NPORT-P false 0000822977 XXXXXXXX S000018567 C000059011 C000051525 C000051526 C000059010 C000051524 C000161294 C000202042 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Inflation Protected Securities Fund S000018567 4OEORIROX7OTX3PIXA40 2021-03-31 2020-06-30 N 402267697.61 1861098.71 400406598.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8788211.97000000 USD CAD N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 56.00000000 NC USD 15462.50000000 0.003861699592 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYU0 Comdty 2020-09-21 7776412.50000000 USD 15462.50000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828N71 13760692.50000000 PA USD 14905639.64000000 3.722625871039 Long DBT UST US N 1 2026-01-15 Fixed 0.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 310000.00000000 PA USD 354804.69000000 0.088611099560 Long DBT UST US N 1 2050-02-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828ZJ2 13800198.00000000 PA USD 14480623.25000000 3.616479670859 Long DBT UST US N 1 2025-04-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S50 38300988.00000000 PA USD 40700553.32000000 10.16480583282 Long DBT UST US N 1 2026-07-15 Fixed 0.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -3600000.00000000 NC USD -40511.88000000 -0.01011768540 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 3600000.00000000 OU Notional Amount N/A -40511.88000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-04-08 0.00000000 N/A 0.00000000 N/A 3600000.00000000 USD 1.00000000 0.50600000 USD 2021-04-06 XXXX -731.88000000 N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 15774600.33000000 NS USD 15774600.33000000 3.939645443740 Long EC RF US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -21.00000000 NC USD -1114.51000000 -0.00027834456 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short 2 Year US Treasury Note TUU0 Comdty 2020-09-30 -4636112.04000000 USD -1114.51000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 18622413.00000000 PA USD 22785886.77000000 5.690687124687 Long DBT UST US N 1 2045-02-15 Fixed 0.75000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10910000.00000000 OU Notional Amount USD 15898.05000000 0.003970476521 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2030-05-21 0.00000000 USD -15489.42000000 USD 10910000.00000000 USD 31387.47000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828TE0 13158888.00000000 PA USD 13471164.07000000 3.364371143484 Long DBT UST US N 1 2022-07-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828X39 59768493.20000000 PA USD 60637308.94000000 15.14393346827 Long DBT UST US N 1 2022-04-15 Fixed 0.13000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -74.00000000 NC USD -92819.45000000 -0.02318129877 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Long Bond USU0 Comdty 2020-09-21 -13113868.05000000 USD -92819.45000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -5100000.00000000 NC USD -22867.89000000 -0.00571116711 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 5100000.00000000 OU Notional Amount N/A -22867.89000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2025-11-25 0.00000000 N/A 0.00000000 N/A 5100000.00000000 USD 1.00000000 0.41000000 USD 2020-11-23 XXXX 13087.11000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828UH1 32108189.00000000 PA USD 32895475.69000000 8.215517871176 Long DBT UST US N 1 2023-01-15 Fixed 0.13000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 13830000.00000000 OU Notional Amount USD -253992.10000000 -0.06343354497 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2027-09-16 0.00000000 USD -197818.34000000 USD 13830000.00000000 USD -56173.76000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 13700000.00000000 OU Notional Amount USD -797093.95000000 -0.19907113224 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2024-02-20 86.43000000 USD 0.00000000 USD 13700000.00000000 USD -797180.38000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 560000.00000000 PA USD 822237.50000000 0.205350636642 Long DBT UST US N 1 2048-11-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SB5 9463454.00000000 PA USD 12522581.84000000 3.127466399005 Long DBT UST US N 1 2048-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284H0 4955664.00000000 PA USD 5154381.22000000 1.287286781526 Long DBT UST US N 1 2023-04-15 Fixed 0.63000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7230000.00000000 OU Notional Amount USD 56832.14000000 0.014193607237 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2025-09-16 59322.75000000 USD 0.00000000 USD 7230000.00000000 USD -2490.61000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -5600000.00000000 NC USD -60492.88000000 -0.01510786289 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 5600000.00000000 OU Notional Amount N/A -60492.88000000 -0.02000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-05-21 0.00000000 N/A 0.00000000 N/A 5600000.00000000 USD 1.00000000 0.48000000 USD 2021-05-19 XXXX -3554.88000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128285M8 6950000.00000000 PA USD 8398640.63000000 2.097528026029 Long DBT UST US N 1 2028-11-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128287D6 2005100.00000000 PA USD 2195058.96000000 0.548207488595 Long DBT UST US N 1 2029-07-15 Fixed 0.25000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 -3700000.00000000 NC USD -16745.83000000 -0.00418220629 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 3700000.00000000 OU Notional Amount N/A -16745.83000000 0.00000000 DIR US ICE Libor USD 3 Months US0003M Index 2025-11-25 0.00000000 N/A 0.00000000 N/A 3700000.00000000 USD 1.00000000 0.40800000 USD 2020-11-23 XXXX 9524.17000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -5700000.00000000 NC USD -63083.61000000 -0.01575488769 N/A DIR US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Call Written J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N/A 5700000.00000000 OU Notional Amount N/A -63083.61000000 -0.02000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-04-08 0.00000000 N/A 0.00000000 N/A 5700000.00000000 USD 1.00000000 0.50000000 USD 2021-04-06 XXXX 1468.89000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6300000.00000000 OU Notional Amount USD 459062.92000000 0.114649189414 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2029-02-07 82.39000000 USD 0.00000000 USD 6300000.00000000 USD 458980.53000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6870000.00000000 OU Notional Amount USD -39184.42000000 -0.00978615739 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2050-04-10 247.32000000 USD 0.00000000 USD 6870000.00000000 USD -39431.74000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount USD -529863.60000000 -0.13233138551 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2024-12-14 85.27000000 USD 0.00000000 USD 10000000.00000000 USD -529948.87000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128286N5 10778080.00000000 PA USD 11333343.40000000 2.830458696518 Long DBT UST US N 1 2024-04-15 Fixed 0.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 30700000.00000000 OU Notional Amount USD 3512.08000000 0.000877128401 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2024-07-25 496.15000000 USD 0.00000000 USD 30700000.00000000 USD 3015.93000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810RF7 15746008.50000000 PA USD 21493824.06000000 5.367999458312 Long DBT UST US N 1 2044-02-15 Fixed 1.38000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -5100000.00000000 NC USD -35608.71000000 -0.00889313765 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Call Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 5100000.00000000 OU Notional Amount N/A -35608.71000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2025-11-25 0.00000000 N/A 0.00000000 N/A 5100000.00000000 USD 1.00000000 0.41000000 USD 2020-11-23 XXXX 346.29000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -2400000.00000000 NC USD -10616.88000000 -0.00265152473 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 2400000.00000000 OU Notional Amount N/A -10616.88000000 0.00000000 DIR US ICE Libor USD 3 Months US0003M Index 2030-10-02 0.00000000 N/A 0.00000000 N/A 2400000.00000000 USD 1.00000000 0.39500000 USD 2020-09-30 XXXX 19863.12000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -3600000.00000000 NC USD -20851.20000000 -0.00520750658 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 3600000.00000000 OU Notional Amount N/A -20851.20000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-04-08 0.00000000 N/A 0.00000000 N/A 3600000.00000000 USD 1.00000000 0.50600000 USD 2021-04-06 XXXX 18928.80000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD -7833.09000000 -0.00195628394 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNU0 Comdty 2020-09-21 -2608541.91000000 USD -7833.09000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828Y38 18399556.30000000 PA USD 20750209.09000000 5.182284494562 Long DBT UST US N 1 2028-07-15 Fixed 0.75000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -4800000.00000000 NC USD -47295.84000000 -0.01181195318 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 4800000.00000000 OU Notional Amount N/A -47295.84000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-05-14 0.00000000 N/A 0.00000000 N/A 4800000.00000000 USD 1.00000000 0.44800000 USD 2021-05-12 XXXX 3080.16000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -5600000.00000000 NC USD -41157.76000000 -0.01027899143 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Written JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A 5600000.00000000 OU Notional Amount N/A -41157.76000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-05-21 0.00000000 N/A 0.00000000 N/A 5600000.00000000 USD 1.00000000 0.48000000 USD 2021-05-19 XXXX 15780.24000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6640000.00000000 OU Notional Amount USD 50926.81000000 0.012718773901 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2045-04-09 239.04000000 USD 0.00000000 USD 6640000.00000000 USD 50687.77000000 N N N United States Treasury 254900HROIFWPRGM1V77 9128283R9 12371835.00000000 PA USD 13568900.10000000 3.388780339104 Long DBT UST US N 1 2028-01-15 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128282L3 11427015.00000000 PA USD 12426697.35000000 3.103519618342 Long DBT UST US N 1 2027-07-15 Fixed 0.