| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
Goldman Sachs US Tax-Managed Equity Fund
|
3.14 bn | 64.01 mm shares | 67.13 | Common equity | Long | USA |
|
Goldman Sachs International Tax-Managed Equity Fund
|
822.33 mm | 63.55 mm shares | 17.57 | Common equity | Long | USA |
| Goldman Sachs Financial Square Government Fund | 357.67 mm | 357.67 mm shares | 7.64 | Short-term investment vehicle | Long | USA |
|
Goldman Sachs International Small Cap Insights Fund
|
128.22 mm | 9.66 mm shares | 2.74 | Common equity | Long | USA |
|
Goldman Sachs Emerging Markets Equity Insights Fund
|
114.12 mm | 13.01 mm shares | 2.44 | Common equity | Long | USA |
| Select Sector SPDR Trust | 14.40 mm | 97.70 k shares | 0.31 | Common equity | Long | USA |
|
CURRENCY CONTRACT - USD
RBC CAPITAL MARKETS, LLC
|
8.01 mm | 1.00 contracts | 0.17 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
STATE STREET GLOBAL MARKETS, LLC
|
6.02 mm | 1.00 contracts | 0.13 | DFE | N/A | USA |
|
Sprott Physical Uranium Trust
|
5.58 mm | 307.20 k shares | 0.12 | Common equity | Long | Canada |
|
Goldman Sachs Energy Infrastructure Fund
|
4.66 mm | 290.95 k shares | 0.10 | Common equity | Long | USA |
| EWQ iShares MSCI France ETF | 4.01 mm | 79.72 k shares | 0.09 | Common equity | Long | USA |
|
CURRENCY CONTRACT - USD
RBC CAPITAL MARKETS, LLC
|
2.38 mm | 1.00 contracts | 0.05 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
RBC CAPITAL MARKETS, LLC
|
2.31 mm | 1.00 contracts | 0.05 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
1.13 mm | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Deutsche Bank Securities Inc.
|
977.50 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
RBC CAPITAL MARKETS, LLC
|
957.33 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
| LALT PowerShares Exchange-Traded Fund Trust II | 866.68 k | 4.13 k shares | 0.02 | Common equity | Long | USA |
|
iShares Core S&P 500 ETF
|
832.58 k | 1.38 k shares | 0.02 | Common equity | Long | USA |
| VBR Vanguard Small Cap Value Index Fund | 822.09 k | 8.38 k shares | 0.02 | Common equity | Long | USA |
| VEVFX Vanguard Explorer Value Fund | 796.25 k | 8.14 k shares | 0.02 | Common equity | Long | USA |
| PHYS Sprott Physical Gold Trust | 757.70 k | 37.03 k shares | 0.02 | Common equity | Long | Canada |
|
iShares Core MSCI Emerging Markets ETF
|
643.14 k | 11.84 k shares | 0.01 | Common equity | Long | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
526.41 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| US 10YR NOTE (CBT) | 440.56 k | 764.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
332.28 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| IRS GBP | 295.69 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
| SWOP IRS GBP | 294.81 k | 13.11 mm contracts | 0.01 | Interest rate derivative | N/A | USA |
| USD CALL VERSUS CHF PUT | 271.41 k | 14.25 mm contracts | 0.01 | DFE | N/A | USA |
| IRS GBP | 268.79 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
| STXE TOTAL MARKET ARO&DEF INDEX | 222.35 k | 2.94 k contracts | 0.00 | Equity derivative | N/A | UK |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
209.44 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| US 5YR NOTE (CBT) | 191.43 k | 455.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - USD
STATE STREET GLOBAL MARKETS, LLC
|
182.08 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| SWOP IRS GBP | 147.29 k | 6.55 mm contracts | 0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
136.64 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
132.11 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| US 2YR NOTE (CBT) | 131.09 k | 469.00 contracts | 0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - USD
STATE STREET GLOBAL MARKETS, LLC
|
101.24 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| IRS EUR | 97.98 k | 1.00 contracts | 0.00 | Interest rate derivative | N/A | UK |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
71.60 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
54.32 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| BlackRock Fund Advisors | 50.27 k | 628.00 shares | 0.00 | Common equity | Long | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
46.39 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNP PARIBAS SECURITIES CORP.
|
44.12 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Deutsche Bank Securities Inc.
|
39.22 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
32.11 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| SWOP IRS GBP | 17.31 k | 5.74 mm contracts | 0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
16.01 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNP PARIBAS SECURITIES CORP.
|
10.85 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
Bank of America, National Association
|
10.68 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
7.48 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
3.83 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - ILS
STATE STREET GLOBAL MARKETS, LLC
|
3.73 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
DEUTSCHE BANK AKTIENGESELLSCHAFT
|
2.89 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
UBS Securities LLC
|
2.76 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
2.72 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
JPMorgan Chase Bank, National Association
|
2.59 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNP PARIBAS SECURITIES CORP.
|
1.65 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
1.04 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNP PARIBAS SECURITIES CORP.
|
425.06 | 1.00 contracts | 0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - HKD
HSBC SECURITIES (USA) INC.
|
-1.37 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - NZD
STANDARD CHARTERED BANK
|
-1.43 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
-2.77 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
BNP PARIBAS SECURITIES CORP.
|
-3.03 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - NOK
BNP PARIBAS SECURITIES CORP.
|
-4.16 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - NOK
STATE STREET GLOBAL MARKETS, LLC
|
-4.46 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - CHF
BNP PARIBAS SECURITIES CORP.
|
-7.54 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - SGD
STATE STREET GLOBAL MARKETS, LLC
|
-9.41 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
| STXE TOTAL MARKET ARO&DEF INDEX | -10.07 k | -2.94 k contracts | -0.00 | Equity derivative | N/A | UK |
|
CURRENCY CONTRACT - USD
Bank of America, National Association
|
-16.65 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - USD
MORGAN STANLEY & CO. LLC
|
-28.41 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
| TOKYO STOCK EXCHANGE TOPIX INDEX | -29.35 k | -317.00 k contracts | -0.00 | Equity derivative | N/A | UK |
|
CURRENCY CONTRACT - DKK
NATWEST MARKETS SECURITIES INC.
|
-33.98 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
| CHF CALL VERSUS USD PUT | -42.58 k | -14.25 mm contracts | -0.00 | DFE | N/A | USA |
| STXE TOTAL MARKET ARO&DEF INDEX | -44.04 k | -2.94 k contracts | -0.00 | Equity derivative | N/A | UK |
| SWOP IRS GBP | -46.46 k | -6.55 mm contracts | -0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - SEK
WELLS FARGO SECURITIES, LLC
|
-46.88 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - AUD
The Bank of New York Mellon
|
-71.31 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - JPY
RBC CAPITAL MARKETS, LLC
|
-86.40 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
| SWOP IRS GBP | -93.00 k | -13.11 mm contracts | -0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - CHF
WELLS FARGO SECURITIES, LLC
|
-95.95 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - GBP
WELLS FARGO SECURITIES, LLC
|
-103.17 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
| SWOP IRS GBP | -109.41 k | -20.43 mm contracts | -0.00 | Interest rate derivative | N/A | USA |
|
CURRENCY CONTRACT - GBP
BNP PARIBAS SECURITIES CORP.
|
-112.29 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
CURRENCY CONTRACT - DKK
BNP PARIBAS SECURITIES CORP.
|
-140.57 k | 1.00 contracts | -0.00 | DFE | N/A | USA |
| FTSE/JSE TOP 40 | -287.80 k | 120.00 contracts | -0.01 | Equity derivative | N/A | South Africa |
|
CURRENCY CONTRACT - EUR
The Bank of New York Mellon
|
-335.84 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
CURRENCY CONTRACT - JPY
BNP PARIBAS SECURITIES CORP.
|
-353.56 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
