Form NPORT-P GOLDMAN SACHS TRUST For: Mar 31

May 25, 2022 12:38 PM EDT

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      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
      2022-03-31
      2022-03-31
      N
    
    
      532917622.69
      491827.22
      532425795.47
      0.00000000
      0.00000000
      0.00000000
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      0.00000000
      0.00000000
      0.00000000
      6305360.45000000
      
        
          CAD
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828VM9
        
          
        
        7838492.20000000
        PA
        USD
        8215310.47000000
        1.542996327356
        Long
        DBT
        UST
        US
        N
        
        1
        
          2023-07-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        63.00000000
        NC
        USD
        -232822.54000000
        -0.04372863636
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            7963119.42000000
            USD
            -232822.54000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810SM1
        
          
        
        5783345.40000000
        PA
        USD
        6075635.62000000
        1.141123452637
        Long
        DBT
        UST
        US
        N
        
        1
        
          2050-02-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CCM1
        
          
        
        24120100.00000000
        PA
        USD
        25638980.08000000
        4.815502986170
        Long
        DBT
        UST
        US
        N
        
        1
        
          2031-07-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217102  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217102  IRS USD P F  1.25000 2 CCPOIS
        000000000
        
          
        
        11130000.00000000
        OU
        Notional Amount
        USD
        656277.11000000
        0.123261704369
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2029-03-16
            0.00000000
            USD
            -82620.07000000
            USD
            11130000.00000000
            USD
            738897.18000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128287D6
        
          
        
        8285102.80000000
        PA
        USD
        8820713.49000000
        1.656702880485
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-07-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR211261  IRS USD R V 12M USCP 1 CCPINFLATIONZERO / Short: BR211261  IRS USD P F  2.25125 2 CCPINFLATIONZERO
        000000000
        
          
        
        13700000.00000000
        OU
        Notional Amount
        USD
        1234260.54000000
        0.231818321069
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2024-02-20
            44.88000000
            USD
            0.00000000
            USD
            13700000.00000000
            USD
            1234215.66000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        OPS04658A SWAPTION SOFRRATE
        000000000
        
          
        
        6100000.00000000
        NC
        USD
        1931.26000000
        0.000362728480
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Call
            Purchased
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    IRS Swap
                    N/A
                    
                      
                    
                    6100000.00000000
                    OU
                    Notional Amount
                    N/A
                    1931.26000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2025-07-14
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  6100000.00000000
                  USD
                
              
            
            1.00000000
            1.36100000
            USD
            2022-07-12
            XXXX
            -36453.23000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS04768A SWAPTION SOFRRATE
        000000000
        
          
        
        -17500000.00000000
        NC
        USD
        -5880.00000000
        -0.00110437924
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    17500000.00000000
                    OU
                    Notional Amount
                    N/A
                    -5880.00000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  17500000.00000000
                  USD
                
              
            
            1.00000000
            1.29000000
            USD
            2022-11-16
            XXXX
            15120.00000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS04769A SWAPTION SOFRRATE
        000000000
        
          
        
        17500000.00000000
        NC
        USD
        17452.75000000
        0.003277968526
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    17500000.00000000
                    OU
                    Notional Amount
                    N/A
                    17452.75000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2023-11-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  17500000.00000000
                  USD
                
              
            
            1.00000000
            1.80000000
            USD
            2022-11-16
            XXXX
            -39422.25000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        OPS04659A SWAPTION SOFRRATE
        000000000
        
          
        
        -1960000.00000000
        NC
        USD
        -8059.72000000
        -0.00151377338
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    Citibank N.A.
                    E57ODZWZ7FF32TWEFA76
                    IRS Swap
                    N/A
                    
                      
                    
                    1960000.00000000
                    OU
                    Notional Amount
                    N/A
                    -8059.72000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-07-14
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  1960000.00000000
                  USD
                
              
            
            1.00000000
            1.59400000
            USD
            2022-07-12
            XXXX
            30417.84000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        OPS04780A SWAPTION SOFRRATE
        000000000
        
          
        
        -17500000.00000000
        NC
        USD
        -6935.25000000
        -0.00130257588
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                    IRS Swap
                    N/A
                    
                      
                    
                    17500000.00000000
                    OU
                    Notional Amount
                    N/A
                    -6935.25000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-25
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  17500000.00000000
                  USD
                
              
            
            1.00000000
            1.34750000
            USD
            2022-11-22
            XXXX
            14091.71000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR213187  IRS USD R V 03MLIBOR US0003M CCP LCH / Short: BR213187  IRS USD P V 01MLIBOR US0001M+9BPS CCP LCH
        000000000
        
          
        
        51300000.00000000
        OU
        Notional Amount
        USD
        14199.84000000
        0.002667008270
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
              
                
              
            
            2024-07-25
            17231.55000000
            USD
            0.00000000
            USD
            51300000.00000000
            USD
            -3031.71000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        19.00000000
        NC
        USD
        -101422.37000000
        -0.01904910897
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            3457297.37000000
            USD
            -101422.37000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CCA7
        
          
        
        17180473.10000000
        PA
        USD
        17915399.62000000
        3.364863192660
        Long
        DBT
        UST
        US
        N
        
        1
        
          2026-04-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217101  IRS USD R F  1.00000 2 CCPOIS / Short: SR217101  IRS USD P V 00MSOFR 1 CCPOIS
        000000000
        
          
        
        20000.00000000
        OU
        Notional Amount
        USD
        -1164.12000000
        -0.00021864455
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2027-03-16
            0.00000000
            USD
            -53.45000000
            USD
            20000.00000000
            USD
            -1110.67000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810RL4
        
          
        
        15039486.00000000
        PA
        USD
        17221182.87000000
        3.234475680277
        Long
        DBT
        UST
        US
        N
        
        1
        
          2045-02-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810SV1
        
          
        
        7934986.50000000
        PA
        USD
        8132759.45000000
        1.527491627790
        Long
        DBT
        UST
        US
        N
        
        1
        
          2051-02-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828Y38
        
          
        
        19248330.60000000
        PA
        USD
        21004007.60000000
        3.944964308398
        Long
        DBT
        UST
        US
        N
        
        1
        
          2028-07-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        OPS04781A SWAPTION SOFRRATE
        000000000
        
          
        
        17500000.00000000
        NC
        USD
        19398.75000000
        0.003643465467
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                    IRS Swap
                    N/A
                    
                      
                    
                    17500000.00000000
                    OU
                    Notional Amount
                    N/A
                    19398.75000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2023-11-25
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  17500000.00000000
                  USD
                
              
            
            1.00000000
            1.85000000
            USD
            2022-11-22
            XXXX
            -39971.50000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828ZJ2
        
          
        
        16093886.40000000
        PA
        USD
        16781842.91000000
        3.151959024672
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-04-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS03820A SWAPTION US0003M
        000000000
        
          
        
        3340000.00000000
        NC
        USD
        234.13000000
        0.000043974202
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Purchased
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    3340000.00000000
                    OU
                    Notional Amount
                    N/A
                    234.13000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-06-23
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  3340000.00000000
                  USD
                
              
            
            1.00000000
            1.05250000
            USD
            2022-06-21
            XXXX
            -29567.08000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -44.00000000
        NC
        USD
        96427.50000000
        0.018110974490
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            -6052240.00000000
            USD
            96427.50000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS03819A SWAPTION US0003M
        000000000
        
          
        
        -1760000.00000000
        NC
        USD
        -795.70000000
        -0.00014944805
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    1760000.00000000
                    OU
                    Notional Amount
                    N/A
                    -795.70000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2032-06-23
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  1760000.00000000
                  USD
                
              
            
            1.00000000
            1.37800000
            USD
            2022-06-21
            XXXX
            29008.54000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828V49
        
          
        
        17884224.60000000
        PA
        USD
        18897543.16000000
        3.549328999606
        Long
        DBT
        UST
        US
        N
        
        1
        
          2027-01-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR211070  IRS USD R V 12M USCP 1 CCPINFLATIONZERO / Short: BR211070  IRS USD P F  2.10350 2 CCPINFLATIONZERO
        000000000
        
          
        
        10000000.00000000
        OU
        Notional Amount
        USD
        1095800.50000000
        0.205812811723
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2024-12-14
            51.78000000
            USD
            0.00000000
            USD
            10000000.00000000
            USD
            1095748.72000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        7361606.08000000
        NS
        USD
        7361606.08000000
        1.382653910203
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128282L3
        
          
        
        13822710.60000000
        PA
        USD
        14670056.17000000
        2.755324083621
        Long
        DBT
        UST
        US
        N
        
        1
        
          2027-07-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        23.00000000
        NC
        USD
        -17832.67000000
        -0.00334932494
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            4888981.10000000
            USD
            -17832.67000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        30.00000000
        NC
        USD
        -34583.76000000
        -0.00649550797
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            3470052.51000000
            USD
            -34583.76000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217312  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217312  IRS USD P F  1.85000 2 CCPOIS
        000000000
        
          
        
        5170000.00000000
        OU
        Notional Amount
        USD
        148225.97000000
        0.027839742413
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2033-02-09
            3127.62000000
            USD
            0.00000000
            USD
            5170000.00000000
            USD
            145098.35000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEF4
        
          
        
        5960000.00000000
        PA
        USD
        5973968.75000000
        1.122028421768
        Long
        DBT
        UST
        US
        N
        
        1
        
          2027-03-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        OPS04779A SWAPTION SOFRRATE
        000000000
        
          
        
        -17500000.00000000
        NC
        USD
        -11950.75000000
        -0.00224458508
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank AG
                    7LTWFZYICNSX8D621K86
                    IRS Swap
                    N/A
                    
                      
                    
                    17500000.00000000
                    OU
                    Notional Amount
                    N/A
                    -11950.75000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-25
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  17500000.00000000
                  USD
                
              
            
            1.00000000
            1.59875000
            USD
            2022-11-22
            XXXX
            26392.54000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CBF7
        
          
        
        6759109.80000000
        PA
        USD
        7152599.49000000
        1.343398376047
        Long
        DBT
        UST
        US
        N
        
        1
        
          2031-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        OPS04767A SWAPTION SOFRRATE
        000000000
        
          
        
        -17500000.00000000
        NC
        USD
        -10470.25000000
        -0.00196651816
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            Call
            Written
            
              
                
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                  
                  
                    JPMorgan Chase Bank N.A.
                    7H6GLXDRUGQFU57RNE97
                    IRS Swap
                    N/A
                    
                      
                    
                    17500000.00000000
                    OU
                    Notional Amount
                    N/A
                    -10470.25000000
                    0.00000000
                    DIR
                    
                    US
                  
                  
                    
                      N/A
                      N/A
                      
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2023-11-18
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  17500000.00000000
                  USD
                
              
            
            1.00000000
            1.54500000
            USD
            2022-11-16
            XXXX
            25404.75000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR212589  IRS USD R V 12MUSCP 1 CCPINFLATIONZERO / Short: BR212589  IRS USD P F  2.00714 2 CCPINFLATIONZERO
        000000000
        
          
        
        6300000.00000000
        OU
        Notional Amount
        USD
        776659.02000000
        0.145871786567
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            Inflation based on US CPI Urban Consumers NSA
            
            2026-02-07
            46.49000000
            USD
            0.00000000
            USD
            6300000.00000000
            USD
            776612.53000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810RF7
        
          
        
        21575518.90000000
        PA
        USD
        27630829.60000000
        5.189611366520
        Long
        DBT
        UST
        US
        N
        
        1
        
          2044-02-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEE7
        
          
        
        5910000.00000000
        PA
        USD
        5893378.13000000
        1.106891923746
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-03-31
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128283R9
        
          
        
        14243625.00000000
        PA
        USD
        15183069.13000000
        2.851677972626
        Long
        DBT
        UST
        US
        N
        
        1
        
          2028-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128285W6
        
          
        
        46741168.50000000
        PA
        USD
        51449631.23000000
        9.663249164061
        Long
        DBT
        UST
        US
        N
        
        1
        
          2029-01-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CDC2
        
          
        
        34653534.00000000
        PA
        USD
        36324234.93000000
        6.822403279302
        Long
        DBT
        UST
        US
        N
        
        1
        
          2026-10-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810SB5
        
          
        
        10873787.40000000
        PA
        USD
        13472174.81000000
        2.530338485592
        Long
        DBT
        UST
        US
        N
        
        1
        
          2048-02-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828UH1
        
          
        
        16158879.00000000
        PA
        USD
        16710872.29000000
        3.138629351203
        Long
        DBT
        UST
        US
        N
        
        1
        
          2023-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217311  IRS USD R F  1.81000 2 CCPOIS / Short: SR217311  IRS USD P V 00MSOFR 1 CCPOIS
        000000000
        
          
        
        9920000.00000000
        OU
        Notional Amount
        USD
        -236071.20000000
        -0.04433879838
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2028-02-09
            0.00000000
            USD
            -5531.86000000
            USD
            9920000.00000000
            USD
            -230539.34000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810SG4
        
          
        
        1921205.60000000
        PA
        USD
        2400180.37000000
        0.450800917314
        Long
        DBT
        UST
        US
        N
        
        1
        
          2049-02-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BR217310  IRS USD R V 00MSOFR 1 CCPOIS / Short: BR217310  IRS USD P F  1.73000 2 CCPOIS
        000000000
        
          
        
        9580000.00000000
        OU
        Notional Amount
        USD
        102614.25000000
        0.019272967401
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-02-09
            85.50000000
            USD
            0.00000000
            USD
            9580000.00000000
            USD
            102528.75000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR217664  IRS USD R F  2.13000 2 CCPOIS / Short: SR217664  IRS USD P V 00MSOFR 1 CCPOIS
        000000000
        
          
        
        9930000.00000000
        OU
        Notional Amount
        USD
        -26392.95000000
        -0.00495711331
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2031-11-15
            0.00000000
            USD
            -50137.88000000
            USD
            9930000.00000000
            USD
            23744.93000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        91282CDX6
        
          
        
        7452606.00000000
        PA
        USD
        7923156.54000000
        1.488124093049
        Long
        DBT
        UST
        US
        N
        
        1
        
          2032-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828N71
        
          
        
        4010064.90000000
        PA
        USD
        4264946.15000000
        0.801040480436
        Long
        DBT
        UST
        US
        N
        
        1
        
          2026-01-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912810QF8
        
          
        
        15019851.00000000
        PA
        USD
        21143912.12000000
        3.971241119400
        Long
        DBT
        UST
        US
        N
        
        1
        
          2040-02-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828H45
        
          
        
        2266577.90000000
        PA
        USD
        2373127.35000000
        0.445719829916
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-01-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828YL8
        
          
        
        32306884.80000000
        PA
        USD
        33732943.65000000
        6.335707987292
        Long
        DBT
        UST
        US
        N
        
        1
        
          2024-10-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: SR212590  IRS USD R F  2.10250 2 CCPINFLATIONZERO / Short: SR212590  IRS USD P V 12MUSCP 1 CCPINFLATIONZERO
        000000000
        
          
        
        6300000.00000000
        OU
        Notional Amount
        USD
        -839251.98000000
        -0.15762797128
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            Inflation based on US CPI Urban Consumers NSA
            2029-02-07
            65.64000000
            USD
            0.00000000
            USD
            6300000.00000000
            USD
            -839317.62000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828ZZ6
        
          
        
        15270901.80000000
        PA
        USD
        16179213.36000000
        3.038773383569
        Long
        DBT
        UST
        US
        N
        
        1
        
          2030-07-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        9128286N5
        
          
        
        53504264.40000000
        PA
        USD
        56117481.69000000
        10.53996297088
        Long
        DBT
        UST
        US
        N
        
        1
        
          2024-04-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828XL9
        
          
        
        15384415.20000000
        PA
        USD
        16244621.70000000
        3.051058351832
        Long
        DBT
        UST
        US
        N
        
        1
        
          2025-07-15
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828S50
        
          
        
        11761077.70000000
        PA
        USD
        12326742.26000000
        2.315203802084
        Long
        DBT
        UST
        US
        N
        
        1
        
          2026-07-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  





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