0001145549-19-011262.txt : 20190507 0001145549-19-011262.hdr.sgml : 20190507 20190507113623 ACCESSION NUMBER: 0001145549-19-011262 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: 19801944 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 S000009258 Financial Square Prime Obligations Fund C000025288 Institutional Shares FPOXX C000025289 Administration Shares FBAXX C000025290 Service Shares FBSXX C000025291 Preferred Shares GPPXX C000025292 Select Shares GSPXX C000025293 Capital Shares GCPXX C000088811 Cash Management Shares GFOXX C000088814 Premier Shares GOPXX C000088815 Resource Shares GBRXX N-MFP2 1 primary_doc.xml N-MFP2 0000822977 XXXXXXXX 2019-04-30 0000822977 549300PY02304776R694 S000009258 9 N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. 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C000025292 10000000.00 82451542.56 82426436.0900 1.0003 1.0002 1.0002 1.0003 0.0000 2819792.34 6201032.59 900000.00 9366701.57 11250.00 3800000.00 16508151.00 200000.00 0.00 0.00 20789193.34 19567734.16 0.0252 Y For Select Shares the Investment Adviser waived $3,006 of Management Fees and $33 of Other Fees. C000025293 10000000.00 4533582.40 4531718.4500 1.0004 1.0004 1.0003 1.0004 0.0000 1809103.51 487361.11 0.00 200000.00 0.00 150000.00 0.00 450000.00 0.00 0.00 1809103.51 1287361.11 0.0240 Y For Capital Shares the Investment Adviser waived $208 of Management Fees and $2 of Other Fees. 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Citigroup Global Markets Inc. 3.030998% 0000315030 TPR02A9A4779158CGM Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACE SECURITIES CORP. 2034-06-25 5.670000 1544668.00 192421.00 Asset-Backed Securities AEGIS ASSET BACKED SECURITIES TRUST 2035-12-25 2.930000 4117568.00 1850000.00 Asset-Backed Securities AMERIQUEST MORTGAGE SECURITIES INC. 2034-04-25 3.890000 8512677.00 1384935.00 Asset-Backed Securities BVRT 2017-THREE LLC 2030-07-10 0.00 1899128.00 1849999.00 Asset-Backed Securities BVRT 2017 THREE LLC 2030-07-10 0.00 1882026.00 1850000.00 Asset-Backed Securities BVRT 2017-THREE LLC 2030-07-10 0.00 1873558.00 1850000.00 Asset-Backed Securities BVRT 2017-THREE LLC 2030-07-10 0.00 1899319.00 1849999.00 Asset-Backed Securities BVRT 2019-BEFG45 LLC 2028-02-10 0.00 207445615.00 1850000.00 Asset-Backed Securities BVRT 2019-BEFG45 LLC 2031-01-10 0.00 1883530.00 1849999.00 Asset-Backed Securities BVRT 2019-BEFG45 LLC 2031-01-10 0.00 1909618.00 1850000.00 Asset-Backed Securities BANC OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE INC. 549300KC4TL4CE0SHX51 2045-07-10 5.390000 14174.00 3.00 Private Label Collateralized Mortgage Obligations CARRINGTON MORTGAGE LOAN TRUST 2035-05-25 4.500000 4159000.00 42969.00 Asset-Backed Securities CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 2036-03-25 4.910000 979997.00 259872.00 Private Label Collateralized Mortgage Obligations Citigroup Mortgage Loan Trust Inc. 549300R1KUK063S4I339 2034-08-25 6.550000 6943000.00 746135.00 Private Label Collateralized Mortgage Obligations Citigroup Mortgage Loan Trust Inc. 549300R1KUK063S4I339 2035-02-25 3.620000 100.00 8.00 Asset-Backed Securities Citigroup Mortgage Loan Trust Inc. 549300R1KUK063S4I339 2035-05-25 4.710000 3735788.00 1850000.00 Private Label Collateralized Mortgage Obligations Consumer Lending Receivables Trust 2026-04-15 5.260000 1944687.00 1850000.00 Asset-Backed Securities CREDIT SUISSE MORTGAGE TRUST 2040-09-15 6.320000 961704.00 50131.00 Private Label Collateralized Mortgage Obligations DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2047-08-25 2.710000 15223954.00 1850000.00 Private Label Collateralized Mortgage Obligations FBR SECURITIZATION TRUST 2035-09-25 4.500000 8800000.00 5590.00 Asset-Backed Securities FIRST HORIZON MORTGAGE PASS-THROUGH TRUST 2036-01-25 5.000000 11612.00 398.00 