1. Healthcare

root\projects\imd\ny\fs\HOLDINGS\2014\4Q\Specialty\DAF.xls Goldman 1/30/2015 3:45 PM
The Goldman Sachs Dynamic Allocation Fund invests primarily in exchange-traded funds (“ETFs”) and Derivative instruments, including futures and swaps, that provide exposure to a broad spectrum of asset classes, including but not limited to equities (both in U.S. and
non-U.S. companies), fixed income (U.S. and non-U.S., investment grade and high yield) and commodities. Derivative investments may involve a high degree of financial risk. These risks include the risk that a small movement in the price of the underlying security or
benchmark may result in a disproportionately large movement, unfavorable or favorable, in the price of the derivative instrument; risk of default by a counterparty; and liquidity risk. The Fund’s borrowing and use of derivatives result in leverage, which can make the
Fund more volatile. Over-the-counter transactions are subject to less government regulation and supervision. The Fund may also hold significant amounts of U.S. Treasury or short-term instruments. The Fund’s equity investments are subject to market risk, which
means that the value of its investments may go up or down in response to the prospects of individual companies, particular sectors and/or general economic conditions. The Fund’s fixed income investments are subject to the risks associated with debt securities
generally, including credit, liquidity and interest rate risk. High yield, lower rated investments involve greater price volatility and present greater risks than higher rated fixed income securities. The Fund is subject to the risk that exposure to the commodities markets
may subject the Fund to greater volatility than investments in traditional securities. Foreign and emerging markets investments may be more volatile and less liquid than investments in U.S. securities and are subject to the risks of currency fluctuations and adverse
economic or political developments. At times, the Fund may be unable to sell certain of its illiquid investments without a substantial drop in price, if at all. The Fund’s investments in other investment companies (including ETFs) subject it to additional expenses. The
Fund is “non-diversified” and may invest more of its assets in fewer issuers than “diversified” funds. Accordingly, the Fund may be more susceptible to adverse developments affecting any single issuer held in its portfolio and to greater losses resulting from these
developments.
The investment program of the Fund is speculative, entails substantial risks and includes alternative investment techniques not employed by traditional mutual funds. The Fund should not be relied upon as a complete investment program. The Fund’s investment
techniques (if they do not perform as designed) may increase the volatility of performance and the risk of investment loss, including the loss of the entire amount that is invested, and there can be no assurance that the investment objective of the Fund will be
achieved.
Fund holdings and allocations shown are unaudited, and may not be representative of current or future investments. Fund holdings and allocations may not include the Fund's entire investment portfolio, which may change at any time. Fund holdings should not be
relied on in making investment decisions and should not be construed as research or investment advice regarding particular securities. Current and future holdings are subject to risk.
A summary prospectus, if available, or a Prospectus for the Fund containing more information may be obtained from your authorized dealer or from Goldman, Sachs & Co. by calling (retail - 1-800-526-7384) (institutional – 1-800-621-2550). Please consider a fund's
objectives, risks, and charges and expenses, and read the summary prospectus, if available, and the Prospectus carefully before investing. The summary prospectus, if available, and the Prospectus contains this and other information about the Fund.
Goldman, Sachs & Co. is the distributor of the Goldman Sachs Funds.
© 2015 Goldman Sachs. All rights reserved.
Date of First Use: January 30, 2015
149413.MF.MED.TMPL/1/2015
Request Date
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
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12/31/2014
12/31/2014
12/31/2014
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12/31/2014
Account Number
P 06755
P 06755
P 06755
P 06755
P 06755
P 06755
P 06755
P 06755
P 06755
P 06755
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Account Name
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
Security Number (Full)
001084102
00184X105
00206R102
00507V109
00846U101
036752103
037604105
04351G101
053807103
054303102
05615F102
111621306
126650100
12673P105
168615102
189754104
23334L102
251893103
260003108
268648102
30162A108
344849104
36467W109
38141W273
384802104
4031976
4057808
4061412
4163437
428236103
444859102
44919P508
458140100
4588364
4598589
481165108
4846288
50540R409
5076705
5086577
532457108
5497168
553530106
5641567
56418H100
5669354
5750355
577081102
5927375
5959378
5966516
6054603
6129277
6132101
6146500
6163286
6172323
6250304
6250865
6267058
62855J104
6302700
631103108
6327703
6335171
6356406
6356525
6496700
6591014
6597045
6597302
6598446
6603920
6641373
6642321
6644800
67018T105
6711696
6738220
6793821
6804035
6805265
6858708
6858991
6865504
688239201
6897466
6906919
6985026
7110720
7133608
7184725
7262610
747525103
74834L100
Security Description (Short)
AGCO CORP USD0.01
AOL INC USD0.01
AT&T INC USD1
ACTIVISION BLIZZARD INC COM STK USD0.000001
AGILENT TECHNOLOGIES INC USD0.01
ANTHEM INC COMMON STOCK USD 0.01
APOLLO EDUCATION GROUP INC
ASCENA RETAIL GROUP INC USD0.05
AVNET INC USD1
AVON PRODUCTS INC USD0.25
BABCOCK & WILCOX CO USD0.01
BROCADE COMMUNICATIONS SYSTEMS INC
CVS HEALTH CORP
CA INC USD0.10
CHICOS FAS INC USD0.01
COACH INC COMMON STOCK USD 0.01
DSW INC NPV A
DEVRY EDUCATION GROUP INC
DOVER CORP USD1
EMC CORP/MA COMMON STOCK USD 0.01
EXELIS INC USD0.01
FOOT LOCKER INC USD0.01
GAMESTOP CORPORATION NEW CLASS 'A' COM USD0.001
GOLDMAN SACHS TRUST FINL SQUARE GOVT FD INSTL CL
GRAINGER(W.W.) INC USD0.50
ADIDAS AG NPV
L'OREAL EUR0.20
LVMH MOET-HENNESSY LOUIS VUITTON EUR0.30
CAP GEMINI SA COMMON STOCK EUR 8
HEWLETT-PACKARD CO USD0.01
HUMANA INC USD0.166
IAC/INTERACTIVE CORP COM STK USD0.001
INTEL CORP USD0.001
MICHELIN(CIE GLE DES ETABL.) EUR2(REGD)
CONTINENTAL AG NPV
JOY GLOBAL INC USD1
SAP SE COMMON STOCK EUR 0
LABORATORY CORP OF AMERICA HOLDINGS USD0.1
HENKEL AG & CO KGAA NON.V PRF NPV
BASF SE NPV
LILLY(ELI)& CO NPV
VOLKSWAGEN AG NON.V PRF NPV
MSC INDUSTRIAL DIRECT CO USD0.001 A
CARREFOUR EUR2.5
MANPOWERGROUP INC COM
REPSOL SA EUR1
DEUTSCHE BANK AG COMMON STOCK EUR 0
MATTEL INC USD1
AEGON NV COMMON STOCK EUR 0.12
TELEFONAKTIEBOLAGET LM ERICSSON COMMON STOCK SEK 0
SOCIETE GENERALE EUR1.25
ASAHI KASEI CORP NPV
NTT DOCOMO INC NPV
BRIDGESTONE CORP NPV
BROTHER INDUSTRIES NPV
COCA-COLA WEST CO LTD NPV
CANON INC NPV
DAIHATSU MOTOR CO NPV
SUMITOMO DAINIPPON PHARMA CO LTD COMMON STOCK JPY
OTSUKA CORPORATION NPV
MYRIAD GENETICS INC USD0.01
EBARA CORP NPV
NASDAQ OMX GROUP INC USD0.01
EZAKI GLICO CO NPV
MITSUBISHI UFJ FINANCIAL GROUP ORD NPV
FUJI HEAVY INDUSTRIES NPV
FUJIFILM HLDGS CORP NPV
KONICA MINOLTA INC
MIZUHO FINANCIAL GROUP INC COMMON STOCK JPY
MITSUBISHI ELECTRIC CORP NPV
MITSUI & CO NPV
MITSUBISHI MOTOR CORP NPV
WACOM CO NPV
NIPPON TELEGRAPH & TELEPHONE CORP COMMON STOCK JPY
NIKON CORP NPV
NITORI HLDGS CO LTD NPV
NU SKIN ENTERPRISES INC USD0.001 A
JAPAN PETROLEUM EXPLORATION CO LTD COMMON STOCK
RICOH CO NPV
SEKISUI CHEMICAL CO NPV
SHIMAMURA CO NPV
SHISEIDO CO NPV
SUMITOMO ELECTRIC INDUSTRIES NPV
SUMITOMO RUBBER INDUSTRIES NPV
SUZUKI MOTOR CORP NPV
OSHKOSH CORPORATION
TOTO NPV
TSUMURA & CO NPV
YAMADA DENKI CO NPV
ADECCO SA CHF1(REGD)
STATOIL ASA NOK2.50
SWATCH GROUP CHF2.25(BR)
CREDIT AGRICOLE EUR3
QUALCOMM INC COMMON STOCK USD 0.0001
QUEST DIAGNOSTICS INC USD0.01
Shares/Par
112,578.00
98,421.00
140,047.00
253,100.00
121,401.00
39,370.00
164,191.00
392,660.00
114,347.00
525,257.00
164,898.00
437,209.00
55,292.00
165,007.00
319,170.00
139,770.00
154,460.00
102,623.00
61,385.00
165,502.00
275,193.00
88,150.00
114,452.00
345,603,018.67
20,273.00
13,717.00
6,584.00
6,221.00
15,453.00
133,230.00
36,273.00
77,176.00
144,206.00
12,262.00
5,627.00
94,798.00
15,975.00
49,066.00
10,429.00
12,199.00
73,702.00
5,001.00
62,884.00
35,355.00
74,633.00
48,830.00
35,635.00
159,326.00
141,071.00
88,591.00
23,603.00
145,000.00
77,100.00
37,500.00
66,800.00
88,800.00
39,900.00
89,200.00
112,700.00
36,300.00
154,023.00
280,000.00
112,631.00
34,200.00
216,100.00
34,000.00
35,900.00
109,000.00
713,900.00
102,000.00
89,100.00
119,500.00
344,400.00
22,200.00
90,200.00
20,400.00
123,928.00
37,100.00
115,900.00
102,000.00
14,100.00
82,300.00
94,300.00
86,500.00
39,600.00
105,058.00
103,000.00
54,500.00
369,900.00
16,337.00
49,745.00
2,298.00
82,640.00
70,291.00
78,032.00
Traded Market Value
(Base)
Coupon Rate
5088525.6
4544097.57
4704178.73
5099965
4970156.94
4947627.9
5600555.01
4931809.6
4919207.94
4932163.23
4996409.4
5176554.56
5325172.52
5024463.15
5173745.7
5249761.2
5761358
4871513.81
4402532.2
4922029.48
4824133.29
4952267
3868477.6
345603018.7
0.00610
5167384.97
952584.38
1101976.38
985417.05
1105154.75
5346519.9
5209890.99
4691529.04
5233235.74
1106850.33
1186862.57
4410002.96
1115508.33
5294221.4
1123389.87
1023263.37
5084700.98
1111498.97
5109325
1075902.47
5087731.61
914138.29
1067067.29
4930343.07
1060285.77
1072669.2
987789.75
1322752.4
1122811.76
1300572.94
1210907.21
1224536.83
1268171.92
1165027.04
1091372.36
1151016.71
5246023.38
1147319.94
5401782.76
1195543.43
1187302.99
1203123.47
1095436.86
1187666.9
1196712.87
1211562.06
1193328.22
1091688.17
1329746.22
1134034.35
1198479.31
1096061.84
5415653.6
1165578.69
1171639.89
1227159.28
1216786.96
1154209.08
1177738.57
1285914.97
1186707.18
5111071.7
1198168.6
1205166
1241059.47
1122993.95
875852.04
1020901.38
1066760.43
5224730.03
5232825.92
Maturity Date
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
12/31/2049
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
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P 06755
P 06755
P 06755
P 06755
P 06755
P 06755
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
7538515
759509102
7622225
7634394
80004C101
832696405
855030102
871503108
88076W103
882002GSL
882002GSS
912828WU0
917047102
95082P105
958102105
984121103
9EQ3NPQE9
B01FLQ6
B0J7D91
B0JDQD4
B10RB15
B12T3J1
B15C557
B3FJNX6
B54C017
B5LTM93
B8BRV46
B90LKT4
BKWP5S5
BM7SBM9
BTC0KX3
BTHH2D3
ES000466E
ES000466F
ES000466G
ES000466H
USDCOLFWD
USDCOLSWP
CFF5IDX
CNH5COM
EOF5IDX
ESH5IDX
G0H5COM
GXH5IDX
HIF5IDX
IBF5IDX
JBH5COM
PTH5IDX
QCF5IDX
RXH5COM
STH5IDX
TPH5IDX
TYH5COM
UXF5IDX
XMH5COM
XPH5IDX
Z0H5IDX
TENARIS S.A. USD1
RELIANCE STEEL & ALUMINIUM NPV
UNIONE DI BANCHE ITALIANE SCPA EUR2.5
TELECOM ITALIA SPA COMMON STOCK EUR 0
SANDISK CORP USD0.001
SMUCKER(J.M.)CO COM STK NPV
STAPLES INC USD0.0006
SYMANTEC CORP USD0.01
TERADATA CORPORATION USD0.01
CREDIT INDEX SWAP - CDI
CREDIT INDEX SWAP - CDI
UNITED STATES OF AMERICA NOTES FIXED .125%
URBAN OUTFITTERS INC USD0.0001
WESCO INTERNATIONAL INC USD0.01
WESTERN DIGITAL CORP USD0.01
XEROX CORP COMMON STOCK USD 1
GOLDMAN SACHS DAF CAYMAN COMMODITY FUND
ACS ACTIVIDADES DE CONSTRUCCION Y ORD EUR0.5
DAIICHI SANKYO COMPANY LIMITED NPV
BANDAI NAMCO HOLDINGS INC COMMON STOCK JPY
INPEX CORPORATION NPV
UNILEVER NV CVA EUR0.16
TOTAL SA COMMON STOCK EUR 2.5
GREE INC NPV
K&S AG NPV
OTSUKA HLDGS CO LTD NPV
JAPAN AIRLINES CO LTD NPV
COMMERZBANK AG NPV
KONINKLIJKE AHOLD NV COMMON STOCK EUR 0.01
BANCA MONTE DEI PASCHI DI SIENA SPA COMMON STOCK
REPSOL SA RIGHT EUR
LVMH MOET HENNESSY - RIGHT
Equity TRS, Index
Equity TRS, Index
Equity TRS, Index
Equity TRS, Index
USD FORWARD COLLATERAL
USD SWAP COLLATERAL
CAC 40 INDEX EQUITY INDEX 16/JAN/2015 CFF5 INDEX
CAN 10YR BOND FUT BOND 20/MAR/2015 CNH5 COMDTY
FUTURE AEX INDEX EQUITY INDEX 16/JAN/2015 EOF5
S&P500 EMINI FUT EQUITY INDEX 20/MAR/2015 ESH5
LONG GILT FUTURE BOND 27/MAR/2015 G H5 COMDTY
DAX INDEX FUTURE EQUITY INDEX 20/MAR/2015 GXH5
HANG SENG IDX FUT EQUITY INDEX 29/JAN/2015 HIF5
IBEX 35 INDX FUTR EQUITY INDEX 16/JAN/2015 IBF5
JPN 10Y BOND(OSE) BOND 11/MAR/2015 JBH5 COMDTY
S&P/TSX 60 IX FUT EQUITY INDEX 19/MAR/2015 PTH5
OMXS30 IND FUTURE EQUITY INDEX 16/JAN/2015 QCF5
EURO-BUND FUTURE BOND 06/MAR/2015 RXH5 COMDTY
FTSE/MIB IDX FUT EQUITY INDEX 20/MAR/2015 STH5
TOPIX INDX FUTR EQUITY INDEX 12/MAR/2015 TPH5
US 10YR NOTE (CBT) BOND 20/MAR/2015 TYH5 COMDTY
CBOE VIX FUTURE NON-EQUITY INDEX 21/JAN/2015 UXF5
AUST 10Y BOND FUT BOND 16/MAR/2015 XMH5 COMDTY
SPI 200 FUTURES EQUITY INDEX 19/MAR/2015 XPH5
FTSE 100 IDX FUT EQUITY INDEX 20/MAR/2015 Z H5
61,746.00
78,872.00
150,402.00
955,759.00
42,509.00
48,726.00
355,859.00
196,880.00
110,644.00
30,160,000.00
-30,160,000.00
15,411,000.00
167,734.00
58,400.00
49,582.00
368,836.00
828,259.00
31,795.00
84,200.00
57,500.00
106,800.00
27,568.00
18,774.00
180,100.00
36,163.00
36,700.00
44,100.00
74,305.00
62,857.00
1,295,380.00
48,830.00
6,221.00
20,785,269.37
-20,785,269.37
3,774,047.00
-3,774,047.00
-800,000.00
10,800,000.00
-250.00
17.00
303.00
-131.00
56.00
49.00
147.00
-101.00
30.00
80.00
563.00
44.00
-36.00
134.00
563.00
229.00
16.00
-17.00
438.00
933034.41
4832487.44
1075714.49
1019304.77
4165031.82
4920351.48
6448165.08
5050956.4
4832929.92
485953
0
14878114.23
5892495.42
4450664
5488727.4
5112066.96
13127905.15
1108216.88
1177348.54
1217349.13
1189001.32
1078397.71
961829.94
1084170.57
997923.81
1100310.73
1307523.39
974628.74
1117149.1
737941.94
27002.64
108058.02
970476.7
0
-55377.28
0
-800000
10800000
0.00000
0.00000
0.12500
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
0.00000
CURRENCY FORWARDS
Per End Date
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
Account Number
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
000003010675500
Account Name
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
GOLDMAN SACHS DYNAMIC ALLOCATION FUND
Broker
Currency Bought/Sold
MORGAN STANLEY & CO INC
CHF
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
NOK
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
JPYNY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
DKK
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
EUR
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
SEK
NY
MORGAN STANLEY & CO INC
USD
NY
STATE STREET BK & TRUST
CHF
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
EUR
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
JPY
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
DKK
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
SEK
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
JPY
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
NOK
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
DKK
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
SEK
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
EUR
DTC00997
STATE STREET BK & TRUST
USD
DTC00997
STATE STREET BK & TRUST
CHF
DTC00997
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
SEK
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
JPYNY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
EUR
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
CHF
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
DKK
NY
MORGAN STANLEY & CO INC
USD
NY
MORGAN STANLEY & CO INC
NOK
NY
Expiration Date
03/18/2015
12/04/2014
03/18/2015
12/04/2014
03/18/2015
12/04/2014
03/18/2015
12/04/2014
03/18/2015
12/04/2014
03/18/2015
12/04/2014
03/18/2015
12/10/2014
03/18/2015
12/10/2014
03/18/2015
12/10/2014
03/18/2015
12/10/2014
03/18/2015
12/10/2014
03/18/2015
12/15/2014
03/18/2015
12/15/2014
03/18/2015
12/15/2014
03/18/2015
12/15/2014
03/18/2015
12/15/2014
03/18/2015
12/15/2014
03/18/2015
12/16/2014
03/18/2015
12/16/2014
03/18/2015
12/16/2014
03/18/2015
12/16/2014
03/18/2015
12/16/2014
03/18/2015
12/16/2014
Base Market Value
Bought/Sold
-6,083,418.0800
6,194,109.4400
-4,726,620.3300
4,971,760.9600
-56,523,333.1500
56,505,762.4900
-3,962,544.2700
4,041,385.9500
-31,457,934.4300
32,046,070.2000
-4,927,189.8600
5,104,143.1300
-130,934.5000
134,177.4800
-726,511.1900
743,842.2000
-1,637,388.9000
1,649,233.3200
-21,136.9600
21,661.7200
-57,740.5100
59,870.6200
-1,787,626.5900
1,771,053.3000
-13,531.0800
13,389.8600
-95,476.0800
92,677.4300
-59,657.6400
57,740.5100
-872,158.0000
847,596.3900
-186,816.1700
181,293.9200
-78,716.7300
76,987.3400
-170,660.4300
167,080.5000
-822,363.0400
799,162.3100
-103,794.9800
100,718.8400
-63,648.6100
61,784.9500
-26,798.8700
26,779.7200
Unrealized
Gain/Loss
Bought/Sold
110,691.36
0.00
245,140.63
0.00
-17,570.66
0.00
78,841.68
0.00
588,135.77
0.00
176,953.27
0.00
3,242.98
0.00
17,331.01
0.00
11,844.42
0.00
524.76
0.00
2,130.11
0.00
0.00
-16,573.29
0.00
-141.22
0.00
-2,798.65
0.00
-1,917.13
0.00
-24,561.61
0.00
-5,522.25
0.00
-1,729.39
0.00
-3,579.93
0.00
-23,200.73
0.00
-3,076.14
0.00
-1,863.66
0.00
-19.15
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
12/20/2019
12/20/2019
7/15/2024
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/1/1900
1/8/2015
12/19/2014
3/25/2015
3/25/2015
3/25/2015
3/25/2015
12/31/2049
12/31/2049
1/16/2015
3/20/2015
1/16/2015
3/20/2015
3/27/2015
3/20/2015
1/29/2015
1/16/2015
3/11/2015
3/19/2015
1/16/2015
3/6/2015
3/20/2015
3/12/2015
3/20/2015
1/21/2015
3/16/2015
3/19/2015
3/20/2015