0001145549-16-014699.txt : 20160607 0001145549-16-014699.hdr.sgml : 20160607 20160607124327 ACCESSION NUMBER: 0001145549-16-014699 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160531 FILED AS OF DATE: 20160607 DATE AS OF CHANGE: 20160607 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 161700575 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009242 Financial Square Government Fund C000025196 FST Shares FGTXX C000025197 FST Administration Shares FOAXX C000025198 FST Service Shares FOSXX C000025199 FST Preferred Shares GPGXX C000025200 FST Select Shares GSGXX C000025201 FST Capital Shares GCGXX C000088802 FST Cash Management Shares GVCXX C000088803 FST Premier Shares GGPXX C000088804 FST Resource Shares GVRXX C000166882 FST Class A Shares FSOXX C000166883 FST Class C Shares FSGXX C000167141 Class R6 Shares FGGXX N-MFP1 1 primary_doc.xml N-MFP1 0000822977 XXXXXXXX 2016-05-31 0000822977 549300BRJMXN4GUWZ402 S000009242 12 N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 084-01100 N N N Exempt Government N 33 98 12523413290.58 13324013043.07 16064043570.11 19572279764.79 0.00 24096247841.08 25199204505.38 27848671068.76 30639542476.69 0.00 0.2653 0.2806 0.3216 0.3608 0.0000 0.5105 0.5307 0.5575 0.5648 0.0000 185546070.02 53986096165.82 53979137461.76 25432382.77 1481911226.07 52708204688.48 52705925957.10 1.0000 0.0044 1.0003 1.0003 1.0002 1.0002 0.0000 C000025196 10000000.00 47105004896.19 47102968407.68 1.0003 1.0003 1.0002 1.0002 0.0000 6387860395.41 8048428243.27 6468495348.35 5930313795.74 9597227110.15 7247945141.78 8942116518.17 6326910614.53 0.00 0.00 33614461875.60 30068018911.02 0.0026 Y For FST Institutional Shares the Investment Adviser waived $1,676,306 of Management Fees. C000025197 10000000.00 2542222511.18 2542112603.39 1.0003 1.0003 1.0002 1.0002 0.0000 177547856.60 380013548.43 28011700.78 118324982.16 65756547.84 78088102.23 201501737.58 33343931.10 0.00 0.00 550763098.87 630769611.07 0.0001 Y For FST Administration Shares the Investment Adviser waived $92,297 of Management Fees. C000025198 10000000.00 361594307.56 361578674.78 1.0003 1.0003 1.0002 1.0002 0.0000 17690461.73 23016506.52 27303482.54 6716742.42 11748951.67 111098886.68 15103486.02 13839371.80 0.00 0.00 73487750.02 159075735.84 0.0001 Y For FST Service Shares the Investment Adviser waived $15,559 of Management Fees; and Goldman, Sachs & Co. waived $78,121 of Admin Fees. C000025199 10000000.00 455843987.20 455824279.73 1.0003 1.0003 1.0002 1.0002 0.0000 255042046.37 322011420.75 40317927.30 127611248.52 125062664.07 134624662.43 11594648.46 8994633.91 0.00 0.00 595938365.57 593965386.11 0.0016 Y For FST Preferred Shares the Investment Adviser waived $13,545 of Management Fees. C000025200 10000000.00 812962621.14 812927474.37 1.0003 1.0003 1.0002 1.0002 0.0000 67547274.00 710106.33 218577744.13 8628698.19 1780177918.74 1713336290.49 137263172.65 9675876.72 0.00 0.00 2225898578.51 1733884515.51 0.0023 Y For FST Select Shares the Investment Adviser waived $24,367 of Management Fees. C000025201 10000000.00 1413535087.06 1413473975.77 1.0003 1.0003 1.0002 1.0002 0.0000 133741898.11 61368916.67 70888389.68 68461954.47 138547844.72 81120255.86 77723640.80 161099964.49 0.00 0.00 428683108.82 384998369.16 0.0011 Y For FST Capital Shares the Investment Adviser waived $55,122 of Management Fees. C000088802 10000000.00 1497.24 1497.17 1.0003 1.0003 1.0002 1.0002 0.0000 200.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 200.00 0.00 0.0001 Y For FST Cash Management Shares Goldman, Sachs & Co. waived $1 of Admin Fees. C000088803 10000000.00 1000.04 1000.00 1.0003 1.0003 1.0002 1.0002 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0001 N C000088804 10000000.00 17008765.76 17008030.42 1.0003 1.0003 1.0002 1.0002 0.0000 1153017.62 8270440.61 192772.30 1114872.90 65034.15 359735.65 136966.32 12746.02 0.00 0.00 1551501.26 9757795.18 0.0001 Y For FST Resource Shares the Investment Adviser waived $667 of Management Fees; and Goldman, Sachs & Co. waived $5,584 of Admin Fees. C000166882 1000.00 10000.69 10000.25 1.0003 1.0003 1.0002 1.0002 0.0000 0.23 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.23 0.00 0.0001 N C000166883 1000.00 10000.69 10000.25 1.0003 1.0003 1.0002 1.0002 0.0000 0.23 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.23 0.00 0.0001 Y For Class C Shares Goldman, Sachs & Co. waived $6 of Admin Fees. 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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 10241323.00 10718238.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 11500000.00 11887956.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 11923088.00 11626111.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.500000 12968741.00 10532003.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 11650990.00 12020436.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-01-01 3.500000 18208974.00 14437074.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 3.000000 16250061.00 10449777.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-06-01 2.500000 19064921.00 10965197.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 19155628.00 14109258.00 Agency Mortgage-Backed Securities 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2016-06-07 2016-07-07 Y BNP Paribas N/A N/A 1.0000 1 N N N 0.0036 750000000.00 750000000.00 750000000.00 0.0142 N N Y N SOCIETE GENERALE SOCIETE GENERALE 0.349999% O2RNE8IBXP4R0TD8PU41 0000865845 1001311857791561So U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 3.500000 2089.00 1527.00 Agency Mortgage-Backed Securities Federal Home Loan Bank 2017-10-20 0.850000 25000000.00 24980451.00 Agency Debentures and Agency Strips STRIPS 2028-11-15 0.00 31699000.00 24149883.00 U.S. Treasuries (including strips) STRIPS 2029-11-15 0.00 45.00 33.00 U.S. Treasuries (including strips) TREASURY BILL 2016-06-23 0.00 1300.00 1300.00 U.S. Treasuries (including strips) TREASURY BILL 2016-10-13 0.00 1300.00 1298.00 U.S. Treasuries (including strips) TREASURY BILL 2016-06-16 0.00 1380000.00 1379854.00 U.S. Treasuries (including strips) TREASURY BILL 2016-08-04 0.00 19999900.00 19989160.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2028-04-15 3.625000 500.00 1006.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2032-04-15 3.375000 28100.00 54172.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-01-15 2.375000 14000.00 20124.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2028-01-15 1.750000 8237000.00 10818783.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2029-01-15 2.500000 547100.00 760503.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-07-15 1.250000 190515000.00 222748947.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-01-15 1.125000 3979800.00 4606311.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-07-15 0.375000 35000000.00 35679228.00 U.S. Treasuries (including strips) US TREASURY FRN 2016-10-31 0.393292 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-15 6.875000 266800.00 387616.00 U.S. Treasuries (including strips) US TREASURY N/B 2042-08-15 2.750000 12518900.00 13012323.00 U.S. Treasuries (including strips) US TREASURY N/B 2044-02-15 3.625000 3889100.00 4740180.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-02-15 2.500000 1700.00 1663.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 48813600.00 52507781.00 U.S. Treasuries (including strips) US TREASURY N/B 2045-11-15 3.000000 16774500.00 18038750.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 0.625000 598600.00 599594.00 U.S. Treasuries (including strips) US TREASURY N/B 2024-11-15 2.250000 201928900.00 209674541.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 150900.00 157165.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 4.500000 688600.00 714668.00 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-31 1.250000 100.00 101.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.750000 57972300.00 58993482.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-31 1.875000 141523000.00 144695592.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-01-31 1.375000 1975400.00 1986207.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 3.125000 44973200.00 46075379.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 76901500.00 78436454.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-01-31 1.750000 187504000.00 190066675.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 1.125000 1000.00 993.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-03-31 1.500000 143818000.00 142840038.00 U.S. Treasuries (including strips) US TREASURY N/B 2023-05-31 1.625000 5642000.00 5633187.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-31 1.500000 25884800.00 26313452.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-10-31 1.750000 3051100.00 3114237.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 2.000000 26971200.00 27767918.00 U.S. Treasuries (including strips) US TREASURY 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MORGAN SECURITIES LLC J.P. 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Treasuries (including strips) US TREASURY N/B 2017-07-15 0.875000 18879.82 18965.61 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-31 1.875000 326753.40 332676.69 U.S. Treasuries (including strips) US TREASURY N/B 2017-09-15 1.000000 463714.91 465918.71 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 0.750000 103507.79 103484.11 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 1286825.43 1307864.34 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-15 0.875000 118048.57 118171.45 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 1.000000 339505.56 341771.96 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-15 0.875000 126362.31 126822.72 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.750000 828062.34 828718.66 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.750000 331.22 331.56 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-28 2.750000 10400.46 10812.01 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-31 2.875000 63396.45 66003.36 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 0.750000 742275.08 740858.10 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 2.625000 748568.35 775046.14 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 1.000000 490809.11 491945.21 U.S. Treasuries (including strips) US TREASURY N/B 2018-06-15 1.125000 19376.66 19562.97 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-31 1.250000 69888.46 70659.72 U.S. Treasuries (including strips) US TREASURY N/B 2019-03-31 1.500000 12387.81 12593.50 U.S. Treasuries (including strips) US TREASURY N/B 2019-04-15 0.875000 114935.05 114576.50 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 0.875000 132324.36 131761.61 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-31 1.125000 86184.73 86420.06 U.S. Treasuries (including strips) US TREASURY N/B 2019-06-30 1.625000 151237.31 154916.22 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.000000 44433.82 44236.08 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.500000 77009.80 77960.08 U.S. Treasuries (including strips) US TREASURY N/B 2019-12-31 1.125000 101851.67 102198.79 U.S. Treasuries (including strips) US TREASURY N/B 2020-01-31 1.250000 1584944.44 1595365.60 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-29 1.250000 1656.12 1665.07 U.S. Treasuries (including strips) US TREASURY N/B 2020-04-30 1.125000 1597365.37 1593080.81 U.S. Treasuries (including strips) US TREASURY N/B 2020-04-30 1.375000 51025.20 51363.38 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 1.375000 619125.65 623166.92 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 2.125000 142161.74 147764.74 U.S. Treasuries (including strips) US TREASURY N/B 2021-01-31 2.125000 1811800.39 1887866.70 U.S. Treasuries (including strips) US TREASURY N/B 2021-02-28 2.000000 44781.61 46322.47 U.S. Treasuries (including strips) US TREASURY N/B 2021-03-31 1.250000 81994.73 81726.94 U.S. Treasuries (including strips) US TREASURY N/B 2021-04-30 1.375000 181014.43 181259.37 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 2.125000 1739725.85 1816454.10 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 127985.31 134251.43 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 2.000000 115.93 119.41 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-28 1.750000 930245.23 946542.99 U.S. Treasuries (including strips) US TREASURY N/B 2022-03-31 1.750000 23185.75 23546.95 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 100112.74 102970.38 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 2.125000 2.65 2.82 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.750000 751549.38 760963.78 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-28 1.500000 134642.94 134027.69 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-28 1.500000 4173.43 4154.39 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 101553.56 100002.60 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-31 3.250000 127223.50 129232.87 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-15 4.875000 844143.31 864146.48 U.S. Treasuries (including strips) US TREASURY N/B 2016-08-31 3.000000 7585.05 7691.71 U.S. Treasuries (including strips) US TREASURY N/B 2016-09-30 3.000000 141151.51 143064.16 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 3.250000 57682.82 59357.99 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-31 3.125000 54337.45 55801.80 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 3.250000 1329536.89 1364871.47 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-31 2.750000 908964.03 927107.04 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 3.875000 143569.45 152279.01 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 3.125000 49.68 52.83 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 41403116.84 41403116.84 41403116.84 0.0008 N Y Y N BNP PARIBAS Joint Account I 0.290000% R0MUWSFPU8MPRO8K5P83 0000872786 103447518779156BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N STRIP PRINC 2027-08-15 0.00 16.56 13.25 U.S. Treasuries (including strips) STRIPS 2034-05-15 0.00 1.66 0.99 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 1.82 1.32 U.S. Treasuries (including strips) TREASURY BILL 2016-07-21 0.00 6828003.29 6825818.37 U.S. Treasuries (including strips) TREASURY BILL 2016-06-30 0.00 7995074.35 7993715.17 U.S. Treasuries (including strips) TREASURY BILL 2016-08-04 0.00 16.56 16.56 U.S. Treasuries (including strips) TREASURY BILL 2016-08-11 0.00 169073.77 168984.17 U.S. Treasuries (including strips) TREASURY BILL 2016-09-08 0.00 331224.93 330943.39 U.S. Treasuries (including strips) TREASURY BILL 2016-10-20 0.00 447.15 446.49 U.S. Treasuries (including strips) TREASURY BILL 2016-11-03 0.00 2500715.13 2495988.72 U.S. Treasuries (including strips) TSY INFL IX N/B 2043-02-15 0.625000 16.56 16.06 U.S. Treasuries (including strips) TSY INFL IX N/B 2016-07-15 2.500000 88552.99 106289.25 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-01-15 2.375000 2846133.06 3467752.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-07-15 2.625000 33.12 40.08 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-07-15 1.875000 2384819.53 2882649.78 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-04-15 0.125000 82.81 84.13 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-01-15 0.125000 59140.21 60980.83 U.S. Treasuries (including strips) TSY INFL IX N/B 2018-04-15 0.125000 215.30 224.57 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-07-15 0.375000 2552618.08 2666907.74 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-07-15 0.375000 33.12 33.78 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 7.250000 66.24 90.09 U.S. Treasuries (including strips) US TREASURY N/B 2043-05-15 2.875000 16.56 17.39 U.S. Treasuries (including strips) US TREASURY N/B 2044-02-15 3.625000 33.12 40.41 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 1209964.69 1302478.96 U.S. Treasuries (including strips) US TREASURY N/B 2046-02-15 2.500000 447153.66 437273.88 U.S. Treasuries (including strips) US TREASURY N/B 2046-05-15 2.500000 16.56 16.06 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-30 1.250000 33.12 33.29 U.S. Treasuries (including strips) US TREASURY N/B 2019-10-31 1.500000 16.56 16.73 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-15 4.625000 49.68 51.67 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 4140295.12 4158352.02 U.S. Treasuries (including strips) US TREASURY N/B 2018-03-15 1.000000 99.37 99.70 U.S. Treasuries (including strips) US TREASURY N/B 2025-08-15 2.000000 16.56 16.89 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-31 1.375000 1103989.27 1110716.45 U.S. Treasuries (including strips) US TREASURY N/B 2022-09-30 1.750000 6186536.52 6259677.95 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-15 3.625000 16.56 18.05 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-15 3.375000 115.93 124.87 U.S. Treasuries (including strips) US TREASURY N/B 2022-10-31 1.875000 33.12 33.78 U.S. Treasuries (including strips) US TREASURY N/B 2025-11-15 2.250000 529943.33 549341.03 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-30 0.875000 4144948.83 4148186.06 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-30 2.000000 20910511.67 21397329.35 U.S. Treasuries (including strips) US TREASURY N/B 2020-11-30 1.625000 16.56 16.73 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 3.250000 3440714.94 3531927.16 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-15 1.250000 78533.43 79511.54 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-15 1.125000 2346794.91 2364431.48 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-30 3.125000 4140328.25 4241797.18 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 1.625000 2360656.67 2323875.63 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 16.56 16.89 U.S. Treasuries (including strips) US TREASURY N/B 2019-04-15 0.875000 3836578.42 3823410.24 U.S. Treasuries (including strips) US TREASURY N/B 2018-04-30 2.625000 3617754.67 3745592.59 U.S. Treasuries (including strips) US TREASURY N/B 2026-05-15 1.625000 141598.66 138910.93 U.S. Treasuries (including strips) US TREASURY N/B 2019-05-15 0.875000 941838.10 937634.20 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-30 0.875000 33.12 33.12 U.S. Treasuries (including strips) US TREASURY N/B 2022-02-15 2.000000 49.68 51.34 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.875000 2484187.01 2493501.55 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.875000 9899452.11 9936570.17 U.S. Treasuries (including strips) US TREASURY N/B 2022-08-15 1.625000 4187676.85 4221233.25 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 0.750000 298.10 297.94 U.S. Treasuries (including strips) US TREASURY N/B 2023-02-15 2.000000 49.68 51.17 U.S. Treasuries (including strips) US TREASURY N/B 2020-06-30 1.875000 1636598.96 1688537.52 U.S. Treasuries (including strips) US TREASURY N/B 2016-07-15 0.625000 10615.76 10644.08 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-15 2.500000 33.12 35.28 U.S. Treasuries (including strips) US TREASURY N/B 2020-09-30 2.000000 16.56 17.06 U.S. Treasuries (including strips) US TREASURY N/B 2023-11-15 2.750000 33.12 35.61 U.S. Treasuries (including strips) US TREASURY N/B 2016-11-15 0.625000 33.12 33.12 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 2.125000 33.12 34.61 U.S. Treasuries (including strips) US TREASURY N/B 2021-07-31 2.250000 6014796.40 6305072.82 U.S. Treasuries (including strips) US TREASURY N/B 2022-05-31 1.875000 16.56 16.89 U.S. Treasuries (including strips) US TREASURY N/B 2022-06-30 2.125000 33.12 34.45 U.S. Treasuries (including strips) US TREASURY N/B 2020-06-30 1.625000 662582.36 675981.57 U.S. Treasuries (including strips) STRIPS 2029-05-15 0.00 2.48 1.99 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 1.16 0.99 U.S. Treasuries (including strips) TREASURY BILL 2016-06-23 0.00 20949.98 20947.66 U.S. Treasuries (including strips) TSY INFL IX N/B 2032-04-15 3.375000 8633295.12 16620248.83 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 8.750000 2685488.96 2900892.99 U.S. Treasuries (including strips) US TREASURY N/B 2017-05-15 8.750000 4304019.61 4649246.58 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 8.875000 632175.91 710447.34 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 8.500000 4120438.19 5320139.87 U.S. Treasuries (including strips) US TREASURY N/B 2021-11-15 8.000000 16.56 22.36 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 7.625000 16.56 22.85 U.S. Treasuries (including strips) US TREASURY N/B 2036-02-15 4.500000 33.12 45.71 U.S. Treasuries (including strips) US TREASURY N/B 2039-11-15 4.375000 3063830.65 4118061.65 U.S. Treasuries (including strips) US TREASURY N/B 2043-08-15 3.625000 16.56 20.20 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-15 0.750000 8202338.35 8233177.55 U.S. Treasuries (including strips) US TREASURY N/B 2017-04-15 0.875000 49683.74 49823.68 U.S. Treasuries (including strips) US TREASURY N/B 2017-09-15 1.000000 115.93 116.43 U.S. Treasuries (including strips) US TREASURY N/B 2018-02-15 3.500000 149.05 157.17 U.S. Treasuries (including strips) US TREASURY N/B 2017-02-28 0.500000 6984043.36 6984043.36 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-15 3.500000 16.56 18.05 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-15 2.625000 331224.93 351611.83 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-15 3.125000 66.24 71.88 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-31 1.375000 16.56 16.56 U.S. Treasuries (including strips) US TREASURY N/B 2024-05-15 2.500000 82.81 87.61 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-31 1.500000 82.81 83.63 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 159650418.54 159650418.54 159650418.54 0.0030 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account I 0.280000% MBNUM2BPBDO7JBLYG310 0000315030 103447518779156CGM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TSY INFL IX N/B 2026-01-15 2.000000 16.56 23.19 U.S. Treasuries (including strips) TSY INFL IX N/B 2016-07-15 2.500000 5863608.77 7036244.58 U.S. Treasuries (including strips) TSY INFL IX N/B 2017-07-15 2.625000 49.68 60.12 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 0.250000 8446981.09 8498995.50 U.S. Treasuries (including strips) TSY INFL IX N/B 2018-07-15 1.375000 5798423.71 6740584.92 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-04-15 0.125000 3674029.78 3789205.64 U.S. Treasuries (including strips) TSY INFL IX N/B 2019-07-15 1.875000 1866999.03 2257837.16 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 0.625000 8230939.63 8566112.43 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-07-15 1.250000 5183670.23 6060714.77 U.S. Treasuries (including strips) TSY INFL IX N/B 2021-01-15 1.125000 1827036.74 2114654.09 U.S. Treasuries (including strips) TSY INFL IX N/B 2022-01-15 0.125000 16.56 17.55 U.S. Treasuries (including strips) TSY INFL IX N/B 2023-07-15 0.375000 82.81 86.62 U.S. Treasuries (including strips) US TREASURY N/B 2020-02-15 3.625000 9605.52 10556.47 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 1.000000 57252.23 57634.46 U.S. Treasuries (including strips) US TREASURY N/B 2019-01-15 1.125000 10530369.37 10612445.25 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 54652114.23 54652114.23 54652114.23 0.0010 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account I 0.280000% 0001330437 103447518779156CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N US TREASURY N/B 2045-08-15 2.875000 85199896.92 90000165.84 U.S. Treasuries (including strips) US TREASURY N/B 2026-02-15 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Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0044 184476385.25 184476385.25 184476385.25 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384J75 US313384J750 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0044 34447249.50 34447249.50 34447249.50 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384K57 US313384K576 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0044 27855332.10 27855332.10 27855332.10 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384L31 US313384L319 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0044 452741748.00 452741748.00 452741748.00 0.0086 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384L56 US313384L566 U.S. Government 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-15 4.000000 2106168.00 605463.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-10-15 3.000000 167645952.00 117053287.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-11-15 3.000000 152114420.00 105444893.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-07-20 3.500000 1951.00 1141.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-11-20 3.000000 419142.00 289802.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-04-20 4.000000 1268.00 721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-06-20 5.000000 2277704.00 1227099.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 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FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 4.000000 399083.00 173028.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 4.000000 751970.00 238212.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 5.000000 2547008.00 1742394.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 4.000000 1630.00 1406.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 2427398.00 2011318.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-01 3.000000 211107.00 182369.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 1372240.00 1194840.00 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-16 Y Bank of Nova Scotia (The) N/A N/A 1.0000 1 N N N 0.0046 850000000.00 850000000.00 850000000.00 0.0161 N N Y N RBC CAPITAL MARKETS, LLC RBC CAPITAL MARKETS, LLC 0.339998% 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2041-11-15 4.000000 1183.00 125.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-15 4.000000 2345695.00 674320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-03-20 4.500000 77.00 42.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-05-20 5.000000 5259566.00 3845775.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-11-20 4.000000 17502088.00 17401331.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 3.500000 12727419.00 13492664.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-20 7.000000 224296.00 273144.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-09-15 4.500000 602840.00 663446.00 Agency 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MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-04-15 4.500000 2265919.00 982744.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-05-15 4.500000 123287.00 28283.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-02-15 6.000000 1770.00 56.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-05-15 5.500000 1280.00 48.00 Agency Mortgage-Backed Securities TSY INFL IX N/B 2018-04-15 0.125000 148047000.00 154431270.00 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-31 3.250000 199200.00 204954.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-10-31 1.875000 43700.00 44418.00 U.S. Treasuries (including strips) US TREASURY N/B 2021-04-30 1.375000 8443100.00 8448920.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-07-31 2.000000 400.00 413.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 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FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-12-01 5.500000 700000.00 140282.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 5.500000 8180000.00 469530.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-11-01 4.500000 2084739.00 149629.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 1802027.00 94746.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 1800.00 95.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-03-01 4.500000 182384.00 28464.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-11-01 6.000000 566109.00 71943.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 6.500000 783246.00 145132.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-06-01 5.000000 1365427.00 83110.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-03-01 5.000000 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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 1973781.00 560224.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 4.500000 575988.00 187666.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.000000 144000.00 61644.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 4.000000 160000.00 62029.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 2442.00 1069.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 900000.00 393872.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-06-01 5.000000 434296.00 37269.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-09-01 4.000000 278167.00 59952.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.000000 360000.00 272841.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 885075.00 671112.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 159150.00 125206.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-04-01 2.500000 63410.00 44279.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 2.500000 150000.00 105801.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 2.500000 204000.00 146160.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 3.000000 881826.00 707404.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-11-01 5.000000 288000.00 93745.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-11-01 5.000000 1458418.00 520176.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 4.000000 276139.00 112816.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-07-01 5.000000 240102.00 41410.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-02-01 4.500000 590000.00 62814.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-03-01 3.500000 8616564.00 945504.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-07-01 4.500000 1500000.00 207232.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-01-01 3.500000 22008217.00 4458832.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-01-01 5.000000 256094.00 97378.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-09-01 6.000000 100060.00 31261.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 4.500000 100000.00 32731.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 100000.00 94013.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 4.000000 264391.00 94393.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.000000 70000.00 42846.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 4.000000 845275.00 438874.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-08-01 3.500000 1225885.00 549870.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 585000.00 498882.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 1001.00 1049.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-06-01 3.500000 267400.00 202381.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-08-01 3.000000 171538.00 131399.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 601935.00 554649.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 3.000000 25420.00 24938.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 501000.00 535273.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 2076406.00 246527.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-02-01 4.000000 1243277.00 536642.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-01-01 4.500000 1894192.00 191356.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-04-01 4.000000 2785420.00 388718.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-04-01 6.000000 200000.00 72216.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-06-01 5.500000 1320282.00 570733.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 5.000000 110890.00 77796.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 4.500000 100000.00 28015.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-11-01 4.000000 2298.00 535.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-11-01 4.000000 1036009.00 536810.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-01 8.000000 11602260.00 51203.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-06-01 6.500000 19046048.00 100997.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 8.000000 7758828.00 153489.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-01-01 7.500000 10455550.00 63958.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-02-01 6.500000 19027135.00 445849.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-04-01 4.500000 27080114.00 407541.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-10-01 5.500000 5376004.00 111905.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-11-01 5.500000 29520639.00 629684.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 5.000000 220.00 10.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 5.500000 5341240.00 422045.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 2951534.00 201269.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-03-01 5.500000 3900000.00 271215.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 5.500000 1367494.00 53598.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 6.000000 1459719.00 126295.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-06-01 7.000000 3074447.00 80527.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 5.500000 656000.00 37820.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2017-11-01 4.500000 12785090.00 118927.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 6.000000 1965000.00 287693.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 5.500000 1600000.00 112045.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 6.000000 1984.00 18.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 5.250000 2049823.00 244578.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 6.000000 1270000.00 26500.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2018-07-01 4.500000 3057128.00 57470.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 5.500000 2031080.00 101297.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-12-01 6.500000 1310133.00 83310.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 82000.00 40993.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-11-01 4.500000 724366.00 288339.00 Agency Mortgage-Backed Securities FANNIE MAE 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NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-05-20 4.500000 86122.00 48612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-06-20 4.500000 16245219.00 9110446.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-12-20 4.000000 2877297.00 1977340.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 5440124.00 5139252.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-02-20 3.500000 138763.00 144424.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 4.000000 79560.00 71291.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 4.000000 162031.00 176279.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 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8.000000 143909.00 33940.00 Agency Mortgage-Backed Securities STRIP PRINC 2027-08-15 0.00 49900.00 40017.00 U.S. Treasuries (including strips) STRIP PRINC 2045-08-15 0.00 300000.00 133152.00 U.S. Treasuries (including strips) STRIPS 2032-02-15 0.00 553969.00 383324.00 U.S. Treasuries (including strips) STRIPS 2035-02-15 0.00 824000.00 516244.00 U.S. Treasuries (including strips) STRIPS 2031-02-15 0.00 76044.00 54413.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2044-02-15 1.375000 14472500.00 16448072.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2018-04-15 0.125000 58312300.00 60842824.00 U.S. Treasuries (including strips) US TREASURY N/B 2040-08-15 3.875000 903700.00 1139823.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-01-15 0.750000 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-08-15 0.875000 110186100.00 110595780.00 U.S. Treasuries (including strips) US TREASURY N/B 2019-08-31 1.625000 74998800.00 76603962.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-01-31 1.500000 24163700.00 24284187.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-01-31 0.750000 100.00 100.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 2.750000 3098700.00 3226284.00 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 1.000000 400.00 402.00 U.S. Treasuries (including strips) US TREASURY N/B 2022-04-30 1.750000 95202000.00 96514282.00 U.S. Treasuries (including strips) US TREASURY N/B 2018-05-15 1.000000 1127500.00 1130110.00 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 26.00 21.00 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-07-05 Y BNP Paribas N/A N/A 1.0000 1 N N N 0.0037 1000000000.00 1000000000.00 1000000000.00 0.0190 N N Y N Goldman Sachs Financial Square Funds - Government 2016-06-06 Debbie Farrell Debbie Farrell Vice President