NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000027020
        C000081283
        C000081282
        C000161525
        C000081281
        C000081280
        C000081284
        C000201774
      
      
      
    
  
  
    
      Goldman Sachs Trust
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71 South Wacker Drive
      Chicago
      
      60606
      312-655-4400
      Goldman Sachs Alternative Premia Fund
      S000027020
      YGM3X126LEZ2PQHVW654
      2020-12-31
      2020-09-30
      N
    
    
      42931481.11
      764500.34
      42166980.77
      0.00000000
      10096499.77000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      3991237.70000000
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        N/A
        N/A
        
        N/A
        
          
          
        
        7.00000000
        NC
        USD
        -6182.81000000
        -0.01466268129
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-02-17
            422275.00000000
            USD
            -6182.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        7.00000000
        NC
        USD
        737.75000000
        0.001749591710
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2020-12-31
            882054.68000000
            USD
            737.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1728.78000000
        -0.00409984297
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            133674.42000000
            USD
            510000.00000000
            PLN
            2020-10-23
            -1728.78000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -6.00000000
        NC
        
        -6453.66000000
        -0.01530500852
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Short
            
              
                Japan
                Japan 10 Year Bond
                
                  
                
              
            
            2020-12-14
            -912480000.00000000
            JPY
            -6453.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        4.00000000
        NC
        USD
        14485.18000000
        0.034351949642
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-11-18
            175225.00000000
            USD
            14485.18000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        5.00000000
        NC
        USD
        31377.10000000
        0.074411540563
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-11-18
            299625.00000000
            USD
            31377.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        
        -674.92000000
        -0.00160058886
        N/A
        DE
        
        KR
        N
        
        1
        
          
            
              Market Operation Department of KOFEX
              549300TJ3RRV6Q1UEW14
            
            Long
            
              
                KOSPI 200 Index
                KRD020020016
              
            
            2020-12-10
            77487500.00000000
            KRW
            -674.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -2.00000000
        NC
        USD
        4919.84000000
        0.011667517830
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-11-18
            -174015.00000000
            USD
            4919.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        USD
        -3795.36000000
        -0.00900078670
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                RBOB Gasoline
                
                  
                
              
            
            2020-10-30
            -49425.60000000
            USD
            -3795.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -6.00000000
        NC
        USD
        7070.27000000
        0.016767313833
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-01-20
            -361200.00000000
            USD
            7070.27000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -24.00000000
        NC
        USD
        -18020.60000000
        -0.04273628244
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                N/A
                Cotton No. 2
                
                  
                
              
            
            2020-12-08
            -789960.00000000
            USD
            -18020.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        3.00000000
        NC
        
        374.55000000
        0.000888254252
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              NASDAQ OMX Commodities Clearing
              5493008EIVLUXM0PQX05
            
            Long
            
              
                OMXS30 Index
                SE0000337842
              
            
            2020-10-16
            549375.00000000
            SEK
            374.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        7.00000000
        NC
        USD
        12895.94000000
        0.030583029101
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-12-16
            308743.75000000
            USD
            12895.94000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        3.00000000
        NC
        USD
        -6907.74000000
        -0.01638187006
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-11-18
            261022.50000000
            USD
            -6907.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -32.00000000
        NC
        USD
        60872.73000000
        0.144361130174
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Foreign Exchange EUR/USD
                
                  
                
              
            
            2020-12-14
            -4696000.00000000
            USD
            60872.73000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        668.05000000
        0.001584296498
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            500000.00000000
            SEK
            56509.61000000
            USD
            2020-10-23
            668.05000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        15.00000000
        NC
        USD
        53264.34000000
        0.126317651933
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                KC HRW Wheat
                
                  
                
              
            
            2021-03-12
            388125.00000000
            USD
            53264.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        14540012.99000000
        PA
        USD
        -51677.44000000
        -0.12255428075
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                S&P 500 Total Return Index
                S&P 500 Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-31
            0.00000000
            USD
            0.00000000
            USD
            14540012.99000000
            USD
            -51677.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        11319059.09000000
        PA
        
        89611.02000000
        0.212514669923
        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
            11319059.00000000
            EUR
            89611.02000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        11.00000000
        NC
        USD
        9710.35000000
        0.023028326483
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Long
            
              
                N/A
                Cotton No. 2
                
                  
                
              
            
            2021-03-09
            366025.00000000
            USD
            9710.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -18.00000000
        NC
        USD
        61060.32000000
        0.144806004330
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Natural Gas
                
                  
                
              
            
            2020-10-28
            -456840.00000000
            USD
            61060.32000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        USD
        -988.75000000
        -0.00234484419
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                N/A
                Sugar No. 11
                
                  
                
              
            
            2021-02-26
            -15075.20000000
            USD
            -988.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        400000.00000000
        PA
        USD
        -1179.80000000
        -0.00279792382
        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
            9660.35000000
            USD
            0.00000000
            USD
            400000.00000000
            USD
            -1179.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7312.02000000
        0.017340629721
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            350180000.00000000
            CLP
            453471.81000000
            USD
            2020-10-29
            7312.02000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -9.00000000
        NC
        USD
        -42275.22000000
        -0.10025669191
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-10-21
            -537975.00000000
            USD
            -42275.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        147.75000000
        0.000350392646
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            210000.00000000
            NOK
            22662.34000000
            USD
            2020-10-23
            147.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -5.00000000
        NC
        USD
        -3416.64000000
        -0.00810264319
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                NY Harbor ULSD
                
                  
                
              
            
            2020-10-30
            -241122.00000000
            USD
            -3416.64000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        7.00000000
        NC
        USD
        14877.95000000
        0.035283413059
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Soybean
                
                  
                
              
            
            2021-03-12
            356912.50000000
            USD
            14877.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        998.42000000
        0.002367776828
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2500000.00000000
            THB
            79889.56000000
            USD
            2020-10-26
            998.42000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        7853101.50000000
        PA
        USD
        -27555.85000000
        -0.06534935510
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                Russell 1000 Index
                Russell 1000 Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-08-31
            0.00000000
            USD
            0.00000000
            USD
            7853101.50000000
            USD
            -27555.85000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1649.88000000
        0.003912729747
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            280000.00000000
            BRL
            51472.37000000
            USD
            2020-10-29
            1649.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        2.00000000
        NC
        
        165.14000000
        0.000391633446
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                French Republic
                Euro-OAT
                
                  
                
              
            
            2020-12-08
            336940.00000000
            EUR
            165.14000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        21821.01000000
        0.051749045346
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            37280000.00000000
            NOK
            4018697.68000000
            USD
            2020-10-23
            21821.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -18.00000000
        NC
        USD
        35325.18000000
        0.083774506390
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Foreign Exchange CHF/USD
                
                  
                
              
            
            2020-12-14
            -2447550.00000000
            USD
            35325.18000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        130.00000000
        NC
        
        89558.31000000
        0.212389666901
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                Australia
                Australia 10 Year Bond
                
                  
                
              
            
            2020-12-15
            19358162.20000000
            AUD
            89558.31000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -5.00000000
        NC
        USD
        -10558.80000000
        -0.02504044588
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                WTI Crude Oil
                
                  
                
              
            
            2020-10-20
            -199800.00000000
            USD
            -10558.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        23259678.01000000
        PA
        USD
        81104.81000000
        0.192341990151
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                USMLGSFDUS.I
                USMLGSFDUS.I
                
                  
                    Charles River Laboratories International
                    
                      
                    
                    527.09000000
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                    119358.43000000
                    USD
                  
                  
                    Kellogg Co
                    
                      
                    
                    732.25000000
                    USD
                    47295.76000000
                    USD
                  
                  
                    Kroger Co/The
                    
                      
                    
                    6833.81000000
                    USD
                    231734.55000000
                    USD
                  
                  
                    Seagate Technology PLC
                    
                      
                    
                    1536.00000000
                    USD
                    75678.85000000
                    USD
                  
                  
                    DENTSPLY SIRONA Inc
                    
                      
                    
                    1378.20000000
                    USD
                    60268.85000000
                    USD
                  
                  
                    Campbell Soup Co
                    
                      
                    
                    1237.99000000
                    USD
                    59881.81000000
                    USD
                  
                  
                    CenterPoint Energy Inc
                    
                      
                    
                    733.18000000
                    USD
                    14187.01000000
                    USD
                  
                  
                    Colgate-Palmolive Co
                    
                      
                    
                    948.66000000
                    USD
                    73189.14000000
                    USD
                  
                  
                    Live Nation Entertainment Inc
                    
                      
                    
                    1381.49000000
                    USD
                    74434.46000000
                    USD
                  
                  
                    Henry Schein Inc
                    
                      
                    
                    1316.54000000
                    USD
                    77386.11000000
                    USD
                  
                  
                    Adobe Inc
                    
                      
                    
                    519.35000000
                    USD
                    254703.48000000
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                    Huntington Bancshares Inc/OH
                    
                      
                    
                    3273.65000000
                    USD
                    30019.41000000
                    USD
                  
                  
                    Take-Two Interactive Software Inc
                    
                      
                    
                    670.11000000
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                    110715.60000000
                    USD
                  
                  
                    Edwards Lifesciences Corp
                    
                      
                    
                    1280.43000000
                    USD
                    102203.96000000
                    USD
                  
                  
                    Texas Instruments Inc
                    
                      
                    
                    1562.03000000
                    USD
                    223041.94000000
                    USD
                  
                  
                    Linde PLC
                    
                      
                    
                    664.48000000
                    USD
                    158233.50000000
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                    Verizon Communications Inc
                    
                      
                    
                    2018.30000000
                    USD
                    120068.78000000
                    USD
                  
                  
                    Microsoft Corp
                    
                      
                    
                    5874.37000000
                    USD
                    1235556.20000000
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                    Medtronic PLC
                    
                      
                    
                    538.10000000
                    USD
                    55919.76000000
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                    Comerica Inc
                    
                      
                    
                    649.48000000
                    USD
                    24842.50000000
                    USD
                  
                  
                    Dollar General Corp
                    
                      
                    
                    708.33000000
                    USD
                    148479.78000000
                    USD
                  
                  
                    Alliant Energy Corp
                    
                      
                    
                    516.77000000
                    USD
                    26691.18000000
                    USD
                  
                  
                    FedEx Corp
                    
                      
                    
                    316.77000000
                    USD
                    79673.24000000
                    USD
                  
                  
                    Applied Materials Inc
                    
                      
                    
                    970.23000000
                    USD
                    57680.28000000
                    USD
                  
                  
                    Dow Inc
                    
                      
                    
                    364.60000000
                    USD
                    17154.25000000
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                    JPMorgan Chase & Co
                    
                      
                    
                    1023.69000000
                    USD
                    98550.56000000
                    USD
                  
                  
                    A O Smith Corp
                    
                      
                    
                    646.90000000
                    USD
                    34156.14000000
                    USD
                  
                  
                    Camden Property Trust
                    
                      
                    
                    396.25000000
                    USD
                    35258.42000000
                    USD
                  
                  
                    Quanta Services Inc
                    
                      
                    
                    572.81000000
                    USD
                    30278.52000000
                    USD
                  
                  
                    Travelers Cos Inc/The
                    
                      
                    
                    269.87000000
                    USD
                    29197.64000000
                    USD
                  
                  
                    News Corp
                    
                      
                    
                    4975.65000000
                    USD
                    69758.57000000
                    USD
                  
                  
                    PepsiCo Inc
                    
                      
                    
                    648.54000000
                    USD
                    89887.49000000
                    USD
                  
                  
                    Advanced Micro Devices Inc
                    
                      
                    
                    309.97000000
                    USD
                    25414.22000000
                    USD
                  
                  
                    Robert Half International Inc
                    
                      
                    
                    682.07000000
                    USD
                    36108.79000000
                    USD
                  
                  
                    Mylan NV
                    
                      
                    
                    424.15000000
                    USD
                    6290.11000000
                    USD
                  
                  
                    Mohawk Industries Inc
                    
                      
                    
                    255.80000000
                    USD
                    24963.91000000
                    USD
                  
                  
                    Target Corp
                    
                      
                    
                    529.20000000
                    USD
                    83305.93000000
                    USD
                  
                  
                    Rockwell Automation Inc
                    
                      
                    
                    189.92000000
                    USD
                    41911.38000000
                    USD
                  
                  
                    Home Depot Inc/The
                    
                      
                    
                    591.33000000
                    USD
                    164217.98000000
                    USD
                  
                  
                    Progressive Corp/The
                    
                      
                    
                    1313.73000000
                    USD
                    124370.43000000
                    USD
                  
                  
                    NVIDIA Corp
                    
                      
                    
                    475.27000000
                    USD
                    257224.13000000
                    USD
                  
                  
                    WEC Energy Group Inc
                    
                      
                    
                    616.65000000
                    USD
                    59753.65000000
                    USD
                  
                  
                    Fox Corp
                    
                      
                    
                    216.18000000
                    USD
                    6046.59000000
                    USD
                  
                  
                    Genuine Parts Co
                    
                      
                    
                    438.93000000
                    USD
                    41772.52000000
                    USD
                  
                  
                    Pegasystems Inc
                    
                      
                    
                    410.08000000
                    USD
                    49636.62000000
                    USD
                  
                  
                    Masco Corp
                    
                      
                    
                    713.49000000
                    USD
                    39334.44000000
                    USD
                  
                  
                    NIKE Inc
                    
                      
                    
                    863.31000000
                    USD
                    108380.33000000
                    USD
                  
                  
                    Nucor Corp
                    
                      
                    
                    482.07000000
                    USD
                    21625.45000000
                    USD
                  
                  
                    Coupa Software Inc
                    
                      
                    
                    308.56000000
                    USD
                    84619.64000000
                    USD
                  
                  
                    LyondellBasell Industries NV
                    
                      
                    
                    369.05000000
                    USD
                    26014.55000000
                    USD
                  
                  
                    Costco Wholesale Corp
                    
                      
                    
                    586.64000000
                    USD
                    208257.16000000
                    USD
                  
                  
                    Bank of America Corp
                    
                      
                    
                    343.73000000
                    USD
                    8280.45000000
                    USD
                  
                  
                    Hologic Inc
                    
                      
                    
                    108.09000000
                    USD
                    7184.68000000
                    USD
                  
                  
                    FLIR Systems Inc
                    
                      
                    
                    139.75000000
                    USD
                    5009.90000000
                    USD
                  
                  
                    Alphabet Inc
                    
                      
                    
                    146.78000000
                    USD
                    215703.74000000
                    USD
                  
                  
                    Credit Acceptance Corp
                    
                      
                    
                    116.06000000
                    USD
                    39303.27000000
                    USD
                  
                  
                    Advance Auto Parts Inc
                    
                      
                    
                    266.12000000
                    USD
                    40849.58000000
                    USD
                  
                  
                    Aptiv PLC
                    
                      
                    
                    135.76000000
                    USD
                    12446.25000000
                    USD
                  
                  
                    Williams Cos Inc/The
                    
                      
                    
                    2367.42000000
                    USD
                    46519.82000000
                    USD
                  
                  
                    First Horizon National Corp
                    
                      
                    
                    2584.32000000
                    USD
                    24370.10000000
                    USD
                  
                  
                    eBay Inc
                    
                      
                    
                    358.27000000
                    USD
                    18665.66000000
                    USD
                  
                  
                    Ecolab Inc
                    
                      
                    
                    141.15000000
                    USD
                    28207.48000000
                    USD
                  
                  
                    EPAM Systems Inc
                    
                      
                    
                    291.91000000
                    USD
                    94369.63000000
                    USD
                  
                  
                    Fifth Third Bancorp
                    
                      
                    
                    188.28000000
                    USD
                    4014.16000000
                    USD
                  
                  
                    Fortune Brands Home & Security Inc
                    
                      
                    
                    175.62000000
                    USD
                    15194.38000000
                    USD
                  
                  
                    Chipotle Mexican Grill Inc
                    
                      
                    
                    94.96000000
                    USD
                    118102.18000000
                    USD
                  
                  
                    ResMed Inc
                    
                      
                    
                    120.52000000
                    USD
                    20660.18000000
                    USD
                  
                  
                    Akamai Technologies Inc
                    
                      
                    
                    49.00000000
                    USD
                    5416.95000000
                    USD
                  
                  
                    Invitation Homes Inc
                    
                      
                    
                    1204.70000000
                    USD
                    33719.56000000
                    USD
                  
                  
                    MarketAxess Holdings Inc
                    
                      
                    
                    164.13000000
                    USD
                    79042.43000000
                    USD
                  
                  
                    EOG Resources Inc
                    
                      
                    
                    649.94000000
                    USD
                    23359.00000000
                    USD
                  
                  
                    DTE Energy Co
                    
                      
                    
                    169.99000000
                    USD
                    19555.57000000
                    USD
                  
                  
                    Aflac Inc
                    
                      
                    
                    127.78000000
                    USD
                    4644.96000000
                    USD
                  
                  
                    Fidelity National Information Services I
                    
                      
                    
                    584.29000000
                    USD
                    86014.06000000
                    USD
                  
                  
                    Cooper Cos Inc/The
                    
                      
                    
                    57.91000000
                    USD
                    19523.94000000
                    USD
                  
                  
                    Western Union Co/The
                    
                      
                    
                    162.25000000
                    USD
                    3477.09000000
                    USD
                  
                  
                    Illinois Tool Works Inc
                    
                      
                    
                    255.80000000
                    USD
                    49424.03000000
                    USD
                  
                  
                    Interpublic Group of Cos Inc/The
                    
                      
                    
                    225.33000000
                    USD
                    3756.21000000
                    USD
                  
                  
                    AGNC Investment Corp
                    
                      
                    
                    3942.59000000
                    USD
                    54841.44000000
                    USD
                  
                  
                    NVR Inc
                    
                      
                    
                    0.47000000
                    USD
                    1914.74000000
                    USD
                  
                  
                    Citigroup Inc
                    
                      
                    
                    160.84000000
                    USD
                    6933.94000000
                    USD
                  
                  
                    Corning Inc
                    
                      
                    
                    52.76000000
                    USD
                    1709.82000000
                    USD
                  
                  
                    Halliburton Co
                    
                      
                    
                    1787.35000000
                    USD
                    21537.53000000
                    USD
                  
                  
                    HollyFrontier Corp
                    
                      
                    
                    84.41000000
                    USD
                    1663.76000000
                    USD
                  
                  
                    Alaska Air Group Inc
                    
                      
                    
                    85.35000000
                    USD
                    3126.33000000
                    USD
                  
                  
                    Regions Financial Corp
                    
                      
                    
                    94.95000000
                    USD
                    1094.83000000
                    USD
                  
                  
                    Perrigo Co PLC
                    
                      
                    
                    93.32000000
                    USD
                    4284.20000000
                    USD
                  
                  
                    Evergy Inc
                    
                      
                    
                    51.82000000
                    USD
                    2633.46000000
                    USD
                  
                  
                    TE Connectivity Ltd
                    
                      
                    
                    46.19000000
                    USD
                    4514.70000000
                    USD
                  
                  
                    Oracle Corp
                    
                      
                    
                    3215.26000000
                    USD
                    191951.19000000
                    USD
                  
                  
                    CVS Health Corp
                    
                      
                    
                    143.03000000
                    USD
                    8352.78000000
                    USD
                  
                  
                    Norwegian Cruise Line Holdings Ltd
                    
                      
                    
                    39.15000000
                    USD
                    669.88000000
                    USD
                  
                  
                    IPG Photonics Corp
                    
                      
                    
                    67.53000000
                    USD
                    11477.49000000
                    USD
                  
                  
                    Teledyne Technologies Inc
                    
                      
                    
                    4.69000000
                    USD
                    1454.66000000
                    USD
                  
                  
                    AutoZone Inc
                    
                      
                    
                    55.57000000
                    USD
                    65440.17000000
                    USD
                  
                  
                    Align Technology Inc
                    
                      
                    
                    52.29000000
                    USD
                    17116.56000000
                    USD
                  
                  
                    Analog Devices Inc
                    
                      
                    
                    17.59000000
                    USD
                    2052.90000000
                    USD
                  
                  
                    Carnival Corp
                    
                      
                    
                    72.92000000
                    USD
                    1106.93000000
                    USD
                  
                  
                    PerkinElmer Inc
                    
                      
                    
                    52.76000000
                    USD
                    6621.33000000
                    USD
                  
                  
                    Vulcan Materials Co
                    
                      
                    
                    7.27000000
                    USD
                    985.28000000
                    USD
                  
                  
                    O'Reilly Automotive Inc
                    
                      
                    
                    4.69000000
                    USD
                    2162.22000000
                    USD
                  
                  
                    Chevron Corp
                    
                      
                    
                    540.68000000
                    USD
                    38929.26000000
                    USD
                  
                  
                    Air Products and Chemicals Inc
                    
                      
                    
                    61.90000000
                    USD
                    18437.48000000
                    USD
                  
                  
                    BlackRock Inc
                    
                      
                    
                    6.80000000
                    USD
                    3831.80000000
                    USD
                  
                  
                    Cognizant Technology Solutions Corp
                    
                      
                    
                    1468.01000000
                    USD
                    101909.02000000
                    USD
                  
                  
                    Whirlpool Corp
                    
                      
                    
                    351.00000000
                    USD
                    64545.14000000
                    USD
                  
                  
                    Zions Bancorp NA
                    
                      
                    
                    89.80000000
                    USD
                    2623.92000000
                    USD
                  
                  
                    Gap Inc/The
                    
                      
                    
                    31.66000000
                    USD
                    539.16000000
                    USD
                  
                  
                    Schlumberger NV
                    
                      
                    
                    818.29000000
                    USD
                    12732.58000000
                    USD
                  
                  
                    Raymond James Financial Inc
                    
                      
                    
                    29.54000000
                    USD
                    2149.66000000
                    USD
                  
                  
                    Cerner Corp
                    
                      
                    
                    1146.08000000
                    USD
                    82850.28000000
                    USD
                  
                  
                    Hilton Worldwide Holdings Inc
                    
                      
                    
                    24.62000000
                    USD
                    2100.58000000
                    USD
                  
                  
                    American Express Co
                    
                      
                    
                    363.66000000
                    USD
                    36456.99000000
                    USD
                  
                  
                    Ameriprise Financial Inc
                    
                      
                    
                    319.11000000
                    USD
                    49178.17000000
                    USD
                  
                  
                    Waste Management Inc
                    
                      
                    
                    482.77000000
                    USD
                    54635.12000000
                    USD
                  
                  
                    Concho Resources Inc
                    
                      
                    
                    26.97000000
                    USD
                    1189.73000000
                    USD
                  
                  
                    International Business Machines Corp
                    
                      
                    
                    77.14000000
                    USD
                    9385.75000000
                    USD
                  
                  
                    Omnicom Group Inc
                    
                      
                    
                    71.51000000
                    USD
                    3539.89000000
                    USD
                  
                  
                    Automatic Data Processing Inc
                    
                      
                    
                    18.05000000
                    USD
                    2518.33000000
                    USD
                  
                  
                    BorgWarner Inc
                    
                      
                    
                    70.81000000
                    USD
                    2743.25000000
                    USD
                  
                  
                    PPG Industries Inc
                    
                      
                    
                    275.97000000
                    USD
                    33690.25000000
                    USD
                  
                  
                    Laboratory Corp of America Holdings
                    
                      
                    
                    26.26000000
                    USD
                    4944.08000000
                    USD
                  
                  
                    State Street Corp
                    
                      
                    
                    42.20000000
                    USD
                    2503.90000000
                    USD
                  
                  
                    Tractor Supply Co
                    
                      
                    
                    221.10000000
                    USD
                    31692.94000000
                    USD
                  
                  
                    International Paper Co
                    
                      
                    
                    166.71000000
                    USD
                    6758.33000000
                    USD
                  
                  
                    ICU Medical Inc
                    
                      
                    
                    163.19000000
                    USD
                    29824.49000000
                    USD
                  
                  
                    Jack Henry & Associates Inc
                    
                      
                    
                    162.72000000
                    USD
                    26456.72000000
                    USD
                  
                  
                    Bank of New York Mellon Corp/The
                    
                      
                    
