU3G7R6DMX93
        SPDR Bloomberg Barclays Convertible Securities ETF
        78464A359
        
          
        
        595292.00000000
        NS
        USD
        41009665.88000000
        1.226810032011
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spectris plc
        213800Z4CO2CZO3M3T10
        Spectris plc
        N/A
        
          
        
        300.00000000
        NS
        
        9418.48000000
        0.000281755178
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class B
        65249B208
        
          
        
        5509.00000000
        NS
        USD
        77015.82000000
        0.002303939292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Asahi Intecc Co. Ltd.
        N/A
        Asahi Intecc Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3142.86000000
        0.000094019107
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CME Group, Inc.
        LCZ7XYGSLJUHFXXNXD88
        CME Group, Inc.
        12572Q105
        
          
        
        100.00000000
        NS
        USD
        16731.00000000
        0.000500510262
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Advanced Materials plc
        I4K14LL95N2PHDL7EG85
        Morgan Advanced Materials plc
        N/A
        
          
        
        4200.00000000
        NS
        
        12880.29000000
        0.000385315721
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        AXA SA
        F5WCUMTUM4RKZ1MAIE39
        AXA SA
        N/A
        
          
        
        4700.00000000
        NS
        
        86987.49000000
        0.002602243229
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        N/A
        
          
        
        4600.00000000
        NS
        
        129654.67000000
        0.003878638034
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica SA
        549300EEJH4FEPDBBR25
        Telefonica SA
        879382109
        
          
        
        23100.00000000
        NS
        
        79130.68000000
        0.002367205632
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Bouygues SA
        969500MOCLNQFNZN0D63
        Bouygues SA
        N/A
        
          
        
        1900.00000000
        NS
        
        65657.05000000
        0.001964140060
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Booz Allen Hamilton Holding Corp.
        529900JPV47PIUWMA015
        Booz Allen Hamilton Holding Corp.
        099502106
        
          
        
        50400.00000000
        NS
        USD
        4182192.00000000
        0.125110873041
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
        
        378.00000000
        NC
        
        96391.75000000
        0.002883573015
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bund
                
                  
                
              
            
            2020-12-08
            65957220.00000000
            EUR
            96391.75000000
          
        
        
          N
          N
          N
        
      
      
        Inchcape plc
        213800RGEH1MPPNM2T57
        Inchcape plc
        N/A
        
          
        
        2200.00000000
        NS
        
        12475.68000000
        0.000373211755
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pigeon Corp.
        N/A
        Pigeon Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        4468.13000000
        0.000133664749
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Rubis SCA
        969500MGFIKUGLTC9742
        Rubis SCA
        N/A
        
          
        
        643.00000000
        NS
        
        25743.58000000
        0.000770122885
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        eBay, Inc.
        OML71K8X303XQONU6T67
        eBay, Inc.
        278642103
        
          
        
        5638.00000000
        NS
        USD
        293739.80000000
        0.008787268213
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokio Marine Holdings, Inc.
        5299009QN2NZ191KLS29
        Tokio Marine Holdings, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        4375.46000000
        0.000130892512
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        UCB SA
        2138008J191VLSGY5A09
        UCB SA
        N/A
        
          
        
        300.00000000
        NS
        
        34072.11000000
        0.001019272053
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Polypipe Group plc
        2138005IF1N2RKJ6KO18
        Polypipe Group plc
        N/A
        
          
        
        668.00000000
        NS
        
        3726.78000000
        0.000111487157
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Newmont Corp.
        549300VSP3RIX7FGDZ51
        Newmont Corp.
        651639106
        
          
        
        89900.00000000
        NS
        USD
        5704155.00000000
        0.170640614303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eiffage SA
        969500OQXKE5WDM9M994
        Eiffage SA
        N/A
        
          
        
        1100.00000000
        NS
        
        89776.19000000
        0.002685667589
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441C204
        
          
        
        2200.00000000
        NS
        USD
        194832.00000000
        0.005828427201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -41485.58000000
        -0.00124104707
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            4604216.89000000
            USD
            6370000.00000000
            AUD
            2020-10-23
            -41485.58000000
          
        
        
          N
          N
          N
        
      
      
        Taisei Corp.
        529900TF7XJKIOWMLQ79
        Taisei Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        13538.83000000
        0.000405016039
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        32725438.08000000
        PA
        USD
        289319.35000000
        0.008655029818
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLTN.I
                USJPGSGLTN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            32725438.08000000
            USD
            289319.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4433.69000000
        0.000132634471
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2950000.00000000
            EUR
            3464704.20000000
            USD
            2020-10-23
            4433.69000000
          
        
        
          N
          N
          N
        
      
      
        Faurecia SE
        969500F0VMZLK2IULV85
        Faurecia SE
        N/A
        
          
        
        800.00000000
        NS
        
        34483.54000000
        0.001031580041
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        ProSiebenSat.1 Media SE
        529900NY0WWQUKOMWQ37
        ProSiebenSat.1 Media SE
        N/A
        
          
        
        3700.00000000
        NS
        
        48489.14000000
        0.001450559572
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ASR Nederland NV
        7245000G0HS48PZWUD53
        ASR Nederland NV
        N/A
        
          
        
        2000.00000000
        NS
        
        67266.60000000
        0.002012289979
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -74.00000000
        NC
        USD
        -448070.00000000
        -0.01340407826
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3265.00000000
            USD
            2020-10-30
            XXXX
            155035.77000000
          
        
        
          N
          N
          N
        
      
      
        Cisco Systems, Inc.
        8E6NF1YAL0WT6CWXXV93
        Cisco Systems, Inc.
        17275R102
        
          
        
        202726.00000000
        NS
        USD
        7985377.14000000
        0.238883701550
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CyberAgent, Inc.
        3538006T5KZABPGS8Q08
        CyberAgent, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        6175.16000000
        0.000184730796
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Shimizu Corp.
        353800BRAE0QFP3ZLY22
        Shimizu Corp.
        N/A
        
          
        
        1200.00000000
        NS
        
        9033.78000000
        0.000270246823
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Electric Corp.
        549300TRXM9Y6561AX39
        Mitsubishi Electric Corp.
        N/A
        
          
        
        1800.00000000
        NS
        
        24424.58000000
        0.000730664811
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        206900000.00000000
        PA
        USD
        588870.52000000
        0.017616145998
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                Markit CDX North American High Yield Index Series 35-V1
                Markit CDX North American High Yield Index Series 35-V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            8388290.61000000
            USD
            0.00000000
            USD
            206900000.00000000
            USD
            588870.52000000
          
        
        
          N
          N
          N
        
      
      
        Leggett & Platt, Inc.
        DKOVQUCDW4ZLYCUD4T55
        Leggett & Platt, Inc.
        524660107
        
          
        
        3600.00000000
        NS
        USD
        148212.00000000
        0.004433783220
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MonotaRO Co. Ltd.
        N/A
        MonotaRO Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        9934.20000000
        0.000297183016
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Biffa plc
        2138008RB4WDK7HYYS91
        Biffa plc
        N/A
        
          
        
        6400.00000000
        NS
        
        17914.25000000
        0.000535907356
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Rotork plc
        213800AH5RZIHGWRJ718
        Rotork plc
        N/A
        
          
        
        500.00000000
        NS
        
        1812.81000000
        0.000054230470
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        364.00000000
        NC
        USD
        27818.34000000
        0.000832189627
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2020-12-31
            80421250.00000000
            USD
            27818.34000000
          
        
        
          N
          N
          N
        
      
      
        Hikma Pharmaceuticals plc
        549300BNS685UXH4JI75
        Hikma Pharmaceuticals plc
        N/A
        
          
        
        100.00000000
        NS
        
        3351.74000000
        0.000100267782
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        PPG Industries, Inc.
        549300BKPEP01R3V6C59
        PPG Industries, Inc.
        693506107
        
          
        
        800.00000000
        NS
        USD
        97664.00000000
        0.002921632556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Makita Corp.
        529900CDR9E94BCM6294
        Makita Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        4785.93000000
        0.000143171781
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        11717789.54000000
        PA
        
        456751.36000000
        0.013663782392
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                EURO STOXX Index
                EURO STOXX Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-06-15
            0.00000000
            USD
            0.00000000
            USD
            11717789.54000000
            EUR
            456751.36000000
          
        
        
          N
          N
          N
        
      
      
        Asics Corp.
        3538002LJMRZ83SU0B85
        Asics Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        1398.16000000
        0.000041826156
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Standard Chartered plc
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered plc
        N/A
        
          
        
        10800.00000000
        NS
        
        49697.21000000
        0.001486699159
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Shikoku Electric Power Co., Inc.
        N/A
        Shikoku Electric Power Co., Inc.
        N/A
        
          
        
        1100.00000000
        NS
        
        8388.00000000
        0.000250928222
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1396.97000000
        -0.00004179055
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            3390000.00000000
            CHF
            3681389.73000000
            USD
            2020-10-23
            -1396.97000000
          
        
        
          N
          N
          N
        
      
      
        Carrefour SA
        549300B8P6MUJ1YWTS08
        Carrefour SA
        N/A
        
          
        
        11437.00000000
        NS
        
        182752.89000000
        0.005467078895
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Severn Trent plc
        213800RPBXRETY4A4C59
        Severn Trent plc
        N/A
        
          
        
        400.00000000
        NS
        
        12593.89000000
        0.000376748024
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sompo Holdings, Inc.
        353800CWW4SRGEYEB512
        Sompo Holdings, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        3452.31000000
        0.000103276348
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        voestalpine AG
        529900ZAXBMQDIWPNB72
        voestalpine AG
        N/A
        
          
        
        3800.00000000
        NS
        
        100152.31000000
        0.002996070706
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        FLIR Systems, Inc.
        VOBD35NEPH6WISIRTJ85
        FLIR Systems, Inc.
        302445101
        
          
        
        7992.00000000
        NS
        USD
        286513.20000000
        0.008571083439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Omnicom Group, Inc.
        HKUPACFHSSASQK8HLS17
        Omnicom Group, Inc.
        681919106
        
          
        
        4000.00000000
        NS
        USD
        198000.00000000
        0.005923198375
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Daifuku Co. Ltd.
        N/A
        Daifuku Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        10093.74000000
        0.000301955678
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mohawk Industries, Inc.
        549300JI1115MG3Q6322
        Mohawk Industries, Inc.
        608190104
        
          
        
        2300.00000000
        NS
        USD
        224457.00000000
        0.006714663322
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -203.00000000
        NC
        USD
        -2720200.00000000
        -0.08137517283
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3495.00000000
            USD
            2020-09-30
            XXXX
            -1517392.22000000
          
        
        
          N
          N
          N
        
      
      
        Central Japan Railway Co.
        353800YAR3OVUITHTG64
        Central Japan Railway Co.
        N/A
        
          
        
        200.00000000
        NS
        
        28667.95000000
        0.000857605832
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        F5 Networks, Inc.
        N/A
        F5 Networks, Inc.
        315616102
        
          
        
        2602.00000000
        NS
        USD
        319447.54000000
        0.009556318940
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Inmobiliaria Colonial SOCIMI SA
        95980020140005007414
        Inmobiliaria Colonial Socimi SA
        N/A
        
          
        
        400.00000000
        NS
        
        3301.44000000
        0.000098763050
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Hanwa Co. Ltd.
        8EUP1TJYZFX3T1E5AJ33
        Hanwa Co. Ltd.
        N/A
        
          
        
        900.00000000
        NS
        
        18015.69000000
        0.000538941948
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Go-Ahead Group plc (The)
        2138009TF1SYOMQLBJ60
        Go-Ahead Group plc (The)
        N/A
        
          
        
        2400.00000000
        NS
        
        17854.11000000
        0.000534108259
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitchells & Butlers plc
        213800JHYNDNB1NS2W10
        Mitchells & Butlers plc
        N/A
        
          
        
        4400.00000000
        NS
        
        7673.43000000
        0.000229551758
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Takeda Pharmaceutical Co. Ltd.
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co. Ltd.
        N/A
        
          
        
        1100.00000000
        NS
        
        39317.23000000
        0.001176180570
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toho Holdings Co. Ltd.
        353800Z8BQ3ZHELA4J90
        Toho Holdings Co. Ltd.
        N/A
        
          
        
        600.00000000
        NS
        
        12938.69000000
        0.000387062765
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Panasonic Corp.
        254900GE1G59KGWPHX32
        Panasonic Corp.
        N/A
        
          
        
        700.00000000
        NS
        
        5962.65000000
        0.000178373529
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kroger Co. (The)
        6CPEOKI6OYJ13Q6O7870
        Kroger Co. (The)
        501044101
        
          
        
        136200.00000000
        NS
        USD
        4618542.00000000
        0.138164345826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Honda Motor Co. Ltd.
        549300P7ZYCQJ36CCS16
        Honda Motor Co. Ltd.
        N/A
        
          
        
        1600.00000000
        NS
        
        37995.66000000
        0.001136645614
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NASDAQ 100 E-Mini Index
        N/A
        
          
          
        
        31.00000000
        NC
        USD
        87314.65000000
        0.002612030268
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                NASDAQ 100 E-Mini Index
                US6311011026
              
            
            2020-12-18
            7072495.00000000
            USD
            87314.65000000
          
        
        
          N
          N
          N
        
      
      
        Medtronic plc
        549300GX3ZBSQWUXY261
        Medtronic plc
        N/A
        
          
        
        300.00000000
        NS
        USD
        31176.00000000
        0.000932634507
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T-Mobile US, Inc.
        872590104
        
          
        
        200.00000000
        NS
        USD
        22872.00000000
        0.000684219157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shionogi & Co. Ltd.
        35380049VXDTHZI3DY35
        Shionogi & Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        16057.28000000
        0.000480355832
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Centrica plc
        E26EDV109X6EEPBKVH76
        Centrica plc
        N/A
        
          
        
        48100.00000000
        NS
        
        24888.22000000
        0.000744534668
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        LXI REIT plc
        2138008YZGXOKAXQVI45
        LXI REIT plc
        N/A
        
          
        
        500.00000000
        NS
        
        694.88000000
        0.000020787434
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Benesse Holdings, Inc.
        549300XOPEJA8L2IV934
        Benesse Holdings, Inc.
        N/A
        
          
        
        500.00000000
        NS
        
        12869.45000000
        0.000384991441
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Medipal Holdings Corp.
        353800PJDODZEA4NP730
        Medipal Holdings Corp.
        N/A
        
          
        
        1200.00000000
        NS
        
        24062.76000000
        0.000719840913
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Electrocomponents plc
        549300KVXDURRKVW7R37
        Electrocomponents plc
        N/A
        
          
        
        1000.00000000
        NS
        
        9166.19000000
        0.000274207887
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Glanbia plc
        635400SRMCBHVMSKJS84
        Glanbia plc
        N/A
        
          
        
        5700.00000000
        NS
        
        58854.09000000
        0.001760628536
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp.
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp.
        56585A102
        
          
        
        2700.00000000
        NS
        USD
        79218.00000000
        0.002369817822
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BioMerieux
        549300AK8Y0LBIQ4T071
        BioMerieux
        N/A
        
          
        
        300.00000000
        NS
        
        46959.10000000
        0.001404788206
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -6474.02000000
        -0.00019367123
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            770889.09000000
            USD
            80600000.00000000
            JPY
            2020-10-23
            -6474.02000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp., Class A
        20030N101
        
          
        
        214460.00000000
        NS
        USD
        9920919.60000000
        0.296785731629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JB Hunt Transport Services, Inc.
        549300XCD1MPI1C5GK90
        JB Hunt Transport Services, Inc.
        445658107
        
          
        
        400.00000000
        NS
        USD
        50552.00000000
        0.001512270324
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Imperial Brands plc
        549300DFVPOB67JL3A42
        Imperial Brands plc
        N/A
        
          
        
        3800.00000000
        NS
        
        67121.34000000
        0.002007944505
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Campbell Soup Co.
        5493007JDSMX8Z5Z1902
        Campbell Soup Co.
        134429109
        
          
        
        2800.00000000
        NS
        USD
        135436.00000000
        0.004051587349
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Meggitt plc
        YMFO3TKB4UAWQTDZJJ31
        Meggitt plc
        N/A
        
          
        
        5100.00000000
        NS
        
        16924.41000000
        0.000506296150
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        O'Reilly Automotive, Inc.
        549300K2RLMQL149Q332
        O'Reilly Automotive, Inc.
        67103H107
        
          
        
        300.00000000
        NS
        USD
        138324.00000000
        0.004137982283
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alliant Energy Corp.
        5493009ML300G373MZ12
        Alliant Energy Corp.
        018802108
        
          
        
        200.00000000
        NS
        USD
        10330.00000000
        0.000309023430
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sapporo Holdings Ltd.
        353800ITDYV3AD2X5M34
        Sapporo Holdings Ltd.
        N/A
        
          
        
        900.00000000
        NS
        
        16186.92000000
        0.000484234031
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822V101
        
          
        
        35900.00000000
        NS
        USD
        5977350.00000000
        0.178813281880
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Dynamics Corp.
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp.
        369550108
        
          
        
        1100.00000000
        NS
        USD
        152273.00000000
        0.004555268617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chemring Group plc
        213800U9A54VQJ5P2J41
        Chemring Group plc
        N/A
        
          
        
        1916.00000000
        NS
        
        5950.82000000
        0.000178019633
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ibiden Co. Ltd.
        52990051DBFIQEY37C91
        Ibiden Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3407.71000000
        0.000101942133
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hitachi Capital Corp.
        353800YUHF3P4VZ74A67
        Hitachi Capital Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        2351.32000000
        0.000070340074
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WEC Energy Group, Inc.
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc.
        92939U106
        
          
        
        300.00000000
        NS
        USD
        29070.00000000
        0.000869633216
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chubu Electric Power Co., Inc.
        529900A76GOP0PGNHT63
        Chubu Electric Power Co., Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        1216.35000000
        0.000036387284
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        S&P Global, Inc.
        Y6X4K52KMJMZE7I7MY94
        S&P Global, Inc.
        78409V104
        
          
        
        16400.00000000
        NS
        USD
        5913840.00000000
        0.176913371129
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773100
        
          
        
        10500.00000000
        NS
        USD
        223860.00000000
        0.006696803982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyobo Co. Ltd.
        5299005EWBCNUAZ4PM62
        Toyobo Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        5510.29000000
        0.000164841115
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Paint Holdings Co. Ltd.
        529900RYRJUN78A7PL87
        Nippon Paint Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        10294.64000000
        0.000307965630
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        25047.00000000
        NS
        USD
        5964442.11000000
        0.178427140501
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        KION Group AG
        5299005KY91C4C6U9H17
        KION Group AG
        N/A
        
          
        
        500.00000000
        NS
        
        42694.60000000
        0.001277215077
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nokian Renkaat OYJ
        743700YQIO8Y4L4WKR40
        Nokian Renkaat OYJ
        N/A
        
          
        
        300.00000000
        NS
        
        8480.41000000
        0.000253692680
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        AEON Financial Service Co. Ltd.
        35380044PRFENBU7WT74
        AEON Financial Service Co. Ltd.
        N/A
        
          
        
        2200.00000000
        NS
        
        20054.72000000
        0.000599939822
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
        
        4832.00000000
        NS
        USD
        305334.08000000
        0.009134112761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cummins, Inc.
        ZUNI8PYC725B6H8JU438
        Cummins, Inc.
        231021106
        
          
        
        600.00000000
        NS
        USD
        126696.00000000
        0.003790128997
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xylem, Inc.
        549300DF5MV96DRYLQ48
        Xylem, Inc.
        98419M100
        
          
        
        500.00000000
        NS
        USD
        42060.00000000
        0.001258230927
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        63100.00000000
        NS
        USD
        6867173.00000000
        0.205432464449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ArcelorMittal SA
        2EULGUTUI56JI9SAL165
        ArcelorMittal SA
        N/A
        
          
        
        10200.00000000
        NS
        
        135693.92000000
        0.004059303063
        Long
        EC
        CORP
        LU
        N
        
        2
        
          N
          N
          N
        
      
      
        AG Barr plc
        213800QWTXXXF8BNEC87
        AG Barr plc
        N/A
        
          
        
        2400.00000000
        NS
        
        15073.03000000
        0.000450911852
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Greencore Group plc
        635400GGBEWULJXM5868
        Greencore Group plc
        N/A
        
          
        
        32000.00000000
        NS
        
        40494.73000000
        0.001211405651
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        International Paper Co.
        824LMFJDH41EY779Q875
        International Paper Co.
        460146103
        
          
        
        3300.00000000
        NS
        USD
        133782.00000000
        0.004002107702
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        Under Armour, Inc., Class C
        904311206
        
          
        
        1761.00000000
        NS
        USD
        17328.24000000
        0.000518376782
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class A
        25470F104
        
          
        
        18400.00000000
        NS
        USD
        400568.00000000
        0.011983049126
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Howden Joinery Group plc
        213800KC1LJOJTY3JP45
        Howden Joinery Group plc
        N/A
        
          
        
        300.00000000
        NS
        
        2283.33000000
        0.000068306144
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        NiSource, Inc.
        65473P105
        
          
        
        3900.00000000
        NS
        USD
        85800.00000000
        0.002566719296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wienerberger AG
        529900VXIFBHO0SW2I31
        Wienerberger AG
        N/A
        
          
        
        2900.00000000
        NS
        
        76638.37000000
        0.002292647821
        Long
        EC
        CORP
        AT
        N
        
        1
        
          N
          N
          N
        
      
      
        Amplifon SpA
        ZYXJDNVM2JI3VBM8G556
        Amplifon SpA
        N/A
        
          
        
        100.00000000
        NS
        
        3576.04000000
        0.000106977749
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Argenx SE
        7245009C5FZE6G9ODQ71
        Argenx SE
        N/A
        
          
        
        100.00000000
        NS
        
        26416.65000000
        0.000790257870
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Qorvo, Inc.
        254900YAUJV2EUEVBR11
        Qorvo, Inc.
        74736K101
        
          
        
        2500.00000000
        NS
        USD
        322525.00000000
        0.009648381596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cognizant Technology Solutions Corp.
        5493006IEVQEFQO40L83
        Cognizant Technology Solutions Corp., Class A
        192446102
        
          
        
        6300.00000000
        NS
        USD
        437346.00000000
        0.013083268267
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Experian plc
        635400RXXHHYT1JTSZ26
        Experian plc
        N/A
        
          
        
        300.00000000
        NS
        
        11272.32000000
        0.000337213068
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tenaris SA
        549300Y7C05BKC4HZB40
        Tenaris SA
        N/A
        
          
        
        11300.00000000
        NS
        
        56297.39000000
        0.001684144489
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Vopak NV
        724500UL634GFV1KYF10
        Koninklijke Vopak NV
        N/A
        
          
        
        277.00000000
        NS
        
        15608.38000000
        0.000466926924
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Exchange Group, Inc.
        353800578ADEGIJTVW07
        Japan Exchange Group, Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        11211.31000000
        0.000335387945
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eaton Corp. plc
        549300VDIGTMXUNT7H71
        Eaton Corp. plc
        N/A
        
          
        
        1700.00000000
        NS
        USD
        173451.00000000
        0.005188811522
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        IPG Photonics Corp.
        5493002KZ51CADQ94G15
        IPG Photonics Corp.
        44980X109
        
          
        
        800.00000000
        NS
        USD
        135976.00000000
        0.004067741527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tyson Foods, Inc.
        WD6L6041MNRW1JE49D58
        Tyson Foods, Inc., Class A
        902494103
        
          
        
        5700.00000000
        NS
        USD
        339036.00000000
        0.010142310528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        McCormick & Co., Inc.
        549300JQQA6MQ4OJP259
        McCormick & Co., Inc. (Non-Voting)
        579780206
        
          
        
        245.00000000
        NS
        USD
        47554.50000000
        0.001422599682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CBRE Group, Inc.
        52990016II9MJ2OSWA10
        CBRE Group, Inc., Class A
        12504L109
        
          
        
        3500.00000000
        NS
        USD
        164395.00000000
        0.004917899984
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Television Holdings, Inc.
        N/A
        Nippon Television Holdings, Inc.
        N/A
        
          
        
        3200.00000000
        NS
        
        34406.57000000
        0.001029277472
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sawai Pharmaceutical Co. Ltd.
        N/A
        Sawai Pharmaceutical Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        15136.85000000
        0.000452821037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -19456.27000000
        -0.00058203710
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            4870000.00000000
            CAD
            3638185.11000000
            USD
            2020-10-23
            -19456.27000000
          
        
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
        
        1900.00000000
        NS
        
        74552.13000000
        0.002230237653
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Rolls-Royce Holdings plc
        213800EC7997ZBLZJH69
        Rolls-Royce Holdings plc
        N/A
        
          
        
        6000.00000000
        NS
        
        9962.10000000
        0.000298017649
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Gunma Bank Ltd. (The)
        54930054A69VC4I5BP89
        Gunma Bank Ltd. (The)
        N/A
        
          
        
        1000.00000000
        NS
        
        3334.22000000
        0.000099743669
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Allianz SE
        529900K9B0N5BT694847
        Allianz SE (Registered)
        N/A
        
          
        
        100.00000000
        NS
        
        19192.98000000
        0.000574160747
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
        
        21200.00000000
        NS
        USD
        10397116.00000000
        0.311031215180
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Post AG
        8ER8GIG7CSMVD8VUFE78
        Deutsche Post AG (Registered)
        N/A
        
          
        
        200.00000000
        NS
        
        9075.11000000
        0.000271483216
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -20.00000000
        NC
        USD
        -324800.00000000
        -0.00971643854
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3480.00000000
            USD
            2020-10-30
            XXXX
            -123115.00000000
          
        
        
          N
          N
          N
        
      
      
        Hisamitsu Pharmaceutical Co., Inc.
        5299006QL3IBQ4CN7E12
        Hisamitsu Pharmaceutical Co., Inc.
        N/A
        
          
        
        200.00000000
        NS
        
        10224.95000000
        0.000305880844
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        N/A
        
          
        
        14100.00000000
        NS
        
        100629.85000000
        0.003010356384
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Pagegroup plc
        213800JK5ZEQW4AB8G71
        Pagegroup plc
        N/A
        
          
        
        2400.00000000
        NS
        
        11569.63000000
        0.000346107139
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Dainippon Pharma Co. Ltd.
        529900D60UKVYLJ2OJ79
        Sumitomo Dainippon Pharma Co. Ltd.
        N/A
        
          
        
        1100.00000000
        NS
        
        14495.13000000
        0.000433623891
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Telegraph & Telephone Corp.
        353800VHQU5VIXVUA841
        Nippon Telegraph & Telephone Corp.
        N/A
        
          
        
        3100.00000000
        NS
        
        63291.70000000
        0.001893380276
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alps Alpine Co. Ltd.
        529900PWNU4ASLY9VI90
        Alps Alpine Co. Ltd.
        N/A
        
          
        
        1300.00000000
        NS
        
        17523.50000000
        0.000524218013
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kellogg Co.
        LONOZNOJYIBXOHXWDB86
        Kellogg Co.
        487836108
        
          
        
        300.00000000
        NS
        USD
        19377.00000000
        0.000579665731
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimachu Co. Ltd.
        N/A
        Shimachu Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3382.69000000
        0.000101193656
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        National Oilwell Varco, Inc.
        549300EHF3IW1AR6U008
        National Oilwell Varco, Inc.
        637071101
        
          
        
        11500.00000000
        NS
        USD
        104190.00000000
        0.003116858781
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NET One Systems Co. Ltd.
        N/A
        NET One Systems Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        4543.48000000
        0.000135918855
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        WH Smith plc
        2138001KJNGUJ34G7X91
        WH Smith plc
        N/A
        
          
        
        300.00000000
        NS
        
        3684.53000000
        0.000110223242
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Maruichi Steel Tube Ltd.
        N/A
        Maruichi Steel Tube Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        2503.54000000
        0.000074893757
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Illinois Tool Works, Inc.
        76NA4I14SZCFAYMNSV04
        Illinois Tool Works, Inc.
        452308109
        
          
        
        100.00000000
        NS
        USD
        19321.00000000
        0.000577990483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries, Inc.
        446413106
        
          
        
        1100.00000000
        NS
        USD
        154825.00000000
        0.004631612063
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Thales SA
        529900FNDVTQJOVVPZ19
        Thales SA
        N/A
        
          
        
        400.00000000
        NS
        
        29979.10000000
        0.000896829072
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Assicurazioni Generali SpA
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        N/A
        
          
        
        3600.00000000
        NS
        
        50739.92000000
        0.001517891978
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        BAWAG Group AG
        529900S9YO2JHTIIDG38
        BAWAG Group AG
        N/A
        
          
        
        300.00000000
        NS
        
        10846.38000000
        0.000324471012
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Suzuken Co. Ltd.
        N/A
        Suzuken Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3814.41000000
        0.000114108621
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        N/A
        
          
        
        7900.00000000
        NS
        
        105571.82000000
        0.003158196125
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Safestore Holdings plc
        213800WGA3YSJC1YOH73
        Safestore Holdings plc
        N/A
        
          
        
        800.00000000
        NS
        
        8034.49000000
        0.000240352919
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cie Generale des Etablissements Michelin SCA
        549300SOSI58J6VIW052
        Cie Generale des Etablissements Michelin SCA
        N/A
        
          
        
        1800.00000000
        NS
        
        193225.65000000
        0.005780373011
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Bollore SA
        969500LEKCHH6VV86P94
        Bollore SA
        N/A
        
          
        
        21027.00000000
        NS
        
        78321.40000000
        0.002342995905
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        JSR Corp.
        353800TL8FC0AWR22506
        JSR Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        2376.82000000
        0.000071102910
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bobl
        N/A
        
          
          
        
        511.00000000
        NC
        
        -34379.65000000
        -0.00102847215
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bobl
                
                  
                
              
            
            2020-12-08
            69071870.00000000
            EUR
            -34379.65000000
          
        
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp.
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp.
        517834107
        
          
        
        400.00000000
        NS
        USD
        18664.00000000
        0.000558336234
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Perrigo Co. plc
        549300IFOQS6R1QLY196
        Perrigo Co. plc
        N/A
        
          
        
        5200.00000000
        NS
        USD
        238732.00000000
        0.007141701993
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 E-Mini Index
        N/A
        
          
          
        
        -228.00000000
        NC
        USD
        241513.20000000
        0.007224901989
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2020-12-18
            -38212800.00000000
            USD
            241513.20000000
          
        
        
          N
          N
          N
        
      
      
        Sankyu, Inc.
        529900QWTXZZEM1T5G75
        Sankyu, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        3949.08000000
        0.000118137294
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Prudential plc
        5493001Z3ZE83NGK8Y12
        Prudential plc
        N/A
        
          
        
        1000.00000000
        NS
        
        14348.32000000
        0.000429232049
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CMS Energy Corp.
        549300IA9XFBAGNIBW29
        CMS Energy Corp.
        125896100
        
          
        
        440.00000000
        NS
        USD
        27020.40000000
        0.000808319138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MKS Instruments, Inc.
        549300KEQATBHAGVF505
        MKS Instruments, Inc.
        55306N104
        
          
        
        22700.00000000
        NS
        USD
        2479521.00000000
        0.074175226062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bodycote plc
        213800V93QFW53NB7Y29
        Bodycote plc
        N/A
        
          
        
        1300.00000000
        NS
        
        9736.23000000
        0.000291260715
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Akamai Technologies, Inc.
        OC1LZNN2LF5WTJ5RIL89
        Akamai Technologies, Inc.
        00971T101
        
          
        
        28800.00000000
        NS
        USD
        3183552.00000000
        0.095236414323
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Air Liquide SA
        969500MMPQVHK671GT54
        Air Liquide SA
        N/A
        
          
        
        420.00000000
        NS
        
        66574.09000000
        0.001991573443
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Invesco Ltd.
        ECPGFXU8A2SHKVVGJI15
        Invesco Ltd.
        N/A
        
          
        
        28065.00000000
        NS
        USD
        320221.65000000
        0.009579476551
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Nippon Light Metal Holdings Co. Ltd.
        353800J9KCFJSF2CGT47
        Nippon Light Metal Holdings Co. Ltd.
        N/A
        
          
        
        420.00000000
        NS
        
        6661.30000000
        0.000199273744
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Post Insurance Co. Ltd.
        54930042SK2Z708BA841
        Japan Post Insurance Co. Ltd.
        N/A
        
          
        
        1500.00000000
        NS
        
        23617.94000000
        0.000706534059
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PulteGroup, Inc.
        N/A
        PulteGroup, Inc.
        745867101
        
          
        
        63630.00000000
        NS
        USD
        2945432.70000000
        0.088113041338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        493267108
        
          
        
        15400.00000000
        NS
        USD
        183722.00000000
        0.005496069959
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Holdings, Inc.
        549300B3CEAHYG7K8164
        Nomura Holdings, Inc.
        N/A
        
          
        
        4400.00000000
        NS
        
        20107.69000000
        0.000601524428
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sirius Real Estate Ltd.
        213800NURUF5W8QSK566
        Sirius Real Estate Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        93.85000000
        0.000002807536
        Long
        EC
        CORP
        GG
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Dunelm Group plc
        213800WCOWEI3T5DUV19
        Dunelm Group plc
        N/A
        
          
        
        600.00000000
        NS
        
        10803.52000000
        0.000323188849
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Waters Corp.
        5T547R1474YC9HOD8Q74
        Waters Corp.
        941848103
        
          
        
        200.00000000
        NS
        USD
        39136.00000000
        0.001170759048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Valeo SA
        5493006IH2N2WMIBB742
        Valeo SA
        N/A
        
          
        
        1000.00000000
        NS
        
        30708.21000000
        0.000918640503
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Yamato Kogyo Co. Ltd.
        N/A
        Yamato Kogyo Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        4897.99000000
        0.000146524072
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        JD Sports Fashion plc
        213800HROV6Y9MUU8375
        JD Sports Fashion plc
        N/A
        
          
        
        1300.00000000
        NS
        
        13570.24000000
        0.000405955674
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cairn Energy plc
        213800ZJEUQ8ZOC9AL24
        Cairn Energy plc
        N/A
        
          
        
        20900.00000000
        NS
        
        38786.53000000
        0.001160304603
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Corp.
        V82KK8NH1P0JS71FJC05
        Sumitomo Corp.
        N/A
        
          
        
        2000.00000000
        NS
        
        24108.99000000
        0.000721223890
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Lawson, Inc.
        529900IWO8XQO92PR233
        Lawson, Inc.
        N/A
        
          
        
        300.00000000
        NS
        
        14304.78000000
        0.000427929543
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tsumura & Co.
        N/A
        Tsumura & Co.
        N/A
        
          
        
        400.00000000
        NS
        
        12465.61000000
        0.000372910509
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke KPN NV
        549300YO0JZHAL7FVP81
        Koninklijke KPN NV
        N/A
        
          
        
        3500.00000000
        NS
        
        8212.12000000
        0.000245666746
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Paychex, Inc.
        529900K900DW6SUBM174
        Paychex, Inc.
        704326107
        
          
        
        300.00000000
        NS
        USD
        23931.00000000
        0.000715899294
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TOPIX Index
        N/A
        
          
          
        
        220.00000000
        NC
        
        797447.25000000
        0.023855748768
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                TOPIX Index
                JP9010100007
              
            
            2020-12-10
            3576100000.00000000
            JPY
            797447.25000000
          
        
        
          N
          N
          N
        
      
      
        K's Holdings Corp.
        3538003LJ09YLR6NHG27
        K's Holdings Corp.
        N/A
        
          
        
        1800.00000000
        NS
        
        24368.37000000
        0.000728983280
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pfizer, Inc.
        765LHXWGK1KXCLTFYQ30
        Pfizer, Inc.
        717081103
        
          
        
        600.00000000
        NS
        USD
        22020.00000000
        0.000658731455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Whirlpool Corp.
        WHENKOULSSK7WUM60H03
        Whirlpool Corp.
        963320106
        
          
        
        23900.00000000
        NS
        USD
        4394971.00000000
        0.131476187320
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ConvaTec Group plc
        213800LS272L4FIDOH92
        ConvaTec Group plc
        N/A
        
          
        
        27218.00000000
        NS
        
        62702.20000000
        0.001875745299
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        GEA Group AG
        549300PHUU0ZZWO8EO07
        GEA Group AG
        N/A
        
          
        
        1900.00000000
        NS
        
        66572.56000000
        0.001991527673
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kewpie Corp.
        529900LQQ53U4P4VZN24
        Kewpie Corp.
        N/A
        
          
        
        700.00000000
        NS
        
        14397.46000000
        0.000430702079
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elis SA
        969500UX71LCE8MAY492
        Elis SA
        N/A
        
          
        
        4800.00000000
        NS
        
        60594.62000000
        0.001812696741
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        HOCHTIEF AG
        529900Y25S8NZIYTT924
        HOCHTIEF AG
        N/A
        
          
        
        100.00000000
        NS
        
        7762.96000000
        0.000232230060
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Host Hotels & Resorts, Inc.
        N6EL63S0K3PB1YFTDI24
        Host Hotels & Resorts, Inc.
        44107P104
        
          
        
        1000.00000000
        NS
        USD
        10790.00000000
        0.000322784396
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nagase & Co. Ltd.
        N/A
        Nagase & Co. Ltd.
        N/A
        
          
        
        500.00000000
        NS
        
        7003.38000000
        0.000209507116
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ORIX Corp.
        35380016EMHNBOVYE123
        ORIX Corp.
        N/A
        
          
        
        1900.00000000
        NS
        
        23731.51000000
        0.000709931522
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        GS Yuasa Corp.
        353800MW7O6PQQHLDR79
        GS Yuasa Corp.
        N/A
        
          
        
        600.00000000
        NS
        
        10368.35000000
        0.000310170676
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vesuvius plc
        213800ORZ521W585SY02
        Vesuvius plc
        N/A
        
          
        
        3200.00000000
        NS
        
        16310.04000000
        0.000487917184
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Laboratory Corp. of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp. of America Holdings
        50540R409
        
          
        
        18587.00000000
        NS
        USD
        3499374.49000000
        0.104684289373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        N/A
        
          
        
        2400.00000000
        NS
        
        155460.13000000
        0.004650612068
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Pennon Group plc
        213800V1CCTS41GWH423
        Pennon Group plc
        N/A
        
          
        
        1100.00000000
        NS
        
        14634.89000000
        0.000437804831
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        MINEBEA MITSUMI, Inc.
        353800CCB0CZ75YZ4010
        MINEBEA MITSUMI, Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        7619.30000000
        0.000227932451
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Covestro AG
        3912005AWHKLQ1CPLV11
        Covestro AG
        N/A
        
          
        
        1600.00000000
        NS
        
        79344.09000000
        0.002373589823
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        William Hill plc
        213800MDW41W5UZQIX82
        William Hill plc
        N/A
        
          
        
        4400.00000000
        NS
        
        15640.64000000
        0.000467891987
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Legal & General Group plc
        213800JH9QQWHLO99821
        Legal & General Group plc
        N/A
        
          
        
        18400.00000000
        NS
        
        44886.15000000
        0.001342775610
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
        
        40500.00000000
        NS
        USD
        5782995.00000000
        0.172999124202
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ajinomoto Co., Inc.
        353800UT0TLROREPIC92
        Ajinomoto Co., Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        8198.02000000
        0.000245244943
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ABIOMED, Inc.
        5493001EZN4ZTB4Z5887
        ABIOMED, Inc.
        003654100
        
          
        
        500.00000000
        NS
        USD
        138530.00000000
        0.004144144803
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lam Research Corp.
        549300I4GMO6D34U1T02
        Lam Research Corp.
        512807108
        
          
        
        12847.00000000
        NS
        USD
        4261992.25000000
        0.127498108956
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc., Class B
        084670702
        
          
        
        233.00000000
        NS
        USD
        49615.02000000
        0.001484240433
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Italia SpA
        549300W384M3RI3VXU42
        Telecom Italia SpA
        N/A
        
          
        
        212300.00000000
        NS
        
        85090.77000000
        0.002545502579
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        060505104
        
          
        
        405189.00000000
        NS
        USD
        9761003.01000000
        0.292001803921
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANCOM SE
        391200T4AUN1BPBXAO14
        CANCOM SE
        N/A
        
          
        
        800.00000000
        NS
        
        41322.05000000
        0.001236155047
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Sanso Holdings Corp.
        353800F1K6653B4VPY57
        Nippon Sanso Holdings Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        1537.62000000
        0.000045998122
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bureau Veritas SA
        969500TPU5T3HA5D1F11
        Bureau Veritas SA
        N/A
        
          
        
        100.00000000
        NS
        
        2254.13000000
        0.000067432621
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Honeywell International, Inc.
        ISRPG12PN4EIEOEMW547
        Honeywell International, Inc.
        438516106
        
          
        
        100.00000000
        NS
        USD
        16461.00000000
        0.000492433174
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dialog Semiconductor plc
        529900QA2LORU6646N15
        Dialog Semiconductor plc
        N/A
        
          
        
        1700.00000000
        NS
        
        74094.06000000
        0.002216534423
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokyo Ohka Kogyo Co. Ltd.
        N/A
        Tokyo Ohka Kogyo Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        5177.84000000
        0.000154895825
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Amano Corp.
        N/A
        Amano Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        9300.53000000
        0.000278226687
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Tohoku Electric Power Co., Inc.
        353800KTF7EYIIYHY088
        Tohoku Electric Power Co., Inc.
        N/A
        
          
        
        800.00000000
        NS
        
        8017.68000000
        0.000239850046
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toyo Suisan Kaisha Ltd.
        N/A
        Toyo Suisan Kaisha Ltd.
        892306101
        
          
        
        100.00000000
        NS
        
        5280.62000000
        0.000157970504
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Energy AG
        N/A
        Siemens Energy AG
        N/A
        
          
        
        1050.00000000
        NS
        
        28314.67000000
        0.000847037410
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Kraft Heinz Co. (The)
        N/A
        Kraft Heinz Co. (The)
        500754106
        
          
        
        103200.00000000
        NS
        USD
        3090840.00000000
        0.092462921557
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avon Rubber plc
        213800JM1AN62REBWA71
        Avon Rubber plc
        N/A
        
          
        
        100.00000000
        NS
        
        5458.45000000
        0.000163290314
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Assurant, Inc.
        H3F39CAXWQRVWURFXL38
        Assurant, Inc.
        04621X108
        
          
        
        300.00000000
        NS
        USD
        36393.00000000
        0.001088701810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Scotts Miracle-Gro Co. (The)
        2TH9E0JTOUXOEGI2R879
        Scotts Miracle-Gro Co. (The)
        810186106
        
          
        
        17900.00000000
        NS
        USD
        2737089.00000000
        0.081880409694
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040W108
        
          
        
        200.00000000
        NS
        USD
        16710.00000000
        0.000499882044
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Lowe's Cos., Inc.
        WAFCR4OKGSC504WU3E95
        Lowe's Cos., Inc.
        548661107
        
          
        
        3500.00000000
        NS
        USD
        580510.00000000
        0.017366039844
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME Nickel Base Metal
        N/A
        
          
          
        
        40.00000000
        NC
        USD
        -90543.20000000
        -0.00270861280
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-11-18
            3480300.00000000
            USD
            -90543.20000000
          
        
        
          N
          N
          N
        
      
      
        Ecolab, Inc.
        82DYEISM090VG8LTLS26
        Ecolab, Inc.
        278865100
        
          
        
        100.00000000
        NS
        USD
        19984.00000000
        0.000597824223
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fox Corp.
        549300DDU6FDRBIELS05
        Fox Corp., Class B
        35137L204
        
          
        
        11800.00000000
        NS
        USD
        330046.00000000
        0.009873373389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AO World plc
        2138005FFOAJIUZY4375
        AO World plc
        N/A
        
          
        
        2900.00000000
        NS
        
        8075.07000000
        0.000241566876
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Next plc
        213800WQD8ECPZP9PH98
        Next plc
        N/A
        
          
        
        200.00000000
        NS
        
        15333.44000000
        0.000458702055
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Carnival Corp.
        F1OF2ZSX47CR0BCWA982
        Carnival Corp.
        143658300
        
          
        
        4000.00000000
        NS
        USD
        60720.00000000
        0.001816447501
        Long
        EC
        CORP
        PA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ContourGlobal plc
        5493002I3A4J5TFOR115
        ContourGlobal plc
        N/A
        
          
        
        1870.00000000
        NS
        
        4669.66000000
        0.000139693548
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Juniper Networks, Inc.
        AUHIXNGG7U2U7JEHM527
        Juniper Networks, Inc.
        48203R104
        
          
        
        12987.00000000
        NS
        USD
        279220.50000000
        0.008352921273
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LyondellBasell Industries NV
        BN6WCCZ8OVP3ITUUVN49
        LyondellBasell Industries NV, Class A
        N/A
        
          
        
        1500.00000000
        NS
        USD
        105735.00000000
        0.003163077678
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        DCC plc
        213800UPS1QEE4TD3T45
        DCC plc
        N/A
        
          
        
        200.00000000
        NS
        
        15482.56000000
        0.000463163001
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Xilinx, Inc.
        6EY4K7ZMF9UX1CU6KC79
        Xilinx, Inc.
        983919101
        
          
        
        300.00000000
        NS
        USD
        31272.00000000
        0.000935506361
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marks & Spencer Group plc
        213800EJP14A79ZG1X44
        Marks & Spencer Group plc
        N/A
        
          
        
        12000.00000000
        NS
        
        15058.40000000
        0.000450474194
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161N101
        
          
        
        6000.00000000
        NS
        USD
        214560.00000000
        0.006418593149
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BHP Group plc
        549300C116EOWV835768
        BHP Group plc
        N/A
        
          
        
        800.00000000
        NS
        
        17067.33000000
        0.000510571622
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Hera SpA
        8156009414FD99443B48
        Hera SpA
        N/A
        
          
        
        8900.00000000
        NS
        
        32817.02000000
        0.000981725856
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Olympus Corp.
        5299000Y52IFDI1I2A21
        Olympus Corp.
        N/A
        
          
        
        300.00000000
        NS
        
        6238.72000000
        0.000186632202
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        iShares Core MSCI Emerging Markets ETF
        5493007C24Z3ZDJ0VD06
        iShares Core MSCI Emerging Markets ETF
        46434G103
        
          
        
        7162314.00000000
        NS
        USD
        378170179.20000000
        11.31301510740
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        International Business Machines Corp.
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp.
        459200101
        
          
        
        4300.00000000
        NS
        USD
        523181.00000000
        0.015651034593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yokohama Rubber Co. Ltd. (The)
        52990036XNWY2FMYWB76
        Yokohama Rubber Co. Ltd. (The)
        N/A
        
          
        
        1300.00000000
        NS
        
        18506.02000000
        0.000553610240
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FedEx Corp.
        549300E707U7WNPZN687
        FedEx Corp.
        31428X106
        
          
        
        23700.00000000
        NS
        USD
        5961024.00000000
        0.178324887251
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NetApp, Inc.
        QTX3D84DZDD5JYOCYH15
        NetApp, Inc.
        64110D104
        
          
        
        6421.00000000
        NS
        USD
        281496.64000000
        0.008421012327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Warehouses De Pauw CVA
        549300HWDYC5JXC85138
        Warehouses De Pauw CVA
        N/A
        
          
        
        123.00000000
        NS
        
        4476.11000000
        0.000133903472
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Amgen, Inc.
        62QBXGPJ34PQ72Z12S66
        Amgen, Inc.
        031162100
        
          
        
        1200.00000000
        NS
        USD
        304992.00000000
        0.009123879389
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DS Smith plc
        39RSBE4RCI4M15BLWH36
        DS Smith plc
        N/A
        
          
        
        6400.00000000
        NS
        
        24314.31000000
        0.000727366068
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448C104
        
          
        
        5800.00000000
        NS
        USD
        177132.00000000
        0.005298929165
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Newell Brands, Inc.
        549300LWGYFM1TVO1Z12
        Newell Brands, Inc.
        651229106
        
          
        
        11978.00000000
        NS
        USD
        205542.48000000
        0.006148832746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kone OYJ
        2138001CNF45JP5XZK38
        Kone OYJ, Class B
        N/A
        
          
        
        300.00000000
        NS
        
        26341.05000000
        0.000787996285
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034W106
        
          
        
        2900.00000000
        NS
        USD
        147378.00000000
        0.004408833991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui & Co. Ltd.
        2NRSB4GOU9DD6CNW5R48
        Mitsui & Co. Ltd.
        N/A
        
          
        
        1600.00000000
        NS
        
        27492.51000000
        0.000822442376
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        3234419.44000000
        PA
        
        163622.72000000
        0.004894797118
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                FTSE 100 Total Return Index
                FTSE 100 Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-09-14
            0.00000000
            USD
            0.00000000
            USD
            3234419.44000000
            GBP
            163622.72000000
          
        
        
          N
          N
          N
        
      
      
        T&D Holdings, Inc.
        3538008ARJ1MACEWA242
        T&D Holdings, Inc.
        N/A
        
          
        
        2400.00000000
        NS
        
        23659.99000000
        0.000707791991
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        A O Smith Corp.
        549300XG4US7UJNECY36
        A O Smith Corp.
        831865209
        
          
        
        1600.00000000
        NS
        USD
        84480.00000000
        0.002527231307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Snap-on, Inc.
        HHWAT5TDOYZMM26KKQ73
        Snap-on, Inc.
        833034101
        
          
        
        900.00000000
        NS
        USD
        132417.00000000
        0.003961273532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cie de Saint-Gobain
        NFONVGN05Z0FMN5PEC35
        Cie de Saint-Gobain
        N/A
        
          
        
        3300.00000000
        NS
        
        138227.69000000
        0.004135101156
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625H100
        
          
        
        121100.00000000
        NS
        USD
        11658297.00000000
        0.348759625538
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Discovery, Inc.
        5493006ZCRFWKF6B1K26
        Discovery, Inc., Class C
        25470F302
        
          
        
        20400.00000000
        NS
        USD
        399840.00000000
        0.011961270902
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        alstria office REIT-AG
        529900QIJIGPI0DRL085
        alstria office REIT-AG
        N/A
        
          
        
        200.00000000
        NS
        
        2781.05000000
        0.000083195509
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        832.00000000
        NC
        USD
        80676.34000000
        0.002413444273
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2020-12-31
            104838499.58000000
            USD
            80676.34000000
          
        
        
          N
          N
          N
        
      
      
        Mapfre SA
        95980020140005693107
        Mapfre SA
        N/A
        
          
        
        34500.00000000
        NS
        
        54125.76000000
        0.001619179867
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Watches of Switzerland Group plc
        2138008ZOT5K9PJW7168
        Watches of Switzerland Group plc
        N/A
        
          
        
        1200.00000000
        NS
        
        5202.69000000
        0.000155639216
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        N/A
        
          
        
        200.00000000
        NS
        
        36686.84000000
        0.001097492076
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
        
        600.00000000
        NS
        
        74579.36000000
        0.002231052242
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
        
        193600.00000000
        NS
        USD
        10024608.00000000
        0.299887584974
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings, Inc.
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings, Inc.
        98956P102
        
          
        