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285W6 25796748.00000000 PA USD 29427267.00000000 7.349346159839 Long DBT UST US N 1 2029-01-15 Fixed 0.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 290.00000000 NC USD 80607.10000000 0.020131311577 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 5 Year US Treasury Note FVU0 Comdty 2020-09-30 36382361.65000000 USD 80607.10000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 114.00000000 NC USD 80273.44000000 0.020047981282 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 10 Year Ultra Bond UXYU0 Comdty 2020-09-21 17864039.06000000 USD 80273.44000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 6300000.00000000 OU Notional Amount USD -326598.30000000 -0.08156666271 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 US CPI Urban Consumers NSA CPURNSA Index Y 2026-02-07 67.58000000 USD 0.00000000 USD 6300000.00000000 USD -326665.88000000 N N N J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 000000000 -5700000.00000000 NC USD -33660.78000000 -0.00840664966 N/A DIR US N 2 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 Put Written J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N/A 5700000.00000000 OU Notional Amount N/A -33660.78000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-04-08 0.00000000 N/A 0.00000000 N/A 5700000.00000000 USD 1.00000000 0.50000000 USD 2021-04-06 XXXX 30891.72000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -2400000.00000000 NC USD -10616.88000000 -0.00265152473 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 2400000.00000000 OU Notional Amount N/A -10616.88000000 0.00000000 DIR US ICE Libor USD 3 Months US0003M Index 2030-10-02 0.00000000 N/A 0.00000000 N/A 2400000.00000000 USD 1.00000000 0.39500000 USD 2020-09-30 XXXX 14343.12000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 -3700000.00000000 NC USD -25619.54000000 -0.00639838106 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Written Bank of America, National Association B4TYDEB6GKMZO031MB27 Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A 3700000.00000000 OU Notional Amount N/A -25619.54000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2025-11-25 0.00000000 N/A 0.00000000 N/A 3700000.00000000 USD 1.00000000 0.40800000 USD 2020-11-23 XXXX 650.46000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828YL8 11594664.00000000 PA USD 12150282.62000000 3.034486108215 Long DBT UST US N 1 2024-10-15 Fixed 0.13000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -26.00000000 NC USD -167760.32000000 -0.04189749131 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short Eurodollar Time Deposit EDU0 Comdty 2020-09-14 -6315014.68000000 USD -167760.32000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -2400000.00000000 NC USD -10933.20000000 -0.00273052442 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 2400000.00000000 OU Notional Amount N/A -10933.20000000 0.00000000 DIR US ICE Libor USD 3 Months US0003M Index 2030-10-06 0.00000000 N/A 0.00000000 N/A 2400000.00000000 USD 1.00000000 0.39500000 USD 2020-10-02 XXXX 10786.80000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810QF8 13525986.00000000 PA USD 19941085.36000000 4.980208971276 Long DBT UST US N 1 2040-02-15 Fixed 2.13000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -4900000.00000000 NC USD -1841.42000000 -0.00045988752 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 4900000.00000000 OU Notional Amount N/A -1841.42000000 0.00000000 DIR US ICE Libor USD 3 Months US0003M Index 2025-09-10 0.00000000 N/A 0.00000000 N/A 4900000.00000000 USD 1.00000000 0.60000000 USD 2020-09-08 XXXX 15737.33000000 N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 000000000 -4800000.00000000 NC USD -37805.76000000 -0.00944184239 N/A DIR US N 2 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 N/A 4800000.00000000 OU Notional Amount N/A -37805.76000000 -0.01000000 DIR US ICE Libor USD 3 Months US0003M Index 2026-05-14 0.00000000 N/A 0.00000000 N/A 4800000.00000000 USD 1.00000000 0.44800000 USD 2021-05-12 XXXX 12570.24000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 10950000.00000000 OU Notional Amount USD -2014.80000000 -0.00050318851 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 ICE Libor USD 3 Months US0003M Index Y 2035-05-21 13058.69000000 USD 0.00000000 USD 10950000.00000000 USD -15073.49000000 N N N United States Treasury 254900HROIFWPRGM1V77 912828V49 6263617.00000000 PA USD 6754160.87000000 1.686825563953 Long DBT UST US N 1 2027-01-15 Fixed 0.38000000 N N N N N N 2020-07-31 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President XXXX