                    122.62000000
                    USD
                    4210.93000000
                    USD
                  
                  
                    Sherwin-Williams Co/The
                    
                      
                    
                    153.34000000
                    USD
                    106839.61000000
                    USD
                  
                  
                    Eaton Corp PLC
                    
                      
                    
                    29.78000000
                    USD
                    3038.18000000
                    USD
                  
                  
                    Lam Research Corp
                    
                      
                    
                    47.60000000
                    USD
                    15790.30000000
                    USD
                  
                  
                    Citrix Systems Inc
                    
                      
                    
                    394.85000000
                    USD
                    54374.15000000
                    USD
                  
                  
                    Global Payments Inc
                    
                      
                    
                    25.32000000
                    USD
                    4496.79000000
                    USD
                  
                  
                    JB Hunt Transport Services Inc
                    
                      
                    
                    22.51000000
                    USD
                    2844.66000000
                    USD
                  
                  
                    AMETEK Inc
                    
                      
                    
                    18.52000000
                    USD
                    1841.24000000
                    USD
                  
                  
                    FleetCor Technologies Inc
                    
                      
                    
                    18.52000000
                    USD
                    4410.27000000
                    USD
                  
                  
                    Hewlett Packard Enterprise Co
                    
                      
                    
                    431.88000000
                    USD
                    4046.72000000
                    USD
                  
                  
                    American Water Works Co Inc
                    
                      
                    
                    387.81000000
                    USD
                    56186.08000000
                    USD
                  
                  
                    Arthur J Gallagher & Co
                    
                      
                    
                    364.13000000
                    USD
                    38444.76000000
                    USD
                  
                  
                    Bristol Myers Squibb Co
                    
                      
                    
                    2275.75000000
                    USD
                    137204.89000000
                    USD
                  
                  
                    Gilead Sciences Inc
                    
                      
                    
                    1838.00000000
                    USD
                    116143.02000000
                    USD
                  
                  
                    New York Times Co/The
                    
                      
                    
                    1753.35000000
                    USD
                    75025.95000000
                    USD
                  
                  
                    PVH Corp
                    
                      
                    
                    1058.39000000
                    USD
                    63122.35000000
                    USD
                  
                  
                    Coca-Cola Co/The
                    
                      
                    
                    1863.32000000
                    USD
                    91992.03000000
                    USD
                  
                  
                    General Mills Inc
                    
                      
                    
                    2038.00000000
                    USD
                    125703.67000000
                    USD
                  
                  
                    AT&T Inc
                    
                      
                    
                    2089.81000000
                    USD
                    59580.60000000
                    USD
                  
                  
                    Everest Re Group Ltd
                    
                      
                    
                    113.95000000
                    USD
                    22510.02000000
                    USD
                  
                  
                    Assurant Inc
                    
                      
                    
                    90.50000000
                    USD
                    10979.03000000
                    USD
                  
                  
                    Facebook Inc
                    
                      
                    
                    2178.68000000
                    USD
                    570596.19000000
                    USD
                  
                  
                    Delta Air Lines Inc
                    
                      
                    
                    3973.53000000
                    USD
                    121510.65000000
                    USD
                  
                  
                    General Electric Co
                    
                      
                    
                    773.99000000
                    USD
                    4821.96000000
                    USD
                  
                  
                    Rollins Inc
                    
                      
                    
                    686.29000000
                    USD
                    37189.90000000
                    USD
                  
                  
                    Moody's Corp
                    
                      
                    
                    228.84000000
                    USD
                    66329.62000000
                    USD
                  
                  
                    Walmart Inc
                    
                      
                    
                    1234.94000000
                    USD
                    172781.03000000
                    USD
                  
                  
                    HD Supply Holdings Inc
                    
                      
                    
                    1530.84000000
                    USD
                    63131.88000000
                    USD
                  
                  
                    Visa Inc
                    
                      
                    
                    839.16000000
                    USD
                    167807.18000000
                    USD
                  
                  
                    Leggett & Platt Inc
                    
                      
                    
                    668.71000000
                    USD
                    27530.62000000
                    USD
                  
                  
                    Microchip Technology Inc
                    
                      
                    
                    37.52000000
                    USD
                    3855.06000000
                    USD
                  
                  
                    Marathon Petroleum Corp
                    
                      
                    
                    46.19000000
                    USD
                    1355.11000000
                    USD
                  
                  
                    Northern Trust Corp
                    
                      
                    
                    599.53000000
                    USD
                    46745.67000000
                    USD
                  
                  
                    J M Smucker Co/The
                    
                      
                    
                    481.60000000
                    USD
                    55634.13000000
                    USD
                  
                  
                    Celanese Corp
                    
                      
                    
                    942.09000000
                    USD
                    101227.98000000
                    USD
                  
                  
                    Ingersoll Rand Inc
                    
                      
                    
                    889.34000000
                    USD
                    31660.38000000
                    USD
                  
                  
                    Emerson Electric Co
                    
                      
                    
                    459.79000000
                    USD
                    30148.50000000
                    USD
                  
                  
                    Eversource Energy
                    
                      
                    
                    545.37000000
                    USD
                    45565.94000000
                    USD
                  
                  
                    Marathon Oil Corp
                    
                      
                    
                    794.13000000
                    USD
                    3247.98000000
                    USD
                  
                  
                    Xilinx Inc
                    
                      
                    
                    571.63000000
                    USD
                    59587.11000000
                    USD
                  
                  
                    Cisco Systems Inc
                    
                      
                    
                    2754.30000000
                    USD
                    108491.75000000
                    USD
                  
                  
                    Consolidated Edison Inc
                    
                      
                    
                    887.93000000
                    USD
                    69081.01000000
                    USD
                  
                  
                    Walgreens Boots Alliance Inc
                    
                      
                    
                    511.38000000
                    USD
                    18368.63000000
                    USD
                  
                  
                    Workday Inc
                    
                      
                    
                    341.85000000
                    USD
                    73543.15000000
                    USD
                  
                  
                    Kraft Heinz Co/The
                    
                      
                    
                    378.66000000
                    USD
                    11340.95000000
                    USD
                  
                  
                    American Tower Corp
                    
                      
                    
                    401.41000000
                    USD
                    97032.86000000
                    USD
                  
                  
                    Merck & Co Inc
                    
                      
                    
                    1930.38000000
                    USD
                    160124.74000000
                    USD
                  
                  
                    Tyson Foods Inc
                    
                      
                    
                    346.78000000
                    USD
                    20626.45000000
                    USD
                  
                  
                    Liberty Broadband Corp
                    
                      
                    
                    892.86000000
                    USD
                    127562.36000000
                    USD
                  
                  
                    Mondelez International Inc
                    
                      
                    
                    761.08000000
                    USD
                    43724.24000000
                    USD
                  
                  
                    HP Inc
                    
                      
                    
                    358.50000000
                    USD
                    6807.88000000
                    USD
                  
                  
                    Aon PLC
                    
                      
                    
                    390.86000000
                    USD
                    80634.09000000
                    USD
                  
                  
                    T-Mobile US Inc
                    
                      
                    
                    499.18000000
                    USD
                    57086.46000000
                    USD
                  
                  
                    Cadence Design Systems Inc
                    
                      
                    
                    409.15000000
                    USD
                    43627.48000000
                    USD
                  
                  
                    United Rentals Inc
                    
                      
                    
                    353.58000000
                    USD
                    61699.32000000
                    USD
                  
                  
                    Exact Sciences Corp
                    
                      
                    
                    557.80000000
                    USD
                    56867.82000000
                    USD
                  
                  
                    Newell Brands Inc
                    
                      
                    
                    1932.25000000
                    USD
                    33157.37000000
                    USD
                  
                  
                    Alphabet Inc
                    
                      
                    
                    256.04000000
                    USD
                    375251.41000000
                    USD
                  
                  
                    Fox Corp
                    
                      
                    
                    223.44000000
                    USD
                    6218.47000000
                    USD
                  
                  
                    Public Storage
                    
                      
                    
                    248.07000000
                    USD
                    55249.64000000
                    USD
                  
                  
                    Honeywell International Inc
                    
                      
                    
                    245.02000000
                    USD
                    40332.75000000
                    USD
                  
                  
                    Synopsys Inc
                    
                      
                    
                    392.27000000
                    USD
                    83936.97000000
                    USD
                  
                  
                    United Therapeutics Corp
                    
                      
                    
                    421.57000000
                    USD
                    42578.93000000
                    USD
                  
                  
                    HCA Healthcare Inc
                    
                      
                    
                    353.11000000
                    USD
                    44025.69000000
                    USD
                  
                  
                    Citizens Financial Group Inc
                    
                      
                    
                    174.92000000
                    USD
                    4421.90000000
                    USD
                  
                  
                    Zebra Technologies Corp
                    
                      
                    
                    368.11000000
                    USD
                    92934.28000000
                    USD
                  
                  
                    Vertex Pharmaceuticals Inc
                    
                      
                    
                    450.41000000
                    USD
                    122566.64000000
                    USD
                  
                  
                    Fortive Corp
                    
                      
                    
                    279.72000000
                    USD
                    21317.50000000
                    USD
                  
                  
                    Constellation Brands Inc
                    
                      
                    
                    494.96000000
                    USD
                    93800.47000000
                    USD
                  
                  
                    Qorvo Inc
                    
                      
                    
                    439.16000000
                    USD
                    56655.92000000
                    USD
                  
                  
                    Molson Coors Beverage Co
                    
                      
                    
                    170.93000000
                    USD
                    5736.30000000
                    USD
                  
                  
                    Dover Corp
                    
                      
                    
                    191.09000000
                    USD
                    20702.97000000
                    USD
                  
                  
                    Becton Dickinson and Co
                    
                      
                    
                    218.52000000
                    USD
                    50846.35000000
                    USD
                  
                  
                    Nielsen Holdings PLC
                    
                      
                    
                    195.79000000
                    USD
                    2776.28000000
                    USD
                  
                  
                    Xylem Inc/NY
                    
                      
                    
                    155.69000000
                    USD
                    13096.36000000
                    USD
                  
                  
                    ViacomCBS Inc
                    
                      
                    
                    196.02000000
                    USD
                    5490.45000000
                    USD
                  
                  
                    Wells Fargo & Co
                    
                      
                    
                    185.23000000
                    USD
                    4354.68000000
                    USD
                  
                  
                    Old Dominion Freight Line Inc
                    
                      
                    
                    293.32000000
                    USD
                    53067.42000000
                    USD
                  
                  
                    Sarepta Therapeutics Inc
                    
                      
                    
                    216.65000000
                    USD
                    30423.89000000
                    USD
                  
                  
                    Juniper Networks Inc
                    
                      
                    
                    234.47000000
                    USD
                    5041.07000000
                    USD
                  
                  
                    ServiceNow Inc
                    
                      
                    
                    222.04000000
                    USD
                    107690.22000000
                    USD
                  
                  
                    Burlington Stores Inc
                    
                      
                    
                    245.49000000
                    USD
                    50592.59000000
                    USD
                  
                  
                    Principal Financial Group Inc
                    
                      
                    
                    111.14000000
                    USD
                    4475.63000000
                    USD
                  
                  
                    Mettler-Toledo International Inc
                    
                      
                    
                    78.08000000
                    USD
                    75403.69000000
                    USD
                  
                  
                    ANSYS Inc
                    
                      
                    
                    195.78000000
                    USD
                    64065.53000000
                    USD
                  
                  
                    Hartford Financial Services Group Inc/Th
                    
                      
                    
                    129.42000000
                    USD
                    4770.56000000
                    USD
                  
                  
                    Huntington Ingalls Industries Inc
                    
                      
                    
                    141.38000000
                    USD
                    19899.82000000
                    USD
                  
                  
                    PayPal Holdings Inc
                    
                      
                    
                    119.34000000
                    USD
                    23514.37000000
                    USD
                  
                  
                    Tyler Technologies Inc
                    
                      
                    
                    147.25000000
                    USD
                    51324.11000000
                    USD
                  
                  
                    NortonLifeLock Inc
                    
                      
                    
                    5143.77000000
                    USD
                    107196.18000000
                    USD
                  
                  
                    Franklin Resources Inc
                    
                      
                    
                    89.10000000
                    USD
                    1813.09000000
                    USD
                  
                  
                    Kinder Morgan Inc
                    
                      
                    
                    117.69000000
                    USD
                    1451.17000000
                    USD
                  
                  
                    Host Hotels & Resorts Inc
                    
                      
                    
                    2069.18000000
                    USD
                    22326.50000000
                    USD
                  
                  
                    DaVita Inc
                    
                      
                    
                    75.50000000
                    USD
                    6466.42000000
                    USD
                  
                  
                    CBRE Group Inc
                    
                      
                    
                    62.13000000
                    USD
                    2918.39000000
                    USD
                  
                  
                    Gentex Corp
                    
                      
                    
                    1162.26000000
                    USD
                    29928.23000000
                    USD
                  
                  
                    NetApp Inc
                    
                      
                    
                    117.47000000
                    USD
                    5149.93000000
                    USD
                  
                  
                    SVB Financial Group
                    
                      
                    
                    139.74000000
                    USD
                    33624.89000000
                    USD
                  
                  
                    Fortinet Inc
                    
                      
                    
                    55.57000000
                    USD
                    6546.67000000
                    USD
                  
                  
                    Stanley Black & Decker Inc
                    
                      
                    
                    56.98000000
                    USD
                    9241.54000000
                    USD
                  
                  
                    Southwest Airlines Co
                    
                      
                    
                    96.37000000
                    USD
                    3613.86000000
                    USD
                  
                  
                    Universal Health Services Inc
                    
                      
                    
                    54.40000000
                    USD
                    5821.43000000
                    USD
                  
                  
                    Flowserve Corp
                    
                      
                    
                    66.35000000
                    USD
                    1810.77000000
                    USD
                  
                  
                    Procter & Gamble Co/The
                    
                      
                    
                    874.80000000
                    USD
                    121588.57000000
                    USD
                  
                  
                    Corteva Inc
                    
                      
                    
                    46.19000000
                    USD
                    1330.69000000
                    USD
                  
                  
                    Roper Technologies Inc
                    
                      
                    
                    36.34000000
                    USD
                    14359.36000000
                    USD
                  
                  
                    Under Armour Inc
                    
                      
                    
                    31.18000000
                    USD
                    306.80000000
                    USD
                  
                  
                    Valero Energy Corp
                    
                      
                    
                    36.34000000
                    USD
                    1574.45000000
                    USD
                  
                  
                    Ulta Beauty Inc
                    
                      
                    
                    9.38000000
                    USD
                    2100.58000000
                    USD
                  
                  
                    CSX Corp
                    
                      
                    
                    38.69000000
                    USD
                    3004.92000000
                    USD
                  
                  
                    NiSource Inc
                    
                      
                    
                    1762.50000000
                    USD
                    38775.05000000
                    USD
                  
                  
                    Fiserv Inc
                    
                      
                    
                    66.12000000
                    USD
                    6813.69000000
                    USD
                  
                  
                    CF Industries Holdings Inc
                    
                      
                    
                    40.80000000
                    USD
                    1253.00000000
                    USD
                  
                  
                    News Corp
                    
                      
                    
                    1852.07000000
                    USD
                    25891.98000000
                    USD
                  
                  
                    Marsh & McLennan Cos Inc
                    
                      
                    
                    736.70000000
                    USD
                    84499.39000000
                    USD
                  
                  
                    Church & Dwight Co Inc
                    
                      
                    
                    692.62000000
                    USD
                    64905.43000000
                    USD
                  
                  
                    MGM Resorts International
                    
                      
                    
                    21.33000000
                    USD
                    464.03000000
                    USD
                  
                  
                    Danaher Corp
                    
                      
                    
                    657.45000000
                    USD
                    141568.64000000
                    USD
                  
                  
                    Discovery Inc
                    
                      
                    
                    5807.55000000
                    USD
                    113827.98000000
                    USD
                  
                  
                    M&T Bank Corp
                    
                      
                    
                    29.31000000
                    USD
                    2699.05000000
                    USD
                  
                  
                    Avery Dennison Corp
                    
                      
                    
                    47.36000000
                    USD
                    6054.73000000
                    USD
                  
                  
                    Abbott Laboratories
                    
                      
                    
                    832.83000000
                    USD
                    90637.15000000
                    USD
                  
                  
                    Cigna Corp
                    
                      
                    
                    46.19000000
                    USD
                    7825.02000000
                    USD
                  
                  
                    DuPont de Nemours Inc
                    
                      
                    
                    25.32000000
                    USD
                    1404.88000000
                    USD
                  
                  
                    Parker-Hannifin Corp
                    
                      
                    
                    14.77000000
                    USD
                    2988.87000000
                    USD
                  
                  
                    Quest Diagnostics Inc
                    
                      
                    
                    17.35000000
                    USD
                    1986.38000000
                    USD
                  
                  
                    Globe Life Inc
                    
                      
                    
                    9.61000000
                    USD
                    768.03000000
                    USD
                  
                  
                    Newmont Corp
                    
                      
                    
                    2000.95000000
                    USD
                    126960.39000000
                    USD
                  
                  
                    Ford Motor Co
                    
                      
                    
                    649.24000000
                    USD
                    4323.97000000
                    USD
                  
                  
                    Johnson & Johnson
                    
                      
                    
                    1961.56000000
                    USD
                    292037.35000000
                    USD
                  
                  
                    UnitedHealth Group Inc
                    
                      
                    
                    461.67000000
                    USD
                    143934.38000000
                    USD
                  
                  
                    Activision Blizzard Inc
                    
                      
                    
                    828.38000000
                    USD
                    67057.19000000
                    USD
                  
                  
                    McCormick & Co Inc/MD
                    
                      
                    
                    435.64000000
                    USD
                    84558.23000000
                    USD
                  
                  
                    Sysco Corp
                    
                      
                    
                    355.22000000
                    USD
                    22101.81000000
                    USD
                  
                  
                    Synchrony Financial
                    
                      
                    
                    765.77000000
                    USD
                    20040.31000000
                    USD
                  
                  
                    Hanesbrands Inc
                    
                      
                    
                    1156.63000000
                    USD
                    18216.98000000
                    USD
                  
                  
                    Paychex Inc
                    
                      
                    
                    544.43000000
                    USD
                    43429.54000000
                    USD
                  
                  
                    Gaming and Leisure Properties Inc
                    
                      
                    
                    614.54000000
                    USD
                    22694.93000000
                    USD
                  
                  
                    Skyworks Solutions Inc
                    
                      
                    
                    599.54000000
                    USD
                    87232.40000000
                    USD
                  
                  
                    Bruker Corp
                    
                      
                    
                    631.19000000
                    USD
                    25089.75000000
                    USD
                  
                  
                    Netflix Inc
                    
                      
                    
                    643.15000000
                    USD
                    321592.50000000
                    USD
                  
                  
                    Verisk Analytics Inc
                    
                      
                    
                    483.94000000
                    USD
                    89679.32000000
                    USD
                  
                  
                    American Electric Power Co Inc
                    
                      
                    
                    329.43000000
                    USD
                    26924.24000000
                    USD
                  
                  
                    DXC Technology Co
                    
                      
                    
                    328.25000000
                    USD
                    5859.35000000
                    USD
                  
                  
                    Kohl's Corp
                    
                      
                    
                    186.40000000
                    USD
                    3454.06000000
                    USD
                  
                  
                    Baxter International Inc
                    
                      
                    
                    493.56000000
                    USD
                    39691.71000000
                    USD
                  
                  
                    3M Co
                    
                      
                    
                    346.08000000
                    USD
                    55434.33000000
                    USD
                  
                  
                    Best Buy Co Inc
                    
                      
                    
                    177.73000000
                    USD
                    19779.33000000
                    USD
                  
                  
                    KeyCorp
                    
                      
                    
                    275.27000000
                    USD
                    3284.03000000
                    USD
                  
                  
                    SBA Communications Corp
                    
                      
                    
                    209.85000000
                    USD
                    66832.73000000
                    USD
                  
                  
                    ABIOMED Inc
                    
                      
                    
                    293.55000000
                    USD
                    81332.12000000
                    USD
                  
                  
                    Autodesk Inc
                    
                      
                    
                    88.63000000
                    USD
                    20474.10000000
                    USD
                  
                  
                    Alexandria Real Estate Equities Inc
                    
                      
                    
                    41.50000000
                    USD
                    6640.17000000
                    USD
                  
                  
                    Cardinal Health Inc
                    
                      
                    
                    87.93000000
                    USD
                    4128.13000000
                    USD
                  
                  
                    MSCI Inc
                    
                      
                    
                    124.50000000
                    USD
                    44420.17000000
                    USD
                  
                  
                    Tapestry Inc
                    
                      
                    
                    45.02000000
                    USD
                    703.61000000
                    USD
                  
                  
                    Regeneron Pharmaceuticals Inc
                    
                      
                    
                    156.86000000
                    USD
                    87806.68000000
                    USD
                  
                  
                    Alexion Pharmaceuticals Inc
                    
                      
                    
                    44.31000000
                    USD
                    5070.84000000
                    USD
                  
                  
                    Under Armour Inc
                    
                      
                    
                    28.60000000
                    USD
                    321.22000000
                    USD
                  
                  
                    Arista Networks Inc
                    
                      
                    
                    17.12000000
                    USD
                    3541.75000000
                    USD
                  
                  
                    McKesson Corp
                    
                      
                    
                    38.22000000
                    USD
                    5691.88000000
                    USD
                  
                  
                    General Dynamics Corp
                    
                      
                    
                    20.16000000
                    USD
                    2791.39000000
                    USD
                  
                  
                    Marriott International Inc/MD
                    
                      
                    
                    21.81000000
                    USD
                    2018.71000000
                    USD
                  
                  
                    Zimmer Biomet Holdings Inc
                    
                      
                    
                    12.66000000
                    USD
                    1723.77000000
                    USD
                  
                  
                    Cummins Inc
                    
                      
                    
                    11.72000000
                    USD
                    2475.53000000
                    USD
                  
                  
                    AbbVie Inc
                    
                      
                    
                    1421.11000000
                    USD
                    124475.33000000
                    USD
                  
                  
                    Conagra Brands Inc
                    
                      
                    
                    485.35000000
                    USD
                    17331.72000000
                    USD
                  
                  
                    Digital Realty Trust Inc
                    
                      
                    
                    293.79000000
                    USD
                    43116.47000000
                    USD
                  
                  
                    Motorola Solutions Inc
                    
                      
                    
                    385.47000000
                    USD
                    60444.93000000
                    USD
                  
                  
                    Invesco Ltd
                    
                      
                    
                    498.48000000
                    USD
                    5687.69000000
                    USD
                  
                  
                    Eastman Chemical Co
                    
                      
                    
                    225.56000000
                    USD
                    17620.60000000
                    USD
                  
                  
                    DR Horton Inc
                    
                      
                    
                    883.94000000
                    USD
                    66852.73000000
                    USD
                  
                  
                    Domino's Pizza Inc
                    
                      
                    
                    482.30000000
                    USD
                    205113.15000000
                    USD
                  
                  
                    Las Vegas Sands Corp
                    
                      
                    
                    854.64000000
                    USD
                    39877.32000000
                    USD
                  
                  
                    FirstEnergy Corp
                    
                      
                    
                    3028.39000000
                    USD
                    86945.14000000
                    USD
                  
                  
                    IDEX Corp
                    
                      
                    
                    135.76000000
                    USD
                    24763.42000000
                    USD
                  
                  
                    CoStar Group Inc
                    
                      
                    
                    66.82000000
                    USD
                    56700.35000000
                    USD
                  
                  
                    Edison International
                    
                      
                    
                    552.64000000
                    USD
                    28096.30000000
                    USD
                  
                  
                    CDW Corp/DE
                    
                      
                    
                    44.08000000
                    USD
                    5268.78000000
                    USD
                  
                  
                    Centene Corp
                    
                      
                    
                    104.34000000
                    USD
                    6086.13000000
                    USD
                  
                  
                    DexCom Inc
                    
                      
                    
                    206.10000000
                    USD
                    84959.70000000
                    USD
                  
                  
                    Leidos Holdings Inc
                    
                      
                    
                    70.34000000
                    USD
                    6270.81000000
                    USD
                  
                  
                    Phillips 66
                    
                      
                    
                    290.27000000
                    USD
                    15047.62000000
                    USD
                  
                  
                    Altria Group Inc
                    
                      
                    
                    86.75000000
                    USD
                    3352.18000000
                    USD
                  
                  
                    AmerisourceBergen Corp
                    
                      
                    
                    363.89000000
                    USD
                    35268.65000000
                    USD
                  
                  
                    Sealed Air Corp
                    
                      
                    
                    10.79000000
                    USD
                    418.67000000
                    USD
                  
                  
                    Unum Group
                    
                      
                    
                    290.27000000
                    USD
                    4885.23000000
                    USD
                  
                  
                    Apple Inc
                    
                      
                    
                    8804.76000000
                    USD
                    1019678.71000000
                    USD
                  
                  
                    VeriSign Inc
                    
                      
                    
                    735.53000000
                    USD
                    150672.71000000
                    USD
                  
                  
                    Hershey Co/The
                    
                      
                    
                    902.70000000
                    USD
                    129393.36000000
                    USD
                  
                  
                    Morgan Stanley
                    
                      
                    
                    1635.42000000
                    USD
                    79072.44000000
                    USD
                  
                  
                    Public Service Enterprise Group Inc
                    
                      
                    
                    172.80000000
                    USD
                    9488.55000000
                    USD
                  
                  
                    Intercontinental Exchange Inc
                    
                      
                    
                    491.21000000
                    USD
                    49145.61000000
                    USD
                  
                  
                    L Brands Inc
                    
                      
                    
                    43.38000000
                    USD
                    1379.76000000
                    USD
                  
                  
                    Intel Corp
                    
                      
                    
                    1596.73000000
                    USD
                    82678.62000000
                    USD
                  
                  
                    US Bancorp
                    
                      
                    
                    842.68000000
                    USD
                    30210.14000000
                    USD
                  
                  
                    Hormel Foods Corp
                    
                      
                    
                    1276.68000000
                    USD
                    62416.88000000
                    USD
                  
                  
                    Martin Marietta Materials Inc
                    
                      
                    
                    5.16000000
                    USD
                    1214.16000000
                    USD
                  
                  
                    Discovery Inc
                    
                      
                    
                    5309.30000000
                    USD
                    115583.39000000
                    USD
                  
                  
                    Atmos Energy Corp
                    
                      
                    
                    618.53000000
                    USD
                    59124.94000000
                    USD
                  
                  
                    Charter Communications Inc
                    
                      
                    
                    51.58000000
                    USD
                    32205.35000000
                    USD
                  
                  
                    Allstate Corp/The
                    
                      
                    
                    646.66000000
                    USD
                    60876.86000000
                    USD
                  
                  
                    NRG Energy Inc
                    
                      
                    
                    853.00000000
                    USD
                    26221.10000000
                    USD
                  
                  
                    CenturyLink Inc
                    
                      
                    
                    671.74000000
                    USD
                    6777.87000000
                    USD
                  
                  
                    Philip Morris International Inc
                    
                      
                    
                    685.35000000
                    USD
                    51394.35000000
                    USD
                  
                  
                    Gartner Inc
                    
                      
                    
                    1089.34000000
                    USD
                    136113.08000000
                    USD
                  
                  
                    Intuit Inc
                    
                      
                    
                    424.15000000
                    USD
                    138362.99000000
                    USD
                  
                  
                    Dell Technologies Inc
                    
                      
                    
                    1128.49000000
                    USD
                    76387.81000000
                    USD
                  
                  
                    Republic Services Inc
                    
                      
                    
                    483.24000000
                    USD
                    45110.29000000
                    USD
                  
                  
                    National Oilwell Varco Inc
                    
                      
                    
                    1436.81000000
                    USD
                    13017.51000000
                    USD
                  
                  
                    McDonald's Corp
                    
                      
                    
                    606.57000000
                    USD
                    133135.84000000
                    USD
                  
                  
                    Comcast Corp
                    
                      
                    
                    1612.44000000
                    USD
                    74591.46000000
                    USD
                  
                  
                    Duke Energy Corp
                    
                      
                    
                    622.04000000
                    USD
                    55088.22000000
                    USD
                  
                  
                    Southern Co/The
                    
                      
                    
                    901.53000000
                    USD
                    48880.91000000
                    USD
                  
                  
                    Cabot Oil & Gas Corp
                    
                      
                    
                    998.13000000
                    USD
                    17327.53000000
                    USD
                  
                  
                    Accenture PLC
                    
                      
                    
                    334.59000000
                    USD
                    75613.26000000
                    USD
                  
                  
                    S&P Global Inc
                    
                      
                    
                    452.52000000
                    USD
                    163180.13000000
                    USD
                  
                  
                    QUALCOMM Inc
                    
                      
                    
                    1008.92000000
                    USD
                    118729.26000000
                    USD
                  
                  
                    OneMain Holdings Inc
                    
                      
                    
                    876.91000000
                    USD
                    27403.39000000
                    USD
                  
                  
                    LKQ Corp
                    
                      
                    
                    1825.34000000
                    USD
                    50616.55000000
                    USD
                  
                  
                    CME Group Inc
                    
                      
                    
                    373.04000000
                    USD
                    62413.16000000
                    USD
                  
                  
                    IQVIA Holdings Inc
                    
                      
                    
                    374.45000000
                    USD
                    59023.99000000
                    USD
                  
                  
                    Pfizer Inc
                    
                      
                    
                    1556.64000000
                    USD
                    57128.56000000
                    USD
                  
                  
                    CH Robinson Worldwide Inc
                    
                      
                    
                    858.62000000
                    USD
                    87742.72000000
                    USD
                  
                  
                    Union Pacific Corp
                    
                      
                    
                    224.15000000
                    USD
                    44128.73000000
                    USD
                  
                  
                    Dominion Energy Inc
                    
                      
                    
                    1077.38000000
                    USD
                    85037.85000000
                    USD
                  
                  
                    Dollar Tree Inc
                    
                      
                    
                    711.38000000
                    USD
                    64977.07000000
                    USD
                  
                  
                    CMS Energy Corp
                    
                      
                    
                    1073.16000000
                    USD
                    65902.81000000
                    USD
                  
                  
                    Lennar Corp
                    
                      
                    
                    664.95000000
                    USD
                    54313.21000000
                    USD
                  
                  
                    Westrock Co
                    
                      
                    
                    72.22000000
                    USD
                    2508.79000000
                    USD
                  
                  
                    T Rowe Price Group Inc
                    
                      
                    
                    334.35000000
                    USD
                    42870.61000000
                    USD
                  
                  
                    Bio-Rad Laboratories Inc
                    
                      
                    
                    35.87000000
                    USD
                    18491.44000000
                    USD
                  
                  
                    Exelon Corp
                    
                      
                    
                    1033.53000000
                    USD
                    36959.16000000
                    USD
                  
                  
                    Amgen Inc
                    
                      
                    
                    256.27000000
                    USD
                    65134.54000000
                    USD
                  
                  
                    ConocoPhillips
                    
                      
                    
                    774.21000000
                    USD
                    25425.15000000
                    USD
                  
                  
                    Ameren Corp
                    
                      
                    
                    631.42000000
                    USD
                    49932.95000000
                    USD
                  
                  
                    Western Digital Corp
                    
                      
                    
                    1143.97000000
                    USD
                    41812.06000000
                    USD
                  
                  
                    Amdocs Ltd
                    
                      
                    
                    715.36000000
                    USD
                    41068.92000000
                    USD
                  
                  
                    Westinghouse Air Brake Technologies Corp
                    
                      
                    
                    42.91000000
                    USD
                    2655.09000000
                    USD
                  
                  
                    Duke Realty Corp
                    
                      
                    
                    428.84000000
                    USD
                    15824.26000000
                    USD
                  
                  
                    Pinnacle West Capital Corp
                    
                      
                    
                    430.25000000
                    USD
                    32075.10000000
                    USD
                  
                  
                    Electronic Arts Inc
                    
                      
                    
                    518.17000000
                    USD
                    67575.18000000
                    USD
                  
                  
                    Waters Corp
                    
                      
                    
                    345.61000000
                    USD
                    67628.21000000
                    USD
                  
                  
                    Crown Castle International Corp
                    
                      
                    
                    490.98000000
                    USD
                    81747.53000000
                    USD
                  
                  
                    Yum! Brands Inc
                    
                      
                    
                    561.79000000
                    USD
                    51291.08000000
                    USD
                  
                  
                    Ralph Lauren Corp
                    
                      
                    
                    624.39000000
                    USD
                    42439.84000000
                    USD
                  
                  
                    Cboe Global Markets Inc
                    
                      
                    
                    646.90000000
                    USD
                    56758.73000000
                    USD
                  
                  
                    Nexstar Media Group Inc
                    
                      
                    
                    265.18000000
                    USD
                    23847.92000000
                    USD
                  
                  
                    Packaging Corp of America
                    
                      
                    
                    256.51000000
                    USD
                    27972.32000000
                    USD
                  
                  
                    Clorox Co/The
                    
                      
                    
                    371.63000000
                    USD
                    78106.00000000
                    USD
                  
                  
                    Amazon.com Inc
                    
                      
                    
                    246.19000000
                    USD
                    775191.34000000
                    USD
                  
                  
                    Kimberly-Clark Corp
                    
                      
                    
                    375.15000000
                    USD
                    55394.55000000
                    USD
                  
                  
                    Guardant Health Inc
                    
                      
                    
                    307.86000000
                    USD
                    34412.23000000
                    USD
                  
                  
                    Snap-on Inc
                    
                      
                    
                    16.65000000
                    USD
                    2449.24000000
                    USD
                  
                  
                    Eli Lilly and Co
                    
                      
                    
                    561.55000000
                    USD
                    83120.79000000
                    USD
                  
                  
                    Broadcom Inc
                    
                      
                    
                    20.40000000
                    USD
                    7431.70000000
                    USD
                  
                  
                    Pentair PLC
                    
                      
                    
                    368.35000000
                    USD
                    16859.31000000
                    USD
                  
                  
                    Expeditors International of Washington I
                    
                      
                    
                    15.71000000
                    USD
                    1422.10000000
                    USD
                  
                  
                    Jacobs Engineering Group Inc
                    
                      
                    
                    11.02000000
                    USD
                    1022.26000000
                    USD
                  
                  
                    Keysight Technologies Inc
                    
                      
                    
                    405.40000000
                    USD
                    40045.02000000
                    USD
                  
                  
                    Johnson Controls International plc
                    
                      
                    
                    34.00000000
                    USD
                    1388.84000000
                    USD
                  
                  
                    Incyte Corp
                    
                      
                    
                    460.50000000
                    USD
                    41325.01000000
                    USD
                  
                  
                    Devon Energy Corp
                    
                      
                    
                    28.84000000
                    USD
                    272.84000000
                    USD
                  
                  
                    RenaissanceRe Holdings Ltd
                    
                      
                    
                    456.98000000
                    USD
                    77567.54000000
                    USD
                  
                  
                    Lowe's Cos Inc
                    
                      
                    
                    229.78000000
                    USD
                    38111.22000000
                    USD
                  
                  
                    Equinix Inc
                    
                      
                    
                    225.32000000
                    USD
                    171275.66000000
                    USD
                  
                  
                    Biogen Inc
                    
                      
                    
                    17.12000000
                    USD
                    4855.46000000
                    USD
                  
                  
                    Carrier Global Corp
                    
                      
                    
                    104.34000000
                    USD
                    3186.58000000
                    USD
                  
                  
                    Trane Technologies PLC
                    
                      
                    
                    9.38000000
                    USD
                    1137.17000000
                    USD
                  
                  
                    Illumina Inc
                    
                      
                    
                    209.15000000
                    USD
                    64642.83000000
                    USD
                  
                  
                    Thermo Fisher Scientific Inc
                    
                      
                    
                    263.54000000
                    USD
                    116359.33000000
                    USD
                  
                  
                    CarMax Inc
                    
                      
                    
                    24.15000000
                    USD
                    2219.67000000
                    USD
                  
                  
                    Xcel Energy Inc
                    
                      
                    
                    885.82000000
                    USD
                    61130.62000000
                    USD
                  
                  
                    Berkshire Hathaway Inc
                    
                      
                    
                    424.39000000
                    USD
                    90369.20000000
                    USD
                  
                  
                    PulteGroup Inc
                    
                      
                    
                    72.92000000
                    USD
                    3375.44000000
                    USD
                  
                  
                    Entergy Corp
                    
                      
                    
                    240.33000000
                    USD
                    23679.75000000
                    USD
                  
                  
                    Mastercard Inc
                    
                      
                    
                    451.12000000
                    USD
                    152554.18000000
                    USD
                  
                  
                    NextEra Energy Inc
                    
                      
                    
                    222.51000000
                    USD
                    61760.03000000
                    USD
                  
                  
                    Mosaic Co/The
                    
                      
                    
                    106.44000000
                    USD
                    1944.74000000
                    USD
                  
                  
                    Baker Hughes Co
                    
                      
                    
                    126.61000000
                    USD
                    1682.61000000
                    USD
                  
                  
                    Micron Technology Inc
                    
                      
                    
                    67.29000000
                    USD
                    3160.06000000
                    USD
                  
                  
                    salesforce.com Inc
                    
                      
                    
                    74.33000000
                    USD
                    18679.61000000
                    USD
                  
                  
                    West Pharmaceutical Services Inc
                    
                      
                    
                    166.94000000
                    USD
                    45892.28000000
                    USD
                  
                  
                    General Motors Co
                    
                      
                    
                    68.23000000
                    USD
                    2018.94000000
                    USD
                  
                  
                    F5 Networks Inc
                    
                      
                    
                    713.72000000
                    USD
                    87623.63000000
                    USD
                  
                  
                    Anthem Inc
                    
                      
                    
                    28.61000000
                    USD
                    7683.14000000
                    USD
                  
                  
                    Copart Inc
                    
                      
                    
                    710.21000000
                    USD
                    74685.20000000
                    USD
                  
                  
                    Agilent Technologies Inc
                    
                      
                    
                    37.51000000
                    USD
                    3786.68000000
                    USD
                  
                  
                    Amphenol Corp
                    
                      
                    
                    456.04000000
                    USD
                    49375.64000000
                    USD
                  
                  
                    AES Corp/The
                    
                      
                    
                    608.21000000
                    USD
                    11014.62000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-09-01
            0.00000000
            USD
            0.00000000
            USD
            23259678.01000000
            USD
            81104.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -954.92000000
        -0.00226461554
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            242972.04000000
            USD
            3606920000.00000000
            IDR
            2020-11-03
            -954.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -24.00000000
        NC
        USD
        -7678.76000000
        -0.01821036237
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Foreign Exchange GBP/USD
                
                  
                
              
            
            2020-12-14
            -1936200.00000000
            USD
            -7678.76000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -13.00000000
        NC
        USD
        7563.24000000
        0.017936403939
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Foreign Exchange CAD/USD
                
                  
                
              
            
            2020-12-15
            -976430.00000000
            USD
            7563.24000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        381.93000000
        0.000905756098
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            32730000.00000000
            HUF
            105916.57000000
            USD
            2020-10-26
            381.93000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        7.00000000
        NC
        USD
        15411.48000000
        0.036548692172
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                RBOB Gasoline
                
                  
                
              
            
            2021-01-29
            344156.40000000
            USD
            15411.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C6YSYY5
        
          
          
        
        210.00000000
        NC
        USD
        34650.00000000
        0.082173300927
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                CBOE Volatility Index
                US12497K1007
              
            
            100.00000000
            35.00000000
            USD
            2020-10-21
            XXXX
            -64370.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -32.00000000
        NC
        USD
        -19000.80000000
        -0.04506085010
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Corn
                
                  
                
              
            
            2020-12-14
            -604800.00000000
            USD
            -19000.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -17138.39000000
        -0.04064410040
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            627920.32000000
            USD
            13540000.00000000
            MXN
            2020-10-23
            -17138.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -655.57000000
        -0.00155469988
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            65334.80000000
            USD
            250000.00000000
            PLN
            2020-10-23
            -655.57000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        13.00000000
        NC
        USD
        40971.55000000
        0.097165007434
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Wheat
                
                  
                
              
            
            2021-03-12
            379275.00000000
            USD
            40971.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        20.00000000
        NC
        USD
        46974.50000000
        0.111401146447
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Corn
                
                  
                
              
            
            2021-03-12
            387000.00000000
            USD
            46974.50000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        11.00000000
        NC
        USD
        -9310.36000000
        -0.02207974066
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Natural Gas
                
                  
                
              
            
            2021-01-27
            355410.00000000
            USD
            -9310.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -18.00000000
        NC
        USD
        -21422.70000000
        -0.05080444368
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Soybean Oil
                
                  
                
              
            
            2020-12-14
            -359100.00000000
            USD
            -21422.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        3.00000000
        NC
        USD
        229.27000000
        0.000543719269
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2020-12-31
            662812.50000000
            USD
            229.27000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        8.00000000
        NC
        USD
        -23837.70000000
        -0.05653167375
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Long
            
              
                N/A
                Coffee 'C'
                
                  
                
              
            
            2021-03-19
            338100.00000000
            USD
            -23837.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        
        4208.72000000
        0.009981079800
        N/A
        DE
        
        ES
        N
        
        1
        
          
            
              BME Clearing
              5299009QA8BBE2OOB349
            
            Short
            
              
                IBEX 35 Index
                ES0SI0000005
              
            
            2020-10-16
            -67304.00000000
            EUR
            4208.72000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -20.00000000
        NC
        USD
        25598.80000000
        0.060708164380
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Short
            
              
                CBOE Volatility Index
                US12497K1007
              
            
            2020-10-21
            -607500.00000000
            USD
            25598.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        5.00000000
        NC
        USD
        7323.70000000
        0.017368329119
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Copper
                
                  
                
              
            
            2021-03-29
            378937.50000000
            USD
            7323.70000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        2802789.05000000
        PA
        
        -25835.67000000
        -0.06126990723
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                GBJPGSFDUK.I
                GBJPGSFDUK.I
                
                  
                    Petropavlovsk PLC
                    
                      
                    
                    104406.07000000
                    USD
                    44351.70000000
                    USD
                  
                  
                    Quilter PLC
                    
                      
                    
                    6309.44000000
                    USD
                    10443.38000000
                    USD
                  
                  
                    Pearson PLC
                    
                      
                    
                    2148.41000000
                    USD
                    15233.76000000
                    USD
                  
                  
                    British American Tobacco PLC
                    
                      
                    
                    2311.06000000
                    USD
                    82875.36000000
                    USD
                  
                  
                    SSE PLC
                    
                      
                    
                    3376.40000000
                    USD
                    52659.97000000
                    USD
                  
                  
                    Assura PLC
                    
                      
                    
                    30197.34000000
                    USD
                    30097.69000000
                    USD
                  
                  
                    Unilever PLC
                    
                      
                    
                    2034.69000000
                    USD
                    125465.01000000
                    USD
                  
                  
                    Synthomer PLC
                    
                      
                    
                    1990.19000000
                    USD
                    8129.92000000
                    USD
                  
                  
                    Spirent Communications PLC
                    
                      
                    
                    7019.75000000
                    USD
                    25920.44000000
                    USD
                  
                  
                    Firstgroup PLC
                    
                      
                    
                    10002.03000000
                    USD
                    4918.00000000
                    USD
                  
                  
                    Severn Trent PLC
                    
                      
                    
                    1385.55000000
                    USD
                    43630.86000000
                    USD
                  
                  
                    BT Group PLC
                    
                      
                    
                    8548.40000000
                    USD
                    10858.18000000
                    USD
                  
                  
                    Rightmove PLC
                    
                      
                    
                    2436.78000000
                    USD
                    19719.91000000
                    USD
                  
                  
                    UDG Healthcare PLC
                    
                      
                    
                    2391.10000000
                    USD
                    23848.10000000
                    USD
                  
                  
                    Royal Dutch Shell PLC
                    
                      
                    
                    4579.27000000
                    USD
                    56988.52000000
                    USD
                  
                  
                    TI Fluid Systems PLC
                    
                      
                    
                    1202.20000000
                    USD
                    2389.13000000
                    USD
                  
                  
                    LXI REIT plc
                    
                      
                    
                    2188.94000000
                    USD
                    3052.26000000
                    USD
                  
                  
                    Pets at Home Group Plc
                    
                      
                    
                    3161.40000000
                    USD
                    17257.43000000
                    USD
                  
                  
                    Direct Line Insurance Group PLC
                    
                      
                    
                    2631.78000000
                    USD
                    9153.87000000
                    USD
                  
                  
                    Intermediate Capital Group PLC
                    
                      
                    
                    1313.94000000
                    USD
                    20238.36000000
                    USD
                  
                  
                    Ashtead Group PLC
                    
                      
                    
                    980.03000000
                    USD
                    35428.90000000
                    USD
                  
                  
                    Electrocomponents PLC
                    
                      
                    
                    1483.68000000
                    USD
                    13648.56000000
                    USD
                  
                  
                    Civitas Social Housing PLC
                    
                      
                    
                    7923.52000000
                    USD
                    10802.93000000
                    USD
                  
                  
                    St James's Place PLC
                    
                      
                    
                    1877.14000000
                    USD
                    22563.37000000
                    USD
                  
                  
                    Hikma Pharmaceuticals PLC
                    
                      
                    
                    867.18000000
                    USD
                    29042.89000000
                    USD
                  
                  
                    William Hill PLC
                    
                      
                    
                    1227.63000000
                    USD
                    4406.35000000
                    USD
                  
                  
                    IG Group Holdings PLC
                    
                      
                    
                    3916.41000000
                    USD
                    40022.18000000
                    USD
                  
                  
                    Segro PLC
                    
                      
                    
                    2167.39000000
                    USD
                    26091.47000000
                    USD
                  
                  
                    LondonMetric Property PLC
                    
                      
                    
                    1769.51000000
                    USD
                    5071.76000000
                    USD
                  
                  
                    IntegraFin Holdings PLC
                    
                      
                    
                    2257.75000000
                    USD
                    14808.10000000
                    USD
                  
                  
                    Chemring Group PLC
                    
                      
                    
                    955.02000000
                    USD
                    2977.75000000
                    USD
                  
                  
                    Cairn Energy PLC
                    
                      
                    
                    4968.46000000
                    USD
                    9230.91000000
                    USD
                  
                  
                    Great Portland Estates PLC
                    
                      
                    
                    174.05000000
                    USD
                    1346.03000000
                    USD
                  
                  
                    G4S PLC
                    
                      
                    
                    5370.59000000
                    USD
                    13888.89000000
                    USD
                  
                  
                    Melrose Industries PLC
                    
                      
                    
                    3655.62000000
                    USD
                    5451.26000000
                    USD
                  
                  
                    Pennon Group PLC
                    
                      
                    
                    2994.02000000
                    USD
                    39853.97000000
                    USD
                  
                  
                    ContourGlobal PLC
                    
                      
                    
                    718.10000000
                    USD
                    1794.97000000
                    USD
                  
                  
                    HomeServe PLC
                    
                      
                    
                    394.50000000
                    USD
                    6295.45000000
                    USD
                  
                  
                    Admiral Group PLC
                    
                      
                    
                    1026.93000000
                    USD
                    34618.41000000
                    USD
                  
                  
                    Oxford Instruments PLC
                    
                      
                    
                    43.80000000
                    USD
                    900.38000000
                    USD
                  
                  
                    Pagegroup PLC
                    
                      
                    
                    1244.02000000
                    USD
                    6013.45000000
                    USD
                  
                  
                    Glencore PLC
                    
                      
                    
                    10857.10000000
                    USD
                    22563.23000000
                    USD
                  
                  
                    Schroders PLC
                    
                      
                    
                    374.39000000
                    USD
                    13027.03000000
                    USD
                  
                  
                    Polymetal International PLC
                    
                      
                    
                    1801.00000000
                    USD
                    39285.30000000
                    USD
                  
                  
                    Cranswick PLC
                    
                      
                    
                    309.01000000
                    USD
                    14466.25000000
                    USD
                  
                  
                    Weir Group PLC/The
                    
                      
                    
                    459.17000000
                    USD
                    7425.27000000
                    USD
                  
                  
                    Next PLC
                    
                      
                    
                    46.90000000
                    USD
                    3602.75000000
                    USD
                  
                  
                    Countryside Properties PLC
                    
                      
                    
                    1742.39000000
                    USD
                    7558.68000000
                    USD
                  
                  
                    PureTech Health PLC
                    
                      
                    
                    885.19000000
                    USD
                    2908.56000000
                    USD
                  
                  
                    Ashmore Group PLC
                    
                      
                    
                    1191.32000000
                    USD
                    5509.52000000
                    USD
                  
                  
                    CRH PLC
                    
                      
                    
                    1249.83000000
                    USD
                    45118.02000000
                    USD
                  
                  
                    Wizz Air Holdings Plc
                    
                      
                    
                    198.12000000
                    USD
                    7965.33000000
                    USD
                  
                  
                    J D Wetherspoon PLC
                    
                      
                    
                    158.62000000
                    USD
                    1713.07000000
                    USD
                  
                  
                    Genus PLC
                    
                      
                    
                    425.10000000
                    USD
                    21152.61000000
                    USD
                  
                  
                    PZ Cussons PLC
                    
                      
                    
                    1739.98000000
                    USD
                    5279.26000000
                    USD
                  
                  
                    United Utilities Group PLC
                    
                      
                    
                    1683.85000000
                    USD
                    18605.16000000
                    USD
                  
                  
                    KAZ Minerals PLC
                    
                      
                    
                    1713.53000000
                    USD
                    11592.70000000
                    USD
                  
                  
                    JD Sports Fashion PLC
                    
                      
                    
                    786.02000000
                    USD
                    8214.10000000
                    USD
                  
                  
                    Savills PLC
                    
                      
                    
                    791.91000000
                    USD
                    7969.90000000
                    USD
                  
                  
                    Liontrust Asset Management PLC
                    
                      
                    
                    475.96000000
                    USD
                    7619.98000000
                    USD
                  
                  
                    Biffa PLC
                    
                      
                    
                    1597.20000000
                    USD
                    4485.10000000
                    USD
                  
                  
                    Paragon Banking Group PLC
                    
                      
                    
                    1374.11000000
                    USD
                    5907.85000000
                    USD
                  
                  
                    Workspace Group PLC
                    
                      
                    
                    224.98000000
                    USD
                    1564.20000000
                    USD
                  
                  
                    Mitchells & Butlers PLC
                    
                      
                    
                    1038.30000000
                    USD
                    1815.06000000
                    USD
                  
                  
                    Halma PLC
                    
                      
                    
                    559.91000000
                    USD
                    16952.01000000
                    USD
                  
                  
                    Equiniti Group PLC
                    
                      
                    
                    1168.57000000
                    USD
                    1720.02000000
                    USD
                  
                  
                    Aviva PLC
                    
                      
                    
                    7053.19000000
                    USD
                    26017.10000000
                    USD
                  
                  
                    888 Holdings PLC
                    
                      
                    
                    2292.63000000
                    USD
                    7459.30000000
                    USD
                  
                  
                    TalkTalk Telecom Group PLC
                    
                      
                    
                    381.10000000
                    USD
                    394.63000000
                    USD
                  
                  
                    Hilton Food Group PLC
                    
                      
                    
                    267.80000000
                    USD
                    4135.32000000
                    USD
                  
                  
                    Evraz PLC
                    
                      
                    
                    5963.15000000
                    USD
                    26530.67000000
                    USD
                  
                  
                    Rolls-Royce Holdings PLC
                    
                      
                    
                    1520.50000000
                    USD
                    2552.01000000
                    USD
                  
                  
                    Morgan Advanced Materials PLC
                    
                      
                    
                    971.13000000
                    USD
                    2984.08000000
                    USD
                  
                  
                    BHP Group PLC
                    
                      
                    
                    1203.66000000
                    USD
                    25700.71000000
                    USD
                  
                  
                    IMI PLC
                    
                      
                    
                    1176.90000000
                    USD
                    15954.78000000
                    USD
                  
                  
                    John Laing Group PLC
                    
                      
                    
                    2979.06000000
                    USD
                    12061.92000000
                    USD
                  
                  
                    Compass Group PLC
                    
                      
                    
                    631.90000000
                    USD
                    9537.21000000
                    USD
                  
                  
                    Trainline PLC
                    
                      
                    
                    205.89000000
                    USD
                    964.93000000
                    USD
                  
                  
                    Berkeley Group Holdings PLC
                    
                      
                    
                    52.82000000
                    USD
                    2883.43000000
                    USD
                  
                  
                    Bank of Georgia Group PLC
                    
                      
                    
                    474.08000000
                    USD
                    5465.86000000
                    USD
                  
                  
                    Ferguson PLC
                    
                      
                    
                    432.87000000
                    USD
                    43659.94000000
                    USD
                  
                  
                    Dixons Carphone PLC
                    
                      
                    
                    5329.27000000
                    USD
                    6419.64000000
                    USD
                  
                  
                    Man Group PLC/Jersey
                    
                      
                    
                    5160.71000000
                    USD
                    7662.62000000
                    USD
                  
                  
                    Primary Health Properties PLC
                    
                      
                    
                    11685.10000000
                    USD
                    22388.65000000
                    USD
                  
                  
                    Aggreko PLC
                    
                      
                    
                    2235.56000000
                    USD
                    10673.68000000
                    USD
                  
                  
                    Rotork PLC
                    
                      
                    
                    2272.76000000
                    USD
                    8280.79000000
                    USD
                  
                  
                    Greencore Group PLC
                    
                      
                    
                    7633.53000000
                    USD
                    9658.71000000
                    USD
                  
                  
                    Rio Tinto PLC
                    
                      
                    
                    1400.98000000
                    USD
                    84209.04000000
                    USD
                  
                  
                    OneSavings Bank PLC
                    
                      
                    
                    3091.18000000
                    USD
                    11135.04000000
                    USD
                  
                  
                    Natwest Group PLC
                    
                      
                    
                    2670.15000000
                    USD
                    3655.97000000
                    USD
                  
                  
                    Antofagasta PLC
                    
                      
                    
                    1537.68000000
                    USD
                    20319.50000000
                    USD
                  
                  
                    AstraZeneca PLC
                    
                      
                    
                    1406.26000000
                    USD
                    153547.60000000
                    USD
                  
                  
                    John Wood Group PLC
                    
                      
                    
                    9678.30000000
                    USD
                    26591.13000000
                    USD
                  
                  
                    Land Securities Group PLC
                    
                      
                    
                    560.51000000
                    USD
                    3781.20000000
                    USD
                  
                  
                    Rathbone Brothers PLC
                    
                      
                    
                    68.97000000
                    USD
                    1373.11000000
                    USD
                  
                  
                    Persimmon PLC
                    
                      
                    
                    591.79000000
                    USD
                    18895.23000000
                    USD
                  
                  
                    Royal Dutch Shell PLC
                    
                      
                    
                    2438.97000000
                    USD
                    29606.42000000
                    USD
                  
                  
                    Cineworld Group PLC
                    
                      
                    
                    42795.92000000
                    USD
                    22536.33000000
                    USD
                  
                  
                    Sage Group PLC/The
                    
                      
                    
                    1043.69000000
                    USD
                    9712.76000000
                    USD
                  
                  
                    Tritax Big Box REIT PLC
                    
                      
                    
                    2084.95000000
                    USD
                    4172.40000000
                    USD
                  
                  
                    GVC Holdings PLC
                    
                      
                    
                    2315.06000000
                    USD
                    29112.62000000
                    USD
                  
                  
                    PayPoint PLC
                    
                      
                    
                    612.13000000
                    USD
                    3983.19000000
                    USD
                  
                  
                    Ninety One PLC
                    
                      
                    
                    2186.33000000
                    USD
                    5758.35000000
                    USD
                  
                  
                    Games Workshop Group PLC
                    
                      
                    
                    228.79000000
                    USD
                    30100.76000000
                    USD
                  
                  
                    Dunelm Group PLC
                    
                      
                    
                    996.78000000
                    USD
                    17978.63000000
                    USD
                  
                  
                    XP Power Ltd
                    
                      
                    
                    93.87000000
                    USD
                    5369.04000000
                    USD
                  
                  
                    Spirax-Sarco Engineering PLC
                    
                      
                    
                    191.29000000
                    USD
                    27327.72000000
                    USD
                  
                  
                    Ferrexpo PLC
                    
                      
                    
                    5602.91000000
                    USD
                    12775.19000000
                    USD
                  
                  
                    Close Brothers Group PLC
                    
                      
                    
                    612.58000000
                    USD
                    8075.11000000
                    USD
                  
                  
                    SSP Group Plc
                    
                      
                    
                    1791.51000000
                    USD
                    4174.93000000
                    USD
                  
                  
                    Jupiter Fund Management PLC
                    
                      
                    
                    1903.15000000
                    USD
                    5504.09000000
                    USD
                  
                  
                    Auto Trader Group PLC
                    
                      
                    
                    1559.29000000
                    USD
                    11334.35000000
                    USD
                  
                  
                    Ocado Group PLC
                    
                      
                    
                    1902.90000000
                    USD
                    67415.57000000
                    USD
                  
                  
                    Howden Joinery Group PLC
                    
                      
                    
                    1263.27000000
                    USD
                    9632.71000000
                    USD
                  
                  
                    Frasers Group PLC
                    
                      
                    
                    1167.74000000
                    USD
                    5195.40000000
                    USD
                  
                  
                    Renishaw PLC
                    
                      
                    
                    191.25000000
                    USD
                    13877.23000000
                    USD
                  
                  
                    Inchcape PLC
                    
                      
                    
                    534.37000000
                    USD
                    3039.80000000
                    USD
                  
                  
                    RSA Insurance Group PLC
                    
                      
                    
                    1071.30000000
                    USD
                    6247.70000000
                    USD
                  
                  
                    Croda International PLC
                    
                      
                    
                    467.70000000
                    USD
                    37740.33000000
                    USD
                  
                  
                    Experian PLC
                    
                      
                    
                    413.52000000
                    USD
                    15589.69000000
                    USD
                  
                  
                    Sabre Insurance Group PLC
                    
                      
                    
                    942.51000000
                    USD
                    3096.90000000
                    USD
                  
                  
                    Hargreaves Lansdown PLC
                    
                      
                    
                    453.78000000
                    USD
                    9151.30000000
                    USD
                  
                  
                    Telecom Plus PLC
                    
                      
                    
                    272.26000000
                    USD
                    4696.21000000
                    USD
                  
                  
                    PPHE Hotel Group Ltd
                    
                      
                    
                    35.09000000
                    USD
                    448.51000000
                    USD
                  
                  
                    AG Barr PLC
                    
                      
                    
                    571.30000000
                    USD
                    3592.18000000
                    USD
                  
                  
                    Bunzl PLC
                    
                      
                    
                    346.51000000
                    USD
                    11215.81000000
                    USD
                  
                  
                    Flutter Entertainment PLC
                    
                      
                    
                    240.19000000
                    USD
                    37988.04000000
                    USD
                  
                  
                    Softcat PLC
                    
                      
                    
                    293.50000000
                    USD
                    4573.77000000
                    USD
                  
                  
                    Morgan Sindall Group PLC
                    
                      
                    
                    308.33000000
                    USD
                    4538.14000000
                    USD
                  
                  
                    Intertek Group PLC
                    
                      
                    
                    95.08000000
                    USD
                    7775.40000000
                    USD
                  
                  
                    Travis Perkins PLC
                    
                      
                    
                    246.64000000
                    USD
                    3458.22000000
                    USD
                  
                  
                    Centrica PLC
                    
                      
                    
                    26560.88000000
                    USD
                    13747.91000000
                    USD
                  
                  
                    Investec PLC
                    
                      
                    
                    8957.46000000
                    USD
                    16514.87000000
                    USD
                  
                  
                    Clarkson PLC
                    
                      
                    
                    98.89000000
                    USD
                    2885.50000000
                    USD
                  
                  
                    Petrofac Ltd
                    
                      
                    
                    6070.82000000
                    USD
                    8735.30000000
                    USD
                  
                  
                    Standard Life Aberdeen PLC
                    
                      
                    
                    3309.00000000
                    USD
                    9655.34000000
                    USD
                  
                  
                    DS Smith PLC
                    
                      
                    
                    1581.16000000
                    USD
                    6016.17000000
                    USD
                  
                  
                    Serco Group PLC
                    
                      
                    
                    2906.82000000
                    USD
                    4773.87000000
                    USD
                  
                  
                    J Sainsbury PLC
                    
                      
                    
                    12562.31000000
                    USD
                    30971.13000000
                    USD
                  
                  
                    Domino's Pizza Group PLC
                    
                      
                    
                    5964.19000000
                    USD
                    28106.23000000
                    USD
                  
                  
                    Burberry Group PLC
                    
                      
                    
                    295.31000000
                    USD
                    5925.04000000
                    USD
                  
                  
                    Bodycote PLC
                    
                      
                    
                    326.25000000
                    USD
                    2453.61000000
                    USD
                  
                  
                    Moneysupermarket.com Group PLC
                    
                      
                    
                    870.09000000
                    USD
                    3001.64000000
                    USD
                  
                  
                    Johnson Matthey PLC
                    
                      
                    
                    85.19000000
                    USD
                    2592.56000000
                    USD
                  
                  
                    Associated British Foods PLC
                    
                      
                    
                    391.22000000
                    USD
                    9432.83000000
                    USD
                  
                  
                    easyJet PLC
                    
                      
                    
                    405.29000000
                    USD
                    2624.75000000
                    USD
                  
                  
                    Avast PLC
                    
                      
                    
                    1766.54000000
                    USD
                    12019.74000000
                    USD
                  
                  
                    Imperial Brands PLC
                    
                      
                    
                    1859.13000000
                    USD
                    32824.49000000
                    USD
                  
                  
                    Royal Mail PLC
                    
                      
                    
                    4893.68000000
                    USD
                    15100.42000000
                    USD
                  
                  
                    Lloyds Banking Group PLC
                    
                      
                    
                    30479.25000000
                    USD
                    10372.09000000
                    USD
                  
                  
                    Kingfisher PLC
                    
                      
                    
                    2406.21000000
                    USD
                    9217.48000000
                    USD
                  
                  
                    ConvaTec Group PLC
                    
                      
                    
                    19815.61000000
                    USD
                    45744.33000000
                    USD
                  
                  
                    Meggitt PLC
                    
                      
                    
                    1227.19000000
                    USD
                    4079.93000000
                    USD
                  
                  
                    AO World PLC
                    
                      
                    
                    5799.58000000
                    USD
                    16173.86000000
                    USD
                  
                  
                    Grainger PLC
                    
                      
                    
                    3296.98000000
                    USD
                    12650.86000000
                    USD
                  
                  
                    Rank Group PLC
                    
                      
                    
                    656.68000000
                    USD
                    791.04000000
                    USD
                  
                  
                    RHI Magnesita NV
                    
                      
                    
                    171.63000000
                    USD
                    5632.94000000
                    USD
                  
                  
                    Big Yellow Group PLC
                    
                      
                    
                    220.91000000
                    USD
                    2966.23000000
                    USD
                  
                  
                    Diageo PLC
                    
                      
                    
                    1058.17000000
                    USD
                    36204.37000000
                    USD
                  
                  
                    CLS Holdings PLC
                    
                      
                    
                    578.48000000
                    USD
                    1590.81000000
                    USD
                  
                  
                    AVEVA Group PLC
                    
                      
                    
                    107.95000000
                    USD
                    6670.14000000
                    USD
                  
                  
                    Spectris PLC
                    
                      
                    
                    182.31000000
                    USD
                    5736.23000000
                    USD
                  
                  
                    Just Group PLC
                    
                      
                    
                    7564.10000000
                    USD
                    4388.69000000
                    USD
                  
                  
                    Tesco PLC
                    
                      
                    
                    9001.27000000
                    USD
                    24695.88000000
                    USD
                  
                  
                    Polypipe Group plc
                    
                      
                    
                    1007.87000000
                    USD
                    5634.50000000
                    USD
                  
                  
                    IWG PLC
                    
                      
                    
                    2280.92000000
                    USD
                    7656.83000000
                    USD
                  
                  
                    Plus500 Ltd
                    
                      
                    
                    1874.53000000
                    USD
                    37960.89000000
                    USD
                  
                  
                    M&G PLC
                    
                      
                    
                    8571.65000000
                    USD
                    17651.60000000
                    USD
                  
                  
                    Centamin PLC
                    
                      
                    
                    9232.43000000
                    USD
                    24138.18000000
                    USD
                  
                  
                    C&C Group PLC
                    
                      
                    
                    3889.35000000
                    USD
                    9842.38000000
                    USD
                  
                  
                    Vivo Energy PLC
                    
                      
                    
                    1452.27000000
                    USD
                    1406.23000000
                    USD
                  
                  
                    Tate & Lyle PLC
                    
                      
                    
                    5721.72000000
                    USD
                    49140.38000000
                    USD
                  
                  
                    Vodafone Group PLC
                    
                      
                    
                    12104.19000000
                    USD
                    16046.52000000
                    USD
                  
                  
                    Dechra Pharmaceuticals PLC
                    
                      
                    
                    359.60000000
                    USD
                    14968.49000000
                    USD
                  
                  
                    Safestore Holdings PLC
                    
                      
                    
                    1320.12000000
                    USD
                    13294.44000000
                    USD
                  
                  
                    B&M European Value Retail SA
                    
                      
                    
                    3277.04000000
                    USD
                    20930.78000000
                    USD
                  
                  
                    Barclays PLC
                    
                      
                    
                    11926.85000000
                    USD
                    15030.22000000
                    USD
                  
                  
                    Standard Chartered PLC
                    
                      
                    
                    2651.76000000
                    USD
                    12191.75000000
                    USD
                  
                  
                    Vesuvius PLC
                    
                      
                    
                    1076.40000000
                    USD
                    5495.00000000
                    USD
                  
                  
                    Coats Group PLC
                    
                      
                    
                    6860.77000000
                    USD
                    4951.42000000
                    USD
                  
                  
                    Legal & General Group PLC
                    
                      
                    
                    8528.65000000
                    USD
                    20739.98000000
                    USD
                  
                  
                    Marks & Spencer Group PLC
                    
                      
                    
                    2852.43000000
                    USD
                    3591.49000000
                    USD
                  
                  
                    Mediclinic International PLC
                    
                      
                    
                    2701.11000000
                    USD
                    9918.19000000
                    USD
                  
                  
                    Playtech Plc
                    
                      
                    
                    1042.48000000
                    USD
                    4881.73000000
                    USD
                  
                  
                    Crest Nicholson Holdings plc
                    
                      
                    
                    416.95000000
                    USD
                    1063.19000000
                    USD
                  
                  
                    AJ Bell PLC
                    
                      
                    
                    1118.75000000
                    USD
                    6514.39000000
                    USD
                  
                  
                    Rentokil Initial PLC
                    
                      
                    
                    4594.22000000
                    USD
                    31769.52000000
                    USD
                  
                  
                    Go-Ahead Group PLC/The
                    
                      
                    
                    558.17000000
                    USD
                    4176.20000000
                    USD
                  
                  
                    BMO Commercial Property Trust Ltd
                    
                      
                    
                    768.89000000
                    USD
                    641.33000000
                    USD
                  
                  
                    TBC Bank Group PLC
                    
                      
                    
                    255.88000000
                    USD
                    3349.97000000
                    USD
                  
                  
                    Drax Group PLC
                    
                      
                    
                    3664.92000000
                    USD
                    12595.98000000
                    USD
                  
                  
                    Ultra Electronics Holdings PLC
                    
                      
                    
                    301.08000000
                    USD
                    8108.89000000
                    USD
                  
                  
                    4imprint Group PLC
                    
                      
                    
                    130.05000000
                    USD
                    3136.61000000
                    USD
                  
                  
                    Sirius Real Estate Ltd
                    
                      
                    
                    2643.63000000
                    USD
                    2491.62000000
                    USD
                  
                  
                    Lancashire Holdings Ltd
                    
                      
                    
                    897.93000000
                    USD
                    8022.47000000
                    USD
                  
                  
                    Avon Rubber PLC
                    
                      
                    
                    198.38000000
                    USD
                    10885.62000000
                    USD
                  
                  
                    James Fisher & Sons PLC
                    
                      
                    
                    177.59000000
                    USD
                    2600.16000000
                    USD
                  
                  
                    Vistry Group PLC
                    
                      
                    
                    992.03000000
                    USD
                    7281.39000000
                    USD
                  
                  
                    Phoenix Group Holdings PLC
                    
                      
                    
                    1159.17000000
                    USD
                    10299.65000000
                    USD
                  
                  
                    Reckitt Benckiser Group PLC
                    
                      
                    
                    1751.53000000
                    USD
                    170961.76000000
                    USD
                  
                  
                    GlaxoSmithKline PLC
                    
                      
                    
                    7840.31000000
                    USD
                    146980.72000000
                    USD
                  
                  
                    Computacenter PLC
                    
                      
                    
                    190.54000000
                    USD
                    5820.37000000
                    USD
                  
                  
                    Diploma PLC
                    
                      
                    
                    602.02000000
                    USD
                    17115.33000000
                    USD
                  
                  
                    Fresnillo PLC
                    
                      
                    
                    1506.47000000
                    USD
                    23281.75000000
                    USD
                  
                  
                    Wm Morrison Supermarkets PLC
                    
                      
                    
                    15696.35000000
                    USD
                    34481.74000000
                    USD
                  
                  
                    DCC PLC
                    
                      
                    
                    143.49000000
                    USD
                    11130.11000000
                    USD
                  
                  
                    Hill & Smith Holdings PLC
                    
                      
                    
                    323.61000000
                    USD
                    4988.67000000
                    USD
                  
                  
                    GCP Student Living PLC
                    
                      
                    
                    566.19000000
                    USD
                    902.05000000
                    USD
                  
                  
                    Brewin Dolphin Holdings PLC
                    
                      
                    
                    1357.75000000
                    USD
                    4093.22000000
                    USD
                  
                  
                    Smurfit Kappa Group PLC
                    
                      
                    
                    958.22000000
                    USD
                    37609.70000000
                    USD
                  
                  
                    Kainos Group PLC
                    
                      
                    
                    660.50000000
                    USD
                    8468.00000000
                    USD
                  
                  
                    FDM Group Holdings PLC
                    
                      
                    
                    348.55000000
                    USD
                    4581.12000000
                    USD
                  
                  
                    WH Smith PLC
                    
                      
                    
                    77.61000000
                    USD
                    954.94000000
                    USD
                  
                  
                    Prudential PLC
                    
                      
                    
                    1476.29000000
                    USD
                    21137.98000000
                    USD
                  
                  
                    HSBC Holdings PLC
                    
                      
                    
                    8716.67000000
                    USD
                    33931.39000000
                    USD
                  
                  
                    Bellway PLC
                    
                      
                    
                    61.16000000
                    USD
                    1856.44000000
                    USD
                  
                  
                    Micro Focus International PLC
                    
                      
                    
                    452.39000000
                    USD
                    1437.41000000
                    USD
                  
                  
                    Watches of Switzerland Group PLC
                    
                      
                    
                    283.20000000
                    USD
                    1228.54000000
                    USD
                  
                  
                    Anglo American PLC
                    
                      
                    
                    810.40000000
                    USD
                    19626.57000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-05-05
            0.00000000
            USD
            0.00000000
            USD
            2802789.05000000
            GBP
            -25835.67000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2946.46000000
        0.006987600122
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            480000.00000000
            BRL
            88356.44000000
            USD
            2020-10-29
            2946.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -7.00000000
        NC
        USD
        -6212.05000000
        -0.01473202464
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Live Cattle
                
                  
                
              
            
            2020-12-31
            -314300.00000000
            USD
            -6212.05000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        
        3680.63000000
        0.008728701777
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Japan Securities Clearing
              549300JHM7D8P3TS4S86
            
            Long
            
              
                TOPIX Index
                JP9010100007
              
            
            2020-12-10
            16255000.00000000
            JPY
            3680.63000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -12.00000000
        NC
        
        207.43000000
        0.000491925189
        N/A
        DE
        
        TH
        N
        
        1
        
          
            
              Clearing Company (Thailand)
              5493006L9QU2265UKZ88
            
            Short
            
              
                SET50 Index
                SET50 Index
              
            
            2020-12-29
            -1868640.00000000
            THB
            207.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        2.00000000
        NC
        USD
        -4978.66000000
        -0.01180701086
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-10-21
            173844.00000000
            USD
            -4978.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        29.00000000
        NC
        USD
        -16254.23000000
        -0.03854729388
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Foreign Exchange NZD/USD
                
                  
                
              
            
            2020-12-14
            1918350.00000000
            USD
            -16254.23000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        10.00000000
        NC
        USD
        4384.90000000
        0.010398894869
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                N/A
                Low Sulphur Gasoil
                
                  
                
              
            
            2021-02-11
            350500.00000000
            USD
            4384.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -12.00000000
        NC
        USD
        54262.20000000
        0.128684100708
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                N/A
                Coffee 'C'
                
                  
                
              
            
            2020-12-18
            -498825.00000000
            USD
            54262.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        USD
        1346.92000000
        0.003194252885
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-02-17
            -60325.00000000
            USD
            1346.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -8.00000000
        NC
        
        1234.59000000
        0.002927859613
        N/A
        DIR
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                United Kingdom of Great Britain and Northern Ireland
                Long Gilt
                
                  
                
              
            
            2020-12-29
            -1088400.00000000
            GBP
            1234.59000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        5.00000000
        NC
        USD
        -41003.80000000
        -0.09724148907
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                100 oz Gold
                
                  
                
              
            
            2020-12-29
            945750.00000000
            USD
            -41003.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        2.00000000
        NC
        USD
        -2016.20000000
        -0.00478146635
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                S&P 500 E-Mini Index
                US78378X1072
              
            
            2020-12-18
            335200.00000000
            USD
            -2016.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -9.00000000
        NC
        USD
        -7308.09000000
        -0.01733130963
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                Brent Crude Oil
                
                  
                
              
            
            2020-10-30
            -378630.00000000
            USD
            -7308.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -7.00000000
        NC
        USD
        6227.95000000
        0.014769731876
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Short
            
              
                N/A
                Cocoa
                
                  
                
              
            
            2020-12-15
            -177660.00000000
            USD
            6227.95000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -23.00000000
        NC
        USD
        -32684.38000000
        -0.07751178624
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Short
            
              
                CBOE Volatility Index
                US12497K1007
              
            
            2020-12-16
            -711275.00000000
            USD
            -32684.38000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        
        7.40000000
        0.000017549276
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-06-14
            248712.50000000
            CAD
            7.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -19.00000000
        NC
        USD
        -35835.99000000
        -0.08498590448
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                KC HRW Wheat
                
                  
                
              
            
            2020-12-14
            -483787.50000000
            USD
            -35835.99000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        7.00000000
        NC
        USD
        -1777.48000000
        -0.00421533618
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                NY Harbor ULSD
                
                  
                
              
            
            2021-01-29
            350595.00000000
            USD
            -1777.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        2482195.41000000
        PA
        
        33433.75000000
        0.079288935061
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                FTSE 100 Total Return Index
                FTSE 100 Total Return Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-05-04
            0.00000000
            USD
            0.00000000
            USD
            2482195.41000000
            GBP
            33433.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        18.00000000
        NC
        
        -2446.90000000
        -0.00580288167
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2020-12-18
            2733120.00000000
            CAD
            -2446.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        5.00000000
        NC
        USD
        29667.10000000
        0.070356234803
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-12-16
            300281.25000000
            USD
            29667.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        13.00000000
        NC
        USD
        32119.18000000
        0.076171400971
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-10-21
            565418.75000000
            USD
            32119.18000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1158.20000000
        0.002746698907
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            766999.47000000
            USD
            12900000.00000000
            ZAR
            2020-10-23
            1158.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1961.74000000
        0.004652313170
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            927312.70000000
            USD
            68540000.00000000
            INR
            2020-10-29
            1961.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        14642.88000000
        0.034725938951
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            36290000.00000000
            THB
            1159826.60000000
            USD
            2020-10-26
            14642.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -2.00000000
        NC
        USD
        2772.34000000
        0.006574670392
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-11-18
            -90750.00000000
            USD
            2772.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        450000.00000000
        PA
        
        -341.71000000
        -0.00081037341
        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
            11653.77000000
            USD
            0.00000000
            USD
            450000.00000000
            EUR
            -341.71000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        8.00000000
        NC
        USD
        -6168.39000000
        -0.01462848391
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-02-17
            355050.00000000
            USD
            -6168.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        8.00000000
        NC
        USD
        -5678.39000000
        -0.01346643723
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-01-20
            353900.00000000
            USD
            -5678.39000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -27.00000000
        NC
        USD
        -9815.05000000
        -0.02327662502
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Lean Hogs
                
                  
                
              
            
            2020-12-14
            -682560.00000000
            USD
            -9815.05000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        17.00000000
        NC
        USD
        -2549.55000000
        -0.00604631859
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Soybean Oil
                
                  
                
              
            
            2021-03-12
            339456.00000000
            USD
            -2549.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -5.00000000
        NC
        USD
        824.60000000
        0.001955558555
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-12-16
            -300281.25000000
            USD
            824.60000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        USD
        1205.01000000
        0.002857709937
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange Derivatives Clearing
              549300ZLWT3FK3F0FW61
            
            Long
            
              
                MSCI Taiwan Index
                TAMSCI Index
              
            
            2020-10-29
            49300.00000000
            USD
            1205.01000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -9.00000000
        NC
        USD
        -23395.22000000
        -0.05548232188
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-11-18
            -539325.00000000
            USD
            -23395.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -2.00000000
        NC
        USD
        4086.34000000
        0.009690852713
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-10-21
            -90375.00000000
            USD
            4086.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1478568607.00000000
        PA
        
        192056.21000000
        0.455465879920
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                TOPIX Total Retun Index
                TOPIX Total Retun Index
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-01-27
            0.00000000
            USD
            0.00000000
            USD
            1478568607.00000000
            JPY
            192056.21000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        
        3196.36000000
        0.007580243929
        N/A
        DE
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                FTSE 100 Index
                GB0001383545
              
            
            2020-12-18
            -58415.00000000
            GBP
            3196.36000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        142.58000000
        0.000338131868
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            513250000.00000000
            KRW
            440316.05000000
            USD
            2020-10-29
            142.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        12206823.89999999
        PA
        
        -77449.63000000
        -0.18367364365
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              JPM Chase
              7H6GLXDRUGQFU57RNE97
            
            
              
                EUJPGSFDEU.I
                EUJPGSFDEU.I
                
                  
                    Verbund AG
                    
                      
                    
                    1138.77000000
                    USD
                    62311.67000000
                    USD
                  
                  
                    UCB SA
                    
                      
                    
                    876.01000000
                    USD
                    99605.56000000
                    USD
                  
                  
                    Naturgy Energy Group SA
                    
                      
                    
                    5801.17000000
                    USD
                    116418.55000000
                    USD
                  
                  
                    Intesa Sanpaolo SpA
                    
                      
                    
                    64200.33000000
                    USD
                    120632.42000000
                    USD
                  
                  
                    A2A SpA
                    
                      
                    
                    23533.64000000
                    USD
                    34206.15000000
                    USD
                  
                  
                    Orion Oyj
                    
                      
                    
                    2225.05000000
                    USD
                    100859.35000000
                    USD
                  
                  
                    LANXESS AG
                    
                      
                    
                    1435.89000000
                    USD
                    82390.43000000
                    USD
                  
                  
                    Amplifon SpA
                    
                      
                    
                    870.75000000
                    USD
                    31182.09000000
                    USD
                  
                  
                    Heineken NV
                    
                      
                    
                    422.43000000
                    USD
                    37573.96000000
                    USD
                  
                  
                    Koninklijke Ahold Delhaize NV
                    
                      
                    
                    8596.49000000
                    USD
                    254439.70000000
                    USD
                  
                  
                    ArcelorMittal SA
                    
                      
                    
                    9071.74000000
                    USD
                    121056.03000000
                    USD
                  
                  
                    Fresenius Medical Care AG & Co KGaA
                    
                      
                    
                    2013.91000000
                    USD
                    170017.82000000
                    USD
                  
                  
                    Aalberts NV
                    
                      
                    
                    751.72000000
                    USD
                    27157.70000000
                    USD
                  
                  
                    Randstad NV
                    
                      
                    
                    1860.08000000
                    USD
                    97092.69000000
                    USD
                  
                  
                    Gerresheimer AG
                    
                      
                    
                    426.67000000
                    USD
                    47739.06000000
                    USD
                  
                  
                    Banco de Sabadell SA
                    
                      
                    
                    17863.69000000
                    USD
                    6223.71000000
                    USD
                  
                  
                    OMV AG
                    
                      
                    
                    2078.24000000
                    USD
                    57005.15000000
                    USD
                  
                  
                    Banco BPM SpA
                    
                      
                    
                    3411.56000000
                    USD
                    5778.50000000
                    USD
                  
                  
                    United Internet AG
                    
                      
                    
                    724.82000000
                    USD
                    27757.47000000
                    USD
                  
                  
                    Argenx SE
                    
                      
                    
                    49.57000000
                    USD
                    13073.53000000
                    USD
                  
                  
                    Wolters Kluwer NV
                    
                      
                    
                    560.47000000
                    USD
                    47854.41000000
                    USD
                  
                  
                    Cie de Saint-Gobain
                    
                      
                    
                    1365.71000000
                    USD
                    57647.85000000
                    USD
                  
                  
                    Carrefour SA
                    
                      
                    
                    5649.12000000
                    USD
                    90488.16000000
                    USD
                  
                  
                    ASR Nederland NV
                    
                      
                    
                    2559.17000000
                    USD
                    86095.83000000
                    USD
                  
                  
                    Viscofan SA
                    
                      
                    
                    519.52000000
                    USD
                    34651.37000000
                    USD
                  
                  
                    Jeronimo Martins SGPS SA
                    
                      
                    
                    3071.68000000
                    USD
                    49346.47000000
                    USD
                  
                  
                    Merlin Properties Socimi SA
                    
                      
                    
                    3501.42000000
                    USD
                    29243.53000000
                    USD
                  
                  
                    Grifols SA
                    
                      
                    
                    1885.23000000
                    USD
                    54340.73000000
                    USD
                  
                  
                    Telefonica Deutschland Holding AG
                    
                      
                    
                    27004.67000000
                    USD
                    69291.28000000
                    USD
                  
                  
                    IMCD NV
                    
                      
                    
                    184.68000000
                    USD
                    21994.29000000
                    USD
                  
                  
                    Fresenius SE & Co KGaA
                    
                      
                    
                    250.19000000
                    USD
                    11387.55000000
                    USD
                  
                  
                    Colruyt SA
                    
                      
                    
                    1057.33000000
                    USD
                    68613.09000000
                    USD
                  
                  
                    Mapfre SA
                    
                      
                    
                    2135.05000000
                    USD
                    3346.05000000
                    USD
                  
                  
                    Ubisoft Entertainment SA
                    
                      
                    
                    1393.05000000
                    USD
                    125833.90000000
                    USD
                  
                  
                    Unilever NV
                    
                      
                    
                    1825.14000000
                    USD
                    110180.39000000
                    USD
                  
                  
                    Accor SA
                    
                      
                    
                    1509.59000000
                    USD
                    42469.04000000
                    USD
                  
                  
                    Vinci SA
                    
                      
                    
                    91.24000000
                    USD
                    7649.37000000
                    USD
                  
                  
                    Kone Oyj
                    
                      
                    
                    750.26000000
                    USD
                    66012.06000000
                    USD
                  
                  
                    Continental AG
                    
                      
                    
                    60.24000000
                    USD
                    6530.68000000
                    USD
                  
                  
                    BNP Paribas SA
                    
                      
                    
                    257.79000000
                    USD
                    9359.97000000
                    USD
                  
                  
                    Scout24 AG
                    
                      
                    
                    87.73000000
                    USD
                    7661.68000000
                    USD
                  
                  
                    Fortum Oyj
                    
                      
                    
                    158.21000000
                    USD
                    3203.80000000
                    USD
                  
                  
                    Evonik Industries AG
                    
                      
                    
                    732.13000000
                    USD
                    18966.37000000
                    USD
                  
                  
                    Freenet AG
                    
                      
                    
                    861.68000000
                    USD
                    17443.82000000
                    USD
                  
                  
                    Valeo SA
                    
                      
                    
                    59.36000000
                    USD
                    1826.66000000
                    USD
                  
                  
                    KION Group AG
                    
                      
                    
                    145.34000000
                    USD
                    12467.89000000
                    USD
                  
                  
                    Faurecia SE
                    
                      
                    
                    47.67000000
                    USD
                    2062.93000000
                    USD
                  
                  
                    Telecom Italia SpA/Milano
                    
                      
                    
                    52184.29000000
                    USD
                    20920.68000000
                    USD
                  
                  
                    SAP SE
                    
                      
                    
                    3411.05000000
                    USD
                    530832.47000000
                    USD
                  
                  
                    Covestro AG
                    
                      
                    
                    2493.07000000
                    USD
                    123762.96000000
                    USD
                  
                  
                    EDP - Energias de Portugal SA
                    
                      
                    
                    14412.10000000
                    USD
                    70870.07000000
                    USD
                  
                  
                    Deutsche Wohnen SE
                    
                      
                    
                    1036.12000000
                    USD
                    51848.89000000
                    USD
                  
                  
                    Michelin
                    
                      
                    
                    1679.64000000
                    USD
                    180585.64000000
                    USD
                  
                  
                    Carl Zeiss Meditec AG
                    
                      
                    
                    823.96000000
                    USD
                    104311.02000000
                    USD
                  
                  
                    Interpump Group SpA
                    
                      
                    
                    1434.58000000
                    USD
                    53340.82000000
                    USD
                  
                  
                    KBC Group NV
                    
                      
                    
                    565.88000000
                    USD
                    28383.43000000
                    USD
                  
                  
                    RWE AG
                    
                      
                    
                    759.91000000
                    USD
                    28486.76000000
                    USD
                  
                  
                    EssilorLuxottica SA
                    
                      
                    
                    86.42000000
                    USD
                    11765.79000000
                    USD
                  
                  
                    Merck KGaA
                    
                      
                    
                    291.57000000
                    USD
                    42567.78000000
                    USD
                  
                  
                    Orpea
                    
                      
                    
                    60.83000000
                    USD
                    6920.66000000
                    USD
                  
                  
                    Galapagos NV
                    
                      
                    
                    33.63000000
                    USD
                    4778.01000000
                    USD
                  
                  
                    Nokian Renkaat Oyj
                    
                      
                    
                    4692.98000000
                    USD
                    132851.73000000
                    USD
                  
                  
                    Italgas SpA
                    
                      
                    
                    330.32000000
                    USD
                    2085.11000000
                    USD
                  
                  
                    Sofina SA
                    
                      
                    
                    116.25000000
                    USD
                    31749.38000000
                    USD
                  
                  
                    Poste Italiane SpA
                    
                      
                    
                    9526.77000000
                    USD
                    84513.89000000
                    USD
                  
                  
                    Industria de Diseno Textil SA
                    
                      
                    
                    6474.38000000
                    USD
                    180624.85000000
                    USD
                  
                  
                    Vonovia SE
                    
                      
                    
                    1215.10000000
                    USD
                    83437.85000000
                    USD
                  
                  
                    Enel SpA
                    
                      
                    
                    34360.49000000
                    USD
                    298778.18000000
                    USD
                  
                  
                    Inmobiliaria Colonial Socimi SA
                    
                      
                    
                    5191.86000000
                    USD
                    42936.15000000
                    USD
                  
                  
                    Legrand SA
                    
                      
                    
                    712.10000000
                    USD
                    56911.27000000
                    USD
                  
                  
                    FinecoBank Banca Fineco SpA
                    
                      
                    
                    8946.71000000
                    USD
                    123278.53000000
                    USD
                  
                  
                    Beiersdorf AG
                    
                      
                    
                    1313.65000000
                    USD
                    149366.76000000
                    USD
                  
                  
                    Koninklijke KPN NV
                    
                      
                    
                    40587.92000000
                    USD
                    95487.14000000
                    USD
                  
                  
                    Knorr-Bremse AG
                    
                      
                    
                    793.69000000
                    USD
                    93631.72000000
                    USD
                  
                  
                    CRH PLC
                    
                      
                    
                    2511.64000000
                    USD
                    90885.87000000
                    USD
                  
                  
                    ANDRITZ AG
                    
                      
                    
                    1332.81000000
                    USD
                    41182.76000000
                    USD
                  
                  
                    BE Semiconductor Industries NV
                    
                      
                    
                    1856.43000000
                    USD
                    79623.68000000
                    USD
                  
                  
                    Glanbia PLC
                    
                      
                    
                    2058.20000000
                    USD
                    21255.27000000
                    USD
                  
                  
                    Danone SA
                    
                      
                    
                    3424.65000000
                    USD
                    221673.95000000
                    USD
                  
                  
                    Telefonica SA
                    
                      
                    
                    5656.94000000
                    USD
                    19475.70000000
                    USD
                  
                  
                    E.ON SE
                    
                      
                    
                    4425.84000000
                    USD
                    48912.13000000
                    USD
                  
                  
                    HelloFresh SE
                    
                      
                    
                    3491.47000000
                    USD
                    194731.06000000
                    USD
                  
                  
                    Koninklijke Vopak NV
                    
                      
                    
                    897.95000000
                    USD
                    50586.66000000
                    USD
                  
                  
                    TOTAL SE
                    
                      
                    
                    5905.74000000
                    USD
                    202143.01000000
                    USD
                  
                  
                    Enagas SA
                    
                      
                    
                    3809.79000000
                    USD
                    87954.83000000
                    USD
                  
                  
                    Aegon NV
                    
                      
                    
                    2727.03000000
                    USD
                    7096.54000000
                    USD
                  
                  
                    BioMerieux
                    
                      
                    
                    659.75000000
                    USD
                    103475.54000000
                    USD
                  
                  
                    Bureau Veritas SA
                    
                      
                    
                    525.08000000
                    USD
                    11854.52000000
                    USD
                  
                  
                    Elisa Oyj
                    
                      
                    
                    1522.02000000
                    USD
                    89705.07000000
                    USD
                  
                  
                    BASF SE
                    
                      
                    
                    2380.92000000
                    USD
                    145071.89000000
                    USD
                  
                  
                    AXA SA
                    
                      
                    
                    299.03000000
                    USD
                    5529.77000000
                    USD
                  
                  
                    Kerry Group PLC
                    
                      
                    
                    469.66000000
                    USD
                    60284.08000000
                    USD
                  
                  
                    HeidelbergCement AG
                    
                      
                    
                    2058.80000000
                    USD
                    126265.09000000
                    USD
                  
                  
                    Alstom SA
                    
                      
                    
                    233.08000000
                    USD
                    11616.95000000
                    USD
                  
                  
                    Heineken Holding NV
                    
                      
                    
                    299.17000000
                    USD
                    23303.03000000
                    USD
                  
                  
                    Sanofi
                    
                      
                    
                    1541.32000000
                    USD
                    154168.68000000
                    USD
                  
                  
                    Solvay SA
                    
                      
                    
                    658.87000000
                    USD
                    56735.53000000
                    USD
                  
                  
                    CANCOM SE
                    
                      
                    
                    243.46000000
                    USD
                    12585.38000000
                    USD
                  
                  
                    Endesa SA
                    
                      
                    
                    764.15000000
                    USD
                    20449.70000000
                    USD
                  
                  
                    BAWAG Group AG
                    
                      
                    
                    1305.32000000
                    USD
                    47126.84000000
                    USD
                  
                  
                    Kojamo Oyj
                    
                      
                    
                    498.18000000
                    USD
                    10709.92000000
                    USD
                  
                  
                    Wienerberger AG
                    
                      
                    
                    2049.87000000
                    USD
                    54160.55000000
                    USD
                  
                  
                    Linde PLC
                    
                      
                    
                    89.05000000
                    USD
                    21074.95000000
                    USD
                  
                  
                    Davide Campari-Milano NV
                    
                      
                    
                    1223.01000000
                    USD
                    13359.75000000
                    USD
                  
                  
                    Nemetschek SE
                    
                      
                    
                    610.77000000
                    USD
                    44746.35000000
                    USD
                  
                  
                    Bouygues SA
                    
                      
                    
                    120.49000000
                    USD
                    4183.39000000
                    USD
                  
                  
                    SEB SA
                    
                      
                    
                    389.39000000
                    USD
                    63399.59000000
                    USD
                  
                  
                    Euronext NV
                    
                      
                    
                    954.39000000
                    USD
                    119592.59000000
                    USD
                  
                  
                    Air Liquide SA
                    
                      
                    
                    629.19000000
                    USD
                    99936.29000000
                    USD
                  
                  
                    Renault SA
                    
                      
                    
                    169.18000000
                    USD
                    4401.49000000
                    USD
                  
                  
                    Koninklijke DSM NV
                    
                      
                    
                    248.72000000
                    USD
                    40992.28000000
                    USD
                  
                  
                    Delivery Hero SE
                    
                      
                    
                    120.49000000
                    USD
                    13857.91000000
                    USD
                  
                  
                    Sodexo SA
                    
                      
                    
                    120.49000000
                    USD
                    8618.08000000
                    USD
                  
                  
                    Snam SpA
                    
                      
                    
                    7487.82000000
                    USD
                    38523.35000000
                    USD
                  
                  
                    Fiat Chrysler Automobiles NV
                    
                      
                    
                    13315.94000000
                    USD
                    163394.55000000
                    USD
                  
                  
                    Hera SpA
                    
                      
                    
                    19132.50000000
                    USD
                    70690.76000000
                    USD
                  
                  
                    Raiffeisen Bank International AG
                    
                      
                    
                    1867.54000000
                    USD
                    28611.98000000
                    USD
                  
                  
                    Terna Rete Elettrica Nazionale SpA
                    
                      
                    
                    6598.40000000
                    USD
                    46206.64000000
                    USD
                  
                  
                    Deutsche Telekom AG
                    
                      
                    
                    11925.41000000
                    USD
                    199758.94000000
                    USD
                  
                  
                    ACS Actividades de Construccion y Servic
                    
                      
                    
                    4121.39000000
                    USD
                    93554.30000000
                    USD
                  
                  
                    Deutsche Lufthansa AG
                    
                      
                    
                    5242.90000000
                    USD
                    45232.63000000
                    USD
                  
                  
                    Tenaris SA
                    
                      
                    
                    18671.32000000
                    USD
                    93257.63000000
                    USD
                  
                  
                    Nexi SpA
                    
                      
                    
                    687.53000000
                    USD
                    13797.52000000
                    USD
                  
                  
                    Allianz SE
                    
                      
                    
                    1204.28000000
                    USD
                    230975.24000000
                    USD
                  
                  
                    MorphoSys AG
                    
                      
                    
                    763.71000000
                    USD
                    96997.81000000
                    USD
                  
                  
                    Amadeus IT Group SA
                    
                      
                    
                    1504.62000000
                    USD
                    83935.16000000
                    USD
                  
                  
                    Kingspan Group PLC
                    
                      
                    
                    756.84000000
                    USD
                    68933.08000000
                    USD
                  
                  
                    EXOR NV
                    
                      
                    
                    1785.36000000
                    USD
                    97273.44000000
                    USD
                  
                  
                    Daimler AG
                    
                      
                    
                    3723.68000000
                    USD
                    200937.74000000
                    USD
                  
                  
                    Worldline SA/France
                    
                      
                    
                    822.64000000
                    USD
                    67616.75000000
                    USD
                  
                  
                    Ipsen SA
                    
                      
                    
                    637.38000000
                    USD
                    66906.07000000
                    USD
                  
                  
                    Natixis SA
                    
                      
                    
                    516.92000000
                    USD
                    1164.92000000
                    USD
                  
                  
                    CNP Assurances
                    
                      
                    
                    514.84000000
                    USD
                    6445.39000000
                    USD
                  
                  
                    Siemens Gamesa Renewable Energy SA
                    
                      
                    
                    491.89000000
                    USD
                    13313.52000000
                    USD
                  
                  
                    LEG Immobilien AG
                    
                      
                    
                    273.87000000
                    USD
                    39101.94000000
                    USD
                  
                  
                    SPIE SA
                    
                      
                    
                    339.38000000
                    USD
                    6106.50000000
                    USD
                  
                  
                    Rubis SCA
                    
                      
                    
                    485.60000000
                    USD
                    19490.15000000
                    USD
                  
                  
                    Warehouses De Pauw CVA
                    
                      
                    
                    486.63000000
                    USD
                    17717.30000000
                    USD
                  
                  
                    Grand City Properties SA
                    
                      
                    
                    338.35000000
                    USD
                    8178.31000000
                    USD
                  
                  
                    Erste Group Bank AG
                    
                      
                    
                    135.25000000
                    USD
                    2834.01000000
                    USD
                  
                  
                    Alten SA
                    
                      
                    
                    70.92000000
                    USD
                    6733.47000000
                    USD
                  
                  
                    Umicore SA
                    
                      
                    
                    215.24000000
                    USD
                    8969.28000000
                    USD
                  
                  
                    Teleperformance
                    
                      
                    
                    75.01000000
                    USD
                    23177.95000000
                    USD
                  
                  
                    Veolia Environnement SA
                    
                      
                    
                    194.91000000
                    USD
                    4208.58000000
                    USD
                  
                  
                    Capgemini SE
                    
                      
                    
                    61.71000000
                    USD
                    7938.31000000
                    USD
                  
                  
                    Iliad SA
                    
                      
                    
                    219.77000000
                    USD
                    40458.48000000
                    USD
                  
                  
                    Bechtle AG
                    
                      
                    
                    290.69000000
                    USD
                    58914.81000000
                    USD
                  
                  
                    Acciona SA
                    
                      
                    
                    388.36000000
                    USD
                    42246.36000000
                    USD
                  
                  
                    Engie SA
                    
                      
                    
                    481.66000000
                    USD
                    6447.68000000
                    USD
                  
                  
                    Electricite de France SA
                    
                      
                    
                    119.76000000
                    USD
                    1267.10000000
                    USD
                  
                  
                    CTS Eventim AG & Co KGaA
                    
                      
                    
                    1019.31000000
                    USD
                    49322.72000000
                    USD
                  
                  
                    STMicroelectronics NV
                    
                      
                    
                    2584.17000000
                    USD
                    79515.63000000
                    USD
                  
                  
                    Prysmian SpA
                    
                      
                    
                    3329.61000000
                    USD
                    96949.72000000
                    USD
                  
                  
                    Infineon Technologies AG
                    
                      
                    
                    680.52000000
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                    19236.56000000
                    USD
                  
                  
                    Deutsche Boerse AG
                    
                      
                    
                    1116.25000000
                    USD
                    196009.32000000
                    USD
                  
                  
                    Recordati Industria Chimica e Farmaceuti
                    
                      
                    
                    1822.65000000
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                    93450.97000000
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                    Arkema SA
                    
                      
                    
                    480.48000000
                    USD
                    51039.32000000
                    USD
                  
                  
                    Kering SA
                    
                      
                    
                    246.38000000
                    USD
                    163928.64000000
                    USD
                  
                  
                    Thales SA
                    
                      
                    
                    24.86000000
                    USD
                    1869.45000000
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                    Puma SE
                    
                      
                    
                    12.43000000
                    USD
                    1119.84000000
                    USD
                  
                  
                    Cofinimmo SA
                    
                      
                    
                    311.60000000
                    USD
                    46825.73000000
                    USD
                  
                  
                    Sopra Steria Group
                    
                      
                    
                    42.11000000
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                    6693.68000000
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                    Eurofins Scientific SE
                    
                      
                    
                    57.61000000
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                    45611.02000000
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                    ING Groep NV
                    
                      
                    
                    869.58000000
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                    6174.05000000
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                    Hermes International
                    
                      
                    
                    49.72000000
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                    42902.95000000
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                    Deutsche Post AG
                    
                      
                    
                    2710.65000000
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                    123601.96000000
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                    Nokia Oyj
                    
                      
                    
                    24537.67000000
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                    96356.96000000
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                    ASM International NV
                    
                      
                    
                    613.69000000
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                    88014.79000000
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                    Iberdrola SA
                    
                      
                    
                    8703.70000000
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                    107227.88000000
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                    GEA Group AG
                    
                      
                    
                    2439.70000000
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                    85823.21000000
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                    Valmet Oyj
                    
                      
                    
                    938.01000000
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                    23233.19000000
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                    Kesko Oyj
                    
                      
                    
                    2357.53000000
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                    60796.85000000
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                    ProSiebenSat.1 Media SE
                    
                      
                    
                    2910.39000000
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                    38226.54000000
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                    Atlantia SpA
                    
                      
                    
                    239.37000000
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                    3768.23000000
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                    Brenntag AG
                    
                      
                    
                    1680.08000000
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                    106938.09000000
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                    Edenred
                    
                      
                    
                    60.83000000
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                    2737.98000000
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                    Rexel SA
                    
                      
                    
                    4298.34000000
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                    54113.47000000
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                    TeamViewer AG
                    
                      
                    
                    1462.21000000
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                    72193.98000000
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                    Zalando SE
                    
                      
                    
                    583.13000000
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                    54615.35000000
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                    CaixaBank SA
                    
                      
                    
                    1315.41000000
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                    2795.51000000
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                    Cellnex Telecom SA
                    
                      
                    
                    1084.38000000
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                    Bollore SA
                    
                      
                    
                    1324.60000000
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                    4950.03000000
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                    Credit Agricole SA
                    
                      
                    
                    726.13000000
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                    6359.95000000
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                    QIAGEN NV
                    
                      
                    
                    1352.25000000
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                    70220.50000000
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                    Proximus SADP
                    
                      
                    
                    2395.99000000
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                    43743.57000000
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                    UPM-Kymmene Oyj
                    
                      
                    
                    1145.79000000
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                    34907.10000000
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                    Sartorius Stedim Biotech
                    
                      
                    
                    133.79000000
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                    Ageas SA/NV
                    
                      
                    
                    2574.23000000
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                    105190.43000000
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                    Schneider Electric SE
                    
                      
                    
                    1658.88000000
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                    206218.64000000
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                    Dassault Systemes SE
                    
                      
                    
                    716.19000000
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                    134113.39000000
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                    Hannover Rueck SE
                    
                      
                    
                    458.40000000
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                    71036.51000000
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                    Atos SE
                    
                      
                    
                    1194.92000000
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                    96367.27000000
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                    TAG Immobilien AG
                    
                      
                    
                    1019.75000000
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                    30768.22000000
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                    Huhtamaki Oyj
                    
                      
                    
                    1161.88000000
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                    57447.07000000
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                    Stora Enso Oyj
                    
                      
                    
                    353.42000000
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                    5540.93000000
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                    alstria office REIT-AG
                    
                      
                    
                    1775.71000000
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                    24686.47000000
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                    Orange SA
                    
                      
                    
                    3739.47000000
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                    Rational AG
                    
                      
                    
                    23.54000000
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                    ASML Holding NV
                    
                      
                    
                    108.50000000
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                    Siemens Energy AG
                    
                      
                    
                    136.72000000
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                    3685.94000000
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                    Suez SA
                    
                      
                    
                    8036.34000000
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                    148886.06000000
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                    Rheinmetall AG
                    
                      
                    
                    135.25000000
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                    Symrise AG
                    
                      
                    
                    503.29000000
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                    Elia Group SA/NV
                    
                      
                    
                    384.71000000
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                    38421.46000000
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                    Signify NV
                    
                      
                    
                    2145.36000000
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                    Bayerische Motoren Werke AG
                    
                      
                    
                    152.22000000
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                    Dialog Semiconductor PLC
                    
                      
                    
                    103.96000000
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                    4533.44000000
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                    voestalpine AG
                    
                      
                    
                    238.34000000
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                    6286.11000000
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                    HOCHTIEF AG
                    
                      
                    
                    738.86000000
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                    57551.54000000
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                    Gecina SA
                    
                      
                    
                    365.41000000
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                    48272.86000000
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                    Eiffage SA
                    
                      
                    
                    862.41000000
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                    70582.57000000
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                    Adyen NV
                    
                      
                    
                    97.53000000
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                    179774.92000000
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                    La Francaise des Jeux SAEM
                    
                      
                    
                    278.84000000
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                    10270.00000000
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                    DiaSorin SpA
                    
                      
                    
                    475.37000000
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                    95786.81000000
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                    Remy Cointreau SA
                    
                      
                    
                    88.76000000
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                    16209.50000000
                    USD
                  
                  
                    Anheuser-Busch InBev SA/NV
                    
                      
                    
                    120.78000000
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                    6544.42000000
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                    Elis SA
                    
                      
                    
                    2434.58000000
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                    30849.79000000
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                    Ackermans & van Haaren NV
                    
                      
                    
                    153.09000000
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                    19865.81000000
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                    Siemens Healthineers AG
                    
                      
                    
                    29.54000000
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                    1326.06000000
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                    Pernod Ricard SA
                    
                      
                    
                    239.36000000
                    USD
                    38201.35000000
                    USD
                  
                  
                    Smurfit Kappa Group PLC
                    
                      
                    
                    2631.40000000
                    USD
                    103393.39000000
                    USD
                  
                  
                    Flutter Entertainment PLC
                    
                      
                    
                    656.97000000
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                    104503.07000000
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                    Bayer AG
                    
                      
                    
                    3152.09000000
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                    196974.31000000
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                    Red Electrica Corp SA
                    
                      
                    
                    2660.64000000
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                    49947.68000000
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                    Siemens AG
                    
                      
                    
                    273.43000000
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                    34577.66000000
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                    Assicurazioni Generali SpA
                    
                      
                    
                    230.29000000
                    USD
                    3246.16000000
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                    L'Oreal SA
                    
                      
                    
                    766.05000000
                    USD
                    249276.00000000
                    USD
                  
                  
                    Publicis Groupe SA
                    
                      
                    
                    1232.21000000
                    USD
                    39836.38000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-06-16
            0.00000000
            USD
            0.00000000
            USD
            12206824.00000000
            EUR
            -77449.63000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        14.00000000
        NC
        USD
        2315.90000000
        0.005492212052
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Clear US
              549300HWWR1D8OTS2G29
            
            Long
            
              
                N/A
                Cocoa
                
                  
                
              
            
            2021-03-16
            352660.00000000
            USD
            2315.90000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        3.00000000
        NC
        USD
        -38998.28000000
        -0.09248535059
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Silver
                
                  
                
              
            
            2020-12-29
            350250.00000000
            USD
            -38998.28000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -24.00000000
        NC
        USD
        -103711.45000000
        -0.24595417577
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Short
            
              
                CBOE Volatility Index
                US12497K1007
              
            
            2020-11-18
            -789000.00000000
            USD
            -103711.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        6.00000000
        NC
        USD
        21.45000000
        0.000050869186
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Feeder Cattle
                
                  
                
              
            
            2020-11-19
            425775.00000000
            USD
            21.45000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1232.08000000
        0.002921907088
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Standard Chartered Bank
              U4LOSYZ7YG4W3S5F2G91
            
            5130000.00000000
            TWD
            179095.10000000
            USD
            2020-10-29
            1232.08000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -87.00000000
        NC
        
        -25283.34000000
        -0.05996004347
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Bund
                
                  
                
              
            
            2020-12-08
            -15180630.00000000
            EUR
            -25283.34000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -3.00000000
        NC
        USD
        783.67000000
        0.001858492084
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Foreign Exchange AUD/USD
                
                  
                
              
            
            2020-12-14
            -214830.00000000
            USD
            783.67000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C7SJ4T4
        
          
          
        
        230.00000000
        NC
        USD
        112700.00000000
        0.267270736348
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                CBOE Volatility Index
                US12497K1007
              
            
            100.00000000
            32.50000000
            USD
            2020-12-16
            XXXX
            8510.00000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Funds - Government Fund
        549300BRJMXN4GUWZ402
        
        38141W273
        
          
        
        30452464.96000000
        NS
        USD
        30452464.96000000
        72.21874652611
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -4.40000000
        -0.00001043470
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            140000.00000000
            CZK
            6062.14000000
            USD
            2020-10-23
            -4.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        12.00000000
        NC
        USD
        33242.20000000
        0.078834669670
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Lean Hogs
                
                  
                
              
            
            2021-02-12
            326640.00000000
            USD
            33242.20000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        
        -1858.76000000
        -0.00440809364
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Short
            
              
                Hang Seng Index
                HK0000004322
              
            
            2020-10-29
            -1171500.00000000
            HKD
            -1858.76000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -1.00000000
        NC
        
        -192.41000000
        -0.00045630490
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              HKCC & SEOCH
              213800NM8ZN1F16ARD34
            
            Short
            
              
                HSCEI
                HK0000004330
              
            
            2020-10-29
            -469000.00000000
            HKD
            -192.41000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        337.37000000
        0.000800080996
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            79455.75000000
            USD
            1340000.00000000
            ZAR
            2020-10-23
            337.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        379.22000000
        0.000899329269
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            291256.22000000
            USD
            21510000.00000000
            INR
            2020-10-29
            379.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -10.00000000
        NC
        USD
        -35615.10000000
        -0.08446205858
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Copper
                
                  
                
              
            
            2020-12-29
            -755875.00000000
            USD
            -35615.10000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        
        26.98000000
        0.000063983713
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2020-12-14
            248725.00000000
            CAD
            26.98000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4269.17000000
        0.010124438416
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            19450000.00000000
            RUB
            254024.23000000
            USD
            2020-10-29
            4269.17000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        2.00000000
        NC
        USD
        -6374.91000000
        -0.01511825101
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-10-21
            90375.00000000
            USD
            -6374.91000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        00C6YT2H5
        
          
          
        
        240.00000000
        NC
        USD
        148800.00000000
        0.352882746838
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Options Clearing
              549300CII6SLYGKNHA04
            
            Call
            Purchased
            
              
                CBOE Volatility Index
                US12497K1007
              
            
            100.00000000
            30.00000000
            USD
            2020-11-18
            XXXX
            30925.00000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -25.00000000
        NC
        USD
        -122878.75000000
        -0.29140988459
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Soybean
                
                  
                
              
            
            2020-11-13
            -1277500.00000000
            USD
            -122878.75000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        USD
        -345.65000000
        -0.00081971721
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2020-12-21
            176156.25000000
            USD
            -345.65000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        
        2354.51000000
        0.005583776587
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Republic of Italy
                Euro-BTP
                
                  
                
              
            
            2020-12-08
            147580.00000000
            EUR
            2354.51000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        2.00000000
        NC
        USD
        -4181.16000000
        -0.00991572060
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Lead Base Metal
                
                  
                
              
            
            2020-11-18
            90750.00000000
            USD
            -4181.16000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        3819.58000000
        0.009058225014
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            248070000.00000000
            HUF
            803696.74000000
            USD
            2020-10-26
            3819.58000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        8.00000000
        NC
        USD
        6074.80000000
        0.014406533000
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                Live Cattle
                
                  
                
              
            
            2021-02-26
            370240.00000000
            USD
            6074.80000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        4.00000000
        NC
        
        -65.46000000
        -0.00015523995
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bobl
                
                  
                
              
            
            2020-12-08
            540680.00000000
            EUR
            -65.46000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -78.13000000
        -0.00018528715
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            3080000.00000000
            PHP
            63440.41000000
            USD
            2020-10-29
            -78.13000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        9.00000000
        NC
        USD
        48510.64000000
        0.115044139073
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2020-10-21
            537975.00000000
            USD
            48510.64000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        -13.00000000
        NC
        USD
        -20777.54000000
        -0.04927443136
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-10-21
            -565418.75000000
            USD
            -20777.54000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -1570.66000000
        -0.00372485762
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            700000.00000000
            ILS
            202806.08000000
            USD
            2020-10-23
            -1570.66000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        8.00000000
        NC
        USD
        6773.92000000
        0.016064512745
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Long
            
              
                N/A
                Brent Crude Oil
                
                  
                
              
            
            2021-01-29
            346240.00000000
            USD
            6773.92000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        6.00000000
        NC
        USD
        -3623.48000000
        -0.00859316919
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Long
            
              
                N/A
                LME Zinc Base Metal
                
                  
                
              
            
            2021-01-20
            361200.00000000
            USD
            -3623.48000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        278.09000000
        0.000659497063
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS
              BFM8T61CT2L1QCEMIK50
            
            24970000.00000000
            CZK
            1082288.14000000
            USD
            2020-10-23
            278.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -2.00000000
        NC
        USD
        4445.84000000
        0.010543415532
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Nickel Base Metal
                
                  
                
              
            
            2020-10-21
            -173844.00000000
            USD
            4445.84000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -11.00000000
        NC
        USD
        -4017.63000000
        -0.00952790531
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-11-18
            -481868.75000000
            USD
            -4017.63000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -8.00000000
        NC
        USD
        5762.86000000
        0.013666759855
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2021-01-20
            -353900.00000000
            USD
            5762.86000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -832.88000000
        -0.00197519477
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            30605.12000000
            USD
            660000.00000000
            MXN
            2020-10-23
            -832.88000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1518127302.00000000
        PA
        
        -157020.62000000
        -0.37237814311
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America
              B4TYDEB6GKMZO031MB27
            
            
              
                JPMLGSFDJP.I
                JPMLGSFDJP.I
                
                  
                    Seiko Epson Corp
                    
                      
                    
                    3661.46000000
                    USD
                    41808.77000000
                    USD
                  
                  
                    JSR Corp
                    
                      
                    
                    1025.88000000
                    USD
                    24196.09000000
                    USD
                  
                  
                    Infomart Corp
                    
                      
                    
                    8482.32000000
                    USD
                    74752.18000000
                    USD
                  
                  
                    Nippon Telegraph & Telephone Corp
                    
                      
                    
                    17148.08000000
                    USD
                    349364.79000000
                    USD
                  
                  
                    Relo Group Inc
                    
                      
                    
                    3043.45000000
                    USD
                    72560.68000000
                    USD
                  
                  
                    Honda Motor Co Ltd
                    
                      
                    
                    4736.12000000
                    USD
                    111009.01000000
                    USD
                  
                  
                    Sega Sammy Holdings Inc
                    
                      
                    
                    4779.69000000
                    USD
                    57883.42000000
                    USD
                  
                  
                    Sumitomo Electric Industries Ltd
                    
                      
                    
                    3103.14000000
                    USD
                    34668.92000000
                    USD
                  
                  
                    Ricoh Co Ltd
                    
                      
                    
                    6882.20000000
                    USD
                    46041.95000000
                    USD
                  
                  
                    Pan Pacific International Holdings Corp
                    
                      
                    
                    1844.12000000
                    USD
                    42813.36000000
                    USD
                  
                  
                    Fuji Electric Co Ltd
                    
                      
                    
                    45.40000000
                    USD
                    1423.86000000
                    USD
                  
                  
                    Yamada Holdings Co Ltd
                    
                      
                    
                    16258.33000000
                    USD
                    80729.13000000
                    USD
                  
                  
                    TOTO Ltd
                    
                      
                    
                    2293.87000000
                    USD
                    104879.36000000
                    USD
                  
                  
                    Ito En Ltd
                    
                      
                    
                    1198.92000000
                    USD
                    85320.33000000
                    USD
                  
                  
                    Keihan Holdings Co Ltd
                    
                      
                    
                    523.59000000
                    USD
                    21632.20000000
                    USD
                  
                  
                    Fancl Corp
                    
                      
                    
                    1310.02000000
                    USD
                    42517.03000000
                    USD
                  
                  
                    Japan Airlines Co Ltd
                    
                      
                    
                    5461.03000000
                    USD
                    101737.90000000
                    USD
                  
                  
                    Fujikura Ltd
                    
                      
                    
                    19816.90000000
                    USD
                    54456.85000000
                    USD
                  
                  
                    Panasonic Corp
                    
                      
                    
                    1032.61000000
                    USD
                    8696.85000000
                    USD
                  
                  
                    ZOZO Inc
                    
                      
                    
                    1381.06000000
                    USD
                    38318.35000000
                    USD
                  
                  
                    Takeda Pharmaceutical Co Ltd
                    
                      
                    
                    1796.20000000
                    USD
                    63725.80000000
                    USD
                  
                  
                    Nexon Co Ltd
                    
                      
                    
                    1452.23000000
                    USD
                    36082.14000000
                    USD
                  
                  
                    NTT DOCOMO Inc
                    
                      
                    
                    9970.03000000
                    USD
                    367038.86000000
                    USD
                  
                  
                    Tokai Rika Co Ltd
                    
                      
                    
                    1510.94000000
                    USD
                    22407.03000000
                    USD
                  
                  
                    Casio Computer Co Ltd
                    
                      
                    
                    3794.58000000
                    USD
                    60911.73000000
                    USD
                  
                  
                    DMG Mori Co Ltd
                    
                      
                    
                    7243.52000000
                    USD
                    99664.30000000
                    USD
                  
                  
                    Sompo Holdings Inc
                    
                      
                    
                    3397.79000000
                    USD
                    116844.34000000
                    USD
                  
                  
                    Mitsubishi Chemical Holdings Corp
                    
                      
                    
                    7463.63000000
                    USD
                    42838.24000000
                    USD
                  
                  
                    Lintec Corp
                    
                      
                    
                    521.91000000
                    USD
                    12087.05000000
                    USD
                  
                  
                    Goldwin Inc
                    
                      
                    
                    540.68000000
                    USD
                    42729.97000000
                    USD
                  
                  
                    Osaka Gas Co Ltd
                    
                      
                    
                    2262.76000000
                    USD
                    43955.99000000
                    USD
                  
                  
                    Toyo Tire Corp
                    
                      
                    
                    1294.61000000
                    USD
                    20757.01000000
                    USD
                  
                  
                    Kansai Paint Co Ltd
                    
                      
                    
                    1344.07000000
                    USD
                    33216.45000000
                    USD
                  
                  
                    Recruit Holdings Co Ltd
                    
                      
                    
                    4904.80000000
                    USD
                    193347.90000000
                    USD
                  
                  
                    Alps Alpine Co Ltd
                    
                      
                    
                    2054.98000000
                    USD
                    27417.93000000
                    USD
                  
                  
                    Yamazaki Baking Co Ltd
                    
                      
                    
                    4772.69000000
                    USD
                    83170.38000000
                    USD
                  
                  
                    Canon Inc
                    
                      
                    
                    5061.73000000
                    USD
                    83770.66000000
                    USD
                  
                  
                    Sumitomo Chemical Co Ltd
                    
                      
                    
                    488.68000000
                    USD
                    1606.89000000
                    USD
                  
                  
                    Daicel Corp
                    
                      
                    
                    3050.19000000
                    USD
                    21879.93000000
                    USD
                  
                  
                    Yamato Holdings Co Ltd
                    
                      
                    
                    364.00000000
                    USD
                    9523.44000000
                    USD
                  
                  
                    Seven & i Holdings Co Ltd
                    
                      
                    
                    1475.21000000
                    USD
                    45432.04000000
                    USD
                  
                  
                    T&D Holdings Inc
                    
                      
                    
                    9704.68000000
                    USD
                    94904.01000000
                    USD
                  
                  
                    Skylark Holdings Co Ltd
                    
                      
                    
                    4219.81000000
                    USD
                    59980.32000000
                    USD
                  
                  
                    Asahi Intecc Co Ltd
                    
                      
                    
