0001145549-20-024383.txt : 20200507 0001145549-20-024383.hdr.sgml : 20200507 20200507100629 ACCESSION NUMBER: 0001145549-20-024383 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200430 FILED AS OF DATE: 20200507 DATE AS OF CHANGE: 20200507 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: 20854946 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 Institutional Shares FGTXX C000025197 Administration Shares FOAXX C000025198 Service Shares FOSXX C000025199 Preferred Shares GPGXX C000025200 Select Shares GSGXX C000025201 Capital Shares GCGXX C000088802 Cash Management Shares GVCXX C000088803 Premier Shares GGPXX C000088804 Resource Shares GVRXX C000166882 Class A Shares FSOXX C000166883 Class C Shares FSGXX C000167141 Class R6 Shares FGGXX C000214495 Drexel Hamilton Class Shares VETXX N-MFP2 1 primary_doc.xml N-MFP2 0000822977 XXXXXXXX 2020-04-30 0000822977 549300BRJMXN4GUWZ402 S000009242 13 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 Exempt Government N 38 105 102816236364.07 106250817067.34 117959173822.23 121026714306.56 125866411404.05 127076022149.00 141020885584.96 143026282444.99 0.00 0.6110 0.6287 0.6472 0.6563 0.7479 0.7519 0.7737 0.7756 0.0000 4306767847.91 206254087747.57 206134943449.38 70010239.49 16198413936.87 194313307599.91 194302328127.1100 1.0000 0.0042 1.0009 1.0008 1.0008 1.0007 0.0000 C000025196 10000000.00 181720823567.51 181710555620.0100 1.0009 1.0008 1.0008 1.0007 0.0000 39070917065.52 32643149674.52 25789820103.93 23080752793.42 30398173547.17 21760332673.73 29479751394.96 20342222456.66 0.00 0.00 134571383345.90 98841688390.81 0.0025 N C000025197 10000000.00 5337300107.73 5336998529.0900 1.0009 1.0008 1.0008 1.0007 0.0000 817330751.75 729751056.26 331777489.69 274548967.14 2480971278.13 2404444695.00 278581982.44 311449947.50 0.00 0.00 3869641858.20 3888368241.27 0.0001 Y For Administration Shares Goldman Sachs & Co. LLC waived $3,706 of Admin Fees. C000025198 10000000.00 766454264.95 766410957.2400 1.0009 1.0008 1.0008 1.0007 0.0000 34314197.64 82785635.36 25907465.19 44080831.64 142353242.36 119327398.04 39082007.75 36542312.55 0.00 0.00 266351005.09 274236726.80 0.0000 Y For Service Shares Goldman Sachs & Co. LLC waived $132,202 of Admin Fees. C000025199 10000000.00 1176045560.34 1175979109.1000 1.0009 1.0008 1.0008 1.0007 0.0000 64785753.65 39943125.73 60208916.37 40934564.21 62575697.47 177663601.63 217103325.29 19516040.20 0.00 0.00 536668329.11 299586554.18 0.0015 N C000025200 10000000.00 389304223.53 389282226.3000 1.0009 1.0008 1.0008 1.0007 0.0000 15952844.66 27118493.96 2593803.48 18574586.96 18739869.59 15235666.54 25267243.47 14470038.38 0.00 0.00 65083920.12 77453649.93 0.0022 N C000025201 10000000.00 1798671343.16 1798569711.1000 1.0009 1.0008 1.0008 1.0007 0.0000 182337497.48 217214628.91 116675480.89 143661729.36 312075810.42 119740901.40 199953719.11 94629865.97 0.00 0.00 927734663.69 647668922.56 0.0010 N C000088802 10000000.00 210875653.54 210863738.2200 1.0009 1.0008 1.0008 1.0007 0.0000 20082197.84 25479577.54 21571536.39 9261402.96 33841676.23 15380268.13 12982947.41 6148834.19 0.00 0.00 77653390.34 63553081.46 0.0000 Y For Cash Management Shares Goldman Sachs & Co. LLC waived $79,480 of Admin Fees and $3,124 of Distribution or Servicing Fees. C000088803 10000000.00 164417539.87 164408249.6300 1.0009 1.0008 1.0008 1.0007 0.0000 7802623.80 4912313.21 6148944.07 2554362.43 18748397.55 17049778.67 5388731.55 12657664.48 0.00 0.00 37929423.24 48231579.82 0.0000 Y For Premier Shares Goldman Sachs & Co. LLC waived $9,637 of Admin Fees. C000088804 10000000.00 86515753.32 86510864.8400 1.0009 1.0008 1.0008 1.0007 0.0000 821117.34 5328208.34 6190446.90 2799641.65 1540614.34 1644252.32 959441.78 333470.72 0.00 0.00 10603799.69 7644245.21 0.0000 Y For Resource Shares Goldman Sachs & Co. LLC waived $25,594 of Admin Fees. C000166882 1000.00 394334051.59 394311770.1500 1.0009 1.0008 1.0008 1.0007 0.0000 19667986.07 5946707.37 7702012.41 5127731.95 10383752.33 6515904.95 3426692.12 7660072.19 0.00 0.00 33930386.61 27642518.11 0.0001 Y For Class A Shares Goldman Sachs & Co. LLC waived $273 of Distribution or Servicing Fees. C000166883 1000.00 7326931.61 7326517.6100 1.0009 1.0008 1.0008 1.0007 0.0000 37607.47 131851.16 21028.46 18266.95 284710.42 117989.67 22599.32 32719.93 0.00 0.00 362732.08 395524.48 0.0000 Y For Class C Shares Goldman Sachs & Co. LLC waived $4,298 of Admin Fees. C000167141 1.00 102567054.97 102561259.5300 1.0009 1.0008 1.0008 1.0007 0.0000 16797381.58 16314012.96 21851447.96 16019273.22 20769096.70 11051406.49 16839157.28 15008849.91 0.00 0.00 84621303.49 58934799.08 0.0025 N C000214495 10000000.00 2158671547.79 2158549574.2900 1.0009 1.0008 1.0008 1.0007 0.0000 428020366.62 813620086.42 190000000.00 373000000.00 736000000.00 172800000.00 691700000.00 471451782.03 0.00 0.00 2302154549.29 1279871868.45 0.0025 N NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 0.060000% 1DU7IM20QESYGDO4HO54 0000073076 208054625779156NOR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 526500000.00 537030000.00 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 526498673.22 526498673.22 0.0027 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. 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DAIWA CAPITAL MARKETS AMERICA INC. 0.050000% M67H5PRC0NQKM73ZAS82 0000026617 2080547787791560DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 259379057.97 264566639.10 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 259378331.71 259378331.71 0.0013 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 0.050000% M67H5PRC0NQKM73ZAS82 0000026617 208054781779156DAI U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 729281512.97 743867143.20 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 729279470.98 729279470.98 0.0038 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. 