Goldman Sachs Managed Futures Strategy Fund

Fund Holdings

Asset Allocation

% Long % Net
Cash 99.16 99.16
Stocks 0.0 0.0
Bonds 0.0 0.0
Other 0.0 0.0
Foreign Bonds 0.84 0.84
Foreign Stocks 0.0 0.0
Convertible 0.0 0.0
Preferred 0.0 0.0

Updated 12.31.2013

Top 10 Holdings

Performance as of 03.31.2014

Portfolio as of 12.31.2013

% Net Assets
Irs Libo/2 Gbp0319 0.48
Irs Libo/3 Gbp0324 0.22
Irs Libo/3.5 Gbp0344 0.14