                    4514.75000000
                    USD
                    141179.32000000
                    USD
                  
                  
                    Nisshinbo Holdings Inc
                    
                      
                    
                    5978.90000000
                    USD
                    40508.85000000
                    USD
                  
                  
                    THK Co Ltd
                    
                      
                    
                    1798.02000000
                    USD
                    44792.93000000
                    USD
                  
                  
                    Zensho Holdings Co Ltd
                    
                      
                    
                    2074.88000000
                    USD
                    48780.25000000
                    USD
                  
                  
                    Mitsui & Co Ltd
                    
                      
                    
                    428.59000000
                    USD
                    7322.59000000
                    USD
                  
                  
                    Citizen Watch Co Ltd
                    
                      
                    
                    6180.72000000
                    USD
                    17218.86000000
                    USD
                  
                  
                    Central Japan Railway Co
                    
                      
                    
                    195.73000000
                    USD
                    27988.30000000
                    USD
                  
                  
                    Itochu Techno-Solutions Corp
                    
                      
                    
                    789.52000000
                    USD
                    29813.60000000
                    USD
                  
                  
                    Sumitomo Bakelite Co Ltd
                    
                      
                    
                    932.01000000
                    USD
                    25452.88000000
                    USD
                  
                  
                    Toyoda Gosei Co Ltd
                    
                      
                    
                    710.07000000
                    USD
                    16182.35000000
                    USD
                  
                  
                    Asics Corp
                    
                      
                    
                    3873.89000000
                    USD
                    53741.68000000
                    USD
                  
                  
                    Hoshizaki Corp
                    
                      
                    
                    1309.60000000
                    USD
                    103993.81000000
                    USD
                  
                  
                    Astellas Pharma Inc
                    
                      
                    
                    2817.45000000
                    USD
                    41836.09000000
                    USD
                  
                  
                    Tohoku Electric Power Co Inc
                    
                      
                    
                    2330.87000000
                    USD
                    23324.07000000
                    USD
                  
                  
                    Sugi Holdings Co Ltd
                    
                      
                    
                    1411.74000000
                    USD
                    99529.57000000
                    USD
                  
                  
                    Oki Electric Industry Co Ltd
                    
                      
                    
                    2783.54000000
                    USD
                    29805.83000000
                    USD
                  
                  
                    Tobu Railway Co Ltd
                    
                      
                    
                    1129.42000000
                    USD
                    34729.16000000
                    USD
                  
                  
                    Brother Industries Ltd
                    
                      
                    
                    2930.38000000
                    USD
                    46261.94000000
                    USD
                  
                  
                    Nomura Holdings Inc
                    
                      
                    
                    2303.52000000
                    USD
                    10446.94000000
                    USD
                  
                  
                    Wacoal Holdings Corp
                    
                      
                    
                    1615.04000000
                    USD
                    30409.28000000
                    USD
                  
                  
                    Toho Co Ltd/Tokyo
                    
                      
                    
                    751.68000000
                    USD
                    30878.00000000
                    USD
                  
                  
                    Furukawa Electric Co Ltd
                    
                      
                    
                    1795.08000000
                    USD
                    42559.45000000
                    USD
                  
                  
                    Hokuriku Electric Power Co
                    
                      
                    
                    1685.38000000
                    USD
                    12600.78000000
                    USD
                  
                  
                    NET One Systems Co Ltd
                    
                      
                    
                    354.20000000
                    USD
                    16043.45000000
                    USD
                  
                  
                    Izumi Co Ltd
                    
                      
                    
                    1337.34000000
                    USD
                    48472.85000000
                    USD
                  
                  
                    Kusuri no Aoki Holdings Co Ltd
                    
                      
                    
                    218.57000000
                    USD
                    17770.69000000
                    USD
                  
                  
                    Mitsui Chemicals Inc
                    
                      
                    
                    1129.70000000
                    USD
                    27147.91000000
                    USD
                  
                  
                    Hakuhodo DY Holdings Inc
                    
                      
                    
                    260.18000000
                    USD
                    3340.74000000
                    USD
                  
                  
                    H2O Retailing Corp
                    
                      
                    
                    1095.09000000
                    USD
                    7087.51000000
                    USD
                  
                  
                    NEC Corp
                    
                      
                    
                    2108.93000000
                    USD
                    122702.53000000
                    USD
                  
                  
                    Lawson Inc
                    
                      
                    
                    689.20000000
                    USD
                    32784.68000000
                    USD
                  
                  
                    Azbil Corp
                    
                      
                    
                    2569.47000000
                    USD
                    95444.92000000
                    USD
                  
                  
                    Pola Orbis Holdings Inc
                    
                      
                    
                    2212.04000000
                    USD
                    41566.21000000
                    USD
                  
                  
                    Kuraray Co Ltd
                    
                      
                    
                    1960.00000000
                    USD
                    18907.13000000
                    USD
                  
                  
                    NOK Corp
                    
                      
                    
                    3890.69000000
                    USD
                    40223.16000000
                    USD
                  
                  
                    Nissan Motor Co Ltd
                    
                      
                    
                    14893.22000000
                    USD
                    52471.81000000
                    USD
                  
                  
                    Iyo Bank Ltd/The
                    
                      
                    
                    570.80000000
                    USD
                    3764.60000000
                    USD
                  
                  
                    Chugoku Electric Power Co Inc/The
                    
                      
                    
                    2597.78000000
                    USD
                    32469.08000000
                    USD
                  
                  
                    Daito Trust Construction Co Ltd
                    
                      
                    
                    193.21000000
                    USD
                    17063.58000000
                    USD
                  
                  
                    Ibiden Co Ltd
                    
                      
                    
                    144.03000000
                    USD
                    4845.26000000
                    USD
                  
                  
                    OKUMA Corp
                    
                      
                    
                    1248.38000000
                    USD
                    58142.37000000
                    USD
                  
                  
                    COMSYS Holdings Corp
                    
                      
                    
                    588.60000000
                    USD
                    16292.05000000
                    USD
                  
                  
                    Suntory Beverage & Food Ltd
                    
                      
                    
                    846.96000000
                    USD
                    31701.86000000
                    USD
                  
                  
                    Shionogi & Co Ltd
                    
                      
                    
                    998.42000000
                    USD
                    53255.99000000
                    USD
                  
                  
                    Yoshinoya Holdings Co Ltd
                    
                      
                    
                    2452.89000000
                    USD
                    45789.90000000
                    USD
                  
                  
                    Hitachi Metals Ltd
                    
                      
                    
                    2000.20000000
                    USD
                    30610.43000000
                    USD
                  
                  
                    GS Yuasa Corp
                    
                      
                    
                    157.77000000
                    USD
                    2702.93000000
                    USD
                  
                  
                    Nippon Television Holdings Inc
                    
                      
                    
                    835.48000000
                    USD
                    8938.26000000
                    USD
                  
                  
                    Toyobo Co Ltd
                    
                      
                    
                    414.45000000
                    USD
                    5682.78000000
                    USD
                  
                  
                    Kobe Bussan Co Ltd
                    
                      
                    
                    1104.06000000
                    USD
                    60470.75000000
                    USD
                  
                  
                    Ono Pharmaceutical Co Ltd
                    
                      
                    
                    366.67000000
                    USD
                    11479.86000000
                    USD
                  
                  
                    Ube Industries Ltd
                    
                      
                    
                    1353.59000000
                    USD
                    22716.02000000
                    USD
                  
                  
                    Sundrug Co Ltd
                    
                      
                    
                    725.07000000
                    USD
                    27242.37000000
                    USD
                  
                  
                    Rakuten Inc
                    
                      
                    
                    484.08000000
                    USD
                    5192.63000000
                    USD
                  
                  
                    Odakyu Electric Railway Co Ltd
                    
                      
                    
                    694.10000000
                    USD
                    17390.39000000
                    USD
                  
                  
                    Aeon Co Ltd
                    
                      
                    
                    1495.95000000
                    USD
                    40060.11000000
                    USD
                  
                  
                    Topcon Corp
                    
                      
                    
                    617.03000000
                    USD
                    5607.29000000
                    USD
                  
                  
                    MEIJI Holdings Co Ltd
                    
                      
                    
                    1439.48000000
                    USD
                    109669.69000000
                    USD
                  
                  
                    Nabtesco Corp
                    
                      
                    
                    2694.72000000
                    USD
                    97416.58000000
                    USD
                  
                  
                    Ain Holdings Inc
                    
                      
                    
                    569.82000000
                    USD
                    39741.35000000
                    USD
                  
                  
                    Zenkoku Hosho Co Ltd
                    
                      
                    
                    1418.33000000
                    USD
                    55574.60000000
                    USD
                  
                  
                    Sumitomo Corp
                    
                      
                    
                    532.00000000
                    USD
                    6344.31000000
                    USD
                  
                  
                    Sumitomo Metal Mining Co Ltd
                    
                      
                    
                    62.21000000
                    USD
                    1912.86000000
                    USD
                  
                  
                    Kobayashi Pharmaceutical Co Ltd
                    
                      
                    
                    357.84000000
                    USD
                    34485.17000000
                    USD
                  
                  
                    Yamaha Motor Co Ltd
                    
                      
                    
                    868.12000000
                    USD
                    12520.40000000
                    USD
                  
                  
                    Shimachu Co Ltd
                    
                      
                    
                    824.54000000
                    USD
                    27776.51000000
                    USD
                  
                  
                    Ulvac Inc
                    
                      
                    
                    800.44000000
                    USD
                    28860.91000000
                    USD
                  
                  
                    Rinnai Corp
                    
                      
                    
                    382.64000000
                    USD
                    37165.23000000
                    USD
                  
                  
                    DeNA Co Ltd
                    
                      
                    
                    801.14000000
                    USD
                    14667.04000000
                    USD
                  
                  
                    Fujitsu Ltd
                    
                      
                    
                    833.23000000
                    USD
                    113223.94000000
                    USD
                  
                  
                    Daishi Hokuetsu Financial Group Inc
                    
                      
                    
                    209.18000000
                    USD
                    4303.35000000
                    USD
                  
                  
                    PALTAC Corp
                    
                      
                    
                    523.17000000
                    USD
                    26324.48000000
                    USD
                  
                  
                    Tsumura & Co
                    
                      
                    
                    431.26000000
                    USD
                    13383.52000000
                    USD
                  
                  
                    Maruha Nichiro Corp
                    
                      
                    
                    833.37000000
                    USD
                    19047.60000000
                    USD
                  
                  
                    Yamato Kogyo Co Ltd
                    
                      
                    
                    59.69000000
                    USD
                    1450.74000000
                    USD
                  
                  
                    PeptiDream Inc
                    
                      
                    
                    369.61000000
                    USD
                    17231.80000000
                    USD
                  
                  
                    Maeda Corp
                    
                      
                    
                    569.83000000
                    USD
                    4152.38000000
                    USD
                  
                  
                    Obayashi Corp
                    
                      
                    
                    485.48000000
                    USD
                    4393.36000000
                    USD
                  
                  
                    ADEKA Corp
                    
                      
                    
                    45.68000000
                    USD
                    654.06000000
                    USD
                  
                  
                    Shimano Inc
                    
                      
                    
                    417.25000000
                    USD
                    81922.94000000
                    USD
                  
                  
                    Secom Co Ltd
                    
                      
                    
                    337.38000000
                    USD
                    30710.79000000
                    USD
                  
                  
                    Iida Group Holdings Co Ltd
                    
                      
                    
                    506.35000000
                    USD
                    10186.56000000
                    USD
                  
                  
                    Credit Saison Co Ltd
                    
                      
                    
                    288.34000000
                    USD
                    3038.37000000
                    USD
                  
                  
                    Sotetsu Holdings Inc
                    
                      
                    
                    448.63000000
                    USD
                    12052.11000000
                    USD
                  
                  
                    Fujitsu General Ltd
                    
                      
                    
                    379.70000000
                    USD
                    10973.90000000
                    USD
                  
                  
                    Japan Post Holdings Co Ltd
                    
                      
                    
                    1055.02000000
                    USD
                    7156.10000000
                    USD
                  
                  
                    Haseko Corp
                    
                      
                    
                    387.68000000
                    USD
                    5069.70000000
                    USD
                  
                  
                    NTT Data Corp
                    
                      
                    
                    273.64000000
                    USD
                    3479.77000000
                    USD
                  
                  
                    Dai Nippon Printing Co Ltd
                    
                      
                    
                    151.32000000
                    USD
                    3048.43000000
                    USD
                  
                  
                    Mitsubishi Corp
                    
                      
                    
                    414.30000000
                    USD
                    9863.91000000
                    USD
                  
                  
                    Rohto Pharmaceutical Co Ltd
                    
                      
                    
                    133.80000000
                    USD
                    4380.70000000
                    USD
                  
                  
                    Nintendo Co Ltd
                    
                      
                    
                    467.54000000
                    USD
                    264320.38000000
                    USD
                  
                  
                    Keyence Corp
                    
                      
                    
                    217.59000000
                    USD
                    100990.67000000
                    USD
                  
                  
                    Meitec Corp
                    
                      
                    
                    213.95000000
                    USD
                    10846.37000000
                    USD
                  
                  
                    Taisho Pharmaceutical Holdings Co Ltd
                    
                      
                    
                    70.47000000
                    USD
                    4621.25000000
                    USD
                  
                  
                    Dowa Holdings Co Ltd
                    
                      
                    
                    52.68000000
                    USD
                    1537.59000000
                    USD
                  
                  
                    TS Tech Co Ltd
                    
                      
                    
                    41.33000000
                    USD
                    1160.45000000
                    USD
                  
                  
                    Nishi-Nippon Railroad Co Ltd
                    
                      
                    
                    397.35000000
                    USD
                    11465.34000000
                    USD
                  
                  
                    Tokyo Century Corp
                    
                      
                    
                    35.59000000
                    USD
                    1925.51000000
                    USD
                  
                  
                    Japan Post Insurance Co Ltd
                    
                      
                    
                    387.96000000
                    USD
                    6069.55000000
                    USD
                  
                  
                    Oji Holdings Corp
                    
                      
                    
                    358.40000000
                    USD
                    1636.94000000
                    USD
                  
                  
                    CyberAgent Inc
                    
                      
                    
                    448.35000000
                    USD
                    27488.09000000
                    USD
                  
                  
                    Disco Corp
                    
                      
                    
                    17.93000000
                    USD
                    4318.16000000
                    USD
                  
                  
                    Medipal Holdings Corp
                    
                      
                    
                    308.38000000
                    USD
                    6151.22000000
                    USD
                  
                  
                    Hankyu Hanshin Holdings Inc
                    
                      
                    
                    259.20000000
                    USD
                    8301.88000000
                    USD
                  
                  
                    ABC-Mart Inc
                    
                      
                    
                    953.02000000
                    USD
                    49398.65000000
                    USD
                  
                  
                    Resona Holdings Inc
                    
                      
                    
                    25081.47000000
                    USD
                    84991.07000000
                    USD
                  
                  
                    Seven Bank Ltd
                    
                      
                    
                    32056.54000000
                    USD
                    77461.43000000
                    USD
                  
                  
                    K's Holdings Corp
                    
                      
                    
                    6774.70000000
                    USD
                    91159.68000000
                    USD
                  
                  
                    Shimamura Co Ltd
                    
                      
                    
                    238.47000000
                    USD
                    23116.73000000
                    USD
                  
                  
                    Sohgo Security Services Co Ltd
                    
                      
                    
                    150.20000000
                    USD
                    7116.27000000
                    USD
                  
                  
                    Rengo Co Ltd
                    
                      
                    
                    1893.02000000
                    USD
                    14242.89000000
                    USD
                  
                  
                    Mitsubishi Electric Corp
                    
                      
                    
                    5946.52000000
                    USD
                    80100.23000000
                    USD
                  
                  
                    Kissei Pharmaceutical Co Ltd
                    
                      
                    
                    222.36000000
                    USD
                    4995.80000000
                    USD
                  
                  
                    Coca-Cola Bottlers Japan Holdings Inc
                    
                      
                    
                    2955.89000000
                    USD
                    49269.39000000
                    USD
                  
                  
                    Japan Exchange Group Inc
                    
                      
                    
                    4285.25000000
                    USD
                    119302.98000000
                    USD
                  
                  
                    GMO Payment Gateway Inc
                    
                      
                    
                    205.12000000
                    USD
                    21847.30000000
                    USD
                  
                  
                    Tokyo Gas Co Ltd
                    
                      
                    
                    5158.27000000
                    USD
                    117604.36000000
                    USD
                  
                  
                    Sekisui House Ltd
                    
                      
                    
                    3837.74000000
                    USD
                    67550.36000000
                    USD
                  
                  
                    Lasertec Corp
                    
                      
                    
                    140.67000000
                    USD
                    11476.99000000
                    USD
                  
                  
                    Nomura Research Institute Ltd
                    
                      
                    
                    3124.71000000
                    USD
                    91642.21000000
                    USD
                  
                  
                    Kamigumi Co Ltd
                    
                      
                    
                    262.71000000
                    USD
                    5148.06000000
                    USD
                  
                  
                    Kewpie Corp
                    
                      
                    
                    2625.92000000
                    USD
                    53897.11000000
                    USD
                  
                  
                    Dentsu Group Inc
                    
                      
                    
                    2946.49000000
                    USD
                    86415.36000000
                    USD
                  
                  
                    Hoya Corp
                    
                      
                    
                    2739.42000000
                    USD
                    307869.75000000
                    USD
                  
                  
                    JFE Holdings Inc
                    
                      
                    
                    2323.01000000
                    USD
                    16113.33000000
                    USD
                  
                  
                    Aica Kogyo Co Ltd
                    
                      
                    
                    111.11000000
                    USD
                    3927.08000000
                    USD
                  
                  
                    SMC Corp/Japan
                    
                      
                    
                    26.34000000
                    USD
                    14591.70000000
                    USD
                  
                  
                    Sankyu Inc
                    
                      
                    
                    19.62000000
                    USD
                    768.65000000
                    USD
                  
                  
                    Kurita Water Industries Ltd
                    
                      
                    
                    2686.17000000
                    USD
                    88071.28000000
                    USD
                  
                  
                    Hitachi Construction Machinery Co Ltd
                    
                      
                    
                    2139.33000000
                    USD
                    77034.55000000
                    USD
                  
                  
                    Autobacs Seven Co Ltd
                    
                      
                    
                    2204.19000000
                    USD
                    28531.51000000
                    USD
                  
                  
                    Mitsubishi Gas Chemical Co Inc
                    
                      
                    
                    1719.28000000
                    USD
                    31704.02000000
                    USD
                  
                  
                    Otsuka Corp
                    
                      
                    
                    1425.89000000
                    USD
                    72693.10000000
                    USD
                  
                  
                    Shikoku Electric Power Co Inc
                    
                      
                    
                    1418.33000000
                    USD
                    10805.82000000
                    USD
                  
                  
                    Toray Industries Inc
                    
                      
                    
                    6601.15000000
                    USD
                    29981.10000000
                    USD
                  
                  
                    Unicharm Corp
                    
                      
                    
                    1182.10000000
                    USD
                    52781.80000000
                    USD
                  
                  
                    Hokkaido Electric Power Co Inc
                    
                      
                    
                    407.58000000
                    USD
                    1738.02000000
                    USD
                  
                  
                    Yokohama Rubber Co Ltd/The
                    
                      
                    
                    2996.23000000
                    USD
                    42332.85000000
                    USD
                  
                  
                    Nippon Light Metal Holdings Co Ltd
                    
                      
                    
                    1662.65000000
                    USD
                    26200.97000000
                    USD
                  
                  
                    Trend Micro Inc/Japan
                    
                      
                    
                    1239.83000000
                    USD
                    75308.32000000
                    USD
                  
                  
                    Marubeni Corp
                    
                      
                    
                    1151.14000000
                    USD
                    6484.93000000
                    USD
                  
                  
                    Calbee Inc
                    
                      
                    
                    2331.70000000
                    USD
                    76559.64000000
                    USD
                  
                  
                    FUJIFILM Holdings Corp
                    
                      
                    
                    1848.04000000
                    USD
                    90799.80000000
                    USD
                  
                  
                    NGK Spark Plug Co Ltd
                    
                      
                    
                    2175.76000000
                    USD
                    37729.86000000
                    USD
                  
                  
                    Daikin Industries Ltd
                    
                      
                    
                    1034.85000000
                    USD
                    189259.51000000
                    USD
                  
                  
                    Nagase & Co Ltd
                    
                      
                    
                    1009.49000000
                    USD
                    14042.75000000
                    USD
                  
                  
                    Toda Corp
                    
                      
                    
                    2861.32000000
                    USD
                    19521.93000000
                    USD
                  
                  
                    Nippon Paper Industries Co Ltd
                    
                      
                    
                    923.61000000
                    USD
                    11403.95000000
                    USD
                  
                  
                    Tokyu Corp
                    
                      
                    
                    883.52000000
                    USD
                    11411.42000000
                    USD
                  
                  
                    Miura Co Ltd
                    
                      
                    
                    893.34000000
                    USD
                    43511.42000000
                    USD
                  
                  
                    Hulic Co Ltd
                    
                      
                    
                    10557.76000000
                    USD
                    98444.75000000
                    USD
                  
                  
                    Lion Corp
                    
                      
                    
                    1842.86000000
                    USD
                    37772.28000000
                    USD
                  
                  
                    Keikyu Corp
                    
                      
                    
                    2116.50000000
                    USD
                    32370.16000000
                    USD
                  
                  
                    Renesas Electronics Corp
                    
                      
                    
                    614.39000000
                    USD
                    4453.74000000
                    USD
                  
                  
                    DIC Corp
                    
                      
                    
                    1519.07000000
                    USD
                    37685.14000000
                    USD
                  
                  
                    Benesse Holdings Inc
                    
                      
                    
                    1920.76000000
                    USD
                    49233.88000000
                    USD
                  
                  
                    Toho Gas Co Ltd
                    
                      
                    
                    1643.62000000
                    USD
                    81301.09000000
                    USD
                  
                  
                    Sumitomo Mitsui Trust Holdings Inc
                    
                      
                    
                    1655.11000000
                    USD
                    43796.96000000
                    USD
                  
                  
                    Megmilk Snow Brand Co Ltd
                    
                      
                    
                    684.71000000
                    USD
                    16538.78000000
                    USD
                  
                  
                    FP Corp
                    
                      
                    
                    1704.57000000
                    USD
                    71555.51000000
                    USD
                  
                  
                    Morinaga Milk Industry Co Ltd
                    
                      
                    
                    595.32000000
                    USD
                    31252.69000000
                    USD
                  
                  
                    Advantest Corp
                    
                      
                    
                    1775.05000000
                    USD
                    85615.22000000
                    USD
                  
                  
                    Cosmos Pharmaceutical Corp
                    
                      
                    
                    592.10000000
                    USD
                    102957.16000000
                    USD
                  
                  
                    Kaken Pharmaceutical Co Ltd
                    
                      
                    
                    833.65000000
                    USD
                    38076.37000000
                    USD
                  
                  
                    Glory Ltd
                    
                      
                    
                    1664.50000000
                    USD
                    37034.39000000
                    USD
                  
                  
                    Toyo Seikan Group Holdings Ltd
                    
                      
                    
                    1003.04000000
                    USD
                    9904.03000000
                    USD
                  
                  
                    Yakult Honsha Co Ltd
                    
                      
                    
                    520.51000000
                    USD
                    28854.01000000
                    USD
                  
                  
                    Konica Minolta Inc
                    
                      
                    
                    407.57000000
                    USD
                    1143.20000000
                    USD
                  
                  
                    Yamaha Corp
                    
                      
                    
                    913.23000000
                    USD
                    43441.97000000
                    USD
                  
                  
                    TV Asahi Holdings Corp
                    
                      
                    
                    360.36000000
                    USD
                    5688.96000000
                    USD
                  
                  
                    Oriental Land Co Ltd/Japan
                    
                      
                    
                    353.78000000
                    USD
                    49414.04000000
                    USD
                  
                  
                    East Japan Railway Co
                    
                      
                    
                    350.55000000
                    USD
                    21525.52000000
                    USD
                  
                  
                    Kintetsu Group Holdings Co Ltd
                    
                      
                    
                    629.51000000
                    USD
                    26754.09000000
                    USD
                  
                  
                    Murata Manufacturing Co Ltd
                    
                      
                    
                    271.67000000
                    USD
                    17436.11000000
                    USD
                  
                  
                    Iwatani Corp
                    
                      
                    
                    868.68000000
                    USD
                    32473.53000000
                    USD
                  
                  
                    SMS Co Ltd
                    
                      
                    
                    309.22000000
                    USD
                    8907.77000000
                    USD
                  
                  
                    Pigeon Corp
                    
                      
                    
                    322.95000000
                    USD
                    14383.37000000
                    USD
                  
                  
                    Obic Co Ltd
                    
                      
                    
                    238.89000000
                    USD
                    41742.34000000
                    USD
                  
                  
                    Tokyo Ohka Kogyo Co Ltd
                    
                      
                    
                    167.71000000
                    USD
                    8629.56000000
                    USD
                  
                  
                    Otsuka Holdings Co Ltd
                    
                      
                    
                    112.51000000
                    USD
                    4742.17000000
                    USD
                  
                  
                    Morinaga & Co Ltd/Japan
                    
                      
                    
                    588.46000000
                    USD
                    23113.43000000
                    USD
                  
                  
                    Kyudenko Corp
                    
                      
                    
                    104.66000000
                    USD
                    3010.04000000
                    USD
                  
                  
                    Hamamatsu Photonics KK
                    
                      
                    
                    399.87000000
                    USD
                    20044.72000000
                    USD
                  
                  
                    J Front Retailing Co Ltd
                    
                      
                    
                    332.35000000
                    USD
                    2387.19000000
                    USD
                  
                  
                    Nishimatsu Construction Co Ltd
                    
                      
                    
                    77.34000000
                    USD
                    1529.54000000
                    USD
                  
                  
                    Hanwa Co Ltd
                    
                      
                    
                    230.90000000
                    USD
                    4594.79000000
                    USD
                  
                  
                    Horiba Ltd
                    
                      
                    
                    367.79000000
                    USD
                    19098.65000000
                    USD
                  
                  
                    MINEBEA MITSUMI Inc
                    
                      
                    
                    95.27000000
                    USD
                    1796.54000000
                    USD
                  
                  
                    Shinsei Bank Ltd
                    
                      
                    
                    203.58000000
                    USD
                    2496.32000000
                    USD
                  
                  
                    Asahi Group Holdings Ltd
                    
                      
                    
                    126.80000000
                    USD
                    4392.78000000
                    USD
                  
                  
                    Nippon Paint Holdings Co Ltd
                    
                      
                    
                    130.16000000
                    USD
                    13333.19000000
                    USD
                  
                  
                    Japan Steel Works Ltd/The
                    
                      
                    
                    70.89000000
                    USD
                    1236.08000000
                    USD
                  
                  
                    Toyota Tsusho Corp
                    
                      
                    
                    159.44000000
                    USD
                    4444.97000000
                    USD
                  
                  
                    77 Bank Ltd/The
                    
                      
                    
                    123.01000000
                    USD
                    1888.41000000
                    USD
                  
                  
                    Tosoh Corp
                    
                      
                    
                    78.88000000
                    USD
                    1274.47000000
                    USD
                  
                  
                    Pilot Corp
                    
                      
                    
                    25.92000000
                    USD
                    759.02000000
                    USD
                  
                  
                    Tokyo Electron Ltd
                    
                      
                    
                    50.72000000
                    USD
                    13135.35000000
                    USD
                  
                  
                    SUMCO Corp
                    
                      
                    
                    671.40000000
                    USD
                    9384.26000000
                    USD
                  
                  
                    Tokio Marine Holdings Inc
                    
                      
                    
                    3393.17000000
                    USD
                    147906.52000000
                    USD
                  
                  
                    Nippon Sanso Holdings Corp
                    
                      
                    
                    34.19000000
                    USD
                    523.22000000
                    USD
                  
                  
                    ITOCHU Corp
                    
                      
                    
                    5175.78000000
                    USD
                    131687.37000000
                    USD
                  
                  
                    Amano Corp
                    
                      
                    
                    2134.56000000
                    USD
                    49455.30000000
                    USD
                  
                  
                    Chugai Pharmaceutical Co Ltd
                    
                      
                    
                    5095.50000000
                    USD
                    227662.83000000
                    USD
                  
                  
                    SCSK Corp
                    
                      
                    
                    12.05000000
                    USD
                    670.30000000
                    USD
                  
                  
                    Kakaku.com Inc
                    
                      
                    
                    8982.56000000
                    USD
                    235522.74000000
                    USD
                  
                  
                    Nihon Kohden Corp
                    
                      
                    
                    2022.76000000
                    USD
                    66319.88000000
                    USD
                  
                  
                    ENEOS Holdings Inc
                    
                      
                    
                    17918.96000000
                    USD
                    63675.04000000
                    USD
                  
                  
                    Omron Corp
                    
                      
                    
                    1435.00000000
                    USD
                    111231.87000000
                    USD
                  
                  
                    MS&AD Insurance Group Holdings Inc
                    
                      
                    
                    1625.13000000
                    USD
                    43488.70000000
                    USD
                  
                  
                    Ajinomoto Co Inc
                    
                      
                    
                    1960.83000000
                    USD
                    40115.90000000
                    USD
                  
                  
                    Kansai Electric Power Co Inc/The
                    
                      
                    
                    868.68000000
                    USD
                    8396.20000000
                    USD
                  
                  
                    Nagoya Railroad Co Ltd
                    
                      
                    
                    1150.44000000
                    USD
                    31418.19000000
                    USD
                  
                  
                    Toyo Suisan Kaisha Ltd
                    
                      
                    
                    1269.95000000
                    USD
                    66909.24000000
                    USD
                  
                  
                    Mitsubishi UFJ Lease & Finance Co Ltd
                    
                      
                    
                    934.96000000
                    USD
                    4296.88000000
                    USD
                  
                  
                    House Foods Group Inc
                    
                      
                    
                    632.73000000
                    USD
                    22424.14000000
                    USD
                  
                  
                    Stanley Electric Co Ltd
                    
                      
                    
                    1236.19000000
                    USD
                    35317.94000000
                    USD
                  
                  
                    Aisin Seiki Co Ltd
                    
                      
                    
                    798.48000000
                    USD
                    25347.49000000
                    USD
                  
                  
                    Duskin Co Ltd
                    
                      
                    
                    577.53000000
                    USD
                    15695.65000000
                    USD
                  
                  
                    Nippon Kayaku Co Ltd
                    
                      
                    
                    710.91000000
                    USD
                    6251.57000000
                    USD
                  
                  
                    Nishi-Nippon Financial Holdings Inc
                    
                      
                    
                    489.13000000
                    USD
                    3392.79000000
                    USD
                  
                  
                    Olympus Corp
                    
                      
                    
                    518.27000000
                    USD
                    10715.96000000
                    USD
                  
                  
                    NH Foods Ltd
                    
                      
                    
                    343.13000000
                    USD
                    15249.35000000
                    USD
                  
                  
                    Capcom Co Ltd
                    
                      
                    
                    559.32000000
                    USD
                    31058.45000000
                    USD
                  
                  
                    Hitachi Ltd
                    
                      
                    
                    292.27000000
                    USD
                    9812.44000000
                    USD
                  
                  
                    Taiyo Yuden Co Ltd
                    
                      
                    
                    286.24000000
                    USD
                    8923.88000000
                    USD
                  
                  
                    Nitto Denko Corp
                    
                      
                    
                    443.31000000
                    USD
                    28733.23000000
                    USD
                  
                  
                    Sysmex Corp
                    
                      
                    
                    290.87000000
                    USD
                    27645.24000000
                    USD
                  
                  
                    Hikari Tsushin Inc
                    
                      
                    
                    233.14000000
                    USD
                    55186.96000000
                    USD
                  
                  
                    Persol Holdings Co Ltd
                    
                      
                    
                    98.35000000
                    USD
                    1587.19000000
                    USD
                  
                  
                    Oracle Corp Japan
                    
                      
                    
                    260.18000000
                    USD
                    27909.37000000
                    USD
                  
                  
                    Hitachi Capital Corp
                    
                      
                    
                    209.60000000
                    USD
                    4891.99000000
                    USD
                  
                  
                    Toppan Printing Co Ltd
                    
                      
                    
                    139.83000000
                    USD
                    1958.43000000
                    USD
                  
                  
                    Sawai Pharmaceutical Co Ltd
                    
                      
                    
                    188.45000000
                    USD
                    9482.18000000
                    USD
                  
                  
                    Nankai Electric Railway Co Ltd
                    
                      
                    
                    236.64000000
                    USD
                    5224.84000000
                    USD
                  
                  
                    Hisamitsu Pharmaceutical Co Inc
                    
                      
                    
                    43.57000000
                    USD
                    2217.24000000
                    USD
                  
                  
                    Nippon Shinyaku Co Ltd
                    
                      
                    
                    127.78000000
                    USD
                    10461.61000000
                    USD
                  
                  
                    Kokuyo Co Ltd
                    
                      
                    
                    26.35000000
                    USD
                    329.54000000
                    USD
                  
                  
                    Open House Co Ltd
                    
                      
                    
                    63.61000000
                    USD
                    2290.57000000
                    USD
                  
                  
                    Gunma Bank Ltd/The
                    
                      
                    
                    271.68000000
                    USD
                    901.07000000
                    USD
                  
                  
                    Marui Group Co Ltd
                    
                      
                    
                    1490.90000000
                    USD
                    28410.87000000
                    USD
                  
                  
                    Hino Motors Ltd
                    
                      
                    
                    5852.22000000
                    USD
                    37654.38000000
                    USD
                  
                  
                    Bridgestone Corp
                    
                      
                    
                    3155.55000000
                    USD
                    99184.50000000
                    USD
                  
                  
                    Shimizu Corp
                    
                      
                    
                    3424.15000000
                    USD
                    25600.68000000
                    USD
                  
                  
                    Komatsu Ltd
                    
                      
                    
                    3409.42000000
                    USD
                    74630.54000000
                    USD
                  
                  
                    Park24 Co Ltd
                    
                      
                    
                    2833.43000000
                    USD
                    45563.59000000
                    USD
                  
                  
                    Chubu Electric Power Co Inc
                    
                      
                    
                    2225.22000000
                    USD
                    27011.31000000
                    USD
                  
                  
                    Sumitomo Rubber Industries Ltd
                    
                      
                    
                    4155.93000000
                    USD
                    38318.07000000
                    USD
                  
                  
                    Japan Tobacco Inc
                    
                      
                    
                    2114.81000000
                    USD
                    38476.66000000
                    USD
                  
                  
                    LIXIL Group Corp
                    
                      
                    
                    5137.40000000
                    USD
                    102718.63000000
                    USD
                  
                  
                    Square Enix Holdings Co Ltd
                    
                      
                    
                    494.03000000
                    USD
                    32582.38000000
                    USD
                  
                  
                    Welcia Holdings Co Ltd
                    
                      
                    
                    2589.78000000
                    USD
                    113500.72000000
                    USD
                  
                  
                    Canon Marketing Japan Inc
                    
                      
                    
                    1693.64000000
                    USD
                    33734.78000000
                    USD
                  
                  
                    Nifco Inc/Japan
                    
                      
                    
                    1836.69000000
                    USD
                    49811.59000000
                    USD
                  
                  
                    SG Holdings Co Ltd
                    
                      
                    
                    1317.73000000
                    USD
                    68052.87000000
                    USD
                  
                  
                    ANA Holdings Inc
                    
                      
                    
                    1267.99000000
                    USD
                    29197.50000000
                    USD
                  
                  
                    Nichirei Corp
                    
                      
                    
                    1318.15000000
                    USD
                    34761.80000000
                    USD
                  
                  
                    Sankyo Co Ltd
                    
                      
                    
                    1423.79000000
                    USD
                    37169.98000000
                    USD
                  
                  
                    Kirin Holdings Co Ltd
                    
                      
                    
                    5071.83000000
                    USD
                    94847.22000000
                    USD
                  
                  
                    Amada Co Ltd
                    
                      
                    
                    8599.49000000
                    USD
                    80021.73000000
                    USD
                  
                  
                    KDDI Corp
                    
                      
                    
                    2811.29000000
                    USD
                    70755.22000000
                    USD
                  
                  
                    Acom Co Ltd
                    
                      
                    
                    6023.83000000
                    USD
                    25972.36000000
                    USD
                  
                  
                    Tokuyama Corp
                    
                      
                    
                    1213.06000000
                    USD
                    29013.31000000
                    USD
                  
                  
                    Denso Corp
                    
                      
                    
                    1135.31000000
                    USD
                    49455.16000000
                    USD
                  
                  
                    NOF Corp
                    
                      
                    
                    978.66000000
                    USD
                    38393.55000000
                    USD
                  
                  
                    TechnoPro Holdings Inc
                    
                      
                    
                    877.50000000
                    USD
                    54215.15000000
                    USD
                  
                  
                    Sojitz Corp
                    
                      
                    
                    968.71000000
                    USD
                    2184.74000000
                    USD
                  
                  
                    Teijin Ltd
                    
                      
                    
                    2166.09000000
                    USD
                    33436.58000000
                    USD
                  
                  
                    Sanrio Co Ltd
                    
                      
                    
                    1069.17000000
                    USD
                    19188.94000000
                    USD
                  
                  
                    AEON Financial Service Co Ltd
                    
                      
                    
                    592.52000000
                    USD
                    5350.79000000
                    USD
                  
                  
                    Bandai Namco Holdings Inc
                    
                      
                    
                    913.65000000
                    USD
                    66569.49000000
                    USD
                  
                  
                    Fuji Oil Holdings Inc
                    
                      
                    
                    911.41000000
                    USD
                    28586.86000000
                    USD
                  
                  
                    M3 Inc
                    
                      
                    
                    966.61000000
                    USD
                    59537.47000000
                    USD
                  
                  
                    Toho Holdings Co Ltd
                    
                      
                    
                    746.08000000
                    USD
                    15991.98000000
                    USD
                  
                  
                    MonotaRO Co Ltd
                    
                      
                    
                    618.72000000
                    USD
                    30604.82000000
                    USD
                  
                  
                    Nihon Unisys Ltd
                    
                      
                    
                    650.39000000
                    USD
                    20338.03000000
                    USD
                  
                  
                    Kagome Co Ltd
                    
                      
                    
                    787.83000000
                    USD
                    27472.99000000
                    USD
                  
                  
                    Terumo Corp
                    
                      
                    
                    824.54000000
                    USD
                    32659.87000000
                    USD
                  
                  
                    Sony Corp
                    
                      
                    
                    607.65000000
                    USD
                    46249.14000000
                    USD
                  
                  
                    Kyowa Exeo Corp
                    
                      
                    
                    515.74000000
                    USD
                    13400.63000000
                    USD
                  
                  
                    Hokuhoku Financial Group Inc
                    
                      
                    
                    448.63000000
                    USD
                    4493.57000000
                    USD
                  
                  
                    ORIX Corp
                    
                      
                    
                    490.38000000
                    USD
                    6064.08000000
                    USD
                  
                  
                    Sangetsu Corp
                    
                      
                    
                    576.97000000
                    USD
                    8829.85000000
                    USD
                  
                  
                    Nitori Holdings Co Ltd
                    
                      
                    
                    583.98000000
                    USD
                    120912.17000000
                    USD
                  
                  
                    Takashimaya Co Ltd
                    
                      
                    
                    409.26000000
                    USD
                    3222.70000000
                    USD
                  
                  
                    Rohm Co Ltd
                    
                      
                    
                    398.05000000
                    USD
                    30552.48000000
                    USD
                  
                  
                    JGC Holdings Corp
                    
                      
                    
                    308.52000000
                    USD
                    3180.85000000
                    USD
                  
                  
                    Mebuki Financial Group Inc
                    
                      
                    
                    285.99000000
                    USD
                    645.00000000
                    USD
                  
                  
                    Keio Corp
                    
                      
                    
                    329.82000000
                    USD
                    20314.74000000
                    USD
                  
                  
                    Nissin Foods Holdings Co Ltd
                    
                      
                    
                    373.67000000
                    USD
                    35054.97000000
                    USD
                  
                  
                    Sumitomo Dainippon Pharma Co Ltd
                    
                      
                    
                    296.89000000
                    USD
                    3890.84000000
                    USD
                  
                  
                    Nihon M&A Center Inc
                    
                      
                    
                    214.79000000
                    USD
                    12171.16000000
                    USD
                  
                  
                    Sapporo Holdings Ltd
                    
                      
                    
                    239.73000000
                    USD
                    4286.67000000
                    USD
                  
                  
                    West Japan Railway Co
                    
                      
                    
                    172.61000000
                    USD
                    8490.81000000
                    USD
                  
                  
                    Sanwa Holdings Corp
                    
                      
                    
                    3954.31000000
                    USD
                    41630.19000000
                    USD
                  
                  
                    Daifuku Co Ltd
                    
                      
                    
                    130.72000000
                    USD
                    13105.59000000
                    USD
                  
                  
                    Tsuruha Holdings Inc
                    
                      
                    
                    264.81000000
                    USD
                    37413.69000000
                    USD
                  
                  
                    Sumitomo Osaka Cement Co Ltd
                    
                      
                    
                    328.28000000
                    USD
                    10560.96000000
                    USD
                  
                  
                    Kyushu Electric Power Co Inc
                    
                      
                    
                    2632.66000000
                    USD
                    23874.31000000
                    USD
                  
                  
                    Eisai Co Ltd
                    
                      
                    
                    108.16000000
                    USD
                    9823.22000000
                    USD
                  
                  
                    Nippon Electric Glass Co Ltd
                    
                      
                    
                    96.53000000
                    USD
                    1791.07000000
                    USD
                  
                  
                    Taisei Corp
                    
                      
                    
                    95.83000000
                    USD
                    3223.85000000
                    USD
                  
                  
                    Ship Healthcare Holdings Inc
                    
                      
                    
                    489.96000000
                    USD
                    23817.95000000
                    USD
                  
                  
                    Kao Corp
                    
                      
                    
                    2024.72000000
                    USD
                    151321.59000000
                    USD
                  
                  
                    Mitsubishi Estate Co Ltd
                    
                      
                    
                    6076.25000000
                    USD
                    91377.08000000
                    USD
                  
                  
                    Mitsubishi Heavy Industries Ltd
                    
                      
                    
                    189.28000000
                    USD
                    4180.13000000
                    USD
                  
                  
                    Ebara Corp
                    
                      
                    
                    102.84000000
                    USD
                    2770.51000000
                    USD
                  
                  
                    Daiichi Sankyo Co Ltd
                    
                      
                    
                    6277.60000000
                    USD
                    192081.48000000
                    USD
                  
                  
                    MISUMI Group Inc
                    
                      
                    
                    2685.34000000
                    USD
                    74684.60000000
                    USD
                  
                  
                    Kyowa Kirin Co Ltd
                    
                      
                    
                    321.69000000
                    USD
                    9102.31000000
                    USD
                  
                  
                    Ariake Japan Co Ltd
                    
                      
                    
                    272.65000000
                    USD
                    18421.44000000
                    USD
                  
                  
                    Mizuho Financial Group Inc
                    
                      
                    
                    586.61000000
                    USD
                    7284.64000000
                    USD
                  
                  
                    Ezaki Glico Co Ltd
                    
                      
                    
                    651.23000000
                    USD
                    29096.42000000
                    USD
                  
                  
                    Shin-Etsu Chemical Co Ltd
                    
                      
                    
                    73.28000000
                    USD
                    9502.45000000
                    USD
                  
                  
                    Taiheiyo Cement Corp
                    
                      
                    
                    68.38000000
                    USD
                    1732.55000000
                    USD
                  
                  
                    TIS Inc
                    
                      
                    
                    96.53000000
                    USD
                    2038.09000000
                    USD
                  
                  
                    Makita Corp
                    
                      
                    
                    101.86000000
                    USD
                    4845.40000000
                    USD
                  
                  
                    Alfresa Holdings Corp
                    
                      
                    
                    199.52000000
                    USD
                    4344.61000000
                    USD
                  
                  
                    Maruichi Steel Tube Ltd
                    
                      
                    
                    577.67000000
                    USD
                    14374.74000000
                    USD
                  
                  
                    TDK Corp
                    
                      
                    
                    44.83000000
                    USD
                    4847.56000000
                    USD
                  
                  
                    Nachi-Fujikoshi Corp
                    
                      
                    
                    13.03000000
                    USD
                    455.64000000
                    USD
                  
                  
                    Daiichikosho Co Ltd
                    
                      
                    
                    49.88000000
                    USD
                    1595.24000000
                    USD
                  
                  
                    Central Glass Co Ltd
                    
                      
                    
                    48.62000000
                    USD
                    1005.74000000
                    USD
                  
                  
                    Mochida Pharmaceutical Co Ltd
                    
                      
                    
                    30.68000000
                    USD
                    1208.04000000
                    USD
                  
                  
                    Kinden Corp
                    
                      
                    
                    1342.39000000
                    USD
                    23570.94000000
                    USD
                  
                  
                    Suzuken Co Ltd/Aichi Japan
                    
                      
                    
                    22.56000000
                    USD
                    856.07000000
                    USD
                  
                  
                    Tokai Carbon Co Ltd
                    
                      
                    
                    3034.08000000
                    USD
                    32258.30000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2021-01-28
            0.00000000
            USD
            0.00000000
            USD
            1518127302.00000000
            JPY
            -157020.62000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6641.40000000
        0.015750238406
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley & Co.
              9R7GPTSO7KV3UQJZQ078
            
            4890000.00000000
            SEK
            552771.85000000
            USD
            2020-10-23
            6641.40000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -7.00000000
        NC
        USD
        3728.44000000
        0.008842084332
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              LME Clear
              213800L8AQD59D3JRW81
            
            Short
            
              
                N/A
                LME Aluminum Base Metal
                
                  
                
              
            
            2020-12-16
            -308743.75000000
            USD
            3728.44000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
        
        8.00000000
        NC
        USD
        8169.69000000
        0.019374614570
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                N/A
                WTI Crude Oil
                
                  
                
              
            
            2021-01-20
            327520.00000000
            USD
            8169.69000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1.00000000
        NC
        
        72.89000000
        0.000172860372
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Long
            
              
                N/A
                3 Month Canadian Bankers Acceptance
                
                  
                
              
            
            2021-03-15
            248750.00000000
            CAD
            72.89000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -7.00000000
        NC
        USD
        -8459.55000000
        -0.02006202446
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Wheat
                
                  
                
              
            
            2020-12-14
            -200725.00000000
            USD
            -8459.55000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -21.00000000
        NC
        USD
        -6161.81000000
        -0.01461287928
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                N/A
                Foreign Exchange JPY/USD
                
                  
                
              
            
            2020-12-14
            -2490468.75000000
            USD
            -6161.81000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        57.00000000
        NC
        USD
        19094.09000000
        0.045282089567
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2020-12-21
            7951500.00000000
            USD
            19094.09000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -12.00000000
        NC
        USD
        -9446.34000000
        -0.02240222047
        N/A
        DCO
        
        GB
        
        N
        
        1
        
          
            
              ICE Clear Europe
              5R6J7JCQRIPQR1EEP713
            
            Short
            
              
                N/A
                Low Sulphur Gasoil
                
                  
                
              
            
            2020-11-12
            -405900.00000000
            USD
            -9446.34000000
          
        
        
          N
          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)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

GOLDMAN SACHS ABSOLUTE RETURN TRACKER FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

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)

 

---

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.

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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

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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

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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

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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)

 

---

GOLDMAN SACHS COMMODITY STRATEGY FUND

 

Consolidated Schedule of Investments (continued)

September 30, 2020 (Unaudited)

 

---

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)

 

---

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.

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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.

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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.

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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.

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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.

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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.

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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.