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DAIWA CAPITAL MARKETS AMERICA INC. 0.050000% M67H5PRC0NQKM73ZAS82 0000026617 208054790779156CDA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 365441174.00 372749997.50 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 365440150.76 365440150.76 0.0019 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 0.050000% M67H5PRC0NQKM73ZAS82 0000026617 208054793779156BDA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 2.250000 286458721.98 292187896.40 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 286457919.90 286457919.90 0.0015 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. 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DAIWA CAPITAL MARKETS AMERICA INC. 0.050000% M67H5PRC0NQKM73ZAS82 0000026617 208054811779156ADA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 262254900.00 267499998.00 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 262254165.69 262254165.69 0.0013 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054826779156JPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 133375000.00 136042500.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 160927094.46 160927094.46 0.0008 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054832779156EPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.00 37181250.00 37924875.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 37181156.30 37181156.30 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 2080548357791567PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.00 21875000.00 22312500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 21874944.88 21874944.88 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054838779156APR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 28175000.00 28738500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 28174929.00 28174929.00 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 2080548417791569PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.00 26317500.00 26843850.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 26317433.68 26317433.68 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054844779156IPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 111000000.00 113220000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 110999720.28 110999720.28 0.0006 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054847779156BPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-02-15 0.00 32205000.00 32849100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 32204918.84 32204918.84 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054850779156CPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 35750000.00 36465000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 35749909.91 35749909.91 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054853779156PRU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.00 188750000.00 192525000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 188749524.35 188749524.35 0.0010 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 2080548567791560PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 27312500.00 27858750.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 27312431.17 27312431.17 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 2080548597791568PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.00 23637500.00 24110250.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 23637440.43 23637440.43 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 208054862779156DPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.00 36125000.00 36847500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0006 36124908.97 36124908.97 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.060000% X574KRZ6V5A7UBU45C31 0000729057 2080548657791564PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 15825000.00 16141500.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-02-26 2021-02-26 N N N 0.0024 98356361.29 98356361.29 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.299999% 3133EKCX2 US3133EKCX29 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-03-15 2021-03-15 N N N 0.0024 344467433.09 344467433.09 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.130000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-03-18 2021-03-18 N N N 0.0035 103095703.59 103095703.59 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.447631% 3133EKFD3 US3133EKFD38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-29 2020-06-29 2020-06-29 N N N 0.0028 282428468.74 282428468.74 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002% 3133EKFF8 US3133EKFF85 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-03-29 2021-03-29 N N N 0.0025 344432052.82 344432052.82 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.285001% 3133EKGE0 US3133EKGE02 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-04-08 2021-04-08 N N N 0.0025 246079423.56 246079423.56 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.265036% 3133EKHZ2 US3133EKHZ22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-04-23 2021-04-23 N N N 0.0027 29491982.49 29491982.49 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.275000% 3133EKJQ0 US3133EKJQ05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-02-26 2021-02-26 N N N 0.0024 188654113.11 188654113.11 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.200002% 3133EKZL3 US3133EKZL34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-08-13 2021-08-13 N N N 0.0037 244459375.65 244459375.65 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.185000% 3133ELAC8 US3133ELAC82 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-01-21 2021-01-21 N N N 0.0011 261442578.35 261442578.35 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.240001% 3133ELAX2 US3133ELAX20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-02-25 2021-02-25 N N N 0.0024 282900741.20 282900741.20 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.240001% 3133ELBS2 US3133ELBS26 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-11-29 2021-11-29 N N N 0.0016 337214930.86 337214930.86 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.963500% 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-09 2021-09-09 2021-09-09 N N N 0.0046 191509417.27 191509417.27 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002% 3133ELDB7 US3133ELDB72 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-12-13 2021-12-13 N N N 0.0032 192921765.52 192921765.52 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.140000% 3133ELDM3 US3133ELDM38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-12-16 2020-12-16 N N N 0.0016 94468053.95 94468053.95 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.249998% 3133ELDN1 US3133ELDN11 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-12-13 2021-12-13 N N N 0.0016 217300775.02 217300775.02 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.918878% 3133ELDX9 US3133ELDX92 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-13 2021-09-13 2021-09-13 N N N 0.0034 85188728.66 85188728.66 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.724630% 3133ELFP4 US3133ELFP41 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-23 2021-12-23 2021-12-23 N N N 0.0036 107115443.37 107115443.37 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.380499% 3133ELFZ2 US3133ELFZ23 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-07-02 2021-07-02 2021-07-02 N N N 0.0051 48988549.68 48988549.68 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.783878% 3133ELGP3 US3133ELGP32 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-13 2021-01-13 2021-01-13 N N N 0.0030 237179712.28 237179712.28 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.209999% 3133ELGY4 US3133ELGY49 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-13 2022-01-13 N N N 0.0017 367952348.83 367952348.83 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.234000% 3133ELHE7 US3133ELHE75 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-13 2022-01-13 N N N 0.0025 293900142.90 293900142.90 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.190001% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-14 2022-01-14 N N N 0.0038 234828287.49 234828287.49 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.843998% 3133ELHT4 US3133ELHT45 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-15 2021-09-15 2021-09-15 N N N 0.0034 546020092.54 546020092.54 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.155002% 3133ELNA8 US3133ELNA89 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-02-14 2022-02-14 N N N 0.0018 189032566.94 189032566.94 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 3133ELYN8 US3133ELYN81 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-08 2022-02-07 2022-02-07 N N N 0.0040 95466602.70 95466602.70 0.0005 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.310000% 3134GVHR2 S6XOOCT0IEG5ABCC6L87 US3134GVHR26 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-09-24 2021-09-24 N N N 0.0033 3052735006.73 3052735006.73 0.0157 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330001% 3134GVHT8 S6XOOCT0IEG5ABCC6L87 US3134GVHT81 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-09-27 2021-09-27 N N N 0.0035 744787749.50 744787749.50 0.0038 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.330001% 3134GVHV3 S6XOOCT0IEG5ABCC6L87 US3134GVHV38 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-09-30 2021-09-30 N N N 0.0035 496357727.93 496357727.93 0.0026 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.299999% 3134GVJC3 S6XOOCT0IEG5ABCC6L87 US3134GVJC39 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-10-01 2021-10-01 N N N 0.0032 1489572221.00 1489572221.00 0.0077 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.320000% 3134GVJE9 S6XOOCT0IEG5ABCC6L87 US3134GVJE94 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-03 2022-01-03 N N N 0.0034 497831163.06 497831163.06 0.0026 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.310000% 3134GVNL8 S6XOOCT0IEG5ABCC6L87 US3134GVNL81 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-10-25 2021-10-25 N N N 0.0033 499849865.00 499849865.00 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.310000% 3135G02Q5 B1V7KEBTPIMZEU4LTD58 US3135G02Q53 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-09-24 2021-09-24 N N N 0.0031 993452987.58 993452987.58 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999% 3135G02U6 B1V7KEBTPIMZEU4LTD58 US3135G02U65 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-12-30 2021-12-30 N N N 0.0037 990391383.26 990391383.26 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.299999% 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-10-04 2021-10-04 N N N 0.0032 486759393.02 486759393.02 0.0025 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.360000% 3135G03H4 B1V7KEBTPIMZEU4LTD58 US3135G03H46 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-10-15 2021-10-15 N N N 0.0038 247926924.32 247926924.32 0.0013 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999% 3135G03K7 B1V7KEBTPIMZEU4LTD58 US3135G03K74 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-10-20 2021-10-20 N N N 0.0037 1788967713.23 1788967713.23 0.0092 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370001% 3135G03M3 B1V7KEBTPIMZEU4LTD58 US3135G03M31 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-20 2022-01-20 N N N 0.0028 499763689.56 499763689.56 0.0026 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999% 3135G03N1 B1V7KEBTPIMZEU4LTD58 US3135G03N14 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-21 2022-01-21 N N N 0.0028 994168244.64 994168244.64 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.110002% 3135G0Y72 B1V7KEBTPIMZEU4LTD58 US3135G0Y724 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-12-03 2021-12-03 N N N 0.0038 117188159.19 117188159.19 0.0006 N N N N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001% 6903533N5 549300IDY55XMYWXSD28 US6903533N55 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-07 2020-05-07 2030-03-15 Y UNITED STATES INTERNATIONAL DEVE 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0095 55000000.00 55000000.00 0.0003 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 0.879999% 6903533X3 549300IDY55XMYWXSD28 US6903533X38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-07 2020-05-07 2038-09-20 Y UNITED STATES INTERNATIONAL DEVE 1.0000 7 N 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 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1500000000.00 1500000000.00 0.0077 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.100000% ES7IP3U3RHIGC71XBU11 0001000275 TPR034F1B779156ROY 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+ 2020-05-07 2020-05-07 2020-07-01 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0010 2965000000.00 2965000000.00 0.0153 N N N N Forward Settling Repo The response for Item C.7 is Y. The response for Item C.8 is N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 0.050000% 549300H47WTHXPU08X20 0001232861 TPR034F1C779156SSB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 1199450000.00 1245908297.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 1108090000.00 1151092757.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 2350000000.00 2350000000.00 0.0121 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.050000% G5GSEF7VJP5I7OUK5573 0000312070 TPR034F1D779156ABA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 222891500.00 310161933.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-02-15 2.750000 251525700.00 295590791.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 398613400.00 414248735.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0005 1000000000.00 1000000000.00 0.0051 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.100000% ES7IP3U3RHIGC71XBU11 0001000275 TPR034F1E779156ROY 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+ 2020-05-07 2020-05-07 2020-07-01 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0010 3000000000.00 3000000000.00 0.0154 N N N N Forward Settling Repo The response for Item C.7 is Y. The response for Item C.8 is N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 0.040000% 7TK5RJIZDFROZCA6XF66 0000812291 TPR034F227791561MI U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-23 0.00 9004000.00 9002613.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-18 0.00 2785300.00 2784874.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-25 0.00 59631500.00 59623748.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-02 0.00 81605000.00 81588842.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 150000000.00 150000000.00 0.0008 N Y Y N BARCLAYS CAPITAL INC. BARCLAYS CAPITAL INC. 0.070000% AC28XWWI3WIBK2824319 0001453735 TPR034F23779156BAR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 165495300.00 189697315.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 61042100.00 65302730.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0007 250000000.00 250000000.00 0.0013 N Y Y N BNP PARIBAS BNP PARIBAS 0.030000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR034F247791564BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 100.00 71.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 6538200.00 14216274.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 182.00 295.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 1956200.00 2808456.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 3581300.00 5036911.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2050-02-15 2.000000 1550300.00 1848161.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 33805200.00 35104476.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 26916600.00 28083509.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 90306800.00 101601416.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 8.00 7.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.00 9.00 8.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 3.00 3.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 6.00 6.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 106.00 98.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 7.00 5.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 20.00 14.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.00 34.00 24.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 131.00 90.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 2.00 2.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 145.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 17.00 12.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 79.00 53.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.00 95.00 64.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-05-01 2020-05-01 2020-05-01 N N N 0.0003 185000000.00 185000000.00 0.0010 N Y Y N Goldman Sachs Financial Square Funds - Government 2020-05-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer