0001145549-19-011261.txt : 20190507 0001145549-19-011261.hdr.sgml : 20190507 20190507113617 ACCESSION NUMBER: 0001145549-19-011261 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190430 FILED AS OF DATE: 20190507 DATE AS OF CHANGE: 20190507 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-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 19801942 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 S000009259 Financial Square Money Market Fund C000025295 Institutional Shares FSMXX C000025296 Administration Shares FADXX C000025297 Service Shares FSVXX C000025298 Preferred Shares GPMXX C000025299 Select Shares GSMXX C000025300 Capital Shares GCKXX C000088816 Cash Management Shares GSCXX C000088817 Premier Shares GPRXX C000088818 Resource Shares GREXX N-MFP2 1 primary_doc.xml N-MFP2 0000822977 XXXXXXXX 2019-04-30 0000822977 549300AT6GF2CKVD8535 S000009259 9 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. LLC 0000734700 084-01100 N N N Prime N 47 88 4125519040.98 4311909613.26 4319357535.76 4291104322.90 5848561234.11 6278351042.04 6207712062.33 15124134942.06 0.00 0.2860 0.2860 0.2765 0.2837 0.4055 0.4164 0.3974 0.3922 0.0000 82481.25 14720673863.95 1516435000.00 75045332.20 516908328.02 14278893349.38 14272442169.0800 0.0000 0.0269 1.0004 1.0004 1.0004 1.0004 0.0000 C000025295 10000000.00 14234776557.05 14228344125.4900 1.0004 1.0004 1.0004 1.0004 0.0000 2507287422.80 1117605214.31 1734763616.78 937920495.19 1158644996.95 1113637126.89 1000425702.73 1369428069.46 0.00 0.00 6898180660.71 5496930430.05 0.0256 Y For Institutional Shares the Investment Adviser waived $600,772 of Management Fees. C000025296 10000000.00 1339384.51 1338861.6000 1.0004 1.0003 1.0003 1.0003 0.0000 2119.85 0.81 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2119.85 0.81 0.0231 Y For Administration Shares the Investment Adviser waived $55 of Management Fees. C000025297 10000000.00 140625.95 140625.3800 1.0000 1.0000 0.9999 1.0000 0.0000 227.83 19600.00 0.00 334000.00 0.00 28000.00 127800.00 0.00 0.00 0.00 128027.83 381600.00 0.0205 Y For Service Shares the Investment Adviser waived $6 of Management Fees. C000025298 10000000.00 2096828.70 2095928.7600 1.0004 1.0004 1.0003 1.0004 0.0000 3933.73 0.00 0.00 0.00 0.00 0.00 152427.02 0.00 0.00 0.00 156360.75 0.00 0.0246 Y For Preferred Shares the Investment Adviser waived $81 of Management Fees. C000025299 10000000.00 28321182.64 28308745.5400 1.0004 1.0004 1.0004 1.0004 0.0000 147033.06 928530.68 0.00 250000.00 33250.00 338967.71 0.00 0.00 0.00 0.00 182626.81 1517498.39 0.0253 Y For Select Shares the Investment Adviser waived $1,176 of Management Fees. C000025300 10000000.00 12215694.19 12210807.5200 1.0004 1.0004 1.0003 1.0004 0.0000 4410013.74 0.00 0.00 0.00 3000000.00 0.00 0.00 0.00 0.00 0.00 7410013.74 0.00 0.0241 Y For Capital Shares the Investment Adviser waived $420 of Management Fees. C000088816 10000000.00 1020.57 1020.0300 1.0005 1.0005 1.0004 1.0005 0.0000 1.55 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.55 0.00 0.0177 N C000088817 10000000.00 1031.12 1030.6000 1.0004 1.0004 1.0004 1.0005 0.0000 1.86 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.86 0.00 0.0222 N C000088818 10000000.00 1024.65 1024.1600 1.0004 1.0004 1.0004 1.0004 0.0000 1.60 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.60 0.00 0.0192 N ABN AMRO BANK N.V. ABN AMRO BANK N.V. 1.800000% 00084DAM2 BFXS5XCH7N0Y05NIXW11 US00084DAM20 Other Instrument Medium Term Note Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-20 2019-09-20 2019-09-20 N N N 0.0280 25425710.66 25425710.66 0.0018 N N N N ASB FINANCE LIMITED-LONDON BRANCH ASB FINANCE LIMITED-LONDON BRANCH 2.788499% 0020P5JQ3 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-29 2019-06-28 2019-06-28 N N N 0.0249 50024456.50 50024456.50 0.0035 N N N N ADVOCATE HEALTH CARE NETWORK ADVOCATE HEALTH CARE NETWORK 0.000000% 00777MT36 549300WJLLL39QCA0C79 Non-Financial Company Commercial Paper Y Standard and Poor's Ratings Services A-1+ 2019-06-03 2019-06-03 2019-06-03 N N N 0.0244 25939986.28 25939986.28 0.0018 N N N N ALASKA HOUSING FINANCE CORPORATION ALASKA HOUSING FINANCE CORPORATION 2.490001% 011839NY9 549300HJ8NOJNYW6ER36 Variable Rate Demand Note Y Fitch, Inc. F1+ Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2019-05-07 2019-05-07 2047-12-01 Y ALASKA HOUSING FINANCE CORPORATI 1.0000 7 N Fitch, Inc. F1+ N N 0.0249 15000000.00 15000000.00 0.0011 N N Y N ALBION CAPITAL LLC ALBION CAPITAL LLC 0.000000% 01329XS34 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-06 2019-09-06 2019-09-06 N N N 0.0258 50043093.50 50043093.50 0.0035 N N N N BNP PARIBAS-NEW YORK BRANCH BNP PARIBAS-NEW YORK BRANCH 2.684002% 05586FDJ3 R0MUWSFPU8MPRO8K5P83 US05586FDJ30 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-10 2019-07-10 2019-07-10 N N N 0.0258 60010961.40 60010961.40 0.0042 N N N N BNP PARIBAS-NEW YORK BRANCH BNP PARIBAS-NEW YORK BRANCH 2.450000% 05586FG68 R0MUWSFPU8MPRO8K5P83 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 100000040.00 100000040.00 0.0070 N N Y N BNP PARIBAS-NEW YORK BRANCH BNP PARIBAS-NEW YORK BRANCH 2.808630% 05586FPJ0 R0MUWSFPU8MPRO8K5P83 US05586FPJ02 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-08 2020-01-06 2020-01-06 N N N 0.0266 60056154.00 60056154.00 0.0042 N N N N BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 2.806628% 05971XJG7 5493004R4EJC0W0XVQ72 US05971XJG79 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-06-07 N N N 0.0266 35004301.85 35004301.85 0.0025 N N N N BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 2.970000% 05971XKK6 5493004R4EJC0W0XVQ72 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-09 2019-08-09 2019-08-09 N N N 0.0256 25026986.50 25026986.50 0.0018 N N N N BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 2.660249% 05971XLE9 5493004R4EJC0W0XVQ72 US05971XLE93 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-25 2019-07-25 2019-07-25 N N N 0.0266 18999939.58 18999939.58 0.0013 N N N N BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 2.660000% 05971XMG3 5493004R4EJC0W0XVQ72 US05971XMG33 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-23 2019-09-23 2019-09-23 N N N 0.0260 35007489.30 35007489.30 0.0025 N N N N BANK OF AMERICA, NATIONAL ASSOCIATION BANK OF AMERICA, NATIONAL ASSOCIATION 2.682630% 06050TMK5 B4TYDEB6GKMZO031MB27 US06050TMK50 0000838440 Other Instrument Bank Note Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-08 2020-04-06 2020-04-06 N N N 0.0263 39999594.00 39999594.00 0.0028 N N N N BANK OF CHINA LIMITED-HONG KONG BRANCH BANK OF CHINA LIMITED-HONG KONG BRANCH 0.000000% 06119RUG8 549300OGSFI8KL1WUU09 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-16 2019-07-16 2019-07-16 N N N 0.0258 24862309.00 24862309.00 0.0017 N N N N BANK OF MONTREAL BANK OF MONTREAL 2.946251% 06370RMX4 NQQ6HPCNCCU6TUTQYE16 US06370RMX43 0000927971 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-11-01 2019-11-01 N N N 0.0260 57053880.39 57053880.39 0.0040 N N N N BANK OF MONTREAL BANK OF MONTREAL 2.881249% 06370RQS1 NQQ6HPCNCCU6TUTQYE16 US06370RQS12 0000927971 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-10 2019-12-10 2019-12-10 N N N 0.0263 70260431.53 70260431.53 0.0049 N N N N BANK OF MONTREAL BANK OF MONTREAL 2.702632% 06370RWJ4 NQQ6HPCNCCU6TUTQYE16 US06370RWJ49 0000927971 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-20 2020-03-20 2020-03-20 N N N 0.0265 79999525.60 79999525.60 0.0056 N N N N BANK OF MONTREAL BANK OF MONTREAL 2.673382% 06370RXN4 NQQ6HPCNCCU6TUTQYE16 US06370RXN42 0000927971 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-03 2020-04-03 2020-04-03 N N N 0.0266 29999043.60 29999043.60 0.0021 N N N N BANK OF MONTREAL BANK OF MONTREAL 2.926631% 06371EAR8 NQQ6HPCNCCU6TUTQYE16 US06371EAR80 0000927971 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-12 2019-06-12 2019-06-12 N N N 0.0258 27009792.63 27009792.63 0.0019 N N N N BANK OF NOVA SCOTIA (THE) BANK OF NOVA SCOTIA (THE) 2.681500% 06417LJG3 L3I9ZG2KFGXZ61BMYR72 0000009631 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-24 2019-06-24 2019-06-24 N N N 0.0258 60006404.40 60006404.40 0.0042 N N N N MUFG BANK, LTD. MUFG BANK, LTD. 2.350000% 064255BC5 C3GTMMZIHMY46P4OIX74 US064255BC52 Other Instrument Medium Term Note Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-08 2019-09-08 2019-09-08 N N N 0.0273 34953163.00 34953163.00 0.0024 N N N N BANNER HEALTH BANNER HEALTH 2.580000% 06654FFC1 PLD0E0WJKFN8IZJ2WD85 Non-Financial Company Commercial Paper Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0260 14999989.50 14999989.50 0.0011 N Y Y N BANQUE ET CAISSE D'EPARGNE DE L'ETAT, LUXEMBOURG BANQUE ET CAISSE D'EPARGNE DE L'ETAT, LUXEMBOURG 0.000000% 0667K1S77 R7CQUF1DQM73HUTV1078 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-07 2019-05-07 2019-05-07 N N N 0.0241 33984067.26 33984067.26 0.0024 N N Y N BARCLAYS US CCP FUNDING LLC BARCLAYS US CCP FUNDING LLC 0.000000% 06742QSZ6 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 2019-08-26 2019-08-26 2019-08-26 N Y Barclays Bank PLC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0280 31557583.24 31557583.24 0.0022 N N N N BARCLAYS US CCP FUNDING LLC BARCLAYS US CCP FUNDING LLC 0.000000% 06742QVQ2 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 2019-08-20 2019-08-20 2019-08-20 N Y