        700.00000000
        NS
        USD
        95298.00000000
        0.002850853327
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Everest Re Group Ltd.
        549300N24XF2VV0B3570
        Everest Re Group Ltd.
        N/A
        
          
        
        300.00000000
        NS
        USD
        59262.00000000
        0.001772831223
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Naturgy Energy Group SA
        TL2N6M87CW970S5SV098
        Naturgy Energy Group SA
        N/A
        
          
        
        1400.00000000
        NS
        
        28076.54000000
        0.000839913717
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Eurodollar
        N/A
        
          
          
        
        15.00000000
        NC
        USD
        1652.70000000
        0.000049440757
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                3 Month Eurodollar
                
                  
                
              
            
            2020-12-14
            3740812.50000000
            USD
            1652.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1167.28000000
        0.000034919348
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            896516.71000000
            USD
            66210000.00000000
            INR
            2020-10-29
            1167.28000000
          
        
        
          N
          N
          N
        
      
      
        Glencore plc
        2138002658CPO9NBH955
        Glencore plc
        N/A
        
          
        
        43400.00000000
        NS
        
        89975.82000000
        0.002691639549
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DXC Technology Co.
        549300DOVZ3EDJB7O259
        DXC Technology Co.
        23355L106
        
          
        
        18300.00000000
        NS
        USD
        326655.00000000
        0.009771931138
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P Midcap 400 E-Mini Index
        N/A
        
          
          
        
        32.00000000
        NC
        USD
        -1109.20000000
        -0.00003318187
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P Midcap 400 E-Mini Index
                XC0009692283
              
            
            2020-12-18
            5938880.00000000
            USD
            -1109.20000000
          
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165B103
        
          
        
        10826.00000000
        NS
        USD
        283316.42000000
        0.008475451307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TBC Bank Group plc
        213800T6NS9N2WQ3B328
        TBC Bank Group plc
        N/A
        
          
        
        700.00000000
        NS
        
        9162.61000000
        0.000274100791
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance, Inc.
        549300RPTUOIXG4LIH86
        Walgreens Boots Alliance, Inc.
        931427108
        
          
        
        8800.00000000
        NS
        USD
        316096.00000000
        0.009456057140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Comerica, Inc.
        I9Q57JVPWHHZ3ZGBW498
        Comerica, Inc.
        200340107
        
          
        
        5400.00000000
        NS
        USD
        206550.00000000
        0.006178972851
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -72991.98000000
        -0.00218356554
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            7025859.64000000
            USD
            10510000.00000000
            NZD
            2020-10-23
            -72991.98000000
          
        
        
          N
          N
          N
        
      
      
        QUALCOMM, Inc.
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM, Inc.
        747525103
        
          
        
        59659.00000000
        NS
        USD
        7020671.12000000
        0.210024382707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sofina SA
        5493000GMVR38VUO5D39
        Sofina SA
        N/A
        
          
        
        100.00000000
        NS
        
        27300.67000000
        0.000816703455
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Moneysupermarket.com Group plc
        54930016B7VO33FBE722
        Moneysupermarket.com Group plc
        N/A
        
          
        
        200.00000000
        NS
        
        689.41000000
        0.000020623798
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BlackRock, Inc.
        09247X101
        
          
        
        100.00000000
        NS
        USD
        56355.00000000
        0.001685867901
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Publicis Groupe SA
        2138004KW8BV57III342
        Publicis Groupe SA
        N/A
        
          
        
        2448.00000000
        NS
        
        78898.97000000
        0.002360273994
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        AutoZone, Inc.
        GA3JGKJ41LJKXDN23E90
        AutoZone, Inc.
        053332102
        
          
        
        100.00000000
        NS
        USD
        117764.00000000
        0.003522926937
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amadeus IT Group SA
        9598004A3FTY3TEHHN09
        Amadeus IT Group SA
        N/A
        
          
        
        1700.00000000
        NS
        
        94411.27000000
        0.002824326672
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Lancashire Holdings Ltd.
        5493002UNUYXLHOWF752
        Lancashire Holdings Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        893.86000000
        0.000026739950
        Long
        EC
        CORP
        BM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Accenture plc
        N/A
        Accenture plc, Class A
        N/A
        
          
        
        24700.00000000
        NS
        USD
        5581953.00000000
        0.166984923960
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        John Laing Group plc
        213800GLLXRSIIKN6I12
        John Laing Group plc
        N/A
        
          
        
        400.00000000
        NS
        
        1614.33000000
        0.000048292913
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CoStar Group, Inc.
        N/A
        CoStar Group, Inc.
        22160N109
        
          
        
        4900.00000000
        NS
        USD
        4157699.00000000
        0.124378161436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hanesbrands, Inc.
        GX5LWVWZLL5S4W1L2F20
        Hanesbrands, Inc.
        410345102
        
          
        
        11262.00000000
        NS
        USD
        177376.50000000
        0.005306243417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPoint plc
        5493004YKWI8U0GDD138
        PayPoint plc
        N/A
        
          
        
        100.00000000
        NS
        
        650.34000000
        0.000019455014
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Kainos Group plc
        213800H2PQMIF3OVZY47
        Kainos Group plc
        N/A
        
          
        
        394.00000000
        NS
        
        5048.52000000
        0.000151027199
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Veolia Environnement SA
        969500LENY69X51OOT31
        Veolia Environnement SA
        N/A
        
          
        
        3200.00000000
        NS
        
        69043.45000000
        0.002065444701
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Seiko Epson Corp.
        549300NIOFQDR749W206
        Seiko Epson Corp.
        N/A
        
          
        
        1100.00000000
        NS
        
        12650.27000000
        0.000378434639
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Entergy Corp.
        4XM3TW50JULSLG8BNC79
        Entergy Corp.
        29364G103
        
          
        
        500.00000000
        NS
        USD
        49265.00000000
        0.001473769535
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokuyama Corp.
        529900MHGZKHNMNCQB62
        Tokuyama Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        4820.60000000
        0.000144208939
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        VeriSign, Inc.
        LMPL4N8ZOJRMF0KOF759
        VeriSign, Inc.
        92343E102
        
          
        
        334.00000000
        NS
        USD
        68419.90000000
        0.002046791113
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan Airlines Co. Ltd.
        3538002MH5L1QZZ93477
        Japan Airlines Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        1865.18000000
        0.000055797127
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        2600.00000000
        NS
        USD
        85384.00000000
        0.002554274596
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Western Digital Corp.
        549300QQXOOYEF89IC56
        Western Digital Corp.
        958102105
        
          
        
        5100.00000000
        NS
        USD
        186405.00000000
        0.005576332289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OneSavings Bank plc
        213800WTQKOQI8ELD692
        OneSavings Bank plc
        N/A
        
          
        
        8900.00000000
        NS
        
        32002.96000000
        0.000957373134
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Copart, Inc.
        549300KVYX3JWMYEHU61
        Copart, Inc.
        217204106
        
          
        
        50200.00000000
        NS
        USD
        5279032.00000000
        0.157922998833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rank Group plc
        213800TXKD6XZWOFTE12
        Rank Group plc
        N/A
        
          
        
        1100.00000000
        NS
        
        1318.48000000
        0.000039442518
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        QIAGEN NV
        54930036WK3GMCN17Z57
        QIAGEN NV
        N/A
        
          
        
        1000.00000000
        NS
        
        51939.54000000
        0.001553778782
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GVC Holdings plc
        213800GNI3K45LQR8L28
        GVC Holdings plc
        N/A
        
          
        
        2900.00000000
        NS
        
        36320.29000000
        0.001086526680
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Live Nation Entertainment, Inc.
        5493007B9BM9ZXJINO78
        Live Nation Entertainment, Inc.
        538034109
        
          
        
        738.00000000
        NS
        USD
        39763.44000000
        0.001189529006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Eisai Co. Ltd.
        353800HDEE0ZYEX4QV91
        Eisai Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        9133.23000000
        0.000273221884
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CLS Holdings plc
        213800A357TKB2TD9U78
        CLS Holdings plc
        N/A
        
          
        
        100.00000000
        NS
        
        274.34000000
        0.000008206920
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Oji Holdings Corp.
        529900LVC9GIIYUGE243
        Oji Holdings Corp.
        N/A
        
          
        
        1400.00000000
        NS
        
        6433.10000000
        0.000192447108
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ResMed, Inc.
        529900T3QE5253CCXF22
        ResMed, Inc.
        761152107
        
          
        
        500.00000000
        NS
        USD
        85715.00000000
        0.002564176509
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ameren Corp.
        XRZQ5S7HYJFPHJ78L959
        Ameren Corp.
        023608102
        
          
        
        200.00000000
        NS
        USD
        15816.00000000
        0.000473137906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Australia 10 Year Bond
        N/A
        
          
          
        
        303.00000000
        NC
        
        175185.13000000
        0.005240688270
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                Australia
                Australia 10 Year Bond
                
                  
                
              
            
            2020-12-15
            45119408.82000000
            AUD
            175185.13000000
          
        
        
          N
          N
          N
        
      
      
        Japan Post Holdings Co. Ltd.
        5299003D9N4JBS256X18
        Japan Post Holdings Co. Ltd.
        N/A
        
          
        
        4000.00000000
        NS
        
        27276.22000000
        0.000815972030
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Seagate Technology plc
        396PBGKP6TE3O062MS44
        Seagate Technology plc
        N/A
        
          
        
        7100.00000000
        NS
        USD
        349817.00000000
        0.010464825688
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Savills plc
        213800WXICGMBWHTA933
        Savills plc
        N/A
        
          
        
        1600.00000000
        NS
        
        16081.86000000
        0.000481091146
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        American Water Works Co., Inc.
        549300DXHIJQMD5WFW18
        American Water Works Co., Inc.
        030420103
        
          
        
        152.00000000
        NS
        USD
        22021.76000000
        0.000658784106
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        N/A
        
          
        
        300.00000000
        NS
        
        110811.93000000
        0.003314954766
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        N/A
        
          
        
        100.00000000
        NS
        
        9012.80000000
        0.000269619203
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Persol Holdings Co. Ltd.
        3538000H6OI725NB2008
        Persol Holdings Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        6533.67000000
        0.000195455674
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ferguson plc
        213800DU1LGY3R2S2X42
        Ferguson plc
        N/A
        
          
        
        500.00000000
        NS
        
        50315.24000000
        0.001505187615
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Synthomer plc
        213800EHT3TI1KPQQJ56
        Synthomer plc
        N/A
        
          
        
        8000.00000000
        NS
        
        32641.36000000
        0.000976470962
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        PepsiCo, Inc.
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo, Inc.
        713448108
        
          
        
        49200.00000000
        NS
        USD
        6819120.00000000
        0.203994952067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamazaki Baking Co. Ltd.
        N/A
        Yamazaki Baking Co. Ltd.
        984632109
        
          
        
        1000.00000000
        NS
        
        17430.99000000
        0.000521450563
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ninety One plc
        549300G0TJCT3K15ZG14
        Ninety One plc
        N/A
        
          
        
        500.00000000
        NS
        
        1311.03000000
        0.000039219650
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        198423524.89000000
        PA
        USD
        -1143139.86000000
        -0.03419719273
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                MSCI Daily TR Net Growth World Index
                MSCI Daily TR Net Growth World Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-25
            0.00000000
            USD
            0.00000000
            USD
            198423524.89000000
            USD
            -1143139.86000000
          
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp.
        337932107
        
          
        
        3512.00000000
        NS
        USD
        100829.52000000
        0.003016329540
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maeda Corp.
        N/A
        Maeda Corp.
        N/A
        
          
        
        2100.00000000
        NS
        
        15390.78000000
        0.000460417389
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Close Brothers Group plc
        213800W73SYHR14I3X91
        Close Brothers Group plc
        N/A
        
          
        
        1200.00000000
        NS
        
        15784.26000000
        0.000472188399
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        629377508
        
          
        
        5198.00000000
        NS
        USD
        159786.52000000
        0.004780036645
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zebra Technologies Corp.
        PO0I32GKZ3HZMMDPZZ08
        Zebra Technologies Corp., Class A
        989207105
        
          
        
        14689.00000000
        NS
        USD
        3708384.94000000
        0.110936866939
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bellway plc
        213800CY4L3HST4FGZ98
        Bellway plc
        N/A
        
          
        
        200.00000000
        NS
        
        6061.86000000
        0.000181341410
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        News Corp.
        549300ITS31QK8VRBQ14
        News Corp., Class A
        65249B109
        
          
        
        9300.00000000
        NS
        USD
        130386.00000000
        0.003900515875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-OAT
        N/A
        
          
          
        
        131.00000000
        NC
        
        113635.20000000
        0.003399413293
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                French Republic
                Euro-OAT
                
                  
                
              
            
            2020-12-08
            22069570.00000000
            EUR
            113635.20000000
          
        
        
          N
          N
          N
        
      
      
        Direct Line Insurance Group plc
        213800FF2R23ALJQOP04
        Direct Line Insurance Group plc
        N/A
        
          
        
        5400.00000000
        NS
        
        18833.64000000
        0.000563411039
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556102
        
          
        
        17450.00000000
        NS
        USD
        7704524.00000000
        0.230481939617
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nitto Denko Corp.
        3538009GX5P09USH2J25
        Nitto Denko Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        6514.87000000
        0.000194893269
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Estate Co. Ltd.
        353800KOFMRGOXSJ5Z65
        Mitsubishi Estate Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        1514.76000000
        0.000045314262
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nishi-Nippon Financial Holdings, Inc.
        N/A
        Nishi-Nippon Financial Holdings, Inc.
        N/A
        
          
        
        1900.00000000
        NS
        
        13253.69000000
        0.000396486035
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Electronic Arts, Inc.
        549300O7A67PUEYKDL45
        Electronic Arts, Inc.
        285512109
        
          
        
        2300.00000000
        NS
        USD
        299943.00000000
        0.008972837830
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DuPont de Nemours, Inc.
        5493004JF0SDFLM8GD76
        DuPont de Nemours, Inc.
        26614N102
        
          
        
        1400.00000000
        NS
        USD
        77672.00000000
        0.002323569011
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TOTAL SE
        529900S21EQ1BO4ESM68
        TOTAL SE
        N/A
        
          
        
        6151.00000000
        NS
        
        211241.09000000
        0.006319307480
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -13383.35000000
        -0.00040036483
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            2670000.00000000
            GBP
            3432234.27000000
            USD
            2020-10-23
            -13383.35000000
          
        
        
          N
          N
          N
        
      
      
        Equiniti Group plc
        213800TS721HGE2JIV94
        Equiniti Group plc
        N/A
        
          
        
        5100.00000000
        NS
        
        7480.93000000
        0.000223793093
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Obayashi Corp.
        529900YT4O5S0LCXWD54
        Obayashi Corp.
        N/A
        
          
        
        1800.00000000
        NS
        
        16432.72000000
        0.000491587173
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Buxl
        N/A
        
          
          
        
        28.00000000
        NC
        
        62958.75000000
        0.001883420029
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Buxl
                
                  
                
              
            
            2020-12-08
            6235600.00000000
            EUR
            62958.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        100 oz Gold
        N/A
        
          
          
        
        92.00000000
        NC
        USD
        -128023.92000000
        -0.00382985391
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                100 oz Gold
                
                  
                
              
            
            2020-12-29
            17401800.00000000
            USD
            -128023.92000000
          
        
        
          N
          N
          N
        
      
      
        G4S plc
        549300L3KWKK8X35QR12
        G4S plc
        N/A
        
          
        
        9900.00000000
        NS
        
        25534.25000000
        0.000763860748
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        Vodafone Group plc
        N/A
        
          
        
        48700.00000000
        NS
        
        64548.48000000
        0.001930977029
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Alfresa Holdings Corp.
        N/A
        Alfresa Holdings Corp.
        N/A
        
          
        
        800.00000000
        NS
        
        17522.25000000
        0.000524180619
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        MISUMI Group, Inc.
        353800SJWGE5BEK2V032
        MISUMI Group, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        2803.70000000
        0.000083873087
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp.
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp.
        494368103
        
          
        
        100.00000000
        NS
        USD
        14766.00000000
        0.000441727006
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huhtamaki OYJ
        5493007050SJVMXN6L29
        Huhtamaki OYJ
        N/A
        
          
        
        500.00000000
        NS
        
        24641.49000000
        0.000737153704
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Schlumberger NV
        213800ZUA17OK3QLGM62
        Schlumberger NV
        806857108
        
          
        
        7700.00000000
        NS
        USD
        119812.00000000
        0.003584193150
        Long
        EC
        CORP
        CW
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FMC Corp.
        CKDHZ2X64EEBQCSP7013
        FMC Corp.
        302491303
        
          
        
        34500.00000000
        NS
        USD
        3653895.00000000
        0.109306792575
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH plc
        549300MIDJNNTH068E74
        CRH plc
        N/A
        
          
        
        2800.00000000
        NS
        
        100980.49000000
        0.003020845830
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        UnitedHealth Group, Inc.
        91324P102
        
          
        
        34600.00000000
        NS
        USD
        10787242.00000000
        0.322701890380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Cosmos Pharmaceutical Corp.
        N/A
        Cosmos Pharmaceutical Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        17427.05000000
        0.000521332698
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
        
        4000.00000000
        NS
        
        44089.67000000
        0.001318948796
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Corp.
        KVIPTY4PULAPGC1VVD26
        Mitsubishi Corp.
        N/A
        
          
        
        1600.00000000
        NS
        
        38296.58000000
        0.001145647679
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Microchip Technology, Inc.
        5493007PTFULNYZJ1R12
        Microchip Technology, Inc.
        595017104
        
          
        
        2100.00000000
        NS
        USD
        215796.00000000
        0.006455568266
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -158.00000000
        NC
        USD
        -790.00000000
        -0.00002363296
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3285.00000000
            USD
            2020-09-30
            XXXX
            678583.27000000
          
        
        
          N
          N
          N
        
      
      
        Southern Co. (The)
        549300FC3G3YU2FBZD92
        Southern Co. (The)
        842587107
        
          
        
        400.00000000
        NS
        USD
        21688.00000000
        0.000648799628
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Boerse AG
        529900G3SW56SHYNPR95
        Deutsche Boerse AG
        N/A
        
          
        
        200.00000000
        NS
        
        35064.08000000
        0.001048946978
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Franklin Resources, Inc.
        RIFQSET379FOGTEFKS80
        Franklin Resources, Inc.
        354613101
        
          
        
        5000.00000000
        NS
        USD
        101750.00000000
        0.003043865832
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Signify NV
        549300072P3J1X8NZO35
        Signify NV
        N/A
        
          
        
        2300.00000000
        NS
        
        85070.23000000
        0.002544888122
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        General Mills, Inc.
        370334104
        
          
        
        4055.00000000
        NS
        USD
        250112.40000000
        0.007482148290
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Skyworks Solutions, Inc.
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions, Inc.
        83088M102
        
          
        
        2500.00000000
        NS
        USD
        363750.00000000
        0.010881633380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        1895.00000000
        NS
        
        20017.75000000
        0.000598833860
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Amada Co. Ltd.
        529900QF5O6TQGCPDX85
        Amada Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        935.48000000
        0.000027985018
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund - Institutional Shares
        38141W273
        
          
        
        1874781942.54000000
        NS
        USD
        1874781942.54000000
        56.08437049139
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raymond James Financial, Inc.
        RGUZHJ05YTITL6D76949
        Raymond James Financial, Inc.
        754730109
        
          
        
        1700.00000000
        NS
        USD
        123692.00000000
        0.003700263906
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        A2A SpA
        81560076E3944316DB24
        A2A SpA
        N/A
        
          
        
        32400.00000000
        NS
        
        47061.43000000
        0.001407849422
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Gas Chemical Co., Inc.
        529900G5O4J27ZPLJJ89
        Mitsubishi Gas Chemical Co., Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        7441.38000000
        0.000222609949
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Grifols SA
        959800HSSNXWRKBK4N60
        Grifols SA
        N/A
        
          
        
        200.00000000
        NS
        
        5751.03000000
        0.000172042886
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Serco Group plc
        549300PT2CIHYN5GWJ21
        Serco Group plc
        N/A
        
          
        
        9700.00000000
        NS
        
        15879.60000000
        0.000475040509
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        TV Asahi Holdings Corp.
        N/A
        TV Asahi Holdings Corp.
        N/A
        
          
        
        1300.00000000
        NS
        
        20644.65000000
        0.000617587663
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        949746101
        
          
        
        10330.00000000
        NS
        USD
        242858.30000000
        0.007265140849
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Telekom AG
        549300V9QSIG4WX4GJ96
        Deutsche Telekom AG (Registered)
        N/A
        
          
        
        1000.00000000
        NS
        
        16650.04000000
        0.000498088332
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Toppan Printing Co. Ltd.
        3538003H9W4KIDODQY20
        Toppan Printing Co. Ltd.
        890747108
        
          
        
        500.00000000
        NS
        
        7067.46000000
        0.000211424078
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dominion Energy, Inc.
        ILUL7B6Z54MRYCF6H308
        Dominion Energy, Inc.
        25746U109
        
          
        
        400.00000000
        NS
        USD
        31572.00000000
        0.000944480904
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flowserve Corp.
        6Y0GK87T6V7NJKZJVM41
        Flowserve Corp.
        34354P105
        
          
        
        3700.00000000
        NS
        USD
        100973.00000000
        0.003020621765
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quilter plc
        54930092XIVK28RZGM95
        Quilter plc
        N/A
        
          
        
        4200.00000000
        NS
        
        6944.86000000
        0.000207756482
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mediclinic International plc
        2138002S5BSBIZTD5I60
        Mediclinic International plc
        N/A
        
          
        
        11472.00000000
        NS
        
        42111.95000000
        0.001259785019
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Mosaic Co. (The)
        2YD5STGSJNMUB7H76907
        Mosaic Co. (The)
        61945C103
        
          
        
        6000.00000000
        NS
        USD
        109620.00000000
        0.003279298009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nemetschek SE
        529900R0S2IX1S358J38
        Nemetschek SE
        N/A
        
          
        
        100.00000000
        NS
        
        7309.12000000
        0.000218653372
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Agilent Technologies, Inc.
        QUIX8Y7A2WP0XRMW7G29
        Agilent Technologies, Inc.
        00846U101
        
          
        
        400.00000000
        NS
        USD
        40376.00000000
        0.001207853826
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NH Foods Ltd.
        353800NLDBIOUQILWU82
        NH Foods Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        8939.77000000
        0.000267434500
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        FinecoBank Banca Fineco SpA
        549300L7YCATGO57ZE10
        FinecoBank Banca Fineco SpA
        N/A
        
          
        
        1400.00000000
        NS
        
        19283.21000000
        0.000576859990
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Financial, Inc.
        549300CAZYIH39SYQ287
        Fidelity National Financial, Inc.
        31620R303
        
          
        
        75200.00000000
        NS
        USD
        2354512.00000000
        0.070435563911
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oki Electric Industry Co. Ltd.
        529900VJ2Q0182B3J852
        Oki Electric Industry Co. Ltd.
        N/A
        
          
        
        1600.00000000
        NS
        
        17270.94000000
        0.000516662645
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Investec plc
        2138007Z3U5GWDN3MY22
        Investec plc
        N/A
        
          
        
        24400.00000000
        NS
        
        44904.83000000
        0.001343334424
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Skylark Holdings Co. Ltd.
        N/A
        Skylark Holdings Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        4286.30000000
        0.000128225278
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pets at Home Group plc
        2138003Y9ULD24PD3J93
        Pets at Home Group plc
        N/A
        
          
        
        2600.00000000
        NS
        
        14212.25000000
        0.000425161495
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals, Inc.
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals, Inc.
        75886F107
        
          
        
        500.00000000
        NS
        USD
        279890.00000000
        0.008372949461
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Resona Holdings, Inc.
        52990067JE75XZCYYT81
        Resona Holdings, Inc.
        N/A
        
          
        
        3600.00000000
        NS
        
        12264.59000000
        0.000366896967
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CVS Health Corp.
        549300EJG376EN5NQE29
        CVS Health Corp.
        126650100
        
          
        
        96000.00000000
        NS
        USD
        5606400.00000000
        0.167716259469
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Welcia Holdings Co. Ltd.
        N/A
        Welcia Holdings Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        8770.68000000
        0.000262376149
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG (Registered)
        N/A
        
          
        
        5300.00000000
        NS
        
        285909.13000000
        0.008553012598
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        N/A
        
          
        
        2000.00000000
        NS
        
        108565.51000000
        0.003247752790
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        11600.00000000
        NS
        
        101208.75000000
        0.003027674260
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        American Electric Power Co., Inc.
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co., Inc.
        025537101
        
          
        
        100.00000000
        NS
        USD
        8173.00000000
        0.000244496466
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IQVIA Holdings, Inc.
        549300W3R20NM4KQPH86
        IQVIA Holdings, Inc.
        46266C105
        
          
        
        27500.00000000
        NS
        USD
        4334825.00000000
        0.129676911111
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        State Street Corp.
        549300ZFEEJ2IP5VME73
        State Street Corp.
        857477103
        
          
        
        2400.00000000
        NS
        USD
        142392.00000000
        0.004259677086
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Iida Group Holdings Co. Ltd.
        35380051BV8PV1I4S949
        Iida Group Holdings Co. Ltd.
        N/A
        
          
        
        1300.00000000
        NS
        
        26311.56000000
        0.000787114088
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SAP SE
        529900D6BF99LW9R2E68
        SAP SE
        N/A
        
          
        
        800.00000000
        NS
        
        124574.56000000
        0.003726665815
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortum OYJ
        635400IUIZZIUJSAMF76
        Fortum OYJ
        N/A
        
          
        
        2700.00000000
        NS
        
        54589.08000000
        0.001633040151
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Fancl Corp.
        3538004V8SS9O9BA8I42
        Fancl Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        3265.40000000
        0.000097684908
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Persimmon plc
        213800XI72Y57UWN6F31
        Persimmon plc
        N/A
        
          
        
        400.00000000
        NS
        
        12747.37000000
        0.000381339400
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        KOSPI 200 Index
        N/A
        
          
          
        
        77.00000000
        NC
        
        -45456.07000000
        -0.00135982484
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Market Operation Department of KOFEX
              549300TJ3RRV6Q1UEW14
            
            Long
            
              
                KOSPI 200 Index
                KRD020020016
              
            
            2020-12-10
            5966537500.00000000
            KRW
            -45456.07000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        159.00000000
        NC
        USD
        397.50000000
        0.000011891269
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2780.00000000
            USD
            2020-09-30
            XXXX
            -79691.52000000
          
        
        
          N
          N
          N
        
      
      
        Globe Life, Inc.
        5493001JFHKQOPP6XA71
        Globe Life, Inc.
        37959E102
        
          
        
        500.00000000
        NS
        USD
        39950.00000000
        0.001195109975
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P/TSX 60 Index
        N/A
        
          
          
        
        23.00000000
        NC
        
        -52360.93000000
        -0.00156638472
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                S&P/TSX 60 Index
                XC0009654721
              
            
            2020-12-17
            4422900.00000000
            CAD
            -52360.93000000
          
        
        
          N
          N
          N
        
      
      
        Cranswick plc
        549300LDZLPU51XOSK43
        Cranswick plc
        N/A
        
          
        
        227.00000000
        NS
        
        10622.78000000
        0.000317781986
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        CSX Corp.
        549300JVQR4N1MMP3Q88
        CSX Corp.
        126408103
        
          
        
        2100.00000000
        NS
        USD
        163107.00000000
        0.004879369280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMI plc
        2138002W9Q21PF751R30
        IMI plc
        N/A
        
          
        
        1200.00000000
        NS
        
        16187.62000000
        0.000484254972
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ship Healthcare Holdings, Inc.
        353800BIFUE1L527TH13
        Ship Healthcare Holdings, Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        19586.92000000
        0.000585945518
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dechra Pharmaceuticals plc
        213800J4UVB5OWG8VX82
        Dechra Pharmaceuticals plc
        N/A
        
          
        
        100.00000000
        NS
        
        4157.99000000
        0.000124386866
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Avast plc
        213800IR8G8LCZH4BO27
        Avast plc
        N/A
        
          
        
        1200.00000000
        NS
        
        8146.92000000
        0.000243716279
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pilot Corp.
        N/A
        Pilot Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        2940.45000000
        0.000087963983
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Man Group plc
        2549003YWC1DW6LALB09
        Man Group plc
        N/A
        
          
        
        8300.00000000
        NS
        
        12303.87000000
        0.000368072034
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        General Electric Co.
        3C7474T6CDKPR9K6YT90
        General Electric Co.
        369604103
        
          
        
        43700.00000000
        NS
        USD
        272251.00000000
        0.008144427682
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kyowa Kirin Co. Ltd.
        529900TBXKVTQGYA3582
        Kyowa Kirin Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5691.38000000
        0.000170258448
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Stora Enso OYJ
        7437000ZP669LKUTZ738
        Stora Enso OYJ, Class R
        N/A
        
          
        
        5700.00000000
        NS
        
        89216.83000000
        0.002668934255
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020107
        
          
        
        2800.00000000
        NS
        USD
        142352.00000000
        0.004258480480
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        American Express Co.
        R4PP93JZOLY261QX3811
        American Express Co.
        025816109
        
          
        
        200.00000000
        NS
        USD
        20050.00000000
        0.000599798623
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Liontrust Asset Management plc
        549300XVXU6S7PLCL855
        Liontrust Asset Management plc
        N/A
        
          
        
        300.00000000
        NS
        
        4800.10000000
        0.000143595679
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Rakuten, Inc.
        529900IMXUCQKUL1H943
        Rakuten, Inc.
        N/A
        
          
        
        1900.00000000
        NS
        
        20487.65000000
        0.000612890985
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Square Enix Holdings Co. Ltd.
        529900KCRNRDF8DIA489
        Square Enix Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        6618.13000000
        0.000197982307
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DIC Corp.
        549300F1YB9ARLPUKB67
        DIC Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        9999.94000000
        0.000299149638
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Atos SE
        5493001EZOOA66PTBR68
        Atos SE
        N/A
        
          
        
        1604.00000000
        NS
        
        128891.22000000
        0.003855799318
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Diploma plc
        2138008OGI7VYG8FGR19
        Diploma plc
        N/A
        
          
        
        400.00000000
        NS
        
        11341.76000000
        0.000339290375
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Land Securities Group plc
        213800V8IAVKS37D6B88
        Land Securities Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        673.24000000
        0.000020140071
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortinet, Inc.
        549300O0QJWDBAS0QX03
        Fortinet, Inc.
        34959E109
        
          
        
        1000.00000000
        NS
        USD
        117810.00000000
        0.003524303033
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Recordati Industria Chimica e Farmaceutica SpA
        815600FBF92FD3531704
        Recordati Industria Chimica e Farmaceutica SpA
        N/A
        
          
        
        200.00000000
        NS
        
        10245.01000000
        0.000306480942
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-BTP
        N/A
        
          
          
        
        103.00000000
        NC
        
        199045.03000000
        0.005954460598
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Republic of Italy
                Euro-BTP
                
                  
                
              
            
            2020-12-08
            15200740.00000000
            EUR
            199045.03000000
          
        
        
          N
          N
          N
        
      
      
        Games Workshop Group plc
        213800RP9QJQYGWHNT41
        Games Workshop Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        13120.10000000
        0.000392489671
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Merck KGaA
        529900OAREIS0MOPTW25
        Merck KGaA
        N/A
        
          
        
        100.00000000
        NS
        
        14579.24000000
        0.000436140053
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        SCSK Corp.
        529900SNGFXMSUBB7864
        SCSK Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        11189.80000000
        0.000334744470
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ebara Corp.
        353800UV8U3SOMCDTI49
        Ebara Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        10846.42000000
        0.000324472208
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Eli Lilly and Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly and Co.
        532457108
        
          
        
        600.00000000
        NS
        USD
        88812.00000000
        0.002656823707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sanwa Holdings Corp.
        5299003X6BCA4ROO5A70
        Sanwa Holdings Corp.
        N/A
        
          
        
        1100.00000000
        NS
        
        11663.69000000
        0.000348920957
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arkema SA
        9695000EHMS84KKP2785
        Arkema SA
        N/A
        
          
        
        500.00000000
        NS
        
        53012.13000000
        0.001585865466
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujikura Ltd.
        353800PSDZ8VRCKVPL51
        Fujikura Ltd.
        N/A
        
          
        
        5200.00000000
        NS
        
        14415.59000000
        0.000431244440
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ito En Ltd.
        N/A
        Ito En Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        7131.83000000
        0.000213349716
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kohl's Corp.
        549300JF6LPRTRJ0FH50
        Kohl's Corp.
        500255104
        
          
        
        10800.00000000
        NS
        USD
        200124.00000000
        0.005986738140
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Raiffeisen Bank International AG
        9ZHRYM6F437SQJ6OUG95
        Raiffeisen Bank International AG
        N/A
        
          
        
        4700.00000000
        NS
        
        71938.10000000
        0.002152038571
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Eastman Chemical Co.
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co.
        277432100
        
          
        
        1385.00000000
        NS
        USD
        108196.20000000
        0.003236704828
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        306.00000000
        NC
        USD
        137700.00000000
        0.004119315234
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2740.00000000
            USD
            2020-10-30
            XXXX
            -152936.80000000
          
        
        
          N
          N
          N
        
      
      
        TeamViewer AG
        3912000FZ0R0KEK9JS42
        TeamViewer AG
        N/A
        
          
        
        100.00000000
        NS
        
        4931.98000000
        0.000147540888
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        HD Supply Holdings, Inc.
        549300B7Z7O7RWEXS689
        HD Supply Holdings, Inc.
        40416M105
        
          
        
        107635.00000000
        NS
        USD
        4438867.40000000
        0.132789354417
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ADEKA Corp.
        N/A
        ADEKA Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        2880.22000000
        0.000086162194
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Verbund AG
        5299006UDSEJCTTEJS30
        Verbund AG
        N/A
        
          
        
        400.00000000
        NS
        
        21844.90000000
        0.000653493314
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mitsubishi Heavy Industries Ltd.
        353800TJ98PCAZROVE69
        Mitsubishi Heavy Industries Ltd.
        N/A
        
          
        
        700.00000000
        NS
        
        15498.50000000
        0.000463639848
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nucor Corp.
        549300GGJCRSI2TIEJ46
        Nucor Corp.
        670346105
        
          
        
        2600.00000000
        NS
        USD
        116636.00000000
        0.003489182655
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Devon Energy Corp.
        54930042348RKR3ZPN35
        Devon Energy Corp.
        25179M103
        
          
        
        1700.00000000
        NS
        USD
        16082.00000000
        0.000481095334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telecom Plus plc
        549300QGHDX5UKE58G86
        Telecom Plus plc
        N/A
        
          
        
        300.00000000
        NS
        
        5151.08000000
        0.000154095296
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Copper
        N/A
        
          
          
        
        57.00000000
        NC
        USD
        296242.68000000
        0.008862142227
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Copper
                
                  
                
              
            
            2020-12-29
            4308487.50000000
            USD
            296242.68000000
          
        
        
          N
          N
          N
        
      
      
        TalkTalk Telecom Group plc
        213800WF53FVDRRHRF44
        TalkTalk Telecom Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        103.29000000
        0.000003089935
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -21908.24000000
        -0.00065538813
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3520012.42000000
            USD
            3220000.00000000
            CHF
            2020-10-23
            -21908.24000000
          
        
        
          N
          N
          N
        
      
      
        Coats Group plc
        2138003SPYWGAITNFY17
        Coats Group plc
        N/A
        
          
        
        8300.00000000
        NS
        
        5972.62000000
        0.000178671783
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Clorox Co. (The)
        54930044KVSC06Z79I06
        Clorox Co. (The)
        189054109
        
          
        
        700.00000000
        NS
        USD
        147119.00000000
        0.004401085969
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sealed Air Corp.
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp.
        81211K100
        
          
        
        600.00000000
        NS
        USD
        23286.00000000
        0.000696604027
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Polymetal International plc
        213800JKJ5HJWYS4GR61
        Polymetal International plc
        N/A
        
          
        
        600.00000000
        NS
        
        13073.53000000
        0.000391096523
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SEB SA
        969500WP61NBK098AC47
        SEB SA
        N/A
        
          
        
        500.00000000
        NS
        
        81335.58000000
        0.002433165532
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076102
        
          
        
        37450.00000000
        NS
        USD
        10400239.50000000
        0.311124655130
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sojitz Corp.
        5493004SE33MRLPB1W98
        Sojitz Corp.
        N/A
        
          
        
        3700.00000000
        NS
        
        8396.86000000
        0.000251193270
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        BorgWarner, Inc.
        549300DSFX2IE88NSX47
        BorgWarner, Inc.
        099724106
        
          
        
        4000.00000000
        NS
        USD
        154960.00000000
        0.004635650607
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jacobs Engineering Group, Inc.
        549300CZ8QS1GE53O776
        Jacobs Engineering Group, Inc.
        469814107
        
          
        
        600.00000000
        NS
        USD
        55662.00000000
        0.001665136707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        L Brands, Inc.
        GR3KVMWVCR54YWQNXU90
        L Brands, Inc.
        501797104
        
          
        
        2300.00000000
        NS
        USD
        73163.00000000
        0.002188681630
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        DaVita, Inc.
        23918K108
        
          
        
        3200.00000000
        NS
        USD
        274080.00000000
        0.008199142479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travis Perkins plc
        2138001I27OUBAF22K83
        Travis Perkins plc
        N/A
        
          
        
        1000.00000000
        NS
        
        13991.24000000
        0.000418549949
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Kingspan Group plc
        635400HM7V74SUB9OG75
        Kingspan Group plc
        N/A
        
          
        
        300.00000000
        NS
        
        27301.89000000
        0.000816739952
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Marubeni Corp.
        4P4N3ORD02UGQT1T1W12
        Marubeni Corp.
        N/A
        
          
        
        4400.00000000
        NS
        
        24980.58000000
        0.000747297630
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Elisa OYJ
        743700TU2S3DXWGU7H32
        Elisa OYJ
        N/A
        
          
        
        100.00000000
        NS
        
        5879.12000000
        0.000175874717
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Concho Resources, Inc.
        SYHS7HRDXLL4I0IQ8776
        Concho Resources, Inc.
        20605P101
        
          
        
        1600.00000000
        NS
        USD
        70592.00000000
        0.002111769796
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CarMax, Inc.
        N/A
        CarMax, Inc.
        143130102
        
          
        
        1313.00000000
        NS
        USD
        120677.83000000
        0.003610094579
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -47088.60000000
        -0.00140866221
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            7054160.64000000
            USD
            6450000.00000000
            CHF
            2020-10-23
            -47088.60000000
          
        
        
          N
          N
          N
        
      
      
        Rollins, Inc.
        549300F2A0BXT4SGWD84
        Rollins, Inc.
        775711104
        
          
        
        3100.00000000
        NS
        USD
        167989.00000000
        0.005025415009
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BE Semiconductor Industries NV
        7245007A1YFLI2GNYX06
        BE Semiconductor Industries NV
        N/A
        
          
        
        700.00000000
        NS
        
        30010.29000000
        0.000897762126
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Unum Group
        549300E32YFDO6TZ8R31
        Unum Group
        91529Y106
        
          
        
        16100.00000000
        NS
        USD
        270963.00000000
        0.008105896977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Standard Life Aberdeen plc
        0TMBS544NMO7GLCE7H90
        Standard Life Aberdeen plc
        N/A
        
          
        
        2312.00000000
        NS
        
        6733.01000000
        0.000201418959
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO STOXX 50 Index
        N/A
        
          
          
        
        3202.00000000
        NC
        
        -4820781.71000000
        -0.14421437573
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 Index
                EU0009658145
              
            
            2020-12-18
            102271880.00000000
            EUR
            -4820781.71000000
          
        
        
          N
          N
          N
        
      
      
        Bio-Rad Laboratories, Inc.
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories, Inc., Class A
        090572207
        
          
        
        200.00000000
        NS
        USD
        103092.00000000
        0.003084011954
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Relo Group, Inc.
        353800T595XRZDA8IB59
        Relo Group, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        2402.10000000
        0.000071859165
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ageas SA/NV
        5493005DJBML6LY3RV36
        Ageas SA/NV
        N/A
        
          
        
        1800.00000000
        NS
        
        73654.41000000
        0.002203382230
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748102
        
          
        
        400.00000000
        NS
        USD
        45880.00000000
        0.001372506775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -104.00000000
        NC
        USD
        -106600.00000000
        -0.00318895427
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3370.00000000
            USD
            2020-09-30
            XXXX
            355290.00000000
          
        
        
          N
          N
          N
        
      
      
        GCP Student Living plc
        2138004J4ID66FK38H25
        GCP Student Living plc
        N/A
        
          
        
        100.00000000
        NS
        
        159.15000000
        0.000004760995
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cerner Corp.
        549300L4UJ40IEVVI304
        Cerner Corp.
        156782104
        
          
        
        2000.00000000
        NS
        USD
        144580.00000000
        0.004325131420
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        N/A
        
          
        
        1200.00000000
        NS
        
        4694.71000000
        0.000140442922
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ingersoll Rand, Inc.
        5299004C02FMZCUOIR50
        Ingersoll Rand, Inc.
        45687V106
        
          
        
        2900.00000000
        NS
        USD
        103240.00000000
        0.003088439395
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Smurfit Kappa Group plc
        635400CPLP8H5ITDVT56
        Smurfit Kappa Group plc
        N/A
        
          
        
        1800.00000000
        NS
        
        70521.33000000
        0.002109655693
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Otsuka Corp.
        529900RG9DJ58J3UIE72
        Otsuka Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        5110.13000000
        0.000152870271
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp.
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp.
        22160K105
        
          
        
        20200.00000000
        NS
        USD
        7171000.00000000
        0.214521492696
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Lufthansa AG
        529900PH63HYJ86ASW55
        Deutsche Lufthansa AG (Registered)
        N/A
        
          
        
        400.00000000
        NS
        
        3464.71000000
        0.000103647296
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Steel Works Ltd. (The)
        529900AWFTILIHHO0936
        Japan Steel Works Ltd. (The)
        N/A
        
          
        
        300.00000000
        NS
        
        5277.75000000
        0.000157884647
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Carl Zeiss Meditec AG
        529900GRL4MZ8NMOOK95
        Carl Zeiss Meditec AG
        N/A
        
          
        
        100.00000000
        NS
        
        12630.05000000
        0.000377829755
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Worldline SA
        549300CJMQNCA0U4TS33
        Worldline SA
        N/A
        
          
        
        520.00000000
        NS
        
        42579.29000000
        0.001273765562
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        1309506.09000000
        PA
        USD
        -105640.46000000
        -0.00316024950
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLEN.I
                USJPGSGLEN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            1309506.09000000
            USD
            -105640.46000000
          
        
        
          N
          N
          N
        
      
      
        Astellas Pharma, Inc.
        529900IB708DY2HBBB35
        Astellas Pharma, Inc.
        N/A
        
          
        
        1400.00000000
        NS
        
        20869.24000000
        0.000624306305
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McDonald's Corp.
        UE2136O97NLB5BYP9H04
        McDonald's Corp.
        580135101
        
          
        
        28300.00000000
        NS
        USD
        6211567.00000000
        0.185819917002
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sartorius Stedim Biotech
        52990006IVXY7GCSSR39
        Sartorius Stedim Biotech
        N/A
        
          
        
        100.00000000
        NS
        
        34540.38000000
        0.001033280417
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Norwegian Cruise Line Holdings Ltd.
        N/A
        Norwegian Cruise Line Holdings Ltd.
        N/A
        
          
        
        2100.00000000
        NS
        USD
        35931.00000000
        0.001074881014
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Drax Group plc
        549300YPSNTXR4ZHSR98
        Drax Group plc
        N/A
        
          
        
        9400.00000000
        NS
        
        32271.51000000
        0.000965406846
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        STMicroelectronics NV
        213800Z8NOHIKRI42W10
        STMicroelectronics NV
        N/A
        
          
        
        20500.00000000
        NS
        
        629259.52000000
        0.018824388721
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MSCI Taiwan Index
        N/A
        
          
          
        
        89.00000000
        NC
        USD
        106389.96000000
        0.003182670900
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                MSCI Taiwan Index
                TAMSCI Index
              
            
            2020-10-29
            4387700.00000000
            USD
            106389.96000000
          
        
        
          N
          N
          N
        
      
      
        Tosoh Corp.
        529900YSLFVJF2MDBX02
        Tosoh Corp.
        N/A
        
          
        
        300.00000000
        NS
        
        4870.80000000
        0.000145710680
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Air Products and Chemicals, Inc.
        7QEON6Y1RL5XR3R1W237
        Air Products and Chemicals, Inc.
        009158106
        
          
        
        13400.00000000
        NS
        USD
        3991324.00000000
        0.119401029467
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CTS Eventim AG & Co. KGaA
        529900FDHSN08UBJII80
        CTS Eventim AG & Co. KGaA
        N/A
        
          
        
        100.00000000
        NS
        
        4833.32000000
        0.000144589460
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13790.90000000
        0.000412556749
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            3380000.00000000
            EUR
            3978439.82000000
            USD
            2020-10-23
            13790.90000000
          
        
        
          N
          N
          N
        
      
      
        Tyler Technologies, Inc.
        N/A
        Tyler Technologies, Inc.
        902252105
        
          
        
        300.00000000
        NS
        USD
        104568.00000000
        0.003128166705
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Waste Management, Inc.
        549300YX8JIID70NFS41
        Waste Management, Inc.
        94106L109
        
          
        
        200.00000000
        NS
        USD
        22634.00000000
        0.000677099353
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chugoku Electric Power Co., Inc. (The)
        353800MV866ELME96Q46
        Chugoku Electric Power Co., Inc. (The)
        N/A
        
          
        
        100.00000000
        NS
        
        1250.28000000
        0.000037402305
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Unilever plc
        549300MKFYEKVRWML317
        Unilever plc
        N/A
        
          
        
        2300.00000000
        NS
        
        141802.45000000
        0.004242040613
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Genuine Parts Co.
        549300D46DQVEU651W04
        Genuine Parts Co.
        372460105
        
          
        
        2000.00000000
        NS
        USD
        190340.00000000
        0.005694048378
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Walmart, Inc.
        Y87794H0US1R65VBXU25
        Walmart, Inc.
        931142103
        
          
        
        64500.00000000
        NS
        USD
        9024195.00000000
        0.269960086707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Dutch Shell plc
        21380068P1DRHMJ8KU70
        Royal Dutch Shell plc, Class B
        N/A
        
          
        
        600.00000000
        NS
        
        7276.23000000
        0.000217669463
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sony Corp.
        529900R5WX9N2OI2N910
        Sony Corp.
        N/A
        
          
        
        1200.00000000
        NS
        
        91970.45000000
        0.002751309192
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alten SA
        969500Y7G9TY7Y24GN07
        Alten SA
        N/A
        
          
        
        1100.00000000
        NS
        
        104207.57000000
        0.003117384390
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Sugi Holdings Co. Ltd.
        529900N86BFWB1FADG87
        Sugi Holdings Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        14140.77000000
        0.000423023161
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738108
        
          
        
        3900.00000000
        NS
        USD
        401895.00000000
        0.012022746521
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vistry Group plc
        2138001KOWN7CG9SLK53
        Vistry Group plc
        N/A
        
          
        
        1577.00000000
        NS
        
        11556.72000000
        0.000345720935
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Brewin Dolphin Holdings plc
        213800PS7FS5UYOWAC49
        Brewin Dolphin Holdings plc
        N/A
        
          
        
        300.00000000
        NS
        
        903.18000000
        0.000027018759
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Renesas Electronics Corp.
        5299000EPC47VJQOFB81
        Renesas Electronics Corp.
        N/A
        
          
        
        2400.00000000
        NS
        
        17615.13000000
        0.000526959138
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Oxford Instruments plc
        213800J364EZD6UCE231
        Oxford Instruments plc
        N/A
        
          
        
        200.00000000
        NS
        
        4091.26000000
        0.000122390629
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
        
        102121.00000000
        NS
        USD
        21479109.93000000
        0.642550651788
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Toyo Seikan Group Holdings Ltd.
        5299004VWXGQPXR05T33
        Toyo Seikan Group Holdings Ltd.
        N/A
        
          
        
        800.00000000
        NS
        
        7913.97000000
        0.000236747546
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co.
        929160109
        
          
        
        400.00000000
        NS
        USD
        54216.00000000
        0.001621879409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enagas SA
        213800OU3FQKGM4M2U23
        Enagas SA
        N/A
        
          
        
        1800.00000000
        NS
        
        41531.65000000
        0.001242425261
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851102
        
          
        
        31821.00000000
        NS
        USD
        6852015.93000000
        0.204979038527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NortonLifeLock, Inc.
        YF6ZV0M6AU4FY94MK914
        NortonLifeLock, Inc.
        668771108
        
          
        
        7427.00000000
        NS
        USD
        154778.68000000
        0.004630226393
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        M&T Bank Corp.
        549300WYXDDBYRASEG81
        M&T Bank Corp.
        55261F104
        
          
        
        1700.00000000
        NS
        USD
        156553.00000000
        0.004683305431
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Facebook, Inc.
        BQ4BKCS1HXDV9HN80Z93
        Facebook, Inc., Class A
        30303M102
        
          
        
        72581.00000000
        NS
        USD
        19008963.90000000
        0.568655879296
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Schatz
        N/A
        
          
          
        
        315.00000000
        NC
        
        -2399.66000000
        -0.00007178617
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Schatz
                
                  
                
              
            
            2020-12-08
            35369775.00000000
            EUR
            -2399.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Japan 10 Year Bond
        N/A
        
          
          
        
        3.00000000
        NC
        
        550.65000000
        0.000016472773
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                Japan
                Japan 10 Year Bond
                
                  
                
              
            
            2020-12-14
            456240000.00000000
            JPY
            550.65000000
          
        
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        N/A
        
          
        
        100.00000000
        NS
        
        8530.24000000
        0.000255183352
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        NVIDIA Corp.
        549300S4KLFTLO7GSQ80
        NVIDIA Corp.
        67066G104
        
          
        
        29590.00000000
        NS
        USD
        16014699.80000000
        0.479082039629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tesco plc
        2138002P5RNKC5W2JZ46
        Tesco plc
        N/A
        
          
        
        1300.00000000
        NS
        
        3566.30000000
        0.000106686375
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        HCA Healthcare, Inc.
        529900PH4ZGUH2MNEU89
        HCA Healthcare, Inc.
        40412C101
        
          
        
        33900.00000000
        NS
        USD
        4226652.00000000
        0.126440900313
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc.
        58933Y105
        
          
        
        800.00000000
        NS
        USD
        66360.00000000
        0.001985168910
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        19.00000000
        NC
        
        40856.38000000
        0.001222224462
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2020-12-14
            4725775.00000000
            CAD
            40856.38000000
          
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        N/A
        
          
        
        20800.00000000
        NS
        
        44156.05000000
        0.001320934563
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Kokuyo Co. Ltd.
        3538001EN1YX65H42410
        Kokuyo Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        1260.51000000
        0.000037708337
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Umicore SA
        529900F3AIQECS8ZSV61
        Umicore SA
        N/A
        
          
        
        600.00000000
        NS
        
        24956.72000000
        0.000746583855
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        101.00000000
        NC
        USD
        252.50000000
        0.000007553573
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2645.00000000
            USD
            2020-09-30
            XXXX
            -63153.25000000
          
        
        
          N
          N
          N
        
      
      
        Wm Morrison Supermarkets plc
        213800IN6LSRGTZSOS29
        Wm Morrison Supermarkets plc
        N/A
        
          
        
        19800.00000000
        NS
        
        43459.75000000
        0.001300104649
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        NIKE, Inc.
        787RXPR0UX0O0XUXPZ81
        NIKE, Inc., Class B
        654106103
        
          
        
        65100.00000000
        NS
        USD
        8172654.00000000
        0.244486115656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zalando SE
        529900YRFFGH5AXU4S86
        Zalando SE
        N/A
        
          
        
        100.00000000
        NS
        
        9343.00000000
        0.000279497183
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        C&C Group plc
        635400LNUHA2LDXXV850
        C&C Group plc
        N/A
        
          
        
        6760.00000000
        NS
        
        17094.56000000
        0.000511386212
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        3M Co.
        LUZQVYP4VS22CLWDAR65
        3M Co.
        88579Y101
        
          
        
        189.00000000
        NS
        USD
        30274.02000000
        0.000905651646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bunzl plc
        213800Q1Q9DV4L78UM09
        Bunzl plc
        N/A
        
          
        
        700.00000000
        NS
        
        22600.49000000
        0.000676096897
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Applied Materials, Inc.
        41BNNE1AFPNAZELZ6K07
        Applied Materials, Inc.
        038222105
        
          
        
        68500.00000000
        NS
        USD
        4072325.00000000
        0.121824185991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Soybean
        N/A
        
          
          
        
        69.00000000
        NC
        USD
        89482.65000000
        0.002676886298
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Soybean
                
                  
                
              
            
            2020-11-13
            3525900.00000000
            USD
            89482.65000000
          
        
        
          N
          N
          N
        
      
      
        Assura plc
        21380026T19N2Y52XF72
        Assura plc
        N/A
        
          
        
        8128.00000000
        NS
        
        8090.49000000
        0.000242028167
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cineworld Group plc
        213800J2J3TOOI176M73
        Cineworld Group plc
        N/A
        
          
        
        168000.00000000
        NS
        
        87853.30000000
        0.002628144060
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Class A
        571903202
        
          
        
        1200.00000000
        NS
        USD
        111096.00000000
        0.003323452761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tractor Supply Co.
        549300OJ9VZHZRO6I137
        Tractor Supply Co.
        892356106
        
          
        
        2000.00000000
        NS
        USD
        286680.00000000
        0.008576073284
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BioMarin Pharmaceutical, Inc.
        NSLL8ITTRR0J5HEMR848
        BioMarin Pharmaceutical, Inc.
        09061G101
        
          
        
        42200.00000000
        NS
        USD
        3210576.00000000
        0.096044841156
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fortune Brands Home & Security, Inc.
        54930032LHW54PQUJD44
        Fortune Brands Home & Security, Inc.
        34964C106
        
          
        
        1400.00000000
        NS
        USD
        121128.00000000
        0.003623561479
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hershey Co. (The)
        21X2CX66SU2BR6QTAD08
        Hershey Co. (The)
        427866108
        
          
        
        400.00000000
        NS
        USD
        57336.00000000
        0.001715214656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Corteva, Inc.
        549300WZN9I2QKLS0O94
        Corteva, Inc.
        22052L104
        
          
        
        2500.00000000
        NS
        USD
        72025.00000000
        0.002154638197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nisshinbo Holdings, Inc.
        353800YAM89GL5GPHB47
        Nisshinbo Holdings, Inc.
        N/A
        
          
        
        1600.00000000
        NS
        
        10913.65000000
        0.000326483403
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        B&M European Value Retail SA
        213800UK7ZRLY2K1X530
        B&M European Value Retail SA
        N/A
        
          
        
        2700.00000000
        NS
        
        17213.04000000
        0.000514930558
        Long
        EC
        CORP
        LU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Mondi plc
        213800LOZA69QFDC9N34
        Mondi plc
        N/A
        
          
        
        1900.00000000
        NS
        
        40174.78000000
        0.001201834301
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Colruyt SA
        5493000O0NZ1BCXO8K39
        Colruyt SA
        N/A
        
          
        
        300.00000000
        NS
        
        19468.99000000
        0.000582417626
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corp.
        5493002CONDB4N2HKI23
        Parker-Hannifin Corp.
        701094104
        
          
        
        792.00000000
        NS
        USD
        160253.28000000
        0.004793999837
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
        
        9000.00000000
        NS
        USD
        387990.00000000
        0.011606776453
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dowa Holdings Co. Ltd.
        353800ZSQZKFE140A689
        Dowa Holdings Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5870.41000000
        0.000175614156
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp.
        929740108
        
          
        
        2400.00000000
        NS
        USD
        148512.00000000
        0.004442757763
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833100
        
          
        
        216476.00000000
        NS
        USD
        25070085.56000000
        0.749975202392
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Seven & i Holdings Co. Ltd.
        52990037G8JRM3TWGY86
        Seven & i Holdings Co. Ltd.
        N/A
        
          
        
        1000.00000000
        NS
        
        31070.11000000
        0.000929466793
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Snam SpA
        8156002278562044AF79
        Snam SpA
        N/A
        
          
        
        800.00000000
        NS
        
        4114.22000000
        0.000123077480
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Admiral Group plc
        213800FGVM7Z9EJB2685
        Admiral Group plc
        N/A
        
          
        
        300.00000000
        NS
        
        10117.58000000
        0.000302668855
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Countryside Properties plc
        213800J3U1EMU8XMB493
        Countryside Properties plc
        N/A
        
          
        
        1200.00000000
        NS
        
        5204.12000000
        0.000155681995
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Pearson plc
        2138004JBXWWJKIURC57
        Pearson plc
        N/A
        
          
        
        400.00000000
        NS
        
        2837.44000000
        0.000084882424
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Citizens Financial Group, Inc.
        2138004JDDA4ZQUPFW65
        Citizens Financial Group, Inc.
        174610105
        
          
        
        9762.00000000
        NS
        USD
        246783.36000000
        0.007382559581
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Internet AG
        3VEKWPJHTD4NKMBVG947
        United Internet AG (Registered)
        N/A
        
          
        
        600.00000000
        NS
        
        22945.69000000
        0.000686423604
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216101
        
          
        
        9000.00000000
        NS
        USD
        108450.00000000
        0.003244297292
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IG Group Holdings plc
        2138003A5Q1M7ANOUD76
        IG Group Holdings plc
        N/A
        
          
        
        1600.00000000
        NS
        
        16343.92000000
        0.000488930709
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cabot Oil & Gas Corp.
        FCNMH6O7VWU7LHXMK351
        Cabot Oil & Gas Corp.
        127097103
        
          
        
        500.00000000
        NS
        USD
        8680.00000000
        0.000259663443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Segro plc
        213800XC35KGM9NFC641
        Segro plc
        N/A
        
          
        
        1235.00000000
        NS
        
        14841.68000000
        0.000443990984
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Aflac, Inc.
        549300N0B7DOGLXWPP39
        Aflac, Inc.
        001055102
        
          
        
        7100.00000000
        NS
        USD
        258085.00000000
        0.007720649761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dentsply Sirona, Inc.
        9NHEHR1SOZCYXDO8HO28
        Dentsply Sirona, Inc.
        24906P109
        
          
        
        4100.00000000
        NS
        USD
        179293.00000000
        0.005363575789
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
        
        2200.00000000
        NS
        USD
        166386.00000000
        0.004977461035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingfisher plc
        213800KBMEV7I92FY281
        Kingfisher plc
        N/A
        
          
        
        5200.00000000
        NS
        
        19918.09000000
        0.000595852516
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexon Co. Ltd.
        5299005SFO0GAJFLKN43
        Nexon Co. Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        7483.14000000
        0.000223859205
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Orange SA
        969500MCOONR8990S771
        Orange SA
        N/A
        
          
        
        6300.00000000
        NS
        
        65618.03000000
        0.001962972771
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Fortive Corp.
        549300MU9YQJYHDQEF63
        Fortive Corp.
        34959J108
        
          
        
        2100.00000000
        NS
        USD
        160041.00000000
        0.004787649450
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Travelers Cos., Inc. (The)
        549300Y650407RU8B149
        Travelers Cos., Inc. (The)
        89417E109
        
          
        
        1300.00000000
        NS
        USD
        140647.00000000
        0.004207475161
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        159.00000000
        NC
        USD
        -54520.88000000
        -0.00163099993
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2020-12-21
            28008843.75000000
            USD
            -54520.88000000
          
        
        
          N
          N
          N
        
      
      
        Sopra Steria Group
        96950020QIOHAAK9V551
        Sopra Steria Group
        N/A
        
          
        
        700.00000000
        NS
        
        110970.14000000
        0.003319687641
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Koninklijke Ahold Delhaize NV
        724500C9GNBV20UYRX36
        Koninklijke Ahold Delhaize NV
        N/A
        
          
        
        8200.00000000
        NS
        
        242375.06000000
        0.007250684655
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        M&G plc
        254900TWUJUQ44TQJY84
        M&G plc
        N/A
        
          
        
        22300.00000000
        NS
        
        45836.08000000
        0.001371192902
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Glory Ltd.
        3538003FKID28TGG5U64
        Glory Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        6726.50000000
        0.000201224211
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kyudenko Corp.
        N/A
        Kyudenko Corp.
        N/A
        
          
        
        400.00000000
        NS
        
        11528.09000000
        0.000344864464
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        LANXESS AG
        529900PTLRE72EMYIJ77
        LANXESS AG
        N/A
        
          
        
        1400.00000000
        NS
        
        80102.73000000
        0.002396284647
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Sega Sammy Holdings, Inc.
        5493006B6WMKNQ8QNP51
        Sega Sammy Holdings, Inc.
        N/A
        
          
        
        600.00000000
        NS
        
        7312.79000000
        0.000218763160
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -29284.42000000
        -0.00087604762
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            3428750.17000000
            USD
            358440000.00000000
            JPY
            2020-10-23
            -29284.42000000
          
        
        
          N
          N
          N
        
      
      
        UPM-Kymmene OYJ
        213800EC6PW5VU4J9U64
        UPM-Kymmene OYJ
        N/A
        
          
        
        100.00000000
        NS
        
        3043.69000000
        0.000091052422
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Under Armour, Inc.
        549300D4549QKWETZ406
        Under Armour, Inc., Class A
        904311107
        
          
        
        1670.00000000
        NS
        USD
        18754.10000000
        0.000561031589
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Zions Bancorp NA
        8WH0EE09O9V05QJZ3V89
        Zions Bancorp NA
        989701107
        
          
        
        5000.00000000
        NS
        USD
        146100.00000000
        0.004370602438
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FleetCor Technologies, Inc.
        549300DG6RR0NQSFLN74
        FleetCor Technologies, Inc.
        339041105
        
          
        
        1000.00000000
        NS
        USD
        238100.00000000
        0.007122795622
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Izumi Co. Ltd.
        N/A
        Izumi Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        14585.59000000
        0.000436330015
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Capgemini SE
        96950077L0TN7BAROX36
        Capgemini SE
        N/A
        
          
        
        1000.00000000
        NS
        
        128295.40000000
        0.003837975277
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Amazon.com, Inc.
        ZXTILKJKG63JELOEG630
        Amazon.com, Inc.
        023135106
        
          
        
        6576.00000000
        NS
        USD
        20706048.48000000
        0.619424407721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Maruha Nichiro Corp.
        529900HGXVKT576NWZ27
        Maruha Nichiro Corp.
        N/A
        
          
        
        800.00000000
        NS
        
        18356.28000000
        0.000549130746
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Taiheiyo Cement Corp.
        N/A
        Taiheiyo Cement Corp.
        N/A
        
          
        
        300.00000000
        NS
        
        7660.06000000
        0.000229151792
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Holdings, Inc.
        353800P843RLCDBLNT17
        Sumitomo Mitsui Trust Holdings, Inc.
        N/A
        
          
        
        600.00000000
        NS
        
        15962.27000000
        0.000477513594
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Alaska Air Group, Inc.
        529900G48RT4KWLC6C27
        Alaska Air Group, Inc.
        011659109
        
          
        
        4800.00000000
        NS
        USD
        175824.00000000
        0.005259800157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        John Wood Group plc
        549300PLYY6I10B6S323
        John Wood Group plc
        N/A
        
          
        
        27500.00000000
        NS
        
        75503.19000000
        0.002258688749
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        888 Holdings plc
        213800H84UJQYSVF9750
        888 Holdings plc
        N/A
        
          
        
        600.00000000
        NS
        
        1944.85000000
        0.000058180466
        Long
        EC
        CORP
        GI
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        09857L108
        
          
        
        3200.00000000
        NS
        USD
        5474176.00000000
        0.163760759559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Domino's Pizza, Inc.
        5299004V0Y8MI5D9FF45
        Domino's Pizza, Inc.
        25754A201
        
          
        
        400.00000000
        NS
        USD
        170112.00000000
        0.005088924859
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Illumina, Inc.
        SQ95QG8SR5Q56LSNF682
        Illumina, Inc.
        452327109
        
          
        
        100.00000000
        NS
        USD
        30908.00000000
        0.000924617249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Continental AG
        529900A7YD9C0LLXM621
        Continental AG
        N/A
        
          
        
        1000.00000000
        NS
        
        108368.32000000
        0.003241853823
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Vertex Pharmaceuticals, Inc.
        54930015RAQRRZ5ZGJ91
        Vertex Pharmaceuticals, Inc.
        92532F100
        
          
        
        19900.00000000
        NS
        USD
        5415188.00000000
        0.161996125085
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Komatsu Ltd.
        5493004LQ0B4T7QPQV17
        Komatsu Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        2196.30000000
        0.000065702629
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Dow Jones International Real Estate ETF
        549300L6MO7H2RBO8F96
        SPDR Dow Jones International Real Estate ETF
        78463X863
        
          
        
        168414.00000000
        NS
        USD
        5003579.94000000
        0.149682810982
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Quest Diagnostics, Inc.
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics, Inc.
        74834L100
        
          
        
        23500.00000000
        NS
        USD
        2690515.00000000
        0.080487141810
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitsui Chemicals, Inc.
        353800H2UB5ZEZRZQC02
        Mitsui Chemicals, Inc.
        N/A
        
          
        
        300.00000000
        NS
        
        7250.91000000
        0.000216912011
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Teledyne Technologies, Inc.
        549300VSMO9KYQWDND94
        Teledyne Technologies, Inc.
        879360105
        
          
        
        300.00000000
        NS
        USD
        93063.00000000
        0.002783992982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dai Nippon Printing Co. Ltd.
        529900S7NFNQ4FT6OP83
        Dai Nippon Printing Co. Ltd.
        N/A
        
          
        
        600.00000000
        NS
        
        12161.83000000
        0.000363822887
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco de Sabadell SA
        SI5RG2M0WQQLZCXKRM20
        Banco de Sabadell SA
        N/A
        
          
        
        284100.00000000
        NS
        
        98605.87000000
        0.002949808732
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Hamamatsu Photonics KK
        N/A
        Hamamatsu Photonics KK
        N/A
        
          
        
        100.00000000
        NS
        
        5053.66000000
        0.000151180963
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Martin Marietta Materials, Inc.
        5299005MZ4WZECVATV08
        Martin Marietta Materials, Inc.
        573284106
        
          
        
        300.00000000
        NS
        USD
        70608.00000000
        0.002112248439
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hulic Co. Ltd.
        N/A
        Hulic Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        1876.63000000
        0.000056139655
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Nissin Foods Holdings Co. Ltd.
        529900YMZMNSHC1W6V41
        Nissin Foods Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        9394.79000000
        0.000281046489
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Ono Pharmaceutical Co. Ltd.
        N/A
        Ono Pharmaceutical Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        6290.77000000
        0.000188189286
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Gartner, Inc.
        PP55B5R38BFB8O8HH686
        Gartner, Inc.
        366651107
        
          
        
        2200.00000000
        NS
        USD
        274890.00000000
        0.008223373745
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T. Rowe Price Group, Inc.
        549300SIV6FPS9Y7IH33
        T. Rowe Price Group, Inc.
        74144T108
        
          
        
        200.00000000
        NS
        USD
        25644.00000000
        0.000767143935
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Melrose Industries plc
        213800RGNXXZY2M7TR85
        Melrose Industries plc
        N/A
        
          
        
        14800.00000000
        NS
        
        21946.29000000
        0.000656526410
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Dover Corp.
        549300FMC2ALGA7N9E80
        Dover Corp.
        260003108
        
          
        
        1000.00000000
        NS
        USD
        108340.00000000
        0.003241006626
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CenterPoint Energy, Inc.
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy, Inc.
        15189T107
        
          
        
        7100.00000000
        NS
        USD
        137385.00000000
        0.004109891964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        29444U700
        
          
        
        7390.00000000
        NS
        USD
        5617360.70000000
        0.168044150380
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MSCI, Inc.
        549300HTIN2PD78UB763
        MSCI, Inc.
        55354G100
        
          
        
        400.00000000
        NS
        USD
        142712.00000000
        0.004269249932
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FP Corp.
        N/A
        FP Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        8423.93000000
        0.000252003073
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Sindall Group plc
        2138008339ULDGZRB345
        Morgan Sindall Group plc
        N/A
        
          
        
        1605.00000000
        NS
        
        23559.34000000
        0.000704781032
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nippon Electric Glass Co. Ltd.
        529900NCIGSAX4V03234
        Nippon Electric Glass Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        7475.11000000
        0.000223618986
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vivo Energy plc
        213800TR7V9QN896AU56
        Vivo Energy plc
        N/A
        
          
        
        6100.00000000
        NS
        
        5903.35000000
        0.000176599561
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        20.00000000
        NC
        USD
        6900.00000000
        0.000206414488
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2670.00000000
            USD
            2020-10-30
            XXXX
            -21315.00000000
          
        
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
        
        100.00000000
        NS
        
        15752.17000000
        0.000471228423
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        18.00000000
        NC
        
        2750.04000000
        0.000082267840
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-03-15
            4477500.00000000
            CAD
            2750.04000000
          
        
        
          N
          N
          N
        
      
      
        Ford Motor Co.
        20S05OYHG0MQM4VUIC57
        Ford Motor Co.
        345370860
        
          
        
        35900.00000000
        NS
        USD
        239094.00000000
        0.007152531275
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Suntory Beverage & Food Ltd.
        549300FONLMVK7YYYH41
        Suntory Beverage & Food Ltd.
        N/A
        
          
        
        300.00000000
        NS
        
        11266.03000000
        0.000337024902
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Emerson Electric Co.
        FGLT0EWZSUIRRITFOA30
        Emerson Electric Co.
        291011104
        
          
        
        2100.00000000
        NS
        USD
        137697.00000000
        0.004119225488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orion OYJ
        74370029VAHCXDR7B745
        Orion OYJ, Class B
        N/A
        
          
        
        300.00000000
        NS
        
        13591.99000000
        0.000406606328
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        COMSYS Holdings Corp.
        529900BXEDA1UA6QX260
        COMSYS Holdings Corp.
        N/A
        
          
        
        300.00000000
        NS
        
        8371.03000000
        0.000250420562
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
        
        3700.00000000
        NS
        
        101235.97000000
        0.003028488550
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Synopsys, Inc.
        QG7T915N9S0NY5UKNE63
        Synopsys, Inc.
        871607107
        
          
        
        19700.00000000
        NS
        USD
        4215406.00000000
        0.126104474611
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ultra Electronics Holdings plc
        213800E68EATZGAJIP64
        Ultra Electronics Holdings plc
        N/A
        
          
        
        200.00000000
        NS
        
        5374.72000000
        0.000160785519
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Firstgroup plc
        549300DEJZCPWA4HKM93
        Firstgroup plc
        N/A
        
          
        
        41200.00000000
        NS
        
        20123.89000000
        0.000602009053
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Rentokil Initial plc
        549300VN4WV7Z6T14K68
        Rentokil Initial plc
        N/A
        
          
        
        1400.00000000
        NS
        
        9676.61000000
        0.000289477174
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Hilton Worldwide Holdings, Inc.
        549300HVGPK36ICB0B89
        Hilton Worldwide Holdings, Inc.
        43300A203
        
          
        
        1300.00000000
        NS
        USD
        110916.00000000
        0.003318068035
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Euronext NV
        724500QJ4QSZ3H9QU415
        Euronext NV
        N/A
        
          
        
        100.00000000
        NS
        
        12526.62000000
        0.000374735632
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon, Inc.
        529900JH1GSC035SSP77
        Canon, Inc.
        N/A
        
          
        
        800.00000000
        NS
        
        13269.25000000
        0.000396951515
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        Quanta Services, Inc.
        74762E102
        
          
        
        3913.00000000
        NS
        USD
        206841.18000000
        0.006187683542
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT Data Corp.
        353800SZGJGSLJRRWB43
        NTT Data Corp.
        N/A
        
          
        
        1000.00000000
        NS
        
        12797.32000000
        0.000382833661
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        204.00000000
        NC
        USD
        510.00000000
        0.000015256723
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2945.00000000
            USD
            2020-09-30
            XXXX
            -158773.16000000
          
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887109
        
          
        
        100.00000000
        NS
        USD
        23268.00000000
        0.000696065554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FUJIFILM Holdings Corp.
        529900UBKMFM0ST6H474
        FUJIFILM Holdings Corp.
        N/A
        
          
        
        500.00000000
        NS
        
        24645.93000000
        0.000737286528
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sangetsu Corp.
        N/A
        Sangetsu Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        3083.28000000
        0.000092236763
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Church & Dwight Co., Inc.
        POOXSI30AWAQGYJZC921
        Church & Dwight Co., Inc.
        171340102
        
          
        
        300.00000000
        NS
        USD
        28113.00000000
        0.000841004423
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Casio Computer Co. Ltd.
        353800JRMIABSXKHV344
        Casio Computer Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        3238.46000000
        0.000096878995
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        SBA Communications Corp.
        78410G104
        
          
        
        56.00000000
        NS
        USD
        17834.88000000
        0.000533532991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Alphabet, Inc.
        5493006MHB84DD0ZWV18
        Alphabet, Inc., Class C
        02079K107
        
          
        
        10035.00000000
        NS
        USD
        14747436.00000000
        0.441171661436
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        N/A
        
          
        
        8200.00000000
        NS
        
        102838.15000000
        0.003076417995
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Cboe Global Markets, Inc.
        529900RLNSGA90UPEH54
        Cboe Global Markets, Inc.
        12503M108
        
          
        
        200.00000000
        NS
        USD
        17548.00000000
        0.000524950934
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Primary Health Properties plc
        213800Y5CJHXOATK7X11
        Primary Health Properties plc
        N/A
        
          
        
        2920.00000000
        NS
        
        5588.34000000
        0.000167175991
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Anritsu Corp.
        N/A
        Anritsu Corp.
        N/A
        
          
        
        1900.00000000
        NS
        
        43297.47000000
        0.001295250020
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Align Technology, Inc.
        549300N5YSE0U3LCP840
        Align Technology, Inc.
        016255101
        
          
        
        300.00000000
        NS
        USD
        98208.00000000
        0.002937906394
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brown & Brown, Inc.
        549300PC8KTJ71XKFY89
        Brown & Brown, Inc.
        115236101
        
          
        
        84300.00000000
        NS
        USD
        3816261.00000000
        0.114163994734
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PayPal Holdings, Inc.
        5493005X2GO78EFZ3E94
        PayPal Holdings, Inc.
        70450Y103
        
          
        
        1063.00000000
        NS
        USD
        209442.89000000
        0.006265514070
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev SA/NV
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        N/A
        
          
        
        1900.00000000
        NS
        
        102296.86000000
        0.003060225227
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Spirax-Sarco Engineering plc
        213800WFVZQMHOZP2W17
        Spirax-Sarco Engineering plc
        N/A
        
          
        
        100.00000000
        NS
        
        14240.19000000
        0.000425997324
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Solvay SA
        549300MMVL80RTBP3O28
        Solvay SA
        N/A
        
          
        
        500.00000000
        NS
        
        43016.25000000
        0.001286837283
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Verisk Analytics, Inc.
        549300I1YSWNIRKBWP67
        Verisk Analytics, Inc.
        92345Y106
        
          
        
        84.00000000
        NS
        USD
        15566.04000000
        0.000465660317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IWG plc
        2138003LWDII27UTAG52
        IWG plc
        N/A
        
          
        
        6700.00000000
        NS
        
        22418.15000000
        0.000670642170
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Valmet OYJ
        213800D9O7FUQDH83V62
        Valmet OYJ
        N/A
        
          
        
        1300.00000000
        NS
        
        32067.28000000
        0.000959297276
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Dell Technologies, Inc.
        549300TJB5YBRUPOG437
        Dell Technologies, Inc., Class C
        24703L202
        
          
        
        82200.00000000
        NS
        USD
        5564118.00000000
        0.166451387379
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HollyFrontier Corp.
        549300J3U2WK73C9ZK26
        HollyFrontier Corp.
        436106108
        
          
        
        4700.00000000
        NS
        USD
        92637.00000000
        0.002771249131
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CTRSI
        N/A
        
          
        
        5336989.71000000
        PA
        USD
        48497.10000000
        0.001450797696
        N/A
        DCO
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                Bloomberg Roll Select Commodity Index
                Bloomberg Roll Select Commodity Index
              
            
            Y
            
              
                
              
            
            
            2021-02-26
            0.00000000
            USD
            0.00000000
            USD
            5336989.71000000
            USD
            48497.10000000
          
        
        
          N
          N
          N
        
      
      
        Burberry Group plc
        213800PE1KEFCNFR1R50
        Burberry Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        2004.42000000
        0.000059962511
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Motorola Solutions, Inc.
        6S552MUG6KGJVEBSEC55
        Motorola Solutions, Inc.
        620076307
        
          
        
        1314.00000000
        NS
        USD
        206048.34000000
        0.006163965620
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Saison Co. Ltd.
        529900SV58ZWTGRH3A66
        Credit Saison Co. Ltd.
        N/A
        
          
        
        1100.00000000
        NS
        
        11686.83000000
        0.000349613194
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        AJ Bell plc
        213800VNKA7DPWXWJJ36
        AJ Bell plc
        N/A
        
          
        
        300.00000000
        NS
        
        1741.70000000
        0.000052103205
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Banco BPM SpA
        815600E4E6DCD2D25E30
        Banco BPM SpA
        N/A
        
          
        
        52800.00000000
        NS
        
        89310.80000000
        0.002671745381
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Liberty Broadband Corp.
        549300MIX43II8JLN536
        Liberty Broadband Corp., Class C
        530307305
        
          
        
        36100.00000000
        NS
        USD
        5157607.00000000
        0.154290552556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Berkeley Group Holdings plc
        2138009OQSSLVVHQAL78
        Berkeley Group Holdings plc
        N/A
        
          
        
        200.00000000
        NS
        
        10902.55000000
        0.000326151345
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        53.00000000
        NC
        USD
        132.50000000
        0.000003963756
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3085.00000000
            USD
            2020-09-30
            XXXX
            -16137.25000000
          
        
        
          N
          N
          N
        
      
      
        Softcat plc
        213800N42YZLR9GLVC42
        Softcat plc
        N/A
        
          
        
        200.00000000
        NS
        
        3109.89000000
        0.000093032805
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ulta Beauty, Inc.
        529900CIV6HN8M28YM82
        Ulta Beauty, Inc.
        90384S303
        
          
        
        500.00000000
        NS
        USD
        111990.00000000
        0.003350196899
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yamato Holdings Co. Ltd.
        N/A
        Yamato Holdings Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5268.49000000
        0.000157607633
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Gamesa Renewable Energy SA
        9598004BR8D81D3M1D64
        Siemens Gamesa Renewable Energy SA
        N/A
        
          
        
        1200.00000000
        NS
        
        32474.54000000
        0.000971480518
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Fidelity National Information Services, Inc.
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services, Inc.
        31620M106
        
          
        
        44400.00000000
        NS
        USD
        6536124.00000000
        0.195529086170
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MGM Resorts International
        54930066VBP7DZEGGJ87
        MGM Resorts International
        552953101
        
          
        
        1200.00000000
        NS
        USD
        26100.00000000
        0.000780785240
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ashmore Group plc
        549300U3L59WB4YI2X12
        Ashmore Group plc
        N/A
        
          
        
        300.00000000
        NS
        
        1384.64000000
        0.000041421704
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Siemens Healthineers AG
        529900QBVWXMWANH7H45
        Siemens Healthineers AG
        N/A
        
          
        
        100.00000000
        NS
        
        4488.84000000
        0.000134284291
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Merlin Properties Socimi SA
        959800L8KD863DP30X04
        Merlin Properties Socimi SA
        N/A
        
          
        
        300.00000000
        NS
        
        2502.32000000
        0.000074857261
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Aalberts NV
        549300EMP9DT6Q35HZ31
        Aalberts NV
        N/A
        
          
        
        700.00000000
        NS
        
        25171.73000000
        0.000753015910
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Canon Marketing Japan, Inc.
        529900WMTZBIIROD5K97
        Canon Marketing Japan, Inc.
        N/A
        
          
        
        500.00000000
        NS
        
        10035.82000000
        0.000300222993
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        J Sainsbury plc
        213800VGZAAJIKJ9Y484
        J Sainsbury plc
        N/A
        
          
        
        29000.00000000
        NS
        
        71401.88000000
        0.002135997473
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Seven Bank Ltd.
        N/A
        Seven Bank Ltd.
        N/A
        
          
        
        600.00000000
        NS
        
        1454.13000000
        0.000043500507
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        SPDR Dow Jones REIT ETF
        54930077YVRJPO64VF50
        SPDR Dow Jones REIT ETF
        78464A607
        
          
        
        54112.00000000
        NS
        USD
        4219112.64000000
        0.126215359278
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        Expeditors International of Washington, Inc.
        984500B055A804AB6E40
        Expeditors International of Washington, Inc.
        302130109
        
          
        
        900.00000000
        NS
        USD
        81468.00000000
        0.002437126895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PerkinElmer, Inc.
        549300IKL1SDPFI7N655
        PerkinElmer, Inc.
        714046109
        
          
        
        900.00000000
        NS
        USD
        112959.00000000
        0.003379184673
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        92350000.00000000
        PA
        
        -696532.12000000
        -0.02083685819
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                iTraxx Europe Crossover Index Series 34.V1
                iTraxx Europe Crossover Index Series 34.V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            8603368.19000000
            USD
            0.00000000
            USD
            92350000.00000000
            EUR
            -696532.12000000
          
        
        
          N
          N
          N
        
      
      
        Rightmove plc
        2138001JXGCFKBXYB828
        Rightmove plc
        N/A
        
          
        
        800.00000000
        NS
        
        6467.49000000
        0.000193475890
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        5653.54000000
        0.000169126459
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3465134.60000000
            USD
            4047000000.00000000
            KRW
            2020-10-29
            5653.54000000
          
        
        
          N
          N
          N
        
      
      
        Daishi Hokuetsu Financial Group, Inc.
        N/A
        Daishi Hokuetsu Financial Group, Inc.
        N/A
        
          
        
        800.00000000
        NS
        
        16550.67000000
        0.000495115664
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Citizen Watch Co. Ltd.
        529900DUZBKERKGQ2628
        Citizen Watch Co. Ltd.
        N/A
        
          
        
        1100.00000000
        NS
        
        3085.81000000
        0.000092312448
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        PureTech Health plc
        213800LVPDNO2Z9T9I39
        PureTech Health plc
        N/A
        
          
        
        254.00000000
        NS
        
        832.34000000
        0.000024899570
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Galapagos NV
        549300QKJ78IY0IOV655
        Galapagos NV
        N/A
        
          
        
        700.00000000
        NS
        
        99238.92000000
        0.002968746514
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        Automatic Data Processing, Inc.
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing, Inc.
        053015103
        
          
        
        1000.00000000
        NS
        USD
        139490.00000000
        0.004172863340
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TS Tech Co. Ltd.
        N/A
        TS Tech Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5654.48000000
        0.000169154579
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        L'Oreal SA
        529900JI1GG6F7RKVI53
        L'Oreal SA
        N/A
        
          
        
        100.00000000
        NS
        
        32542.91000000
        0.000973525816
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        Charles River Laboratories International, Inc.
        159864107
        
          
        
        38000.00000000
        NS
        USD
        8605100.00000000
        0.257422799721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Playtech plc
        21380068TTB6Z9ZEU548
        Playtech plc
        N/A
        
          
        
        2800.00000000
        NS
        
        13072.51000000
        0.000391066010
        Long
        EC
        CORP
        IM
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Terna Rete Elettrica Nazionale SpA
        8156009E94ED54DE7C31
        Terna Rete Elettrica Nazionale SpA
        N/A
        
          
        
        1800.00000000
        NS
        
        12594.25000000
        0.000376758793
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Centamin plc
        213800PDI9G7OUKLPV84
        Centamin plc
        N/A
        
          
        
        13800.00000000
        NS
        
        36027.51000000
        0.001077768124
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        154.00000000
        NC
        USD
        385.00000000
        0.000011517330
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2790.00000000
            USD
            2020-09-30
            XXXX
            -147789.00000000
          
        
        
          N
          N
          N
        
      
      
        Hannover Rueck SE
        529900KIN5BE45V5KB18
        Hannover Rueck SE
        N/A
        
          
        
        100.00000000
        NS
        
        15481.09000000
        0.000463119025
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        ACS Actividades de Construccion y Servicios SA
        95980020140005558665
        ACS Actividades de Construccion y Servicios SA
        N/A
        
          
        
        2888.00000000
        NS
        
        65282.30000000
        0.001952929360
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Cadence Design Systems, Inc.
        GCT7RXJOGLXPV0NXZY22
        Cadence Design Systems, Inc.
        127387108
        
          
        
        27300.00000000
        NS
        USD
        2910999.00000000
        0.087082952268
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Celanese Corp.
        549300FHJQTDPPN41627
        Celanese Corp.
        150870103
        
          
        
        700.00000000
        NS
        USD
        75215.00000000
        0.002250067504
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TI Fluid Systems plc
        5493001T9RXVD6OAWY46
        TI Fluid Systems plc
        N/A
        
          
        
        2600.00000000
        NS
        
        5163.88000000
        0.000154478210
        Long
        EC
        CORP
        GB
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Fresnillo plc
        549300JXWH1UV5J0XV81
        Fresnillo plc
        N/A
        
          
        
        600.00000000
        NS
        
        9267.60000000
        0.000277241582
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AES Corp. (The)
        2NUNNB7D43COUIRE5295
        AES Corp. (The)
        00130H105
        
          
        
        2213.00000000
        NS
        USD
        40077.43000000
        0.001198922062
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 10 Year Bond
        N/A
        
          
          
        
        269.00000000
        NC
        
        -18240.85000000
        -0.00054567764
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2020-12-18
            40844960.00000000
            CAD
            -18240.85000000
          
        
        
          N
          N
          N
        
      
      
        ENEOS Holdings, Inc.
        3538001KQ5SAOZSQTT44
        ENEOS Holdings, Inc.
        N/A
        
          
        
        4600.00000000
        NS
        
        16412.19000000
        0.000490973015
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Kissei Pharmaceutical Co. Ltd.
        N/A
        Kissei Pharmaceutical Co. Ltd.
        N/A
        
          
        
        800.00000000
        NS
        
        18090.12000000
        0.000541168532
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Deutsche Wohnen SE
        529900QE24Q67I3FWZ10
        Deutsche Wohnen SE
        N/A
        
          
        
        100.00000000
        NS
        
        4997.93000000
        0.000149513792
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Industria de Diseno Textil SA
        549300TTCXZOGZM2EY83
        Industria de Diseno Textil SA
        N/A
        
          
        
        4500.00000000
        NS
        
        124489.76000000
        0.003724129011
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        TIS, Inc.
        35380064HYEZXBQHDF07
        TIS, Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        8495.98000000
        0.000254158459
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        N/A
        
          
        
        1459.00000000
        NS
        
        121909.05000000
        0.003646926701
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Miura Co. Ltd.
        N/A
        Miura Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        4904.90000000
        0.000146730786
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -47873.08000000
        -0.00143213004
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            3981352.53000000
            USD
            35220000.00000000
            SEK
            2020-10-23
            -47873.08000000
          
        
        
          N
          N
          N
        
      
      
        United Rentals, Inc.
        5323X5O7RN0NKFCDRY08
        United Rentals, Inc.
        911363109
        
          
        
        960.00000000
        NS
        USD
        167520.00000000
        0.005011384807
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications, Inc.
        0J0XRGZE3PBRFEZ7MV65
        Charter Communications, Inc., Class A
        16119P108
        
          
        
        800.00000000
        NS
        USD
        499472.00000000
        0.014941776460
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Crest Nicholson Holdings plc
        213800ROIFXRRRKVQD25
        Crest Nicholson Holdings plc
        N/A
        
          
        
        1700.00000000
        NS
        
        4331.37000000
        0.000129573554
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        BT Group plc
        213800LRO7NS5CYQMN21
        BT Group plc
        N/A
        
          
        
        2000.00000000
        NS
        
        2533.24000000
        0.000075782237
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Cardinal Health, Inc.
        CCU46N3GJMF4OK4N7U60
        Cardinal Health, Inc.
        14149Y108
        
          
        
        5000.00000000
        NS
        USD
        234750.00000000
        0.007022579892
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fiat Chrysler Automobiles NV
        549300LKT9PW7ZIBDF31
        Fiat Chrysler Automobiles NV
        N/A
        
          
        
        8100.00000000
        NS
        
        99426.82000000
        0.002974367569
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        57.00000000
        NC
        USD
        142.50000000
        0.000004262907
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2615.00000000
            USD
            2020-09-30
            XXXX
            -32655.25000000
          
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        Lloyds Banking Group plc
        N/A
        
          
        
        123100.00000000
        NS
        
        41790.24000000
        0.001250161018
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Interpublic Group of Cos., Inc. (The)
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos., Inc. (The)
        460690100
        
          
        
        12800.00000000
        NS
        USD
        213376.00000000
        0.006383173619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DTE Energy Co.
        549300IX8SD6XXD71I78
        DTE Energy Co.
        233331107
        
          
        
        1100.00000000
        NS
        USD
        126544.00000000
        0.003785581895
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TE Connectivity Ltd.
        894500ZRIX9K13RHXR17
        TE Connectivity Ltd.
        N/A
        
          
        
        2600.00000000
        NS
        USD
        254124.00000000
        0.007602155879
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Consolidated Edison, Inc.
        54930033SBW53OO8T749
        Consolidated Edison, Inc.
        209115104
        
          
        
        2400.00000000
        NS
        USD
        186720.00000000
        0.005585755559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Davide Campari-Milano NV
        213800ED5AN2J56N6Z02
        Davide Campari-Milano NV
        N/A
        
          
        
        100.00000000
        NS
        
        1091.45000000
        0.000032650883
        Long
        EC
        CORP
        NL
        
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Long Gilt
        N/A
        
          
          
        
        210.00000000
        NC
        
        122901.54000000
        0.003676617182
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                United Kingdom of Great Britain and Northern Ireland
                Long Gilt
                
                  
                
              
            
            2020-12-29
            28570500.00000000
            GBP
            122901.54000000
          
        
        
          N
          N
          N
        
      
      
        Fuji Electric Co. Ltd.
        5299000HVNGZZTYYM906
        Fuji Electric Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        6340.13000000
        0.000189665897
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Gerresheimer AG
        5299006GD4UWSYZOKC28
        Gerresheimer AG
        N/A
        
          
        
        300.00000000
        NS
        
        33573.11000000
        0.001004344397
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Hokuriku Electric Power Co.
        353800Z4ZNGBULYR8W57
        Hokuriku Electric Power Co.
        N/A
        
          
        
        1500.00000000
        NS
        
        11231.74000000
        0.000335999111
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Azbil Corp.
        N/A
        Azbil Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        7493.99000000
        0.000224183784
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        CH Robinson Worldwide, Inc.
        529900WNWN5L0OVDHA79
        CH Robinson Worldwide, Inc.
        12541W209
        
          
        
        1800.00000000
        NS
        USD
        183942.00000000
        0.005502651291
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        Advanced Micro Devices, Inc.
        007903107
        
          
        
        2800.00000000
        NS
        USD
        229572.00000000
        0.006867679280
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nabtesco Corp.
        529900DVHQXYRTGW7739
        Nabtesco Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        3630.64000000
        0.000108611115
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Evraz plc
        5493005B7DAN39RXLK23
        Evraz plc
        N/A
        
          
        
        1500.00000000
        NS
        
        6679.33000000
        0.000199813114
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
        
        47200.00000000
        NS
        
        59545.61000000
        0.001781315456
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Activision Blizzard, Inc.
        549300TPQQDBP9GNOF40
        Activision Blizzard, Inc.
        00507V109
        
          
        
        63412.00000000
        NS
        USD
        5133201.40000000
        0.153560455534
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ain Holdings, Inc.
        N/A
        Ain Holdings, Inc.
        N/A
        
          
        
        200.00000000
        NS
        
        14011.81000000
        0.000419165304
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Just Group plc
        5493006456YEZEELRR90
        Just Group plc
        N/A
        
          
        
        22800.00000000
        NS
        
        13228.90000000
        0.000395744439
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mondelez International, Inc.
        549300DV9GIB88LZ5P30
        Mondelez International, Inc., Class A
        609207105
        
          
        
        3400.00000000
        NS
        USD
        195330.00000000
        0.005843324943
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Petropavlovsk plc
        213800ZZOU5P76L8XB92
        Petropavlovsk plc
        N/A
        
          
        
        37800.00000000
        NS
        
        16043.59000000
        0.000479946294
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Bakelite Co. Ltd.
        N/A
        Sumitomo Bakelite Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5510.02000000
        0.000164833037
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Japan Tobacco, Inc.
        353800Z0ENYBQO0XRJ31
        Japan Tobacco, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        1824.38000000
        0.000054576589
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fujitsu Ltd.
        3538000246DHJLRTUZ24
        Fujitsu Ltd.
        N/A
        
          
        
        340.00000000
        NS
        
        46450.01000000
        0.001389558706
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Haseko Corp.
        529900EH7TSG348O4045
        Haseko Corp.
        N/A
        
          
        
        200.00000000
        NS
        
        2634.40000000
        0.000078808453
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Duke Realty Corp.
        N/A
        Duke Realty Corp.
        264411505
        
          
        
        200.00000000
        NS
        USD
        7380.00000000
        0.000220773757
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDI
        N/A
        
          
        
        10950000.00000000
        PA
        
        -8315.17000000
        -0.00024874950
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            
              
                iTraxx Europe Main Index Series 34.V1
                iTraxx Europe Main Index Series 34.V1
              
            
            Y
            
            Payout of notional amount upon default event with regard to the reference instrument
            2025-12-20
            283575.05000000
            USD
            0.00000000
            USD
            10950000.00000000
            EUR
            -8315.17000000
          
        
        
          N
          N
          N
        
      
      
        Bechtle AG
        529900HA2QT774RUXW59
        Bechtle AG
        N/A
        
          
        
        600.00000000
        NS
        
        121406.10000000
        0.003631880880
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Amphenol Corp.
        549300D3L3G0R4U4VT04
        Amphenol Corp., Class A
        032095101
        
          
        
        1400.00000000
        NS
        USD
        151578.00000000
        0.004534477593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bridgestone Corp.
        549300DHPOF90OYYD780
        Bridgestone Corp.
        N/A
        
          
        
        700.00000000
        NS
        
        22126.41000000
        0.000661914726
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Humana, Inc.
        529900YLDW34GJAO4J06
        Humana, Inc.
        444859102
        
          
        
        12200.00000000
        NS
        USD
        5049458.00000000
        0.151055259722
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        200.00000000
        NS
        
        47286.16000000
        0.001414572253
        Long
        EC
        CORP
        IE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Western Union Co. (The)
        28ID94QU1140NC23S047
        Western Union Co. (The)
        959802109
        
          
        
        9100.00000000
        NS
        USD
        195013.00000000
        0.005833841842
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        77 Bank Ltd. (The)
        549300U6CT3EHB9XS980
        77 Bank Ltd. (The)
        N/A
        
          
        
        500.00000000
        NS
        
        7719.73000000
        0.000230936829
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        ANSYS, Inc.
        549300VJV8H15Z5FJ571
        ANSYS, Inc.
        03662Q105
        
          
        
        13500.00000000
        NS
        USD
        4417605.00000000
        0.132153286674
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferrexpo plc
        213800CEDKSNUTPAQZ41
        Ferrexpo plc
        N/A
        
          
        
        9100.00000000
        NS
        
        20722.93000000
        0.000619929420
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Puma SE
        529900GRZ2BQY5ZM9N49
        Puma SE
        N/A
        
          
        
        200.00000000
        NS
        
        17979.03000000
        0.000537845259
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Kerry Group plc
        635400TLVVBNXLFHWC59
        Kerry Group plc, Class A
        N/A
        
          
        
        100.00000000
        NS
        
        12808.57000000
        0.000383170207
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Knorr-Bremse AG
        5299001GRRO0Z25YZT52
        Knorr-Bremse AG
        N/A
        
          
        
        100.00000000
        NS
        
        11776.16000000
        0.000352285514
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dassault Systemes SE
        96950065LBWY0APQIM86
        Dassault Systemes SE
        N/A
        
          
        
        400.00000000
        NS
        
        74632.86000000
        0.002232652702
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -10080.60000000
        -0.00030156259
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            1363858.02000000
            USD
            1890000.00000000
            AUD
            2020-10-23
            -10080.60000000
          
        
        
          N
          N
          N
        
      
      
        UDG Healthcare plc
        549300IWG5ZPP6B8HH13
        UDG Healthcare plc
        N/A
        
          
        
        9700.00000000
        NS
        
        96485.81000000
        0.002886386833
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Workspace Group plc
        2138003GUZRFIN3UT430
        Workspace Group plc
        N/A
        
          
        
        100.00000000
        NS
        
        693.81000000
        0.000020755425
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        United Utilities Group plc
        2138002IEYQAOC88ZJ59
        United Utilities Group plc
        N/A
        
          
        
        200.00000000
        NS
        
        2209.27000000
        0.000066090628
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        IMCD NV
        724500NSJPNFJPDAUP02
        IMCD NV
        N/A
        
          
        
        400.00000000
        NS
        
        47573.93000000
        0.001423180933
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        Sohgo Security Services Co. Ltd.
        N/A
        Sohgo Security Services Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        4763.62000000
        0.000142504374
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Gap, Inc. (The)
        T2ZG1WRWZ4BUCMQL9224
        Gap, Inc. (The)
        364760108
        
          
        
        1830.00000000
        NS
        USD
        31164.90000000
        0.000932302449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CDW Corp.
        N/A
        CDW Corp.
        12514G108
        
          
        
        2400.00000000
        NS
        USD
        286872.00000000
        0.008581816992
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hokuhoku Financial Group, Inc.
        N/A
        Hokuhoku Financial Group, Inc.
        N/A
        
          
        
        1700.00000000
        NS
        
        17112.08000000
        0.000511910325
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546104
        
          
        
        1500.00000000
        NS
        USD
        77760.00000000
        0.002326201544
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Associated British Foods plc
        GBQKSY6W7G0OHCQ8OQ72
        Associated British Foods plc
        N/A
        
          
        
        1600.00000000
        NS
        
        38520.75000000
        0.001152353756
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Scout24 AG
        5493007EIKM2ENQS7U66
        Scout24 AG
        N/A
        
          
        
        200.00000000
        NS
        
        17445.41000000
        0.000521881940
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Nexi SpA
        5493000P70CQRQG8SN85
        Nexi SpA
        N/A
        
          
        
        4400.00000000
        NS
        
        88185.82000000
        0.002638091443
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Proximus SADP
        549300CWRXC5EP004533
        Proximus SADP
        N/A
        
          
        
        300.00000000
        NS
        
        5472.90000000
        0.000163722587
        Long
        EC
        CORP
        BE
        N
        
        2
        
          N
          N
          N
        
      
      
        DiaSorin SpA
        8156002878BDF0EE4348
        DiaSorin SpA
        N/A
        
          
        
        200.00000000
        NS
        
        40238.39000000
        0.001203737203
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        MorphoSys AG
        529900493806K77LRE72
        MorphoSys AG
        N/A
        
          
        
        100.00000000
        NS
        
        12653.96000000
        0.000378545026
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Randstad NV
        7245009EAAUUQJ0U4T57
        Randstad NV
        N/A
        
          
        
        1900.00000000
        NS
        
        99076.41000000
        0.002963885004
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        KAZ Minerals plc
        2138001H9E453FQRFY56
        KAZ Minerals plc
        N/A
        
          
        
        1100.00000000
        NS
        
        7437.69000000
        0.000222499562
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Coca-Cola Co. (The)
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co. (The)
        191216100
        
          
        
        900.00000000
        NS
        USD
        44433.00000000
        0.001329219562
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Shinsei Bank Ltd.
        549300PZYOQ2NW83V760
        Shinsei Bank Ltd.
        N/A
        
          
        
        800.00000000
        NS
        
        9877.83000000
        0.000295496700
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Fuji Oil Holdings, Inc.
        N/A
        Fuji Oil Holdings, Inc.
        N/A
        
          
        
        400.00000000
        NS
        
        12591.04000000
        0.000376662766
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE 100 Index
        N/A
        
          
          
        
        481.00000000
        NC
        
        -1546828.42000000
        -0.04627359386
        N/A
        DE
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                FTSE 100 Index
                GB0001383545
              
            
            2020-12-18
            28097615.00000000
            GBP
            -1546828.42000000
          
        
        
          N
          N
          N
        
      
      
        Capcom Co. Ltd.
        529900JJWQKXS3TC8744
        Capcom Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        5580.86000000
        0.000166952226
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Biogen, Inc.
        W8J5WZB5IY3K0NDQT671
        Biogen, Inc.
        09062X103
        
          
        
        1000.00000000
        NS
        USD
        283680.00000000
        0.008486327854
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Poste Italiane SpA
        815600354DEDBD0BA991
        Poste Italiane SpA
        N/A
        
          
        
        6800.00000000
        NS
        
        60260.23000000
        0.001802693416
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        Mastercard, Inc.
        AR5L2ODV9HN37376R084
        Mastercard, Inc., Class A
        57636Q104
        
          
        
        33652.00000000
        NS
        USD
        11380096.84000000
        0.340437227882
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -100.00000000
        NC
        USD
        -250.00000000
        -0.00000747878
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3300.00000000
            USD
            2020-09-30
            XXXX
            558554.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OMXS30 Index
        N/A
        
          
          
        
        193.00000000
        NC
        
        24069.12000000
        0.000720031174
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NASDAQ OMX Commodities Clearing
              5493008EIVLUXM0PQX05
            
            Long
            
              
                OMXS30 Index
                SE0000337842
              
            
            2020-10-16
            35343125.00000000
            SEK
            24069.12000000
          
        
        
          N
          N
          N
        
      
      
        Sage Group plc (The)
        2138005RN5XYLTF8G138
        Sage Group plc (The)
        N/A
        
          
        
        1400.00000000
        NS
        
        13010.46000000
        0.000389209775
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Aeon Co. Ltd.
        5299009MXFL34SA71416
        Aeon Co. Ltd.
        N/A
        
          
        
        1200.00000000
        NS
        
        32281.02000000
        0.000965691339
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Toray Industries, Inc.
        35380099TCYR5FHT0A11
        Toray Industries, Inc.
        N/A
        
          
        
        2300.00000000
        NS
        
        10522.51000000
        0.000314782394
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        19375235.30000000
        PA
        USD
        -867546.94000000
        -0.02595279104
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLMN.I
                USJPGSGLMN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            19375235.00000000
            USD
            -867546.94000000
          
        
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        N/A
        
          
        
        17200.00000000
        NS
        
        211707.75000000
        0.006333267681
        Long
        EC
        CORP
        ES
        N
        
        2
        
          N
          N
          N
        
      
      
        Sysco Corp.
        5RGWIFLMGH3YS7KWI652
        Sysco Corp.
        871829107
        
          
        
        200.00000000
        NS
        USD
        12444.00000000
        0.000372264043
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        Kinder Morgan, Inc.
        49456B101
        
          
        
        6600.00000000
        NS
        USD
        81378.00000000
        0.002434434532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rengo Co. Ltd.
        N/A
        Rengo Co. Ltd.
        N/A
        
          
        
        1000.00000000
        NS
        
        7558.83000000
        0.000226123482
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Arthur J Gallagher & Co.
        54930049QLLMPART6V29
        Arthur J Gallagher & Co.
        363576109
        
          
        
        200.00000000
        NS
        USD
        21116.00000000
        0.000631688166
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd.
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        5888.90000000
        0.000176167287
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Citrix Systems, Inc.
        HCTKJGUQOPZ5NBK7NP58
        Citrix Systems, Inc.
        177376100
        
          
        
        2500.00000000
        NS
        USD
        344275.00000000
        0.010299035964
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sumitomo Osaka Cement Co. Ltd.
        5299001WJ26J6HQN5D67
        Sumitomo Osaka Cement Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3233.65000000
        0.000096735103
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Erste Group Bank AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        N/A
        
          
        
        2200.00000000
        NS
        
        46068.89000000
        0.001378157446
        Long
        EC
        CORP
        AT
        N
        
        2
        
          N
          N
          N
        
      
      
        Atlantia SpA
        8156008DEC771409C487
        Atlantia SpA
        N/A
        
          
        
        3800.00000000
        NS
        
        59512.82000000
        0.001780334539
        Long
        EC
        CORP
        IT
        N
        
        2
        
          N
          N
          N
        
      
      
        CenturyLink, Inc.
        8M3THTGWLTYZVE6BBY25
        CenturyLink, Inc.
        156700106
        
          
        
        36609.00000000
        NS
        USD
        369384.81000000
        0.011050199528
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Frasers Group plc
        213800JEGHHEAXIJDX34
        Frasers Group plc
        N/A
        
          
        
        3400.00000000
        NS
        
        15078.60000000
        0.000451078479
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Avery Dennison Corp.
        549300PW7VPFCYKLIV37
        Avery Dennison Corp.
        053611109
        
          
        
        200.00000000
        NS
        USD
        25568.00000000
        0.000764870384
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Baker Hughes Co.
        N/A
        Baker Hughes Co.
        05722G100
        
          
        
        7300.00000000
        NS
        USD
        97017.00000000
        0.002902277458
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ETRSI
        N/A
        
          
        
        56046435.12000000
        PA
        USD
        -548097.29000000
        -0.01639640897
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                USJPGSGLHN.I
                USJPGSGLHN.I
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-24
            0.00000000
            USD
            0.00000000
            USD
            56046435.12000000
            USD
            -548097.29000000
          
        
        
          N
          N
          N
        
      
      
        Taiyo Yuden Co. Ltd.
        353800V9G3X5PLB9AD43
        Taiyo Yuden Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        6299.62000000
        0.000188454035
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Telefonica Deutschland Holding AG
        391200ECRPJ3SWQJUM30
        Telefonica Deutschland Holding AG
        N/A
        
          
        
        4500.00000000
        NS
        
        11500.87000000
        0.000344050174
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Freenet AG
        5299003GLDODCVP8DO20
        Freenet AG
        N/A
        
          
        
        1500.00000000
        NS
        
        30304.23000000
        0.000906555383
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        EPAM Systems, Inc.
        549300XCR4R530HJP604
        EPAM Systems, Inc.
        29414B104
        
          
        
        11200.00000000
        NS
        USD
        3620736.00000000
        0.108314836337
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group, Inc.
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group, Inc.
        744573106
        
          
        
        2300.00000000
        NS
        USD
        126293.00000000
        0.003778073194
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Xcel Energy, Inc.
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy, Inc.
        98389B100
        
          
        
        300.00000000
        NS
        USD
        20703.00000000
        0.000619333212
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        St James's Place plc
        213800M993ICXOMBCP87
        St James's Place plc
        N/A
        
          
        
        900.00000000
        NS
        
        10827.35000000
        0.000323901726
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        EssilorLuxottica SA
        549300M3VH1A3ER1TB49
        EssilorLuxottica SA
        N/A
        
          
        
        1400.00000000
        NS
        
        190590.99000000
        0.005701556779
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Rockwell Automation, Inc.
        VH3R4HHBHH12O0EXZJ88
        Rockwell Automation, Inc.
        773903109
        
          
        
        500.00000000
        NS
        USD
        110340.00000000
        0.003300836913
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HeidelbergCement AG
        LZ2C6E0W5W7LQMX5ZI37
        HeidelbergCement AG
        N/A
        
          
        
        1800.00000000
        NS
        
        109990.61000000
        0.003290384861
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc., Class A
        92826C839
        
          
        
        62294.00000000
        NS
        USD
        12456931.18000000
        0.372650881487
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Advance Auto Parts, Inc.
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts, Inc.
        00751Y106
        
          
        
        1000.00000000
        NS
        USD
        153500.00000000
        0.004591974498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hitachi Construction Machinery Co. Ltd.
        5493009B7C53PDH8W826
        Hitachi Construction Machinery Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3623.77000000
        0.000108405598
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        easyJet plc
        2138001S47XKWIB7TH90
        easyJet plc
        N/A
        
          
        
        100.00000000
        NS
        
        644.30000000
        0.000019274326
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10474.13000000
        0.000313335100
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            4951124.64000000
            USD
            365950000.00000000
            INR
            2020-10-29
            10474.13000000
          
        
        
          N
          N
          N
        
      
      
        LIXIL Group Corp.
        353800KB8G4F9WUJJ886
        LIXIL Group Corp.
        N/A
        
          
        
        1000.00000000
        NS
        
        20212.30000000
        0.000604653851
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Procter & Gamble Co. (The)
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co. (The)
        742718109
        
          
        
        64200.00000000
        NS
        USD
        8923158.00000000
        0.266937550373
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Senior Loan ETF
        549300SIHU6DQELRNG59
        Invesco Senior Loan ETF
        46138G508
        
          
        
        3434684.00000000
        NS
        USD
        74670030.16000000
        2.233764653409
        Long
        
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        CF Industries Holdings, Inc.
        529900CG8YAQFZ2JMV97
        CF Industries Holdings, Inc.
        125269100
        
          
        
        2300.00000000
        NS
        USD
        70633.00000000
        0.002112996317
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Best Buy Co., Inc.
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co., Inc.
        086516101
        
          
        
        1800.00000000
        NS
        USD
        200322.00000000
        0.005992661338
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tate & Lyle plc
        2138008K14474WPKZ244
        Tate & Lyle plc
        N/A
        
          
        
        3200.00000000
        NS
        
        27462.84000000
        0.000821554794
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Dentsu Group, Inc.
        5299007PBBE83ZLJZG91
        Dentsu Group, Inc.
        N/A
        
          
        
        1400.00000000
        NS
        
        41323.12000000
        0.001236187056
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar Tree, Inc.
        549300PMSTQITB1WHR43
        Dollar Tree, Inc.
        256746108
        
          
        
        39160.00000000
        NS
        USD
        3576874.40000000
        0.107002710288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brenntag AG
        NNROIXVWJ7CPSR27SV97
        Brenntag AG
        N/A
        
          
        
        1400.00000000
        NS
        
        89014.62000000
        0.002662885114
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Exact Sciences Corp.
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp.
        30063P105
        
          
        
        39100.00000000
        NS
        USD
        3986245.00000000
        0.119249090455
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HP, Inc.
        WHKXQACZ14C5XRO8LW03
        HP, Inc.
        40434L105
        
          
        
        19800.00000000
        NS
        USD
        376002.00000000
        0.011248153715
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Target Corp.
        8WDDFXB5T1Z6J0XC1L66
        Target Corp.
        87612E106
        
          
        
        1800.00000000
        NS
        USD
        283356.00000000
        0.008476635348
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Jupiter Fund Management plc
        5493003DJ1G01IMQ7S28
        Jupiter Fund Management plc
        N/A
        
          
        
        1900.00000000
        NS
        
        5485.16000000
        0.000164089347
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Euroswiss
        N/A
        
          
          
        
        -9.00000000
        NC
        
        -692.08000000
        -0.00002070367
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                3 Month Euroswiss
                
                  
                
              
            
            2020-12-14
            -2267550.00000000
            CHF
            -692.08000000
          
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group plc
        5493003JFSMOJG48V108
        Reckitt Benckiser Group plc
        N/A
        
          
        
        500.00000000
        NS
        
        48752.66000000
        0.001458442810
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mettler-Toledo International, Inc.
        5493000BD5GJNUDIUG10
        Mettler-Toledo International, Inc.
        592688105
        
          
        
        3700.00000000
        NS
        USD
        3573275.00000000
        0.106895033721
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tokyo Gas Co. Ltd.
        353800678EIJLOQSWZ83
        Tokyo Gas Co. Ltd.
        N/A
        
          
        
        400.00000000
        NS
        
        9128.20000000
        0.000273071411
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jeronimo Martins SGPS SA
        259400A8SZP10GB5IB19
        Jeronimo Martins SGPS SA
        N/A
        
          
        
        6200.00000000
        NS
        
        99698.33000000
        0.002982489830
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Russell 2000 E-Mini Index
        N/A
        
          
          
        
        -252.00000000
        NC
        USD
        -188836.20000000
        -0.00564906198
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                Russell 2000 E-Mini Index
                US1248351090
              
            
            2020-12-18
            -18955440.00000000
            USD
            -188836.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        74.00000000
        NC
        USD
        16095.00000000
        0.000481484231
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Purchased
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            2525.00000000
            USD
            2020-10-30
            XXXX
            -55686.39000000
          
        
        
          N
          N
          N
        
      
      
        Take-Two Interactive Software, Inc.
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software, Inc.
        874054109
        
          
        
        26700.00000000
        NS
        USD
        4411374.00000000
        0.131966885416
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        General Motors Co.
        54930070NSV60J38I987
        General Motors Co.
        37045V100
        
          
        
        202302.00000000
        NS
        USD
        5986116.18000000
        0.179075523411
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NTT DOCOMO, Inc.
        353800TVPXCGWDZIIU09
        NTT DOCOMO, Inc.
        N/A
        
          
        
        1300.00000000
        NS
        
        47769.96000000
        0.001429045199
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Sumitomo Metal Mining Co. Ltd.
        353800CF81IXL9974H84
        Sumitomo Metal Mining Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        6202.85000000
        0.000185559146
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co.
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co.
        110122108
        
          
        
        9700.00000000
        NS
        USD
        584813.00000000
        0.017494764706
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GlaxoSmithKline plc
        5493000HZTVUYLO1D793
        GlaxoSmithKline plc
        N/A
        
          
        
        10100.00000000
        NS
        
        189349.80000000
        0.005664426403
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Allstate Corp. (The)
        OBT0W1ED8G0NWVOLOJ77
        Allstate Corp. (The)
        020002101
        
          
        
        3600.00000000
        NS
        USD
        338904.00000000
        0.010138361729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        N/A
        
          
        
        2200.00000000
        NS
        
        133971.36000000
        0.004007772434
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Henry Schein, Inc.
        VGO3WGL8H45T73F4RR92
        Henry Schein, Inc.
        806407102
        
          
        
        3300.00000000
        NS
        USD
        193974.00000000
        0.005802760008
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kirin Holdings Co. Ltd.
        353800GBVL72LLMTYM96
        Kirin Holdings Co. Ltd.
        497350108
        
          
        
        100.00000000
        NS
        
        1878.26000000
        0.000056188417
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Yum! Brands, Inc.
        549300JE8XHZZ7OHN517
        Yum! Brands, Inc.
        988498101
        
          
        
        300.00000000
        NS
        USD
        27390.00000000
        0.000819375775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chevron Corp.
        N/A
        Chevron Corp.
        166764100
        
          
        
        76400.00000000
        NS
        USD
        5500800.00000000
        0.164557220335
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mizuho Financial Group, Inc.
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group, Inc.
        N/A
        
          
        
        2220.00000000
        NS
        
        27709.32000000
        0.000828928278
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Hill & Smith Holdings plc
        2138003A3ISGQZBOWI83
        Hill & Smith Holdings plc
        N/A
        
          
        
        200.00000000
        NS
        
        3072.13000000
        0.000091903209
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        RWE AG
        529900GB7KCA94ACC940
        RWE AG
        N/A
        
          
        
        900.00000000
        NS
        
        33704.43000000
        0.001008272853
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        IntegraFin Holdings plc
        213800CYIZKXK9PQYE87
        IntegraFin Holdings plc
        N/A
        
          
        
        1200.00000000
        NS
        
        7859.60000000
        0.000235121060
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Mylan NV
        549300A0CD4KNFGIIS89
        Mylan NV
        N/A
        
          
        
        23066.00000000
        NS
        USD
        342068.78000000
        0.010233036576
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Rohto Pharmaceutical Co. Ltd.
        N/A
        Rohto Pharmaceutical Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3288.07000000
        0.000098363085
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Konica Minolta, Inc.
        549300SVK6KRUOL1A740
        Konica Minolta, Inc.
        N/A
        
          
        
        1600.00000000
        NS
        
        4538.09000000
        0.000135757612
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc., Class A
        21036P108
        
          
        
        800.00000000
        NS
        USD
        151608.00000000
        0.004535375047
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Tapestry, Inc.
        549300LJNVY5SW3VTN33
        Tapestry, Inc.
        876030107
        
          
        
        2600.00000000
        NS
        USD
        40638.00000000
        0.001215691593
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Horiba Ltd.
        529900OOTWPYSNW0EC84
        Horiba Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        5230.14000000
        0.000156460387
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        EOG Resources, Inc.
        XWTZDRYZPBUHIQBKDB46
        EOG Resources, Inc.
        26875P101
        
          
        
        3171.00000000
        NS
        USD
        113965.74000000
        0.003409301444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deere & Co.
        PWFTNG3EI0Y73OXWDH08
        Deere & Co.
        244199105
        
          
        
        18900.00000000
        NS
        USD
        4188807.00000000
        0.125308761714
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P 500 Index
        N/A
        
          
          
        
        -154.00000000
        NC
        USD
        -15400.00000000
        -0.00046069320
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Put
            Written
            
              
                S&P 500 Index
                US78378X1072
              
            
            100.00000000
            3360.00000000
            USD
            2020-09-30
            XXXX
            1101966.25000000
          
        
        
          N
          N
          N
        
      
      
        Flutter Entertainment plc
        635400EG4YIJLJMZJ782
        Flutter Entertainment plc
        N/A
        
          
        
        200.00000000
        NS
        
        31741.68000000
        0.000949556906
        Long
        EC
        CORP
        IE
        N
        
        2
        
          N
          N
          N
        
      
      
        Compass Group plc
        2138008M6MH9OZ6U2T68
        Compass Group plc
        N/A
        
          
        
        2600.00000000
        NS
        
        39056.61000000
        0.001168384085
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Grainger plc
        2138007CEIRKZMNI2979
        Grainger plc
        N/A
        
          
        
        1700.00000000
        NS
        
        6504.64000000
        0.000194587237
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Ralph Lauren Corp.
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp.
        751212101
        
          
        
        1100.00000000
        NS
        USD
        74767.00000000
        0.002236665520
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayerische Motoren Werke AG
        YEH5ZCD6E441RHVHD759
        Bayerische Motoren Werke AG
        N/A
        
          
        
        2400.00000000
        NS
        
        174185.18000000
        0.005210774622
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Micron Technology, Inc.
        B3DXGBC8GAIYWI2Z0172
        Micron Technology, Inc.
        595112103
        
          
        
        125518.00000000
        NS
        USD
        5894325.28000000
        0.176329585483
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Murata Manufacturing Co. Ltd.
        529900QZG6DL8ZRI7140
        Murata Manufacturing Co. Ltd.
        N/A
        
          
        
        200.00000000
        NS
        
        13005.43000000
        0.000389059302
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        McKesson Corp.
        549300WZWOM80UCFSF54
        McKesson Corp.
        58155Q103
        
          
        
        2114.00000000
        NS
        USD
        314838.02000000
        0.009418424488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Moody's Corp.
        549300GCEDD8YCF5WU84
        Moody's Corp.
        615369105
        
          
        
        85.00000000
        NS
        USD
        24637.25000000
        0.000737026864
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Dow, Inc.
        5493003S21INSLK2IP73
        Dow, Inc.
        260557103
        
          
        
        3200.00000000
        NS
        USD
        150560.00000000
        0.004504023977
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FDM Group Holdings plc
        213800YR62D7GUZLMZ71
        FDM Group Holdings plc
        N/A
        
          
        
        200.00000000
        NS
        
        2614.06000000
        0.000078199979
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Dolby Laboratories, Inc.
        549300X04FB2QPCJ5J24
        Dolby Laboratories, Inc., Class A
        25659T107
        
          
        
        44000.00000000
        NS
        USD
        2916320.00000000
        0.087242130746
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG (Registered)
        N/A
        
          
        
        2800.00000000
        NS
        
        172742.46000000
        0.005167615447
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Dollar General Corp.
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp.
        256677105
        
          
        
        20400.00000000
        NS
        USD
        4276248.00000000
        0.127924571761
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        JGC Holdings Corp.
        5493003WMGG79YLARU68
        JGC Holdings Corp.
        N/A
        
          
        
        1200.00000000
        NS
        
        12446.52000000
        0.000372339429
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Pan Pacific International Holdings Corp.
        529900QLHJM2E18A5763
        Pan Pacific International Holdings Corp.
        N/A
        
          
        
        300.00000000
        NS
        
        6986.48000000
        0.000209001550
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Petrofac Ltd.
        2138004624W8CKCSJ177
        Petrofac Ltd.
        N/A
        
          
        
        1400.00000000
        NS
        
        2010.12000000
        0.000060133027
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Tritax Big Box REIT plc
        213800L6X88MIYPVR714
        Tritax Big Box REIT plc
        N/A
        
          
        
        500.00000000
        NS
        
        998.55000000
        0.000029871766
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343V104
        
          
        
        11125.00000000
        NS
        USD
        661826.25000000
        0.019798627116
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Auto Trader Group plc
        213800QLK9BZILB1DI86
        Auto Trader Group plc
        N/A
        
          
        
        400.00000000
        NS
        
        2904.16000000
        0.000086878362
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Evonik Industries AG
        41GUOJQTALQHLF39XJ34
        Evonik Industries AG
        N/A
        
          
        
        700.00000000
        NS
        
        18108.26000000
        0.000541711193
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        Calbee, Inc.
        529900CIHZID6O8LJH81
        Calbee, Inc.
        N/A
        
          
        
        100.00000000
        NS
        
        3293.79000000
        0.000098534199
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        74049.00000000
        NS
        USD
        11024415.12000000
        0.329796958254
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Aon plc
        635400FALWQYX5E6QC64
        Aon plc, Class A
        N/A
        
          
        
        32512.00000000
        NS
        USD
        6707225.60000000
        0.200647615055
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135F101
        
          
        
        1101.00000000
        NS
        USD
        401116.32000000
        0.011999452197
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866F104
        
          
        
        200.00000000
        NS
        USD
        20010.00000000
        0.000598602017
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Global Payments, Inc.
        549300NOMHGVQBX6S778
        Global Payments, Inc.
        37940X102
        
          
        
        1400.00000000
        NS
        USD
        248612.00000000
        0.007437263609
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Renault SA
        969500F7JLTX36OUI695
        Renault SA
        N/A
        
          
        
        2700.00000000
        NS
        
        70040.40000000
        0.002095268603
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Recruit Holdings Co. Ltd.
        353800R2LRSMVVC4I806
        Recruit Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        3971.54000000
        0.000118809188
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -26153.26000000
        -0.00078237852
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            8340340.12000000
            USD
            11070000.00000000
            CAD
            2020-10-23
            -26153.26000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1492.85000000
        0.000044658821
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            849408.13000000
            USD
            41260000.00000000
            PHP
            2020-10-29
            1492.85000000
          
        
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599106
        
          
        
        500.00000000
        NS
        USD
        27565.00000000
        0.000824610925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ube Industries Ltd.
        529900XMRZ2VNF3ZPS69
        Ube Industries Ltd.
        N/A
        
          
        
        500.00000000
        NS
        
        8443.63000000
        0.000252592401
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Regions Financial Corp.
        CW05CS5KW59QTC0DG824
        Regions Financial Corp.
        7591EP100
        
          
        
        5400.00000000
        NS
        USD
        62262.00000000
        0.001862576652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EDP - Energias de Portugal SA
        529900CLC3WDMGI9VH80
        EDP - Energias de Portugal SA
        N/A
        
          
        
        19900.00000000
        NS
        
        97846.99000000
        0.002927106728
        Long
        EC
        CORP
        PT
        N
        
        2
        
          N
          N
          N
        
      
      
        Old Dominion Freight Line, Inc.
        5299009TWK32WE417T96
        Old Dominion Freight Line, Inc.
        679580100
        
          
        
        1100.00000000
        NS
        USD
        199012.00000000
        0.005953472500
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Rexel SA
        969500N6AVPA51648T62
        Rexel SA
        N/A
        
          
        
        11387.00000000
        NS
        
        142770.61000000
        0.004271003259
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Vonovia SE
        5299005A2ZEP6AP7KM81
        Vonovia SE
        N/A
        
          
        
        700.00000000
        NS
        
        47987.09000000
        0.001435540674
        Long
        EC
        CORP
        DE
        N
        
        2
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 Month Canadian Bankers Acceptance
        N/A
        
          
          
        
        19.00000000
        NC
        
        140.46000000
        0.000004201881
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-06-14
            4725537.50000000
            CAD
            140.46000000
          
        
        
          N
          N
          N
        
      
      
        Keysight Technologies, Inc.
        549300GLKVIO8YRCYN02
        Keysight Technologies, Inc.
        49338L103
        
          
        
        2100.00000000
        NS
        USD
        207438.00000000
        0.006205537498
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sabre Insurance Group plc
        2138006RXRQ8P8VKGV98
        Sabre Insurance Group plc
        N/A
        
          
        
        200.00000000
        NS
        
        658.50000000
        0.000019699121
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Public Storage
        549300LMZF40TKJ6DM64
        Public Storage
        74460D109
        
          
        
        100.00000000
        NS
        USD
        22272.00000000
        0.000666270071
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Kesko OYJ
        743700OX6HSVMCAHPB95
        Kesko OYJ, Class B
        N/A
        
          
        
        4400.00000000
        NS
        
        113365.99000000
        0.003391359837
        Long
        EC
        CORP
        FI
        N
        
        2
        
          N
          N
          N
        
      
      
        Plus500 Ltd.
        549300X8NGW9C5OJZU13
        Plus500 Ltd.
        N/A
        
          
        
        1000.00000000
        NS
        
        20214.26000000
        0.000604712484
        Long
        EC
        CORP
        IL
        N
        
        2
        
          N
          N
          N
        
      
      
        Tokai Rika Co. Ltd.
        N/A
        Tokai Rika Co. Ltd.
        N/A
        
          
        
        900.00000000
        NS
        
        13457.29000000
        0.000402576758
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Aegon NV
        O4QK7KMMK83ITNTHUG69
        Aegon NV
        N/A
        
          
        
        45400.00000000
        NS
        
        117509.38000000
        0.003515309943
        Long
        EC
        CORP
        NL
        N
        
        2
        
          N
          N
          N
        
      
      
        SG Holdings Co. Ltd.
        N/A
        SG Holdings Co. Ltd.
        N/A
        
          
        
        100.00000000
        NS
        
        5203.37000000
        0.000155659559
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        DMG Mori Co. Ltd.
        353800P4I3FIXTQV2E13
        DMG Mori Co. Ltd.
        N/A
        
          
        
        800.00000000
        NS
        
        11090.43000000
        0.000331771802
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Daicel Corp.
        353800ZG4XF6D7NZGS72
        Daicel Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        720.76000000
        0.000021561638
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Jack Henry & Associates, Inc.
        529900X1QS8C54W0JB21
        Jack Henry & Associates, Inc.
        426281101
        
          
        
        400.00000000
        NS
        USD
        65036.00000000
        0.001945561260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wizz Air Holdings plc
        213800COXGZCORLJZA85
        Wizz Air Holdings plc
        N/A
        
          
        
        200.00000000
        NS
        
        8016.94000000
        0.000239827909
        Long
        EC
        CORP
        JE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Sodexo SA
        969500LCBOG12HXPYM84
        Sodexo SA
        N/A
        
          
        
        2000.00000000
        NS
        
        142567.61000000
        0.004264930484
        Long
        EC
        CORP
        FR
        N
        
        2
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        N/A
        
          
        
        600.00000000
        NS
        USD
        55008.00000000
        0.001645572203
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Croda International plc
        2138004WCNBFJEEOXV26
        Croda International plc
        N/A
        
          
        
        200.00000000
        NS
        
        16133.16000000
        0.000482625793
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Nachi-Fujikoshi Corp.
        353800VMZ8DPGXDO5U37
        Nachi-Fujikoshi Corp.
        N/A
        
          
        
        100.00000000
        NS
        
        3519.43000000
        0.000105284252
        Long
        EC
        CORP
        JP
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Mail plc
        213800TCZZU84G8Z2M70
        Royal Mail plc
        N/A
        
          
        
        9400.00000000
        NS
        
        28823.68000000
        0.000862264518
        Long
        EC
        CORP
        GB
        N
        
        2
        
          N
          N
          N
        
      
      
        Royal Dutch Shell plc
        21380068P1DRHMJ8KU70
        Royal Dutch Shell plc, Class A
        N/A
        
          
        
        8400.00000000
        NS
        
        104860.05000000
        0.003136903423
        Long
        EC
        CORP
        GB
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund - Institutional Shares
        38141W273
        
          
        
        83725625.00000000
        NS
        USD
        83725625.00000000
        2.504664070831
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
    
    
      2020-10-30
      Goldman Sachs Trust
      Peter Fortner
      Peter Fortner
      Assistant Treasurer
    
  
  XXXX

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – 22.1%
 

Automobiles & Components – 0.2%

  600      Aptiv plc   $            55,008
  2,400      Bayerische Motoren Werke AG   174,185
  4,000      BorgWarner, Inc.   154,960
  700      Bridgestone Corp.   22,126
  1,800      Cie Generale des Etablissements Michelin SCA   193,226
  1,000      Continental AG   108,368
  5,300      Daimler AG (Registered)   285,909
  800      Faurecia SE*   34,484
  8,100      Fiat Chrysler Automobiles NV*   99,427
  35,900      Ford Motor Co.   239,094
  202,302      General Motors Co.   5,986,116
  1,600      Honda Motor Co. Ltd.   37,996
  300      Nissan Motor Co. Ltd.   1,061
  2,500      NOK Corp.   26,082
  300      Nokian Renkaat OYJ   8,480
  2,700      Renault SA*   70,040
  1,700      Sumitomo Electric Industries Ltd.   19,138
  2,800      Sumitomo Rubber Industries Ltd.   26,010
  2,600      TI Fluid Systems plc   5,164
  900      Tokai Rika Co. Ltd.   13,457
  200      TS Tech Co. Ltd.   5,655
  1,000      Valeo SA   30,708
  1,300      Yokohama Rubber Co. Ltd. (The)   18,506
    

 

     7,615,200

 

 

 

Banks – 0.7%

  500      77 Bank Ltd. (The)   7,720
  52,800      Banco BPM SpA   89,311
  284,100      Banco de Sabadell SA   98,606
  405,189      Bank of America Corp.   9,761,003
  1,300      Bank of Georgia Group plc*   14,950
  47,200      Barclays plc   59,546
  300      BAWAG Group AG   10,846
  4,100      BNP Paribas SA*   148,316
  20,800      CaixaBank SA   44,156
  9,000      Citigroup, Inc.   387,990
  9,762      Citizens Financial Group, Inc.   246,783
  1,200      Close Brothers Group plc   15,784
  5,400      Comerica, Inc.   206,550
  11,600      Credit Agricole SA*   101,209
  800      Daishi Hokuetsu Financial Group, Inc.   16,551
  2,200      Erste Group Bank AG   46,069
  10,500      Fifth Third Bancorp   223,860
  1,400      FinecoBank Banca Fineco SpA*   19,283
  1,000      Gunma Bank Ltd. (The)   3,334
  1,700      Hokuhoku Financial Group, Inc.   17,112
  1,200      HSBC Holdings plc   4,695
  16,500      Huntington Bancshares, Inc.   151,305
  14,100      ING Groep NV   100,630
  55,600      Intesa Sanpaolo SpA   104,607
  400      Iyo Bank Ltd. (The)   2,652
  121,100      JPMorgan Chase & Co.   11,658,297
  15,400      KeyCorp   183,722
  123,100      Lloyds Banking Group plc   41,790
  1,700      M&T Bank Corp.   156,553
  1,100      Mebuki Financial Group, Inc.   2,496
  2,220      Mizuho Financial Group, Inc.   27,709
  10,700      Natwest Group plc   14,653

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Banks – (continued)

  1,900      Nishi-Nippon Financial Holdings, Inc.   $            13,254
  8,900      OneSavings Bank plc   32,003
  4,000      Paragon Banking Group plc   17,149
  4,700      Raiffeisen Bank International AG*   71,938
  5,400      Regions Financial Corp.   62,262
  3,600      Resona Holdings, Inc.   12,264
  600      Seven Bank Ltd.   1,454
  800      Shinsei Bank Ltd.   9,878
  10,800      Standard Chartered plc   49,697
  600      Sumitomo Mitsui Trust Holdings, Inc.   15,962
  100      SVB Financial Group*   24,062
  700      TBC Bank Group plc*   9,163
  4,800      US Bancorp   172,080
  10,330      Wells Fargo & Co.   242,858
  5,000      Zions Bancorp NA   146,100
    

 

     24,848,212

 

 

 

Capital Goods – 0.4%

  189      3M Co.   30,274
  1,600      A O Smith Corp.   84,480
  700      Aalberts NV   25,172
  2,888      ACS Actividades de Construccion y Servicios SA   65,282
  100      Aica Kogyo Co. Ltd.   3,565
  100      Amada Co. Ltd.   935
  1,000      AMETEK, Inc.   99,400
  1,600      ANDRITZ AG   49,385
  1,100      Ashtead Group plc   39,613
  100      Avon Rubber plc   5,458
  1,300      Bodycote plc   9,736
  1,900      Bouygues SA   65,657
  1,400      Brenntag AG   89,015
  700      Bunzl plc   22,600
  5,800      Carrier Global Corp.   177,132
  200      Central Glass Co. Ltd.   4,160
  1,916      Chemring Group plc   5,951
  3,300      Cie de Saint-Gobain*   138,228
  300      COMSYS Holdings Corp.   8,371
  600      Cummins, Inc.   126,696
  100      Daifuku Co. Ltd.   10,094
  100      Daikin Industries Ltd.   18,477
  200      DCC plc   15,483
  18,900      Deere & Co.   4,188,807
  400      Diploma plc   11,342
  800      DMG Mori Co. Ltd.   11,090
  1,000      Dover Corp.   108,340
  1,700      Eaton Corp. plc   173,451
  400      Ebara Corp.   10,846
  1,100      Eiffage SA*   89,776
  1,000      Electrocomponents plc   9,166
  2,100      Emerson Electric Co.   137,697
  500      Ferguson plc   50,315
  3,700      Flowserve Corp.   100,973
  2,100      Fortive Corp.   160,041
  1,400      Fortune Brands Home & Security, Inc.   121,128
  200      Fuji Electric Co. Ltd.   6,340
  5,200      Fujikura Ltd.   14,416
  1,900      GEA Group AG   66,573
  1,100      General Dynamics Corp.   152,273
  43,700      General Electric Co.   272,251

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Capital Goods – (continued)

  300      Glory Ltd.   $              6,726
  600      GS Yuasa Corp.   10,368
  900      Hanwa Co. Ltd.   18,016
  107,635      HD Supply Holdings, Inc.*   4,438,867
  1,700      Hino Motors Ltd.   11,031
  100      Hitachi Construction Machinery Co. Ltd.   3,624
  100      HOCHTIEF AG   7,763
  100      Honeywell International, Inc.   16,461
  300      Howden Joinery Group plc   2,283
  1,100      Huntington Ingalls Industries, Inc.   154,825
  100      IDEX Corp.   18,241
  100      Illinois Tool Works, Inc.   19,321
  400      IMCD NV   47,574
  1,200      IMI plc   16,188
  2,900      Ingersoll Rand, Inc.*   103,240
  100      Interpump Group SpA   3,708
  1,700      ITOCHU Corp.   43,530
  600      Jacobs Engineering Group, Inc.   55,662
  300      Japan Steel Works Ltd. (The)   5,278
  1,200      JGC Holdings Corp.   12,447
  400      John Laing Group plc   1,614
  1,900      Johnson Controls International plc   77,615
  800      Kinden Corp.   14,129
  300      Kingspan Group plc   27,302
  500      KION Group AG   42,695
  100      Knorr-Bremse AG   11,776
  100      Komatsu Ltd.   2,196
  300      Kone OYJ Class B   26,341
  400      Kyudenko Corp.   11,528
  100      Legrand SA   7,965
  1,000      LIXIL Group Corp.   20,212
  2,100      Maeda Corp.   15,391
  100      Makita Corp.   4,786
  4,400      Marubeni Corp.   24,981
  500      Masco Corp.   27,565
  5,100      Meggitt plc   16,924
  14,800      Melrose Industries plc*   21,946
  400      MINEBEA MITSUMI, Inc.   7,619
  100      MISUMI Group, Inc.   2,804
  1,600      Mitsubishi Corp.   38,297
  1,800      Mitsubishi Electric Corp.   24,425
  700      Mitsubishi Heavy Industries Ltd.   15,498
  1,600      Mitsui & Co. Ltd.   27,493
  100      Miura Co. Ltd.   4,905
  200      MonotaRO Co. Ltd.   9,934
  4,200      Morgan Advanced Materials plc   12,880
  1,605      Morgan Sindall Group plc   23,559
  100      Nabtesco Corp.   3,631
  100      Nachi-Fujikoshi Corp.   3,519
  500      Nagase & Co. Ltd.   7,003
  1,600      Nisshinbo Holdings, Inc.   10,914
  1,800      Obayashi Corp.   16,433
  792      Parker-Hannifin Corp.   160,253
  2,300      Pentair plc   105,271
  668      Polypipe Group plc*   3,727
  2,100      Prysmian SpA   60,958
  3,913      Quanta Services, Inc.   206,841
  11,387      Rexel SA*   142,771
  500      Rockwell Automation, Inc.   110,340
  6,000      Rolls-Royce Holdings plc*   9,962

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Capital Goods – (continued)

  500      Rotork plc   $              1,813
  1,100      Sanwa Holdings Corp.   11,664
  600      Schneider Electric SE   74,579
  1,200      Shimizu Corp.   9,034
  2,100      Siemens AG (Registered)   265,207
  1,200      Siemens Gamesa Renewable Energy SA   32,475
  2,300      Signify NV*   85,070
  900      Snap-on, Inc.   132,417
  3,700      Sojitz Corp.   8,397
  100      Spirax-Sarco Engineering plc   14,240
  500      Stanley Black & Decker, Inc.   81,100
  2,000      Sumitomo Corp.   24,109
  400      Taisei Corp.   13,539
  300      Teledyne Technologies, Inc.*   93,063
  400      Thales SA   29,979
  2,600      Toda Corp.   17,845
  600      Toyota Tsusho Corp.   16,876
  500      Trane Technologies plc   60,625
  1,000      Travis Perkins plc   13,991
  200      Ultra Electronics Holdings plc   5,375
  960      United Rentals, Inc.*   167,520
  1,300      Valmet OYJ   32,067
  3,200      Vesuvius plc   16,310
  1,459      Vinci SA   121,909
  900      Weir Group plc (The)   14,488
  2,400      Westinghouse Air Brake Technologies Corp.   148,512
  500      Xylem, Inc.   42,060
    

 

     14,673,409

 

 

 

Commercial & Professional Services – 0.3%

  3,500      Aggreko plc   16,643
  6,400      Biffa plc   17,914
  100      Bureau Veritas SA*   2,254
  50,200      Copart, Inc.*   5,279,032
  4,900      CoStar Group, Inc.*   4,157,699
  600      Dai Nippon Printing Co. Ltd.   12,162
  4,800      Elis SA*   60,595
  300      Experian plc   11,272
  9,900      G4S plc*   25,534
  300      HomeServe plc   4,780
  100      Kokuyo Co. Ltd.   1,261
  10,900      Nielsen Holdings plc   154,562
  100      Nihon M&A Center, Inc.   5,721
  2,400      Pagegroup plc   11,570
  100      PayPoint plc   650
  400      Persol Holdings Co. Ltd.   6,534
  100      Pilot Corp.   2,940
  1,900      Randstad NV*   99,076
  100      Recruit Holdings Co. Ltd.   3,972
  1,400      Rentokil Initial plc   9,677
  900      Republic Services, Inc.   84,015
  2,825      Robert Half International, Inc.   149,555
  3,100      Rollins, Inc.   167,989
  9,700      Serco Group plc   15,880
  100      Sohgo Security Services Co. Ltd.   4,764
  5,700      SPIE SA   102,150
  500      Toppan Printing Co. Ltd.   7,067
  84      Verisk Analytics, Inc.   15,566
  200      Waste Management, Inc.   22,634

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Commercial & Professional Services – (continued)

  100      Wolters Kluwer NV   $              8,530
    

 

     10,461,998

 

 

 

Consumer Durables & Apparel – 0.5%

  100      Asics Corp.   1,398
  200      Bellway plc   6,062
  200      Berkeley Group Holdings plc   10,903
  100      Burberry Group plc   2,004
  200      Casio Computer Co. Ltd.   3,238
  8,300      Coats Group plc   5,973
  1,200      Countryside Properties plc   5,204
  1,700      Crest Nicholson Holdings plc   4,331
  2,200      DR Horton, Inc.   166,386
  1,400      EssilorLuxottica SA*   190,591
  200      Fujitsu General Ltd.   5,820
  100      Games Workshop Group plc   13,120
  11,262      Hanesbrands, Inc.   177,377
  200      Haseko Corp.   2,634
  1,300      Iida Group Holdings Co. Ltd.   26,312
  3,600      Leggett & Platt, Inc.   148,212
  2,867      Lennar Corp. Class A   234,177
  2,300      Mohawk Industries, Inc.*   224,457
  11,978      Newell Brands, Inc.   205,542
  65,100      NIKE, Inc. Class B   8,172,654
  700      Panasonic Corp.   5,963
  400      Persimmon plc   12,747
  63,630      PulteGroup, Inc.   2,945,433
  200      Puma SE*   17,979
  4,400      PVH Corp.   262,416
  1,100      Ralph Lauren Corp.   74,767
  100      Rinnai Corp.   9,754
  200      Sangetsu Corp.   3,083
  500      SEB SA   81,336
  600      Sega Sammy Holdings, Inc.   7,313
  1,500      Sekisui House Ltd.   26,581
  1,200      Sony Corp.   91,970
  2,600      Tapestry, Inc.   40,638
  1,670      Under Armour, Inc. Class A*   18,754
  1,761      Under Armour, Inc. Class C*   17,328
  1,577      Vistry Group plc   11,557
  23,900      Whirlpool Corp.   4,394,971
    

 

     17,628,985

 

 

 

Consumer Services – 0.2%

  600      888 Holdings plc   1,945
  100      Accor SA*   2,799
  500      Benesse Holdings, Inc.   12,869
  4,000      Carnival Corp.   60,720
  2,600      Compass Group plc   39,057
  1,700      Domino’s Pizza Group plc   8,000
  400      Domino’s Pizza, Inc.   170,112
  300      Flutter Entertainment plc   47,494
  2,900      GVC Holdings plc   36,320
  1,300      Hilton Worldwide Holdings, Inc.   110,916
  700      J D Wetherspoon plc   7,536
  400      Las Vegas Sands Corp.   18,664
  1,200      Marriott International, Inc. Class A   111,096
  28,300      McDonald’s Corp.   6,211,567
  1,200      MGM Resorts International   26,100
  4,400      Mitchells & Butlers plc*   7,673

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Consumer Services – (continued)

  2,100      Norwegian Cruise Line Holdings Ltd.*   $            35,931
  2,800      Playtech plc   13,073
  1,100      Rank Group plc   1,318
  300      Skylark Holdings Co. Ltd.   4,286
  2,000      Sodexo SA   142,568
  400      SSP Group plc   928
  4,400      William Hill plc   15,641
  100      Yoshinoya Holdings Co. Ltd.   1,873
  300      Yum! Brands, Inc.   27,390
    

 

     7,115,876

 

 

 

Diversified Financials – 0.4%

  100      Acom Co. Ltd.   435
  2,200      AEON Financial Service Co. Ltd.   20,055
  300      AJ Bell plc   1,742
  200      American Express Co.   20,050
  500      Ameriprise Financial, Inc.   77,055
  300      Ashmore Group plc   1,385
  6,900      Bank of New York Mellon Corp. (The)   236,946
  233      Berkshire Hathaway, Inc. Class B*   49,615
  100      BlackRock, Inc.   56,355
  300      Brewin Dolphin Holdings plc   903
  200      Cboe Global Markets, Inc.   17,548
  100      CME Group, Inc.   16,731
  1,100      Credit Saison Co. Ltd.   11,687
  200      Deutsche Boerse AG   35,064
  100      Euronext NV   12,527
  2,000      EXOR NV   108,565
  5,000      Franklin Resources, Inc.   101,750
  100      Hargreaves Lansdown plc   2,012
  100      Hitachi Capital Corp.   2,351
  1,600      IG Group Holdings plc   16,344
  1,200      IntegraFin Holdings plc   7,860
  200      Intercontinental Exchange, Inc.   20,010
  800      Intermediate Capital Group plc   12,304
  28,065      Invesco Ltd.   320,222
  24,400      Investec plc   44,905
  400      Japan Exchange Group, Inc.   11,211
  1,900      Jupiter Fund Management plc   5,485
  300      Liontrust Asset Management plc   4,800
  22,300      M&G plc   45,836
  8,300      Man Group plc   12,304
  100      MarketAxess Holdings, Inc.   48,159
  3,500      Mitsubishi UFJ Lease & Finance Co. Ltd.   16,262
  85      Moody’s Corp.   24,637
  122,100      Morgan Stanley   5,903,535
  400      MSCI, Inc.   142,712
  8,400      Natixis SA*   18,877
  500      Ninety One plc*   1,311
  4,400      Nomura Holdings, Inc.   20,108
  1,900      ORIX Corp.   23,731
  1,000      Plus500 Ltd.   20,214
  4,200      Quilter plc   6,945
  1,700      Raymond James Financial, Inc.   123,692
  16,400      S&P Global, Inc.   5,913,840
  200      Schroders plc   6,946
  100      Sofina SA   27,301
  900      St James’s Place plc   10,827

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Diversified Financials – (continued)

  2,312      Standard Life Aberdeen plc   $              6,733
  2,400      State Street Corp.   142,392
  10,826      Synchrony Financial   283,316
  200      T. Rowe Price Group, Inc.   25,644
    

 

     14,041,239

 

 

 

Energy – 0.2%

  7,300      Baker Hughes Co.   97,017
  500      Cabot Oil & Gas Corp.   8,680
  20,900      Cairn Energy plc*   38,787
  76,400      Chevron Corp.   5,500,800
  1,600      Concho Resources, Inc.   70,592
  2,600      ConocoPhillips   85,384
  1,700      Devon Energy Corp.   16,082
  4,600      ENEOS Holdings, Inc.   16,412
  3,171      EOG Resources, Inc.   113,966
  9,000      Halliburton Co.   108,450
  4,700      HollyFrontier Corp.   92,637
  27,500      John Wood Group plc   75,503
  6,600      Kinder Morgan, Inc.   81,378
  277      Koninklijke Vopak NV   15,608
  5,500      Marathon Oil Corp.   22,495
  2,700      Marathon Petroleum Corp.   79,218
  11,500      National Oilwell Varco, Inc.   104,190
  3,700      OMV AG*   101,236
  1,400      Petrofac Ltd.   2,010
  1,500      Phillips 66   77,760
  8,400      Royal Dutch Shell plc Class A   104,860
  600      Royal Dutch Shell plc Class B   7,276
  7,700      Schlumberger NV   119,812
  11,300      Tenaris SA   56,298
  6,151      TOTAL SE   211,241
  2,100      Valero Energy Corp.   90,972
    

 

     7,298,664

 

 

 

Food & Staples Retailing – 0.7%

  1,200      Aeon Co. Ltd.   32,281
  200      Ain Holdings, Inc.   14,012
  11,437      Carrefour SA   182,753
  300      Colruyt SA*   19,469
  100      Cosmos Pharmaceutical Corp.   17,427
  20,200      Costco Wholesale Corp.   7,171,000
  29,000      J Sainsbury plc   71,402
  6,200      Jeronimo Martins SGPS SA   99,698
  4,400      Kesko OYJ Class B   113,366
  100      Kobe Bussan Co. Ltd.   5,507
  8,200      Koninklijke Ahold Delhaize NV   242,375
  136,200      Kroger Co. (The)   4,618,542
  300      Lawson, Inc.   14,305
  1,000      Seven & i Holdings Co. Ltd.   31,070
  200      Sugi Holdings Co. Ltd.   14,141
  200      Sysco Corp.   12,444
  1,300      Tesco plc   3,566
  8,800      Walgreens Boots Alliance, Inc.   316,096
  64,500      Walmart, Inc.   9,024,195
  200      Welcia Holdings Co. Ltd.   8,771
  19,800      Wm Morrison Supermarkets plc   43,460
    

 

     22,055,880

 

 

 

Food, Beverage & Tobacco – 0.5%

  2,400      AG Barr plc   15,073
  400      Ajinomoto Co., Inc.   8,198
  4,700      Altria Group, Inc.   181,608

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Food, Beverage & Tobacco – (continued)

  1,900      Anheuser-Busch InBev SA/NV   $          102,297
  500      Asahi Group Holdings Ltd.   17,426
  1,600      Associated British Foods plc   38,521
  5,700      British American Tobacco plc   204,467
  97,300      Bunge Ltd.   4,446,610
  6,760      C&C Group plc   17,095
  100      Calbee, Inc.   3,294
  2,800      Campbell Soup Co.   135,436
  900      Coca-Cola Co. (The)   44,433
  5,912      Conagra Brands, Inc.   211,118
  800      Constellation Brands, Inc. Class A   151,608
  227      Cranswick plc   10,623
  2,400      Danone SA   155,460
  100      Davide Campari-Milano NV   1,091
  100      Diageo plc   3,435
  400      Fuji Oil Holdings, Inc.   12,591
  4,055      General Mills, Inc.   250,112
  5,700      Glanbia plc   58,854
  32,000      Greencore Group plc   40,495
  400      Hershey Co. (The)   57,336
  500      Hormel Foods Corp.   24,445
  3,800      Imperial Brands plc   67,121
  100      Ito En Ltd.   7,132
  1,800      J M Smucker Co. (The)   207,936
  100      Japan Tobacco, Inc.   1,824
  300      Kellogg Co.   19,377
  100      Kerry Group plc Class A   12,809
  700      Kewpie Corp.   14,397
  100      Kirin Holdings Co. Ltd.   1,878
  103,200      Kraft Heinz Co. (The)   3,090,840
  800      Maruha Nichiro Corp.   18,356
  245      McCormick & Co., Inc. (Non-Voting)   47,554
  200      MEIJI Holdings Co. Ltd.   15,277
  9,532      Molson Coors Beverage Co. Class B   319,894
  3,400      Mondelez International, Inc. Class A   195,330
  200      NH Foods Ltd.   8,940
  400      Nichirei Corp.   10,578
  100      Nissin Foods Holdings Co. Ltd.   9,395
  49,200      PepsiCo, Inc.   6,819,120
  300      Philip Morris International, Inc.   22,497
  900      Sapporo Holdings Ltd.   16,187
  300      Suntory Beverage & Food Ltd.   11,266
  3,200      Tate & Lyle plc   27,463
  100      Toyo Suisan Kaisha Ltd.   5,281
  5,700      Tyson Foods, Inc. Class A   339,036
  1,000      Yamazaki Baking Co. Ltd.   17,431
    

 

     17,498,545

 

 

 

Health Care Equipment & Services – 1.7%

  63,100      Abbott Laboratories   6,867,173
  500      ABIOMED, Inc.*   138,530
  800      Alfresa Holdings Corp.   17,522
  300      Align Technology, Inc.*   98,208
  1,753      AmerisourceBergen Corp.   169,901
  100      Amplifon SpA*   3,576
  1,607      Anthem, Inc.   431,624
  100      Asahi Intecc Co. Ltd.   3,143
  200      Baxter International, Inc.   16,084
  100      Becton Dickinson and Co.   23,268
  300      BioMerieux   46,959

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Health Care Equipment & Services – (continued)

  5,000      Cardinal Health, Inc.   $          234,750
  100      Carl Zeiss Meditec AG   12,630
  5,800      Centene Corp.*   338,314
  2,000      Cerner Corp.   144,580
  2,600      Cigna Corp.   440,466
  27,218      ConvaTec Group plc   62,702
  96,000      CVS Health Corp.   5,606,400
  31,821      Danaher Corp.   6,852,016
  3,200      DaVita, Inc.*   274,080
  4,100      Dentsply Sirona, Inc.   179,293
  11,600      DexCom, Inc.*   4,781,868
  200      DiaSorin SpA   40,238
  600      Edwards Lifesciences Corp.*   47,892
  1,900      Fresenius Medical Care AG & Co. KGaA   160,620
  4,000      Fresenius SE & Co. KGaA   181,897
  33,900      HCA Healthcare, Inc.   4,226,652
  3,300      Henry Schein, Inc.*   193,974
  1,000      Hologic, Inc.*   66,470
  100      Hoya Corp.   11,292
  12,200      Humana, Inc.   5,049,458
  18,587      Laboratory Corp. of America Holdings*   3,499,374
  200      M3, Inc.   12,371
  2,114      McKesson Corp.   314,838
  11,472      Mediclinic International plc   42,112
  1,200      Medipal Holdings Corp.   24,063
  300      Medtronic plc   31,176
  300      Olympus Corp.   6,239
  23,500      Quest Diagnostics, Inc.   2,690,515
  500      ResMed, Inc.   85,715
  400      Ship Healthcare Holdings, Inc.   19,587
  100      Siemens Healthineers AG   4,489
  100      Suzuken Co. Ltd.   3,814
  600      Toho Holdings Co. Ltd.   12,939
  9,700      UDG Healthcare plc   96,486
  34,600      UnitedHealth Group, Inc.   10,787,242
  3,000      Universal Health Services, Inc. Class B   321,060
  800      West Pharmaceutical Services, Inc.   219,920
  700      Zimmer Biomet Holdings, Inc.   95,298
    

 

     54,988,818

 

 

 

Household & Personal Products – 0.3%

  100      Beiersdorf AG   11,354
  300      Church & Dwight Co., Inc.   28,113
  700      Clorox Co. (The)   147,119
  300      Colgate-Palmolive Co.   23,145
  100      Fancl Corp.   3,265
  100      Kimberly-Clark Corp.   14,766
  200      Lion Corp.   4,106
  100      L’Oreal SA   32,543
  100      Pigeon Corp.   4,468
  64,200      Procter & Gamble Co. (The)   8,923,158
  800      PZ Cussons plc   2,427
  500      Reckitt Benckiser Group plc   48,753
  100      Rohto Pharmaceutical Co. Ltd.   3,288
  200      Unicharm Corp.   8,945
  200      Unilever NV   12,145
  2,300      Unilever plc   141,802
    

 

     9,409,397

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Insurance – 0.6%

  300      Admiral Group plc   $            10,118
  45,400      Aegon NV   117,509
  7,100      Aflac, Inc.   258,085
  1,800      Ageas SA/NV   73,654
  100      Allianz SE (Registered)   19,193
  3,600      Allstate Corp. (The)   338,904
  32,512      Aon plc Class A   6,707,226
  200      Arthur J Gallagher & Co.   21,116
  2,000      ASR Nederland NV   67,267
  3,600      Assicurazioni Generali SpA   50,740
  300      Assurant, Inc.   36,393
  18,200      Aviva plc   67,335
  4,700      AXA SA   86,987
  84,300      Brown & Brown, Inc.   3,816,261
  8,200      CNP Assurances*   102,838
  5,400      Direct Line Insurance Group plc   18,834
  300      Everest Re Group Ltd.   59,262
  75,200      Fidelity National Financial, Inc.   2,354,512
  500      Globe Life, Inc.   39,950
  100      Hannover Rueck SE   15,481
  7,300      Hartford Financial Services Group, Inc. (The)   269,078
  4,000      Japan Post Holdings Co. Ltd.   27,276
  1,500      Japan Post Insurance Co. Ltd.   23,618
  22,800      Just Group plc*   13,229
  100      Lancashire Holdings Ltd.   894
  18,400      Legal & General Group plc   44,886
  34,500      Mapfre SA   54,126
  400      Marsh & McLennan Cos., Inc.   45,880
  2,800      Phoenix Group Holdings plc   24,901
  6,800      Poste Italiane SpA   60,260
  6,200      Principal Financial Group, Inc.   249,674
  600      Progressive Corp. (The)   56,802
  1,000      Prudential plc   14,348
  17,000      RenaissanceRe Holdings Ltd.   2,885,580
  4,300      RSA Insurance Group plc   25,107
  200      Sabre Insurance Group plc   659
  100      Sompo Holdings, Inc.   3,452
  2,400      T&D Holdings, Inc.   23,660
  100      Tokio Marine Holdings, Inc.   4,375
  1,300      Travelers Cos., Inc. (The)   140,647
  16,100      Unum Group   270,963
    

 

     18,501,080

 

 

 

Materials – 1.0%

  200      ADEKA Corp.   2,880
  420      Air Liquide SA   66,574
  13,400      Air Products and Chemicals, Inc.   3,991,324
  500      Anglo American plc   12,097
  1,800      Antofagasta plc   23,755
  10,200      ArcelorMittal SA*   135,694
  500      Arkema SA   53,012
  200      Avery Dennison Corp.   25,568
  2,200      BASF SE   133,971
  800      BHP Group plc   17,067
  700      Celanese Corp.   75,215
  13,800      Centamin plc   36,028
  2,300      CF Industries Holdings, Inc.   70,633
  2,500      Corteva, Inc.   72,025
  1,600      Covestro AG   79,344
  5,700      CRH plc   206,138
  200      Croda International plc   16,133
  100      Daicel Corp.   721

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Materials – (continued)

  400      DIC Corp.   $            10,000
  3,200      Dow, Inc.   150,560
  200      Dowa Holdings Co. Ltd.   5,870
  6,400      DS Smith plc   24,314
  1,400      DuPont de Nemours, Inc.   77,672
  1,385      Eastman Chemical Co.   108,196
  100      Ecolab, Inc.   19,984
  700      Evonik Industries AG   18,108
  1,500      Evraz plc   6,679
  9,100      Ferrexpo plc   20,723
  34,500      FMC Corp.   3,653,895
  200      FP Corp.   8,424
  600      Fresnillo plc   9,268
  43,400      Glencore plc*   89,976
  1,800      HeidelbergCement AG   109,991
  200      Hill & Smith Holdings plc   3,072
  100      Hitachi Metals Ltd.   1,542
  500      Huhtamaki OYJ   24,641
  3,300      International Paper Co.   133,782
  300      Johnson Matthey plc   9,116
  100      JSR Corp.   2,377
  1,100      KAZ Minerals plc   7,438
  1,400      LANXESS AG   80,103
  25,247      Linde plc   6,011,728
  200      Lintec Corp.   4,657
  1,500      LyondellBasell Industries NV Class A   105,735
  300      Martin Marietta Materials, Inc.   70,608
  100      Maruichi Steel Tube Ltd.   2,504
  2,200      Mitsubishi Chemical Holdings Corp.   12,699
  400      Mitsubishi Gas Chemical Co., Inc.   7,441
  300      Mitsui Chemicals, Inc.   7,251
  1,900      Mondi plc   40,175
  6,000      Mosaic Co. (The)   109,620
  89,900      Newmont Corp.   5,704,155
  420      Nippon Light Metal Holdings Co. Ltd.   6,661
  100      Nippon Paint Holdings Co. Ltd.   10,295
  100      Nippon Sanso Holdings Corp.   1,538
  100      Nitto Denko Corp.   6,515
  2,600      Nucor Corp.   116,636
  1,400      Oji Holdings Corp.   6,433
  900      Packaging Corp. of America   98,145
  37,800      Petropavlovsk plc*   16,044
  600      Polymetal International plc   13,074
  800      PPG Industries, Inc.   97,664
  1,000      Rengo Co. Ltd.   7,559
  928      RHI Magnesita NV   30,308
  600      Rio Tinto plc   36,103
  17,900      Scotts Miracle-Gro Co. (The)   2,737,089
  600      Sealed Air Corp.   23,286
  8,800      Sherwin-Williams Co. (The)   6,131,312
  3,700      Smurfit Kappa Group plc   145,073
  500      Solvay SA   43,016
  5,700      Stora Enso OYJ Class R   89,217
  200      Sumitomo Bakelite Co. Ltd.   5,510
  1,900      Sumitomo Chemical Co. Ltd.   6,289
  200      Sumitomo Metal Mining Co. Ltd.   6,203
  100      Sumitomo Osaka Cement Co. Ltd.   3,234
  200      Symrise AG   27,624

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Materials – (continued)

  8,000      Synthomer plc   $            32,641
  300      Taiheiyo Cement Corp.   7,660
  300      Teijin Ltd.   4,653
  300      Tokai Carbon Co. Ltd.   3,208
  200      Tokuyama Corp.   4,821
  100      Tokyo Ohka Kogyo Co. Ltd.   5,178
  2,300      Toray Industries, Inc.   10,522
  300      Tosoh Corp.   4,871
  800      Toyo Seikan Group Holdings Ltd.   7,914
  400      Toyobo Co. Ltd.   5,510
  500      Ube Industries Ltd.   8,444
  600      Umicore SA   24,957
  100      UPM-Kymmene OYJ   3,044
  3,800      voestalpine AG   100,152
  400      Vulcan Materials Co.   54,216
  4,000      Westrock Co.   138,960
  2,900      Wienerberger AG*   76,638
  200      Yamato Kogyo Co. Ltd.   4,898
    

 

     31,833,598

 

 

 

Media & Entertainment – 2.7%

  63,412      Activision Blizzard, Inc.   5,133,201
  11,836      Alphabet, Inc. Class A*   17,346,842
  10,035      Alphabet, Inc. Class C*   14,747,436
  400      Auto Trader Group plc   2,904
  21,027      Bollore SA   78,321
  100      Capcom Co. Ltd.   5,581
  800      Charter Communications, Inc. Class A*   499,472
  168,000      Cineworld Group plc(a)   87,853
  214,460      Comcast Corp. Class A   9,920,920
  100      CTS Eventim AG & Co. KGaA*   4,833
  100      CyberAgent, Inc.   6,175
  200      Daiichikosho Co. Ltd.   6,424
  1,400      Dentsu Group, Inc.   41,323
  18,400      Discovery, Inc. Class A*   400,568
  20,400      Discovery, Inc. Class C*   399,840
  2,300      Electronic Arts, Inc.*   299,943
  72,581      Facebook, Inc. Class A*   19,008,964
  12,200      Fox Corp. Class A   339,526
  11,800      Fox Corp. Class B   330,046
  1,000      Hakuhodo DY Holdings, Inc.   12,931
  12,800      Interpublic Group of Cos., Inc. (The)   213,376
  200      Kakaku.com, Inc.   5,273
  36,100      Liberty Broadband Corp. Class C*   5,157,607
  738      Live Nation Entertainment, Inc.*   39,763
  24,400      Netflix, Inc.*   12,200,732
  9,300      News Corp. Class A   130,386
  5,509      News Corp. Class B   77,016
  300      Nexon Co. Ltd.   7,483
  3,200      Nippon Television Holdings, Inc.   34,407
  4,000      Omnicom Group, Inc.   198,000
  400      Pearson plc   2,837
  3,700      ProSiebenSat.1 Media SE*   48,489
  2,448      Publicis Groupe SA   78,899
  800      Rightmove plc   6,468
  200      Scout24 AG   17,445
  100      Square Enix Holdings Co. Ltd.   6,618
  26,700      Take-Two Interactive Software, Inc.*   4,411,374

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Media & Entertainment – (continued)

  1,300      TV Asahi Holdings Corp.   $            20,645
  100      Ubisoft Entertainment SA*   9,013
  10,900      ViacomCBS, Inc.   305,309
    

 

     91,644,243

 

 

 

Pharmaceuticals, Biotechnology & Life Sciences – 1.8%

  84,600      AbbVie, Inc.   7,410,114
  400      Agilent Technologies, Inc.   40,376
  2,500      Alexion Pharmaceuticals, Inc.*   286,075
  1,200      Amgen, Inc.   304,992
  100      Argenx SE*   26,417
  1,400      Astellas Pharma, Inc.   20,869
  500      AstraZeneca plc   54,632
  2,800      Bayer AG (Registered)   172,743
  1,000      Biogen, Inc.*   283,680
  42,200      BioMarin Pharmaceutical, Inc.*   3,210,576
  200      Bio-Rad Laboratories, Inc. Class A*   103,092
  9,700      Bristol-Myers Squibb Co.   584,813
  38,000      Charles River Laboratories International, Inc.*   8,605,100
  300      Chugai Pharmaceutical Co. Ltd.   13,463
  100      Dechra Pharmaceuticals plc   4,158
  100      Eisai Co. Ltd.   9,133
  600      Eli Lilly and Co.   88,812
  39,100      Exact Sciences Corp.*   3,986,245
  700      Galapagos NV*   99,239
  100      Genus plc   4,959
  300      Gerresheimer AG   33,573
  4,832      Gilead Sciences, Inc.   305,334
  10,100      GlaxoSmithKline plc   189,350
  200      Grifols SA   5,751
  100      Hikma Pharmaceuticals plc   3,352
  200      Hisamitsu Pharmaceutical Co., Inc.   10,225
  100      Illumina, Inc.*   30,908
  400      Ipsen SA   41,814
  27,500      IQVIA Holdings, Inc.*   4,334,825
  74,049      Johnson & Johnson   11,024,415
  300      Kaken Pharmaceutical Co. Ltd.   13,748
  800      Kissei Pharmaceutical Co. Ltd.   18,090
  200      Kyowa Kirin Co. Ltd.   5,691
  800      Merck & Co., Inc.   66,360
  100      Merck KGaA   14,579
  3,700      Mettler-Toledo International, Inc.*   3,573,275
  100      Mochida Pharmaceutical Co. Ltd.   3,952
  100      MorphoSys AG*   12,654
  23,066      Mylan NV*   342,069
  200      Ono Pharmaceutical Co. Ltd.   6,291
  300      Orion OYJ Class B   13,592
  400      Otsuka Holdings Co. Ltd.   16,946
  900      PerkinElmer, Inc.   112,959
  5,200      Perrigo Co. plc   238,732
  600      Pfizer, Inc.   22,020
  254      PureTech Health plc*   832
  1,000      QIAGEN NV*   51,940
  200      Recordati Industria Chimica e Farmaceutica SpA   10,245
  500      Regeneron Pharmaceuticals, Inc.*   279,890
  3,200      Sanofi   320,678
  100      Sartorius Stedim Biotech   34,540

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Pharmaceuticals, Biotechnology & Life Sciences – (continued)

  300      Sawai Pharmaceutical Co. Ltd.   $            15,137
  300      Shionogi & Co. Ltd.   16,057
  1,100      Sumitomo Dainippon Pharma Co. Ltd.   14,495
  300      Taisho Pharmaceutical Holdings Co. Ltd.   19,757
  1,100      Takeda Pharmaceutical Co. Ltd.   39,317
  17,450      Thermo Fisher Scientific, Inc.   7,704,524
  400      Tsumura & Co.   12,466
  300      UCB SA   34,072
  19,900      Vertex Pharmaceuticals, Inc.*   5,415,188
  200      Waters Corp.*   39,136
    

 

     59,758,267

 

 

 

Real Estate – 0.6%

  200      alstria office REIT-AG (REIT)   2,781
  23,947      American Tower Corp. (REIT)   5,788,708
  8,128      Assura plc (REIT)   8,091
  100      Big Yellow Group plc (REIT)   1,340
  200      BMO Commercial Property Trust Ltd. (REIT)   167
  3,500      CBRE Group, Inc. Class A*   164,395
  5,300      Civitas Social Housing plc (REIT)   7,219
  100      CLS Holdings plc   274
  35,900      Crown Castle International Corp. (REIT)   5,977,350
  100      Deutsche Wohnen SE   4,998
  100      Digital Realty Trust, Inc. (REIT)   14,676
  200      Duke Realty Corp. (REIT)   7,380
  7,390      Equinix, Inc. (REIT)   5,617,361
  100      GCP Student Living plc (REIT)   159
  1,700      Grainger plc   6,505
  1,000      Host Hotels & Resorts, Inc. (REIT)   10,790
  200      Hulic Co. Ltd.   1,877
  400      Inmobiliaria Colonial SOCIMI SA (REIT)   3,301
  6,700      IWG plc*   22,418
  1,300      Kojamo OYJ   27,921
  100      Land Securities Group plc (REIT)   673
  1,215      LondonMetric Property plc (REIT)   3,475
  500      LXI REIT plc (REIT)   695
  300      Merlin Properties Socimi SA (REIT)   2,502
  100      Mitsubishi Estate Co. Ltd.   1,515
  2,920      Primary Health Properties plc (REIT)   5,588
  100      Public Storage (REIT)   22,272
  100      Relo Group, Inc.   2,402
  800      Safestore Holdings plc (REIT)   8,035
  1,600      Savills plc   16,082
  56      SBA Communications Corp. (REIT)   17,835
  1,235      Segro plc (REIT)   14,842
  100      Sirius Real Estate Ltd.   94
  23,800      Sun Communities, Inc. (REIT)   3,346,518
  100      TAG Immobilien AG*   3,015
  500      Tritax Big Box REIT plc (REIT)   999
  700      Vonovia SE   47,987

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Real Estate – (continued)

  123      Warehouses De Pauw CVA (REIT)   $              4,476
  100      Workspace Group plc (REIT)   694
    

 

     21,167,410

 

 

 

Retailing – 1.6%

  1,000      Advance Auto Parts, Inc.   153,500
  6,576      Amazon.com, Inc.*   20,706,048
  2,900      AO World plc*   8,075
  300      Autobacs Seven Co. Ltd.   3,907
  100      AutoZone, Inc.*   117,764
  2,700      B&M European Value Retail SA   17,213
  1,800      Best Buy Co., Inc.   200,322
  3,200      Booking Holdings, Inc.*   5,474,176
  16,400      Burlington Stores, Inc.*   3,379,876
  1,313      CarMax, Inc.*   120,678
  300      Delivery Hero SE*   34,422
  13,700      Dixons Carphone plc   16,499
  20,400      Dollar General Corp.   4,276,248
  39,160      Dollar Tree, Inc.*   3,576,874
  600      Dunelm Group plc   10,803
  5,638      eBay, Inc.   293,740
  3,400      Frasers Group plc*   15,079
  1,830      Gap, Inc. (The)   31,165
  2,000      Genuine Parts Co.   190,340
  1,200      HelloFresh SE*   66,689
  37,450      Home Depot, Inc. (The)   10,400,239
  2,200      Inchcape plc   12,476
  4,500      Industria de Diseno Textil SA   124,490
  400      Izumi Co. Ltd.   14,586
  1,300      J Front Retailing Co. Ltd.   9,412
  1,300      JD Sports Fashion plc   13,570
  5,200      Kingfisher plc   19,918
  10,800      Kohl’s Corp.   200,124
  1,800      K’s Holdings Corp.   24,368
  2,300      L Brands, Inc.   73,163
  123,972      LKQ Corp.*   3,437,744
  3,500      Lowe’s Cos., Inc.   580,510
  12,000      Marks & Spencer Group plc   15,058
  200      Moneysupermarket.com Group plc   689
  200      Next plc   15,333
  600      Ocado Group plc*   21,222
  300      O’Reilly Automotive, Inc.*   138,324
  300      Pan Pacific International Holdings Corp.   6,986
  2,600      Pets at Home Group plc   14,212
  1,900      Rakuten, Inc.   20,488
  100      Shimachu Co. Ltd.   3,383
  1,800      Target Corp.   283,356
  2,000      Tractor Supply Co.   286,680
  500      Ulta Beauty, Inc.*   111,990
  6,100      Vivo Energy plc   5,903
  1,200      Watches of Switzerland Group plc*   5,203
  300      WH Smith plc   3,685
  5,000      Yamada Holdings Co. Ltd.   24,935
  100      Zalando SE*   9,343
    

 

     54,570,808

 

 

 

Semiconductors & Semiconductor Equipment – 1.9%

  2,800      Advanced Micro Devices, Inc.*   229,572

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Semiconductors & Semiconductor Equipment – (continued)

  100      Advantest Corp.   $              4,864
  36,600      Analog Devices, Inc.   4,272,684
  68,500      Applied Materials, Inc.   4,072,325
  800      ASM International NV   114,675
  300      ASML Holding NV   110,812
  700      BE Semiconductor Industries NV   30,010
  1,101      Broadcom, Inc.   401,116
  1,700      Dialog Semiconductor plc*   74,094
  4,600      Infineon Technologies AG   129,655
  193,600      Intel Corp.   10,024,608
  12,847      Lam Research Corp.   4,261,992
  100      Lasertec Corp.   8,220
  2,100      Microchip Technology, Inc.   215,796
  125,518      Micron Technology, Inc.*   5,894,325
  22,700      MKS Instruments, Inc.   2,479,521
  29,590      NVIDIA Corp.   16,014,700
  2,500      Qorvo, Inc.*   322,525
  59,659      QUALCOMM, Inc.   7,020,671
  2,400      Renesas Electronics Corp.*   17,615
  100      Rohm Co. Ltd.   7,731
  2,500      Skyworks Solutions, Inc.   363,750
  20,500      STMicroelectronics NV   629,260
  40,500      Texas Instruments, Inc.   5,782,995
  100      Ulvac, Inc.   3,644
  300      Xilinx, Inc.   31,272
    

 

     62,518,432

 

 

 

Software & Services – 3.4%

  24,700      Accenture plc Class A   5,581,953
  21,200      Adobe, Inc.*   10,397,116
  28,800      Akamai Technologies, Inc.*   3,183,552
  1,100      Alten SA*   104,208
  1,700      Amadeus IT Group SA   94,411
  13,500      ANSYS, Inc.*   4,417,605
  1,604      Atos SE*   128,891
  800      Autodesk, Inc.*   184,808
  1,000      Automatic Data Processing, Inc.   139,490
  1,200      Avast plc   8,147
  100      AVEVA Group plc   6,168
  600      Bechtle AG   121,406
  50,400      Booz Allen Hamilton Holding Corp.   4,182,192
  27,300      Cadence Design Systems, Inc.*   2,910,999
  800      CANCOM SE   41,322
  1,000      Capgemini SE   128,295
  2,500      Citrix Systems, Inc.   344,275
  6,300      Cognizant Technology Solutions Corp. Class A   437,346
  300      Computacenter plc   9,161
  400      Dassault Systemes SE   74,633
  18,300      DXC Technology Co.   326,655
  978      Edenred   43,909
  11,200      EPAM Systems, Inc.*   3,620,736
  5,100      Equiniti Group plc   7,481
  200      FDM Group Holdings plc   2,614
  44,400      Fidelity National Information Services, Inc.   6,536,124
  16,600      Finablr plc*(b)   2,362
  3,900      Fiserv, Inc.*   401,895
  1,000      FleetCor Technologies, Inc.*   238,100
  1,000      Fortinet, Inc.*   117,810
  340      Fujitsu Ltd.   46,450
  2,200      Gartner, Inc.*   274,890

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Software & Services – (continued)

  1,400      Global Payments, Inc.   $          248,612
  100      Infomart Corp.   887
  4,300      International Business Machines Corp.   523,181
  207      Intuit, Inc.   67,525
  200      Itochu Techno-Solutions Corp.   7,587
  400      Jack Henry & Associates, Inc.   65,036
  394      Kainos Group plc   5,049
  3,900      Leidos Holdings, Inc.   347,685
  33,652      Mastercard, Inc. Class A   11,380,097
  1,896      Micro Focus International plc   6,027
  102,121      Microsoft Corp.   21,479,110
  500      NEC Corp.   29,247
  100      Nemetschek SE   7,309
  100      NET One Systems Co. Ltd.   4,543
  4,400      Nexi SpA*   88,186
  300      Nihon Unisys Ltd.   9,465
  200      Nomura Research Institute Ltd.   5,889
  7,427      NortonLifeLock, Inc.   154,779
  1,000      NTT Data Corp.   12,797
  151,262      Oracle Corp.   9,030,341
  100      Otsuka Corp.   5,110
  300      Paychex, Inc.   23,931
  1,063      PayPal Holdings, Inc.*   209,443
  1,400      Sage Group plc (The)   13,010
  657      salesforce.com, Inc.*   165,117
  800      SAP SE   124,575
  200      SCSK Corp.   11,190
  13,576      ServiceNow, Inc.*   6,584,360
  200      Softcat plc   3,110
  700      Sopra Steria Group*   110,970
  19,700      Synopsys, Inc.*   4,215,406
  100      TeamViewer AG*   4,932
  400      TIS, Inc.   8,496
  300      Tyler Technologies, Inc.*   104,568
  334      VeriSign, Inc.*   68,420
  62,294      Visa, Inc. Class A   12,456,931
  9,100      Western Union Co. (The)   195,013
  520      Worldline SA*   42,579
    

 

     111,935,517

 

 

 

Technology Hardware & Equipment – 1.6%

  1,300      Alps Alpine Co. Ltd.   17,523
  400      Amano Corp.   9,301
  1,400      Amphenol Corp. Class A   151,578
  1,900      Anritsu Corp.   43,297
  216,476      Apple, Inc.   25,070,086
  17,500      Arista Networks, Inc.*   3,621,275
  200      Azbil Corp.   7,494
  1,100      Brother Industries Ltd.   17,498
  500      Canon Marketing Japan, Inc.   10,036
  800      Canon, Inc.   13,269
  2,400      CDW Corp.   286,872
  202,726      Cisco Systems, Inc.   7,985,377
  1,100      Citizen Watch Co. Ltd.   3,086
  2,900      Corning, Inc.   93,989
  82,200      Dell Technologies, Inc. Class C*   5,564,118
  44,000      Dolby Laboratories, Inc. Class A   2,916,320
  2,602      F5 Networks, Inc.*   319,448
  7,992      FLIR Systems, Inc.   286,513
  500      FUJIFILM Holdings Corp.   24,646
  200      Halma plc   6,042
  100      Hamamatsu Photonics KK   5,054

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Technology Hardware & Equipment – (continued)

  24,200      Hewlett Packard Enterprise Co.   $          226,754
  1,120      Hitachi Ltd.   37,923
  100      Horiba Ltd.   5,230
  19,800      HP, Inc.   376,002
  100      Ibiden Co. Ltd.   3,408
  800      IPG Photonics Corp.*   135,976
  12,987      Juniper Networks, Inc.   279,220
  2,100      Keysight Technologies, Inc.*   207,438
  1,600      Konica Minolta, Inc.   4,538
  1,314      Motorola Solutions, Inc.   206,048
  200      Murata Manufacturing Co. Ltd.   13,005
  6,421      NetApp, Inc.   281,497
  400      Nippon Electric Glass Co. Ltd.   7,475
  33,400      Nokia OYJ*   130,723
  1,600      Oki Electric Industry Co. Ltd.   17,271
  100      Omron Corp.   7,819
  200      Oxford Instruments plc   4,091
  100      Renishaw plc   7,231
  2,200      Ricoh Co. Ltd.   14,850
  7,100      Seagate Technology plc   349,817
  1,100      Seiko Epson Corp.   12,650
  300      Spectris plc   9,418
  3,000      Spirent Communications plc   11,032
  200      Taiyo Yuden Co. Ltd.   6,300
  2,600      TE Connectivity Ltd.   254,124
  5,100      Western Digital Corp.   186,405
  14,689      Zebra Technologies Corp. Class A*   3,708,385
    

 

     52,957,452

 

 

 

Telecommunication Services – 0.3%

  293,600      AT&T, Inc.   8,370,536
  2,000      BT Group plc   2,533
  700      Cellnex Telecom SA   42,492
  36,609      CenturyLink, Inc.   369,385
  1,000      Deutsche Telekom AG (Registered)   16,650
  100      Elisa OYJ   5,879
  1,500      Freenet AG   30,304
  200      Iliad SA   36,687
  1,800      KDDI Corp.   45,273
  3,500      Koninklijke KPN NV   8,212
  3,100      Nippon Telegraph & Telephone Corp.   63,292
  1,300      NTT DOCOMO, Inc.   47,770
  6,300      Orange SA   65,618
  300      Proximus SADP   5,473
  100      TalkTalk Telecom Group plc   103
  212,300      Telecom Italia SpA   85,091
  4,500      Telefonica Deutschland Holding AG   11,501
  23,100      Telefonica SA   79,131
  200      T-Mobile US, Inc.*   22,872
  600      United Internet AG (Registered)   22,946
  11,125      Verizon Communications, Inc.   661,826
  48,700      Vodafone Group plc   64,548
    

 

     10,058,122

 

 

 

Transportation – 0.4%

  2,100      Abertis Infraestructuras SA*(b)   15,930
  4,800      Alaska Air Group, Inc.   175,824
  3,800      Atlantia SpA*   59,513
  200      Central Japan Railway Co.   28,668

 

 

 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Description   Value
  Common Stocks – (continued)
 

Transportation – (continued)

  1,800      CH Robinson Worldwide, Inc.   $          183,942
  100      Clarkson plc   2,907
  2,100      CSX Corp.   163,107
  400      Deutsche Lufthansa AG (Registered)*   3,465
  200      Deutsche Post AG (Registered)   9,075
  100      easyJet plc   644
  900      Expeditors International of Washington, Inc.   81,468
  23,700      FedEx Corp.   5,961,024
  41,200      Firstgroup plc*   20,124
  2,400      Go-Ahead Group plc (The)   17,854
  100      Japan Airlines Co. Ltd.   1,865
  400      JB Hunt Transport Services, Inc.   50,552
  400      Kamigumi Co. Ltd.   7,882
  1,100      Old Dominion Freight Line, Inc.   199,012
  9,400      Royal Mail plc   28,824
  100      Sankyu, Inc.   3,949
  100      SG Holdings Co. Ltd.   5,203
  5,300      Southwest Airlines Co.   198,750
  32,400      Union Pacific Corp.   6,378,588
  200      Wizz Air Holdings plc*   8,017
  200      Yamato Holdings Co. Ltd.   5,269
    

 

     13,611,456

 

 

 

Utilities – 0.1%

  32,400      A2A SpA   47,061
  2,213      AES Corp. (The)   40,077
  200      Alliant Energy Corp.   10,330
  200      Ameren Corp.   15,816
  100      American Electric Power Co., Inc.   8,173
  152      American Water Works Co., Inc.   22,022
  300      Atmos Energy Corp.   28,677
  7,100      CenterPoint Energy, Inc.   137,385
  48,100      Centrica plc   24,888
  100      Chubu Electric Power Co., Inc.   1,216
  100      Chugoku Electric Power Co., Inc. (The)   1,250
  440      CMS Energy Corp.   27,020
  2,400      Consolidated Edison, Inc.   186,720
  1,870      ContourGlobal plc   4,670
  400      Dominion Energy, Inc.   31,572
  9,400      Drax Group plc   32,271
  1,100      DTE Energy Co.   126,544
  2,200      Duke Energy Corp.   194,832
  4,000      E.ON SE   44,090
  2,800      Edison International   142,352
  19,900      EDP—Energias de Portugal SA   97,847
  1,895      Electricite de France SA   20,018
  1,800      Enagas SA   41,532
  700      Endesa SA   18,724
  10,100      Enel SpA   87,627
  7,900      Engie SA*   105,572
  500      Entergy Corp.   49,265
  2,900      Evergy, Inc.   147,378
  200      Eversource Energy   16,710
  6,000      Exelon Corp.   214,560
  3,512      FirstEnergy Corp.   100,829
  2,700      Fortum OYJ   54,589
  8,900      Hera SpA   32,817
  1,500      Hokuriku Electric Power Co.   11,232

 

 

Shares      Description   Value
  Common Stocks – (continued)
 

Utilities – (continued)

  17,200      Iberdrola SA   $          211,708
  5,300      Italgas SpA   33,426
  100      Kyushu Electric Power Co., Inc.   907
  1,400      Naturgy Energy Group SA   28,077
  100      NextEra Energy, Inc.   27,756
  3,900      NiSource, Inc.   85,800
  5,198      NRG Energy, Inc.   159,786
  300      Osaka Gas Co. Ltd.   5,841
  1,100      Pennon Group plc   14,635
  700      Pinnacle West Capital Corp.   52,185
  2,300      Public Service Enterprise Group, Inc.   126,293
  300      Red Electrica Corp. SA   5,627
  643      Rubis SCA   25,744
  900      RWE AG   33,704
  400      Severn Trent plc   12,594
  1,100      Shikoku Electric Power Co., Inc.   8,388
  1,050      Siemens Energy AG*   28,315
  800      Snam SpA   4,114
  400      Southern Co. (The)   21,688
  4,700      SSE plc   73,152
  4,200      Suez SA   77,604
  300      Telecom Plus plc   5,151
  1,800      Terna Rete Elettrica Nazionale SpA   12,594
  100      Toho Gas Co. Ltd.   4,948
  800      Tohoku Electric Power Co., Inc.   8,018
  400      Tokyo Gas Co. Ltd.   9,128
  200      United Utilities Group plc   2,209
  3,200      Veolia Environnement SA   69,043
  400      Verbund AG Class A   21,845
  300      WEC Energy Group, Inc.   29,070
  300      Xcel Energy, Inc.   20,703
    

 

     3,345,719

 

 

 

 TOTAL COMMON STOCKS

(Cost $619,837,875)

   $   739,538,327

 

 

    
  Exchange-Traded Funds – 15.2%
  118,859      Invesco Emerging Markets Sovereign Debt ETF(a)   $       3,223,456
  3,434,684      Invesco Senior Loan ETF(a)   74,670,030
  7,162,314      iShares Core MSCI Emerging Markets ETF   378,170,179
  595,292      SPDR Bloomberg Barclays Convertible Securities ETF   41,009,666
  168,414      SPDR Dow Jones International Real Estate ETF(a)   5,003,580
  54,112      SPDR Dow Jones REIT ETF(a)   4,219,113

 

 

 

 TOTAL EXCHANGE-TRADED FUNDS

(Cost $511,541,223)

   $   506,296,024

 

 

    
 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Shares      Dividend
Rate		   Value
  Investment Company(c) – 56.2%
 

Goldman Sachs Financial Square Government Fund — Institutional
Shares

  1,874,825,652      0.027%   $1,874,825,652
  (Cost $1,874,825,652)  

 

 

 

 TOTAL INVESTMENTS BEFORE SECURITIES
LENDING REINVESTMENT VEHICLE
(Cost $3,006,204,750)		   $3,120,660,003

 

 

    
Shares      Dividend
Rate		   Value
  Securities Lending Reinvestment Vehicle(c) – 2.5%
 

Goldman Sachs Financial Square Government Fund — Institutional
Shares

  83,725,625      0.027%   $     83,725,625
  (Cost $83,725,625)  

 

 

 
 TOTAL INVESTMENTS – 96.0%
(Cost $3,089,930,375)		   $3,204,385,628

 

 

 

 OTHER ASSETS IN EXCESS OF

    LIABILITIES – 4.0%

   132,801,979

 

 

  NET ASSETS – 100.0%   $3,337,187,607

 

 

The percentage shown for each investment category reflects the
value of investments in that category as a percentage of net assets.
*    Security is currently in default and/or non-income producing.
(a)    All or a portion of security is on loan.
(b)    Significant unobservable inputs were used in the valuation of this portfolio security; i.e., Level 3.
(c)    Represents an Affiliated Issuer.

 

 

Investment Abbreviations:
CVA  

— Dutch Certification

REIT  

— Real Estate Investment Trust

SPDR  

— Standard and Poor’s Depositary Receipts

Currency Abbreviations:
AUD  

— Australian Dollar

CAD  

— Canadian Dollar

CHF  

— Swiss Franc

EUR  

— Euro

GBP  

— British Pound

INR  

— Indian Rupee

JPY  

— Japanese Yen

KRW  

— South Korean Won

NZD  

— New Zealand Dollar

PHP  

— Philippines Peso

SEK  

— Swedish Krona

TWD  

— Taiwan Dollar

USD  

— United States Dollar

 

For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.
 

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At September 30, 2020, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Gain		  

 

  

JPMorgan Chase Bank NA

     

INR

      432,160,000          USD        5,847,642          10/29/2020        $ 11,641  
    

KRW

      4,047,000,000          USD        3,465,135          10/29/2020          5,654  
    

PHP

      295,320,000          USD        6,076,872          10/29/2020          13,483  
    

USD

      7,443,144          EUR        6,330,000          10/23/2020          18,225  

 

  

TOTAL

 

                   $ 49,003  

 

  
FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Loss		  

 

  

JPMorgan Chase Bank NA

     

AUD

      8,260,000          USD        5,968,075          10/23/2020        $ (51,567 ) 
    

CAD

      11,070,000          USD        8,340,340          10/23/2020          (26,153 ) 
    

CHF

      9,670,000          USD        10,574,173          10/23/2020          (68,997 ) 
    

JPY

      439,040,000          USD        4,199,639          10/23/2020          (35,758 ) 
    

NZD

      10,510,000          USD        7,025,860          10/23/2020          (72,992 ) 
    

SEK

      35,220,000          USD        3,981,352          10/23/2020          (47,873 ) 
    

TWD

      101,470,000          USD        3,521,699          10/29/2020          (3,617 ) 
    

USD

      3,638,185          CAD        4,870,000          10/23/2020          (19,456 ) 
    

USD

      3,681,390          CHF        3,390,000          10/23/2020          (1,397 ) 
    

USD

      3,432,234          GBP        2,670,000          10/23/2020          (13,383 ) 

 

  

TOTAL

 

                   $ (341,193 ) 

 

  

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS — At September 30, 2020, the Fund had the following futures contracts:

 

Description      Number of
Contracts		      Expiration
Date		      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                  

100 oz Gold

      74      12/29/2020      $ 13,997,100      $ (201,594 ) 

3 Month Canadian Bankers Acceptance

      19      12/14/2020        3,549,078        40,856  

3 Month Canadian Bankers Acceptance

      18      03/15/2021        3,362,622        2,750  

3 Month Canadian Bankers Acceptance

      19      06/14/2021        3,548,900        140  

3 Month Eurodollar

      15      12/14/2020        3,740,812        1,653  

Australia 10 Year Bond

      303      12/15/2020        32,316,777        175,185  

Canada 10 Year Bond

      269      12/18/2020        30,674,747        (18,241 ) 

Copper

      57      12/29/2020        4,308,487        296,243  

DAX Index

      25      12/18/2020        9,364,212        (323,669 ) 

EURO STOXX 50 Index

      3,202      12/18/2020        119,908,667        (4,820,782 ) 

Euro-Bobl

      511      12/08/2020        80,983,315        (34,380 ) 

Euro-BTP

      103      12/08/2020        17,822,108        199,045  

Euro-Bund

      378      12/08/2020        77,331,543        96,392  

Euro-Buxl

      28      12/08/2020        7,310,929        62,959  

Euro-OAT

      148      12/08/2020        29,233,353        112,001  

Euro-Schatz

      315      12/08/2020        41,469,293        (2,400 ) 

FTSE 100 Index

      481      12/18/2020        36,255,758        (1,546,828 ) 

Japan 10 Year Bond

      3      12/14/2020        4,325,985        551  

KOSPI 200 Index

      77      12/10/2020        5,101,785        (45,456 ) 

LME Nickel Base Metal

      40      11/18/2020        3,480,300        (90,543 ) 

Long Gilt

      210      12/29/2020        36,865,945        122,901  

MSCI Taiwan Index

      89      10/29/2020        4,387,700        106,390  

NASDAQ 100 E-Mini Index

      31      12/18/2020        7,072,495        87,315  

OMXS30 Index

      193      10/16/2020        3,946,373        24,069  

S&P Midcap 400 E-Mini Index

      32      12/18/2020        5,938,880        (1,109 ) 

S&P/TSX 60 Index

      23      12/17/2020        3,321,618        (52,361 ) 

Soybean

      69      11/13/2020        3,525,900        89,483  

TOPIX Index

      220      12/10/2020        33,907,931        797,447  

U.S. Treasury 2 Year Note

      364      12/31/2020        80,421,250        27,818  

U.S. Treasury 5 Year Note

      861      12/31/2020        108,492,726        79,946  

U.S. Treasury 10 Year Note

      901      12/21/2020        125,689,500        222,677  

U.S. Treasury Long Bond

      159      12/21/2020        28,008,844        (54,521 ) 

 

  

Total

                   $ (4,646,063 ) 

 

  

Short position contracts:

                  

3 Month Euroswiss

      (9)      12/14/2020        (2,461,919 )       (692 ) 

Russell 2000 E-Mini Index

      (252)      12/18/2020        (18,955,440 )       (188,836 ) 

S&P 500 E-Mini Index

      (228)      12/18/2020        (38,212,800 )       241,513  

 

  

Total

                   $ 51,985  

 

  

Total Futures Contracts

 

    $ (4,594,078 ) 

 

  

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

SWAP CONTRACTS — At September 30, 2020, the Fund had the following swap contracts:

CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS

 

Reference

Obligation/Index(a)

   Financing Rate
Received (Paid) by
the Fund		     Credit
Spread at
September 30,
2020(b)		     Termination
Date		    

Notional
Amount

(000’s)

     Value    

Upfront
Premium

(Received)
Paid

     Unrealized
Appreciation/
(Depreciation)		  

 

  

Protection Sold:

 

            

iTraxx Europe Crossover Index

     5.000%       3.450%       12/20/2025     EUR   92,350     $ 7,906,836     $ 8,603,368     $ (696,532 ) 

iTraxx Europe Index

     1.000          0.595          12/20/2025       10,950       275,260       283,575       (8,315 ) 

Markit CDX North America High Yield Index

     5.000          4.072          12/20/2025     USD   206,900       8,977,161       8,388,291       588,870  

Markit CDX North America Investment Grade Index

     1.000          0.592          12/20/2025       9,850       208,834       237,886       (29,052 ) 

 

  

TOTAL

           $  17,368,091     $  17,513,120     $ (145,029 ) 

 

  

 

(a)   Payments received quarterly.
(b)   Credit spread on the referenced obligation, together with the period of expiration, are indicators of payment/performance risk. The likelihood of a credit event occurring which would require a fund or its counterparty to make a payment or otherwise be required to perform under the swap contract is generally greater as the credit spread and term of the swap contract increase.

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS

 

Referenced

Obligation/Index

   Financing Rate
Received (Paid) by
the Fund		     Counterparty   Termination
Date		     Notional
Amount
(000’s)		     Unrealized
Appreciation /
(Depreciation)(a)		  

 

  
Alerian MLP Index Total Return(b)     (0.152)%     Bank of America NA     05/17/2021     USD   11,164     $ (735,990 ) 
Bloomberg Roll Select Commodity Index Total Return(c)     (0.000)        JPMorgan Chase Bank NA     02/26/2021       5,337       48,497  
Euro Stoxx Gross Total Return Index(d)     0.526            06/16/2021     EUR   11,718       456,752  
FTSE 100 Total Return Index(d)     0.049            09/15/2021     GBP   3,234       163,623  
J.P. Morgan Bespoke Global Energy Sector Index(b)     (0.152)            08/24/2021     USD   1,310       (105,641 ) 
J.P. Morgan Bespoke Global Healthcare Sector Index(b)     (0.152)            08/24/2021       56,046       (548,097 ) 
J.P. Morgan Bespoke Global Materials Sector Index(b)     (0.152)            08/24/2021       19,375       (867,547 ) 
J.P. Morgan Bespoke Global Technology Sector Index(b)     (0.152)            08/24/2021       32,725       289,320  
MSCI The World Growth Net Return Index(b)     (0.152)            08/25/2021       198,424       (1,143,140 ) 
MSCI The World Net Return Index(d)     0.152            08/25/2021       345,067       5,519,403  

 

  

TOTAL

           $ 3,077,180  

 

  

 

(a)   There are no upfront payments on the swap contracts listed above; therefore the unrealized gains (losses) on the swap contracts are equal to their value.
(b)   Payments made monthly.
(c)   Payments made weekly.
(d)   Payments received monthly.

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

PURCHASED OPTIONS CONTRACTS and WRITTEN OPTIONS CONTRACTS — At September 30, 2020, the Fund had the following purchased & written options contracts:

 

Description    Counterparty   Exercise
Price		   Expiration
Date		     Number of
Contracts		     Notional
Amount		     Value     Premiums
Paid
(Received)
by the
Fund		     Unrealized
Appreciation/
Depreciation		  

 

  

Purchased options contracts:

 

      

Puts

 

      

S&P 500 Index

    Morgan Stanley Co., Inc.   2,525  USD     10/30/2020       74     $ 24,886,200     $ 16,095     $ 71,782     $ (55,687 ) 
     2,670  USD     10/30/2020       20       6,726,000       6,900       28,215       (21,315 ) 
     2,740  USD     10/30/2020       305       102,571,500       137,250       289,650       (152,400 ) 
     2,825  USD     10/30/2020       234       78,694,200       152,100       124,455       27,645  

 

  

Total purchased options contracts

 

     633       $ 312,345     $ 514,102     $ (201,757 ) 

 

  

Written options contracts:

 

      

Puts

 

      

S&P 500 Index

    Morgan Stanley Co., Inc.   3,260  USD     10/30/2020       180     $ (60,534,000 )    $ (1,064,700 )    $ (1,532,185 )    $ 467,485  
     3,265  USD     10/30/2020       74       (24,886,200 )      (448,070 )      (603,105 )      155,035  
     3,290  USD     10/30/2020       234       (78,694,200 )      (1,593,540 )      (1,313,508 )      (280,032 ) 
     3,350  USD     10/30/2020       125       (42,037,500 )      (1,125,000 )      (1,025,924 )      (99,076 ) 
     3,480  USD     10/30/2020       20       (6,726,000 )      (324,800 )      (201,685 )      (123,115 ) 

 

  

Total written options contracts

 

     633       $ (4,556,110 )    $ (4,676,407 )    $ 120,297  

 

  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments

September 30, 2020 (Unaudited)

 

Shares   Dividend
Rate		   Value
Investment Company(a) – 72.3%

Goldman Sachs Financial Square Government Fund — Institutional Shares

30,453,151

   0.027%   $30,453,151

 

TOTAL INVESTMENTS – 72.3%
(Cost $30,453,151)		   $30,453,151

 

OTHER ASSETS IN EXCESS OF     LIABILITIES – 27.7%   11,689,324

 

NET ASSETS – 100.0%   $42,142,475

 

The percentage shown for each investment category reflects the
value of investments in that category as a percentage of net assets.
(a)   Represents an Affiliated Issuer.

 

 

Currency Abbreviations:
AUD  

— Australian Dollar

BRL  

— Brazilian Real

CAD  

— Canadian Dollar

CHF  

— Swiss Franc

CLP  

— Chilean Peso

CZK  

— Czech Koruna

EUR  

— Euro

GBP  

— British Pound

HUF  

— Hungarian Forint

IDR  

— Indonesian Rupiah

ILS  

— Israel New Shekel

INR  

— Indian Rupee

JPY  

— Japanese Yen

KRW  

— South Korean Won

MXN  

— Mexican Peso

NOK  

— Norwegian Krone

NZD  

— New Zealand Dollar

PHP  

— Philippines Peso

PLN  

— Polish Zloty

RUB  

— Russian Ruble

SEK  

— Swedish Krona

THB  

— Thailand Baht

TWD  

— Taiwan Dollar

USD  

— United States Dollar

ZAR  

— South African Rand

 

For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.
 

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At September 30, 2020, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Gain		  

 

  

Morgan Stanley Co., Inc.

     

INR

      90,050,000          USD        1,218,569          10/29/2020        $ 2,341  
    

USD

      139,829          BRL        760,000          10/29/2020          4,597  
    

USD

      453,472          CLP        350,180,000          10/29/2020          7,312  
    

USD

      1,082,288          CZK        24,970,000          10/23/2020          278  
    

USD

      909,613          HUF        280,800,000          10/26/2020          4,202  
    

USD

      440,316          KRW        513,250,000          10/29/2020          143  
    

USD

      4,041,360          NOK        37,490,000          10/23/2020          21,969  
    

USD

      254,024          RUB        19,450,000          10/29/2020          4,269  
    

USD

      609,281          SEK        5,390,000          10/23/2020          7,309  
    

USD

      1,239,716          THB        38,790,000          10/26/2020          15,641  
    

USD

      179,095          TWD        5,130,000          10/29/2020          1,232  
    

ZAR

      14,240,000          USD        846,455          10/23/2020          1,495  

 

  

TOTAL

                           $ 70,788  

 

  
FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Loss		  

 

  

Morgan Stanley Co., Inc.

     

IDR

      3,606,920,000          USD        242,972          11/03/2020        $ (955 ) 
    

MXN

      14,200,000          USD        658,525          10/23/2020          (17,971 ) 
    

PLN

      760,000          USD        199,010          10/23/2020          (2,385 ) 
    

USD

      6,062          CZK        140,000          10/23/2020          (4 ) 
    

USD

      202,806          ILS        700,000          10/23/2020          (1,571 ) 
    

USD

      699,607          NOK        6,550,000          10/23/2020          (2,634 ) 
    

USD

      63,440          PHP        3,080,000          10/29/2020          (78 ) 
    

USD

      280,122          SEK        2,510,000          10/23/2020          (202 ) 

 

  

TOTAL

                           $  (25,800 ) 

 

  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS — At September 30, 2020, the Fund had the following futures contracts:

 

Description      Number of
Contracts		      Expiration
Date		      Notional
Amount		        Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                    

100 oz Gold

      6      12/29/2020      $ 1,134,900        $  (41,407 ) 

3 Month Canadian Bankers Acceptance

      1      12/14/2020        186,794          27  

3 Month Canadian Bankers Acceptance

      1      03/15/2021        186,812          73  

3 Month Canadian Bankers Acceptance

      1      06/14/2021        186,784          7  

Australia 10 Year Bond

      162      12/15/2020        17,278,277          78,353  

Brent Crude Oil

      10      01/29/2021        432,800          6,420  

Canada 10 Year Bond

      23      12/18/2020        2,622,748          (2,150 ) 

Cocoa

      17      03/16/2021        428,230          2,076  

Coffee ‘C’

      11      03/19/2021        464,887          (23,847 ) 

Copper

      6      03/29/2021        454,725          7,133  

Corn

      24      03/12/2021        464,400          46,712  

Cotton No. 2

      14      03/09/2021        465,850          9,771  

Euro-Bobl

      4      12/08/2020        633,920          (65 ) 

Euro-BTP

      1      12/08/2020        173,030          2,355  

Euro-OAT

      2      12/08/2020        395,045          165  

Feeder Cattle

      6      11/19/2020        425,775          21  

Foreign Exchange AUD/USD

      5      12/14/2020        358,050          (448 ) 

Foreign Exchange NZD/USD

      33      12/14/2020        2,182,950          (16,103 ) 

KC HRW Wheat

      18      03/12/2021        465,750          53,142  

KOSPI 200 Index

      1      12/10/2020        66,257          (675 ) 

Lean Hogs

      16      02/12/2021        435,520          33,310  

Live Cattle

      10      02/26/2021        462,800          5,928  

LME Aluminum Base Metal

      13      10/21/2020        565,419          32,118  

LME Aluminum Base Metal

      4      11/18/2020        175,225          14,485  

LME Aluminum Base Metal

      7      12/16/2020        308,744          12,896  

LME Aluminum Base Metal

      8      01/20/2021        353,900          (5,678 ) 

LME Aluminum Base Metal

      10      02/17/2021        443,812          (6,225 ) 

LME Lead Base Metal

      2      10/21/2020        90,375          (6,375 ) 

LME Lead Base Metal

      2      11/18/2020        90,750          (4,181 ) 

LME Nickel Base Metal

      2      10/21/2020        173,844          (4,979 ) 

LME Nickel Base Metal

      3      11/18/2020        261,023          (6,908 ) 

LME Zinc Base Metal

      9      10/21/2020        537,975          48,511  

LME Zinc Base Metal

      5      11/18/2020        299,625          31,377  

LME Zinc Base Metal

      5      12/16/2020        300,281          29,667  

LME Zinc Base Metal

      6      01/20/2021        361,200          (3,623 ) 

LME Zinc Base Metal

      8      02/17/2021        482,600          (6,211 ) 

Low Sulphur Gasoil

      13      02/11/2021        455,650          5,529  

MSCI Taiwan Index

      1      10/29/2020        49,300          1,205  

Natural Gas

      13      01/27/2021        420,030          (9,156 ) 

NY Harbor ULSD

      9      01/29/2021        450,765          (1,968 ) 

OMXS30 Index

      3      10/16/2020        61,343          375  

RBOB Gasoline

      9      01/29/2021        442,487          15,146  

S&P 500 E-Mini Index

      3      12/18/2020        502,800          (1,956 ) 

Silver

      3      12/29/2020        350,250          (38,998 ) 

Soybean

      9      03/12/2021        458,888          14,772  

Soybean Oil

      23      03/12/2021        459,264          (2,634 ) 

TOPIX Index

      1      12/10/2020        154,127          3,681  

U.S. Treasury 2 Year Note

      3      12/31/2020        662,813          229  

U.S. Treasury 5 Year Note

      8      12/31/2020        1,008,062          713  

U.S. Treasury 10 Year Note

      74      12/21/2020        10,323,000          18,344  

U.S. Treasury Long Bond

      1      12/21/2020        176,156          (346 ) 

Wheat

      16      03/12/2021        466,800          40,925  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS (continued)

 

Description      Number of
Contracts		      Expiration
Date		      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts: (continued)

                  

WTI Crude Oil

      11      01/20/2021      $ 450,340      $ 7,571  

 

  

Total

                   $ 339,104  

 

  

Short position contracts:

                  

Brent Crude Oil

      (11)      10/30/2020        (462,770 )       (6,872 ) 

CAC 40 10 Euro Index

      (1)      10/16/2020        (56,289 )       192  

CBOE Volatility Index

      (23)      10/21/2020        (698,625 )       23,666  

CBOE Volatility Index

      (27)      11/18/2020        (887,625 )       (106,194 ) 

CBOE Volatility Index

      (25)      12/16/2020        (773,125 )       (33,789 ) 

Cocoa

      (11)      12/15/2020        (279,180 )       6,525  

Coffee ‘C’

      (16)      12/18/2020        (665,100 )       54,400  

Copper

      (11)      12/29/2020        (831,462 )       (35,393 ) 

Corn

      (38)      12/14/2020        (718,200 )       (18,720 ) 

Cotton No. 2

      (28)      12/08/2020        (921,620 )       (18,168 ) 

Euro-Bund

      (113)      12/08/2020        (23,117,631 )       (23,332 ) 

Euro-Schatz

      (1)      12/08/2020        (131,649 )       (2 ) 

Foreign Exchange CAD/USD

      (9)      12/15/2020        (675,990 )       7,785  

Foreign Exchange CHF/USD

      (20)      12/14/2020        (2,719,500 )       36,171  

Foreign Exchange EUR/USD

      (36)      12/14/2020        (5,283,000 )       61,252  

Foreign Exchange GBP/USD

      (23)      12/14/2020        (1,855,525 )       (6,483 ) 

Foreign Exchange JPY/USD

      (25)      12/14/2020        (2,964,844 )       (6,333 ) 

FTSE 100 Index

      (1)      12/18/2020        (75,376 )       3,196  

Hang Seng Index

      (1)      10/29/2020        (151,160 )       (1,859 ) 

HSCEI

      (2)      10/29/2020        (121,031 )       (214 ) 

IBEX 35 Index

      (1)      10/16/2020        (78,911 )       4,209  

Japan 10 Year Bond

      (6)      12/14/2020        (8,651,970 )       (6,454 ) 

KC HRW Wheat

      (23)      12/14/2020        (585,638 )       (35,736 ) 

Lean Hogs

      (30)      12/14/2020        (758,400 )       (9,954 ) 

Live Cattle

      (9)      12/31/2020        (404,100 )       (6,138 ) 

LME Aluminum Base Metal

      (13)      10/21/2020        (565,419 )       (20,778 ) 

LME Aluminum Base Metal

      (13)      11/18/2020        (569,481 )       (4,074 ) 

LME Aluminum Base Metal

      (7)      12/16/2020        (308,744 )       3,728  

LME Aluminum Base Metal

      (8)      01/20/2021        (353,900 )       5,763  

LME Lead Base Metal

      (2)      10/21/2020        (90,375 )       4,086  

LME Lead Base Metal

      (3)      11/18/2020        (136,125 )       2,719  

LME Nickel Base Metal

      (2)      10/21/2020        (173,844 )       4,446  

LME Nickel Base Metal

      (2)      11/18/2020        (174,015 )       4,920  

LME Zinc Base Metal

      (9)      10/21/2020        (537,975 )       (42,275 ) 

LME Zinc Base Metal

      (11)      11/18/2020        (659,175 )       (23,476 ) 

LME Zinc Base Metal

      (5)      12/16/2020        (300,281 )       825  

LME Zinc Base Metal

      (6)      01/20/2021        (361,200 )       7,070  

LME Zinc Base Metal

      (1)      02/17/2021        (60,325 )       1,347  

Long Gilt

      (12)      12/29/2020        (2,106,625 )       1,576  

Low Sulphur Gasoil

      (14)      11/12/2020        (473,550 )       (10,375 ) 

Natural Gas

      (22)      10/28/2020        (558,360 )       60,699  

NY Harbor ULSD

      (7)      10/30/2020        (337,571 )       (3,124 ) 

RBOB Gasoline

      (3)      10/30/2020        (148,277 )       (3,385 ) 

SET50 Index

      (12)      12/29/2020        (58,971 )       207  

Soybean

      (26)      11/13/2020        (1,328,600 )       (122,822 ) 

Soybean Oil

      (23)      12/14/2020        (458,850 )       (21,702 ) 

Sugar No. 11

      (1)      02/26/2021        (15,075 )       (989 ) 

Wheat

      (10)      12/14/2020        (286,750 )       (7,794 ) 

WTI Crude Oil

      (8)      10/20/2020        (319,680 )       (9,777 ) 

 

  

Total

                   $  (291,430 ) 

 

  

Total Futures Contracts

 

    $ 47,674  

 

  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

SWAP CONTRACTS — At September 30, 2020, the Fund had the following swap contracts:

CENTRALLY CLEARED CREDIT DEFAULT SWAP CONTRACTS

 

Reference
Obligation/Index(a)		   Financing Rate
Received (Paid) by
the Fund		     Credit
Spread at
September 30,
2020(b)		     Termination
Date		       

Notional
Amount

(000’s)

     Value    

Upfront
Premium

(Received)
Paid

     Unrealized
Appreciation/
(Depreciation)		  

 

  

Protection Sold:

  

iTraxx Europe Index

     1.000%       0.595%       12/20/2025        EUR   450     $ 11,312     $ 11,654     $ (342 ) 

Markit CDX North America Investment Grade Index

     1.000          0.592          12/20/2025        USD   400       3,249       3,622       (373 ) 

 

  

TOTAL

              $  14,561     $  15,276     $ (715 ) 

 

  

 

(a)   Payments received quarterly.
(b)   Credit spread on the referenced obligation, together with the period of expiration, are indicators of payment/performance risk. The likelihood of a credit event occurring which would require a fund or its counterparty to make a payment or otherwise be required to perform under the swap contract is generally greater as the credit spread and term of the swap contract increase.

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS

 

Referenced

Obligation/Index

   Financing Rate
Received (Paid) by
the Fund		     Counterparty   Termination
Date		     Notional
Amount
(000’s)		     Unrealized
Appreciation /
(Depreciation)(a)		  

 

  
A basket (MLGSFDJP) of common stocks(b)*     (0.097)%     Bank of America NA     01/28/2021     JPY   1,518,127     $ (157,022 ) 
A basket (MLGSFDUS) of common stock(b)*     (0.146)            09/01/2021     USD   23,260       81,105  
Russell 1000 Index Total Return(c)     0.146            09/01/2021       7,853       (27,555 ) 
S&P 500 Total Return Index(c)     0.146            09/01/2021       14,540       (51,677 ) 
TOPIX Total Retun Index(c)     0.097            01/28/2021     JPY   1,478,569       192,057  
A basket (JPGSFDEU) of common stocks(b)*     (0.523)        JPMorgan Chase Bank NA     06/16/2021     EUR   12,207       (77,450 ) 
A basket (JPGSFDUK) of common stocks(b)*     (0.047)            05/05/2021     GBP   2,803       (25,835 ) 
Euro Stoxx Gross Total Return Index(c)     0.523            06/16/2021     EUR   11,319       89,610  
FTSE 100 Total Return Index(c)     0.047            05/05/2021     GBP   2,482       33,434  

 

  

TOTAL

           $ 56,667  

 

  

 

(a)   There are no upfront payments on the swap contracts listed above; therefore the unrealized gains (losses) on the swap contracts are equal to their value.
(b)   Payments made weekly.
(c)   Payments received weekly.
*   The components of the basket shown below.

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDJP) of common stocks  
Common Stocks    Sector      Shares        Value        Weight  

 

  

NTT DOCOMO Inc

    Communication Services        9,970        $ 367,039          2.55 % 

Nippon Telegraph & Telephone Corp

    Communication Services        17,148          349,365          2.43  

Hoya Corp

    Health Care        2,739          307,870          2.14  

Nintendo Co Ltd

    Communication Services        468          264,320          1.84  

Kakaku.com Inc

    Communication Services        8,983          235,523          1.64  

Chugai Pharmaceutical Co Ltd

    Health Care        5,095          227,663          1.58  

Recruit Holdings Co Ltd

    Industrials        4,905          193,348          1.34  

Daiichi Sankyo Co Ltd

    Health Care        6,278          192,081          1.34  

Daikin Industries Ltd

    Industrials        1,035          189,260          1.32  

Kao Corp

    Consumer Staples        2,025          151,322          1.05  

Tokio Marine Holdings Inc

    Financials        3,393          147,907          1.03  

Asahi Intecc Co Ltd

    Health Care        4,515          141,179          0.98  

ITOCHU Corp

    Industrials        5,176          131,687          0.92  

NEC Corp

    Information Technology        2,109          122,703          0.85  

Nitori Holdings Co Ltd

    Consumer Discretionary        584          120,912          0.84  

Japan Exchange Group Inc

    Financials        4,285          119,303          0.83  

Tokyo Gas Co Ltd

    Utilities        5,158          117,604          0.82  

Sompo Holdings Inc

    Financials        3,398          116,844          0.81  

Welcia Holdings Co Ltd

    Consumer Staples        2,590          113,501          0.79  

Fujitsu Ltd

    Information Technology        833          113,224          0.79  

Omron Corp

    Information Technology        1,435          111,232          0.77  

Honda Motor Co Ltd

    Consumer Discretionary        4,736          111,009          0.77  

MEIJI Holdings Co Ltd

    Consumer Staples        1,439          109,670          0.76  

TOTO Ltd

    Industrials        2,294          104,879          0.73  

Hoshizaki Corp

    Industrials        1,310          103,994          0.72  

Cosmos Pharmaceutical Corp

    Consumer Staples        592          102,957          0.72  

LIXIL Group Corp

    Industrials        5,137          102,719          0.71  

Japan Airlines Co Ltd

    Industrials        5,461          101,738          0.71  

Keyence Corp

    Information Technology        218          100,991          0.70  

DMG Mori Co Ltd

    Industrials        7,244          99,664          0.69  

Sugi Holdings Co Ltd

    Consumer Staples        1,412          99,530          0.69  

Bridgestone Corp

    Consumer Discretionary        3,156          99,185          0.69  

Hulic Co Ltd

    Real Estate        10,558          98,445          0.68  

Nabtesco Corp

    Industrials        2,695          97,417          0.68  

Azbil Corp

    Information Technology        2,569          95,445          0.66  

T&D Holdings Inc

    Financials        9,705          94,904          0.66  

Kirin Holdings Co Ltd

    Consumer Staples        5,072          94,847          0.66  

Nomura Research Institute Ltd

    Information Technology        3,125          91,642          0.64  

Mitsubishi Estate Co Ltd

    Real Estate        6,076          91,377          0.64  

K’s Holdings Corp

    Consumer Discretionary        6,775          91,160          0.63  

FUJIFILM Holdings Corp

    Information Technology        1,848          90,800          0.63  

Kurita Water Industries Ltd

    Industrials        2,686          88,071          0.61  

Dentsu Group Inc

    Communication Services        2,946          86,415          0.60  

Advantest Corp

    Information Technology        1,775          85,615          0.60  

Ito En Ltd

    Consumer Staples        1,199          85,320          0.59  

Resona Holdings Inc

    Financials        25,081          84,991          0.59  

Canon Inc

    Information Technology        5,062          83,771          0.58  

Yamazaki Baking Co Ltd

    Consumer Staples        4,773          83,170          0.58  

Shimano Inc

    Consumer Discretionary        417          81,923          0.57  

Toho Gas Co Ltd

    Utilities        1,644          81,301          0.57  

Yamada Holdings Co Ltd

    Consumer Discretionary        16,258          80,729          0.56  

Mitsubishi Electric Corp

    Industrials        5,947          80,100          0.56  

Amada Co Ltd

    Industrials        8,599          80,022          0.56  

Seven Bank Ltd

    Financials        32,057          77,461          0.54  

Hitachi Construction Machinery Co Ltd

    Industrials        2,139          77,035          0.54  

Calbee Inc

    Consumer Staples        2,332          76,560          0.53  

Trend Micro Inc/Japan

    Information Technology        1,240          75,308          0.52  

Infomart Corp

    Information Technology        8,482          74,752          0.52  

MISUMI Group Inc

    Industrials        2,685          74,685          0.52  

Komatsu Ltd

    Industrials        3,409          74,631          0.52  

Otsuka Corp

    Information Technology        1,426          72,693          0.51  

Relo Group Inc

    Real Estate        3,043          72,561          0.50  

FP Corp

    Materials        1,705          71,556          0.50  

KDDI Corp

    Communication Services        2,811          70,755          0.49  

SG Holdings Co Ltd

    Industrials        1,318          68,053          0.47  

Sekisui House Ltd

    Consumer Discretionary        3,838          67,550          0.47  

Toyo Suisan Kaisha Ltd

    Consumer Staples        1,270          66,909          0.47  

Bandai Namco Holdings Inc

    Consumer Discretionary        914          66,569          0.46  

Nihon Kohden Corp

    Health Care        2,023          66,320          0.46  

Takeda Pharmaceutical Co Ltd

    Health Care        1,796          63,726          0.44  

ENEOS Holdings Inc

    Energy        17,919          63,675          0.44  

Casio Computer Co Ltd

    Consumer Discretionary        3,795          60,912          0.42  

Kobe Bussan Co Ltd

    Consumer Staples        1,104          60,471          0.42  

Skylark Holdings Co Ltd

    Consumer Discretionary        4,220          59,980          0.42  

M3 Inc

    Health Care        967          59,537          0.41  

OKUMA Corp

    Industrials        1,248          58,142          0.40  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDJP) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Sega Sammy Holdings Inc

    Consumer Discretionary        4,780        $ 57,883          0.40 % 

Zenkoku Hosho Co Ltd

    Financials        1,418          55,575          0.39  

Hikari Tsushin Inc

    Consumer Discretionary        233          55,187          0.38  

Fujikura Ltd

    Industrials        19,817          54,457          0.38  

TechnoPro Holdings Inc

    Industrials        878          54,215          0.38  

Kewpie Corp

    Consumer Staples        2,626          53,897          0.37  

Asics Corp

    Consumer Discretionary        3,874          53,742          0.37  

Shionogi & Co Ltd

    Health Care        998          53,256          0.37  

Unicharm Corp

    Consumer Staples        1,182          52,782          0.37  

Nissan Motor Co Ltd

    Consumer Discretionary        14,893          52,472          0.36  

Nifco Inc/Japan

    Consumer Discretionary        1,837          49,812          0.35  

Amano Corp

    Information Technology        2,135          49,455          0.34  

Denso Corp

    Consumer Discretionary        1,135          49,455          0.34  

Oriental Land Co Ltd/Japan

    Consumer Discretionary        354          49,414          0.34  

ABC-Mart Inc

    Consumer Discretionary        953          49,399          0.34  

Coca-Cola Bottlers Japan Holdings Inc

    Consumer Staples        2,956          49,269          0.34  

Benesse Holdings Inc

    Consumer Discretionary        1,921          49,234          0.34  

Zensho Holdings Co Ltd

    Consumer Discretionary        2,075          48,780          0.34  

Izumi Co Ltd

    Consumer Discretionary        1,337          48,473          0.34  

Brother Industries Ltd

    Information Technology        2,930          46,262          0.32  

Sony Corp

    Consumer Discretionary        608          46,249          0.32  

Ricoh Co Ltd

    Information Technology        6,882          46,042          0.32  

Yoshinoya Holdings Co Ltd

    Consumer Discretionary        2,453          45,790          0.32  

Park24 Co Ltd

    Industrials        2,833          45,564          0.32  

Seven & i Holdings Co Ltd

    Consumer Staples        1,475          45,432          0.32  

THK Co Ltd

    Industrials        1,798          44,793          0.31  

Osaka Gas Co Ltd

    Utilities        2,263          43,956          0.31  

Sumitomo Mitsui Trust Holdings Inc

    Financials        1,655          43,797          0.30  

Miura Co Ltd

    Industrials        893          43,511          0.30  

MS&AD Insurance Group Holdings Inc

    Financials        1,625          43,489          0.30  

Yamaha Corp

    Consumer Discretionary        913          43,442          0.30  

Mitsubishi Chemical Holdings Corp

    Materials        7,464          42,838          0.30  

Pan Pacific International Holdings Corp

    Consumer Discretionary        1,844          42,813          0.30  

Goldwin Inc

    Consumer Discretionary        541          42,730          0.30  

Furukawa Electric Co Ltd

    Industrials        1,795          42,559          0.30  

Fancl Corp

    Consumer Staples        1,310          42,517          0.30  

Yokohama Rubber Co Ltd/The

    Consumer Discretionary        2,996          42,333          0.29  

Astellas Pharma Inc

    Health Care        2,817          41,836          0.29  

Seiko Epson Corp

    Information Technology        3,661          41,809          0.29  

Obic Co Ltd

    Information Technology        239          41,742          0.29  

Sanwa Holdings Corp

    Industrials        3,954          41,630          0.29  

Pola Orbis Holdings Inc

    Consumer Staples        2,212          41,566          0.29  

Nisshinbo Holdings Inc

    Industrials        5,979          40,509          0.28  

NOK Corp

    Consumer Discretionary        3,891          40,223          0.28  

Ajinomoto Co Inc

    Consumer Staples        1,961          40,116          0.28  

Aeon Co Ltd

    Consumer Staples        1,496          40,060          0.28  

Ain Holdings Inc

    Consumer Staples        570          39,741          0.28  

Japan Tobacco Inc

    Consumer Staples        2,115          38,477          0.27  

NOF Corp

    Materials        979          38,394          0.27  

ZOZO Inc

    Consumer Discretionary        1,381          38,318          0.27  

Sumitomo Rubber Industries Ltd

    Consumer Discretionary        4,156          38,318          0.27  

Kaken Pharmaceutical Co Ltd

    Health Care        834          38,076          0.26  

Lion Corp

    Consumer Staples        1,843          37,772          0.26  

NGK Spark Plug Co Ltd

    Consumer Discretionary        2,176          37,730          0.26  

DIC Corp

    Materials        1,519          37,685          0.26  

Hino Motors Ltd

    Industrials        5,852          37,654          0.26  

Tsuruha Holdings Inc

    Consumer Staples        265          37,414          0.26  

Sankyo Co Ltd

    Consumer Discretionary        1,424          37,170          0.26  

Rinnai Corp

    Consumer Discretionary        383          37,165          0.26  

Glory Ltd

    Industrials        1,664          37,034          0.26  

Nexon Co Ltd

    Communication Services        1,452          36,082          0.25  

Stanley Electric Co Ltd

    Consumer Discretionary        1,236          35,318          0.25  

Nissin Foods Holdings Co Ltd

    Consumer Staples        374          35,055          0.24  

Nichirei Corp

    Consumer Staples        1,318          34,762          0.24  

Tobu Railway Co Ltd

    Industrials        1,129          34,729          0.24  

Sumitomo Electric Industries Ltd

    Consumer Discretionary        3,103          34,669          0.24  

Kobayashi Pharmaceutical Co Ltd

    Consumer Staples        358          34,485          0.24  

Canon Marketing Japan Inc

    Information Technology        1,694          33,735          0.23  

Teijin Ltd

    Materials        2,166          33,437          0.23  

Kansai Paint Co Ltd

    Materials        1,344          33,216          0.23  

Lawson Inc

    Consumer Staples        689          32,785          0.23  

Terumo Corp

    Health Care        825          32,660          0.23  

Square Enix Holdings Co Ltd

    Communication Services        494          32,582          0.23  

Iwatani Corp

    Energy        869          32,474          0.23  

Chugoku Electric Power Co Inc/The

    Utilities        2,598          32,469          0.23  

Keikyu Corp

    Industrials        2,116          32,370          0.23  

Tokai Carbon Co Ltd

    Materials        3,034          32,258          0.22  

Mitsubishi Gas Chemical Co Inc

    Materials        1,719          31,704          0.22  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDJP) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Suntory Beverage & Food Ltd

    Consumer Staples        847        $ 31,702          0.22 % 

Nagoya Railroad Co Ltd

    Industrials        1,150          31,418          0.22  

Morinaga Milk Industry Co Ltd

    Consumer Staples        595          31,253          0.22  

Capcom Co Ltd

    Communication Services        559          31,058          0.22  

Toho Co Ltd/Tokyo

    Communication Services        752          30,878          0.21  

Secom Co Ltd

    Industrials        337          30,711          0.21  

Hitachi Metals Ltd

    Materials        2,000          30,610          0.21  

MonotaRO Co Ltd

    Industrials        619          30,605          0.21  

Rohm Co Ltd

    Information Technology        398          30,552          0.21  

Wacoal Holdings Corp

    Consumer Discretionary        1,615          30,409          0.21  

Toray Industries Inc

    Materials        6,601          29,981          0.21  

Itochu Techno-Solutions Corp

    Information Technology        790          29,814          0.21  

Oki Electric Industry Co Ltd

    Information Technology        2,784          29,806          0.21  

ANA Holdings Inc

    Industrials        1,268          29,197          0.20  

Ezaki Glico Co Ltd

    Consumer Staples        651          29,096          0.20  

Tokuyama Corp

    Materials        1,213          29,013          0.20  

Ulvac Inc

    Information Technology        800          28,861          0.20  

Yakult Honsha Co Ltd

    Consumer Staples        521          28,854          0.20  

Nitto Denko Corp

    Materials        443          28,733          0.20  

Fuji Oil Holdings Inc

    Consumer Staples        911          28,587          0.20  

Autobacs Seven Co Ltd

    Consumer Discretionary        2,204          28,532          0.20  

Marui Group Co Ltd

    Consumer Discretionary        1,491          28,411          0.20  

Central Japan Railway Co

    Industrials        196          27,988          0.19  

Oracle Corp Japan

    Information Technology        260          27,909          0.19  

Shimachu Co Ltd

    Consumer Discretionary        825          27,777          0.19  

Sysmex Corp

    Health Care        291          27,645          0.19  

CyberAgent Inc

    Communication Services        448          27,488          0.19  

Kagome Co Ltd

    Consumer Staples        788          27,473          0.19  

Alps Alpine Co Ltd

    Information Technology        2,055          27,418          0.19  

Sundrug Co Ltd

    Consumer Staples        725          27,242          0.19  

Mitsui Chemicals Inc

    Materials        1,130          27,148          0.19  

Chubu Electric Power Co Inc

    Utilities        2,225          27,011          0.19  

Kintetsu Group Holdings Co Ltd

    Industrials        630          26,754          0.19  

PALTAC Corp

    Consumer Discretionary        523          26,324          0.18  

Nippon Light Metal Holdings Co Ltd

    Materials        1,663          26,201          0.18  

Acom Co Ltd

    Financials        6,024          25,972          0.18  

Shimizu Corp

    Industrials        3,424          25,601          0.18  

Sumitomo Bakelite Co Ltd

    Materials        932          25,453          0.18  

Aisin Seiki Co Ltd

    Consumer Discretionary        798          25,347          0.18  

JSR Corp

    Materials        1,026          24,196          0.17  

Kyushu Electric Power Co Inc

    Utilities        2,633          23,874          0.17  

Ship Healthcare Holdings Inc

    Health Care        490          23,818          0.17  

Kinden Corp

    Industrials        1,342          23,571          0.16  

Tohoku Electric Power Co Inc

    Utilities        2,331          23,324          0.16  

Shimamura Co Ltd

    Consumer Discretionary        238          23,117          0.16  

Morinaga & Co Ltd/Japan

    Consumer Staples        588          23,113          0.16  

Ube Industries Ltd

    Materials        1,354          22,716          0.16  

House Foods Group Inc

    Consumer Staples        633          22,424          0.16  

Tokai Rika Co Ltd

    Consumer Discretionary        1,511          22,407          0.16  

Daicel Corp

    Materials        3,050          21,880          0.15  

GMO Payment Gateway Inc

    Information Technology        205          21,847          0.15  

Keihan Holdings Co Ltd

    Industrials        524          21,632          0.15  

East Japan Railway Co

    Industrials        351          21,526          0.15  

Toyo Tire Corp

    Consumer Discretionary        1,295          20,757          0.14  

Nihon Unisys Ltd

    Information Technology        650          20,338          0.14  

Keio Corp

    Industrials        330          20,315          0.14  

Hamamatsu Photonics KK

    Information Technology        400          20,045          0.14  

Toda Corp

    Industrials        2,861          19,522          0.14  

Sanrio Co Ltd

    Consumer Discretionary        1,069          19,189          0.13  

Horiba Ltd

    Information Technology        368          19,099          0.13  

Maruha Nichiro Corp

    Consumer Staples        833          19,048          0.13  

Kuraray Co Ltd

    Materials        1,960          18,907          0.13  

Ariake Japan Co Ltd

    Consumer Staples        273          18,421          0.13  

Kusuri no Aoki Holdings Co Ltd

    Consumer Staples        219          17,771          0.12  

Murata Manufacturing Co Ltd

    Information Technology        272          17,436          0.12  

Odakyu Electric Railway Co Ltd

    Industrials        694          17,390          0.12  

PeptiDream Inc

    Health Care        370          17,232          0.12  

Citizen Watch Co Ltd

    Information Technology        6,181          17,219          0.12  

Daito Trust Construction Co Ltd

    Real Estate        193          17,064          0.12  

Megmilk Snow Brand Co Ltd

    Consumer Staples        685          16,539          0.12  

COMSYS Holdings Corp

    Industrials        589          16,292          0.11  

Toyoda Gosei Co Ltd

    Consumer Discretionary        710          16,182          0.11  

JFE Holdings Inc

    Materials        2,323          16,113          0.11  

NET One Systems Co Ltd

    Information Technology        354          16,043          0.11  

Toho Holdings Co Ltd

    Health Care        746          15,992          0.11  

Duskin Co Ltd

    Industrials        578          15,696          0.11  

NH Foods Ltd

    Consumer Staples        343          15,249          0.11  

DeNA Co Ltd

    Communication Services        801          14,667          0.10  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDJP) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

SMC Corp/Japan

    Industrials        26        $ 14,592          0.10 % 

Pigeon Corp

    Consumer Staples        323          14,383          0.10  

Maruichi Steel Tube Ltd

    Materials        578          14,375          0.10  

Rengo Co Ltd

    Materials        1,893          14,243          0.10  

Nagase & Co Ltd

    Industrials        1,009          14,043          0.10  

Kyowa Exeo Corp

    Industrials        516          13,401          0.09  

Tsumura & Co

    Health Care        431          13,384          0.09  

Nippon Paint Holdings Co Ltd

    Materials        130          13,333          0.09  

Tokyo Electron Ltd

    Information Technology        51          13,135          0.09  

Daifuku Co Ltd

    Industrials        131          13,106          0.09  

Hokuriku Electric Power Co

    Utilities        1,685          12,601          0.09  

Yamaha Motor Co Ltd

    Consumer Discretionary        868          12,520          0.09  

Nihon M&A Center Inc

    Industrials        215          12,171          0.08  

Lintec Corp

    Materials        522          12,087          0.08  

Sotetsu Holdings Inc

    Industrials        449          12,052          0.08  

Ono Pharmaceutical Co Ltd

    Health Care        367          11,480          0.08  

Lasertec Corp

    Information Technology        141          11,477          0.08  

Nishi-Nippon Railroad Co Ltd

    Industrials        397          11,465          0.08  

Tokyu Corp

    Industrials        884          11,411          0.08  

Nippon Paper Industries Co Ltd

    Materials        924          11,404          0.08  

Fujitsu General Ltd

    Consumer Discretionary        380          10,974          0.08  

Meitec Corp

    Industrials        214          10,846          0.08  

Shikoku Electric Power Co Inc

    Utilities        1,418          10,806          0.08  

Olympus Corp

    Health Care        518          10,716          0.07  

Sumitomo Osaka Cement Co Ltd

    Materials        328          10,561          0.07  

Nippon Shinyaku Co Ltd

    Health Care        128          10,462          0.07  

Nomura Holdings Inc

    Financials        2,304          10,447          0.07  

Iida Group Holdings Co Ltd

    Consumer Discretionary        506          10,187          0.07  

Toyo Seikan Group Holdings Ltd

    Materials        1,003          9,904          0.07  

Mitsubishi Corp

    Industrials        414          9,864          0.07  

Eisai Co Ltd

    Health Care        108          9,823          0.07  

Hitachi Ltd

    Information Technology        292          9,812          0.07  

Yamato Holdings Co Ltd

    Industrials        364          9,523          0.07  

Shin-Etsu Chemical Co Ltd

    Materials        73          9,502          0.07  

Sawai Pharmaceutical Co Ltd

    Health Care        188          9,482          0.07  

SUMCO Corp

    Information Technology        671          9,384          0.07  

Kyowa Kirin Co Ltd

    Health Care        322          9,102          0.06  

Nippon Television Holdings Inc

    Communication Services        835          8,938          0.06  

Taiyo Yuden Co Ltd

    Information Technology        286          8,924          0.06  

SMS Co Ltd

    Industrials        309          8,908          0.06  

Sangetsu Corp

    Consumer Discretionary        577          8,830          0.06  

Panasonic Corp

    Consumer Discretionary        1,033          8,697          0.06  

Tokyo Ohka Kogyo Co Ltd

    Materials        168          8,630          0.06  

West Japan Railway Co

    Industrials        173          8,491          0.06  

Kansai Electric Power Co Inc/The

    Utilities        869          8,396          0.06  

Hankyu Hanshin Holdings Inc

    Industrials        259          8,302          0.06  

Mitsui & Co Ltd

    Industrials        429          7,323          0.05  

Mizuho Financial Group Inc

    Financials        587          7,285          0.05  

Japan Post Holdings Co Ltd

    Financials        1,055          7,156          0.05  

Sohgo Security Services Co Ltd

    Industrials        150          7,116          0.05  

H2O Retailing Corp

    Consumer Discretionary        1,095          7,088          0.05  

Marubeni Corp

    Industrials        1,151          6,485          0.05  

Sumitomo Corp

    Industrials        532          6,344          0.04  

Nippon Kayaku Co Ltd

    Materials        711          6,252          0.04  

Medipal Holdings Corp

    Health Care        308          6,151          0.04  

Japan Post Insurance Co Ltd

    Financials        388          6,070          0.04  

ORIX Corp

    Financials        490          6,064          0.04  

TV Asahi Holdings Corp

    Communication Services        360          5,689          0.04  

Toyobo Co Ltd

    Materials        414          5,683          0.04  

Topcon Corp

    Information Technology        617          5,607          0.04  

AEON Financial Service Co Ltd

    Financials        593          5,351          0.04  

Nankai Electric Railway Co Ltd

    Industrials        237          5,225          0.04  

Rakuten Inc

    Consumer Discretionary        484          5,193          0.04  

Kamigumi Co Ltd

    Industrials        263          5,148          0.04  

Haseko Corp

    Consumer Discretionary        388          5,070          0.04  

Kissei Pharmaceutical Co Ltd

    Health Care        222          4,996          0.03  

Hitachi Capital Corp

    Financials        210          4,892          0.03  

TDK Corp

    Information Technology        45          4,848          0.03  

Makita Corp

    Industrials        102          4,845          0.03  

Ibiden Co Ltd

    Information Technology        144          4,845          0.03  

Otsuka Holdings Co Ltd

    Health Care        113          4,742          0.03  

Taisho Pharmaceutical Holdings Co Ltd

    Health Care        70          4,621          0.03  

Hanwa Co Ltd

    Industrials        231          4,595          0.03  

Hokuhoku Financial Group Inc

    Financials        449          4,494          0.03  

Renesas Electronics Corp

    Information Technology        614          4,454          0.03  

Toyota Tsusho Corp

    Industrials        159          4,445          0.03  

Obayashi Corp

    Industrials        485          4,393          0.03  

Asahi Group Holdings Ltd

    Consumer Staples        127          4,393          0.03  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDJP) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Rohto Pharmaceutical Co Ltd

    Consumer Staples        134        $ 4,381          0.03 % 

Alfresa Holdings Corp

    Health Care        200          4,345          0.03  

Disco Corp

    Information Technology        18          4,318          0.03  

Daishi Hokuetsu Financial Group Inc

    Financials        209          4,303          0.03  

Mitsubishi UFJ Lease & Finance Co Ltd

    Financials        935          4,297          0.03  

Sapporo Holdings Ltd

    Consumer Staples        240          4,287          0.03  

Mitsubishi Heavy Industries Ltd

    Industrials        189          4,180          0.03  

Maeda Corp

    Industrials        570          4,152          0.03  

Aica Kogyo Co Ltd

    Industrials        111          3,927          0.03  

Sumitomo Dainippon Pharma Co Ltd

    Health Care        297          3,891          0.03  

Iyo Bank Ltd/The

    Financials        571          3,765          0.03  

NTT Data Corp

    Information Technology        274          3,480          0.02  

Nishi-Nippon Financial Holdings Inc

    Financials        489          3,393          0.02  

Hakuhodo DY Holdings Inc

    Communication Services        260          3,341          0.02  

Taisei Corp

    Industrials        96          3,224          0.02  

Takashimaya Co Ltd

    Consumer Discretionary        409          3,223          0.02  

JGC Holdings Corp

    Industrials        309          3,181          0.02  

Dai Nippon Printing Co Ltd

    Industrials        151          3,048          0.02  

Credit Saison Co Ltd

    Financials        288          3,038          0.02  

Kyudenko Corp

    Industrials        105          3,010          0.02  

Ebara Corp

    Industrials        103          2,771          0.02  

GS Yuasa Corp

    Industrials        158          2,703          0.02  

Shinsei Bank Ltd

    Financials        204          2,496          0.02  

J Front Retailing Co Ltd

    Consumer Discretionary        332          2,387          0.02  

Open House Co Ltd

    Real Estate        64          2,291          0.02  

Hisamitsu Pharmaceutical Co Inc

    Health Care        44          2,217          0.02  

Sojitz Corp

    Industrials        969          2,185          0.02  

TIS Inc

    Information Technology        97          2,038          0.01  

Toppan Printing Co Ltd

    Industrials        140          1,958          0.01  

Tokyo Century Corp

    Financials        36          1,926          0.01  

Sumitomo Metal Mining Co Ltd

    Materials        62          1,913          0.01  

77 Bank Ltd/The

    Financials        123          1,888          0.01  

MINEBEA MITSUMI Inc

    Industrials        95          1,797          0.01  

Nippon Electric Glass Co Ltd

    Information Technology        97          1,791          0.01  

Hokkaido Electric Power Co Inc

    Utilities        408          1,738          0.01  

Taiheiyo Cement Corp

    Materials        68          1,733          0.01  

Oji Holdings Corp

    Materials        358          1,637          0.01  

Sumitomo Chemical Co Ltd

    Materials        489          1,607          0.01  

Daiichikosho Co Ltd

    Communication Services        50          1,595          0.01  

Persol Holdings Co Ltd

    Industrials        98          1,587          0.01  

Dowa Holdings Co Ltd

    Materials        53          1,538          0.01  

Nishimatsu Construction Co Ltd

    Industrials        77          1,530          0.01  

Yamato Kogyo Co Ltd

    Materials        60          1,451          0.01  

Fuji Electric Co Ltd

    Industrials        45          1,424          0.01  

Tosoh Corp

    Materials        79          1,274          0.01  

Japan Steel Works Ltd/The

    Industrials        71          1,236          0.01  

Mochida Pharmaceutical Co Ltd

    Health Care        31          1,208          0.01  

TS Tech Co Ltd

    Consumer Discretionary        41          1,160          0.01  

Konica Minolta Inc

    Information Technology        408          1,143          0.01  

Central Glass Co Ltd

    Industrials        49          1,006          0.01  

Gunma Bank Ltd/The

    Financials        272          901          0.01  

Suzuken Co Ltd/Aichi Japan

    Health Care        23          856          0.01  

Sankyu Inc

    Industrials        20          769          0.01  

Pilot Corp

    Industrials        26          759          0.01  

SCSK Corp

    Information Technology        12          670          0.00  

ADEKA Corp

    Materials        46          654          0.00  

Mebuki Financial Group Inc

    Financials        286          645          0.00  

Nippon Sanso Holdings Corp

    Materials        34          523          0.00  

Nachi-Fujikoshi Corp

    Industrials        13          456          0.00  

Kokuyo Co Ltd

    Industrials        26          330          0.00  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDUS) of common stocks  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Microsoft Corp

    Information Technology        5,874        $ 1,235,556          5.31 % 

Apple Inc

    Information Technology        8,805          1,019,679          4.38  

Amazon.com Inc

    Consumer Discretionary        246          775,191          3.33  

Facebook Inc

    Communication Services        2,179          570,596          2.45  

Alphabet Inc

    Communication Services        256          375,251          1.61  

Netflix Inc

    Communication Services        643          321,592          1.38  

Johnson & Johnson

    Health Care        1,962          292,037          1.26  

NVIDIA Corp

    Information Technology        475          257,224          1.11  

Adobe Inc

    Information Technology        519          254,703          1.10  

Kroger Co/The

    Consumer Staples        6,834          231,735          1.00  

Texas Instruments Inc

    Information Technology        1,562          223,042          0.96  

Alphabet Inc

    Communication Services        147          215,704          0.93  

Costco Wholesale Corp

    Consumer Staples        587          208,257          0.90  

Domino’s Pizza Inc

    Consumer Discretionary        482          205,113          0.88  

Oracle Corp

    Information Technology        3,215          191,951          0.83  

Walmart Inc

    Consumer Staples        1,235          172,781          0.74  

Equinix Inc

    Real Estate        225          171,276          0.74  

Visa Inc

    Information Technology        839          167,807          0.72  

Home Depot Inc/The

    Consumer Discretionary        591          164,218          0.71  

S&P Global Inc

    Financials        453          163,180          0.70  

Merck & Co Inc

    Health Care        1,930          160,125          0.69  

Linde PLC

    Materials        664          158,233          0.68  

Mastercard Inc

    Information Technology        451          152,554          0.66  

VeriSign Inc

    Information Technology        736          150,673          0.65  

Dollar General Corp

    Consumer Discretionary        708          148,480          0.64  

UnitedHealth Group Inc

    Health Care        462          143,934          0.62  

Danaher Corp

    Health Care        657          141,569          0.61  

Intuit Inc

    Information Technology        424          138,363          0.59  

Bristol Myers Squibb Co

    Health Care        2,276          137,205          0.59  

Gartner Inc

    Information Technology        1,089          136,113          0.59  

McDonald’s Corp

    Consumer Discretionary        607          133,136          0.57  

Hershey Co/The

    Consumer Staples        903          129,393          0.56  

Liberty Broadband Corp

    Communication Services        893          127,562          0.55  

Newmont Corp

    Materials        2,001          126,960          0.55  

General Mills Inc

    Consumer Staples        2,038          125,704          0.54  

AbbVie Inc

    Health Care        1,421          124,475          0.54  

Progressive Corp/The

    Financials        1,314          124,370          0.53  

Vertex Pharmaceuticals Inc

    Health Care        450          122,567          0.53  

Procter & Gamble Co/The

    Consumer Staples        875          121,589          0.52  

Delta Air Lines Inc

    Industrials        3,974          121,511          0.52  

Verizon Communications Inc

    Communication Services        2,018          120,069          0.52  

Charles River Laboratories International

    Health Care        527          119,358          0.51  

QUALCOMM Inc

    Information Technology        1,009          118,729          0.51  

Chipotle Mexican Grill Inc

    Consumer Discretionary        95          118,102          0.51  

Thermo Fisher Scientific Inc

    Health Care        264          116,359          0.50  

Gilead Sciences Inc

    Health Care        1,838          116,143          0.50  

Discovery Inc

    Communication Services        5,309          115,583          0.50  

Discovery Inc

    Communication Services        5,808          113,828          0.49  

Take-Two Interactive Software Inc

    Communication Services        670          110,716          0.48  

Cisco Systems Inc

    Information Technology        2,754          108,492          0.47  

NIKE Inc

    Consumer Discretionary        863          108,380          0.47  

ServiceNow Inc

    Information Technology        222          107,690          0.46  

NortonLifeLock Inc

    Information Technology        5,144          107,196          0.46  

Sherwin-Williams Co/The

    Materials        153          106,840          0.46  

Edwards Lifesciences Corp

    Health Care        1,280          102,204          0.44  

Cognizant Technology Solutions Corp

    Information Technology        1,468          101,909          0.44  

Celanese Corp

    Materials        942          101,228          0.44  

JPMorgan Chase & Co

    Financials        1,024          98,551          0.42  

American Tower Corp

    Real Estate        401          97,033          0.42  

EPAM Systems Inc

    Information Technology        292          94,370          0.41  

Constellation Brands Inc

    Consumer Staples        495          93,800          0.40  

Zebra Technologies Corp

    Information Technology        368          92,934          0.40  

Coca-Cola Co/The

    Consumer Staples        1,863          91,992          0.40  

Abbott Laboratories

    Health Care        833          90,637          0.39  

Berkshire Hathaway Inc

    Financials        424          90,369          0.39  

PepsiCo Inc

    Consumer Staples        649          89,887          0.39  

Verisk Analytics Inc

    Industrials        484          89,679          0.39  

Regeneron Pharmaceuticals Inc

    Health Care        157          87,807          0.38  

CH Robinson Worldwide Inc

    Industrials        859          87,743          0.38  

F5 Networks Inc

    Information Technology        714          87,624          0.38  

Skyworks Solutions Inc

    Information Technology        600          87,232          0.38  

FirstEnergy Corp

    Utilities        3,028          86,945          0.37  

Fidelity National Information Services I

    Information Technology        584          86,014          0.37  

Dominion Energy Inc

    Utilities        1,077          85,038          0.37  

DexCom Inc

    Health Care        206          84,960          0.37  

Coupa Software Inc

    Information Technology        309          84,620          0.36  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDUS) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

McCormick & Co Inc/MD

    Consumer Staples        436        $ 84,558          0.36 % 

Marsh & McLennan Cos Inc

    Financials        737          84,499          0.36  

Synopsys Inc

    Information Technology        392          83,937          0.36  

Target Corp

    Consumer Discretionary        529          83,306          0.36  

Eli Lilly and Co

    Health Care        562          83,121          0.36  

Cerner Corp

    Health Care        1,146          82,850          0.36  

Intel Corp

    Information Technology        1,597          82,679          0.36  

Crown Castle International Corp

    Real Estate        491          81,748          0.35  

ABIOMED Inc

    Health Care        294          81,332          0.35  

Aon PLC

    Financials        391          80,634          0.35  

FedEx Corp

    Industrials        317          79,673          0.34  

Morgan Stanley

    Financials        1,635          79,072          0.34  

MarketAxess Holdings Inc

    Financials        164          79,042          0.34  

Clorox Co/The

    Consumer Staples        372          78,106          0.34  

RenaissanceRe Holdings Ltd

    Financials        457          77,568          0.33  

Henry Schein Inc

    Health Care        1,317          77,386          0.33  

Dell Technologies Inc

    Information Technology        1,128          76,388          0.33  

Seagate Technology PLC

    Information Technology        1,536          75,679          0.33  

Accenture PLC

    Information Technology        335          75,613          0.33  

Mettler-Toledo International Inc

    Health Care        78          75,404          0.32  

New York Times Co/The

    Communication Services        1,753          75,026          0.32  

Copart Inc

    Industrials        710          74,685          0.32  

Comcast Corp

    Communication Services        1,612          74,591          0.32  

Live Nation Entertainment Inc

    Communication Services        1,381          74,434          0.32  

Workday Inc

    Information Technology        342          73,543          0.32  

Colgate-Palmolive Co

    Consumer Staples        949          73,189          0.31  

News Corp

    Communication Services        4,976          69,759          0.30  

Consolidated Edison Inc

    Utilities        888          69,081          0.30  

Waters Corp

    Health Care        346          67,628          0.29  

Electronic Arts Inc

    Communication Services        518          67,575          0.29  

Activision Blizzard Inc

    Communication Services        828          67,057          0.29  

DR Horton Inc

    Consumer Discretionary        884          66,853          0.29  

SBA Communications Corp

    Real Estate        210          66,833          0.29  

Moody’s Corp

    Financials        229          66,330          0.29  

CMS Energy Corp

    Utilities        1,073          65,903          0.28  

AutoZone Inc

    Consumer Discretionary        56          65,440          0.28  

Amgen Inc

    Health Care        256          65,135          0.28  

Dollar Tree Inc

    Consumer Discretionary        711          64,977          0.28  

Church & Dwight Co Inc

    Consumer Staples        693          64,905          0.28  

Illumina Inc

    Health Care        209          64,643          0.28  

Whirlpool Corp

    Consumer Discretionary        351          64,545          0.28  

ANSYS Inc

    Information Technology        196          64,066          0.28  

HD Supply Holdings Inc

    Industrials        1,531          63,132          0.27  

PVH Corp

    Consumer Discretionary        1,058          63,122          0.27  

Hormel Foods Corp

    Consumer Staples        1,277          62,417          0.27  

CME Group Inc

    Financials        373          62,413          0.27  

NextEra Energy Inc

    Utilities        223          61,760          0.27  

United Rentals Inc

    Industrials        354          61,699          0.27  

Xcel Energy Inc

    Utilities        886          61,131          0.26  

Allstate Corp/The

    Financials        647          60,877          0.26  

Motorola Solutions Inc

    Information Technology        385          60,445          0.26  

DENTSPLY SIRONA Inc

    Health Care        1,378          60,269          0.26  

Campbell Soup Co

    Consumer Staples        1,238          59,882          0.26  

WEC Energy Group Inc

    Utilities        617          59,754          0.26  

Xilinx Inc

    Information Technology        572          59,587          0.26  

AT&T Inc

    Communication Services        2,090          59,581          0.26  

Atmos Energy Corp

    Utilities        619          59,125          0.25  

IQVIA Holdings Inc

    Health Care        374          59,024          0.25  

Applied Materials Inc

    Information Technology        970          57,680          0.25  

Pfizer Inc

    Health Care        1,557          57,129          0.25  

T-Mobile US Inc

    Communication Services        499          57,086          0.25  

Exact Sciences Corp

    Health Care        558          56,868          0.24  

Cboe Global Markets Inc

    Financials        647          56,759          0.24  

CoStar Group Inc

    Industrials        67          56,700          0.24  

Qorvo Inc

    Information Technology        439          56,656          0.24  

American Water Works Co Inc

    Utilities        388          56,186          0.24  

Medtronic PLC

    Health Care        538          55,920          0.24  

J M Smucker Co/The

    Consumer Staples        482          55,634          0.24  

3M Co

    Industrials        346          55,434          0.24  

Kimberly-Clark Corp

    Consumer Staples        375          55,395          0.24  

Public Storage

    Real Estate        248          55,250          0.24  

Duke Energy Corp

    Utilities        622          55,088          0.24  

AGNC Investment Corp

    Financials        3,943          54,841          0.24  

Waste Management Inc

    Industrials        483          54,635          0.23  

Citrix Systems Inc

    Information Technology        395          54,374          0.23  

Lennar Corp

    Consumer Discretionary        665          54,313          0.23  

Old Dominion Freight Line Inc

    Industrials        293          53,067          0.23  

Philip Morris International Inc

    Consumer Staples        685          51,394          0.22  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDUS) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Tyler Technologies Inc

    Information Technology        147        $ 51,324          0.22 % 

Yum! Brands Inc

    Consumer Discretionary        562          51,291          0.22  

Becton Dickinson and Co

    Health Care        219          50,846          0.22  

LKQ Corp

    Consumer Discretionary        1,825          50,617          0.22  

Burlington Stores Inc

    Consumer Discretionary        245          50,593          0.22  

Ameren Corp

    Utilities        631          49,933          0.21  

Pegasystems Inc

    Information Technology        410          49,637          0.21  

Illinois Tool Works Inc

    Industrials        256          49,424          0.21  

Amphenol Corp

    Information Technology        456          49,376          0.21  

Ameriprise Financial Inc

    Financials        319          49,178          0.21  

Intercontinental Exchange Inc

    Financials        491          49,146          0.21  

Southern Co/The

    Utilities        902          48,881          0.21  

Kellogg Co

    Consumer Staples        732          47,296          0.20  

Northern Trust Corp

    Financials        600          46,746          0.20  

Williams Cos Inc/The

    Energy        2,367          46,520          0.20  

West Pharmaceutical Services Inc

    Health Care        167          45,892          0.20  

Eversource Energy

    Utilities        545          45,566          0.20  

Republic Services Inc

    Industrials        483          45,110          0.19  

MSCI Inc

    Financials        125          44,420          0.19  

Union Pacific Corp

    Industrials        224          44,129          0.19  

HCA Healthcare Inc

    Health Care        353          44,026          0.19  

Mondelez International Inc

    Consumer Staples        761          43,724          0.19  

Cadence Design Systems Inc

    Information Technology        409          43,627          0.19  

Paychex Inc

    Information Technology        544          43,430          0.19  

Digital Realty Trust Inc

    Real Estate        294          43,116          0.19  

T Rowe Price Group Inc

    Financials        334          42,871          0.18  

United Therapeutics Corp

    Health Care        422          42,579          0.18  

Ralph Lauren Corp

    Consumer Discretionary        624          42,440          0.18  

Rockwell Automation Inc

    Industrials        190          41,911          0.18  

Western Digital Corp

    Information Technology        1,144          41,812          0.18  

Genuine Parts Co

    Consumer Discretionary        439          41,773          0.18  

Incyte Corp

    Health Care        460          41,325          0.18  

Amdocs Ltd

    Information Technology        715          41,069          0.18  

Advance Auto Parts Inc

    Consumer Discretionary        266          40,850          0.18  

Honeywell International Inc

    Industrials        245          40,333          0.17  

Keysight Technologies Inc

    Information Technology        405          40,045          0.17  

Las Vegas Sands Corp

    Consumer Discretionary        855          39,877          0.17  

Baxter International Inc

    Health Care        494          39,692          0.17  

Masco Corp

    Industrials        713          39,334          0.17  

Credit Acceptance Corp

    Financials        116          39,303          0.17  

Chevron Corp

    Energy        541          38,929          0.17  

NiSource Inc

    Utilities        1,763          38,775          0.17  

Arthur J Gallagher & Co

    Financials        364          38,445          0.17  

Lowe’s Cos Inc

    Consumer Discretionary        230          38,111          0.16  

Rollins Inc

    Industrials        686          37,190          0.16  

Exelon Corp

    Utilities        1,034          36,959          0.16  

American Express Co

    Financials        364          36,457          0.16  

Robert Half International Inc

    Industrials        682          36,109          0.16  

AmerisourceBergen Corp

    Health Care        364          35,269          0.15  

Camden Property Trust

    Real Estate        396          35,258          0.15  

Guardant Health Inc

    Health Care        308          34,412          0.15  

A O Smith Corp

    Industrials        647          34,156          0.15  

Invitation Homes Inc

    Real Estate        1,205          33,720          0.14  

PPG Industries Inc

    Materials        276          33,690          0.14  

SVB Financial Group

    Financials        140          33,625          0.14  

Newell Brands Inc

    Consumer Discretionary        1,932          33,157          0.14  

Charter Communications Inc

    Communication Services        52          32,205          0.14  

Pinnacle West Capital Corp

    Utilities        430          32,075          0.14  

Tractor Supply Co

    Consumer Discretionary        221          31,693          0.14  

Ingersoll Rand Inc

    Industrials        889          31,660          0.14  

Sarepta Therapeutics Inc

    Health Care        217          30,424          0.13  

Quanta Services Inc

    Industrials        573          30,279          0.13  

US Bancorp

    Financials        843          30,210          0.13  

Emerson Electric Co

    Industrials        460          30,148          0.13  

Huntington Bancshares Inc/OH

    Financials        3,274          30,019          0.13  

Gentex Corp

    Consumer Discretionary        1,162          29,928          0.13  

ICU Medical Inc

    Health Care        163          29,824          0.13  

Travelers Cos Inc/The

    Financials        270          29,198          0.13  

Ecolab Inc

    Materials        141          28,207          0.12  

Edison International

    Utilities        553          28,096          0.12  

Packaging Corp of America

    Materials        257          27,972          0.12  

Leggett & Platt Inc

    Consumer Discretionary        669          27,531          0.12  

OneMain Holdings Inc

    Financials        877          27,403          0.12  

American Electric Power Co Inc

    Utilities        329          26,924          0.12  

Alliant Energy Corp

    Utilities        517          26,691          0.11  

Jack Henry & Associates Inc

    Information Technology        163          26,457          0.11  

NRG Energy Inc

    Utilities        853          26,221          0.11  

LyondellBasell Industries NV

    Materials        369          26,015          0.11  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDUS) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

News Corp

    Communication Services        1,852        $ 25,892          0.11 % 

ConocoPhillips

    Energy        774          25,425          0.11  

Advanced Micro Devices Inc

    Information Technology        310          25,414          0.11  

Bruker Corp

    Health Care        631          25,090          0.11  

Mohawk Industries Inc

    Consumer Discretionary        256          24,964          0.11  

Comerica Inc

    Financials        649          24,842          0.11  

IDEX Corp

    Industrials        136          24,763          0.11  

First Horizon National Corp

    Financials        2,584          24,370          0.10  

Nexstar Media Group Inc

    Communication Services        265          23,848          0.10  

Entergy Corp

    Utilities        240          23,680          0.10  

PayPal Holdings Inc

    Information Technology        119          23,514          0.10  

EOG Resources Inc

    Energy        650          23,359          0.10  

Gaming and Leisure Properties Inc

    Real Estate        615          22,695          0.10  

Everest Re Group Ltd

    Financials        114          22,510          0.10  

Host Hotels & Resorts Inc

    Real Estate        2,069          22,326          0.10  

Sysco Corp

    Consumer Staples        355          22,102          0.10  

Nucor Corp

    Materials        482          21,625          0.09  

Halliburton Co

    Energy        1,787          21,538          0.09  

Fortive Corp

    Industrials        280          21,317          0.09  

Dover Corp

    Industrials        191          20,703          0.09  

ResMed Inc

    Health Care        121          20,660          0.09  

Tyson Foods Inc

    Consumer Staples        347          20,626          0.09  

Autodesk Inc

    Information Technology        89          20,474          0.09  

Synchrony Financial

    Financials        766          20,040          0.09  

Huntington Ingalls Industries Inc

    Industrials        141          19,900          0.09  

Best Buy Co Inc

    Consumer Discretionary        178          19,779          0.09  

DTE Energy Co

    Utilities        170          19,556          0.08  

Cooper Cos Inc/The

    Health Care        58          19,524          0.08  

salesforce.com Inc

    Information Technology        74          18,680          0.08  

eBay Inc

    Consumer Discretionary        358          18,666          0.08  

Bio-Rad Laboratories Inc

    Health Care        36          18,491          0.08  

Air Products and Chemicals Inc

    Materials        62          18,437          0.08  

Walgreens Boots Alliance Inc

    Consumer Staples        511          18,369          0.08  

Hanesbrands Inc

    Consumer Discretionary        1,157          18,217          0.08  

Eastman Chemical Co

    Materials        226          17,621          0.08  

Conagra Brands Inc

    Consumer Staples        485          17,332          0.07  

Cabot Oil & Gas Corp

    Energy        998          17,328          0.07  

Dow Inc

    Materials        365          17,154          0.07  

Align Technology Inc

    Health Care        52          17,117          0.07  

Pentair PLC

    Industrials        368          16,859          0.07  

Duke Realty Corp

    Real Estate        429          15,824          0.07  

Lam Research Corp

    Information Technology        48          15,790          0.07  

Fortune Brands Home & Security Inc

    Industrials        176          15,194          0.07  

Phillips 66

    Energy        290          15,048          0.06  

Roper Technologies Inc

    Industrials        36          14,359          0.06  

CenterPoint Energy Inc

    Utilities        733          14,187          0.06  

Xylem Inc/NY

    Industrials        156          13,096          0.06  

National Oilwell Varco Inc

    Energy        1,437          13,018          0.06  

Schlumberger NV

    Energy        818          12,733          0.05  

Aptiv PLC

    Consumer Discretionary        136          12,446          0.05  

IPG Photonics Corp

    Information Technology        68          11,477          0.05  

Kraft Heinz Co/The

    Consumer Staples        379          11,341          0.05  

AES Corp/The

    Utilities        608          11,015          0.05  

Assurant Inc

    Financials        91          10,979          0.05  

Public Service Enterprise Group Inc

    Utilities        173          9,489          0.04  

International Business Machines Corp

    Information Technology        77          9,386          0.04  

Stanley Black & Decker Inc

    Industrials        57          9,242          0.04  

CVS Health Corp

    Health Care        143          8,353          0.04  

Bank of America Corp

    Financials        344          8,280          0.04  

Cigna Corp

    Health Care        46          7,825          0.03  

Anthem Inc

    Health Care        29          7,683          0.03  

Broadcom Inc

    Information Technology        20          7,432          0.03  

Hologic Inc

    Health Care        108          7,185          0.03  

Citigroup Inc

    Financials        161          6,934          0.03  

Fiserv Inc

    Information Technology        66          6,814          0.03  

HP Inc

    Information Technology        358          6,808          0.03  

CenturyLink Inc

    Communication Services        672          6,778          0.03  

International Paper Co

    Materials        167          6,758          0.03  

Alexandria Real Estate Equities Inc

    Real Estate        42          6,640          0.03  

PerkinElmer Inc

    Health Care        53          6,621          0.03  

Fortinet Inc

    Information Technology        56          6,547          0.03  

DaVita Inc

    Health Care        75          6,466          0.03  

Mylan NV

    Health Care        424          6,290          0.03  

Leidos Holdings Inc

    Information Technology        70          6,271          0.03  

Fox Corp

    Communication Services        223          6,218          0.03  

Centene Corp

    Health Care        104          6,086          0.03  

Avery Dennison Corp

    Materials        47          6,055          0.03  

Fox Corp

    Communication Services        216          6,047          0.03  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDUS) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

DXC Technology Co

    Information Technology        328        $ 5,859          0.03 % 

Universal Health Services Inc

    Health Care        54          5,821          0.03  

Molson Coors Beverage Co

    Consumer Staples        171          5,736          0.02  

McKesson Corp

    Health Care        38          5,692          0.02  

Invesco Ltd

    Financials        498          5,688          0.02  

ViacomCBS Inc

    Communication Services        196          5,490          0.02  

Akamai Technologies Inc

    Information Technology        49          5,417          0.02  

CDW Corp/DE

    Information Technology        44          5,269          0.02  

NetApp Inc

    Information Technology        117          5,150          0.02  

Alexion Pharmaceuticals Inc

    Health Care        44          5,071          0.02  

Juniper Networks Inc

    Information Technology        234          5,041          0.02  

FLIR Systems Inc

    Information Technology        140          5,010          0.02  

Laboratory Corp of America Holdings

    Health Care        26          4,944          0.02  

Unum Group

    Financials        290          4,885          0.02  

Biogen Inc

    Health Care        17          4,855          0.02  

General Electric Co

    Industrials        774          4,822          0.02  

Hartford Financial Services Group Inc/Th

    Financials        129          4,771          0.02  

Aflac Inc

    Financials        128          4,645          0.02  

TE Connectivity Ltd

    Information Technology        46          4,515          0.02  

Global Payments Inc

    Information Technology        25          4,497          0.02  

Principal Financial Group Inc

    Financials        111          4,476          0.02  

Citizens Financial Group Inc

    Financials        175          4,422          0.02  

FleetCor Technologies Inc

    Information Technology        19          4,410          0.02  

Wells Fargo & Co

    Financials        185          4,355          0.02  

Ford Motor Co

    Consumer Discretionary        649          4,324          0.02  

Perrigo Co PLC

    Health Care        93          4,284          0.02  

Bank of New York Mellon Corp/The

    Financials        123          4,211          0.02  

Cardinal Health Inc

    Health Care        88          4,128          0.02  

Hewlett Packard Enterprise Co

    Information Technology        432          4,047          0.02  

Fifth Third Bancorp

    Financials        188          4,014          0.02  

Microchip Technology Inc

    Information Technology        38          3,855          0.02  

BlackRock Inc

    Financials        7          3,832          0.02  

Agilent Technologies Inc

    Health Care        38          3,787          0.02  

Interpublic Group of Cos Inc/The

    Communication Services        225          3,756          0.02  

Southwest Airlines Co

    Industrials        96          3,614          0.02  

Arista Networks Inc

    Information Technology        17          3,542          0.02  

Omnicom Group Inc

    Communication Services        72          3,540          0.02  

Western Union Co/The

    Information Technology        162          3,477          0.01  

Kohl’s Corp

    Consumer Discretionary        186          3,454          0.01  

PulteGroup Inc

    Consumer Discretionary        73          3,375          0.01  

Altria Group Inc

    Consumer Staples        87          3,352          0.01  

KeyCorp

    Financials        275          3,284          0.01  

Marathon Oil Corp

    Energy        794          3,248          0.01  

Carrier Global Corp

    Industrials        104          3,187          0.01  

Micron Technology Inc

    Information Technology        67          3,160          0.01  

Alaska Air Group Inc

    Industrials        85          3,126          0.01  

Eaton Corp PLC

    Industrials        30          3,038          0.01  

CSX Corp

    Industrials        39          3,005          0.01  

Parker-Hannifin Corp

    Industrials        15          2,989          0.01  

CBRE Group Inc

    Real Estate        62          2,918          0.01  

JB Hunt Transport Services Inc

    Industrials        23          2,845          0.01  

General Dynamics Corp

    Industrials        20          2,791          0.01  

Nielsen Holdings PLC

    Industrials        196          2,776          0.01  

BorgWarner Inc

    Consumer Discretionary        71          2,743          0.01  

M&T Bank Corp

    Financials        29          2,699          0.01  

Westinghouse Air Brake Technologies Corp

    Industrials        43          2,655          0.01  

Evergy Inc

    Utilities        52          2,633          0.01  

Zions Bancorp NA

    Financials        90          2,624          0.01  

Automatic Data Processing Inc

    Information Technology        18          2,518          0.01  

Westrock Co

    Materials        72          2,509          0.01  

State Street Corp

    Financials        42          2,504          0.01  

Cummins Inc

    Industrials        12          2,476          0.01  

Snap-on Inc

    Industrials        17          2,449          0.01  

CarMax Inc

    Consumer Discretionary        24          2,220          0.01  

O’Reilly Automotive Inc

    Consumer Discretionary        5          2,162          0.01  

Raymond James Financial Inc

    Financials        30          2,150          0.01  

Ulta Beauty Inc

    Consumer Discretionary        9          2,101          0.01  

Hilton Worldwide Holdings Inc

    Consumer Discretionary        25          2,101          0.01  

Analog Devices Inc

    Information Technology        18          2,053          0.01  

General Motors Co

    Consumer Discretionary        68          2,019          0.01  

Marriott International Inc/MD

    Consumer Discretionary        22          2,019          0.01  

Quest Diagnostics Inc

    Health Care        17          1,986          0.01  

Mosaic Co/The

    Materials        106          1,945          0.01  

NVR Inc

    Consumer Discretionary        0          1,915          0.01  

AMETEK Inc

    Industrials        19          1,841          0.01  

Franklin Resources Inc

    Financials        89          1,813          0.01  

Flowserve Corp

    Industrials        66          1,811          0.01  

Zimmer Biomet Holdings Inc

    Health Care        13          1,724          0.01  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (MLGSFDUS) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Corning Inc

    Information Technology        53        $ 1,710          0.01 % 

Baker Hughes Co

    Energy        127          1,683          0.01  

HollyFrontier Corp

    Energy        84          1,664          0.01  

Valero Energy Corp

    Energy        36          1,574          0.01  

Teledyne Technologies Inc

    Industrials        5          1,455          0.01  

Kinder Morgan Inc

    Energy        118          1,451          0.01  

Expeditors International of Washington I

    Industrials        16          1,422          0.01  

DuPont de Nemours Inc

    Materials        25          1,405          0.01  

Johnson Controls International plc

    Industrials        34          1,389          0.01  

L Brands Inc

    Consumer Discretionary        43          1,380          0.01  

Marathon Petroleum Corp

    Energy        46          1,355          0.01  

Corteva Inc

    Materials        46          1,331          0.01  

CF Industries Holdings Inc

    Materials        41          1,253          0.01  

Martin Marietta Materials Inc

    Materials        5          1,214          0.01  

Concho Resources Inc

    Energy        27          1,190          0.01  

Trane Technologies PLC

    Industrials        9          1,137          0.00  

Carnival Corp

    Consumer Discretionary        73          1,107          0.00  

Regions Financial Corp

    Financials        95          1,095          0.00  

Jacobs Engineering Group Inc

    Industrials        11          1,022          0.00  

Vulcan Materials Co

    Materials        7          985          0.00  

Globe Life Inc

    Financials        10          768          0.00  

Tapestry Inc

    Consumer Discretionary        45          704          0.00  

Norwegian Cruise Line Holdings Ltd

    Consumer Discretionary        39          670          0.00  

Gap Inc/The

    Consumer Discretionary        32          539          0.00  

MGM Resorts International

    Consumer Discretionary        21          464          0.00  

Sealed Air Corp

    Materials        11          419          0.00  

Under Armour Inc

    Consumer Discretionary        29          321          0.00  

Under Armour Inc

    Consumer Discretionary        31          307          0.00  

Devon Energy Corp

    Energy        29          273          0.00  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (JPGSFDEU) of common stocks  
Common Stocks    Sector      Shares        Value        Weight  

 

  

SAP SE

    Information Technology        3,411        $ 530,832          3.71 % 

Enel SpA

    Utilities        34,360          298,778          2.09  

Koninklijke Ahold Delhaize NV

    Consumer Staples        8,596          254,440          1.78  

L’Oreal SA

    Consumer Staples        766          249,276          1.74  

Allianz SE

    Financials        1,204          230,975          1.61  

Danone SA

    Consumer Staples        3,425          221,674          1.55  

Schneider Electric SE

    Industrials        1,659          206,219          1.44  

TOTAL SE

    Energy        5,906          202,143          1.41  

Daimler AG

    Consumer Discretionary        3,724          200,938          1.40  

Deutsche Telekom AG

    Communication Services        11,925          199,759          1.40  

Bayer AG

    Health Care        3,152          196,974          1.38  

Deutsche Boerse AG

    Financials        1,116          196,009          1.37  

HelloFresh SE

    Consumer Discretionary        3,491          194,731          1.36  

Industria de Diseno Textil SA

    Consumer Discretionary        6,474          180,625          1.26  

Michelin

    Consumer Discretionary        1,680          180,586          1.26  

Adyen NV

    Information Technology        98          179,775          1.26  

Fresenius Medical Care AG & Co KGaA

    Health Care        2,014          170,018          1.19  

Kering SA

    Consumer Discretionary        246          163,929          1.15  

Fiat Chrysler Automobiles NV

    Consumer Discretionary        13,316          163,395          1.14  

Sanofi

    Health Care        1,541          154,169          1.08  

Beiersdorf AG

    Consumer Staples        1,314          149,367          1.04  

Suez SA

    Utilities        8,036          148,886          1.04  

BASF SE

    Materials        2,381          145,072          1.01  

Dassault Systemes SE

    Information Technology        716          134,113          0.94  

Nokian Renkaat Oyj

    Consumer Discretionary        4,693          132,852          0.93  

HeidelbergCement AG

    Materials        2,059          126,265          0.88  

Ubisoft Entertainment SA

    Communication Services        1,393          125,834          0.88  

Covestro AG

    Materials        2,493          123,763          0.86  

Deutsche Post AG

    Industrials        2,711          123,602          0.86  

FinecoBank Banca Fineco SpA

    Financials        8,947          123,279          0.86  

ArcelorMittal SA

    Materials        9,072          121,056          0.85  

Intesa Sanpaolo SpA

    Financials        64,200          120,632          0.84  

Euronext NV

    Financials        954          119,593          0.84  

Naturgy Energy Group SA

    Utilities        5,801          116,419          0.81  

Unilever NV

    Consumer Staples        1,825          110,180          0.77  

Iberdrola SA

    Utilities        8,704          107,228          0.75  

Brenntag AG

    Industrials        1,680          106,938          0.75  

Ageas SA/NV

    Financials        2,574          105,190          0.74  

Flutter Entertainment PLC

    Consumer Discretionary        657          104,503          0.73  

Carl Zeiss Meditec AG

    Health Care        824          104,311          0.73  

BioMerieux

    Health Care        660          103,476          0.72  

Smurfit Kappa Group PLC

    Materials        2,631          103,393          0.72  

Orion Oyj

    Health Care        2,225          100,859          0.70  

Air Liquide SA

    Materials        629          99,936          0.70  

UCB SA

    Health Care        876          99,606          0.70  

EXOR NV

    Financials        1,785          97,273          0.68  

Randstad NV

    Industrials        1,860          97,093          0.68  

MorphoSys AG

    Health Care        764          96,998          0.68  

Prysmian SpA

    Industrials        3,330          96,950          0.68  

Atos SE

    Information Technology        1,195          96,367          0.67  

Nokia Oyj

    Information Technology        24,538          96,357          0.67  

DiaSorin SpA

    Health Care        475          95,787          0.67  

Koninklijke KPN NV

    Communication Services        40,588          95,487          0.67  

Knorr-Bremse AG

    Industrials        794          93,632          0.65  

ACS Actividades de Construccion y Servic

    Industrials        4,121          93,554          0.65  

Recordati Industria Chimica e Farmaceuti

    Health Care        1,823          93,451          0.65  

Tenaris SA

    Energy        18,671          93,258          0.65  

CRH PLC

    Materials        2,512          90,886          0.64  

Carrefour SA

    Consumer Staples        5,649          90,488          0.63  

Elisa Oyj

    Communication Services        1,522          89,705          0.63  

ASM International NV

    Information Technology        614          88,015          0.62  

Enagas SA

    Utilities        3,810          87,955          0.61  

ASR Nederland NV

    Financials        2,559          86,096          0.60  

GEA Group AG

    Industrials        2,440          85,823          0.60  

Poste Italiane SpA

    Financials        9,527          84,514          0.59  

Amadeus IT Group SA

    Information Technology        1,505          83,935          0.59  

Vonovia SE

    Real Estate        1,215          83,438          0.58  

LANXESS AG

    Materials        1,436          82,390          0.58  

BE Semiconductor Industries NV

    Information Technology        1,856          79,624          0.56  

STMicroelectronics NV

    Information Technology        2,584          79,516          0.56  

Signify NV

    Industrials        2,145          79,417          0.55  

TeamViewer AG

    Information Technology        1,462          72,194          0.50  

Hannover Rueck SE

    Financials        458          71,037          0.50  

EDP—Energias de Portugal SA

    Utilities        14,412          70,870          0.50  

Hera SpA

    Utilities        19,132          70,691          0.49  

Eiffage SA

    Industrials        862          70,583          0.49  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (JPGSFDEU) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

QIAGEN NV

    Health Care        1,352        $ 70,220          0.49 % 

Symrise AG

    Materials        503          69,615          0.49  

Telefonica Deutschland Holding AG

    Communication Services        27,005          69,291          0.48  

Kingspan Group PLC

    Industrials        757          68,933          0.48  

Colruyt SA

    Consumer Staples        1,057          68,613          0.48  

Worldline SA/France

    Information Technology        823          67,617          0.47  

Ipsen SA

    Health Care        637          66,906          0.47  

Cellnex Telecom SA

    Communication Services        1,084          66,098          0.46  

Kone Oyj

    Industrials        750          66,012          0.46  

SEB SA

    Consumer Discretionary        389          63,400          0.44  

Verbund AG

    Utilities        1,139          62,312          0.44  

Kesko Oyj

    Consumer Staples        2,358          60,797          0.42  

Kerry Group PLC

    Consumer Staples        470          60,284          0.42  

Bechtle AG

    Information Technology        291          58,915          0.41  

Cie de Saint-Gobain

    Industrials        1,366          57,648          0.40  

HOCHTIEF AG

    Industrials        739          57,552          0.40  

Huhtamaki Oyj

    Materials        1,162          57,447          0.40  

OMV AG

    Energy        2,078          57,005          0.40  

Legrand SA

    Industrials        712          56,911          0.40  

Solvay SA

    Materials        659          56,736          0.40  

Zalando SE

    Consumer Discretionary        583          54,615          0.38  

Grifols SA

    Health Care        1,885          54,341          0.38  

Wienerberger AG

    Materials        2,050          54,161          0.38  

Rexel SA

    Industrials        4,298          54,113          0.38  

Interpump Group SpA

    Industrials        1,435          53,341          0.37  

Deutsche Wohnen SE

    Real Estate        1,036          51,849          0.36  

Arkema SA

    Materials        480          51,039          0.36  

Koninklijke Vopak NV

    Energy        898          50,587          0.35  

Red Electrica Corp SA

    Utilities        2,661          49,948          0.35  

Jeronimo Martins SGPS SA

    Consumer Staples        3,072          49,346          0.34  

CTS Eventim AG & Co KGaA

    Communication Services        1,019          49,323          0.34  

E.ON SE

    Utilities        4,426          48,912          0.34  

Gecina SA

    Real Estate        365          48,273          0.34  

Wolters Kluwer NV

    Industrials        560          47,854          0.33  

Gerresheimer AG

    Health Care        427          47,739          0.33  

BAWAG Group AG

    Financials        1,305          47,127          0.33  

Cofinimmo SA

    Real Estate        312          46,826          0.33  

Terna Rete Elettrica Nazionale SpA

    Utilities        6,598          46,207          0.32  

Sartorius Stedim Biotech

    Health Care        134          46,203          0.32  

Eurofins Scientific SE

    Health Care        58          45,611          0.32  

Deutsche Lufthansa AG

    Industrials        5,243          45,233          0.32  

Nemetschek SE

    Information Technology        611          44,746          0.31  

Proximus SADP

    Communication Services        2,396          43,744          0.31  

Inmobiliaria Colonial Socimi SA

    Real Estate        5,192          42,936          0.30  

Hermes International

    Consumer Discretionary        50          42,903          0.30  

Merck KGaA

    Health Care        292          42,568          0.30  

Accor SA

    Consumer Discretionary        1,510          42,469          0.30  

Acciona SA

    Utilities        388          42,246          0.30  

ANDRITZ AG

    Industrials        1,333          41,183          0.29  

Koninklijke DSM NV

    Materials        249          40,992          0.29  

Iliad SA

    Communication Services        220          40,458          0.28  

ASML Holding NV

    Information Technology        108          40,023          0.28  

Publicis Groupe SA

    Communication Services        1,232          39,836          0.28  

LEG Immobilien AG

    Real Estate        274          39,102          0.27  

Orange SA

    Communication Services        3,739          38,942          0.27  

Snam SpA

    Utilities        7,488          38,523          0.27  

Elia Group SA/NV

    Utilities        385          38,421          0.27  

ProSiebenSat.1 Media SE

    Communication Services        2,910          38,227          0.27  

Pernod Ricard SA

    Consumer Staples        239          38,201          0.27  

Heineken NV

    Consumer Staples        422          37,574          0.26  

UPM-Kymmene Oyj

    Materials        1,146          34,907          0.24  

Viscofan SA

    Consumer Staples        520          34,651          0.24  

Siemens AG

    Industrials        273          34,578          0.24  

A2A SpA

    Utilities        23,534          34,206          0.24  

Sofina SA

    Financials        116          31,749          0.22  

Amplifon SpA

    Health Care        871          31,182          0.22  

Elis SA

    Industrials        2,435          30,850          0.22  

TAG Immobilien AG

    Real Estate        1,020          30,768          0.21  

Merlin Properties Socimi SA

    Real Estate        3,501          29,244          0.20  

Raiffeisen Bank International AG

    Financials        1,868          28,612          0.20  

RWE AG

    Utilities        760          28,487          0.20  

KBC Group NV

    Financials        566          28,383          0.20  

United Internet AG

    Communication Services        725          27,757          0.19  

Aalberts NV

    Industrials        752          27,158          0.19  

alstria office REIT-AG

    Real Estate        1,776          24,686          0.17  

Heineken Holding NV

    Consumer Staples        299          23,303          0.16  

Valmet Oyj

    Industrials        938          23,233          0.16  

Teleperformance

    Industrials        75          23,178          0.16  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (JPGSFDEU) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

IMCD NV

    Industrials        185        $ 21,994          0.15 % 

Glanbia PLC

    Consumer Staples        2,058          21,255          0.15  

Linde PLC

    Materials        89          21,075          0.15  

Telecom Italia SpA/Milano

    Communication Services        52,184          20,921          0.15  

Endesa SA

    Utilities        764          20,450          0.14  

Ackermans & van Haaren NV

    Financials        153          19,866          0.14  

Rubis SCA

    Utilities        486          19,490          0.14  

Telefonica SA

    Communication Services        5,657          19,476          0.14  

Infineon Technologies AG

    Information Technology        681          19,237          0.13  

Evonik Industries AG

    Materials        732          18,966          0.13  

Rational AG

    Industrials        24          18,461          0.13  

Warehouses De Pauw CVA

    Real Estate        487          17,717          0.12  

Freenet AG

    Communication Services        862          17,444          0.12  

Remy Cointreau SA

    Consumer Staples        89          16,209          0.11  

Delivery Hero SE

    Consumer Discretionary        120          13,858          0.10  

Nexi SpA

    Information Technology        688          13,798          0.10  

Davide Campari-Milano NV

    Consumer Staples        1,223          13,360          0.09  

Siemens Gamesa Renewable Energy SA

    Industrials        492          13,314          0.09  

Argenx SE

    Health Care        50          13,074          0.09  

CANCOM SE

    Information Technology        243          12,585          0.09  

KION Group AG

    Industrials        145          12,468          0.09  

Rheinmetall AG

    Industrials        135          12,170          0.09  

Bureau Veritas SA

    Industrials        525          11,855          0.08  

EssilorLuxottica SA

    Consumer Discretionary        86          11,766          0.08  

Alstom SA

    Industrials        233          11,617          0.08  

Fresenius SE & Co KGaA

    Health Care        250          11,388          0.08  

Bayerische Motoren Werke AG

    Consumer Discretionary        152          11,061          0.08  

Kojamo Oyj

    Real Estate        498          10,710          0.07  

La Francaise des Jeux SAEM

    Consumer Discretionary        279          10,270          0.07  

BNP Paribas SA

    Financials        258          9,360          0.07  

Umicore SA

    Materials        215          8,969          0.06  

Sodexo SA

    Consumer Discretionary        120          8,618          0.06  

Grand City Properties SA

    Real Estate        338          8,178          0.06  

Capgemini SE

    Information Technology        62          7,938          0.06  

Scout24 AG

    Communication Services        88          7,662          0.05  

Vinci SA

    Industrials        91          7,649          0.05  

Aegon NV

    Financials        2,727          7,097          0.05  

Orpea

    Health Care        61          6,921          0.05  

Alten SA

    Information Technology        71          6,733          0.05  

Sopra Steria Group

    Information Technology        42          6,694          0.05  

Anheuser-Busch InBev SA/NV

    Consumer Staples        121          6,544          0.05  

Continental AG

    Consumer Discretionary        60          6,531          0.05  

Engie SA

    Utilities        482          6,448          0.05  

CNP Assurances

    Financials        515          6,445          0.05  

Credit Agricole SA

    Financials        726          6,360          0.04  

voestalpine AG

    Materials        238          6,286          0.04  

Banco de Sabadell SA

    Financials        17,864          6,224          0.04  

ING Groep NV

    Financials        870          6,174          0.04  

SPIE SA

    Industrials        339          6,107          0.04  

Banco BPM SpA

    Financials        3,412          5,778          0.04  

Stora Enso Oyj

    Materials        353          5,541          0.04  

AXA SA

    Financials        299          5,530          0.04  

Bollore SA

    Communication Services        1,325          4,950          0.03  

Galapagos NV

    Health Care        34          4,778          0.03  

Dialog Semiconductor PLC

    Information Technology        104          4,533          0.03  

Renault SA

    Consumer Discretionary        169          4,401          0.03  

Veolia Environnement SA

    Utilities        195          4,209          0.03  

Bouygues SA

    Industrials        120          4,183          0.03  

Atlantia SpA

    Industrials        239          3,768          0.03  

Siemens Energy AG

    N/A        137          3,686          0.03  

Mapfre SA

    Financials        2,135          3,346          0.02  

Assicurazioni Generali SpA

    Financials        230          3,246          0.02  

Fortum Oyj

    Utilities        158          3,204          0.02  

Erste Group Bank AG

    Financials        135          2,834          0.02  

CaixaBank SA

    Financials        1,315          2,796          0.02  

Edenred

    Information Technology        61          2,738          0.02  

Italgas SpA

    Utilities        330          2,085          0.01  

Faurecia SE

    Consumer Discretionary        48          2,063          0.01  

Thales SA

    Industrials        25          1,869          0.01  

Valeo SA

    Consumer Discretionary        59          1,827          0.01  

Siemens Healthineers AG

    Health Care        30          1,326          0.01  

Electricite de France SA

    Utilities        120          1,267          0.01  

Natixis SA

    Financials        517          1,165          0.01  

Puma SE

    Consumer Discretionary        12          1,120          0.01  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

 

A basket (JPGSFDUK) of common stocks  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Reckitt Benckiser Group PLC

    Consumer Staples        1,752        $ 170,962          4.72 % 

AstraZeneca PLC

    Health Care        1,406          153,548          4.24  

GlaxoSmithKline PLC

    Health Care        7,840          146,981          4.06  

Unilever PLC

    Consumer Staples        2,035          125,465          3.47  

Rio Tinto PLC

    Materials        1,401          84,209          2.33  

British American Tobacco PLC

    Consumer Staples        2,311          82,875          2.29  

Ocado Group PLC

    Consumer Discretionary        1,903          67,416          1.86  

Royal Dutch Shell PLC

    Energy        4,579          56,989          1.57  

SSE PLC

    Utilities        3,376          52,660          1.45  

Tate & Lyle PLC

    Consumer Staples        5,722          49,140          1.36  

ConvaTec Group PLC

    Health Care        19,816          45,744          1.26  

CRH PLC

    Materials        1,250          45,118          1.25  

Petropavlovsk PLC

    Materials        104,406          44,352          1.23  

Ferguson PLC

    Industrials        433          43,660          1.21  

Severn Trent PLC

    Utilities        1,386          43,631          1.21  

IG Group Holdings PLC

    Financials        3,916          40,022          1.11  

Pennon Group PLC

    Utilities        2,994          39,854          1.10  

Polymetal International PLC

    Materials        1,801          39,285          1.09  

Flutter Entertainment PLC

    Consumer Discretionary        240          37,988          1.05  

Plus500 Ltd

    Financials        1,875          37,961          1.05  

Croda International PLC

    Materials        468          37,740          1.04  

Smurfit Kappa Group PLC

    Materials        958          37,610          1.04  

Diageo PLC

    Consumer Staples        1,058          36,204          1.00  

Ashtead Group PLC

    Industrials        980          35,429          0.98  

Admiral Group PLC

    Financials        1,027          34,618          0.96  

Wm Morrison Supermarkets PLC

    Consumer Staples        15,696          34,482          0.95  

HSBC Holdings PLC

    Financials        8,717          33,931          0.94  

Imperial Brands PLC

    Consumer Staples        1,859          32,824          0.91  

Rentokil Initial PLC

    Industrials        4,594          31,770          0.88  

J Sainsbury PLC

    Consumer Staples        12,562          30,971          0.86  

Games Workshop Group PLC

    Consumer Discretionary        229          30,101          0.83  

Assura PLC

    Real Estate        30,197          30,098          0.83  

Royal Dutch Shell PLC

    Energy        2,439          29,606          0.82  

GVC Holdings PLC

    Consumer Discretionary        2,315          29,113          0.80  

Hikma Pharmaceuticals PLC

    Health Care        867          29,043          0.80  

Domino’s Pizza Group PLC

    Consumer Discretionary        5,964          28,106          0.78  

Spirax-Sarco Engineering PLC

    Industrials        191          27,328          0.75  

John Wood Group PLC

    Energy        9,678          26,591          0.73  

Evraz PLC

    Materials        5,963          26,531          0.73  

Segro PLC

    Real Estate        2,167          26,091          0.72  

Aviva PLC

    Financials        7,053          26,017          0.72  

Spirent Communications PLC

    Information Technology        7,020          25,920          0.72  

BHP Group PLC

    Materials        1,204          25,701          0.71  

Tesco PLC

    Consumer Staples        9,001          24,696          0.68  

Centamin PLC

    Materials        9,232          24,138          0.67  

UDG Healthcare PLC

    Health Care        2,391          23,848          0.66  

Fresnillo PLC

    Materials        1,506          23,282          0.64  

St James’s Place PLC

    Financials        1,877          22,563          0.62  

Glencore PLC

    Materials        10,857          22,563          0.62  

Cineworld Group PLC

    Communication Services        42,796          22,536          0.62  

Primary Health Properties PLC

    Real Estate        11,685          22,389          0.62  

Genus PLC

    Health Care        425          21,153          0.58  

Prudential PLC

    Financials        1,476          21,138          0.58  

B&M European Value Retail SA

    Consumer Discretionary        3,277          20,931          0.58  

Legal & General Group PLC

    Financials        8,529          20,740          0.57  

Antofagasta PLC

    Materials        1,538          20,319          0.56  

Intermediate Capital Group PLC

    Financials        1,314          20,238          0.56  

Rightmove PLC

    Communication Services        2,437          19,720          0.54  

Anglo American PLC

    Materials        810          19,627          0.54  

Persimmon PLC

    Consumer Discretionary        592          18,895          0.52  

United Utilities Group PLC

    Utilities        1,684          18,605          0.51  

Dunelm Group PLC

    Consumer Discretionary        997          17,979          0.50  

M&G PLC

    Financials        8,572          17,652          0.49  

Pets at Home Group Plc

    Consumer Discretionary        3,161          17,257          0.48  

Diploma PLC

    Industrials        602          17,115          0.47  

Halma PLC

    Information Technology        560          16,952          0.47  

Investec PLC

    Financials        8,957          16,515          0.46  

AO World PLC

    Consumer Discretionary        5,800          16,174          0.45  

Vodafone Group PLC

    Communication Services        12,104          16,047          0.44  

IMI PLC

    Industrials        1,177          15,955          0.44  

Experian PLC

    Industrials        414          15,590          0.43  

Pearson PLC

    Communication Services        2,148          15,234          0.42  

Royal Mail PLC

    Industrials        4,894          15,100          0.42  

Barclays PLC

    Financials        11,927          15,030          0.42  

Dechra Pharmaceuticals PLC

    Health Care        360          14,968          0.41  

IntegraFin Holdings PLC

    Financials        2,258          14,808          0.41  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (JPGSFDUK) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Cranswick PLC

    Consumer Staples        309        $ 14,466          0.40 % 

G4S PLC

    Industrials        5,371          13,889          0.38  

Renishaw PLC

    Information Technology        191          13,877          0.38  

Centrica PLC

    Utilities        26,561          13,748          0.38  

Electrocomponents PLC

    Industrials        1,484          13,649          0.38  

Safestore Holdings PLC

    Real Estate        1,320          13,294          0.37  

Schroders PLC

    Financials        374          13,027          0.36  

Ferrexpo PLC

    Materials        5,603          12,775          0.35  

Grainger PLC

    Real Estate        3,297          12,651          0.35  

Drax Group PLC

    Utilities        3,665          12,596          0.35  

Standard Chartered PLC

    Financials        2,652          12,192          0.34  

John Laing Group PLC

    Industrials        2,979          12,062          0.33  

Avast PLC

    Information Technology        1,767          12,020          0.33  

KAZ Minerals PLC

    Materials        1,714          11,593          0.32  

Auto Trader Group PLC

    Communication Services        1,559          11,334          0.31  

Bunzl PLC

    Industrials        347          11,216          0.31  

OneSavings Bank PLC

    Financials        3,091          11,135          0.31  

DCC PLC

    Industrials        143          11,130          0.31  

Avon Rubber PLC

    Industrials        198          10,886          0.30  

BT Group PLC

    Communication Services        8,548          10,858          0.30  

Civitas Social Housing PLC

    Real Estate        7,924          10,803          0.30  

Aggreko PLC

    Industrials        2,236          10,674          0.29  

Quilter PLC

    Financials        6,309          10,443          0.29  

Lloyds Banking Group PLC

    Financials        30,479          10,372          0.29  

Phoenix Group Holdings PLC

    Financials        1,159          10,300          0.28  

Mediclinic International PLC

    Health Care        2,701          9,918          0.27  

C&C Group PLC

    Consumer Staples        3,889          9,842          0.27  

Sage Group PLC/The

    Information Technology        1,044          9,713          0.27  

Greencore Group PLC

    Consumer Staples        7,634          9,659          0.27  

Standard Life Aberdeen PLC

    Financials        3,309          9,655          0.27  

Howden Joinery Group PLC

    Industrials        1,263          9,633          0.27  

Compass Group PLC

    Consumer Discretionary        632          9,537          0.26  

Associated British Foods PLC

    Consumer Staples        391          9,433          0.26  

Cairn Energy PLC

    Energy        4,968          9,231          0.25  

Kingfisher PLC

    Consumer Discretionary        2,406          9,217          0.25  

Direct Line Insurance Group PLC

    Financials        2,632          9,154          0.25  

Hargreaves Lansdown PLC

    Financials        454          9,151          0.25  

Petrofac Ltd

    Energy        6,071          8,735          0.24  

Kainos Group PLC

    Information Technology        660          8,468          0.23  

Rotork PLC

    Industrials        2,273          8,281          0.23  

JD Sports Fashion PLC

    Consumer Discretionary        786          8,214          0.23  

Synthomer PLC

    Materials        1,990          8,130          0.22  

Ultra Electronics Holdings PLC

    Industrials        301          8,109          0.22  

Close Brothers Group PLC

    Financials        613          8,075          0.22  

Lancashire Holdings Ltd

    Financials        898          8,022          0.22  

Savills PLC

    Real Estate        792          7,970          0.22  

Wizz Air Holdings Plc

    Industrials        198          7,965          0.22  

Intertek Group PLC

    Industrials        95          7,775          0.21  

Man Group PLC/Jersey

    Financials        5,161          7,663          0.21  

IWG PLC

    Real Estate        2,281          7,657          0.21  

Liontrust Asset Management PLC

    Financials        476          7,620          0.21  

Countryside Properties PLC

    Consumer Discretionary        1,742          7,559          0.21  

888 Holdings PLC

    Consumer Discretionary        2,293          7,459          0.21  

Weir Group PLC/The

    Industrials        459          7,425          0.21  

Vistry Group PLC

    Consumer Discretionary        992          7,281          0.20  

AVEVA Group PLC

    Information Technology        108          6,670          0.18  

AJ Bell PLC

    Financials        1,119          6,514          0.18  

Dixons Carphone PLC

    Consumer Discretionary        5,329          6,420          0.18  

HomeServe PLC

    Industrials        395          6,295          0.17  

RSA Insurance Group PLC

    Financials        1,071          6,248          0.17  

DS Smith PLC

    Materials        1,581          6,016          0.17  

Pagegroup PLC

    Industrials        1,244          6,013          0.17  

Burberry Group PLC

    Consumer Discretionary        295          5,925          0.16  

Paragon Banking Group PLC

    Financials        1,374          5,908          0.16  

Computacenter PLC

    Information Technology        191          5,820          0.16  

Ninety One PLC

    Financials        2,186          5,758          0.16  

Spectris PLC

    Information Technology        182          5,736          0.16  

Polypipe Group plc

    Industrials        1,008          5,634          0.16  

RHI Magnesita NV

    Materials        172          5,633          0.16  

Ashmore Group PLC

    Financials        1,191          5,510          0.15  

Jupiter Fund Management PLC

    Financials        1,903          5,504          0.15  

Vesuvius PLC

    Industrials        1,076          5,495          0.15  

Bank of Georgia Group PLC

    Financials        474          5,466          0.15  

Melrose Industries PLC

    Industrials        3,656          5,451          0.15  

XP Power Ltd

    Industrials        94          5,369          0.15  

PZ Cussons PLC

    Consumer Staples        1,740          5,279          0.15  

Frasers Group PLC

    Consumer Discretionary        1,168          5,195          0.14  

LondonMetric Property PLC

    Real Estate        1,770          5,072          0.14  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

A basket (JPGSFDUK) of common stocks (continued)  
Common Stocks    Sector      Shares        Value        Weight  

 

  

Hill & Smith Holdings PLC

    Materials        324        $ 4,989          0.14 % 

Coats Group PLC

    Consumer Discretionary        6,861          4,951          0.14  

Firstgroup PLC

    Industrials        10,002          4,918          0.14  

Playtech Plc

    Consumer Discretionary        1,042          4,882          0.13  

Serco Group PLC

    Industrials        2,907          4,774          0.13  

Telecom Plus PLC

    Utilities        272          4,696          0.13  

FDM Group Holdings PLC

    Information Technology        349          4,581          0.13  

Softcat PLC

    Information Technology        293          4,574          0.13  

Morgan Sindall Group PLC

    Industrials        308          4,538          0.13  

Biffa PLC

    Industrials        1,597          4,485          0.12  

William Hill PLC

    Consumer Discretionary        1,228          4,406          0.12  

Just Group PLC

    Financials        7,564          4,389          0.12  

Go-Ahead Group PLC/The

    Industrials        558          4,176          0.12  

SSP Group Plc

    Consumer Discretionary        1,792          4,175          0.12  

Tritax Big Box REIT PLC

    Real Estate        2,085          4,172          0.12  

Hilton Food Group PLC

    Consumer Staples        268          4,135          0.11  

Brewin Dolphin Holdings PLC

    Financials        1,358          4,093          0.11  

Meggitt PLC

    Industrials        1,227          4,080          0.11  

PayPoint PLC

    Industrials        612          3,983          0.11  

Land Securities Group PLC

    Real Estate        561          3,781          0.10  

Natwest Group PLC

    Financials        2,670          3,656          0.10  

Next PLC

    Consumer Discretionary        47          3,603          0.10  

AG Barr PLC

    Consumer Staples        571          3,592          0.10  

Marks & Spencer Group PLC

    Consumer Discretionary        2,852          3,591          0.10  

Travis Perkins PLC

    Industrials        247          3,458          0.10  

TBC Bank Group PLC

    Financials        256          3,350          0.09  

4imprint Group PLC

    Communication Services        130          3,137          0.09  

Sabre Insurance Group PLC

    Financials        943          3,097          0.09  

LXI REIT plc

    Real Estate        2,189          3,052          0.08  

Inchcape PLC

    Consumer Discretionary        534          3,040          0.08  

Moneysupermarket.com Group PLC

    Consumer Discretionary        870          3,002          0.08  

Morgan Advanced Materials PLC

    Industrials        971          2,984          0.08  

Chemring Group PLC

    Industrials        955          2,978          0.08  

Big Yellow Group PLC

    Real Estate        221          2,966          0.08  

PureTech Health PLC

    Health Care        885          2,909          0.08  

Clarkson PLC

    Industrials        99          2,885          0.08  

Berkeley Group Holdings PLC

    Consumer Discretionary        53          2,883          0.08  

easyJet PLC

    Industrials        405          2,625          0.07  

James Fisher & Sons PLC

    Industrials        178          2,600          0.07  

Johnson Matthey PLC

    Materials        85          2,593          0.07  

Rolls-Royce Holdings PLC

    Industrials        1,521          2,552          0.07  

Sirius Real Estate Ltd

    Real Estate        2,644          2,492          0.07  

Bodycote PLC

    Industrials        326          2,454          0.07  

TI Fluid Systems PLC

    Consumer Discretionary        1,202          2,389          0.07  

Bellway PLC

    Consumer Discretionary        61          1,856          0.05  

Mitchells & Butlers PLC

    Consumer Discretionary        1,038          1,815          0.05  

ContourGlobal PLC

    Utilities        718          1,795          0.05  

Equiniti Group PLC

    Information Technology        1,169          1,720          0.05  

J D Wetherspoon PLC

    Consumer Discretionary        159          1,713          0.05  

CLS Holdings PLC

    Real Estate        578          1,591          0.04  

Workspace Group PLC

    Real Estate        225          1,564          0.04  

Micro Focus International PLC

    Information Technology        452          1,437          0.04  

Vivo Energy PLC

    Consumer Discretionary        1,452          1,406          0.04  

Rathbone Brothers PLC

    Financials        69          1,373          0.04  

Great Portland Estates PLC

    Real Estate        174          1,346          0.04  

Watches of Switzerland Group PLC

    Consumer Discretionary        283          1,229          0.03  

Crest Nicholson Holdings plc

    Consumer Discretionary        417          1,063          0.03  

Trainline PLC

    Consumer Discretionary        206          965          0.03  

WH Smith PLC

    Consumer Discretionary        78          955          0.03  

GCP Student Living PLC

    Real Estate        566          902          0.02  

Oxford Instruments PLC

    Information Technology        44          900          0.02  

Rank Group PLC

    Consumer Discretionary        657          791          0.02  

BMO Commercial Property Trust Ltd

    Real Estate        769          641          0.02  

PPHE Hotel Group Ltd

    Consumer Discretionary        35          449          0.01  

TalkTalk Telecom Group PLC

    Communication Services        381          395          0.01  

GOLDMAN SACHS ALTERNATIVE PREMIA FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

PURCHASED OPTIONS CONTRACTS — At September 30, 2020, the Fund had the following :

 

Description   Counterparty   Exercise
Price		     Expiration
Date		     Number of
Contracts		        Notional
Amount		     Value     Premiums
Paid
(Received)
by the
Fund		     Unrealized
Appreciation/
Depreciation		  

 

  

Purchased options contracts:

 

      

Calls

 

      

CBOE Volatility Index

   Morgan Stanley Co., Inc.   35     USD       10/21/2020       230        $  606,510     $ 37,950     $  101,835     $  (63,885 ) 
    30     USD       11/18/2020       270          711,990       167,400       134,976       32,424  
    32.50     USD       12/16/2020       250          659,250       122,500       113,605       8,895  

 

  

Total purchased options contracts

 

     750          $  327,850     $ 350,416     $  (22,566 ) 

 

  

GOLDMAN SACHS COMMODITY STRATEGY FUND

 

Consolidated Schedule of Investments

September 30, 2020 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Mortgage-Backed Securities – 3.2%

FHLMC – 1.7%

$

     24,653       5.000 %    11/01/2025   $         27,016
    22,612       5.000     08/01/2028   24,964
    10,390       5.000     01/01/2033   11,883
    262       5.000     03/01/2033   300
    5,628       5.000     04/01/2033   6,448
    576       5.000     05/01/2033   659
    1,995       5.000     06/01/2033   2,285
    15,653       5.000     07/01/2033   17,935
    22,975       5.000     08/01/2033   26,314
    1,740       5.000     09/01/2033   1,994
    4,857       5.000     10/01/2033   5,566
    11,197       5.000     11/01/2033   12,828
    5,500       5.000     12/01/2033   6,302
    4,674       5.000     01/01/2034   5,355
    16,468       5.000     02/01/2034   18,889
    7,028       5.000     03/01/2034   8,088
    13,579       5.000     04/01/2034   15,640
    17,025       5.000     05/01/2034   19,512
    245,666       5.000     06/01/2034   281,633
    3,980       5.000     11/01/2034   4,584
    64,514       5.000     04/01/2035   73,917
    1,141,291       5.000     07/01/2035   1,314,476
    2,292       5.000     11/01/2035   2,627
    53,916       5.000     03/01/2036   62,031
    17,382       5.000     03/01/2037   19,916
    56,217       5.000     12/01/2037   64,412
    102,214       5.000     02/01/2038   117,116
    246,707       5.000     03/01/2038   282,733
    122,472       5.000     07/01/2038   140,356
    97,606       5.000     11/01/2038   111,859
    266,323       5.000     12/01/2038   305,145
    149,535       5.000     01/01/2039   171,370
    37,220       5.000     02/01/2039   42,655
    243,928       5.000     06/01/2041   279,485
       

 

        3,486,293

 

UMBS – 1.5%

    3,860       6.000     03/01/2034   4,518
    14,243       6.000     08/01/2034   16,749
    64,077       6.000     08/01/2035   76,402
    102,739       6.000     09/01/2035   122,962
    182,425       6.000     11/01/2035   218,263
    380,043       6.000     03/01/2036   452,776
    3,640       6.000     06/01/2036   4,338
    721,218       6.000     09/01/2036   824,249
    142,620       6.000     12/01/2036   171,495
    9,497       6.000     02/01/2037   11,332
    1,828       6.000     04/01/2037   2,147
    3,004       6.000     05/01/2037   3,588
    87,998       6.000     06/01/2037   105,507
    45,734       6.000     07/01/2037   54,839
    121,325       6.000     08/01/2037   143,961
    54,362       6.000     09/01/2037   65,297
    10,250       6.000     10/01/2037   12,327
    30,901       6.000     11/01/2037   37,176
    2,528       6.000     12/01/2037   3,040
    274,205       6.000     01/01/2038   329,555
    34,186       6.000     03/01/2038   41,090
    1,896       6.000     04/01/2038   2,275
    511       6.000     05/01/2038   577
    837       6.000     09/01/2038   1,008
    53,727       6.000     10/01/2038   64,460
    2,038       6.000     12/01/2038   2,446
Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
Mortgage-Backed Securities – (continued)

UMBS – (continued)

$

     1,897       6.000 %    01/01/2039   $           2,272
    6,981       4.000     08/01/2039   7,693
    24,812       4.500     02/01/2040   27,737
    2,151       6.000     04/01/2040   2,577
    90,092       6.000     06/01/2040   107,938
    208,557       6.000     05/01/2041   250,313
    80,765       4.500     08/01/2041   90,214
       

 

        3,261,121

 

TOTAL MORTGAGE-BACKED SECURITIES
(Cost $6,352,514)		   $    6,747,414

 

       
Collateralized Mortgage Obligations – 1.6%

Regular Floater(a)(b) – 0.1%

FHLMC REMIC Series 3371, Class FA

$

     140,557       0.752 %    09/15/2037   $       142,856

NCUA Guaranteed Notes Trust Series 2010-R1, Class 1A

    112,929       0.605     10/07/2020   112,953
       

 

        255,809

 

Sequential Fixed Rate – 1.5%

FHLMC REMIC Series 2755, Class ZA

    337,684       5.000     02/15/2034   381,581

FHLMC REMIC Series 4246, Class PT

    171,986       6.500     02/15/2036   204,695

FHLMC REMIC Series 4273, Class PD

    880,371       6.500     11/15/2043   1,067,757

FNMA REMIC Series 2012-111, Class B

    235,197       7.000     10/25/2042   290,758

FNMA REMIC Series 2012-153, Class B

    846,654       7.000     07/25/2042   1,069,637
       

 

        3,014,428

 

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost $3,018,709)		   $    3,270,237

 

       
Commercial Mortgage-Backed Securities(a)(b) – 1.5%

Agency Multi-Family – 1.5%

FHLMC Multifamily Structured Pass-Through Certificates REMIC
Series K011, Class A2

$

     3,136,755       4.084 %    11/25/2020   $    3,144,559

FHLMC Multifamily Structured Pass-Through Certificates REMIC
Series K714, Class A2

    44,196       3.034     10/25/2020   44,211

 

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost $3,642,789)		   $    3,188,770

 

       
Asset-Backed Securities(a)(b) – 0.1%

Home Equity – 0.1%

GMACM Home Equity Loan Trust Series 2007-HE3, Class 2A1

$

     50,970       7.000 %    09/25/2037   $         51,860

NCUA Guaranteed Notes Trust Series 2010-A1, Class A

    162,919       0.506     12/07/2020   162,527

 

TOTAL ASSET-BACKED SECURITIES
(Cost $213,889)		   $       214,387

 

 

GOLDMAN SACHS COMMODITY STRATEGY FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

Principal
Amount		     Interest
Rate		     Maturity
Date		   Value
U.S. Treasury Obligations – 6.5%

U.S. Treasury Bonds(c)

  

$

     1,100,000       2.750 %    11/15/2042   $    1,408,515
    1,990,000       3.750     11/15/2043   2,956,083
    20,000       3.375     05/15/2044   28,225
    4,780,000       3.000     05/15/2047   6,476,153

U.S. Treasury Notes

    2,490,000       2.625     12/31/2025   2,790,551
    40,000       1.375     08/31/2026   42,353

 

TOTAL U.S. TREASURY OBLIGATIONS
(Cost $10,450,186)		   $  13,701,880

 

       

Shares

    

Dividend

Rate

   Value
Investment Company(d) – 70.5%

Goldman Sachs Financial Square Government Fund — Institutional Shares

    148,437,269       0.027%   $148,437,269
(Cost $148,437,269)  

 

TOTAL INVESTMENTS – 83.4%
(Cost $172,115,356)		   $175,559,957

 

OTHER ASSETS IN EXCESS OF

    LIABILITIES – 16.6%

   34,998,479

 

NET ASSETS – 100.0%   $210,558,436

 

The percentage shown for each investment category reflects the
value of investments in that category as a percentage of net assets.
(a)   Securities with “Call” features. Maturity dates disclosed are the final maturity dates.
(b)   Variable rate security. Except for floating rate notes (for which final maturity is disclosed), maturity date disclosed is the next interest reset date. Interest rate disclosed is that which is in effect on September 30, 2020.
(c)   All or a portion of security is segregated as collateral for initial margin requirements on futures transactions.
(d)   Represents an Affiliated Issuer.

 

 

Investment Abbreviations:
FHLMC  

— Federal Home Loan Mortgage Corp.

FNMA  

— Federal National Mortgage Association

LIBOR  

— London Interbank Offered Rate

REMIC  

— Real Estate Mortgage Investment Conduit

UMBS  

— Uniform Mortgage-Backed Securities

Currency Abbreviation:
USD  

— United States Dollar

 

For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.

 

    

 

GOLDMAN SACHS COMMODITY STRATEGY FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FUTURES CONTRACTS — At September 30, 2020, the Fund had the following futures contracts:

 

Description      Number of
Contracts		     

Expiration

Date

      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

 

3 Month Eurodollar

      1      12/14/2020      $ 249,387      $ 4,305  

U.S. Treasury Long Bond

      18      12/21/2020        3,170,813        23,488  

 

  

Total

                   $ 27,793  

 

  

Short position contracts:

                  

U.S. Treasury 2 Year Note

      (49)      12/31/2020        (10,825,938 )       (4,766 ) 

U.S. Treasury 5 Year Note

      (42)      12/31/2020        (5,292,328 )       (4,458 ) 

U.S. Treasury 10 Year Note

      (9)      12/21/2020        (1,255,500 )       (157 ) 

U.S. Treasury 10 Year Ultra Note

      (16)      12/21/2020        (2,556,750 )       4,007  

U.S. Treasury Ultra Bond

      (53)      12/21/2020        (11,734,531 )       (52,427 ) 

 

  

Total

                   $ (57,801 ) 

 

  

Total Futures Contracts

 

    $ (30,008 ) 

 

  

SWAP CONTRACTS — At September 30, 2020, the Fund had the following swap contracts:

CENTRALLY CLEARED INTEREST RATE SWAP CONTRACTS

 

Payments Made
by the Fund(a)		   

Payments

Received by

the Fund

      Termination
Date		      Notional
Amount
(000’s)(b)		        Value        Upfront
Premium
(Received)
Paid		        Unrealized
Appreciation/
(Depreciation)		  

 

  

1 Month LIBOR

    3 Month LIBOR      07/25/2024        USD  9,100        $ 5,623        $ 229        $ 5,394  

 

  

 

(a)   Payments made quarterly
(b)   Represents forward starting interest rate swaps whose effective dates of commencement of accruals and cash flows occur subsequent to September 30, 2020.

OVER THE COUNTER TOTAL RETURN SWAP CONTRACTS

 

Referenced
Obligation/Index(a)		   Financing Rate
Received (Paid) by
the Fund		     Counterparty   Termination
Date		     Notional
Amount
(000’s)		    

Unrealized
Appreciation/

(Depreciation)(b)

  

 

  
S&P GSCI Energy 1 Month Forward Index     (0.000)%     BNP Paribas SA     04/08/2021       USD  53,588     $ —  
S&P GSCI Energy 1 Month Forward Index     (0.000)     Macquarie Bank Ltd.     04/16/2021       53,785       —  
S&P GSCI Energy 1 Month Forward Index     (0.000)     Merrill Lynch & Co., Inc.     10/22/2020       84,044       —  
S&P GSCI Energy 1 Month Forward Index     (0.000)         10/26/2020       18,226       —  

 

  

TOTAL

           $ —  

 

  

 

(a)   Payments made monthly.
(b)   There are no upfront payments on the swap contracts listed above; therefore the unrealized gains (losses) on the swap contracts are equal to their value.

GOLDMAN SACHS MANAGED FUTURES STRATEGY

 

Consolidated Schedule of Investments

September 30, 2020 (Unaudited)

 

Shares    

Dividend

Rate

   Value  
  Investment Companies(a) – 63.7%  
 

Goldman Sachs Financial Square Government Fund — Institutional
Shares

  
 
  160,391,235     0.027%   $ 160,391,235  

 

 

  
 
 TOTAL INVESTMENTS – 63.7%
(Cost $160,391,235)		   $ 160,391,235  

 

 

  
 
 OTHER ASSETS IN EXCESS OF
    LIABILITIES – 36.3%		     91,455,751  

 

 

  
  NET ASSETS – 100.0%   $ 251,846,986  

 

 

  
The percentage shown for each investment category reflects the value of investments in that category as a percentage of net assets.
(a)   Represents an Affiliated Issuer.

 

 

Investment Abbreviations:
BA  

— Banker Acceptance Rate

BBR  

— Bank Bill Reference Rate

BUBOR  

— Budapest Interbank Offered Rate

EURIBOR  

— Euro Interbank Offered Rate

JIBAR  

— Johannesburg Interbank Agreed Rate

LIBOR  

— London Interbank Offered Rate

PRIBOR  

— Prague Interbank Offered Rate

STIBOR  

— Stockholm Interbank Offered Rate

TIIE  

— Interbank Equilibrium Interest Rate

WIBOR  

— Warsaw Interbank Offered Rate

Currency Abbreviations:
AUD  

— Australian  Dollar

BRL  

— Brazilian Real

CAD  

— Canadian Dollar

CHF  

— Swiss Franc

CLP  

— Chilean Peso

COP  

— Colombian Peso

CZK  

— Czech Koruna

EUR  

— Euro

GBP  

— British Pound

HUF  

— Hungarian Forint

IDR  

— Indonesian Rupiah

INR  

— Indian Rupee

JPY  

— Japanese Yen

KRW  

— South Korean Won

MXN  

— Mexican Peso

NOK  

— Norwegian Krone

NZD  

— New Zealand Dollar

PLN  

— Polish Zloty

RUB  

— Russian Ruble

SEK  

— Swedish Krona

TRY  

— Turkish Lira

USD  

— United States Dollar

ZAR  

— South African Rand

 

For information on the mutual funds, please call our toll-free Shareholder Services Line at 1-800-526-7384 or visit us on the web at www.GSAMFUNDS.com.
 

GOLDMAN SACHS MANAGED FUTURES STRATEGY

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION

 

 

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS — At September 30, 2020, the Fund had the following forward foreign currency exchange contracts:

FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED GAIN

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Gain		  

 

  

Morgan Stanley Co., Inc.

     

CZK

      19,600,000          USD        849,578          12/16/2020        $ 390  
    

GBP

      4,467,000          USD        5,720,723          12/16/2020          46,175  
    

INR

      1,051,000,000          USD        14,122,168          12/16/2020          49,929  
    

JPY

      56,276,000          USD        530,353          12/16/2020          3,817  
    

KRW

      10,240,000,000          USD        8,627,685          12/16/2020          155,459  
    

USD

      1,470,813          AUD        2,020,000          12/16/2020          23,684  
    

USD

      3,990,372          BRL        22,380,000          10/02/2020          5,258  
    

USD

      2,470,588          BRL        13,740,000          11/04/2020          26,137  
    

USD

      142,277          CAD        187,000          12/16/2020          1,790  
    

USD

      7,708,302          CHF        7,011,000          12/16/2020          78,400  
    

USD

      5,202,229          COP        19,602,000,000          12/16/2020          100,750  
    

USD

      1,012,208          CZK        22,799,000          12/16/2020          23,513  
    

USD

      16,457,280          EUR        13,877,000          12/16/2020          158,535  
    

USD

      1,694,420          GBP        1,280,250          12/16/2020          41,618  
    

USD

      743,427          HUF        224,894,000          12/16/2020          18,929  
    

USD

      2,575,635          IDR        38,340,000,000          12/16/2020          18,817  
    

USD

      1,245,858          MXN        27,245,000          12/16/2020          24,448  
    

USD

      601,514          NZD        900,000          12/16/2020          6,159  
    

USD

      365,348          PLN        1,373,000          12/16/2020          10,067  
    

USD

      7,502,189          RUB        557,000,000          12/16/2020          388,264  
    

USD

      1,228,717          SEK        10,730,600          12/16/2020          29,368  
    

USD

      8,641,490          TRY        66,640,000          12/16/2020          206,225  
    

ZAR

      21,280,000          USD        1,253,749          12/17/2020          4,994  

 

  

TOTAL

                           $ 1,422,726  

 

  
FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS WITH UNREALIZED LOSS

 

Counterparty      Currency
Purchased		        Currency
Sold		        Settlement
Date		        Unrealized
Loss		  

 

  

Morgan Stanley Co., Inc.

     

AUD

      22,050,000          USD        16,092,822          12/16/2020        $ (296,203 ) 
    

CAD

      21,359,000          USD        16,302,743          12/16/2020          (256,374 ) 
    

CHF

      4,769,000          USD        5,249,626          12/16/2020          (59,638 ) 
    

CLP

      3,120,000,000          USD        4,045,120          12/16/2020          (67,771 ) 
    

COP

      23,100,000,000          USD        6,210,922          12/16/2020          (199,078 ) 
    

CZK

      151,305,000          USD        6,798,449          12/16/2020          (236,999 ) 
    

EUR

      39,591,000          USD        46,919,571          12/16/2020          (419,347 ) 
    

GBP

      5,930,000          USD        7,735,582          12/16/2020          (79,952 ) 
    

HUF

      1,724,844,000          USD        5,677,654          12/16/2020          (121,049 ) 
    

IDR

      121,500,000,000          USD        8,237,288          12/16/2020          (134,696 ) 
    

JPY

      396,000,000          USD        3,792,980          12/16/2020          (34,157 ) 
    

KRW

      1,740,000,000          USD        1,494,770          12/16/2020          (2,321 ) 
    

MXN

      97,568,000          USD        4,520,541          12/16/2020          (146,508 ) 
    

NOK

      50,500,000          USD        5,667,624          12/16/2020          (252,383 ) 
    

NZD

      10,080,000          USD        6,791,329          12/16/2020          (123,359 ) 
    

PLN

      29,536,000          USD        7,908,813          12/16/2020          (265,999 ) 
    

SEK

      79,174,000          USD        9,074,620          12/16/2020          (225,421 ) 
    

USD

      575,771          EUR        493,000          12/16/2020          (3,265 ) 
    

USD

      9,475,792          GBP        7,391,000          12/16/2020          (65,990 ) 
    

USD

      13,598,551          JPY        1,442,949,000          12/16/2020          (97,888 ) 
    

USD

      4,110,822          ZAR        70,008,000          12/17/2020          (30,255 ) 
    

ZAR

      79,400,000          USD        4,715,754          12/17/2020          (19,125 ) 

 

  

TOTAL

                           $ (3,137,778 ) 

 

  

GOLDMAN SACHS MANAGED FUTURES STRATEGY

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS — At September 30, 2020, the Fund had the following futures contracts:

 

Description     

Number of

Contracts

     

Expiration

Date

      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Long position contracts:

                  

100 oz Gold

      19      12/29/2020      $ 3,593,850      $ 122,937  

Amsterdam Exchange Index

      46      10/16/2020        5,906,494        1,406  

CAC 40 10 Euro Index

      101      10/16/2020        5,685,222        (119,643 ) 

Coffee ‘C’

      46      12/18/2020        1,912,163        (142,284 ) 

Cotton No. 2

      92      12/08/2020        3,028,180        118,688  

DAX Index

      15      12/18/2020        5,618,527        13,356  

DJIA CBOT E-Mini Index

      24      12/18/2020        3,319,680        (11,219 ) 

EURO STOXX 50 Index

      88      12/18/2020        3,295,429        (92,975 ) 

Feeder Cattle

      10      11/19/2020        709,625        1,382  

FTSE 100 Index

      3      12/18/2020        226,127        111  

FTSE/JSE Top 40 Index

      202      12/17/2020        6,075,919        (264,113 ) 

FTSE/MIB Index

      54      12/18/2020        6,003,589        (98,818 ) 

Hang Seng Index

      23      10/29/2020        3,476,687        (39,089 ) 

HSCEI

      28      10/29/2020        1,694,441        (36,186 ) 

IBEX 35 Index

      2      10/16/2020        157,821        (146 ) 

KOSPI 200 Index

      55      12/10/2020        3,644,132        (17,318 ) 

LME Aluminum Base Metal

      63      10/21/2020        2,740,106        (50,400 ) 

LME Aluminum Base Metal

      79      11/18/2020        3,460,694        (49,025 ) 

LME Copper Base Metal

      24      10/21/2020        4,005,600        145,726  

LME Copper Base Metal

      23      11/18/2020        3,838,413        (20,871 ) 

LME Lead Base Metal

      51      10/21/2020        2,304,562        (187,457 ) 

LME Lead Base Metal

      63      11/18/2020        2,858,625        (177,119 ) 

LME Nickel Base Metal

      36      10/21/2020        3,129,192        33,837  

LME Nickel Base Metal

      35      11/18/2020        3,045,263        (70,927 ) 

LME Zinc Base Metal

      51      10/21/2020        3,048,525        (36,832 ) 

LME Zinc Base Metal

      56      11/18/2020        3,355,800        (55,685 ) 

MSCI Emerging Markets E-Mini Index

      20      12/18/2020        1,088,500        (10,568 ) 

NASDAQ 100 E-Mini Index

      12      12/18/2020        2,737,740        19,758  

Natural Gas

      12      10/28/2020        304,560        (36,393 ) 

Nikkei 225 Index

      14      12/10/2020        3,078,367        16,899  

OMXS30 Index

      300      10/16/2020        6,134,259        46,960  

RBOB Gasoline

      17      10/30/2020        840,235        14,162  

S&P 500 E-Mini Index

      214      12/18/2020        35,866,400        301,311  

S&P/TSX 60 Index

      70      12/17/2020        10,109,271        6,776  

SGX FTSE China A50 Index

      336      10/29/2020        5,080,320        (51,176 ) 

Silver

      13      12/29/2020        1,517,750        (290,894 ) 

Soybean

      36      11/13/2020        1,839,600        97,887  

SPI 200 Index

      70      12/17/2020        7,272,444        (30,867 ) 

Sugar No. 11

      170      02/26/2021        2,562,784        178,104  

TOPIX Index

      42      12/10/2020        6,473,332        60,007  

VSTOXX

      135      10/21/2020        420,235        (30,072 ) 

Wheat

      55      12/14/2020        1,577,125        65,924  

 

  

Total

                   $ (674,846 ) 

 

  

Short position contracts:

                  

BIST 30 Index

      (3,721)      10/30/2020        (6,225,156 )       (70,515 ) 

Brent Crude Oil

      (1)      10/30/2020        (42,070 )       437  

CBOE Volatility Index

      (52)      10/21/2020        (1,579,500 )       133,741  

Corn

      (5)      12/14/2020        (94,500 )       (14,200 ) 

KC HRW Wheat

      (3)      12/14/2020        (76,387 )       (12,122 ) 

Lean Hogs

      (3)      12/14/2020        (75,840 )       (6,120 ) 

Live Cattle

      (2)      12/31/2020        (89,800 )       (2,290 ) 

LME Aluminum Base Metal

      (63)      10/21/2020        (2,740,106 )       44,300  

LME Copper Base Metal

      (24)      10/21/2020        (4,005,600 )       18,264  

GOLDMAN SACHS MANAGED FUTURES STRATEGY

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

ADDITIONAL INVESTMENT INFORMATION (continued)

 

 

FUTURES CONTRACTS (continued)

 

Description     

Number of

Contracts

     

Expiration

Date

      Notional
Amount		      Unrealized
Appreciation/
(Depreciation)		  

 

  

Short position contracts: (continued)

                  

LME Lead Base Metal

      (51)      10/21/2020      $ (2,304,563 )     $ 158,580  

LME Nickel Base Metal

      (36)      10/21/2020        (3,129,192 )       95,697  

LME Zinc Base Metal

      (51)      10/21/2020        (3,048,525 )       48,293  

Low Sulphur Gasoil

      (40)      11/12/2020        (1,353,000 )       (43,930 ) 

MSCI EAFE E-Mini Index

      (169)      12/18/2020        (15,659,540 )       396,804  

NY Harbor ULSD

      (28)      10/30/2020        (1,350,283 )       (51,565 ) 

Russell 2000 E-Mini Index

      (85)      12/18/2020        (6,393,700 )       68,268  

SET50 Index

      (1,125)      12/29/2020        (5,528,521 )       183,708  

 

  

Total

                   $ 947,350  

 

  

Total Futures Contracts

                   $ 272,504  

 

  

SWAP CONTRACTS — At September 30, 2020, the Fund had the following swap contracts:

CENTRALLY CLEARED INTEREST RATE SWAP CONTRACTS

 

Payments Made

by the Fund

  

Payments

Received by

the Fund

     Termination
Date		     Notional
Amount
(000’s)(a)		     Value    

Upfront
Premium
(Received)

Paid

     Unrealized
Appreciation/
(Depreciation)		  

 

  

3 Month BBR(b)

     0.250%       12/16/2021     AUD   564,760     $ 647,837     $ (27,512 )    $ 675,349  

3 Month BA(c)

     0.500          12/16/2021     CAD   365,170       (43,760 )      (58,139 )      14,379  

6 Month LIBOR(c)

     0.000          12/16/2021     CHF   125,800       1,007,918       1,017,570       (9,652 ) 

6 Month EURIBOR(c)

     0.000          12/16/2021     EUR   700,510       4,005,176       3,865,940       139,236  

6 Month LIBOR(c)

     0.000          12/16/2021     GBP   680,190       (568,151 )      (461,334 )      (106,817 ) 

3 Month STIBOR(b)

     0.000          12/16/2021     SEK   3,054,430       175,465       195,921       (20,456 ) 

3 Month LIBOR(b)

     0.250          12/16/2021     USD   802,310       301,837       273,670       28,167  

0.000%(d)

     6 Month EURIBOR       12/16/2022     EUR   56,550       (651,173 )      (620,348 )      (30,825 ) 

6 Month LIBOR(c)

     0.000          12/16/2022     GBP   150,260       (350,485 )      (186,521 )      (163,964 ) 

3 Month LIBOR(b)

     0.250          12/16/2022     USD   328,460       175,968       259,994       (84,026 ) 

6 Month PRIBOR(c)

     1.000          03/17/2026     CZK   627,350       486,114       336,768       149,346  

1.500(d)

     6 Month BUBOR       03/17/2026     HUF   2,270,480       (11,128 )      (135,239 )      124,111  

1 Month TIIE(e)

     5.500          03/17/2026     MXN   332,150       171,199       (774,424 )      945,623  

6 Month WIBOR(c)

     0.750         03/17/2026     PLN   114,090       259,302       (201,262 )      460,564  

3 Month JIBAR(b)

     5.250          03/17/2026     ZAR   260,980       (108,962 )      (1,439,074 )      1,330,112  

3 Month BA(c)

     1.000          12/16/2030     CAD   25,860       (150,660 )      (137,081 )      (13,579 ) 

6 Month LIBOR(c)

     0.000          12/16/2030     CHF   21,520       797,225       767,138       30,087  

6 Month EURIBOR(c)

     0.000          12/16/2030     EUR   68,730       1,224,194       1,028,957       195,237  

6 Month LIBOR(c)

     0.500          12/16/2030     GBP   57,780       472,335       528,358       (56,023 ) 

3 Month STIBOR(b)

     0.500          12/16/2030     SEK   210,210       426,391       342,434       83,957  

3 Month LIBOR(b)

     0.750          12/16/2030     USD   61,860       52,896       118,249       (65,353 ) 

0.250(d)

     6 Month EURIBOR       12/16/2050     EUR   4,830       (457,635 )      (407,525 )      (50,110 ) 

0.750(c)

     6 Month LIBOR       12/16/2050     GBP   16,310       (1,115,697 )      (1,120,482 )      4,785  

1.000(c)

     3 Month LIBOR       12/16/2050     USD   34,830       1,216,294       576,558       639,736  

 

  

TOTAL

         $ 7,962,500     $ 3,742,616     $ 4,219,884  

 

  

 

(a)   Represents forward starting interest rate swaps whose effective dates of commencement of accruals and cash flows occur subsequent to September 30, 2020.
(b)   Payments made quarterly.
(c)   Payments made semi-annually.
(d)   Payments made annually.
(e)   Payments made monthly.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS

 

 

Investment Valuation — The Funds’ valuation policy is to value investments at fair value.

Investments and Fair Value Measurements — Accounting principles generally accepted in the United States of America (“GAAP”) defines the fair value of a financial instrument as the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price); the Funds’ policy is to use the market approach. GAAP establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The level in the fair value hierarchy within which the fair value measurement in its entirety falls shall be determined based on the lowest level input that is significant to the fair value measurement in its entirety. The levels used for classifying investments are not necessarily an indication of the risk associated with investing in these investments. The three levels of the fair value hierarchy are described below:

Level 1 — Unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities;

Level 2 — Quoted prices in markets that are not active or financial instruments for which significant inputs are observable (including, but not limited to, quoted prices for similar investments, interest rates, foreign exchange rates, volatility and credit spreads), either directly or indirectly; Level 3 — Prices or valuations that require significant unobservable inputs (including Goldman Sachs Asset Management, L.P. (“GSAM”)’s assumptions in determining fair value measurement).

The Board of Trustees (“Trustees”) has approved Valuation Procedures that govern the valuation of the portfolio investments held by the Funds, including investments for which market quotations are not readily available. The Trustees have delegated to GSAM day-to-day responsibility for implementing and maintaining internal controls and procedures related to the valuation of the Funds’ investments. To assess the continuing appropriateness of pricing sources and methodologies, GSAM regularly performs price verification procedures and issues challenges as necessary to third party pricing vendors or brokers, and any differences are reviewed in accordance with the Valuation Procedures.

A. Level 1 and Level 2 Fair Value Investments — The valuation techniques and significant inputs used in determining the fair values for investments classified as Level 1 and Level 2 are as follows:

Equity Securities — Equity securities traded on a United States (“U.S.”) securities exchange or the NASDAQ system, or those located on certain foreign exchanges, including but not limited to the Americas, are valued daily at their last sale price or official closing price on the principal exchange or system on which they are traded. If there is no sale or official closing price or such price is believed by GSAM to not represent fair value, equity securities will be valued at the valid closing bid price for long positions and at the valid closing ask price for short positions (i.e. where there is sufficient volume, during normal exchange trading hours). If no valid bid/ask price is available, the equity security will be valued pursuant to the Valuation Procedures approved by the Trustees and consistent with applicable regulatory guidance. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. Certain equity securities containing unique attributes may be classified as Level 2.

Unlisted equity securities for which market quotations are available are valued at the last sale price on the valuation date, or if no sale occurs, at the last bid price for long positions or the last ask price for short positions, and are generally classified as Level 2. Securities traded on certain foreign securities exchanges are valued daily at fair value determined by an independent fair value service (if available) under Fair Valuation Procedures approved by the Trustees and consistent with applicable regulatory guidance. The independent fair value service takes into account multiple factors including, but not limited to, movements in the securities markets, certain depositary receipts, futures contracts and foreign currency exchange rates that have occurred subsequent to the close of the foreign securities exchange. These investments are generally classified as Level 2 of the fair value hierarchy.

Underlying Funds (including Money Market Funds) — Underlying funds (“Underlying Funds”) include other investment companies and exchange-traded funds (“ETFs”). Investments in the Underlying Funds (except ETFs) are valued at the net asset value (“NAV”) per share on the day of valuation. ETFs are valued daily at the last sale price or official closing price on the principal exchange or system on which the investment is traded. Because the Funds invest in Underlying Funds that fluctuate in value, the Funds’ shares will correspondingly fluctuate in value. To the extent these investments are actively traded, they are classified as Level 1 of the fair value hierarchy, otherwise they are generally classified as Level 2. For information regarding an Underlying Fund’s accounting policies and investment holdings, please see the Underlying Fund’s shareholder report.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Debt Securities — Debt securities for which market quotations are readily available are valued daily on the basis of quotations supplied by dealers or an independent pricing service approved by the Trustees. The pricing services may use valuation models or matrix pricing, which consider: (i) yield or price with respect to bonds that are considered comparable in characteristics such as rating, interest rate and maturity date or (ii) quotations from securities dealers to determine current value. With the exception of treasury securities of G7 countries, which are generally classified as Level 1, these investments are generally classified as Level 2 of the fair value hierarchy.

i. Mortgage-Backed and Asset-Backed Securities — Mortgage-backed securities represent direct or indirect participations in, or are collateralized by and payable from, mortgage loans secured by residential and/or commercial real estate property. Asset-backed securities include securities whose principal and interest payments are collateralized by pools of other assets or receivables. The value of certain mortgage-backed and asset-backed securities (including adjustable rate mortgage loans) may be particularly sensitive to changes in prevailing interest rates. The value of these securities may also fluctuate in response to the market’s perception of the creditworthiness of the issuers.

Asset-backed securities may present credit risks that are not presented by mortgage-backed securities because they generally do not have the benefit of a security interest in collateral that is comparable to mortgage assets. Some asset-backed securities may only have a subordinated claim on collateral.

Stripped mortgage-backed securities are usually structured with two different classes: one that receives substantially all interest payments (interest-only, or “IO” and/or high coupon rate with relatively low principal amount, or “IOette”), and the other that receives substantially all principal payments (principal-only, or “PO”) from a pool of mortgage loans. Little to no principal will be received at the maturity of an IO; as a result, periodic adjustments are recorded to reduce the cost of the security until maturity. These adjustments are included in interest income.

ii. Mortgage Dollar Rolls — Mortgage dollar rolls are transactions whereby a Fund sells mortgage-backed-securities and simultaneously contracts with the same counterparty to repurchase similar securities on a specified future date. During the settlement period, a Fund will not be entitled to accrue interest and receive principal payments on the securities sold. The Funds account for mortgage dollar roll transactions as purchases and sales and realize gains and losses on these transactions.

Derivative Contracts — A derivative is an instrument whose value is derived from underlying assets, indices, reference rates or a combination of these factors. A Fund enters into derivative transactions to hedge against changes in interest rates, securities prices, and/or currency exchange rates, to increase total return, or to gain access to certain markets or attain exposure to other underliers. For financial reporting purposes, cash collateral that has been pledged to cover obligations of a Fund and cash collateral received, if any, is reported separately on the Consolidated Statements of Assets and Liabilities as receivables/payables for collateral on certain derivatives contracts. Non-cash collateral pledged by a Fund, if any, is noted in the Consolidated Schedules of Investments.

Exchange-traded derivatives, including futures and options contracts, are generally valued at the last sale or settlement price on the exchange where they are principally traded. Exchange-traded options without settlement prices are generally valued at the midpoint of the bid and ask prices on the exchange where they are principally traded (or, in the absence of two-way trading, at the last bid price for long positions and the last ask price for short positions). Exchange-traded derivatives typically fall within Level 1 of the fair value hierarchy. Over-the-counter (“OTC”) and centrally cleared derivatives are valued using market transactions and other market evidence, including market-based inputs to models, calibration to market-clearing transactions, broker or dealer quotations, or other alternative pricing sources. Where models are used, the selection of a particular model to value OTC and centrally cleared derivatives depends upon the contractual terms of, and specific risks inherent in, the instrument, as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, yield curves, credit curves, measures of volatility, voluntary and involuntary prepayment rates, loss severity rates and correlations of such inputs. For OTC and centrally cleared derivatives that trade in liquid markets, model inputs can generally be verified and model selection does not involve significant management judgment. OTC and centrally cleared derivatives are classified within Level 2 of the fair value hierarchy when significant inputs are corroborated by market evidence.

i. Forward Contracts — A forward contract is a contract between two parties to buy or sell an asset at a specified price on a future date. A forward contract settlement can occur on a cash or delivery basis. Forward contracts are marked-to-market daily using independent vendor prices, and the change in value, if any, is recorded as an unrealized gain or loss. Cash and certain investments may be used to collateralize forward contracts.

A forward foreign currency exchange contract is a forward contract in which a Fund agrees to receive or deliver a fixed quantity of one currency for another, at a pre-determined price at a future date. All forward foreign currency exchange contracts are marked to market daily by using the outright forward rates or interpolating based upon maturity dates, where available. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in cash without the delivery of foreign currency.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

ii. Futures Contracts — Futures contracts are contracts to buy or sell a standardized quantity of a specified commodity or security. Upon entering into a futures contract, a Fund deposits cash or securities in an account on behalf of the broker in an amount sufficient to meet the initial margin requirement. Subsequent payments are made or received by a Fund equal to the daily change in the contract value and are recorded as variation margin receivable or payable with a corresponding offset to unrealized gains or losses.

iii. Options — When a Fund writes call or put options, an amount equal to the premium received is recorded as a liability and is subsequently marked-to-market to reflect the current value of the option written. Swaptions are options on swap contracts.

Upon the purchase of a call option or a put option by a Fund, the premium paid is recorded as an investment and subsequently marked-to-market to reflect the current value of the option. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms.

iv. Swap Contracts — Bilateral swap contracts are agreements in which a Fund and a counterparty agree to exchange periodic payments on a specified notional amount or make a net payment upon termination. Bilateral swap transactions are privately negotiated in the OTC market and payments are settled through direct payments between a Fund and the counterparty. By contrast, certain swap transactions are subject to mandatory central clearing. These swaps are executed through a derivatives clearing member (“DCM”), acting in an agency capacity, and submitted to a central counterparty (“CCP”) (“centrally cleared swaps”), in which case all payments are settled with the CCP through the DCM. Swaps are marked-to-market daily using pricing vendor quotations, counterparty or clearinghouse prices or model prices, and the change in value, if any, is recorded as an unrealized gain or loss. Upon entering into a swap contract, a Fund is required to satisfy an initial margin requirement by delivering cash or securities to the counterparty (or in some cases, segregated in a triparty account on behalf of the counterparty), which can be adjusted by any mark-to-market gains or losses pursuant to bilateral or centrally cleared arrangements. For centrally cleared swaps the daily change in valuation, if any, is recorded as a receivable or payable for variation margin.

An interest rate swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals, based upon or calculated by reference to changes in interest rates on a specified notional principal amount. The payment flows are usually netted against each other, with the difference being paid by one party to the other.

A credit default swap is an agreement that involves one party (the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive protection on a reference security or obligation, including a group of assets or exposure to the performance of an index. A Fund’s investment in credit default swaps may involve greater risks than if the Fund had invested in the referenced obligation directly. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. If a Fund buys protection through a credit default swap and no credit event occurs, its payments are limited to the periodic payments previously made to the counterparty. Upon the occurrence of a specified credit event, a Fund, as a buyer of credit protection, is entitled to receive an amount equal to the notional amount of the swap and deliver to the seller the defaulted reference obligation in a physically settled trade. A Fund may also receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade.

As a seller of protection, a Fund generally receives a payment stream throughout the term of the swap, provided that there is no credit event. In addition, if a Fund sells protection through a credit default swap, a Fund could suffer a loss because the value of the referenced obligation and the premium payments received may be less than the notional amount of the swap paid to the buyer of protection. Upon the occurrence of a specified credit event, a Fund, as a seller of credit protection, may be required to take possession of the defaulted reference obligation and pay the buyer an amount equal to the notional amount of the swap in a physically settled trade. A Fund may also pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap reduced by the recovery value of the reference obligation in a cash settled trade. Recovery values are at times established through the credit event auction process in which market participants are ensured that a transparent price has been set for the defaulted security or obligation. In addition, a Fund is entitled to a return of any assets, which have been pledged as collateral to the counterparty upon settlement.

The maximum potential amount of future payments (undiscounted) that a Fund as seller of protection could be required to make under a credit default swap would be an amount equal to the notional amount of the agreement. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or net amounts received from a settlement of a credit default swap for the same reference security or obligation where a Fund bought credit protection.

A total return swap is an agreement that gives a Fund the right to receive or pay the appreciation or depreciation, as applicable, in the value of a specified security, an index, a basket of securities or indices or other instrument in return for a fee paid to the counterparty, which will typically be an agreed upon interest rate. If the underlying asset declines in value over the term of the swap, a Fund may also be required to pay the dollar value of that decline to the counterparty.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

B. Level 3 Fair Value Investments — To the extent that significant inputs to valuation models and other alternative pricing sources are unobservable, or if quotations are not readily available, or if GSAM believes that such quotations do not accurately reflect fair value, the fair value of a Fund’s investments may be determined under Valuation Procedures approved by the Trustees. GSAM, consistent with its procedures and applicable regulatory guidance, may make an adjustment to the most recent valuation prices of either domestic or foreign securities in light of significant events to reflect what it believes to be the fair value of the securities at the time of determining a Fund’s NAV. To the extent investments are valued using single source broker quotations obtained directly from the broker or passed through from third party pricing vendors, such investments are classified as Level 3 investments.

C. Fair Value Hierarchy — The following is a summary of the Funds’ investments and derivatives classified in the fair value hierarchy as of September 30, 2020:

 

                                                                    
ABSOLUTE RETURN TRACKER           
Investment Type      Level 1      Level 2      Level 3  
Assets           

Common Stock and/or Other Equity Investments(a)

           

Africa

      $ 5,903      $ 93,030      $ —  

Asia

        8,771        3,275,531        —  

Australia and Oceania

        —        143,146        —  

Europe

        6,166,550        17,047,664        18,292  

North America

        712,638,972        116,713        —  

South America

        —        23,755        —  

Exchange Traded Funds

        506,296,024        —        —  

Investment Company

        1,874,825,652        —        —  

Securities Lending Reinvestment Vehicle

        83,725,625        —        —  
Total      $ 3,183,667,497      $ 20,699,839      $ 18,292  
Derivative Type                          
Assets           

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ 49,003      $ —  

Futures Contracts(b)

        2,787,334        —        —  

Credit Default Swap Contracts(b)

        —        588,870        —  

Total Return Swap Contracts(b)

        —        6,477,595        —  

Purchased Options Contracts

        312,345        —        —  
Total      $ 3,099,679      $ 7,115,468      $ —  
Liabilities           

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ (341,193 )     $ —  

Futures Contracts(b)

        (7,381,412 )       —        —  

Credit Default Swap Contracts(b)

        —        (733,899 )       —  

Total Return Swap Contracts(b)

        —        (3,400,415 )       —  

Written Options Contracts

        (4,556,110 )       —        —  
Total      $ (11,937,522 )     $ (4,475,507 )     $ —  
ALTERNATIVE PREMIA           
Investment Type      Level 1      Level 2      Level 3  
Assets

 

Investment Company

      $ 30,453,151      $ —      $ —  
Derivative Type                          
Assets           

Forward Foreign Currency Exchange Contracts(b)

      $ —      $ 70,788      $ —  

Futures Contracts(b)

        817,819        —        —  

Total Return Swap Contracts(b)

        —        396,206        —  

Purchased Options Contracts

        327,850        —        —  
Total      $ 1,145,669      $ 466,994      $ —  
Liabilities(b)           

Forward Foreign Currency Exchange Contracts

      $ —      $ (25,800 )     $ —  

Futures Contracts

        (770,145 )       —        —  

Credit Default Swap Contracts

        —        (715 )       —  

Total Return Swap Contracts

        —        (339,539 )       —  
Total      $ (770,145 )     $ (366,054 )     $ —  

 

(a)   Amounts are disclosed by continent to highlight the impact of time zone differences between local market close and the calculation of NAV. Security valuations are based on the principal exchange or system on which they are traded, which may differ from country of domicile. The Funds utilize fair value model prices provided by an independent third party (fair value) service for certain international equity securities, resulting in a Level 2 classification.
(b)   Amount shown represents unrealized gain (loss) at period end.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

                                                                    
COMMODITY STRATEGY           
Investment Type      Level 1      Level 2      Level 3  
Assets

 

Fixed Income

           

Mortgage-Backed Securities

      $ —      $ 6,747,414      $ —  

Collateralized Mortgage Obligations

        —        3,270,237        —  

Commercial Mortgage-Backed Securities

        —        3,188,770        —  

Asset-Backed Securities

        —        214,387        —  

U.S. Treasury Obligations and/or Other U.S. Government Agencies

        13,701,880        —        —  

Investment Company

        148,437,269        —        —  
Total      $ 162,139,149      $ 13,420,808      $ —  
Derivative Type                          
Assets(a)           

Futures Contracts

      $ 31,800      $ —      $ —  

Interest Rate Swap Contracts

        —        5,394        —  
Total      $ 31,800      $ 5,394      $ —  
Liabilities(a)           

Futures Contracts

      $ (61,808 )     $ —      $ —  
MANAGED FUTURES STRATEGY           
Investment Type      Level 1      Level 2      Level 3  
Assets

 

Investment Company

      $ 160,391,235      $ —      $     —  
Derivative Type                          
Assets(a)           

Forward Foreign Currency Exchange Contracts

      $ —      $ 1,422,726      $ —  

Futures Contracts

        2,393,323        —        —  

Interest Rate Swap Contracts

        —        4,820,689        —  
Total      $ 2,393,323      $ 6,243,415      $ —  
Liabilities(a)           
Forward Foreign Currency Exchange Contracts      $ —      $ (3,137,778 )     $ —  

Futures Contracts

        (2,120,819 )       —        —  

Interest Rate Swap Contracts

        —        (600,805 )       —  
Total      $ (2,120,819 )     $ (3,738,583 )     $ —  

 

(a)   Amount shown represents unrealized gain (loss) at period end.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

For further information regarding security characteristics, see the Consolidated Schedules of Investments.

Securities Lending — Pursuant to exemptive relief granted by the Securities and Exchange Commission (“SEC”) and the terms and conditions contained therein, the Absolute Return Tracker Fund may lend its securities through a securities lending agent, Goldman Sachs Agency Lending (“GSAL”), a wholly-owned subsidiary of Goldman Sachs, to certain qualified borrowers including Goldman Sachs and affiliates. In accordance with the Fund’s securities lending procedures, the Fund receives cash collateral at least equal to the market value of the securities on loan. The market value of the loaned securities is determined at the close of business of the Fund, at their last sale price or official closing price on the principal exchange or system on which they are traded, and any additional required collateral is delivered to the Fund on the next business day. As with other extensions of credit, the Fund may experience delay in the recovery of its securities or incur a loss should the borrower of the securities breach its agreement with the Fund or become insolvent at a time when the collateral is insufficient to cover the cost of repurchasing securities on loan. Loans of securities are terminable at any time and as such 1) the remaining contractual maturities of the outstanding securities lending transactions are considered to be overnight and continuous and 2) the borrower, after notice, is required to return borrowed securities within the standard time period for settlement of securities transactions.

The Absolute Return Tracker Fund invests the cash collateral received in connection with securities lending transactions in the Goldman Sachs Financial Square Government Fund (“Government Money Market Fund”), an affiliated series of the Goldman Sachs Trust. The Government Money Market Fund is registered under the Act as an open end investment company, is subject to Rule 2a-7 under the Act, and is managed by GSAM, for which GSAM may receive a management fee of up to 0.16% on an annualized basis of the average daily net assets of the Government Money Market Fund.

Both the Absolute Return Tracker Fund and GSAL received compensation relating to the lending of the Fund’s securities.

The Funds’ risks include, but are not limited to, the following:

Derivatives Risk — The Funds’ use of derivatives may result in loss. Derivative instruments, which may pose risks in addition to and greater than those associated with investing directly in securities, currencies or other instruments, may be illiquid or less liquid, volatile, difficult to price and leveraged so that small changes in the value of the underlying instruments may produce disproportionate losses to the Funds. Derivatives are also subject to counterparty risk, which is the risk that the other party in the transaction will not fulfill its contractual obligation. The use of derivatives is a highly specialized activity that involves investment techniques and risks different from those associated with investments in more traditional securities and instruments. Losses from derivatives can also result from a lack of correlation between changes in the value of derivative instruments and the portfolio assets (if any) being hedged.

Foreign and Emerging Countries Risk — Investing in foreign markets may involve special risks and considerations not typically associated with investing in the U.S. Foreign securities may be subject to risk of loss because of more or less foreign government regulation, less public information and less economic, political and social stability in the countries in which a Fund invests. The imposition of exchange controls (including repatriation restrictions), confiscation of assets and property, trade restrictions (including tariffs) and other government restrictions by the U.S. or other governments, or from problems in share registration, settlement or custody, may also result in losses. Foreign risk also involves the risk of negative foreign currency rate fluctuations, which may cause the value of securities denominated in such foreign currency (or other instruments through which a Fund has exposure to foreign currencies) to decline in value. Currency exchange rates may fluctuate significantly over short periods of time. To the extent that a Fund also invests in securities of issuers located in emerging markets, these risks may be more pronounced.

Foreign Custody Risk — If a Fund invests in foreign securities, the Fund may hold such securities and cash with foreign banks, agents, and securities depositories appointed by the Fund’s custodian (each a “Foreign Custodian”). Some foreign custodians may be recently organized or new to the foreign custody business. In some countries, Foreign Custodians may be subject to little or no regulatory oversight over, or independent evaluation of, their operations. Further, the laws of certain countries may place limitations on a Fund’s ability to recover its assets if a Foreign Custodian enters bankruptcy. Investments in emerging markets may be subject to even greater custody risks than investments in more developed markets. Custody services in emerging market countries are very often undeveloped and may be considerably less well regulated than in more developed countries, and thus may not afford the same level of investor protection as would apply in developed countries.

Interest Rate Risk — When interest rates increase, fixed income securities or instruments held by a Fund will generally decline in value. Long-term fixed income securities or instruments will normally have more price volatility because of this risk than short-term fixed income securities or instruments. The risks associated with changing interest rates may have unpredictable effects on the markets and a Fund’s investments. Fluctuations in interest rates may also affect the liquidity of fixed income securities and instruments held by the Funds.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

Investments in Other Investment Companies Risk — As a shareholder of another investment company, including an ETF, a Fund will indirectly bear its proportionate share of any net management fees and other expenses paid by such other investment companies, in addition to the fees and expenses regularly borne by the Fund. ETFs are subject to risks that do not apply to conventional mutual funds, including but not limited to the following: (i) the market price of the ETF’s shares may trade at a premium or a discount to their NAV; and (ii) an active trading market for an ETF’s shares may not develop or be maintained.

Large Shareholder Transactions Risk — A Fund may experience adverse effects when certain large shareholders, such as other funds, institutional investors (including those trading by use of non-discretionary mathematical formulas), financial intermediaries (who may make investment decisions on behalf of underlying clients and/or include a Fund in their investment model), individuals, accounts and Goldman Sachs affiliates, purchase or redeem large amounts of shares of a Fund. Such large shareholder redemptions, which may occur rapidly or unexpectedly, may cause a Fund to sell portfolio securities at times when it would not otherwise do so, which may negatively impact a Fund’s NAV and liquidity. These transactions may also accelerate the realization of taxable income to shareholders if such sales of investments resulted in gains, and may also increase transaction costs. In addition, a large redemption could result in a Fund’s current expenses being allocated over a smaller asset base, leading to an increase in the Fund’s expense ratio. Similarly, large Fund share purchases may adversely affect a Fund’s performance to the extent that the Fund is delayed in investing new cash or otherwise maintains a larger cash position than it ordinarily would.

Liquidity Risk — A Fund may make investments that are illiquid or that may become less liquid in response to market developments or adverse investor perceptions. Illiquid investments may be more difficult to value. Liquidity risk may also refer to the risk that a Fund will not be able to pay redemption proceeds within the allowable time period or without significant dilution to remaining investors’ interests because of unusual market conditions, an unusually high volume of redemption requests, or other reasons. To meet redemption requests, a Fund may be forced to sell investments at an unfavorable time and/or under unfavorable conditions. If a Fund is forced to sell securities at an unfavorable time and/or under unfavorable conditions, such sales may adversely affect the Fund’s NAV and dilute remaining investors’ interests. Liquidity risk may be the result of, among other things, the reduced number and capacity of traditional market participants to make a market in fixed income securities or the lack of an active market. The potential for liquidity risk may be magnified by a rising interest rate environment or other circumstances where investor redemptions from fixed income mutual funds may be higher than normal, potentially causing increased supply in the market due to selling activity. These risks may be more pronounced in connection with a Fund’s investments in securities of issuers located in emerging market countries. Redemptions by large shareholders may have a negative impact on a Fund’s liquidity.

Market and Credit Risks — In the normal course of business, a Fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk). The value of the securities in which a Fund invests may go up or down in response to the prospects of individual companies, particular sectors or governments and/or general economic conditions throughout the world due to increasingly interconnected global economies and financial markets. Events such as war, acts of terrorism, social unrest, natural disasters, the spread of infectious illness or other public health threats could also significantly impact a Fund and its investments. Additionally, a Fund may also be exposed to credit risk in the event that an issuer or guarantor fails to perform or that an institution or entity with which the Fund has unsettled or open transactions defaults.

Tax Risk — Historically, the Internal Revenue Service (“IRS”) issued private letter rulings (“PLRs”) in which the IRS specifically concluded that income and gains from investments in commodity index-linked structured notes or a wholly-owned foreign subsidiary that invests in commodity-linked instruments are “qualifying income” for purposes of compliance with Subchapter M of the Code. The IRS has issued such PLRs to the Absolute Return Tracker, Alternative Premia and Commodity Strategy Funds. Based on such rulings, these Funds may seek to gain exposure to the commodity markets through investments in commodity-linked notes and/or subsidiaries. The Managed Futures Strategy Fund has not received a PLR, and is not able to rely on PLRs issued to other taxpayers. The IRS recently issued final regulations that would generally treat the Fund’s income inclusion with respect to a subsidiary as qualifying income either if (A) there is a distribution out of the earnings and profits of a subsidiary that are attributable to such income inclusion, or (B) such inclusion is derived with respect to the Funds’ business of investing in stock, securities, or currencies.

GOLDMAN SACHS ALTERNATIVE FUNDS

 

Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

 

NOTES TO THE SCHEDULE OF INVESTMENTS (continued)

 

 

The IRS also issued a revenue procedure, which states that the IRS will not in the future issue PLRs that would require a determination of whether an asset (such as a commodity index-linked note) is a “security” under the Investment Company Act of 1940. In connection with issuing such revenue procedure, the IRS has revoked the Notes Ruling on a prospective basis. In light of the revocation of the Notes Rulings, the Funds have limited their investments in commodity index-linked structured notes. The Managed Futures Strategy Fund has obtained an opinion of counsel that the Fund’s income from such investments should constitute “qualifying income.” However, no assurances can be provided that the IRS would not be able to successfully assert that the income from investments in the Subsidiary was not “qualifying income”, in which case the Fund would fail to qualify as a regulated investment company (“RIC”) under Subchapter M of the Code if over 10% of its gross income were derived from these investments. If a Fund failed to qualify as a RIC, it would be subject to federal and state income tax on all of its taxable income at regular corporate tax rates. This would significantly adversely affect the returns to, and could cause substantial losses for, Fund shareholders.


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