Goldman Sachs Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

GMSAX, GMSCX, GMSSX, GFFRX, GFIRX, GMSWX, GMQPX

Fund manager

Goldman Sachs High Yield Instl

Total assets

$327.12 mm

Liabilities

$42.27 mm

Net assets

$284.84 mm

Number of holdings

194.00

194 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Goldman Sachs Financial Square Government Fund	199.88 mm	199.88 mm shares	70.17	Short-term investment vehicle	Long	USA
S&P500 EMINI	1.47 mm	332.00 contracts	0.52	Equity derivative	N/A	USA
HANG SENG INDEX	1.44 mm	90.00 contracts	0.51	Equity derivative	N/A	Hong Kong
HSCEI	1.36 mm	210.00 contracts	0.48	Equity derivative	N/A	Hong Kong
CURRENCY CONTRACT - NZD BNP PARIBAS SECURITIES CORP.	1.23 mm	1.00 contracts	0.43	DFE	N/A	USA
CURRENCY CONTRACT - AUD RBC Capital Markets, LLC	1.06 mm	1.00 contracts	0.37	DFE	N/A	USA
LME ZINC	1.04 mm	132.00 contracts	0.36	Commodity derivative	N/A	UK
FTSE/JSE TOP 40	847.98 k	329.00 contracts	0.30	Equity derivative	N/A	South Africa
IRS EUR	711.05 k	1.00 contracts	0.25	Interest rate derivative	N/A	UK
LME ZINC	675.34 k	98.00 contracts	0.24	Commodity derivative	N/A	UK
LME NICKEL	673.20 k	81.00 contracts	0.24	Commodity derivative	N/A	UK
DAX INDEX	613.91 k	35.00 contracts	0.22	Equity derivative	N/A	Germany
CURRENCY CONTRACT - ZAR The Bank of New York Mellon	565.14 k	1.00 contracts	0.20	DFE	N/A	USA
IRS EUR	524.56 k	1.00 contracts	0.18	Interest rate derivative	N/A	UK
IRS CHF	504.94 k	1.00 contracts	0.18	Interest rate derivative	N/A	UK
IBEX 35 INDX	493.90 k	133.00 contracts	0.17	Equity derivative	N/A	Spain
GOLD 100 OZ	489.43 k	28.00 contracts	0.17	Commodity derivative	N/A	USA
EURO-BTP	457.26 k	154.00 contracts	0.16	Interest rate derivative	N/A	Germany
CURRENCY CONTRACT - SEK J.P. MORGAN SECURITIES LLC	434.24 k	1.00 contracts	0.15	DFE	N/A	USA
TOPIX INDX	425.92 k	-61.00 contracts	0.15	Equity derivative	N/A	Japan
CURRENCY CONTRACT - GBP STANDARD CHARTERED BANK	409.87 k	1.00 contracts	0.14	DFE	N/A	USA
LME COPPER	379.65 k	18.00 contracts	0.13	Commodity derivative	N/A	UK
EURO STOXX 50	370.21 k	215.00 contracts	0.13	Equity derivative	N/A	Germany
LME LEAD	363.67 k	170.00 contracts	0.13	Commodity derivative	N/A	UK
IRS USD	314.75 k	1.00 contracts	0.11	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - GBP Bank of America, National Association	311.53 k	1.00 contracts	0.11	DFE	N/A	USA
IRS CAD	302.42 k	1.00 contracts	0.11	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - GBP Bank of America, National Association	267.72 k	1.00 contracts	0.09	DFE	N/A	USA
IRS CHF	240.38 k	1.00 contracts	0.08	Interest rate derivative	N/A	UK
LME PRI ALUM	233.24 k	65.00 contracts	0.08	Commodity derivative	N/A	UK
CURRENCY CONTRACT - IDR NATWEST MARKETS SECURITIES INC.	222.21 k	1.00 contracts	0.08	DFE	N/A	USA
CURRENCY CONTRACT - BRL Deutsche Bank Securities Inc.	218.72 k	1.00 contracts	0.08	DFE	N/A	USA
US LONG BOND(CBT)	198.25 k	-92.00 contracts	0.07	Interest rate derivative	N/A	USA
IRS HUF	198.09 k	1.00 contracts	0.07	Interest rate derivative	N/A	UK
DJIA MINI E-CBOT	187.15 k	34.00 contracts	0.07	Equity derivative	N/A	USA
US 10YR NOTE (CBT)	168.16 k	-197.00 contracts	0.06	Interest rate derivative	N/A	USA
FTSE/MIB INDEX	163.64 k	66.00 contracts	0.06	Equity derivative	N/A	Italy
IRS GBP	154.26 k	1.00 contracts	0.05	Interest rate derivative	N/A	UK
SPI 200 S	152.29 k	72.00 contracts	0.05	Equity derivative	N/A	Australia
OMXS30 IND	146.86 k	154.00 contracts	0.05	Equity derivative	N/A	Sweden
SILVER	139.02 k	23.00 contracts	0.05	Commodity derivative	N/A	USA
LIVE CATTLE	135.66 k	42.00 contracts	0.05	Commodity derivative	N/A	USA
COFFEE 'C'	129.19 k	31.00 contracts	0.05	Commodity derivative	N/A	USA
S&P/TSX 60 IX	112.09 k	40.00 contracts	0.04	Equity derivative	N/A	Canada
IRS PLN	110.51 k	1.00 contracts	0.04	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - CLP J.P. MORGAN SECURITIES LLC	109.20 k	1.00 contracts	0.04	DFE	N/A	USA
NASDAQ 100 E-MINI	106.93 k	13.00 contracts	0.04	Equity derivative	N/A	USA
CURRENCY CONTRACT - PLN STATE STREET GLOBAL MARKETS, LLC	100.29 k	1.00 contracts	0.04	DFE	N/A	USA
IRS EUR	92.63 k	1.00 contracts	0.03	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - KRW CITIGROUP GLOBAL MARKETS INC.	86.34 k	1.00 contracts	0.03	DFE	N/A	USA
CURRENCY CONTRACT - JPY J.P. MORGAN SECURITIES LLC	78.04 k	1.00 contracts	0.03	DFE	N/A	USA
S&P MID 400 EMINI	74.77 k	10.00 contracts	0.03	Equity derivative	N/A	USA
CURRENCY CONTRACT - EUR STANDARD CHARTERED BANK	72.02 k	1.00 contracts	0.03	DFE	N/A	USA
CURRENCY CONTRACT - CLP J.P. MORGAN SECURITIES LLC	69.33 k	1.00 contracts	0.02	DFE	N/A	USA
CURRENCY CONTRACT - IDR Deutsche Bank Securities Inc.	68.58 k	1.00 contracts	0.02	DFE	N/A	USA
VSTOXX	64.00 k	645.00 contracts	0.02	Equity derivative	N/A	Germany
LME PRI ALUM	63.16 k	50.00 contracts	0.02	Commodity derivative	N/A	UK
CURRENCY CONTRACT - KRW RBC Capital Markets, LLC	61.25 k	1.00 contracts	0.02	DFE	N/A	USA
CURRENCY CONTRACT - NZD HSBC SECURITIES (USA) INC.	61.17 k	1.00 contracts	0.02	DFE	N/A	USA
CURRENCY CONTRACT - IDR BNP PARIBAS SECURITIES CORP.	60.15 k	1.00 contracts	0.02	DFE	N/A	USA
LME COPPER	60.14 k	9.00 contracts	0.02	Commodity derivative	N/A	UK
CURRENCY CONTRACT - SEK STANDARD CHARTERED BANK	57.56 k	1.00 contracts	0.02	DFE	N/A	USA
CURRENCY CONTRACT - KRW UBS Securities LLC	55.25 k	1.00 contracts	0.02	DFE	N/A	USA
CAC40 10 EURO	53.98 k	30.00 contracts	0.02	Equity derivative	N/A	France
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	50.73 k	1.00 contracts	0.02	DFE	N/A	USA
CURRENCY CONTRACT - NZD J.P. MORGAN SECURITIES LLC	47.82 k	1.00 contracts	0.02	DFE	N/A	USA
CURRENCY CONTRACT - USD J.P. MORGAN SECURITIES LLC	45.09 k	1.00 contracts	0.02	DFE	N/A	USA
IRS MXN	44.06 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
CURRENCY CONTRACT - CLP Bank of America, National Association	43.57 k	1.00 contracts	0.02	DFE	N/A	USA
IRS GBP	37.51 k	1.00 contracts	0.01	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - CZK STATE STREET GLOBAL MARKETS, LLC	36.87 k	1.00 contracts	0.01	DFE	N/A	USA
CURRENCY CONTRACT - NZD BARCLAYS CAPITAL INC.	36.26 k	1.00 contracts	0.01	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	31.07 k	1.00 contracts	0.01	DFE	N/A	USA
FTSE 100 INDEX	29.69 k	-32.00 contracts	0.01	Equity derivative	N/A	UK
CURRENCY CONTRACT - CAD Bank of America, National Association	27.49 k	1.00 contracts	0.01	DFE	N/A	USA
CURRENCY CONTRACT - GBP STANDARD CHARTERED BANK	27.05 k	1.00 contracts	0.01	DFE	N/A	USA
CURRENCY CONTRACT - AUD J.P. MORGAN SECURITIES LLC	24.43 k	1.00 contracts	0.01	DFE	N/A	USA
FTSE TAIWAN INDEX	23.35 k	44.00 contracts	0.01	Equity derivative	N/A	Singapore
CURRENCY CONTRACT - IDR CITIGROUP GLOBAL MARKETS INC.	21.34 k	1.00 contracts	0.01	DFE	N/A	USA
MILL WHEAT EURO	20.27 k	-82.00 contracts	0.01	Commodity derivative	N/A	France
CURRENCY CONTRACT - USD J.P. MORGAN SECURITIES LLC	20.09 k	1.00 contracts	0.01	DFE	N/A	USA
CURRENCY CONTRACT - GBP J.P. MORGAN SECURITIES LLC	16.65 k	1.00 contracts	0.01	DFE	N/A	USA
CURRENCY CONTRACT - GBP STANDARD CHARTERED BANK	16.33 k	1.00 contracts	0.01	DFE	N/A	USA
IRS GBP	15.97 k	1.00 contracts	0.01	Interest rate derivative	N/A	UK
WTI CRUDE	15.11 k	-21.00 contracts	0.01	Commodity derivative	N/A	USA
IRS USD	13.85 k	1.00 contracts	0.00	Interest rate derivative	N/A	UK
NIKKEI 225 (OSE)	11.34 k	5.00 contracts	0.00	Equity derivative	N/A	Japan
CURRENCY CONTRACT - PLN BARCLAYS CAPITAL INC.	10.89 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - SEK STANDARD CHARTERED BANK	10.70 k	1.00 contracts	0.00	DFE	N/A	USA
SET50	10.60 k	2.20 k contracts	0.00	Equity derivative	N/A	Thailand
CURRENCY CONTRACT - EUR STATE STREET GLOBAL MARKETS, LLC	10.58 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - EUR STATE STREET GLOBAL MARKETS, LLC	10.46 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - GBP STANDARD CHARTERED BANK	10.20 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - GBP STANDARD CHARTERED BANK	8.08 k	1.00 contracts	0.00	DFE	N/A	USA
LME LEAD	7.71 k	18.00 contracts	0.00	Commodity derivative	N/A	UK
CURRENCY CONTRACT - CAD HSBC SECURITIES (USA) INC.	7.33 k	1.00 contracts	0.00	DFE	N/A	USA
WHEAT	6.94 k	-35.00 contracts	0.00	Commodity derivative	N/A	USA
EURO-OAT	6.89 k	102.00 contracts	0.00	Interest rate derivative	N/A	Germany
CURRENCY CONTRACT - USD Nomura Securities International, Inc.	6.46 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - SEK J.P. MORGAN SECURITIES LLC	5.45 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - HUF Deutsche Bank Securities Inc.	4.18 k	1.00 contracts	0.00	DFE	N/A	USA
IRS SEK	3.57 k	1.00 contracts	0.00	Interest rate derivative	N/A	UK
BIST 30	3.14 k	-1.77 k contracts	0.00	Equity derivative	N/A	Turkey
CURRENCY CONTRACT - INR STATE STREET GLOBAL MARKETS, LLC	3.12 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - SEK STANDARD CHARTERED BANK	2.70 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - CAD STATE STREET GLOBAL MARKETS, LLC	2.54 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - BRL RBC Capital Markets, LLC	2.40 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - COP MORGAN STANLEY & CO. LLC	2.18 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - JPY J.P. MORGAN SECURITIES LLC	1.48 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	1.08 k	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - JPY J.P. MORGAN SECURITIES LLC	960.39	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD UBS Securities LLC	956.32	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - EUR STATE STREET GLOBAL MARKETS, LLC	811.44	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - MXN STATE STREET GLOBAL MARKETS, LLC	543.30	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - CZK STATE STREET GLOBAL MARKETS, LLC	461.21	1.00 contracts	0.00	DFE	N/A	USA
KC HRW WHEAT	443.90	-78.00 contracts	0.00	Commodity derivative	N/A	USA
CURRENCY CONTRACT - PLN STATE STREET GLOBAL MARKETS, LLC	384.90	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - CAD UBS Securities LLC	112.57	1.00 contracts	0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD UBS Securities LLC	-82.21	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD RBC Capital Markets, LLC	-908.59	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD J.P. MORGAN SECURITIES LLC	-1.75 k	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-1.85 k	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD J.P. MORGAN SECURITIES LLC	-1.95 k	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-2.23 k	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD RBC Capital Markets, LLC	-2.23 k	1.00 contracts	-0.00	DFE	N/A	USA
CBOE VIX	-2.56 k	-17.00 contracts	-0.00	Equity derivative	N/A	USA
COCOA	-2.80 k	-3.00 contracts	-0.00	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-3.19 k	1.00 contracts	-0.00	DFE	N/A	USA
CORN	-4.86 k	-15.00 contracts	-0.00	Commodity derivative	N/A	USA
IRS ZAR	-4.86 k	1.00 contracts	-0.00	Interest rate derivative	N/A	UK
KOSPI2 INX	-5.50 k	-49.00 contracts	-0.00	Equity derivative	N/A	Korea, Republic of
PALLADIUM	-5.90 k	1.00 contracts	-0.00	Commodity derivative	N/A	USA
LEAN HOGS	-8.82 k	19.00 contracts	-0.00	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD STANDARD CHARTERED BANK	-8.93 k	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-9.59 k	1.00 contracts	-0.00	DFE	N/A	USA
LOW SU GASOIL G	-10.36 k	-78.00 contracts	-0.00	Commodity derivative	N/A	UK
IRS USD	-10.40 k	1.00 contracts	-0.00	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - USD RBC Capital Markets, LLC	-13.10 k	1.00 contracts	-0.00	DFE	N/A	USA
CURRENCY CONTRACT - USD The Bank of New York Mellon	-14.87 k	1.00 contracts	-0.01	DFE	N/A	USA
CURRENCY CONTRACT - MXN MORGAN STANLEY & CO. LLC	-16.09 k	1.00 contracts	-0.01	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-16.49 k	1.00 contracts	-0.01	DFE	N/A	USA
CURRENCY CONTRACT - USD UBS Securities LLC	-20.55 k	1.00 contracts	-0.01	DFE	N/A	USA
NY HARB ULSD	-21.09 k	-27.00 contracts	-0.01	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD STANDARD CHARTERED BANK	-27.28 k	1.00 contracts	-0.01	DFE	N/A	USA
IRS AUD	-27.40 k	1.00 contracts	-0.01	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - HUF STATE STREET GLOBAL MARKETS, LLC	-28.00 k	1.00 contracts	-0.01	DFE	N/A	USA
GASOLINE RBOB	-28.19 k	-20.00 contracts	-0.01	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD STANDARD CHARTERED BANK	-29.78 k	1.00 contracts	-0.01	DFE	N/A	USA
CURRENCY CONTRACT - USD Bank of America, National Association	-33.01 k	1.00 contracts	-0.01	DFE	N/A	USA
CURRENCY CONTRACT - USD STANDARD CHARTERED BANK	-34.00 k	1.00 contracts	-0.01	DFE	N/A	USA
SOYBEAN	-35.50 k	-15.00 contracts	-0.01	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD UBS Securities LLC	-35.59 k	1.00 contracts	-0.01	DFE	N/A	USA
SOYBEAN MEAL	-36.25 k	-28.00 contracts	-0.01	Commodity derivative	N/A	USA
BRENT CRUDE	-43.51 k	-61.00 contracts	-0.02	Commodity derivative	N/A	UK
IRS CZK	-44.84 k	1.00 contracts	-0.02	Interest rate derivative	N/A	UK
COTTON NO.2	-60.35 k	-24.00 contracts	-0.02	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD Deutsche Bank Securities Inc.	-65.19 k	1.00 contracts	-0.02	DFE	N/A	USA
CURRENCY CONTRACT - USD STANDARD CHARTERED BANK	-67.08 k	1.00 contracts	-0.02	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-92.84 k	1.00 contracts	-0.03	DFE	N/A	USA
SOYBEAN OIL	-94.31 k	-49.00 contracts	-0.03	Commodity derivative	N/A	USA
LME COPPER	-102.10 k	-8.00 contracts	-0.04	Commodity derivative	N/A	UK
CURRENCY CONTRACT - USD RBC Capital Markets, LLC	-103.54 k	1.00 contracts	-0.04	DFE	N/A	USA
SUGAR #11 (WORLD)	-122.98 k	-41.00 contracts	-0.04	Commodity derivative	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-124.84 k	1.00 contracts	-0.04	DFE	N/A	USA
IRS CAD	-136.63 k	1.00 contracts	-0.05	Interest rate derivative	N/A	UK
IRS EUR	-143.04 k	1.00 contracts	-0.05	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - USD UBS Securities LLC	-150.07 k	1.00 contracts	-0.05	DFE	N/A	USA
CURRENCY CONTRACT - NOK STANDARD CHARTERED BANK	-151.71 k	1.00 contracts	-0.05	DFE	N/A	USA
CURRENCY CONTRACT - USD BNP PARIBAS SECURITIES CORP.	-187.86 k	1.00 contracts	-0.07	DFE	N/A	USA
CURRENCY CONTRACT - JPY Bank of America, National Association	-197.13 k	1.00 contracts	-0.07	DFE	N/A	USA
CURRENCY CONTRACT - USD Deutsche Bank Securities Inc.	-213.05 k	1.00 contracts	-0.07	DFE	N/A	USA
AUST 10Y BOND	-244.01 k	760.00 contracts	-0.09	Interest rate derivative	N/A	Australia
CATTLE FEEDER	-257.69 k	-36.00 contracts	-0.09	Commodity derivative	N/A	USA
LME COPPER	-264.67 k	-18.00 contracts	-0.09	Commodity derivative	N/A	UK
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-275.89 k	1.00 contracts	-0.10	DFE	N/A	USA
CURRENCY CONTRACT - JPY BNP PARIBAS SECURITIES CORP.	-292.63 k	1.00 contracts	-0.10	DFE	N/A	USA
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-306.51 k	1.00 contracts	-0.11	DFE	N/A	USA
LME ZINC	-347.01 k	-57.00 contracts	-0.12	Commodity derivative	N/A	UK
LME LEAD	-351.54 k	-170.00 contracts	-0.12	Commodity derivative	N/A	UK
US 10YR ULTRA	-354.39 k	297.00 contracts	-0.12	Interest rate derivative	N/A	USA
LME LEAD	-369.56 k	-126.00 contracts	-0.13	Commodity derivative	N/A	UK
IRS SEK	-389.19 k	1.00 contracts	-0.14	Interest rate derivative	N/A	UK
MSCI EAFE	-410.69 k	-147.00 contracts	-0.14	Equity derivative	N/A	USA
LME NICKEL	-447.35 k	-81.00 contracts	-0.16	Commodity derivative	N/A	UK
IRS USD	-475.78 k	1.00 contracts	-0.17	Interest rate derivative	N/A	UK
CURRENCY CONTRACT - USD STATE STREET GLOBAL MARKETS, LLC	-543.98 k	1.00 contracts	-0.19	DFE	N/A	USA
LME PRI ALUM	-557.83 k	-65.00 contracts	-0.20	Commodity derivative	N/A	UK
E-MINI RUSS 2000	-559.20 k	-117.00 contracts	-0.20	Equity derivative	N/A	USA
LME NICKEL	-683.59 k	-77.00 contracts	-0.24	Commodity derivative	N/A	UK
NATURAL GAS	-986.77 k	-306.00 contracts	-0.35	Commodity derivative	N/A	USA
IRS GBP	-1.01 mm	1.00 contracts	-0.35	Interest rate derivative	N/A	UK
LME ZINC	-1.08 mm	-132.00 contracts	-0.38	Commodity derivative	N/A	UK
MSCI EMGMKT	-1.51 mm	-397.00 contracts	-0.53	Equity derivative	N/A	USA
FTSE CHINA A50	-2.41 mm	-931.00 contracts	-0.84	Equity derivative	N/A	Singapore