Barclays Bank PLC 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0278 49568333.50 49568333.50 0.0035 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 2.760000% 06742TMR4 G5GSEF7VJP5I7OUK5573 0000312070 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-09-30 2019-09-30 2019-09-30 N N N 0.0267 60021206.40 60021206.40 0.0042 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.000000% 06945MS80 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-08 2019-05-08 2019-05-08 N Y SOCIETE GENERALE 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0247 30283368.63 30283368.63 0.0021 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 0.000000% 07644BXG2 US07644BXG21 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-10-16 2019-10-16 2019-10-16 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0258 7903256.88 7903256.88 0.0006 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 2.658499% 07645RCB0 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-28 2020-03-27 2020-03-27 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0268 29994891.60 29994891.60 0.0021 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 2.679750% 07646KDH0 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-20 2019-06-18 2019-06-18 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0248 30008284.50 30008284.50 0.0021 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 2.696749% 07646KDL1 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-15 2019-07-15 2019-07-15 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0256 11002626.47 11002626.47 0.0008 N N N N CAFCO, LLC CAFCO, LLC 0.000000% 1247P3U18 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N Y CITIBANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0253 20908389.81 20908389.81 0.0015 N N N N CAFCO, LLC CAFCO, LLC 0.000000% 1247P3V17 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-08-01 2019-08-01 2019-08-01 N N Y CITIBANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0257 71522166.24 71522166.24 0.0050 N N N N CRC FUNDING, LLC CRC FUNDING, LLC 0.000000% 12619UU17 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N Y CITIBANK, NATIONAL ASSOCIATION Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0253 24890940.25 24890940.25 0.0017 N N N N CNPC FINANCE (HK) LIMITED CNPC FINANCE (HK) LIMITED 0.000000% 12623LSL0 3003002NJ625UNILOU94 Non-Financial Company Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-20 2019-05-20 2019-05-20 N N N 0.0265 19970611.20 19970611.20 0.0014 N N N N CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000% 12800BUP5 969500Q2PFTTP0Y5QL44 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-23 2019-07-23 2019-07-23 N N N 0.0254 128981014.57 128981014.57 0.0090 N N N N KAISER FOUNDATION HOSPITALS KAISER FOUNDATION HOSPITALS 2.020001% 130795C88 DW4Z57L3G4IRMHYZYK62 US130795C886 0001662508 Variable Rate Demand Note Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-05-07 2019-05-07 2046-04-01 Y Kaiser Foundation Hospitals 1.0000 7 N Fitch, Inc. 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F1+ Standard and Poor's Ratings Services A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0255 80021552.00 80021552.00 0.0056 N N N N NORDEA BANK ABP NORDEA BANK ABP 2.870881% 65590AVF0 529900ODI3047E2LIV03 US65590AVF01 0001002614 Certificate of Deposit Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-07-18 2019-10-18 2019-10-18 N N N 0.0259 28784264.54 28784264.54 0.0020 N N N N OLD LINE FUNDING CORP. OLD LINE FUNDING CORP. 0.000000% 67983UTH6 US67983UTH67 0000230428 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-17 2019-06-17 2019-06-17 N N Y Royal Bank of Canada Liquidity/Partial C/E 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-12 2019-07-12 2019-07-12 N N N 0.0255 34819091.65 34819091.65 0.0024 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 2.682382% 69034CHY7 5493007O3QFXCPOGWK22 0001448817 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-02 2020-04-02 2020-04-02 N N N 0.0265 50004304.50 50004304.50 0.0035 N N N N PACCAR FINANCIAL CORP. PACCAR FINANCIAL CORP. 1.950000% 69371RN69 PH3S12DWZBHHQKVYZ297 US69371RN695 0000731288 Other Instrument Medium Term Note Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-27 2020-02-27 2020-02-27 N N N 0.0266 11931023.40 11931023.40 0.0008 N N N N PORTLAND MAINE (CITY OF)... PORTLAND MAINE (CITY OF)... 2.500002% 7365594Y8 US7365594Y83 Variable Rate Demand Note Y Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2026-06-01 Y SUMITOMO MITSUI BANKING CORPORAT 1.0000 7 Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N Y SUMITOMO MITSUI BANKING CORPORAT Liquidity/Partial C/E 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0250 62500000.00 62500000.00 0.0044 N N Y N RIDGEFIELD FUNDING COMPANY, LLC RIDGEFIELD FUNDING COMPANY, LLC 0.000000% 76582KTA9 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-10 2019-06-10 2019-06-10 N Y BNP Paribas 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N 0.0253 24927879.75 24927879.75 0.0017 N N N N RIDGEFIELD FUNDING COMPANY, LLC RIDGEFIELD FUNDING COMPANY, LLC 0.000000% 76582KU82 US76582KU821 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-07-24 2020-04-24 2020-04-24 N N N 0.0276 54999918.60 54999918.60 0.0039 N N N N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 2.816629% 85325TU37 RILFO74KP1CM8P6PCT96 US85325TU379 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-10 2019-06-10 N N N 0.0260 49760384.32 49760384.32 0.0035 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MU27 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-02 2019-07-02 2019-07-02 N Y BNP Paribas 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-15 2019-08-15 2019-08-15 N N N 0.0255 70005937.40 70005937.40 0.0049 N N N N SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000% 86564XS39 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-03 2019-05-03 2019-05-03 N N N 0.0244 19995936.60 19995936.60 0.0014 N N Y N SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK, LIMITED-SINGAPORE BRANCH 0.000000% 86564XT53 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-18 2019-10-18 2019-10-18 N N N 0.0262 39999878.40 39999878.40 0.0028 N N N N SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 2.835248% 86958J2S7 US86958J2S79 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-19 2019-12-19 2019-12-19 N N N 0.0260 37043790.61 37043790.61 0.0026 N N N N SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 2.592130% 86958J6P9 US86958J6P94 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-09 2019-10-09 2019-10-09 N N N 0.0258 49999792.00 49999792.00 0.0035 N N N N SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH SVENSKA HANDELSBANKEN AB-NEW YORK BRANCH 2.601000% 86958J6R5 US86958J6R50 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2019-05-22 2019-11-22 2019-11-22 N N N 0.0261 8510097.58 8510097.58 0.0006 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019SS88 M312WZV08Y7LYUC71685 0000946431 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-08 2019-05-08 2019-05-08 N N N 0.0248 39977955.60 39977955.60 0.0028 N N N N SWEDBANK AB SWEDBANK AB 2.766629% 87019VSV0 M312WZV08Y7LYUC71685 US87019VSV08 0000946431 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-28 2019-07-25 2019-07-25 N N N 0.0259 40016512.80 40016512.80 0.0028 N N N N THUNDER BAY FUNDING, LLC THUNDER BAY FUNDING, LLC 0.000000% 88602UTH3 US88602UTH31 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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TPR02D241779157MER Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAYVIEW OPPORTUNITY MASTER FUND TRUST 2069-05-28 3.500000 9175576.00 6599999.00 Asset-Backed Securities BAYVIEW OPPORTUNITY MASTER FUND TRUST 2069-05-28 2.200000 187440000.00 6359596.00 Asset-Backed Securities Betony CLO 2, Ltd. 2031-04-30 3.660000 6676242.00 6599999.00 Asset-Backed Securities CIM TRUST 2048-08-25 4.800000 7828998.00 6600000.00 Private Label Collateralized Mortgage Obligations CIM TRUST 2049-02-25 4.500000 4265642.00 4194436.00 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2035-02-10 3.180000 6527924.00 6599999.00 Private Label Collateralized Mortgage Obligations CREDIT SUISSE MORTGAGE TRUST 2047-06-25 3.500000 8456134.00 6600000.00 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2035-04-12 3.090000 6567339.00 6600000.00 Private Label Collateralized Mortgage Obligations DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST 2049-05-10 3.280000 6516883.00 6599999.00 Private Label Collateralized Mortgage Obligations Evans Grove CLO, Ltd. 549300O71GCRFBJILJ09 2028-05-28 3.550000 6608842.00 6599999.00 Asset-Backed Securities EVERBANK MORTGAGE LOAN TRUST 2048-02-25 3.500000 7050000.00 6437570.00 Private Label Collateralized Mortgage Obligations Flagstar Mortgage Trust 2018-6RR 549300H3PON1KOB2RF56 2048-10-25 5.060000 6230347.00 6600000.00 Private Label Collateralized Mortgage Obligations GREAT AMERICA LEASING RECEIVABLES 2021-06-15 2.600000 6603517.00 6600000.00 Asset-Backed Securities IRVINE CORE OFFICE TRUST 2048-05-15 3.280000 6486323.00 6600000.00 Private Label Collateralized Mortgage Obligations JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2047-11-15 3.370000 6469533.00 6599999.00 Private Label Collateralized Mortgage Obligations NAVIENT STUDENT LOAN TRUST 549300YZ4ZMNDBNO4U12 2040-04-25 3.080000 7407652.00 6599999.00 Asset-Backed Securities NorthStar Education Finance, Inc. 25490059JOHYRUHEXW19 2046-01-29 3.980000 7179144.00 6599999.00 Asset-Backed Securities SLM Student Loan Trust 2003-11 5493001M3I3E3XROS356 2025-12-15 3.160000 9382491.00 6600000.00 Asset-Backed Securities SLM Student Loan Trust 2005-3 5493000ZPP19J8RRD157 2040-04-25 2.730000 6826269.00 6600000.00 Asset-Backed Securities SLM Private Credit Student Loan Trust 2004-B 549300HIOV1ESFZYQ040 2033-09-15 3.040000 6838342.00 6600000.00 Asset-Backed Securities Towd Point Mortgage Trust 2058-11-25 3.750000 7000000.00 6519877.00 Asset-Backed Securities 1211 AVENUE OF THE AMERICAS TRUST 2035-08-10 3.900000 6304880.00 6599999.00 Private Label Collateralized Mortgage Obligations WELLS FARGO COMMERCIAL MORTGAGE TRUST 549300DNBJ7A0SEFVK31 2059-12-15 4.570000 6250000.00 6550462.00 Private Label Collateralized Mortgage Obligations Wells Fargo Commercial Mortgage Trust 2016-C36 549300BSYX29G4VVM177 2059-11-15 3.070000 2961306.00 2938069.00 Private Label Collateralized Mortgage Obligations Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2019-05-01 2019-06-04 2019-06-04 N N N 0.0272 132000000.00 132000000.00 0.0092 N N N Y J.P. MORGAN SECURITIES LLC J.P. Morgan Securities LLC 2.430000% ZBUT11V806EZRVTWT807 0000782124 TPR02E3DA779157JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-01-01 5.500000 1180000.00 52187.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-04-01 2.500000 4613312.00 4188282.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 701970.00 427499.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-10-01 2.000000 18962.00 16239.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-03-01 3.500000 1901470.00 1452946.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 3.500000 1472798.00 1280324.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 3.500000 1059742.00 753342.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 3.000000 2784204.00 2765101.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 4.000000 11538736.00 10851639.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 2446904.00 2199828.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 3.500000 31930.00 31722.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 2932840.00 2967051.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 4.500000 4342000.00 3213324.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 235000.00 215343.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 1760000.00 1218407.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 5100000.00 4271174.00 Agency 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 1700000.00 1673385.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 1166974.00 1244500.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 37584832.00 35623676.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-09-20 5.000000 68376.00 70628.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-15 4.500000 4661960.00 4094019.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 4.000000 707883.00 688685.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 5.000000 1130818.00 1178478.00 Agency Mortgage-Backed Securities GOVERNMENT 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0243 115000000.00 115000000.00 0.0081 N Y Y N BNP PARIBAS BNP Paribas 2.540000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02E5387791572BN Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 2021-09-14 3.250000 2467000.00 2524143.00 Other Instrument SOVEREIGN DEBT REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 2021-07-12 4.380000 9676000.00 10078763.00 Other Instrument SOVEREIGN DEBT REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 2028-04-24 4.100000 4930000.00 5041829.00 Other Instrument SOVEREIGN DEBT REPUBBLICA ITALIANA 815600DE60799F5A9309 2033-06-15 5.380000 17488000.00 18826816.00 Other Instrument SOVEREIGN DEBT Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 2026-07-21 1.880000 1517790.00 1428751.00 Other Instrument SOVEREIGN DEBT Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 2027-06-01 2.880000 8627996.00 8703140.00 Other Instrument SOVEREIGN DEBT Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 2027-07-21 2.880000 4229363.00 4243262.00 Other Instrument SOVEREIGN DEBT Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 2049-03-07 4.000000 395964.00 406623.00 Corporate Debt Securities PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2021-01-21 5.500000 5000000.00 5178125.00 Other Instrument SOVEREIGN DEBT PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2023-01-30 3.500000 1635000.00 1581863.00 Other Instrument SOVEREIGN DEBT PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 2024-01-18 4.880000 200000.00 201763.00 Other Instrument SOVEREIGN DEBT UNITED MEXICAN STATES 254900EGTWEU67VP6075 2022-03-15 3.630000 1180000.00 1205442.00 Other Instrument SOVEREIGN DEBT UNITED MEXICAN STATES 254900EGTWEU67VP6075 2048-02-10 4.600000 3000000.00 2946667.00 Other Instrument SOVEREIGN DEBT Republica Oriental Del Uruguay 549300RDR012H2V82H43 2031-01-23 4.380000 794.00 836.00 Other Instrument SOVEREIGN DEBT Republica Oriental Del Uruguay 549300RDR012H2V82H43 2031-01-23 4.380000 600000.00 631979.00 Other Instrument SOVEREIGN DEBT Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0254 60000059.40 60000059.40 0.0042 N Y Y N HSBC BANK PLC HSBC Bank Plc 2.620000% MP6I5ZYZBEU3UXPYFY54 0001140465 TPR02E546779157GSA Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INNOSPEC INC. 2049-01-01 0.00 0.00 1079088.01 Equities Invesco QQQ Trust(SM), Series 1 2049-01-01 0.00 0.00 19999899.83 Equities Invesco Exchange-Traded Fund Trust II - Invesco S&P 500(R) Low Volatility ETF 2049-01-01 0.00 0.00 10524522.97 Equities Invesco Exchange-Traded Fund Trust II - Invesco S&P 500(R) High Dividend Low Volatility ETF 2049-01-01 0.00 0.00 2399257.71 Equities iShares Trust - iShares Core U.S. Aggregate Bond ETF 2049-01-01 0.00 0.00 19999910.44 Equities ISHARES 20+ YEAR TREASURY BOND ETF 2049-01-01 0.00 0.00 19999883.77 Equities ISHARES IBOXX + HIGH YIEL COR B ETF 2049-01-01 0.00 0.00 1575867.04 Equities iShares, Inc. - iShares MSCI Japan ETF 2049-01-01 0.00 0.00 1078640.00 Equities M/I HOMES, INC. 2049-01-01 0.00 0.00 1114967.25 Equities SPDR S+P M UNIT SER 1 ST + POORS DE 2049-01-01 0.00 0.00 7031087.12 Equities Tetra Tech, Inc. 2049-01-01 0.00 0.00 571261.95 Equities Vaneck Vectors ETF Trust - Vaneck Vectors Gold Miners ETF 54930031TORTKAM9TJ98 2049-01-01 0.00 0.00 8873614.05 Equities VanEck Vectors ETF Trust - VanEck Vectors Oil Services ETF 549300WSDUDKDJCJOV22 2049-01-01 0.00 0.00 1094538.79 Equities VANGUARD FTSE EUROPE ETF 2049-01-01 0.00 0.00 1337068.00 Equities Watts Water Technologies, Inc. 2049-01-01 0.00 0.00 3734584.00 Equities CHINA BIOLOGIC PRODUCTS USD 0.0001 2049-01-01 0.00 0.00 18237065.77 Equities CREDICORP LTD USD 5.0 2049-01-01 0.00 0.00 19999984.62 Equities SEAGATE TECHNOLOGY PLC USD 2049-01-01 0.00 0.00 10588583.04 Equities SINA CORP/CHINA USD 0.133 2049-01-01 0.00 0.00 890355.96 Equities AERCAP HOLDINGS NV EUR 0.01 2049-01-01 0.00 0.00 1069819.74 Equities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0262 140000445.20 140000445.20 0.0098 N Y Y N HSBC Securities (USA) Inc HSBC Securities (USA) Inc 2.520000% CYYGQCGNHMHPSMRL3R97 0000853784 TPR02E5497791573HS Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2022-05-23 2.950000 3495000.00 3520672.00 Corporate Debt Securities COOPERATIEVE RABOBANK U.A. DG3RU1DBUFHT4ZF9WN62 2041-05-24 5.250000 3040000.00 3749597.00 Corporate Debt Securities DELL INT LLC / EMC CORP 2026-06-15 6.020000 3392000.00 3749195.00 Corporate Debt Securities KEURIG DR PEPPER INC. DYTQ8KRTKO7Y2BVU5K74 2046-12-15 4.420000 1235000.00 1142986.00 Corporate Debt Securities EBAY INC. OML71K8X303XQONU6T67 2021-08-01 2.880000 256000.00 257684.00 Corporate Debt Securities EBAY INC. OML71K8X303XQONU6T67 2024-08-01 3.450000 1085000.00 1103987.00 Corporate Debt Securities GENERAL MOTORS COMPANY 54930070NSV60J38I987 2028-10-01 5.000000 3400000.00 3510186.00 Corporate Debt Securities Gilead Sciences, Inc. 549300WTZWR07K8MNV44 2025-02-01 3.500000 95000.00 97528.00 Corporate Debt Securities THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 2020-06-15 6.000000 575000.00 607643.00 Corporate Debt Securities THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 2039-04-23 4.410000 25000.00 25343.00 Corporate Debt Securities THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 2024-02-20 3.630000 56000.00 57230.00 Corporate Debt Securities THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 2026-02-25 3.750000 1571000.00 1588015.00 Corporate Debt Securities GOODMAN US FIN FOUR 2037-10-15 4.500000 763000.00 751490.00 Corporate Debt Securities The Home Depot, Inc. QEKMOTMBBKA8I816DO57 2025-09-15 3.350000 35000.00 36077.00 Corporate Debt Securities The Home Depot, Inc. 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F1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0259 110000259.60 110000259.60 0.0077 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 2.520000% 0000050916 TPR02E554779157RBC Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T INC. 549300Z40J86GGSTL398 2046-05-15 4.750000 224000.00 227129.00 Corporate Debt Securities Her Majesty the Queen in Right of the Province of Alberta LQPXMHHNJKIPJYE53543 2019-12-06 1.900000 385000.00 386417.00 Corporate Debt Securities Her Majesty the Queen in Right of the Province of Alberta LQPXMHHNJKIPJYE53543 2020-08-26 1.750000 4233000.00 4204347.00 Corporate Debt Securities Altria Group, Inc. XSGZFLO9YTNO9VCQV219 2026-02-14 4.400000 20409.00 21235.00 Corporate Debt Securities Altria Group, Inc. 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MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-05-15 6.500000 6595955.95 4852030.42 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-01-15 4.000000 38426068.21 7749188.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-02-15 4.000000 17115416.39 2721103.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 2.130000 2087872.75 2080474.13 U.S. Treasuries (including strips) Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0282 1162171250.26 1162171250.26 0.0814 N Y Y N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 2.760000% TPR02E56E779157SSB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2029-04-15 3.880000 31000000.00 62772830.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-04-15 3.380000 50000000.00 95512250.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-11-15 4.380000 100000000.00 126486600.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 4.630000 90665000.00 117408364.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 2.880000 399890000.00 413824167.10 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 800005608.00 800005608.00 0.0560 N Y Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 2.700000% TPR02E5757791576MU Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T INC. 549300Z40J86GGSTL398 2046-05-15 4.750000 100000.00 101397.00 Corporate Debt Securities AT&T INC. 549300Z40J86GGSTL398 2047-02-15 5.650000 398000.00 448753.00 Corporate Debt Securities Air Products And Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 2024-07-31 3.350000 6000.00 6182.00 Corporate Debt Securities Altria Group, Inc. XSGZFLO9YTNO9VCQV219 2044-01-31 5.380000 3880000.00 3999769.00 Corporate Debt Securities American International Group, Inc. ODVCVCQG2BP6VHV36M30 2022-06-01 4.880000 43000.00 46196.00 Corporate Debt Securities Apache Corporation 72ZZ1XRHOOU9P9X16K08 2029-12-15 7.750000 235000.00 292033.00 Corporate Debt Securities Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 2021-06-15 4.300000 191000.00 200837.00 Corporate Debt Securities ARCHER-DANIELS-MIDLAND COMPANY 549300LO13MQ9HYSTR83 2029-05-01 6.630000 55000.00 69192.00 Corporate Debt Securities BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2028-12-20 3.420000 600000.00 595078.00 Corporate Debt Securities BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 2025-12-15 4.250000 3892000.00 3999254.00 Corporate Debt Securities CIGNA HOLDING COMPANY 45RS2W538ZOGNWLVIX82 2025-04-15 3.250000 25000.00 24746.00 Corporate Debt Securities CARNIVAL CORPORATION. F1OF2ZSX47CR0BCWA982 2023-10-01 7.200000 15000.00 17326.00 Corporate Debt Securities Caterpillar Inc. WRJR7GS4GTRECRRTVX92 2021-03-15 9.380000 21000.00 23683.00 Corporate Debt Securities CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE 2038-01-01 6.850000 3818400.00 3999990.00 Other Instrument MUNICIPAL BOND CHICAGO IL WSTWTR TRANSMISSION REVENUE 2040-01-01 6.900000 3059200.00 3999991.00 Other Instrument MUNICIPAL BOND COCA-COLA REFRESH USA 2023-09-15 6.750000 5000.00 5737.00 Corporate Debt Securities Crane Co. 549300X1RO9ID7AUCA83 2023-12-15 4.450000 4000.00 4254.00 Corporate Debt Securities Dover Corporation 549300FMC2ALGA7N9E80 2028-06-01 6.650000 100000.00 123895.00 Corporate Debt Securities EPR PROPERTIES 549300YSSXFHMPOWZ492 2022-08-15 5.750000 30000.00 32271.00 Corporate Debt Securities Express Scripts Holding Company 5493003UA6VMND084504 2021-11-15 4.750000 133000.00 141620.00 Corporate Debt Securities JOHNSON & JOHNSON 549300G0CFPGEF6X2043 2020-09-01 2.950000 342000.00 345849.00 Corporate Debt Securities LOS ANGELES CNTY CA FACS INC LEASE REVENUE 2037-12-01 5.000000 1163500.00 1421360.00 Other Instrument MUNICIPAL BOND MPLX LP 5493000CZJ19CK4P3G36 2025-06-01 4.880000 30000.00 32491.00 Corporate Debt Securities MARRIOTT INTERNATIONAL, INC. 225YDZ14ZO8E1TXUSU86 2022-01-15 2.300000 22000.00 21772.00 Corporate Debt Securities THE COMMONWEALTH OF MASSACHUSETTS 5493001N1YCXNI1O7K10 2046-09-01 3.000000 1405000.00 1326948.00 Other Instrument MUNICIPAL BOND MASSACHUSETTS ST TRANSPRTN FUND REVENUE 2040-06-01 5.730000 3177470.00 3999990.00 Other Instrument MUNICIPAL BOND Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 2027-04-01 3.350000 91000.00 92608.00 Corporate Debt Securities MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH 2043-07-01 7.430000 2905190.00 3999992.00 Other Instrument MUNICIPAL BOND METROPOLITAN TRANSPORTATION AUTHORITY 5493000TKYODLXADQD60 2039-11-15 7.340000 2000000.00 3005147.00 Other Instrument MUNICIPAL BOND MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 2027-02-06 3.300000 85000.00 87574.00 Corporate Debt Securities New Jersey Economic Development Authority 5493006JS6QWDVU4R678 2029-02-15 7.430000 3201300.00 3999956.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 2038-11-01 5.570000 3245000.00 3994125.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 2037-08-01 5.000000 750000.00 896806.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 2038-11-01 4.000000 3609970.00 3999991.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE 2041-06-15 5.790000 3792700.00 3999905.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE 2042-06-15 6.280000 3693800.00 3999970.00 Other Instrument MUNICIPAL BOND Norfolk Southern Corporation 54930036C8MWP850MI84 2024-01-15 3.850000 2000.00 2097.00 Corporate Debt Securities Oklahoma Municipal Power Authority 54930074Q1M8747DCS20 2045-01-01 6.440000 3105950.00 3999991.00 Other Instrument MUNICIPAL BOND STATE OF OREGON 549300R5SUGZRD8KP359 2034-12-01 5.000000 965000.00 1167963.00 Other Instrument MUNICIPAL BOND Packaging Corporation of America 549300XZP8MFZFY8TJ84 2022-06-15 3.900000 82000.00 85112.00 Corporate Debt Securities PALO ALTO CA COPS 2044-11-01 5.000000 3349330.00 3999989.00 Other Instrument MUNICIPAL BOND PEACEHEALTH OBLIGATED GR 2048-11-15 4.790000 1999990.00 2293024.00 Corporate Debt Securities PERNOD RICARD 52990097YFPX9J0H5D87 2042-01-15 5.500000 150000.00 172724.00 Corporate Debt Securities QUEST DIAGNOSTICS INCORPORATED 8MCWUBXQ0WE04KMXBX50 2025-03-30 3.500000 20000.00 20066.00 Corporate Debt Securities REGL TRANSPRTN DIST CO COPS 2040-06-01 7.670000 2755000.00 3999140.00 Other Instrument MUNICIPAL BOND REPUBLIC SERVICES, INC. NKNQHM6BLECKVOQP7O46 2020-03-01 5.000000 20000.00 20525.00 Corporate Debt Securities Ross Stores, Inc. 549300ENZFLPGRDFZQ60 2024-09-15 3.380000 417000.00 424464.00 Corporate Debt Securities RYDER SYSTEM, INC. ZXJ6Y2OSPZXIVGRILD15 2022-03-01 2.800000 23000.00 22977.00 Corporate Debt Securities City of San Antonio, acting by and through City Public Service Board 5493002G2FEH20Q4GQ04 2041-02-01 6.170000 3117400.00 3236044.00 Other Instrument MUNICIPAL BOND SAN DIEGO CA PUBLIC FACS FING AUTH WTR REVENUE 2027-08-01 5.000000 890000.00 1110125.00 Other Instrument MUNICIPAL BOND City and County of San Francisco 549300RA28ZEFOB6M782 2029-04-01 5.000000 2315000.00 2613607.00 Other Instrument MUNICIPAL BOND Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 2020-02-15 5.500000 25000.00 25756.00 Corporate Debt Securities Target Corporation 8WDDFXB5T1Z6J0XC1L66 2024-07-01 3.500000 1810000.00 1894128.00 Corporate Debt Securities Trimble Inc. 549300E2MI7NSZFQWS19 2024-12-01 4.750000 149000.00 156103.00 Corporate Debt Securities UTAH ST TRANSIT AUTH SALES TAX REVENUE 2040-06-15 5.710000 3128800.00 3999964.00 Other Instrument MUNICIPAL BOND Waste Management, Inc. 549300YX8JIID70NFS41 2022-09-15 2.900000 326000.00 328303.00 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2021-01-22 3.000000 67000.00 67804.00 Corporate Debt Securities WM. Wrigley Jr. Company Z88M4EWU0NI3QVOOIZ80 2020-10-21 3.380000 258000.00 260664.00 Corporate Debt Securities PERNOD RICARD SA SR NT REGS 21 52990097YFPX9J0H5D87 2021-04-07 5.750000 205000.00 216339.00 Corporate Debt Securities ROLLS ROYCE PLCSR REGS NT 25 X57JK1U580XATGR67572 2025-10-14 3.630000 147998.00 148344.00 Corporate Debt Securities SIEMENS FIN NV SR REGS NT 26 TAFO772JB70PDRN5VS48 2026-10-15 2.350000 206999.00 195670.00 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLCSR GLBL REGS 20 5493002SQ1AVQBY41K40 2020-11-13 3.460000 17036.00 17221.00 Corporate Debt Securities ZF NORTH AMER CAPSR GLBL REGS 20 529900JYGMS9CW9IQX78 2020-04-29 4.000000 164000.00 165171.00 Corporate Debt Securities Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-05-01 2019-05-01 2019-05-01 N N N 0.0270 80000000.00 80000000.00 0.0056 N Y Y N J.P. MORGAN SECURITIES LLC J.P. Morgan Securities LLC 2.490000% ZBUT11V806EZRVTWT807 0000782124 TPR02E57E779157JP Other Instrument U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-05-07 2019-05-07 2019-05-07 N N N 0.0249 115000000.00 115000000.00 0.0081 N N Y N Forward Settling Repurchase Agreement. The response for Item C.7 is Y. The response for Item C.8 is N. Goldman Sachs Financial Square Funds - Money Market 2019-05-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer