NPORT-P
false
0000822977
XXXXXXXX
S000018567
C000161294
C000059010
C000051524
C000051525
C000051526
C000059011
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
2022-03-31
2022-03-31
N
532917622.69
491827.22
532425795.47
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
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