Private Label Collateralized Mortgage Obligations Freed ABS Trust 2018-2 549300S83C1QQOPJBY76 2025-10-20 5.880000 451666.00 460002.00 Asset-Backed Securities GSAMP TRUST 2035-11-25 3.110000 2219690.00 1849999.00 Asset-Backed Securities JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST 2037-09-12 5.610000 57.00 36.00 Private Label Collateralized Mortgage Obligations MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-10-25 4.230000 2974579.00 1850000.00 Asset-Backed Securities MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-10-25 4.230000 5486683.00 1850000.00 Asset-Backed Securities NOVASTAR HOME EQUITY LOAN 2034-12-25 5.400000 3248160.00 551439.00 Asset-Backed Securities PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST 2035-08-25 0.00 1000000.00 10.00 Asset-Backed Securities RAAC SERIES 2036-02-25 2.950000 1927572.00 1849999.00 Asset-Backed Securities RESI FINANCE LIMITED PARTNERSHIP 2035-12-10 4.680000 2075.00 1.00 Private Label Collateralized Mortgage Obligations SAXON ASSET SECURITIES TRUST 2037-11-25 2.960000 4922.00 4557.00 Asset-Backed Securities SAXON ASSET SECURITIES TRUST 2046-10-25 3.530000 3000000.00 1499.00 Asset-Backed Securities SKOPOS AUTO RECEIVABLES TRUST 2021-08-15 8.360000 1831107.00 1849999.00 Asset-Backed Securities STARWOOD WAYPOINT HOMES TRUST 2035-01-17 5.070000 1856164.00 1849999.00 Asset-Backed Securities STRUCTURED ASSET SECURITIES CORPORATION 2036-04-25 2.780000 2702519.00 1850000.00 Asset-Backed Securities Towd Point Mortgage Trust 2058-11-25 3.750000 1926280.00 1850000.00 Asset-Backed Securities Towd Point Mortgage Trust 2058-11-25 4.750000 2067881.00 1850000.00 Asset-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-16 2019-08-05 2019-08-05 N N N 0.0303 37000000.00 37000000.00 0.0078 N N N Y Wells Fargo Securities LLC Wells Fargo Securities LLC 2.801002% 0001224385 TPR02C90E779158WEL Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALLY MASTER OWNER TRUST 2023-01-17 2.750000 340000.00 340216.00 Asset-Backed Securities AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-08-18 2.710000 1349245.00 1350000.00 Asset-Backed Securities BA Credit Card Trust 5493006DQ60M1CRKHH19 2021-10-15 2.860000 1000000.00 1001345.00 Asset-Backed Securities CFIP CLO 2014-1, Ltd. 549300MKTOFNTIBVKV67 2029-07-13 5.300000 1347820.00 1349999.00 Asset-Backed Securities Cabela's Credit Card Master Note Trust 549300XS4BMJOXLZFV07 2026-02-17 2.710000 1347437.00 1350000.00 Asset-Backed Securities CATHEDRAL LAKE LTD 2029-07-18 4.490000 1349054.00 1349999.00 Asset-Backed Securities Credit Acceptance Auto Loan Trust 2018-1 549300J9CNONESCISQ91 2027-02-16 3.010000 1349543.00 1349999.00 Asset-Backed Securities Dell Equipment Finance Trust 2022-04-22 2.950000 206000.00 206162.00 Asset-Backed Securities First Investors Auto Owner Trust 2015-2 5493007KMCTYB1D1L534 2021-09-15 3.240000 1347758.00 1349999.00 Asset-Backed Securities FORD CREDIT AUTO OWNER TRUST 2020-11-15 2.200000 250000.00 250116.00 Asset-Backed Securities INVITATION HOMES TRUST 2036-12-17 3.620000 1349645.00 1349999.00 Asset-Backed Securities INVITATION HOMES TRUST 2038-01-17 3.870000 1340561.00 1343561.00 Asset-Backed Securities INVITATION HOMES TRUST 2038-01-17 4.120000 1347318.00 1349999.00 Asset-Backed Securities JOHN DEERE OWNER TRUST 2021-04-15 2.830000 1000000.00 1001581.00 Asset-Backed Securities John Deere Owner Trust 2016 5493000G1VDRRR8Q1L94 2023-01-17 1.640000 1350853.00 1350000.00 Asset-Backed Securities KVK CLO 2018-1 Ltd. 549300MXPW1QT1VNHC87 2029-05-20 4.740000 1347394.00 1349999.00 Asset-Backed Securities MCF CLO LLC 2029-10-20 4.190000 1348892.00 1350000.00 Asset-Backed Securities Element Rail Leasing II LLC 549300Z5SCOJJD2J3F52 2045-02-19 3.590000 1255000.00 1257027.00 Asset-Backed Securities Nassau LTD 2029-10-15 5.300000 1346986.00 1349999.00 