Goldman Sachs Strategic Income Fund

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 8.32 0.0 8.32
Stocks 0.0 0.0 0.0
Bonds 48.65 0.0 48.65
Other 17.86 7.99 9.87
Foreign Bonds 254.88 221.84 33.04
Foreign Stocks 0.0 0.0 0.0
Convertible 0.0 0.0 0.0
Preferred 0.12 0.0 0.12

Updated 12.31.2012

Top 10 Holdings

Performance as of 04.30.2013

Portfolio as of 12.31.2012

% Net Assets
5yr Us Treasury Note Futures Mar13 Xcbt 20.08
10yr Us Treasury Note Futures Mar13 Xcbt 11.74
Gr364075 Irs Jpy R V 06mlibor 1 Vanilla 11.38
Gr364075 Irs Jpy P F .50000 2 Vanilla 11.33
Gr367614 Irs Usd P F .50000 2 Vanilla 6.67
Gr367614 Irs Usd R V 03mlibor 1 Vanilla 6.66
Ir202501 Irs Gbp P F .85750 2 Vanilla 5.96
Ir202501 Irs Gbp R V 06mlibor 1 Vanilla 5.95
Gr368118 Irs Usd R V 03mlibor 1 Vanilla 5.71
Fannie Mae Single Family TBA 3% 2042-01-01 5.59
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