Asset-Backed Securities NISSAN MASTER OWNER TRUST RECEIVABLES 2022-10-17 2.790000 1347281.00 1349999.00 Asset-Backed Securities NISSAN AUTO LEASE TRUST 2022-03-15 2.760000 1347356.00 1350000.00 Asset-Backed Securities PROGRESS RESIDENTIAL TRUST 2034-01-17 3.870000 1349446.00 1350000.00 Asset-Backed Securities PROGRESS RESIDENTIAL TRUST 2034-01-17 4.970000 1347585.00 1350000.00 Asset-Backed Securities RR 1 Ltd 2029-07-15 5.100000 1347619.00 1350000.00 Asset-Backed Securities Towd Point Mortgage Trust 2056-04-25 3.500000 1348381.00 1349999.00 Asset-Backed Securities Y Standard and Poor's Ratings Services A-1 2019-05-10 2019-07-11 2019-07-11 N N N 0.0280 27000000.00 27000000.00 0.0057 N N N Y Merrill Lynch, Pierce, Fenner and Smith Inc Merrill Lynch, Pierce, Fenner and Smith Inc 2.720002% 0000065106 TPR02D241779158MER Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Auburn CLO, Ltd. 2030-10-20 3.840000 2121740.00 2100000.00 Asset-Backed Securities BANK 2052-02-15 4.010000 1976605.00 2099999.00 Private Label Collateralized Mortgage Obligations CIM TRUST 2048-03-25 3.500000 2109903.00 2099999.00 Private Label Collateralized Mortgage Obligations CSAIL COMMERCIAL MORTGAGE TRUST 2051-11-15 5.060000 1921555.00 2100000.00 Private Label Collateralized Mortgage Obligations CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-04-10 3.310000 2068328.00 2100000.00 Private Label Collateralized Mortgage Obligations Colony Multifamily Mortgage Trust 2014-1 549300AVW3V996Y85W68 2050-04-20 5.400000 2040225.00 2100000.00 Private Label Collateralized Mortgage Obligations FANNIE MAE - 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F1+ Standard and Poor's Ratings Services A-1 2019-05-01 2019-06-04 2019-06-04 N N N 0.0272 42000000.00 42000000.00 0.0089 N N N Y J.P. MORGAN SECURITIES LLC J.P. 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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 40000000.00 40000000.00 0.0085 N Y Y N HSBC BANK PLC HSBC Bank Plc 2.620000% MP6I5ZYZBEU3UXPYFY54 0001140465 TPR02E546779158GSA Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARCELORMITTAL 2049-01-01 0.00 0.00 4207497.63 Equities CSG Systems International, Inc. 2049-01-01 0.00 0.00 894019.92 Equities Central Pacific Financial Corp. 2049-01-01 0.00 0.00 69145.12 Equities Deluxe Corporation 2049-01-01 0.00 0.00 557226.68 Equities ESCO Technologies Inc. 2049-01-01 0.00 0.00 451943.82 Equities IDACORP, INC. 2049-01-01 0.00 0.00 2217660.69 Equities KForce Inc. 2049-01-01 0.00 0.00 189477.00 Equities Korn/Ferry International 2049-01-01 0.00 0.00 3663461.45 Equities LSC Communications, Inc. 2049-01-01 0.00 0.00 40398.12 Equities LendingClub Corporation 2049-01-01 0.00 0.00 9832428.00 Equities MANTECH INTERNATIONAL CORPORATION 2049-01-01 0.00 0.00 287201.25 Equities SCANSOURCE, INC. 2049-01-01 0.00 0.00 599969.20 Equities TriState Capital Holdings, Inc. 2049-01-01 0.00 0.00 451394.65 Equities United Community Banks, Inc. 2049-01-01 0.00 0.00 1265532.40 Equities UNIVERSAL INSURANCE HOLDINGS, INC. 2049-01-01 0.00 0.00 429851.82 Equities CHINA BIOLOGIC PRODUCTS USD 0.0001 2049-01-01 0.00 0.00 1762775.00 Equities DELPHI TECHNOLOGIES PLC USD 0.01 2049-01-01 0.00 0.00 3198885.60 Equities TRAVELPORT WORLDWIDE LTD USD 2049-01-01 0.00 0.00 3108990.68 Equities TRONOX HOLDINGS PLC USD 0.01 2049-01-01 0.00 0.00 2611509.00 Equities CHECK POINT SOFTWARE TECHN USD 2049-01-01 0.00 0.00 4320416.72 Equities MELLANOX TECHNOLOGIES LT ILS 2049-01-01 0.00 0.00 19999899.81 Equities PROQR THERAPEUTICS NV 2049-01-01 0.00 0.00 4640321.00 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 60000190.80 60000190.80 0.0127 N Y Y N HSBC Securities (USA) Inc HSBC Securities (USA) Inc 2.520000% CYYGQCGNHMHPSMRL3R97 0000853784 TPR02E5497791581HS Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2049-01-01 5.200000 50000.00 51950.00 Corporate Debt Securities BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2044-01-21 5.000000 205000.00 234510.00 Corporate Debt Securities BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2029-07-23 4.270000 46000.00 48514.00 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2099-12-31 2.880000 319000.00 321884.00 Corporate Debt Securities BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2028-08-14 4.400000 365000.00 382001.00 Corporate Debt Securities Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 2027-09-29 4.450000 454000.00 472533.00 Corporate Debt Securities Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 2022-02-14 5.000000 40000.00 41247.00 Corporate Debt Securities Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 2020-08-20 2.950000 50000.00 49938.00 Corporate Debt Securities Development Bank of Japan Inc. 5493001HGBABMWFZUI25 2023-09-06 3.130000 5239500.00 5353760.00 Other Instrument SOVEREIGN DEBT TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 2044-06-01 4.130000 500000.00 535866.00 Corporate Debt Securities Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 2024-03-18 5.580000 1180700.00 1250083.00 Corporate Debt Securities Allergan Sales. LLC 254900TUPGX2F5Y3AU71 2021-12-15 5.000000 718000.00 761008.00 Corporate Debt Securities REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 2048-01-11 4.350000 308424.00 308927.00 Other Instrument SOVEREIGN DEBT JEFFERIES GRP LLC / CAP 2027-01-15 4.850000 1226000.00 1249877.00 Corporate Debt Securities JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2037-02-02 3.530000 1452000.00 1249640.00 Corporate Debt Securities JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2047-05-15 3.680000 1567100.00 1250036.00 Corporate Debt Securities JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2049-01-01 6.000000 65000.00 69214.00 Corporate Debt Securities Medtronic, Inc. 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U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-08-15 4.000000 2628489.98 1036542.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-05-15 4.500000 6036036.04 683569.01 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-15 4.000000 10563063.06 2536347.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-09-15 4.000000 46024.77 14552.13 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-05-15 6.500000 2055483.95 1512028.08 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-01-15 4.000000 11974635.21 2414863.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-02-15 4.000000 5333641.38 847971.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-15 2.130000 650639.41 648333.80 U.S. Treasuries (including strips) Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0282 362164994.27 362164994.27 0.0767 N Y Y N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 2.760000% TPR02E56E779158SSB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 53250000.00 70988427.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 49730000.00 49282579.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 2.880000 80910000.00 83729308.95 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 200001402.00 200001402.00 0.0424 N Y Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 2.700000% TPR02E5757791584MU Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CALIFORNIA ST 2024-04-01 3.000000 12.00 12.00 Other Instrument MUNICIPAL BOND State of California Department of Water Resources 549300X618YEC5LGBQ98 2022-12-01 5.000000 3102496.00 3499998.00 Other Instrument MUNICIPAL BOND Camden County Improvement Authority 549300UTQBT9ZE0QFB15 2034-07-01 7.750000 2802360.00 2999613.00 Other Instrument MUNICIPAL BOND CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE 2038-01-01 6.850000 3341100.00 3499991.00 Other Instrument MUNICIPAL BOND CHICAGO IL WSTWTR TRANSMISSION REVENUE 2040-01-01 6.900000 2676800.00 3499992.00 Other Instrument MUNICIPAL BOND Clark County Department of Aviation 549300LDD8NZB2EOVG83 2042-07-01 6.880000 3398630.00 3499996.00 Other Instrument MUNICIPAL BOND FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 2046-12-08 5.290000 3730000.00 3496502.00 Corporate Debt Securities Garden Grove Unified School District 5493003B67I0BLYG4P22 2038-08-01 3.000000 1145000.00 1137004.00 Other Instrument MUNICIPAL BOND Garden Grove Unified School District 5493003B67I0BLYG4P22 2041-08-01 3.130000 2575000.00 2539197.00 Other Instrument MUNICIPAL BOND HEALDSBURG CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION 2032-08-01 5.000000 2000000.00 2447722.00 Other Instrument MUNICIPAL BOND HOLLAND MI SCH DIST 2028-05-01 5.000000 1320000.00 1537564.00 Other Instrument MUNICIPAL BOND LOS ANGELES CA DEPT WTR & PWR REVENUE 2042-07-01 5.000000 1150000.00 1374546.00 Other Instrument MUNICIPAL BOND LOS ANGELES CNTY CA FACS INC LEASE REVENUE 2037-12-01 5.000000 496490.00 606524.00 Other Instrument MUNICIPAL BOND MAINE ST 2023-06-01 5.000000 575000.00 663070.00 Other Instrument MUNICIPAL BOND MASSACHUSETTS ST TRANSPRTN FUND REVENUE 2040-06-01 5.730000 1822530.00 2294310.00 Other Instrument MUNICIPAL BOND MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH 2043-07-01 7.430000 2542040.00 3499991.00 Other Instrument MUNICIPAL BOND New Jersey Economic Development Authority 5493006JS6QWDVU4R678 2029-02-15 7.430000 2801100.00 3499915.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 2038-11-01 5.570000 2840000.00 3495629.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 2035-05-01 5.000000 1154930.00 1379276.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE 2038-11-01 4.000000 3158730.00 3499999.00 Other Instrument MUNICIPAL BOND NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE 2041-06-15 5.790000 3318600.00 3499903.00 Other Instrument MUNICIPAL BOND DORMITORY AUTHORITY OF THE STATE OF NEW YORK 549300C8XO7EXTX2XU71 2040-03-15 5.390000 646600.00 768779.00 Other Instrument MUNICIPAL BOND OCEANSIDE CA PUBLIC FING AUTH WTR REVENUE 2030-05-01 5.250000 894994.00 1046717.00 Other Instrument MUNICIPAL BOND PALO ALTO CA COPS 2044-11-01 5.000000 135670.00 162026.00 Other Instrument MUNICIPAL BOND REGL TRANSPRTN DIST CO COPS 2040-06-01 7.670000 2410000.00 3498340.00 Other Instrument MUNICIPAL BOND Rogers Communications Inc 54930030NVF3Y2OL0A78 2032-05-01 8.750000 198000.00 281686.00 Corporate Debt Securities Salt Lake County, Utah 5493006VYRFL1AI6GT29 2027-12-15 5.000000 795000.00 1010095.00 Other Instrument MUNICIPAL BOND City of San Antonio, acting by and through City Public Service Board 5493002G2FEH20Q4GQ04 2041-02-01 6.170000 3371600.00 3499919.00 Other Instrument MUNICIPAL BOND SAN JOSE CA ARPT REVENUE 2041-03-01 6.600000 3262950.00 3499992.00 Other Instrument MUNICIPAL BOND Santa Barbara Unified School District 549300PQRSK15XOJN302 2044-08-01 5.000000 2902752.00 3499996.00 Other Instrument MUNICIPAL BOND UNIV OF CALIFORNIA CA REVENUES 2043-05-15 5.000000 625000.00 755667.00 Other Instrument MUNICIPAL BOND UTAH ST TRANSIT AUTH SALES TAX REVENUE 2040-06-15 5.710000 2737700.00 3499968.00 Other Instrument MUNICIPAL BOND WEST VIRGINIA ST HOSP FIN AUTH 2051-06-01 4.000000 5800.00 6058.00 Other Instrument MUNICIPAL BOND 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 70000000.00 70000000.00 0.0148 N Y Y N J.P. MORGAN SECURITIES LLC J.P. Morgan Securities LLC 2.490000% ZBUT11V806EZRVTWT807 0000782124 TPR02E57E779158JP 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 40000000.00 40000000.00 0.0085 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 - Prime Obligations 2019-05-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer