root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
The Goldman Sachs Strategic Income Fund invests in a broadly diversified portfolio of U.S. and foreign investment grade and non-investment grade fixed income investments including, but not limited to: U.S. government securities, non-U.S. sovereign debt, agency
securities, corporate debt securities, agency and non-agency mortgage-backed securities, asset-backed securities, custodial receipts, municipal securities, loans and loan assignments and convertible securities. Investments in fixed income securities are subject to the risks
associated with debt securities generally, including credit, liquidity and interest rate risk. Investments in mortgage-backed securities are also subject to, among other risks, prepayment risk (i.e., the risk that in a declining interest rate environment, issuers may pay principal
more quickly than expected, causing the Fund to reinvest proceeds at lower prevailing interest rates). High yield, lower rated investments involve greater price volatility, are less liquid and present greater risks than higher rated fixed income securities. Foreign and
emerging markets investments may be more volatile and less liquid than investments in U.S. securities and are subject to the risks of currency fluctuations and adverse economic or political developments. The Fund is also subject to the risk that the issuers of sovereign
debt or the government authorities that control the payment of debt may be unable or unwilling to repay principal or interest when due. The Fund may be more sensitive to adverse economic, business or political developments if it invests a substantial portion of its assets
in bonds of similar projects or in particular types of municipal securities. The Fund may invest in loans directly or indirectly, by purchasing participations or sub-participations from financial institutions. Indirect purchases may subject the Fund to greater delays, expenses
and risks than direct obligations in the case that a borrower fails to pay scheduled principal and interest. Derivative instruments may involve a high degree of financial risk. These risks include the risk that a small movement in the price of the underlying security or
benchmark may result in a disproportionately large movement, unfavorable or favorable, in the price of the derivative instrument; risks of default by a counterparty; and liquidity risk. At times, the Fund may be unable to sell certain of its illiquid investments without a
substantial drop in price, if at all. The Fund is subject to the risks associated with implementing short positions. Taking short positions involves leverage of the Fund’s assets and presents various other risks. Losses on short positions are potentially unlimited as a loss occurs
when the value of an asset with respect to which the Fund has a short position increases.
Fund holdings and allocations shown are unaudited, and may not be representative of current or future investments. Fund holdings and allocations may not include the Fund's entire investment portfolio, which may change at any time. Fund holdings should not be relied
on in making investment decisions and should not be construed as research or investment advice regarding particular securities. Current and future holdings are subject to risk.
A summary prospectus, if available, or a Prospectus for the Fund containing more information may be obtained from your authorized dealer or from Goldman, Sachs & Co. by calling (retail - 1-800-526-7384) (institutional – 1-800-621-2550). Please consider a fund's
objectives, risks, and charges and expenses, and read the summary prospectus, if available, and the Prospectus carefully before investing. The summary prospectus, if available, and the Prospectus contains this and other information about the Fund.
Goldman, Sachs & Co. is the distributor of the Goldman Sachs Funds.
© 2015 Goldman Sachs. All rights reserved.
Date of First Use: January 30, 2015
143031.MF.MED.TMPL/10/2014
Request Date
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
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Account
Number
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
Account Name
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Security Number
(Full)
FXFwd94857
FXFwd94844
FXFwd94843
FXFwd94820
FXFwd94819
FXFwd94787
FXFwd94777
FXFwd94776
FXFwd94775
FXFwd94750
FXFwd94749
FXFwd94748
FXFwd94660
FXFwd94654
FXFwd94628
FXFwd94627
FXFwd94626
FXFwd94553
FXFwd94551
FXFwd94550
FXFwd94549
FXFwd94540
FXFwd94531
FXFwd94530
FXFwd94513
FXFwd94511
FXFwd94510
FXFwd94507
FXFwd94506
FXFwd94505
FXFwd94504
FXFwd94503
FXFwd94465
FXFwd94464
FXFwd94463
FXFwd94462
FXFwd94461
FXFwd94460
FXFwd94439
FXFwd94438
FXFwd94426
FXFwd94401
FXFwd94296
FXFwd94293
FXFwd94291
FXFwd94280
FXFwd94262
FXFwd94246
FXFwd94245
FXFwd94238
FXFwd94235
FXFwd94217
FXFwd94208
FXFwd94205
FXFwd94204
FXFwd94199
FXFwd94198
FXFwd94197
FXFwd94196
FXFwd94195
FXFwd94194
FXFwd94192
FXFwd94191
FXFwd94190
FXFwd94189
FXFwd93090
FXFwd93089
FXFwd93088
FXFwd93087
FXFwd93086
FXFwd93085
FXFwd93063
FXFwd93001
FXFwd93000
FXFwd92999
FXFwd92961
FXFwd92960
FXFwd92958
FXFwd92905
FXFwd92900
FXFwd92898
FXFwd92880
FXFwd92766
FXFwd92765
FXFwd92741
FXFwd92740
FXFwd92721
FXFwd92720
Security Description (Short)
Fwd GBP/EUR fx_trans_i1_memo_i:94857
Fwd USD/GBP fx_trans_i1_memo_i:94844
Fwd USD/NZD fx_trans_i1_memo_i:94843
Fwd USD/CNH fx_trans_i1_memo_i:94820
Fwd USD/EUR fx_trans_i1_memo_i:94819
Fwd HUF/EUR fx_trans_i1_memo_i:94787
Fwd NOK/EUR fx_trans_i1_memo_i:94777
Fwd USD/CHF fx_trans_i1_memo_i:94776
Fwd USD/BRL fx_trans_i1_memo_i:94775
Fwd USD/GBP fx_trans_i1_memo_i:94750
Fwd USD/CNH fx_trans_i1_memo_i:94749
Fwd USD/CNH fx_trans_i1_memo_i:94748
Fwd USD/RUB fx_trans_i1_memo_i:94660
Fwd USD/CNH fx_trans_i1_memo_i:94654
Fwd USD/EUR fx_trans_i1_memo_i:94628
Fwd USD/BRL fx_trans_i1_memo_i:94627
Fwd HUF/EUR fx_trans_i1_memo_i:94626
Fwd HUF/EUR fx_trans_i1_memo_i:94553
Fwd GBP/EUR fx_trans_i1_memo_i:94551
Fwd USD/JPY fx_trans_i1_memo_i:94550
Fwd USD/RUB fx_trans_i1_memo_i:94549
Fwd USD/BRL fx_trans_i1_memo_i:94540
Fwd NOK/EUR fx_trans_i1_memo_i:94531
Fwd USD/JPY fx_trans_i1_memo_i:94530
Fwd USD/EUR fx_trans_i1_memo_i:94513
Fwd USD/NZD fx_trans_i1_memo_i:94511
Fwd PLN/EUR fx_trans_i1_memo_i:94510
Fwd USD/SGD fx_trans_i1_memo_i:94507
Fwd USD/AUD fx_trans_i1_memo_i:94506
Fwd USD/EUR fx_trans_i1_memo_i:94505
Fwd USD/CNH fx_trans_i1_memo_i:94504
Fwd USD/CHF fx_trans_i1_memo_i:94503
Fwd NOK/EUR fx_trans_i1_memo_i:94465
Fwd USD/BRL fx_trans_i1_memo_i:94464
Fwd USD/IDR fx_trans_i1_memo_i:94463
Fwd USD/JPY fx_trans_i1_memo_i:94462
Fwd USD/MXN fx_trans_i1_memo_i:94461
Fwd USD/SEK fx_trans_i1_memo_i:94460
Fwd HUF/EUR fx_trans_i1_memo_i:94439
Fwd USD/EUR fx_trans_i1_memo_i:94438
Fwd USD/CHF fx_trans_i1_memo_i:94426
Fwd USD/IDR fx_trans_i1_memo_i:94401
Fwd USD/BRL fx_trans_i1_memo_i:94296
Fwd USD/JPY fx_trans_i1_memo_i:94293
Fwd NOK/EUR fx_trans_i1_memo_i:94291
Fwd USD/CAD fx_trans_i1_memo_i:94280
Fwd USD/BRL fx_trans_i1_memo_i:94262
Fwd USD/CAD fx_trans_i1_memo_i:94246
Fwd NOK/EUR fx_trans_i1_memo_i:94245
Fwd USD/BRL fx_trans_i1_memo_i:94238
Fwd USD/EUR fx_trans_i1_memo_i:94235
Fwd ZAR/USD fx_trans_i1_memo_i:94217
Fwd USD/EUR fx_trans_i1_memo_i:94208
Fwd USD/CNH fx_trans_i1_memo_i:94205
Fwd USD/EUR fx_trans_i1_memo_i:94204
Fwd USD/EUR fx_trans_i1_memo_i:94199
Fwd NOK/EUR fx_trans_i1_memo_i:94198
Fwd USD/MYR fx_trans_i1_memo_i:94197
Fwd USD/MYR fx_trans_i1_memo_i:94196
Fwd USD/MYR fx_trans_i1_memo_i:94195
Fwd USD/MXN fx_trans_i1_memo_i:94194
Fwd USD/RUB fx_trans_i1_memo_i:94192
Fwd USD/EUR fx_trans_i1_memo_i:94191
Fwd USD/JPY fx_trans_i1_memo_i:94190
Fwd USD/TRY fx_trans_i1_memo_i:94189
Fwd USD/BRL fx_trans_i1_memo_i:93090
Fwd USD/EUR fx_trans_i1_memo_i:93089
Fwd USD/TRY fx_trans_i1_memo_i:93088
Fwd USD/IDR fx_trans_i1_memo_i:93087
Fwd USD/CAD fx_trans_i1_memo_i:93086
Fwd USD/MXN fx_trans_i1_memo_i:93085
Fwd USD/EUR fx_trans_i1_memo_i:93063
Fwd USD/IDR fx_trans_i1_memo_i:93001
Fwd USD/IDR fx_trans_i1_memo_i:93000
Fwd USD/AUD fx_trans_i1_memo_i:92999
Fwd USD/BRL fx_trans_i1_memo_i:92961
Fwd USD/MXN fx_trans_i1_memo_i:92960
Fwd USD/NZD fx_trans_i1_memo_i:92958
Fwd ZAR/USD fx_trans_i1_memo_i:92905
Fwd USD/EUR fx_trans_i1_memo_i:92900
Fwd USD/BRL fx_trans_i1_memo_i:92898
Fwd USD/IDR fx_trans_i1_memo_i:92880
Fwd USD/BRL fx_trans_i1_memo_i:92766
Fwd USD/KRW fx_trans_i1_memo_i:92765
Fwd USD/EUR fx_trans_i1_memo_i:92741
Fwd USD/CAD fx_trans_i1_memo_i:92740
Fwd USD/AUD fx_trans_i1_memo_i:92721
Fwd USD/NZD fx_trans_i1_memo_i:92720
Shares/Par
137,071,075.78
116,823,000.00
59,678,927.84
475,529,605.45
132,672,000.00
4,473,582.20
34,730,000.00
121,915,763.20
115,241,544.00
169,176,519.74
531,747,002.23
531,936,183.24
33,918,000.00
158,193,834.40
138,520,000.00
38,690,000.00
14,248,000.00
18,398,510.10
107,613,500.00
9,979,906,104.00
49,154,000.00
42,992,000.00
34,257,000.00
10,016,057,624.00
168,726,891.34
108,357,000.00
68,067,000.00
167,595,000.00
102,674,000.00
83,868,486.05
1,579,946,556.15
209,494,000.00
33,182,000.00
41,899,000.00
31,392,000.00
9,838,974,574.00
41,899,000.00
649,325,044.07
67,441,000.00
220,837,666.44
44,211,507.50
446,676,915,120.00
232,578,603.84
9,936,068,892.00
37,000,000.00
60,141,689.05
117,213,123.54
98,603,506.68
315,909,785.72
116,017,004.28
35,828,986.16
514,352,937.60
108,899,627.21
1,245,721,646.34
43,366,213.80
82,528,754.18
1,274,180,253.10
148,869,391.22
148,888,061.74
297,120,109.30
573,718,611.60
8,493,231,663.09
68,092,000.00
169,732,000.00
84,866,000.00
230,159,593.30
136,456,500.00
84,910,000.00
557,060,546,000.00
98,964,557.93
1,261,357,918.94
297,080,061.67
42,455,000.00
42,455,000.00
168,541,789.07
908,169,149.04
1,300,768,658.37
123,644,000.00
477,112,378.40
127,995,270.08
48,836,146.32
42,806,000.00
34,241,000.00
42,910,000.00
199,493,135.45
198,110,356.07
97,877,000.00
109,821,000.00
Traded Market Value
(Base)
-1,072,453.97
448,723.67
120,461.68
242,324.84
-535,315.02
38,261.50
143,592.40
-821,977.55
754,477.82
-643,945.25
272,345.99
304,325.19
351,680.89
112,019.22
-1,769,160.21
112,274.45
116,684.08
155,951.13
1,796,673.48
-834,723.68
-2,806,145.86
-183,964.32
34,545.56
-532,985.06
2,479,234.07
977,034.39
1,243,484.38
1,499,538.03
227,658.16
1,559,428.11
824,325.57
2,497,858.69
-230,877.19
-849,613.73
-1,057,821.55
-1,677,008.56
366,751.02
-2,157,825.43
505,632.04
6,388,854.51
-1,380,626.92
1,885,128.78
2,611,616.96
-1,764,610.93
-1,392,437.93
-278,313.80
1,652,601.62
290,573.41
2,128,160.69
1,203,590.75
-1,498,437.30
472,748.34
3,858,191.05
-163,603.07
-1,838,984.57
2,656,043.39
5,167,510.98
17,141.89
22,465.79
-142,131.01
-66,398.85
9,147,562.41
-2,364,281.96
4,585,064.94
-1,362,511.66
1,348,557.81
-4,803,524.74
-1,656,014.63
2,231,282.88
387,764.25
252,754.48
7,946,692.82
-1,368,630.42
-1,099,924.22
688,668.78
1,591,332.20
-175,361.51
163,062.84
580,503.72
3,509,167.99
45,686.15
-475,746.10
177,377.75
-474,051.84
4,623,069.74
-1,354,260.17
-911,499.99
238,620.07
Coupon
Rate/Strike
Price
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
Maturity Date
3/18/2015
1/9/2015
1/8/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/26/2015
3/18/2015
3/18/2015
3/18/2015
1/20/2015
3/18/2015
3/18/2015
1/23/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/20/2015
1/16/2015
3/18/2015
3/18/2015
1/28/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/16/2015
1/20/2015
3/18/2015
3/18/2015
2/12/2015
3/18/2015
1/28/2015
3/18/2015
1/20/2015
1/9/2015
3/18/2015
3/18/2015
2/10/2015
1/9/2015
3/18/2015
3/18/2015
1/9/2015
1/28/2015
3/18/2015
3/18/2015
3/18/2015
1/28/2015
3/18/2015
3/18/2015
1/20/2015
1/20/2015
1/20/2015
3/18/2015
1/20/2015
3/18/2015
3/18/2015
3/18/2015
1/15/2015
3/18/2015
3/18/2015
1/20/2015
3/18/2015
3/18/2015
1/28/2015
1/20/2015
1/20/2015
3/18/2015
1/16/2015
3/18/2015
3/18/2015
3/18/2015
1/28/2015
1/16/2015
1/16/2015
1/15/2015
1/15/2015
1/28/2015
3/18/2015
3/18/2015
3/18/2015
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
FXFwd92691
FXFwd92682
FXFwd92681
FXFwd92674
FXFwd92673
FXFwd92672
FXFwd92671
FXFwd92670
FXFwd92669
FXFwd92638
FXFwd92637
FXFwd92630
FXFwd92627
FXFwd92626
FXFwd92565
FXFwd92564
FXFwd92546
FXFwd92545
FXFwd92544
FXFwd92539
FXFwd92538
FXFwd92537
FXFwd92489
FXFwd92475
FXFwd92458
FXFwd92457
FXFwd92439
FXFwd92407
FXFwd92406
FXFwd92405
FXFwd92404
FXFwd92348
FXFwd92347
FXFwd92331
FXFwd92322
FXFwd92279
FXFwd92278
FXFwd92277
FXFwd92276
FXFwd92275
FXFwd92261
FXFwd92248
FXFwd92247
FXFwd92231
FXFwd92230
FXFwd92228
FXFwd92221
FXFwd92212
FXFwd92141
FXFwd92124
FXFwd92060
FXFwd92007
FXFwd92006
FXFwd91920
FXFwd91917
FXFwd91913
FXFwd91912
FXFwd91905
FXFwd91903
FXFwd91878
FXFwd91876
FXFwd91875
FXFwd91865
FXFwd91853
FXFwd91844
FXFwd91824
FXFwd91822
FXFwd91821
FXFwd91818
FXFwd91809
FXFwd91808
FXFwd91806
FXFwd91752
FXFwd91746
FXFwd91744
FXFwd91734
FXFwd91732
FXFwd91731
FXFwd91729
FXFwd91728
FXFwd91718
FXFwd91716
FXFwd91712
FXFwd91699
FXFwd91698
FXFwd91693
FXFwd91692
FXFwd91691
FXFwd91690
FXFwd91665
FXFwd91661
FXFwd91643
FXFwd91641
FXFwd91639
FXFwd91623
FXFwd91622
FXFwd91621
FXFwd91602
FXFwd91601
FXFwd91600
FXFwd91599
FXFwd91596
FXFwd91589
FXFwd91587
FXFwd91586
FXFwd91576
FXFwd91542
FXFwd91540
FXFwd91520
FXFwd91510
FXFwd91509
FXFwd91500
FXFwd91482
FXFwd91462
FXFwd91457
FXFwd91455
Fwd USD/JPY fx_trans_i1_memo_i:92691
Fwd USD/EUR fx_trans_i1_memo_i:92682
Fwd USD/EUR fx_trans_i1_memo_i:92681
Fwd USD/CNH fx_trans_i1_memo_i:92674
Fwd USD/KRW fx_trans_i1_memo_i:92673
Fwd NOK/EUR fx_trans_i1_memo_i:92672
Fwd USD/NZD fx_trans_i1_memo_i:92671
Fwd USD/EUR fx_trans_i1_memo_i:92670
Fwd USD/JPY fx_trans_i1_memo_i:92669
Fwd USD/JPY fx_trans_i1_memo_i:92638
Fwd USD/BRL fx_trans_i1_memo_i:92637
Fwd ZAR/USD fx_trans_i1_memo_i:92630
Fwd USD/NZD fx_trans_i1_memo_i:92627
Fwd USD/CNH fx_trans_i1_memo_i:92626
Fwd USD/JPY fx_trans_i1_memo_i:92565
Fwd USD/COP fx_trans_i1_memo_i:92564
Fwd USD/JPY fx_trans_i1_memo_i:92546
Fwd USD/EUR fx_trans_i1_memo_i:92545
Fwd ZAR/USD fx_trans_i1_memo_i:92544
Fwd USD/BRL fx_trans_i1_memo_i:92539
Fwd JPY/EUR fx_trans_i1_memo_i:92538
Fwd USD/EUR fx_trans_i1_memo_i:92537
Fwd USD/EUR fx_trans_i1_memo_i:92489
Fwd JPY/EUR fx_trans_i1_memo_i:92475
Fwd GBP/EUR fx_trans_i1_memo_i:92458
Fwd USD/EUR fx_trans_i1_memo_i:92457
Fwd ZAR/USD fx_trans_i1_memo_i:92439
Fwd USD/CNH fx_trans_i1_memo_i:92407
Fwd USD/NZD fx_trans_i1_memo_i:92406
Fwd JPY/EUR fx_trans_i1_memo_i:92405
Fwd USD/TRY fx_trans_i1_memo_i:92404
Fwd USD/CAD fx_trans_i1_memo_i:92348
Fwd USD/BRL fx_trans_i1_memo_i:92347
Fwd USD/MXN fx_trans_i1_memo_i:92331
Fwd USD/EUR fx_trans_i1_memo_i:92322
Fwd USD/BRL fx_trans_i1_memo_i:92279
Fwd USD/MYR fx_trans_i1_memo_i:92278
Fwd USD/CAD fx_trans_i1_memo_i:92277
Fwd USD/EUR fx_trans_i1_memo_i:92276
Fwd USD/COP fx_trans_i1_memo_i:92275
Fwd USD/TRY fx_trans_i1_memo_i:92261
Fwd ZAR/USD fx_trans_i1_memo_i:92248
Fwd USD/JPY fx_trans_i1_memo_i:92247
Fwd USD/EUR fx_trans_i1_memo_i:92231
Fwd USD/JPY fx_trans_i1_memo_i:92230
Fwd USD/EUR fx_trans_i1_memo_i:92228
Fwd NOK/EUR fx_trans_i1_memo_i:92221
Fwd USD/KRW fx_trans_i1_memo_i:92212
Fwd USD/MYR fx_trans_i1_memo_i:92141
Fwd USD/MYR fx_trans_i1_memo_i:92124
Fwd PLN/EUR fx_trans_i1_memo_i:92060
Fwd USD/BRL fx_trans_i1_memo_i:92007
Fwd USD/EUR fx_trans_i1_memo_i:92006
Fwd USD/EUR fx_trans_i1_memo_i:91920
Fwd USD/AUD fx_trans_i1_memo_i:91917
Fwd USD/EUR fx_trans_i1_memo_i:91913
Fwd ZAR/USD fx_trans_i1_memo_i:91912
Fwd USD/JPY fx_trans_i1_memo_i:91905
Fwd USD/CHF fx_trans_i1_memo_i:91903
Fwd USD/NZD fx_trans_i1_memo_i:91878
Fwd USD/BRL fx_trans_i1_memo_i:91876
Fwd USD/BRL fx_trans_i1_memo_i:91875
Fwd USD/MYR fx_trans_i1_memo_i:91865
Fwd GBP/EUR fx_trans_i1_memo_i:91853
Fwd USD/JPY fx_trans_i1_memo_i:91844
Fwd USD/CHF fx_trans_i1_memo_i:91824
Fwd USD/EUR fx_trans_i1_memo_i:91822
Fwd USD/TRY fx_trans_i1_memo_i:91821
Fwd USD/CNH fx_trans_i1_memo_i:91818
Fwd USD/COP fx_trans_i1_memo_i:91809
Fwd USD/EUR fx_trans_i1_memo_i:91808
Fwd USD/MYR fx_trans_i1_memo_i:91806
Fwd USD/BRL fx_trans_i1_memo_i:91752
Fwd ZAR/USD fx_trans_i1_memo_i:91746
Fwd USD/MXN fx_trans_i1_memo_i:91744
Fwd USD/TRY fx_trans_i1_memo_i:91734
Fwd USD/COP fx_trans_i1_memo_i:91732
Fwd USD/CHF fx_trans_i1_memo_i:91731
Fwd USD/JPY fx_trans_i1_memo_i:91729
Fwd USD/JPY fx_trans_i1_memo_i:91728
Fwd USD/CHF fx_trans_i1_memo_i:91718
Fwd USD/CNH fx_trans_i1_memo_i:91716
Fwd USD/JPY fx_trans_i1_memo_i:91712
Fwd USD/NZD fx_trans_i1_memo_i:91699
Fwd USD/COP fx_trans_i1_memo_i:91698
Fwd USD/JPY fx_trans_i1_memo_i:91693
Fwd USD/CAD fx_trans_i1_memo_i:91692
Fwd USD/PLN fx_trans_i1_memo_i:91691
Fwd USD/JPY fx_trans_i1_memo_i:91690
Fwd USD/RUB fx_trans_i1_memo_i:91665
Fwd USD/CLP fx_trans_i1_memo_i:91661
Fwd USD/EUR fx_trans_i1_memo_i:91643
Fwd USD/CNH fx_trans_i1_memo_i:91641
Fwd USD/CHF fx_trans_i1_memo_i:91639
Fwd USD/AUD fx_trans_i1_memo_i:91623
Fwd USD/MYR fx_trans_i1_memo_i:91622
Fwd USD/AUD fx_trans_i1_memo_i:91621
Fwd USD/JPY fx_trans_i1_memo_i:91602
Fwd USD/CLP fx_trans_i1_memo_i:91601
Fwd USD/CAD fx_trans_i1_memo_i:91600
Fwd USD/CAD fx_trans_i1_memo_i:91599
Fwd USD/COP fx_trans_i1_memo_i:91596
Fwd USD/CAD fx_trans_i1_memo_i:91589
Fwd USD/BRL fx_trans_i1_memo_i:91587
Fwd NOK/EUR fx_trans_i1_memo_i:91586
Fwd USD/INR fx_trans_i1_memo_i:91576
Fwd USD/CAD fx_trans_i1_memo_i:91542
Fwd CHF/CAD fx_trans_i1_memo_i:91540
Fwd USD/CAD fx_trans_i1_memo_i:91520
Fwd USD/HUF fx_trans_i1_memo_i:91510
Fwd NOK/EUR fx_trans_i1_memo_i:91509
Fwd USD/EUR fx_trans_i1_memo_i:91500
Fwd USD/CNH fx_trans_i1_memo_i:91482
Fwd USD/EUR fx_trans_i1_memo_i:91462
Fwd USD/CAD fx_trans_i1_memo_i:91457
Fwd USD/CNH fx_trans_i1_memo_i:91455
10,177,120,735.00
107,950,452.48
42,078,000.00
806,130,605.67
42,910,000.00
312,393,824.40
109,976,000.00
43,017,152.24
85,819,000.00
86,053,000.00
43,026,500.00
505,828,139.30
77,830,970.43
269,606,433.60
86,653,000.00
77,713,207,110.00
86,653,000.00
86,689,327.86
43,327,000.00
43,327,000.00
70,301,000.00
140,608,000.00
140,494,000.00
35,286,500.00
111,192,962.66
92,425,507.96
43,327,000.00
173,307,000.00
171,637,237.45
21,015,228,882.00
76,537,000.00
43,292,000.00
43,292,000.00
86,573,000.00
72,952,705.84
52,491,084.37
26,313,450.00
86,573,000.00
173,244,300.32
74,959,835.99
86,700,000.00
43,350,000.00
5,249,316,525.00
1,530,686,940.58
5,221,941,000.00
1,530,691,895.82
310,993,128.82
43,350,000.00
42,964,282.91
43,430,053.30
293,679,182.82
86,391,617.49
87,251,409.36
432,726,079.66
172,218,231.90
68,590,000.00
43,350,000.00
10,381,588,050.00
275,002,891.87
85,694,862.10
78,627,395.10
127,313,333.85
22,430,000.00
110,773,422.00
13,137,159,907.00
281,965,219.25
70,048,000.00
189,027,057.50
141,902,231.82
99,106,146,060.00
65,785,000.00
17,310,000.00
43,170,000.00
53,783,958.53
1,284,002,625.53
193,392,501.27
39,586,890,000.00
304,973,614.00
172,684,000.00
86,342,000.00
217,466,455.36
142,687,967.13
172,685,000.00
109,347,000.00
14,255,340.00
10,194,264,420.00
172,791,000.00
289,911,900.12
20,416,898,164.00
43,198,000.00
17,279,000.00
235,601,367.73
153,647,563.51
239,451,000.00
42,854,828.85
86,395,000.00
42,988,390.38
5,124,512,530.00
22,494,360.00
86,482,000.00
84,287,000.00
47,412,000.00
172,965,000.00
40,162,728.21
69,277,000.00
5,400,454,972.00
69,458,552.46
79,318,193.98
168,575,000.00
21,067,244,462.63
69,520,000.00
90,796,937.69
146,642,010.21
69,363,500.00
36,914,000.00
146,704,525.93
-875,671.96
2,909,016.32
-1,375,819.13
-41,291.19
-389,631.79
-163,380.42
282,507.35
1,337,694.60
1,305,229.99
968,701.67
576,362.69
142,711.08
-1,179,868.88
-1,025.95
792,473.85
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727,196.76
-1,757,739.67
-3,315,800.37
-3,307,492.28
-932,014.46
2,031,922.70
-1,579,175.63
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483,031.12
-4,488,942.45
4,285,316.16
1,794,424.18
538,975.28
786,537.17
2,657,457.96
-1,516,458.82
778,090.56
78,090.28
913,282.11
2,570,432.92
1,999,411.74
2,947,105.34
794,705.25
463,415.13
31,199,385.34
234,925.33
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-1,059,380.88
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232,102.71
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1,183,364.15
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-3,789,540.48
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7,099,771.60
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752,883.53
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1,212,171.12
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1,345,732.65
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989,470.40
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3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/15/2015
3/18/2015
3/18/2015
3/18/2015
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3/18/2015
1/12/2015
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1/9/2015
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1/13/2015
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1/28/2015
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1/9/2015
3/18/2015
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1/15/2015
1/9/2015
3/18/2015
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1/9/2015
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1/28/2015
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1/9/2015
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3/18/2015
1/15/2015
3/18/2015
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3/18/2015
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3/18/2015
3/18/2015
1/9/2015
1/9/2015
1/9/2015
3/18/2015
1/15/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/9/2015
3/18/2015
1/9/2015
1/16/2015
3/18/2015
3/18/2015
3/18/2015
1/9/2015
3/18/2015
3/18/2015
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3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/9/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/26/2015
1/9/2015
3/18/2015
3/18/2015
3/18/2015
3/18/2015
1/9/2015
3/18/2015
3/18/2015
1/9/2015
3/18/2015
3/18/2015
1/9/2015
3/18/2015
1/13/2015
3/18/2015
1/27/2015
3/18/2015
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3/18/2015
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
12/31/2014
12/31/2014
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690326
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
FXFwd91454
FXFwd91453
FXFwd91447
FXFwd91388
FXFwd91369
FXFwd91362
FXFwd91331
FXFwd91328
FXFwd91319
FXFwd91318
FXFwd91316
FXFwd91314
FXFwd91249
FXFwd91208
FXFwd91197
FXFwd91189
FXFwd91171
FXFwd91169
FXFwd91160
FXFwd91146
FXFwd91145
FXFwd91135
FXFwd91085
FXFwd91084
FXFwd91031
FXFwd91029
FXFwd91026
FXFwd91016
FXFwd90998
FXFwd90997
FXFwd90995
FXFwd90993
FXFwd90991
FXFwd90986
FXFwd90896
FXFwd90854
FXFwd90852
FXFwd90848
FXFwd90469
FXFwd90062
FXFwd89686
FXFwd3540
FXFwd3483
FXFwd3385
FXFwd3059
FXFwd3018
FXFwd2925
FXFwd192198
FXFwd191597
FXFwd191403
FXFwd191389
FXFwd191381
FXFwd191303
FXFwd190928
FXFwd190843
FXFwd189571
FXFwd189398
FXFwd188741
FXFwd187338
FXFwd186943
FXFwd186863
FXFwd186662
FXFwd184633
FXFwd184625
FXFwd184342
FXFwd183227
FXFwd183108
FXFwd181349
FXFwd181346
FXFwd177924
FXFwd177328
FXFwd176138
FXFwd175946
SWAP1414446
SWAP1486581
SWAP1490004
SWAP1490185
SWAP1490187
SWAP1490191
SWAP1490500
SWAP1491420
SWAP1492470
SWAP1492539
SWAP1493152
SWAP1493464
SWAP1494204
SWAP1430560
SWAP1494206
SWAP1494279
SWAP1495077
SWAP1497379
SWAP1497381
SWAP1497383
SWAP1508947
SWAP1511001
SWAP1511505
SWAP1512278
SWAP1512836
SWAP1512839
SWAP1448228
SWAP1517169
SWAP1521974
SWAP1522576
SWAP1524265
SWAP1524647
SWAP1528237
SWAP1528239
SWAP1528241
SWAP1528843
SWAP1529943
SWAP1529945
SWAP1529947
SWAP1529949
SWAP1470304
SWAP1470433
SWAP1531715
Fwd USD/TRY fx_trans_i1_memo_i:91454
Fwd ZAR/USD fx_trans_i1_memo_i:91453
Fwd USD/JPY fx_trans_i1_memo_i:91447
Fwd USD/CNH fx_trans_i1_memo_i:91388
Fwd USD/NZD fx_trans_i1_memo_i:91369
Fwd USD/CNH fx_trans_i1_memo_i:91362
Fwd USD/PLN fx_trans_i1_memo_i:91331
Fwd USD/TRY fx_trans_i1_memo_i:91328
Fwd USD/HUF fx_trans_i1_memo_i:91319
Fwd USD/NZD fx_trans_i1_memo_i:91318
Fwd USD/INR fx_trans_i1_memo_i:91316
Fwd USD/PHP fx_trans_i1_memo_i:91314
Fwd USD/CHF fx_trans_i1_memo_i:91249
Fwd USD/NZD fx_trans_i1_memo_i:91208
Fwd USD/SGD fx_trans_i1_memo_i:91197
Fwd ZAR/USD fx_trans_i1_memo_i:91189
Fwd USD/TRY fx_trans_i1_memo_i:91171
Fwd USD/RUB fx_trans_i1_memo_i:91169
Fwd USD/GBP fx_trans_i1_memo_i:91160
Fwd USD/AUD fx_trans_i1_memo_i:91146
Fwd USD/CNH fx_trans_i1_memo_i:91145
Fwd USD/GBP fx_trans_i1_memo_i:91135
Fwd USD/AUD fx_trans_i1_memo_i:91085
Fwd USD/CAD fx_trans_i1_memo_i:91084
Fwd USD/CLP fx_trans_i1_memo_i:91031
Fwd USD/CAD fx_trans_i1_memo_i:91029
Fwd USD/BRL fx_trans_i1_memo_i:91026
Fwd USD/CAD fx_trans_i1_memo_i:91016
Fwd USD/CNH fx_trans_i1_memo_i:90998
Fwd USD/TRY fx_trans_i1_memo_i:90997
Fwd USD/HUF fx_trans_i1_memo_i:90995
Fwd USD/NOK fx_trans_i1_memo_i:90993
Fwd USD/NZD fx_trans_i1_memo_i:90991
Fwd USD/SGD fx_trans_i1_memo_i:90986
Fwd USD/INR fx_trans_i1_memo_i:90896
Fwd USD/NZD fx_trans_i1_memo_i:90854
Fwd USD/AUD fx_trans_i1_memo_i:90852
Fwd USD/SGD fx_trans_i1_memo_i:90848
Fwd USD/INR fx_trans_i1_memo_i:90469
Fwd USD/NZD fx_trans_i1_memo_i:90062
Fwd USD/PHP fx_trans_i1_memo_i:89686
Fwd USD/GBP fx_trans_i1_memo_i:3540
Fwd USD/GBP fx_trans_i1_memo_i:3483
Fwd USD/GBP fx_trans_i1_memo_i:3385
Fwd USD/EUR fx_trans_i1_memo_i:3059
Fwd USD/GBP fx_trans_i1_memo_i:3018
Fwd USD/GBP fx_trans_i1_memo_i:2925
Fwd USD/MXN fx_trans_i1_memo_i:192198
Fwd USD/MXN fx_trans_i1_memo_i:191597
Fwd USD/MXN fx_trans_i1_memo_i:191403
Fwd USD/SEK fx_trans_i1_memo_i:191389
Fwd USD/EUR fx_trans_i1_memo_i:191381
Fwd USD/MXN fx_trans_i1_memo_i:191303
Fwd USD/CAD fx_trans_i1_memo_i:190928
Fwd USD/CHF fx_trans_i1_memo_i:190843
Fwd USD/MXN fx_trans_i1_memo_i:189571
Fwd USD/GBP fx_trans_i1_memo_i:189398
Fwd USD/MXN fx_trans_i1_memo_i:188741
Fwd USD/EUR fx_trans_i1_memo_i:187338
Fwd USD/MXN fx_trans_i1_memo_i:186943
Fwd USD/MXN fx_trans_i1_memo_i:186863
Fwd USD/JPY fx_trans_i1_memo_i:186662
Fwd USD/MXN fx_trans_i1_memo_i:184633
Fwd USD/GBP fx_trans_i1_memo_i:184625
Fwd USD/GBP fx_trans_i1_memo_i:184342
Fwd USD/NZD fx_trans_i1_memo_i:183227
Fwd USD/MXN fx_trans_i1_memo_i:183108
Fwd USD/NZD fx_trans_i1_memo_i:181349
Fwd USD/AUD fx_trans_i1_memo_i:181346
Fwd USD/MXN fx_trans_i1_memo_i:177924
Fwd USD/KRW fx_trans_i1_memo_i:177328
Fwd USD/MXN fx_trans_i1_memo_i:176138
Fwd USD/BRL fx_trans_i1_memo_i:175946
CME IR GBP 3.5000 S 5Feb36 FIX
LCH IR PLN 3.3250 A 21Aug24 FIX
IS MXN 7.2650 M 16Aug24 DBAG RFIX
CME IR EUR 2.2500 A 18Dec34 FIX
CME IR GBP 3.2500 S 18Dec34 FIX
CME IR USD 3.7500 S 18Dec34 FIX
IS MXN 7.2600 M 19Aug24 BOAN RFIX
CME IR CAD 3.7500 S 18Dec34 FIX
CME IR GBP 3.0000 S 20Dec44 FIX
LCH IR NZD 4.5000 S 17Dec19 FIX
LCH IR PLN 3.2600 A 9Sep24 FIX
LCH IR PLN 3.2550 A 9Sep24 FIX
CME IR EUR 2.0000 A 18Dec24 FIX
LCH IR JPY 1.2500 S 19Dec23 FIX
CME IR GBP 3.2500 S 18Dec24 FIX
LCH IR AUD 3.7500 S 17Dec19 FIX
CME IR GBP 3.2500 S 17Sep24 FIX
CME IR GBP 2.2500 S 12Sep17 FIX
CME IR GBP 2.6800 S 12Sep21 FIX
CME IR GBP 2.9800 S 12Sep26 FIX
LCH IR PLN 3.0400 A 13Oct24 FIX
LCH IR AUD 4.5000 S 18Dec24 FIX
LCH IR PLN 2.9400 A 16Oct24 FIX
IS MXN 7.2800 M 3Oct24 DBAG RFIX
CME IR MXN 7.3533 M 4Oct24 FIX
CME IR MXN 7.3800 M 4Oct24 FIX
LCH IR PLN 4.0950 A 20May24 FIX
CME IR USD 3.5000 S 20Dec44 FIX
IS BRL 12.2625 M 4Jan21 MSI RFIX
IS BRL 12.4300 M 4Jan21 MSI RFIX
LCH IR CHF 1.5000 A 18Dec24 FIX
LCH IR AUD 5.0000 S 18Dec34 FIX
IS BRL 12.5900 M 4Jan21 JPMN RFIX
IS BRL 12.5800 M 4Jan21 MSI RFIX
IS BRL 12.6000 M 4Jan21 CSI RFIX
IS BRL 12.4800 M 4Jan21 MSI RFIX
IS GBP 3.3779 A 19Nov29 BOAN RFIX
IS GBP 3.5475 A 19Nov39 BOAN RFIX
IS GBP 3.1775 A 19Nov24 BOAN PFIX
IS GBP 3.5400 A 19Nov44 BOAN PFIX
LCH IR PLN 3.8800 A 9Jul24 FIX
LCH IR PLN 3.8266 A 10Jul24 FIX
CME IR EUR 2.2500 A 18Mar45 FIX
31,641,000.00
466,066,952.43
43,286,000.00
86,573,000.00
89,164,000.00
173,146,000.00
86,075,190.40
208,226,995.38
21,111,933,248.66
123,905,382.14
4,055,074,780.60
37,766,970.25
60,555,049.00
123,265,044.25
83,951,627.97
630,951,261.64
197,904,824.98
2,091,683,100.00
148,115,609.56
170,837,961.83
189,702,000.00
111,546,648.56
171,899,756.74
97,956,084.60
50,035,208,980.00
280,872,175.41
85,138,155.70
282,252,199.03
86,525,500.00
265,945,077.20
22,759,422,376.28
633,647,589.14
134,648,527.99
84,277,358.47
5,368,301,615.25
127,722,781.11
201,311,344.11
89,918,294.07
8,929,889,100.50
46,391,543.59
46,033,547.15
4,924,282.71
14,331,015.10
19,400,068.09
80,945,646.52
41,610,370.37
99,118,928.08
188,365,000.00
56,771,199.50
1,141,230,150.00
134,219,319.19
20,398,187.50
73,079,485.37
77,641,618.23
8,874,831.04
52,884,365.00
104,640,447.04
227,449,760.25
379,418,768.66
302,930,519.79
302,545,373.35
101,060,348.22
99,373,282.09
32,173,092.60
450,824,513.18
40,094,000.00
20,249,716.03
71,756,454.50
15,979,005.59
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-4,019,760.90
-4,998,987.26
-275,154.66
-1,074,837.90
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1,729,523.85
-915,492.55
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-2,501,348.42
-3,621,866.89
-10,499,562.26
-1,248,310.08
7,025,985.08
1,642,849.86
-815,200.89
8,080,176.11
-2,097,441.07
-1,533,033.48
-6,825,353.99
3,157,356.22
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root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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12/18/2024
3/18/2025
3/18/2025
3/18/2022
3/18/2020
3/18/2045
9/17/2024
3/18/2018
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1/4/2021
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root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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3/20/2019
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10/6/2017
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root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
FVH5
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CBT 5-YR TNOTE,BND,03/15
10 YR T-NOTES,BND,03/15
JPY MARGIN CURRENCY
JPY MARGIN CURRENCY
GBP MARGIN CURRENCY
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EURO MARGIN CURRENCY
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USD MARGIN CURRENCY
USD MARGIN CURRENCY
MORGAN STANLEY
GMAC CAPITAL TRUST I
CITIGROUP CAPITAL XIII
LLOYDS BANKING GROUP PL 6.657% 21 MAY 2049-37 144A
LLOYDS BANKING GROUP PL 6.413% 29 SEP 2049-35 144A
MEXICAN GOVT 26 MAR 2015 144A
MEXICAN GOVT 12 MAR 2015 144A
BECTON, DICKINSON AND COMPAN 3.734% 15 DEC 2024-24
AMAZON.COM, INC. 3.8% 05 DEC 2024-24
MEXICAN GOVT 26 FEB 2015 144A
DEUTSCHE BANK AKTIENGESELLSCHA 7.5% 30 APR 2049-25
WALGREENS BOOTS ALLIANCE, INC. 4.8% 18 NOV 2044-44
WALGREENS BOOTS ALLIANCE, INC. 4.5% 18 NOV 2034-34
GENERAL MOTORS COMPANY 5.2% 01 APR 2045
SPRINT COMMUNICATIONS, INC. 7.875% 15 SEP 2023
SPRINT COMMUNICATIONS, INC. 7.25% 15 SEP 2021
MEXICAN GOVT 29 JAN 2015 144A
BANK OF AMERICA CORPORATION 6.5% 23 OCT 2049-24
MORGAN STANLEY 3.7% 23 OCT 2024
MEXICAN GOVT 22 JAN 2015 144A
MEXICAN GOVT 15 JAN 2015 144A
1011778 BC ULC / NEW RED FI 6% 01 APR 2022-17 144A
MEXICAN GOVT 19 MAR 2015 144A
SPANISH GOVT 0.5% 31 OCT 2017
MEXICAN GOVT 05 MAR 2015 144A
21ST CENTURY FOX AMERICA, 3.7% 15 SEP 2024-24 144A
21ST CENTURY FOX AMERICA 4.75% 15 SEP 2044-44 144A
WELLS FARGO & COMPANY 3.3% 09 SEP 2024
BANK OF AMERICA CORPORATION 6.25% 05 SEP 2049-24
ITALIAN GOVT BTP 2.5% 01 DEC 2024
MEXICAN GOVT 19 FEB 2015 144A
MEXICAN GOVT 05 FEB 2015 144A
GENERAL MOTORS COMPANY 3.5% 02 OCT 2018
GENERAL MOTORS COMPANY 4.875% 02 OCT 2023
INTESA SANPAOLO S.P.A.-NEW 5.017% 26 JUN 2024 144A
BANK OF AMERICA CORPORATION 5.125% 17 JUN 2049-19
CREDIT SUISSE GROUP LTD 6.25% 18 DEC 2049-24 144A
MENS WEARHOUSE, INC. (THE) 7% 01 JUL 2022-17 144A
AMERICA MOVIL SOCIEDAD ANONIMA BURS 6% 09 JUN 2019
PETROLEOS DE VENEZUELA, S.A. 6% 16 MAY 2024 REGS
HALCON RESOURCES CORPORATION 9.25% 15 FEB 2022-17
POST HOLDINGS, INC. 6% 15 DEC 2022-18 144A
DEUTSCHE BANK AKTIENGESELLS 6% 30 APR 2049-22 REGS
BANCO SANTANDER S.A. 6.375% 19 MAY 2049-19 REGS
JPMORGAN CHASE & CO. 3.625% 13 MAY 2024
DOMINICAN REPUBLIC GOVT 7.45% 30 APR 2044 144A
CITIGROUP INC. 6.3% 15 MAY 2049-24
LLOYDS BANKING GROUP PLC 7.5% 27 JUN 2049-24
CREDIT AGRICOLE SA 7.5% 23 JUN 2049-26 REGS
KBC GROUP NV 5.625% 19 MAR 2049-19 REGS
ITALIAN GOVT BTP 3.75% 01 SEP 2024
FIBRA UNO 6.95% 30 JAN 2044 144A
FIBRA UNO 5.25% 15 DEC 2024 144A
JPMORGAN CHASE & CO. 3.875% 01 FEB 2024
INDONESIAN GOVT 5.875% 15 JAN 2024 REGS
PETROLEOS DE VENEZUELA, S.A. 6% 15 NOV 2026 REGS
HONDURAN GOVT 8.75% 16 DEC 2020 144A
CREDIT SUISSE AG, ZURICH 7.5% 11 DEC 2049-23 144A
MEXICAN GOVT 4.75% 14 JUN 2018
GPN CAPITAL SA 6% 27 NOV 2023 144A
CROATIAN GOVT 6% 26 JAN 2024 REGS
PACIFIC RUBIALES ENERGY 5.375% 26 JAN 2019-17 144A
SPANISH GOVT 2.1% 30 APR 2017
POST HOLDINGS, INC. 6.75% 01 DEC 2021-17 144A
BEVERAGE PACKAGING HOLD 5.625% 15 DEC 2016-15 144A
BANCO NACIONAL DE COSTA RIC 6.25% 01 NOV 2023 REGS
BANCO NACIONAL DE COSTA RIC 6.25% 01 NOV 2023 144A
DOMINICAN REPUBLIC GOVT 6.6% 28 JAN 2024 REGS
DOMINICAN REPUBLIC GOVT 6.6% 28 JAN 2024 144A
BARCLAYS BANK PLC 7% 15 SEP 2049-19
SEADRILL LTD. 6.625% 15 SEP 2020 144A
VERIZON COMMUNICATIONS INC. 5.15% 15 SEP 2023
RUSSIAN GOVT 5.875% 16 SEP 2043 REGS
RUSSIAN GOVT 4.875% 16 SEP 2023 REGS
INTESA SANPAOLO SPA 6.625% 13 SEP 2023
BRAZIL LOAN TRUST 1 5.477% 24 JUL 2023 REGS
SPANISH GOVT 2.75% 31 OCT 2024 REGS
INDONESIAN GOVT 5.375% 17 OCT 2023 REGS
ALPHABET HOLDING COMPANY, INC 7.75% 01 NOV 2017-15
HALCON RESOURCES CORPORATION 8.875% 15 MAY 2021-16
HALCON RESOURCES CORPORATION 9.75% 15 JUL 2020-16
COSTA RICAN GOVT 5.625% 30 APR 2043 REGS
SOFTBANK CORP. 4.625% 15 APR 2020 REGS
SOFTBANK CORP. 4.5% 15 APR 2020 144A
BARCLAYS BANK PLC 6.625% 15 SEP 2049-19
DOMINICAN REPUBLIC GOVT 5.875% 18 APR 2024 REGS
AVON PRODUCTS, INC. 4.6% 15 MAR 2020
DOMINICAN REPUBLIC GOVT 18.5% 04 FEB 2028 REGS
DOMINICAN REPUBLIC GOVT 14.5% 10 FEB 2023 REGS
HD SUPPLY, INC. 11% 15 APR 2020-16
CROATIAN GOVT 5.5% 04 APR 2023 REGS
OLAM INTERNATIONAL LIMIT 6.75% 29 JAN 2018-15 REGS
POST HOLDINGS, INC. 7.375% 15 FEB 2022-17
GETTY IMAGES, INC. 7% 15 OCT 2020-15 144A
SPRINT COMMUNICATIONS, INC. 7% 15 AUG 2020
LLOYDS BANKING GROUP PLC 7% 27 JUN 2049-19
SPANISH GOVT 4.4% 31 OCT 2023 REGS
BARCLAYS BANK PLC 6.5% 15 SEP 2049-19
ITALIAN GOVT BTP 1.15% 15 MAY 2017
MEG ENERGY CORP 6.5% 15 MAR 2021-15 144A
SPANISH GOVT 5.9% 30 JUL 2026
GENERAL ELECTRIC CAPITAL CORPORAT 8.5% 06 APR 2018
BRAZILIAN GOVT IL 6% 15 AUG 2040 144A
BRAZILIAN GOVT IL 6% 15 AUG 2050 144A
VENEZUELAN GOVT 8.25% 13 OCT 2024 REGS
ITALIAN GOVT BTP 5% 01 SEP 2040
5,336.00
1,486.00
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142,844,200.00
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2,442,936.60
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39,104,804.09
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39,850,000.00
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300.00
2,016.00
14,225,000.00
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0.00
-1,191,410.82
1,191,410.82
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3,809,154.68
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47,318,775.73
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43,027,000.00
61,465,347.24
21,192,234.00
3,177,394.55
18,802,575.00
26,435,772.55
106,602,532.50
14,501,133.63
43,120,069.96
40,906,684.25
4,114,629.36
69,541,103.38
25,885,213.25
14,385,821.11
93,665,464.06
35,470,518.06
105,415,702.21
28,103,762.50
34,877,027.60
153,260,271.13
51,201,517.23
3,272,325.00
150,424,264.17
169,365,961.91
18,392,606.69
11,661,346.86
19,503,412.42
81,138,991.96
40,910,625.00
145,808,420.53
84,400,155.40
88,578,934.41
2,263,036.11
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53,411,018.40
50,547,952.95
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31,830,975.00
56,169,250.92
16,846,955.12
55,064,622.51
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1,527,092.79
48,164,950.27
157,113,307.65
333,495.42
19,117,633.33
25,227,288.91
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18,029,613.33
26,611,942.71
36,864,437.50
125,747,984.59
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21,680,500.00
2,297,936.42
143,429,033.96
835,656.25
33,128,505.00
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5,162,967.72
55,007,651.50
4,310,677.08
26,363,531.25
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8,935,090.22
151,319,538.60
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55,690,830.81
35,218,165.63
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51,675,204.34
95,841,300.00
15,070,080.56
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924,717.83
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44,902,808.33
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0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
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6.3750
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6.6570
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3.7340
3.8000
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7.5000
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4.5000
5.2000
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7.2500
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3.7000
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9.2500
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3.6250
7.4500
6.3000
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5.6250
3.7500
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5.2500
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6.0000
8.7500
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4.5000
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4.4000
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3/31/2015
3/20/2015
1/14/2015
1/14/2015
1/14/2015
1/14/2015
1/14/2015
1/14/2015
1/14/2015
1/14/2015
10/15/2049
2/15/2040
10/30/2040
1/29/2049
1/29/2049
3/26/2015
3/12/2015
12/15/2024
12/5/2024
2/26/2015
12/29/2049
11/18/2044
11/18/2034
4/1/2045
9/15/2023
9/15/2021
1/29/2015
10/29/2049
10/23/2024
1/22/2015
1/15/2015
4/1/2022
3/19/2015
10/31/2017
3/5/2015
9/15/2024
9/15/2044
9/9/2024
9/29/2049
12/1/2024
2/19/2015
2/5/2015
10/2/2018
10/2/2023
6/26/2024
12/29/2049
12/29/2049
7/1/2022
6/9/2019
5/16/2024
2/15/2022
12/15/2022
5/31/2049
5/29/2049
5/13/2024
4/30/2044
12/29/2049
4/30/2049
4/29/2049
3/29/2049
9/1/2024
1/30/2044
12/15/2024
2/1/2024
1/15/2024
11/15/2026
12/16/2020
12/29/2049
6/14/2018
11/27/2023
1/26/2024
1/26/2019
4/30/2017
12/1/2021
12/15/2016
11/1/2023
11/1/2023
1/28/2024
1/28/2024
6/15/2049
9/15/2020
9/15/2023
9/16/2043
9/16/2023
9/13/2023
7/24/2023
10/31/2024
10/17/2023
11/1/2017
5/15/2021
7/15/2020
4/30/2043
4/15/2020
4/15/2020
6/29/2049
4/18/2024
3/15/2020
2/4/2028
2/10/2023
4/15/2020
4/4/2023
1/29/2018
2/15/2022
10/15/2020
8/15/2020
12/29/2049
10/31/2023
6/15/2049
5/15/2017
3/15/2021
7/30/2026
4/6/2018
8/15/2040
8/15/2050
10/13/2024
9/1/2040
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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MEXICAN GOVT 8.5% 31 MAY 2029 144A
ITALIAN GOVT IL BTPEI 2.35% 15 SEP 2019
VENEZUELAN GOVT 9.25% 07 MAY 2028 REGS
VENEZUELAN GOVT 9% 07 MAY 2023 REGS
TRANSOCEAN INC. 6.8% 15 MAR 2038
LEVEL 3 COMMUNICATIONS, INC 8.875% 01 JUN 2019-15
VERIZON COMMUNICATIONS INC 4.862% 21 AUG 2046 144A
GERMAN GOVT BUND 2% 15 AUG 2023
MEXICAN GOVT 01 APR 2015 144A
SPANISH GOVT IL 0.55% 30 NOV 2019 REGS
VERIZON COMMUNICATIONS INC. 6.55% 15 SEP 2043
ITALIAN GOVT BTP 4.5% 01 MAY 2023
KODIAK OIL & GAS CORP 8.125% 01 DEC 2019-15
SPAREBANK 1 BOLIGKREDITT AS 1.75% 15 NOV 2019 144A
SPANISH GOVT 4.5% 31 JAN 2018
CITIC LTD 6.8% 17 JAN 2023 REGS
NBCUNIVERSAL MEDIA, LLC 4.45% 15 JAN 2043
GPN CAPITAL SA 4.375% 19 SEP 2022 REGS
ITALIAN GOVT BTP 5.5% 01 NOV 2022
COMMUNITY HEALTH SYSTEMS, IN 5.125% 15 AUG 2018-15
SPRINT COMMUNICATIONS, INC. 11.5% 15 NOV 2021
FMS WERTMANAGEMENT FRN 30 JUN 2015 REGS
REYNOLDS GROUP ISSUER INC. 8.5% 15 MAY 2018-15
REYNOLDS GROUP HOLDINGS INC. 9% 15 APR 2019-15
REYNOL 7.125% 04/15/2019
REYNOLDS GROUP ISSUER INC. 7.875% 15 AUG 2019-15
REYNOLDS GROUP ISSUER INC. 9.875% 15 AUG 2019-15
MEG ENERGY CORP 6.375% 30 JAN 2023-17 144A
LEVEL 3 FINANCING, INC. 8.625% 15 JUL 2020-16
CHS/COMMUNITY HEALTH SYSTEMS INC 8% 15 NOV 2019-15
LEVEL 3 FINANCING, INC. 8.125% 01 JUL 2019-15
RUSSIAN GOVT 4.5% 04 APR 2022 REGS
THE ROYAL BANK OF SCOTLAN 9.5% 16 MAR 2022-17 REGS
ABBEY NATIONAL TREASURY SERVICES P FRN 16 FEB 2015
FCA US LLC 8% 15 JUN 2019-15
INTELSAT JACKSON HOLDINGS S.A 7.25% 01 APR 2019-15
ARDAGH PACKAGING FINANC 9.125% 15 OCT 2020-15 144A
BRAZILIAN GOVT 01 JAN 2016 144A
LLOYDS BANK PLC 10.75% 16 DEC 2021-16
CDW LLC 8.5% 01 APR 2019-15
INTELSAT JACKSON HOLDINGS S.A 7.25% 15 OCT 2020-15
LLOYDS BANK PLC 9.875% 16 DEC 2021-16
BEAZER HOMES USA, INC. 9.125% 15 MAY 2019-15
SPRINT COMMUNICATIONS, INC. 9% 15 NOV 2018 144A
LEVEL 3 FINANCING, INC. 9.375% 01 APR 2019-15
SEALED AIR CORPORATION 8.375% 15 SEP 2021-16 144A
21ST CENTURY FOX AMERICA, INC. 6.15% 15 FEB 2041
BERRY PLASTICS CORPORATION 9.75% 15 JAN 2021-16
MAQUINARIA ESPECIALIZAD 9.625% 02 MAY 2021-18 144A
FIRST DATA CORPORATION 7.375% 15 JUN 2019-15 144A
EACCESS LTD. 8.25% 01 APR 2018-15 144A
VENEZUELAN GOVT 7% 31 MAR 2038 REGS
MEXICAN GOVT 6.5% 10 JUN 2021 144A
ITALIAN GOVT BTP 4.75% 01 SEP 2021
CANADIAN IMPERIAL BANK OF CO 2.6% 02 JUL 2015 144A
UPC HOLDING B.V. 8.375% 15 AUG 2020-15 REGS
AGUILA 3 S.A. 7.875% 31 JAN 2018-15 144A
AGUILA 3 S.A. 7.875% 31 JAN 2018-15 REGS
ANGLIAN WATER SERVICES FINANCI 7% 31 JAN 2018 REGS
RITE AID CORPORATION 8% 15 AUG 2020-15
CCO HOLDINGS, LLC 7% 15 JAN 2019-15
BUMBLE BEE ACQUISITION CORP 9% 15 DEC 2017-15 144A
UNIVISION COMMUNICATIONS 8.5% 15 MAY 2021-15 144A
THE BANK OF NOVA SCOTIA 1.65% 29 OCT 2015 144A
ARDAGH PACKAGING FINANCE 9.25% 15 OCT 2020-15 REGS
HSBC BANK USA, NATIONAL ASSOCIATION 15 AUG 2040
FIRST DATA CORPORATION 8.875% 15 AUG 2020-15 144A
PETROLEOS DE VENEZUELA, S.A. 5.5% 12 APR 2037
PETROLEOS DE VENEZUELA, S. 5.375% 12 APR 2027 REGS
MBONO 10% 20 NOV 2036
MEXICAN GOVT 5% 16 JUN 2016
BANK OF AMERICA CORPORATION 0.919% 28 MAR 2018-15
DOMINICAN REPUBLIC GOVT 8.625% 20 APR 2027 REGS
THE ROYAL BANK OF SCOTLAND N. 4.31% 10 MAR 2049-16
THE ROYAL BANK OF SCOTLAND N.V. 5% 17 FEB 2049-16
ARGENTINIAN GOVT FRN 15 DEC 2035
VENEZUELAN GOVT 6% 09 DEC 2020 REGS
CROATIAN GOVT 6.625% 14 JUL 2020 REGS
BANK OF MONTREAL 2.85% 09 JUN 2015 144A
ARGENTINIAN GOVT 15 DEC 2035
SABINE PASS LNG, L.P. 7.5% 30 NOV 2016
ITALIAN GOVT BTP 4.5% 01 FEB 2018
NRAM PLC 5.625% 22 JUN 2017 144A
SCOT WIDOWS 5.125% 24 SEP 2049-15
ARGENTINIAN GOVT 15 DEC 2035
VENEZUELAN GOVT 7.65% 21 APR 2025
MBONO MEXICAN GOVT 10% 05 DEC 2024
MEXICAN GOVT 8% 07 DEC 2023 144A
ING GROEP N.V.
MERRILL LYNCH CAPITAL TRUST I
PNC PREFERRED FUNDING T 1.463% 15 MAR 2049-17 144A
ING GROEP N.V.
ING GROEP N.V.
COMMONWEALTH OF PUERTO RICO 8% 01 JUL 2035-20
PUERTO RICO COMMONWEALTH AQUE 5.75% 01 JUL 2037-22
PUERTO RICO COMMONWEALTH AQUEDUC 5% 01 JUL 2033-22
PUERTO RICO SALES TAX FINANCI 5.25% 01 AUG 2040-21
PUERTO RICO SALES TAX FINANC 6.125% 01 AUG 2029-15
PUERTO RICO SALES TAX FINANCIN 5.5% 01 AUG 2028-19
PUERTO RICO SALES TAX FINANCI 5.25% 01 AUG 2043-21
PUERTO RICO SALES TAX FINANCING 5% 01 AUG 2043-21
COMMONWEALTH OF PUERTO RICO 5.625% 01 JUL 2032-16
COMMONWEALTH OF PUERTO RICO 5.75% 01 JUL 2041-21
COMMONWEALTH OF PUERTO RICO 5% 01 JUL 2041-22
COMMONWEALTH OF PUERTO RICO 5.5% 01 JUL 2039-22
COMMONWEALTH OF PUERTO RICO 5.125% 01 JUL 2037-22
COMMONWEALTH OF PUERTO RICO 5.75% 01 JUL 2028-22
COMMONWEALTH OF PUERTO RICO 5.5% 01 JUL 2026-22
COMMONWEALTH OF PUERTO RICO 6% 01 JUL 2034-21
PUERTO RICO SALES TAX FINANCING CORPO 01 AUG 2038
PUERTO RICO SALES TAX FINANCING CORPO 01 AUG 2037
PUERTO RICO SALES TAX FINANCI 5.25% 01 AUG 2041-20
PUERTO RICO SALES TAX FINANCING 6% 01 AUG 2039-20
PUERTO RICO SALES TAX FINANC 5.375% 01 AUG 2038-20
PUERTO RICO SALES TAX FINANCI 6.25% 01 AUG 2033-29
PUERTO RICO SALES TAX FINANCING CORPO 01 AUG 2035
757,630.00
238,230,000.00
26,790,000.00
9,170,000.00
31,243,000.00
36,935,000.00
35,825,000.00
273,990,000.00
204,870,000.00
171,140,000.00
45,400,000.00
71,380,000.00
95,189,000.00
13,400,000.00
267,850,000.00
83,550,000.00
15,450,000.00
10,748,000.00
311,840,000.00
15,250,000.00
2,750,000.00
251,800,000.00
44,400,000.00
94,425,000.00
6,425,000.00
29,150,000.00
129,978,000.00
14,050,000.00
30,075,000.00
16,900,000.00
9,850,000.00
6,800,000.00
73,100,000.00
1,800,000.00
40,700,000.00
61,180,000.00
22,075,000.00
42,041.00
16,268,000.00
11,338,000.00
15,150,000.00
17,730,000.00
2,350,000.00
7,050,000.00
46,550,000.00
1,200,000.00
1,925,000.00
72,391,000.00
1,514,838.05
56,325,000.00
9,150,000.00
2,840,000.00
2,413,696.00
147,700,000.00
32,600,000.00
6,300,000.00
25,025,000.00
8,509,000.00
15,944,000.00
9,250,000.00
14,300,000.00
48,571,000.00
122,237,000.00
20,400,000.00
19,775,000.00
7,450,000.00
38,400,000.00
4,610,000.00
19,960,000.00
4,751.00
2,998,950.00
15,200,000.00
2,784,000.00
21,765,000.00
2,940,000.00
3,180,000.00
6,870,000.00
6,210,000.00
183,100,000.00
1,630,000.00
60,200,000.00
148,480,000.00
10,354,000.00
8,121,000.00
782,347,000.00
24,200,000.00
393,281.00
1,545,021.00
300,962.00
80,976.00
102,900,000.00
707,693.00
235,690.00
336,290,000.00
8,105,000.00
3,965,000.00
1,205,000.00
2,995,000.00
29,245,000.00
8,000,000.00
12,440,000.00
1,000,000.00
3,020,000.00
8,010,000.00
20,810,000.00
1,095,000.00
5,720,000.00
515,000.00
1,110,000.00
4,305,000.00
5,285,000.00
71,015,000.00
3,150,000.00
5,965,000.00
9,275,000.00
1,990,000.00
6,247,266.23
346,684,353.12
12,293,261.25
4,296,145.00
26,869,674.31
39,424,265.10
37,542,843.51
379,358,733.98
138,028,291.46
209,170,713.64
58,948,085.57
105,967,434.53
97,737,288.85
13,146,086.23
375,999,485.50
99,152,517.91
16,725,318.60
7,979,300.85
488,917,544.63
16,079,006.94
3,326,659.72
252,313,999.34
45,992,233.33
99,051,825.00
6,746,517.72
31,620,462.50
141,975,691.50
12,915,316.15
33,752,295.31
18,213,505.56
10,865,781.25
6,006,950.00
85,359,479.17
2,819,444.63
43,184,961.11
64,889,037.50
23,769,562.85
13,993,595.38
29,385,459.91
12,202,522.50
16,253,004.17
20,444,721.56
2,483,150.35
8,082,825.00
50,434,015.63
1,376,591.67
2,490,788.61
84,151,521.21
106,038.66
59,466,683.33
9,773,343.75
1,221,752.22
17,249,269.58
220,431,238.30
33,360,312.68
8,408,966.71
25,007,013.28
8,661,010.66
27,204,227.43
10,130,805.56
15,315,697.22
51,315,261.50
131,510,034.64
20,642,094.27
25,712,098.58
7,041,444.45
42,567,466.67
1,669,140.14
7,371,130.97
45,535.60
114,312,668.64
18,152,306.68
3,318,557.00
27,603,208.10
4,812,777.81
267,433.19
2,927,765.00
7,029,612.19
185,343,298.41
111,655.00
63,297,791.67
203,797,558.68
11,392,235.44
12,871,251.70
57,111,331.00
10,826,474.98
3,515,299.89
12,105,608.49
7,686,569.48
2,047,883.04
98,726,469.53
17,890,479.04
5,948,815.60
306,467,802.80
6,006,858.65
2,826,807.10
970,055.13
2,541,739.20
23,844,520.82
5,697,000.00
8,549,680.27
757,235.00
2,254,460.20
5,673,803.40
15,659,941.20
792,632.18
4,489,170.40
403,559.15
853,578.90
543,032.70
727,850.20
51,013,980.33
2,466,040.50
4,333,428.35
5,171,932.46
343,573.50
8.5000
2.3500
9.2500
9.0000
6.8000
8.8750
4.8620
2.0000
0.0000
0.5500
6.5500
4.5000
8.1250
1.7500
4.5000
6.8000
4.4500
4.3750
5.5000
5.1250
11.5000
0.4806
8.5000
9.0000
7.1250
7.8750
9.8750
6.3750
8.6250
8.0000
8.1250
4.5000
9.5000
2.1553
8.0000
7.2500
9.1250
0.0000
10.7500
8.5000
7.2500
9.8750
9.1250
9.0000
9.3750
8.3750
6.1500
9.7500
9.6250
7.3750
8.2500
7.0000
6.5000
4.7500
2.6000
8.3750
7.8750
7.8750
7.0000
8.0000
7.0000
9.0000
8.5000
1.6500
9.2500
0.0000
8.8750
5.5000
5.3750
10.0000
5.0000
0.9190
8.6250
4.3100
5.0000
0.0010
6.0000
6.6250
2.8500
0.0000
7.5000
4.5000
5.6250
5.1250
0.0000
7.6500
10.0000
8.0000
6.3750
6.4500
1.4958
6.1250
6.2000
8.0000
5.7500
5.0000
5.2500
6.1250
5.5000
5.2500
5.0000
5.6250
5.7500
5.0000
5.5000
5.1250
5.7500
5.5000
6.0000
0.0000
0.0000
5.2500
6.0000
5.3750
0.0000
0.0000
5/31/2029
9/15/2019
5/7/2028
5/7/2023
3/15/2038
6/1/2019
8/21/2046
8/15/2023
4/1/2015
11/30/2019
9/15/2043
5/1/2023
12/1/2019
11/15/2020
1/31/2018
1/17/2023
1/15/2043
9/19/2022
11/1/2022
8/15/2018
11/15/2021
6/30/2015
5/15/2018
4/15/2019
4/15/2019
8/15/2019
8/15/2019
1/30/2023
7/15/2020
11/15/2019
7/1/2019
4/4/2022
3/16/2022
2/16/2016
6/15/2019
4/1/2019
10/15/2020
1/1/2016
12/16/2021
4/1/2019
10/15/2020
12/16/2021
5/15/2019
11/15/2018
4/1/2019
9/15/2021
2/15/2041
1/15/2021
5/2/2021
6/15/2019
4/1/2018
3/31/2038
6/10/2021
9/1/2021
7/2/2015
8/15/2020
1/31/2018
1/31/2018
1/31/2018
8/15/2020
1/15/2019
12/15/2017
5/15/2021
10/29/2015
10/15/2020
8/15/2040
8/15/2020
4/12/2037
4/12/2027
11/20/2036
6/16/2016
3/28/2018
4/20/2027
3/29/2049
12/29/2049
12/15/2035
12/9/2020
7/14/2020
6/9/2015
12/15/2035
11/30/2016
2/1/2018
6/22/2017
9/29/2049
12/15/2035
4/21/2025
12/5/2024
12/7/2023
12/31/2049
6/15/2087
3/29/2049
12/31/2049
1/14/2015
7/1/2035
7/1/2037
7/1/2033
8/1/2040
8/1/2029
8/1/2028
8/1/2043
8/1/2043
7/1/2032
7/1/2041
7/1/2041
7/1/2039
7/1/2037
7/1/2028
7/1/2026
7/1/2034
8/1/2038
8/1/2037
8/1/2041
8/1/2039
8/1/2038
8/1/2033
8/1/2035
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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PUERTO RICO SALES TAX FINANCIN 5.5% 01 AUG 2042-20
PUERTO RICO SALES TAX FINANC 5.375% 01 AUG 2039-20
PUERTO RICO SALES TAX FINANCIN 5.5% 01 AUG 2037-20
COMMONWEALTH OF PUERTO RICO 6% 01 JUL 2039-19
COMMONWEALTH OF PUERTO RICO 5.75% 01 JUL 2038-19
COMMONWEALTH OF PUERTO RICO 5.875% 01 JUL 2036-15
COMMONWEALTH OF PUERTO RICO 6% 01 JUL 2039-19
PUERTO RICO SALES TAX FINANCI 6.75% 01 AUG 2032-26
PUERTO RICO SALES TAX FINANCIN 6.5% 01 AUG 2044-19
PUERTO RICO SALES TAX FINANCING 6% 01 AUG 2042-19
PUERTO RICO SALES TAX FINANC 6.375% 01 AUG 2039-19
PUERTO RICO SALES TAX FINANCI 5.75% 01 AUG 2037-19
PUERTO RICO SALES TAX FINANCI 5.25% 01 AUG 2027-19
PUERTO RICO SALES TAX FINANCIN 5.5% 01 AUG 2023-19
COMMONWEALTH OF PUERTO RICO 5.5% 01 JUL 2032-18
PUERTO RICO COMMONWEALTH AQUEDUC 6% 01 JUL 2044-18
PUERTO RICO COMMONWEALTH AQUEDUC 6% 01 JUL 2038-18
COMMONWEALTH OF PUERTO RICO 5.25% 01 JUL 2027-16
COMMONWEALTH OF PUERTO RICO 5% 01 JUL 2034-15
COMMONWEALTH OF PUERTO RICO 5.25% 01 JUL 2037-17
COMMONWEALTH OF PUERTO RICO 5.125% 01 JUL 2031-15
EURO DOLLARS,09/15
EURO DOLLARS,06/15
FREMF MORTGAGE TRUST 2014- 3.83% 25 OCT 2024 144A
LSTAR SECURITIES INV A 2014-2 FRN 01 DEC 2021 144A
JP MORGAN CHASE CO E 2014-CBM FRN 15 OCT 2029 144A
FREMF MORTGAGE TRUST 2014- FRN 25 SEP 2025 144A
STRUCTURED AGENCY CRED M1 2014-DN4 FRN 25 OCT 2024
GOVERNMENT NATIONAL MO BS 2014-133 FRN 20 SEP 2044
CREDIT SUISSE MORTGA 2014- 4.374% 15 SEP 2025 144A
FNCL 6.00 01/15 TBA
OFSI FUND LTD C 2014-7A FRN 18 OCT 2026 144A
OFSI FUND LTD ACOM 2014-7A FRN 18 OCT 2026 144A
GOVERNMENT NATIONAL MOR SE 2014-96 FRN 20 JUL 2044
SOUND POINT CLO ACOM 2014-2A FRN 20 OCT 2026 144A
SOUND POINT CLO I, C 2014-2A FRN 20 OCT 2026 144A
FNMA Single Family 30yr 4.50 01/01/2040
FNCL 5.00 01/15 TBA
CONNECTICUT AVENUE SE 1M1 2014-C03 FRN 25 JUL 2024
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
FNCL 4.50 01/15 TBA
MORGAN STANLEY CAP F 2014-CPT FRN 13 JUL 2029 144A
FNCL 3.50 01/15 TBA
FNCL 3.50 01/15 TBA
FNCL 3.50 01/15 TBA
FNCL 3.50 01/15 TBA
FNCL 3.50 01/15 TBA
FNCL 3.50 01/15 TBA
FNCL 3.50 01/15 TBA
HILTON USA TRUST E 2014-ORL FRN 15 JUL 2029 144A
VERICREST OPPORTUNITY L 2014- FRN 27 APR 2054 144A
COMM MORTGAGE TRUS F 2014-KYO FRN 11 JUN 2027 144A
TRINITAS CLO I, LTD C 2014-2A FRN 15 JUL 2026 144A
TRINITAS CLO I, ACOM 2014-2A FRN 15 JUL 2026 144A
NEUBERGER BERMAN C C 2014-17A FRN 04 AUG 2025 144A
COVENANT CREDIT PAR C 2014-1A FRN 20 JUL 2026 144A
FHLMC STRUCTURED PASS THR 2014- 3.389% 25 MAR 2024
CITIGROUP COMMERC E 2014-388G FRN 15 JUN 2033 144A
REGATTA IV FUNDING C 2014-1A FRN 25 JUL 2026 144A
REGATTA IV FUNDING B 2014-1A FRN 25 JUL 2026 144A
REGATTA IV FUNDI ACOM 2014-1A FRN 25 JUL 2026 144A
GRACE MORTGAGE TR F 2014-GRCE FRN 10 JUN 2028 144A
GOVERNMENT NATIONAL MOR SA 2014-76 FRN 20 JAN 2040
GOVERNMENT NATIONAL MOR ST 2014-56 FRN 16 DEC 2039
ANCHORAGE CAPITAL A2 2014-4A FRN 28 JUL 2026 144A
ANCHORAGE CAPITAL A1A 2014-4A FRN 28 JUL 2026 144A
SILVERMORE CLO LTD A2 2014-1A FRN 15 MAY 2026 144A
SILVERMORE CLO LTD A1 2014-1A FRN 15 MAY 2026 144A
ACIS CLO 2014-3 LTD. 2014- FRN 01 MAY 2026 144A
ACIS CLO 2014- ACOM 2014-4A 1.71% 01 MAY 2026 144A
GOVERNMENT NATIONAL MOR SA 2014-71 FRN 20 DEC 2039
WHITEHORSE LTD A 2014-1A FRN 01 MAY 2026 144A
MAGNETITE CLO LTD B 2014-8A FRN 15 APR 2026 144A
WHITEHORSE I LTD B 2014-1A FRN 01 MAY 2026 144A
MAGNETITE V CLO, LI A 2014-8A FRN 15 APR 2026 144A
HALCYON LOAN ADVIS A2 2014-2A FRN 28 APR 2025 144A
HALCYON LOAN ADVI A1B 2014-2A FRN 28 APR 2025 144A
B&M CLO 2014-1, LT A2 2014-1A FRN 16 APR 2026 144A
B&M CLO 2014-1, LT A1 2014-1A FRN 16 APR 2026 144A
SHACKLETON I CLO L B1 2014-5A FRN 07 MAY 2026 144A
SHACKLETON I CLO LT A 2014-5A FRN 07 MAY 2026 144A
CIFC FUNDING 2014 A1L 2014-2A FRN 24 MAY 2026 144A
CIFC FUNDING 2014 A2L 2014-2A FRN 24 MAY 2026 144A
TRINITAS CLO I, LT B1 2014-1A FRN 15 APR 2026 144A
TRINITAS CLO I, LT A1 2014-1A FRN 15 APR 2026 144A
SOUND POINT CLO V, B1 2014-1A FRN 18 APR 2026 144A
FEDERAL HOME LOAN MORTGAGE 2014- 3.49% 25 JAN 2024
OCP CLO 2013-3, ACOM 2014-5A FRN 26 APR 2026 144A
ZAIS CLO 1, LIMI ACOM 2014-1A FRN 15 APR 2026 144A
HALCYON LOAN ADVIS A1 2014-1A FRN 18 APR 2026 144A
OFSI FUND V, LTD ACOM 2014-6A FRN 20 MAR 2025 144A
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MORT TS 2014-3 FRN 20 JAN 2044
ICG FUNDING, LLC ACOM 2014-1A FRN 20 APR 2026 144A
JP MORGAN CHASE C E 2014-FBLU FRN 15 DEC 2028 144A
JP MORGAN CHASE C D 2014-FBLU FRN 15 DEC 2028 144A
HLSS SERVICER AT1 2014-T1 1.244% 17 JAN 2045 144A
GOVERNMENT NATIONAL M PI 2013-182 4.5% 20 DEC 2043
GOVERNMENT NATIONAL MORT SA 2014-5 FRN 20 JAN 2044
GOVERNMENT NATIONAL MO SE 2013-169 FRN 16 NOV 2043
GOVERNMENT NATIONAL MO SA 2013-168 FRN 20 NOV 2043
GOVERNMENT NATIONAL MO SG 2013-167 FRN 20 NOV 2043
FNMA Single Family 30yr 4.50 01/01/2043
GOVERNMENT NATIONAL MO AS 2013-147 FRN 20 OCT 2043
FEDERAL HOME LOAN MOR PS 2013-4273 FRN 15 NOV 2043
FNMA Single Family 30yr 6.00 01/01/2037
44,010,000.00
25,740,000.00
19,375,000.00
1,765,000.00
5,555,000.00
1,150,000.00
2,955,000.00
35,660,000.00
500,000.00
59,935,000.00
2,795,000.00
22,040,000.00
1,650,000.00
1,005,000.00
1,485,000.00
17,570,000.00
5,255,000.00
605,000.00
455,000.00
6,670,000.00
1,950,000.00
9,222.00
18,440.00
19,950,000.00
25,686,377.33
24,000,000.00
7,800,000.00
8,087,306.37
60,532,508.80
33,100,000.00
1,000,000.00
20,050,000.00
146,000,000.00
36,564,722.99
199,450,000.00
15,000,000.00
0.00
1,000,000.00
24,316,440.33
11,000,000.00
-79,000,000.00
108,000,000.00
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60,000,000.00
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65,000,000.00
68,000,000.00
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60,000,000.00
70,000,000.00
25,245,000.00
18,000,000.00
74,000,000.00
68,000,000.00
10,000,000.00
47,000,000.00
124,000,000.00
-28,000,000.00
17,950,000.00
52,469,614.08
14,494,000.00
10,050,000.00
57,100,000.00
8,650,000.00
21,350,000.00
24,500,000.00
27,996,000.00
18,250,000.00
776,094.00
162,350,000.00
26,250,000.00
62,671,615.13
51,272,075.61
31,000,000.00
141,900,000.00
23,050,000.00
123,250,000.00
11,050,000.00
177,900,000.00
349,824.90
150,700,000.00
23,900,000.00
32,800,000.00
114,850,000.00
55,600,000.00
64,150,000.00
12,850,000.00
74,650,000.00
33,700,000.00
156,400,000.00
148,600,000.00
24,600,000.00
14,950,000.00
58,150,000.00
15,000,000.00
272,500,000.00
140,200,000.00
93,200,000.00
70,250,000.00
120,000,000.00
4,646,884.25
19,727,648.68
112,150,000.00
9,550,000.00
10,200,000.00
7,150,000.00
63,001,103.95
66,457,600.03
65,007,901.46
22,728,001.80
37,129,266.27
83,633.69
21,218,065.96
84,781,529.78
674,121.22
32,287,349.70
18,596,013.15
14,566,060.42
1,347,983.45
4,201,635.35
867,335.75
2,256,822.15
27,121,213.00
413,491.67
46,687,566.95
2,289,279.69
16,893,402.87
1,338,174.75
897,964.15
1,114,373.70
12,961,389.00
3,949,658.00
462,679.80
325,561.60
4,891,778.00
1,439,577.75
0.00
0.00
19,059,724.60
25,303,434.39
23,887,818.81
7,682,794.74
8,074,071.35
9,084,219.93
30,694,915.36
1,133,437.50
19,378,696.62
143,891,738.54
5,402,721.45
196,499,962.53
14,486,488.50
187,972.00
1,104,843.80
24,055,341.34
11,944,453.40
-85,782,892.60
117,272,815.20
-117,272,815.20
-159,621,331.80
65,151,564.00
-31,489,922.60
70,580,861.00
73,838,439.20
-85,782,892.60
65,151,564.00
76,010,158.00
24,043,798.70
18,773,438.40
77,179,691.20
70,921,878.40
10,429,688.00
49,019,533.60
129,328,131.20
-29,203,126.40
17,831,576.18
52,160,066.11
14,470,728.68
9,580,551.08
55,977,690.36
8,229,874.74
20,454,389.24
25,954,292.23
27,918,080.14
17,619,655.91
751,633.97
159,881,727.65
24,705,338.44
9,509,167.72
8,524,391.88
30,227,664.88
141,009,295.76
22,293,790.04
122,066,384.03
10,163,346.34
174,236,491.96
59,605.49
150,175,733.87
23,516,327.07
32,144,115.37
114,506,748.10
53,701,815.39
63,481,156.77
12,421,938.95
73,901,967.11
32,951,178.22
155,822,865.15
147,698,453.13
24,113,050.00
14,325,692.45
57,923,949.83
14,434,105.31
290,866,372.78
135,184,803.09
92,044,503.21
69,657,407.26
116,084,576.21
5,285,718.19
2,960,819.79
109,048,288.48
9,509,933.98
10,223,621.21
7,158,563.95
13,859,285.25
9,756,492.64
10,741,869.85
3,956,350.42
6,556,371.70
91,180.35
3,748,337.12
12,746,499.85
766,796.55
5.5000
5.3750
5.5000
6.0000
5.7500
5.8750
6.0000
0.0000
6.5000
6.0000
6.3750
5.7500
5.2500
5.5000
5.5000
6.0000
6.0000
5.2500
5.0000
5.2500
5.1250
3.8300
2.1550
4.0110
4.0717
1.5695
5.4346
4.3733
6.0000
3.3454
1.8720
5.4346
1.4532
3.1626
4.5000
5.0000
1.3695
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
3.4455
3.5000
3.5000
3.5000
3.5000
3.5000
3.5000
3.5000
2.1587
3.1250
3.6590
3.1238
1.6908
2.9921
3.1508
3.3890
2.5110
3.1836
2.2752
1.7436
3.5901
5.4346
5.9390
2.4424
1.7324
2.2821
1.6821
2.7774
1.7127
5.9346
1.7324
2.2171
2.2824
1.7106
2.2331
1.6531
2.1791
1.6291
2.2319
1.7319
1.7129
2.3829
2.1306
1.7606
2.1308
3.4900
0.2336
1.7086
1.7899
1.4176
6.0000
5.3846
1.5008
3.6610
2.7610
1.2437
4.5000
5.3846
5.8890
5.9346
5.9846
4.5000
5.9846
5.9392
6.0000
8/1/2042
8/1/2039
8/1/2037
7/1/2039
7/1/2038
7/1/2036
7/1/2039
8/1/2032
8/1/2044
8/1/2042
8/1/2039
8/1/2037
8/1/2027
8/1/2023
7/1/2032
7/1/2044
7/1/2038
7/1/2027
7/1/2034
7/1/2037
7/1/2031
9/14/2015
6/15/2015
11/25/2047
12/1/2021
10/15/2029
11/25/2047
10/25/2024
9/20/2044
9/15/2037
1/1/2045
10/18/2026
10/18/2026
7/20/2044
10/20/2026
10/20/2026
5/1/2042
1/1/2045
7/25/2024
1/1/2045
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1/1/2045
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7/13/2029
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1/1/2045
1/1/2045
1/1/2045
7/15/2029
4/27/2054
6/11/2027
7/15/2026
7/15/2026
8/4/2025
7/20/2026
3/25/2024
6/15/2033
7/25/2026
7/25/2026
7/25/2026
6/10/2028
1/20/2040
12/16/2039
7/28/2026
7/28/2026
5/15/2026
5/15/2026
5/1/2026
5/1/2026
12/20/2039
5/1/2026
4/15/2026
5/1/2026
4/15/2026
4/28/2025
4/28/2025
4/16/2026
4/16/2026
5/7/2026
5/7/2026
5/24/2026
5/24/2026
4/15/2026
4/15/2026
4/18/2026
1/25/2024
4/26/2026
4/15/2026
4/18/2026
3/20/2025
5/1/2041
1/20/2044
4/20/2026
12/15/2028
12/15/2028
1/17/2045
12/20/2043
1/20/2044
11/16/2043
11/20/2043
11/20/2043
12/1/2043
10/20/2043
11/15/2043
4/1/2041
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Goldman Sachs Strategic Income Fund
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22845RAJ2
3138ELX73
3138X7U92
38378UPW1
80349BAB3
3137B4WB8
3138ELVW0
38378UVX2
00089RAA2
00089RAL8
3138ELS79
38378VX75
38378WRT2
3137B3NX2
38378VHU2
38378WMK6
3137B3NA2
3137B3N95
3137B36J2
3138ELCH4
3138ELBW2
3138WUHL0
3138EK7H2
61762DAW1
3138MKQH2
3138EKWN1
3138EKWM3
3138EKWL5
3138EKWH4
3138EKW35
3138EKVZ5
00089KAH2
3138EKMY8
67108EAA7
87157VAA7
67103QAS6
3138MRK75
3138NXRK5
3138MNJQ4
3138MN5G1
31410LK68
38378GN46
3138NYU94
25812AAA0
3138MRD24
3138MRDZ1
3138MQHG1
3138MQTP8
3138MQTN3
3138LSSB7
3138LSR85
3138MJGD5
3138EJ4B1
3138EJ7A0
3138MHNP4
67089NAQ5
3138EJ2P2
228452AL2
3138EJRP5
31417CE50
31410LHS4
3138EHXZ0
3138EH2Y7
3138EHW40
92936QAJ7
3138EHWJ7
31410LF23
31374CN36
31417AYQ6
31417E7A3
3138AX3R0
3138AXT92
BCC1TNVH5
3138AWHG1
3138AXST9
3138AXJE2
3138EHAP7
3138EG4G6
3138AP5M6
3138ASU83
3138APZN1
3138ANZG1
31416YYT9
3138AHFK7
31410LEN8
3138AMK87
3138AMMK8
3138ADBK0
31416YVG0
3138AHKB1
3138EGNK6
3138EGNC4
3138AKLT4
31381RAY0
3138EGK60
3138EGJ39
3138AGL89
698475AP5
38377UD70
3138EGFA7
3138AFFB1
3138AEJG9
3137A7YL8
3138NJAQ1
3138NJAP3
31419BBR5
31410LDU3
3138AFB58
3138A6TX8
31381QFF8
3138EGAP9
3138EGAN4
31419BCG8
38377QSJ7
31419BCW3
31419A4K0
CROWN POINT CLO ACOM 2013-2A FRN 14 DEC 2023 144A
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2043
GOVERNMENT NATIONAL MO SD 2013-147 FRN 20 DEC 2039
SARATOGA INVESTMEN A1 2013-1A FRN 20 OCT 2023 144A
FEDERAL HOME LOAN MORTGAGE 2013- 3.06% 25 JUL 2023
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MO SA 2013-148 FRN 20 OCT 2043
ACIS CLO 2013-1 LTD A 2013-2A FRN 14 OCT 2022 144A
ACIS CLO 2013-1 ACOM 2013-2A FRN 14 OCT 2022 144A
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MO PS 2013-117 FRN 20 APR 2043
GOVERNMENT NATIONAL MO SD 2013-113 FRN 16 AUG 2043
FEDERAL HOME LOAN MORTGAGE 2013- 3.3% 25 JUL 2046
GOVERNMENT NATIONAL MO DS 2013-106 FRN 20 FEB 2043
GOVERNMENT NATIONAL MO SA 2013-113 FRN 20 AUG 2043
FHLMC STRUCTURED PASS THROUG 2013- FRN 25 APR 2023
FEDERAL HOME LOAN MORTGAG 2013- 2.779% 25 SEP 2022
FEDERAL HOME LOAN MORTGAGE 2013- 3.32% 25 FEB 2023
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 3.00 01/01/2043
FNMA Single Family 30yr 6.00 01/01/2036
MORGAN STANLEY TRUST A4 2013-C9 3.102% 15 MAY 2046
FNMA Single Family 30yr 3.00 01/01/2043
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
ACISN ACOM 2013-1A FRN 18 APR 2024 144A
FNMA Single Family 30yr 6.00 01/01/2037
OZLM FUNDING II, L A1 2013-3A FRN 22 JAN 2025 144A
OZLM FUNDING II, L A 2013-11A FRN 17 JAN 2025 144A
OFSI FUND II, LL ACOM 2013-5A FRN 17 APR 2025 144A
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2043
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2043
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MO LS 2012-149 FRN 20 DEC 2042
FNMA Single Family 30yr 3.00 01/01/2043
DORAL CLO I LTD. A1 2012-3A FRN 19 DEC 2022 144A
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 3.00 01/01/2042
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2042
OCP CLO 2012-2, ACOM 2012-2A FRN 22 NOV 2023 144A
FNMA Single Family 30yr 6.00 01/01/2036
CROWN POINT CORP ACOM 2012-1A FRN 21 NOV 2022 144A
FNMA AL2293
FNMA Single Family 30yr 4.50 01/01/2042
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
WFRBS COMMERCIAL MORT B 2012-C6 4.697% 15 APR 2045
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
QUADRIVIO RMBS 2011 A1 2011-1 FRN 25 JUL 2060 REGS
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 5.00 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2041
FNMA 468123
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2041
PANHANDLE-PLAINS HIGHER A2 2011-1 FRN 01 JUL 2024
GOVERNMENT NATIONAL MOR PS 2011-50 FRN 20 FEB 2041
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FEDERAL HOME LOAN MOR KF 2011-3827 FRN 15 MAR 2041
FNMA FN0014
FNMA FN0013
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2041
FNMA 467366
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2036
GOVERNMENT NATIONAL MOR SA 2011-25 FRN 20 OCT 2040
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2038
118,100,000.00
0.00
245.65
55,709,433.04
16,000,000.00
169,200,000.00
943,184.01
98,412,105.38
11,950,000.00
68,183,962.00
289,944.54
38,027,492.80
121,840,645.11
125,900,000.00
9,576,607.31
74,906,872.95
160,500,000.00
22,852,028.65
83,200,000.00
6,904,671.03
6,091,032.73
677,391.38
288,307.43
4,500,000.00
946,155.64
14,021,617.56
814,392.69
3,151,617.85
4,071,430.59
4,937,095.39
107,995.28
23,550,000.00
753,837.11
14,750,000.00
6,500,000.00
11,950,000.00
1,888,043.90
333,354.68
222,091.30
872,649.49
565,897.31
39,068,714.59
384,114.40
10,000,000.00
174,518.29
282,566.31
362,935.41
1,441,490.53
710,715.82
489,256.12
320,240.97
422,768.26
71,654.08
122,013.84
15,421.01
15,650,000.00
139,548.06
7,650,000.00
5,579,433.58
963,817.07
0.00
1,345,113.95
417,934.23
30,235.54
2,500,000.00
145,556.25
21,295,421.80
1,227,637.40
0.00
3,384,431.68
0.00
114,601.66
24,771,222.60
0.00
0.00
504,956.36
235,537.66
18,107.22
992,510.98
213,669.40
59,251.56
2,462,374.31
0.00
48,310.59
521,884.41
0.00
0.00
0.00
0.00
0.00
61,307.89
148,746.90
0.00
3,550,000.00
169,009.60
7,117.59
0.00
8,651,235.30
55,852,611.78
0.00
14,576.70
3,615,641.76
1,417,790.13
5,964,086.30
6,555,118.18
316,928.61
0.00
0.00
998,048.48
5,285,563.82
2,598,497.58
623,323.45
178,022.83
37,566,330.54
158.52
667,288.35
115,280,566.00
7,040.95
267.81
10,876,692.46
15,889,648.29
175,174,908.77
1,072,848.95
17,576,942.35
11,719,352.41
66,759,868.62
329,804.88
6,730,570.09
20,371,948.80
132,641,126.57
1,578,520.71
14,942,038.62
168,507,157.86
23,621,585.18
87,837,531.93
7,853,895.93
6,928,402.08
687,978.08
328,032.09
4,554,592.16
965,263.54
15,949,250.09
926,351.94
3,584,888.91
4,631,153.60
5,615,826.33
122,842.02
22,651,708.71
856,902.18
14,629,165.21
6,459,335.92
11,624,964.54
1,926,173.51
341,753.65
226,576.50
890,272.90
643,694.48
7,060,457.80
391,391.57
9,973,772.10
178,042.74
289,332.45
370,265.00
1,468,800.00
725,068.94
498,525.22
326,708.33
431,306.19
81,504.78
138,787.79
16,812.52
15,344,116.50
158,775.80
7,554,327.77
6,229,602.00
1,050,786.77
1,999.11
1,530,034.51
475,411.36
34,392.20
2,716,874.27
165,611.83
24,223,026.10
1,396,470.37
7,275.75
3,850,758.17
765.86
124,942.71
29,948,605.72
3,648.49
3,596.42
561,282.70
267,826.13
19,741.12
1,082,069.87
232,949.79
64,598.10
2,688,220.08
4,024.89
52,669.87
595,008.97
993.81
42.70
6,983.68
43,526.45
3,569.11
66,839.98
169,195.99
3,693.70
3,812,003.72
192,244.33
8,096.09
3,674.66
8,742,189.07
9,739,155.89
174.76
15,892.02
3,941,897.97
1,425,353.49
6,246,816.66
6,933,188.99
360,498.61
4,122.35
3,679.84
1,088,107.04
5,646,706.31
2,955,728.01
709,047.09
202,551.84
5,681,356.57
226.31
759,058.34
1.3100
4.5000
4.5000
6.4846
1.5308
3.0600
6.0000
6.0346
0.7300
1.1456
6.0000
5.9846
6.5390
3.3000
6.0346
6.5346
3.2500
2.7790
3.3200
6.0000
6.0000
3.0000
6.0000
3.1020
3.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
1.4578
6.0000
1.5621
1.5281
0.0000
3.0000
3.0000
3.0000
3.0000
6.0000
6.0846
3.0000
1.6954
3.0000
3.0000
3.0000
3.0000
3.0000
3.0000
3.0000
3.0000
6.0000
6.0000
4.5000
1.4729
6.0000
1.4519
4.3800
4.5000
4.5000
6.0000
6.0000
6.0000
4.6970
6.0000
6.0000
6.0000
4.5000
6.0000
4.5000
4.5000
0.5850
4.5000
4.5000
5.0000
6.0000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
6.0000
4.5000
4.5000
4.5000
4.5000
4.5000
4.5000
6.0000
4.5000
3.8400
6.0000
6.0000
4.5000
1.1851
5.9346
4.5000
4.5000
4.5000
0.5308
3.0940
3.4440
6.0000
4.5000
4.5000
4.5000
3.7500
6.0000
6.0000
6.0000
5.9346
4.5000
6.0000
12/14/2023
4/1/2042
11/1/2043
12/20/2039
10/20/2023
7/25/2023
5/1/2041
10/20/2043
10/14/2022
10/14/2022
4/1/2040
4/20/2043
8/16/2043
4/25/2023
2/20/2043
8/20/2043
4/25/2023
9/25/2022
2/25/2023
5/1/2041
10/1/2040
5/1/2043
9/1/2039
5/15/2046
4/1/2043
6/1/2040
4/1/2041
5/1/2041
6/1/2040
5/1/2041
7/1/2040
4/18/2024
10/1/2039
1/22/2025
1/17/2025
4/17/2025
1/1/2043
1/1/2043
1/1/2043
1/1/2043
6/1/2040
12/20/2042
1/1/2043
12/19/2022
12/1/2042
12/1/2042
12/1/2042
12/1/2042
12/1/2042
12/1/2042
12/1/2042
12/1/2042
10/1/2040
10/1/2040
11/1/2042
11/22/2023
6/1/2040
11/21/2022
6/1/2021
6/1/2042
1/1/2042
1/1/2040
5/1/2041
9/1/2040
4/15/2045
7/1/2039
12/1/2039
11/1/2039
1/1/2042
10/1/2038
1/1/2042
12/1/2036
7/25/2060
11/1/2041
11/1/2041
11/1/2041
7/1/2041
10/1/2041
9/1/2041
9/1/2041
8/1/2041
8/1/2041
8/1/2041
8/1/2041
6/1/2040
7/1/2041
6/1/2041
7/1/2041
7/1/2041
7/1/2041
6/1/2041
4/1/2039
6/1/2041
5/1/2018
3/1/2039
12/1/2039
6/1/2041
7/1/2024
2/20/2041
5/1/2041
5/1/2041
4/1/2041
3/15/2041
1/1/2018
1/1/2018
10/1/2038
2/1/2041
5/1/2041
3/1/2041
3/1/2018
4/1/2040
10/1/2039
3/1/2029
10/20/2040
2/1/2041
10/1/2039
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
62889CAA7
31419A3V7
3138NJAK4
3138NJAE8
3138A4PN9
31419A4R5
38377RQD0
31419AXL6
31419AVJ3
3138A2JK6
31417YVH7
31419AWD5
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3138A17K1
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31419AU62
31398SAS2
31419ARA7
3138AJUQ3
31419ANX1
31419AMV6
31419AMY0
31419BVU6
31419AL70
31418WER7
38376LEQ8
38374YSU8
31418WE22
3138E76D1
31419ABT3
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31419AA64
38377FVZ1
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38377ELC6
38376WS30
38376XJR5
31418M2S0
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38376VHU4
38376VBW6
38376TWN8
38375AP24
38375AN91
31417SFG0
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BCC0XD245
BCC0GLU11
31418MP97
31418MP22
31412QST7
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3138EGDE1
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BCC0JD332
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67085XAA2
62431RAA7
530361AG9
75686VAA2
107265AA8
471318AA3
00306LAA2
12567AAG2
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76114DAN4
74922KAL9
466306AA5
25150XAR3
25150XAA0
9393365V1
NCUA GUARANTEED NOTES 1A 2011-R2 FRN 06 FEB 2020
FNMA Single Family 30yr 6.00 01/01/2037
FNMA FN0009
FNMA FN0004
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MO SE 2010-162 FRN 20 DEC 2040
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 4.50 01/01/2040
FEDERAL HOME LOAN MOR SK 2010-3753 FRN 15 NOV 2038
FNMA Single Family 30yr 6.00 01/01/2036
FEDERAL NATIONAL MORTG LS 2010-126 FRN 25 NOV 2040
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2040
GOVERNMENT NATIONAL MOR ES 2010-90 FRN 20 JUL 2040
GOVERNMENT NATIONAL MOR SN 2010-85 FRN 20 JUL 2040
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 4.50 01/01/2042
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 6.00 01/01/2040
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MOR SA 2010-59 FRN 20 MAY 2040
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MOR ES 2010-42 FRN 20 APR 2040
GOVERNMENT NATIONAL MOR DS 2010-35 FRN 20 MAR 2040
GOVERNMENT NATIONAL MOR SG 2010-37 FRN 20 MAR 2040
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
GOVERNMENT NATIONAL MOR SE 2010-20 FRN 20 FEB 2040
GOVERNMENT NATIONAL MOR SD 2010-20 FRN 20 FEB 2040
GOVERNMENT NATIONAL MORT SD 2010-1 FRN 20 JAN 2040
GOVERNMENT NATIONAL MORT YD 2010-9 FRN 16 JAN 2040
GOVERNMENT NATIONAL MORT XD 2010-9 FRN 16 JAN 2040
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2039
AIRE VALLEY MORTG 2A2 2007-1X FRN 20 SEP 2066 REGS
AIRE VALLEY MORTG 3A2 2004-1X FRN 20 SEP 2066 REGS
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 4.50 01/01/2041
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FEDERAL NATIONAL MORTGA WF 2009-84 FRN 25 OCT 2039
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2037
BRENTWOOD CLO, LT A1B 2006-1A FRN 01 FEB 2022 144A
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 2
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.00 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 4.00 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 4.50 01/01/2039
FEDERAL HOME LOAN MOR FA 2009-3545 FRN 15 JUN 2039
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 4.50 01/01/2039
FGLMC Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2038
FNARM 849924
FNARM 712305
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FGLMC Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
EUROSAIL 2006-1P A1 2007-PR1X FRN 13 SEP 2045 REGS
AIRE VALLEY FINAN 2A2 2005-1X FRN 20 SEP 2066 REGS
AIRE VALLEY MORTG 2A3 2005-1X FRN 20 SEP 2066 REGS
WESTBROOK CLO LTD. A1 2006-1X FRN 20 DEC 2020 REGS
OHA PARK AVENUE C A1A 2007-1A FRN 14 MAR 2022 144A
MOUNTAIN VIEW FUND A1 2007-3A FRN 16 APR 2021 144A
LIBERTY CLO, LTD. A2 2005-1A FRN 01 NOV 2017 144A
RED RIVER CLO LTD. A 2006-1A FRN 27 JUL 2018 144A
BRENTWOOD CLO, LT A1A 2006-1A FRN 01 FEB 2022 144A
JASPER CLO LTD. A 2005-1A FRN 01 AUG 2017 144A
ABERDEEN LOAN FUNDI A 2008-1A FRN 01 NOV 2018 144A
CITIMORTGAGE ALTERNA 1A7 2007-A3 5.75% 25 MAR 2037
LEEK FINANCE PLC A2C 2006-18X FRN 21 SEP 2038 REGS
WELLS FARGO ALTERNATI 2A1 2007-PA2 FRN 25 JUN 2037
RESIDENTIAL ASSET A13 2006- A15 6.25% 25 JAN 2037
RESIDENTIAL ACCREDIT L 2A5 2007-QS1 6% 25 JAN 2037
J.P. MORGAN ALTERNA A1 2008-R2 6% 25 NOV 2036 144A
DEUTSCHE ALT-A SECURI A1B 2007-OA5 FRN 25 AUG 2047
DEUTSCHE ALT-A SECURI A1A 2007-OA5 FRN 25 AUG 2047
WASHINGTON MUTUAL MORTG CB1 2005-4 FRN 25 JUN 2035
93.26
1,843,018.17
2,051,752.14
1,426,098.21
0.00
528,652.31
43,373,683.88
5,441,984.14
17,899.19
986,938.70
0.00
1,481,755.55
0.00
978,350.88
32,903,970.55
250,757.07
7,460,770.14
589,247.93
0.00
30,106.06
1,199,232.68
3,064,256.05
0.00
28,995.37
0.00
49,796,358.02
28,853,911.26
0.00
47,044.62
77,125.91
0.00
1,398,747.14
813,294.67
14,751,944.00
336,886.92
26,500,306.42
57,428,010.54
51,996,998.95
1,480,423.21
10,046,532.28
75,974,217.61
20,874,830.89
15,730,995.16
83,560,449.36
132,043,547.74
0.00
0.00
277,976.83
258,714.49
6,635,548.14
1,798,393.48
54,303.40
435,149.16
84,410.02
0.00
259,278.61
0.00
233,784.82
3,948,502.56
561,760.08
973,766.90
309,986.37
52,064.47
16,732,682.33
18,895,835.21
7,752,628.87
7,320.43
348,403.32
17,834.75
0.00
35,951.91
0.00
789,676.22
1,599,495.11
137,719.27
951,735.51
75,742.86
29,188.22
0.00
9,587.57
309,235.85
1,926,032.04
2,065,507.48
0.00
177,294.86
139,450.39
16,368.75
29,979,383.52
529,890.04
13,853.40
200,040.26
731,084.26
60,725.47
0.00
0.00
0.00
18,386,892.20
7,723,998.83
4,500,597.75
13,619,472.09
8,936,335.86
2,512,574.02
21,563,996.72
13,616,981.90
47,832,398.88
2,124,354.07
29,196,359.23
9,239,856.99
10,196,805.00
7,916,491.54
8,636,862.62
3,187,981.50
11,488,608.22
5,027,083.33
4,028,111.68
119,660.85
93.61
2,096,388.49
2,179,521.22
1,532,902.15
68.33
601,329.19
6,482,428.43
6,190,402.48
20,360.81
1,075,994.78
659.35
1,685,461.02
1,547.23
1,066,632.04
4,616,740.39
285,307.83
1,385,796.84
670,255.24
2,991.58
34,323.61
1,364,098.10
3,485,516.98
3,623.12
32,983.01
1,274.06
8,366,311.06
5,549,526.02
174.70
51,289.68
87,752.76
50.46
1,595,211.73
925,102.97
2,756,769.54
383,200.70
4,009,000.83
9,048,851.27
7,923,433.34
1,684,404.45
11,427,686.94
13,866,637.05
3,270,622.60
2,409,019.62
16,316,535.63
24,511,536.44
28.18
150.87
316,191.90
294,269.37
7,748,147.10
2,117,371.73
61,771.57
494,684.88
91,953.33
68.55
295,003.51
3,743.04
265,936.48
4,491,325.95
574,983.68
1,107,938.11
352,601.98
59,980.39
19,033,020.55
18,703,348.96
8,818,427.41
8,002.27
396,300.33
19,105.08
236.67
38,512.69
1,443.60
860,245.73
1,623,828.62
156,652.33
1,082,576.08
86,155.66
33,209.94
6,491.77
10,653.05
351,764.05
2,068,604.96
2,203,772.21
9,176.65
201,668.60
158,664.67
18,614.36
34,102,350.41
602,901.34
15,744.11
227,540.95
831,627.89
67,473.97
33,035.72
47.47
22.44
27,356,821.03
9,065,907.73
4,361,413.09
13,541,995.08
8,867,961.02
2,506,025.95
21,487,970.20
13,559,495.06
47,293,294.16
2,122,842.17
29,030,584.42
7,930,431.27
12,774,045.42
5,916,006.14
6,573,157.14
2,640,357.37
9,787,627.86
4,302,991.88
3,483,685.73
93,384.82
0.5572
6.0000
3.4160
3.6150
4.5000
6.0000
6.3846
6.0000
6.0000
4.5000
4.5000
6.0000
4.5000
4.5000
5.8892
6.0000
4.8443
6.0000
4.5000
6.0000
6.0000
6.0000
4.5000
6.0000
4.5000
5.7846
5.7746
4.5000
4.5000
6.0000
4.5000
6.0000
6.0000
6.3346
6.0000
5.5146
5.5146
5.5346
6.0000
6.0000
6.0846
5.5146
5.6246
6.6390
6.4390
4.5000
4.5000
6.0000
6.0000
0.3390
0.4990
6.0000
6.0000
4.5000
4.5000
6.0000
4.5000
6.0000
6.0000
1.2695
6.0000
6.0000
6.0000
6.0000
0.5024
6.0000
4.5000
6.0000
4.0000
4.5000
4.0000
4.5000
4.5000
1.0108
6.0000
6.0000
6.0000
6.0000
4.5000
5.0000
6.0000
2.5860
2.4250
4.5000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
5.0000
4.5000
4.5000
4.5000
0.9603
0.4390
0.5871
0.4871
0.4906
0.4441
0.6074
0.5024
0.5024
0.5024
0.8824
5.7500
0.3390
0.5995
6.2500
6.0000
6.0000
0.3895
0.3695
0.6195
2/6/2020
9/1/2039
10/1/2020
12/1/2020
2/1/2041
9/1/2039
12/20/2040
4/1/2039
3/1/2040
1/1/2041
1/1/2041
4/1/2040
10/1/2041
12/1/2040
11/15/2038
7/1/2039
11/25/2040
7/1/2039
8/1/2041
8/1/2037
9/1/2039
11/1/2039
9/1/2040
4/1/2040
8/1/2040
7/20/2040
7/20/2040
9/1/2040
2/1/2042
9/1/2029
6/1/2040
10/1/2038
10/1/2039
5/20/2040
4/1/2037
4/20/2040
3/20/2040
3/20/2040
5/1/2037
1/1/2039
2/20/2040
2/20/2040
1/20/2040
1/16/2040
1/16/2040
2/1/2040
1/1/2040
10/1/2039
12/1/2039
9/20/2066
9/20/2066
6/1/2039
10/1/2039
10/1/2039
10/1/2039
10/1/2039
2/1/2041
9/1/2039
10/1/2038
10/25/2039
10/1/2038
9/1/2039
11/1/2034
6/1/2040
2/1/2022
11/1/2038
9/1/2029
7/1/2038
9/1/2039
8/1/2039
8/1/2039
8/1/2040
3/1/2039
6/15/2039
2/1/2038
11/1/2038
9/1/2038
1/1/2039
6/1/2039
1/1/2034
2/1/2038
9/1/2035
5/1/2033
2/1/2040
7/1/2039
11/1/2038
5/1/2039
2/1/2039
2/1/2037
4/1/2039
5/1/2038
2/1/2039
11/1/2035
4/1/2039
4/1/2039
8/1/2039
9/13/2045
9/20/2066
9/20/2066
12/20/2020
3/14/2022
4/16/2021
11/1/2017
7/27/2018
2/1/2022
8/1/2017
11/1/2018
3/25/2037
9/21/2038
6/25/2037
1/25/2037
1/25/2037
11/25/2036
8/25/2047
8/25/2047
6/25/2035
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
690326
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
92927BAC6
86364YAA2
86364KAG9
86362HAA1
86361PAJ5
86360UAC0
761118NA2
74958VAA6
55275NAA9
55027WAA0
52524VAQ2
466284AA4
456687AC6
45660LA41
232434AD2
17312XAT1
05530NAV9
48247MAA1
86360KAW8
86360JAA9
86359LRX9
761118TR9
761118CX4
75115CAL1
75115AAC5
751150AA1
74923YAA2
74922UAC7
74922NAA7
65538DAE5
61748HME8
46628GAG4
45669AAA2
12566QAG8
12545CAX8
05951GCH3
02151NBH4
G5276PAA1
17309KAN7
16678WAA4
16678XAA2
16678RFB8
16678RET0
126694M62
12668BCH4
12668BCG6
12668AZX6
12667GWF6
12667GTM5
12544TAC8
07401MAA9
026929AA7
02660TGA5
02152AAU3
02151AAL4
02149LAE1
31397BVG3
31396W3K0
31396VGA0
31396KXS6
90342NAB3
00442JAD6
31416J2P5
45257EAB0
92977YAX9
81375WAT3
80556YAD7
61752JAC4
52522DAG6
36156HAV0
32027GAD8
86359PAC4
46630MAW2
12668NAE7
12489WQE7
07325NDA7
40430HEB0
17312BAD4
31417N6G1
31416LUW4
31416HQU2
31374CK21
31416APH7
31396KBZ4
31416BYC6
31412UFF2
312930J76
312930J43
31416BUC0
31416BRR1
31414XTC6
31371PBB5
31412TLE1
38377FZW4
31414NEZ3
3138EHX23
31416BNK0
31416BMS4
31415WVM2
31415V6U4
31416BL71
31412NK39
07401YAA3
31415Y4Y2
31410KXL3
31414M5R3
31410KWU4
3128M6UY2
31416B6S2
31419AM46
31415VDH5
31415WMS9
31412TXK4
31415R3A0
31416NYW6
31417SAD2
WAMU MORTGAGE PASS-THR 2A 2007-OA6 FRN 25 JUL 2047
STRUCTURED ADJUSTABLE 1A1 2007-11 FRN 25 DEC 2037
STRUCTURED ASSET MORT 3A1 2007-AR7 FRN 25 MAY 2047
STRUCTURED ADJUSTABLE 1A1 2006-11 FRN 25 DEC 2036
STRUCTURED ADJUSTABLE R 3A1 2006-9 FRN 25 OCT 2036
STRUCTURED ASSET MORT 1A3 2006-AR6 FRN 25 JUL 2046
RESIDENTIAL ACCREDIT CB3 2005-QA12 FRN 25 DEC 2035
RESIDENTIAL FUNDING MOR 1A1 2007-S9 6% 25 OCT 2037
MASTR ASSET BACKED SE 1A1 2006-OA2 FRN 25 DEC 2046
LUMINENT MORTGAGE TRUST 2A1 2007-2 FRN 25 MAY 2037
LEHMAN XS TRUST 4A1 2007-15N FRN 25 AUG 2047
J.P. MORGAN ALTERNATIV 1A1 2006-A5 FRN 25 OCT 2036
INDYMAC INDX NIM CI- 2A1 2007-FLX4 FRN 25 JUL 2037
RESIDENTIAL ASSET S 2A1 2005-A11 4.85% 25 OCT 2035
COUNTRYWIDE ALTERNAT 2A2B 2006-OC8 FRN 25 NOV 2036
CITICORP MORTGAGE SECU 2A1 2007-4 5.5% 25 MAY 2022
BCAP LLC TRUST 2A7 2007-AA2 6% 25 APR 2037
KKR CAPITAL MARKET A1 2006-1A FRN 25 AUG 2018 144A
STRUCTURED ASSET MOR 21A1 2006-AR3 FRN 25 FEB 2036
STRUCTURED ASSET MORT 1A1 2006-AR5 FRN 25 MAY 2046
STRUCTURED ASSET MOR A1B 2005- AR8 FRN 25 FEB 2036
RESIDENTIAL ACCREDIT 2A1 2006-QA2 FRN 25 FEB 2036
RESIDENTIAL ACCREDIT 3A1 2005-QS10 FRN 25 AUG 2035
RESIDENTIAL ACCREDI 1A11 2006-QS9 6.5% 25 JUL 2036
RESIDENTIAL ACCREDIT LO A3 2006-QS8 6% 25 AUG 2036
RESIDENTIAL ACCREDIT 1A1 2006-QO7 FRN 25 SEP 2046
RESIDENTIAL ACCREDIT A1A 2007-QA4 FRN 25 JUN 2037
RESIDENTIAL ACCREDIT L A3 2007-QS8 FRN 25 JUN 2037
RESIDENTIAL ACCREDIT A1 2006-QA10 FRN 25 DEC 2036
NOMURA ASSET ACCEPTAN A4A 2006-AR4 FRN 25 DEC 2036
MORGAN STANLEY MORTGA 1A3 2005-6AR FRN 25 NOV 2035
J.P. MORGAN ALTERNATIV 2A2 2006-A2 FRN 25 MAY 2036
INDYMAC INDA MORTGAGE 1A1 2007-AR1 FRN 25 MAR 2037
CITIMORTGAGE ALTERNATIV 1A7 2007-A1 6% 25 JAN 2037
COUNTRYWIDE HOME LOAN M A22 2007-10 6% 25 JUL 2037
BANC OF AMERICA FUNDING 2A1 2007-2 FRN 25 MAR 2037
ALTERNATIVE LOAN TRU 2A25 2007-18CB 6% 25 AUG 2037
KKR FINANCIAL CLO A1 2005-2X FRN 26 NOV 2017 REGS
CITIMORTGAGE ALTERNATI 1A13 2006-A3 6% 25 JUL 2036
CHEVY CHASE MORTGA A1 2006-2A FRN 25 APR 2047 144A
CHEVY CHASE MORTGA A1 2006-4A FRN 25 NOV 2047 144A
CHEVY CHASE FUNDIN A1 2006-1A FRN 25 DEC 2046 144A
CHEVY CHASE MORTGA A1 2005-4A FRN 25 OCT 2036 144A
COUNTRYWIDE HOME LOAN 1A1 2006-OA5 FRN 25 APR 2046
COUNTRYWIDE ALTERNAT 1A3 2005-77T1 FRN 25 FEB 2036
COUNTRYWIDE ALTERNATI 1A2 2005-77T1 6% 25 FEB 2036
COUNTRYWIDE ALTERNA 1A12 2005-64CB FRN 25 DEC 2035
COUNTRYWIDE ALTERNATI 2A1A 2005-36 FRN 25 AUG 2035
COUNTRYWIDE ALTERNATI A1 2005-26CB FRN 25 JUL 2035
COUNTRYWIDE HOME LOAN A3 2007-7 5.75% 25 JUN 2037
BEAR STEARNS MORTGAGE 1A1 2007-AR1 FRN 25 JAN 2037
AMERICAN HOME MORTGAGE 11A1 2006-3 FRN 25 DEC 2046
AMERICAN HOME MORTGAGE 2A4 2005-3 FRN 25 SEP 2035
ALTERNATIVE LOAN TRU 4A3 2007-16CB FRN 25 AUG 2037
COUNTRYWIDE ALTERNATI 1A11 2007-19 FRN 25 AUG 2037
COUNTRYWIDE ALTERNATI 2A1 2007-OA2 FRN 25 MAR 2047
FEDERAL HOME LOAN MOR FB 2006-3231 FRN 15 OCT 2036
FEDERAL NATIONAL MORTGA VF 2007-75 FRN 25 AUG 2037
FEDERAL NATIONAL MORTGA HF 2007-33 FRN 25 APR 2037
FEDERAL NATIONAL MORTGA PF 2006-79 FRN 25 AUG 2036
US EDUCATION LOAN T A2 2006-1 FRN 01 MAR 2025 144A
ACE SECURITIES CORP. A2C 2007-ASP1 FRN 25 MAR 2037
FNMA Single Family 30yr 4.50 01/01/2039
IMPAC SECURED ASSETS C 1A1B 2006-5 FRN 25 FEB 2037
WACHOVIA MORTGAGE LOA M1 2005-WMC1 FRN 25 OCT 2035
SECURITIZED ASSET BACK M1 2004-DO1 FRN 25 JUL 2034
SAXON ASSET SECURITIES A2C 2007-2 FRN 25 MAY 2047
MORGAN STANLEY MORTGA 2A1 2007-1XS FRN 25 SEP 2046
LEHMAN XS TRUST A321 2006-16N FRN 25 NOV 2046
GCO EDUCATION LOAN FUND A8L 2006-1 FRN 25 MAY 2025
FFML06-F12 A4
STRUCTURED ASSET SECUR A3 2006-BC3 FRN 25 OCT 2036
JP MORGAN MORTGAGE AC AV5 2007-CH2 FRN 25 JAN 2037
COUNTRYWIDE ASSET-BACKE 2A4 2007-2 FRN 25 AUG 2037
CREDIT BASED ASSET AF3 2005-CB8 4.184% 25 DEC 2035
BAYVIEW FINANCIAL ACQUIS M3 2006-A FRN 28 FEB 2041
HSI ASSET SECURITIZAT M2 2006-OPT2 FRN 25 JAN 2036
CITIGROUP MORTGAGE LO A4 2007-WFH2 FRN 25 MAR 2037
FNMA Single Family 30yr 6.00 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2039
FNMA Single Family 30yr 4.50 01/01/2039
FEDERAL NATIONAL MORTGA QF 2006-76 FRN 25 AUG 2036
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FGLMC Single Family 30yr 5.00 01/01/2033
FGLMC Single Family 30yr 5.00 01/01/2034
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
GOVERNMENT NATIONAL MOR AI 2010-58 FRN 20 MAY 2040
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2038
BEAR STEARNS MORTGAGE 1A1 2007-AR4 FRN 25 SEP 2047
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2036
FGLMC Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 15yr 5.50 01/01/2018
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2040
6,534,032.37
9,681,984.15
18,021,255.72
7,132,040.81
4,778,438.55
580,896.61
8,631,037.04
6,697,859.78
11,351,237.21
2,234,657.77
10,783,136.73
8,373,308.61
9,095,074.40
11,800,508.98
4,790,902.28
207,438.64
2,396,711.33
1,474,955.88
5,224,014.72
7,475,253.80
3,450,504.52
5,722,737.40
941,073.70
2,724,395.51
2,895,155.19
7,410,161.93
7,085,471.84
3,298,912.52
14,479,600.27
3,187,036.33
1,241,280.18
8,987,336.28
8,895,374.79
1,704,546.36
5,593,735.88
136,223.49
663,214.90
17,017,294.95
4,612,622.78
22,663,060.47
12,412,988.65
37,375,433.08
7,157,735.47
4,848,892.71
5,197,865.88
3,531,883.36
1,579,126.56
9,834,146.74
1,227,494.91
4,052,918.73
6,989,739.17
203,993.62
6,100,000.00
7,986,654.09
14,153,927.40
12,679,352.45
1,121,448.45
717,929.88
2,725,930.26
2,040,342.31
176,290.56
12,234,928.01
0.00
27,369,626.65
4,200,000.00
6,221,429.14
7,574,739.67
8,356,210.97
9,160,559.13
5,160,510.80
2,854,615.58
3,849,763.43
5,100,000.00
20,000,000.00
8,886,000.00
10,095,000.00
5,900,000.00
300,000.00
121,669.95
0.00
0.00
447,512.85
0.00
2,007,399.75
765,669.57
19,101.58
17,496.58
15,656.26
378,619.33
136,427.44
9,640.87
2,207,358.79
201,120.45
8,165,300.66
4,165.69
89,478.56
11,833.14
165,854.07
163,726.89
349,355.22
30,980.55
127,591.89
4,841,254.30
3,946,866.77
9,583,590.96
50,468.15
37,742.39
88,059.46
2,999,440.05
4,478,260.79
327,168.95
61,544.66
743,123.62
25,105.99
0.00
21,646.61
4,777,537.24
6,284,251.73
12,419,145.97
5,867,721.95
3,648,096.42
370,514.64
7,050,935.98
5,793,096.81
8,562,863.87
1,556,699.44
7,651,753.18
6,689,837.91
7,983,058.31
8,487,146.33
4,312,083.14
215,219.94
2,101,185.32
1,475,335.08
3,945,503.90
5,495,838.36
2,683,331.54
4,249,721.99
712,647.53
2,235,398.03
2,361,166.98
5,049,858.75
5,127,091.71
2,123,294.08
10,877,845.79
2,268,446.26
1,104,502.75
7,221,647.35
8,177,335.58
1,463,938.05
5,229,228.47
135,965.24
603,795.95
16,990,702.84
4,186,192.72
18,158,254.06
9,873,425.43
30,743,283.95
6,360,088.77
3,948,789.77
3,711,304.39
3,031,794.46
1,306,754.52
7,433,452.70
984,394.56
3,707,398.77
5,335,878.92
167,511.80
3,689,513.06
6,042,162.46
9,391,560.87
8,587,442.88
1,124,884.59
722,377.78
2,743,000.53
2,053,059.39
176,152.44
7,182,286.72
273.12
20,892,092.23
3,879,741.81
5,528,448.10
5,462,487.54
3,782,423.72
6,985,490.48
5,034,376.20
2,595,768.13
2,865,520.66
3,905,774.23
8,850,620.33
8,487,441.85
7,687,562.48
4,689,723.27
269,681.16
138,395.48
45.41
40,163.73
508,906.81
465.24
2,020,146.37
870,969.61
21,728.56
19,441.00
17,385.45
430,339.34
155,225.20
10,966.74
2,510,929.64
228,779.89
1,283,630.18
4,738.59
101,779.69
12,919.89
188,510.00
186,243.71
397,400.91
35,249.23
145,021.15
3,963,402.65
4,489,666.49
10,901,102.41
57,408.87
42,942.75
97,845.63
3,411,790.35
4,757,499.84
372,163.42
70,008.69
845,322.99
28,558.74
29.54
24,622.89
1.9130
1.3195
6.5000
0.3295
4.6319
0.3595
3.5208
6.0000
0.9132
0.3995
1.0695
0.3295
0.3495
4.8500
0.3395
5.5000
6.0000
0.5129
0.3695
0.3795
0.3395
3.5710
0.6695
6.5000
6.0000
0.9131
0.3195
0.7695
0.3545
0.4095
0.5795
2.6841
2.8224
6.0000
6.0000
5.8353
6.0000
0.4944
6.0000
0.2995
0.2995
0.3195
0.3695
0.3695
0.5695
6.0000
0.9695
0.4795
0.6695
5.7500
0.3295
0.3353
1.9515
0.6695
0.6695
0.2995
0.5108
0.6195
0.5195
0.5695
0.3636
0.4295
4.5000
0.3695
0.8295
1.1445
0.6495
0.2495
0.3695
0.3629
0.3189
0.3295
0.4295
0.3895
4.1992
0.8195
0.5595
0.5195
6.0000
4.5000
4.5000
6.0000
4.5000
0.5695
6.0000
6.0000
5.0000
5.0000
6.0000
6.0000
6.0000
6.0000
6.0000
5.6046
6.0000
6.0000
4.5000
6.0000
6.0000
6.0000
6.0000
6.0000
0.3695
6.0000
6.0000
6.0000
6.0000
5.0000
6.0000
5.5000
6.0000
6.0000
6.0000
6.0000
4.5000
6.0000
7/25/2047
12/25/2037
5/25/2047
12/25/2036
10/25/2036
7/25/2046
12/25/2035
10/25/2037
12/25/2046
5/25/2037
8/25/2047
10/25/2036
7/25/2037
10/25/2035
11/25/2036
5/25/2022
4/25/2037
8/25/2018
2/25/2036
5/25/2046
2/25/2036
2/25/2036
8/25/2035
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11/25/2035
5/25/2036
3/25/2037
1/25/2037
7/25/2037
3/25/2037
8/25/2037
11/26/2017
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4/25/2046
2/25/2036
2/25/2036
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6/25/2037
1/25/2037
12/25/2046
9/25/2035
8/25/2037
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3/25/2047
10/15/2036
8/25/2037
4/25/2037
8/25/2036
3/1/2025
3/25/2037
3/1/2039
2/25/2037
10/25/2035
7/25/2034
5/25/2047
9/25/2046
11/25/2046
5/25/2025
11/25/2011
10/25/2036
1/25/2037
8/25/2037
12/25/2035
2/28/2041
1/25/2036
3/25/2037
11/1/2039
2/1/2039
2/1/2039
3/1/2037
2/1/2039
8/25/2036
12/1/2038
1/1/2039
11/1/2033
11/1/2034
12/1/2038
7/1/2038
10/1/2038
1/1/2039
12/1/2038
5/20/2040
12/1/2038
7/1/2040
11/1/2035
10/1/2038
12/1/2038
11/1/2038
9/1/2037
10/1/2038
9/25/2047
9/1/2038
10/1/2038
10/1/2038
5/1/2036
5/1/2034
1/1/2039
5/1/2025
10/1/2038
10/1/2038
10/1/2038
10/1/2038
3/1/2039
10/1/2039
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
31415V4K8
31415TNU0
31414F4E8
31415VS63
31414F3L3
31415SNB4
31415AZJ3
31412NFY7
31412NFE1
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31371N2D6
31415RJE5
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31412XV35
31412LH78
31412LGU8
31412LGF1
31411ERV1
31411ATZ8
31410WAQ1
31410VAG5
31407HTD8
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 20yr 6.00 01/01/2028
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
COUNTRYWIDE ALTERNATI A1D 2007-OH1 FRN 25 APR 2047
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
AMERICAN HOME MORTGAGE 11A1 2007-2 FRN 25 MAR 2047
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
GOLUB CAPITAL MANAG A 2007-1A FRN 31 JUL 2021 144A
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 4.50 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 5.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 20yr 6.00 01/01/2027
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2040
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 3.00 01/01/2043
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 20yr 6.00 01/01/2027
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
GSAA HOME EQUITY TRUS A2A 2007-10 6.5% 25 NOV 2037
FNMA Single Family 30yr 6.00 01/01/2037
FGLMC Single Family 30yr 5.00 01/01/2033
FGLMC Single Family 30yr 5.00 01/01/2034
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 20yr 6.00 01/01/2027
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
134,130.48
7,457.62
79,261.54
886,902.94
79,538.28
291,475.40
3,236.28
144,935.32
903,817.94
700,981.98
168,889.64
34,207.72
25,474.47
22,235.79
61,142.95
202,191.66
119,104.42
7,740,023.68
58,309.26
193,148.40
302,489.50
12,395,444.49
141,775.49
698,563.16
96,466.33
148,439.78
1,738,995.24
331,709.28
4,013.11
5,432,251.42
8,276.42
6,935.03
2,176,366.72
4,598,928.12
2,183,535.93
183,430.19
457,508.58
17,470.74
315,683.08
8,858.13
187,915.23
151,846.29
25,526.71
26,718.09
232,332.21
751,569.26
729,145.94
701,812.35
122,521.18
354,301.85
57,777.41
93,255.03
642,189.98
1,638,821.26
1,960,123.15
16,251.20
554,110.96
113,017.08
106,019.51
4,698.06
34,246.66
92,215.41
0.00
644,175.84
236,338.75
171,014.65
75,588.96
8,902,135.13
24,927.22
1,922,889.02
1,690,048.51
113,564.28
96,396.43
10,857.87
698,453.24
82,502.18
22,544.17
15,756,747.17
3,900.94
191,069.37
0.00
337,054.17
120,558.25
4,033,756.86
73,686,569.14
1,403,259.99
286,053.47
20,655.73
124,099.92
615,947.25
416,461.00
374,218.19
117,710.91
1,421,293.77
47,499.90
34,420.86
32,673.58
360,031.63
136,985.58
8,940.47
419,309.96
1,394,526.78
95,152.10
5,170,998.27
135,366.63
912,726.47
4,907.11
165,507.51
130,943.01
11,608.98
475,416.39
114,608.90
77,143.70
266,438.22
360,025.78
3,886,259.31
152,577.01
8,483.24
90,162.12
1,008,875.81
90,476.92
331,561.06
3,681.35
164,867.81
1,028,071.00
797,385.75
192,770.79
38,912.20
28,977.89
25,293.81
69,551.74
229,998.42
135,478.39
8,804,089.32
63,514.18
219,711.47
344,074.48
9,510,150.06
161,055.82
794,598.67
109,733.03
168,846.65
1,978,153.59
377,328.18
4,564.82
3,468,660.84
9,414.65
7,888.79
2,475,564.39
4,568,740.41
2,483,830.51
208,656.75
520,404.92
19,030.25
359,179.72
9,648.84
213,758.60
168,814.32
29,037.31
30,392.54
264,284.10
854,930.13
829,423.00
798,294.53
139,371.12
403,027.83
65,723.35
106,075.34
730,475.54
1,864,119.46
2,229,692.50
18,485.35
631,111.60
128,554.19
120,594.63
5,343.93
38,790.67
104,897.50
2,910.00
732,767.24
242,293.38
194,533.73
85,984.46
10,126,416.76
27,154.85
2,183,267.43
1,840,909.12
124,224.05
109,653.51
12,351.12
794,509.24
93,848.43
25,644.60
17,923,721.25
4,433.81
217,346.52
4,712.96
383,408.13
137,138.23
4,598,844.77
83,816,686.24
1,596,245.76
325,393.47
23,495.39
141,160.65
700,656.47
473,714.30
425,664.12
133,893.30
1,616,687.21
54,029.99
39,152.89
37,165.41
409,556.28
155,817.78
10,165.68
476,954.92
1,586,311.50
108,238.06
3,873,942.64
153,976.26
1,014,159.06
5,449.09
188,260.78
149,143.93
13,204.93
540,774.62
130,400.37
87,773.00
303,149.61
409,102.05
4,421,730.51
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
4.5000
6.0000
6.0000
0.3795
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
0.3995
6.0000
6.0000
6.0000
0.4726
6.0000
6.0000
6.0000
4.5000
6.0000
4.5000
6.0000
5.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
4.5000
6.0000
3.0000
6.0000
6.0000
6.0000
4.5000
6.0000
4.5000
4.5000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
4.5000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.5000
6.0000
5.0000
5.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
6.0000
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2038
9/1/2028
8/1/2038
8/1/2038
8/1/2038
8/1/2038
8/1/2038
5/1/2038
4/1/2040
1/1/2039
7/1/2028
7/1/2038
4/25/2047
3/1/2038
4/1/2039
5/1/2038
4/1/2038
6/1/2038
5/1/2038
3/1/2038
3/25/2047
5/1/2038
5/1/2038
5/1/2038
7/31/2021
5/1/2038
4/1/2038
4/1/2038
4/1/2038
8/1/2036
6/1/2038
3/1/2038
3/1/2038
3/1/2028
3/1/2038
2/1/2038
2/1/2038
2/1/2038
1/1/2038
1/1/2038
1/1/2038
1/1/2038
2/1/2028
1/1/2038
1/1/2038
1/1/2038
1/1/2038
1/1/2028
12/1/2037
12/1/2037
12/1/2037
12/1/2037
10/1/2038
8/1/2040
2/1/2040
1/1/2043
7/1/2038
12/1/2038
12/1/2038
4/1/2039
11/1/2038
11/1/2038
8/1/2037
1/1/2039
10/1/2038
7/1/2038
7/1/2038
6/1/2038
7/1/2038
8/1/2038
7/1/2038
5/1/2039
10/1/2038
7/1/2038
2/1/2037
5/1/2038
6/1/2038
5/1/2038
11/1/2037
11/1/2037
5/1/2038
11/1/2037
11/1/2037
11/1/2037
11/1/2037
11/1/2037
11/1/2037
12/1/2037
12/1/2027
12/1/2037
11/1/2037
11/1/2037
5/1/2038
4/1/2038
11/25/2037
11/1/2027
6/1/2034
2/1/2034
7/1/2037
4/1/2027
3/1/2037
4/1/2037
1/1/2037
11/1/2036
10/1/2036
11/1/2036
3/1/2036
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
12/31/2014
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
31407JBS0
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FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2034
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2038
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2038
RESIDENTIAL ACCREDIT A1A 2007-QO4 FRN 25 MAY 2047
FNMA Single Family 30yr 6.00 01/01/2031
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FGLMC Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
(GS) GS MORTGAGE SEC A1A 2007-GG10 FRN 10 AUG 2045
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 20yr 6.00 01/01/2027
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 4.50 01/01/2039
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FGLMC Single Family 30yr 5.00 01/01/2034
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
86,822.62
1,108,945.99
284,561.01
161,095.57
1,144,553.63
255,698.48
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542,899.56
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4,621.90
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103,283.22
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864,791.37
25,541.11
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8,693.35
772,688.72
246,423.83
767,732.65
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1,036,974.29
311,555.68
246,999.95
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612,785.89
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650,323.72
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18,922.07
739,115.54
934,748.02
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29,821.57
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232,945.36
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45,180.95
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18,233.88
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31,708.94
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527,513.59
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109,469.59
0.00
9,471.68
515,053.01
120,916.08
48,152.96
241,863.74
98,785.54
1,261,399.18
326,808.25
183,292.25
1,302,256.82
290,850.82
327,657.92
1,382,006.78
21,171.39
534,687.71
197,293.70
135,845.57
299,327.84
2,146,460.02
564,956.66
1,522,636.24
149,098.57
347,917.36
684,067.03
6,249.42
125,347.18
365,254.52
234,970.38
178,173.91
43,694.72
89,656.80
56,256.18
89,851.10
52,982.29
919,217.08
703,104.95
43,967.01
680,270.04
478,443.80
87,280.46
180,012.68
461,416.53
194,514.65
294,762.34
92,018.83
854,806.21
22,659.25
167,312.69
341,180.87
114,229.38
626,482.43
240,679.97
221,700.38
617,535.09
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1,802,822.95
373,291.79
29,470.27
33,039.42
58,452.07
5,257.30
1,676,598.48
523,058.84
117,482.16
23,628.79
6,338.29
25,615.09
309,672.50
60,089.75
49,094.45
145,185.31
983,679.22
29,052.40
412,764.12
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878,914.69
280,301.13
873,277.28
26,291.13
1,178,797.53
354,387.04
280,956.46
32,831,770.58
693,864.88
289,983.62
5,847,061.36
42,273.96
40,139.41
36,736.74
739,727.47
584,000.93
21,523.40
840,726.01
1,062,476.94
1,014,500.75
33,921.32
868,482.91
264,969.70
27,802.24
51,392.23
228,594.78
20,307.62
117,683.33
36,077.98
32,193.90
290,177.00
1,743.33
29,708.15
114,057.32
271,874.24
600,033.92
498,785.95
145,856.00
6,235.30
124,519.01
3,196.30
10,718.08
585,860.32
134,168.05
54,772.82
275,114.14
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8/1/2036
11/1/2037
8/1/2034
11/1/2036
5/1/2036
10/1/2037
8/1/2033
11/1/2037
5/1/2038
11/1/2037
4/1/2038
4/1/2038
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3/1/2038
5/25/2047
8/1/2021
10/1/2037
5/1/2035
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4/1/2035
10/1/2037
10/1/2037
10/1/2037
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7/1/2032
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9/1/2027
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8/10/2045
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8/1/2033
2/1/2037
12/1/2036
11/1/2036
5/1/2037
1/1/2037
1/1/2037
6/1/2037
6/1/2027
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2/1/2039
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5/1/2037
6/1/2037
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
92926WAA5
31411NUQ8
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93363TAA0
31411KDZ3
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WASHINGTON MUTUAL MOR A1A 2007-OA1 FRN 25 FEB 2047
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
WAMU MORTGAGE PASS-TH 1A 2006-AR11 FRN 25 SEP 2046
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2034
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNARM 916725
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
WAMU MORTGAGE PASS-TH 1A 2006-AR19 FRN 25 JAN 2047
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
COUNTRYWIDE HOME LOANS A4 2007-1 6% 25 MAR 2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FGLMC Single Family 30yr 5.00 01/01/2034
GREENPOINT MORTGAGE FU A1 2006-OH1 FRN 25 JAN 2037
GSAMP TRUST 2006-HE8 A2C 2006-HE8 FRN 25 JAN 2037
FNMA Single Family 20yr 6.00 01/01/2027
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNARM 804089
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2037
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
GSAA HOME EQUITY TRUST A1 2006-17 FRN 25 NOV 2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 15yr 5.50 01/01/2018
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2036
CITIGROUP MORTGAGE LO M3 2006-WFH1 FRN 25 JAN 2036
FNMA Single Family 30yr 6.00 01/01/2032
FNMA Single Family 30yr 6.00 01/01/2036
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2035
6,310,348.33
864,252.46
608,998.02
2,629.90
18,118.60
4,821,154.90
517,478.03
927,642.91
259,500.57
81,233.48
523,129.14
11,231.61
265,653.00
8,726.32
104,693.90
201,604.07
133,261.32
19,007.77
3,934,804.30
20,381.08
124,908.89
134,684.11
3,685,515.87
690,933.74
258,185.48
830,878.18
2,295,228.32
30,288.68
53,639.00
387,727.41
82,604.03
73,036.06
42,833.75
11,128,515.15
82,357.09
36,593.18
141,124.82
87,074.58
795,805.85
1,978,070.02
458,118.62
27,725.92
255,198.57
603,218.74
221,180.55
122,225.47
3,413.00
1,965,137.43
14,600,000.00
4,832.84
17,675.88
49,794.59
149,323.70
262,588.06
789,532.28
389,927.23
5,267.20
71,056.55
78,815.14
9,892.06
218,313.37
1,213,018.32
806,798.71
38,903.87
1,004,779.12
69,658.70
828,744.48
248,687.65
85,062.24
51,808.67
119,629.55
119,735.91
482,661.92
646,308.27
151,824.25
469,663.96
34,535.29
90,744.09
432,310.32
78,331.28
2,497.50
11,684.23
547,361.20
5,250.38
54,561.60
75,698.90
52,028.05
215,532.96
11,118,447.73
162,189.01
105,009.39
3,258,877.61
1,374.84
134,133.19
7,170.75
189,069.33
49,766.51
413,358.86
21,680.60
2,284.11
39,724.64
160,759.82
1,928,548.00
92,817.57
149,004.11
223,922.03
50,796.70
6,400,000.00
37,281.80
335,023.10
291,717.55
125,487.77
19,655.83
50,092.31
41,579.70
46,224.81
5,179,400.02
983,066.22
692,720.49
2,991.45
20,609.47
4,196,433.74
588,618.72
1,055,458.89
295,175.61
92,426.30
595,046.72
12,775.69
302,173.85
9,928.68
119,086.77
232,103.26
151,581.52
21,620.88
4,475,744.51
23,182.99
142,080.83
153,199.91
4,192,184.97
785,920.38
293,679.73
886,331.13
2,610,766.58
34,452.64
61,013.07
441,030.53
93,960.08
83,099.39
48,722.35
8,888,859.37
93,679.20
41,623.86
160,526.06
98,797.69
905,209.86
1,854,424.62
521,240.84
31,546.16
290,282.18
686,333.69
251,244.25
139,066.40
3,789.96
1,508,945.42
11,287,017.40
5,502.00
20,105.89
56,640.14
169,852.09
298,768.96
898,073.83
443,653.65
5,992.95
80,847.13
89,674.75
11,255.04
248,393.85
1,380,154.97
917,964.08
44,264.27
1,053,155.88
79,256.67
942,933.67
281,629.94
96,782.60
58,947.16
136,075.72
136,196.70
549,016.23
735,159.99
172,743.47
534,231.37
39,261.30
103,247.33
491,876.52
89,124.22
2,841.62
12,403.38
622,779.78
5,973.81
62,079.41
86,129.13
59,196.77
245,230.33
5,617,248.26
184,536.35
119,363.41
3,707,904.54
1,564.27
152,614.84
7,744.78
215,120.39
56,623.62
470,313.82
24,779.74
2,598.83
45,198.13
182,910.23
2,086,748.52
105,606.51
169,534.75
254,775.30
57,795.76
5,248,341.22
42,950.53
381,184.52
331,954.24
134,958.84
21,365.36
57,109.73
47,404.59
52,700.43
0.8131
6.0000
6.0000
6.0000
6.0000
1.0731
6.0000
6.0000
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2.4110
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2/25/2047
2/1/2037
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6/1/2037
9/25/2046
3/1/2037
9/1/2036
2/1/2037
3/1/2037
3/1/2037
4/1/2037
5/1/2037
1/1/2037
4/1/2027
2/1/2036
7/1/2037
7/1/2037
7/1/2037
8/1/2037
7/1/2037
6/1/2037
7/1/2037
7/1/2027
3/1/2037
10/1/2036
5/1/2037
4/1/2037
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2/1/2037
1/1/2037
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1/25/2047
4/1/2037
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2/1/2037
12/1/2036
3/1/2037
3/25/2037
12/1/2036
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2/1/2037
12/1/2036
8/1/2036
9/1/2036
11/1/2034
1/25/2037
1/25/2037
3/1/2027
4/1/2037
11/1/2036
4/1/2037
4/1/2036
4/1/2037
12/1/2036
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9/1/2036
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12/1/2026
10/1/2034
12/1/2036
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root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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31405VGQ4
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 15yr 5.50 01/01/2019
19,568.11
13,190.34
2,494.08
6,182.48
1,157.69
7,859.06
6,072.51
1,936.71
10,272.27
53,053.08
6,412.76
16,548.92
23,815.08
3,781.00
1,189.89
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6,300.39
15,775.20
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28,444.23
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5,869.84
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378.85
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28,011.00
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24,583.15
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21,927.15
4,725.50
45,152.28
3,402.22
8,769.95
33,443.67
4,335.03
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1,374.04
19,440.30
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17,881.08
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26,423.13
782.57
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22,997.91
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7,069.04
37,166.76
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3,891.33
22,333.05
21,051.42
14,336.43
2,648.07
6,564.88
1,242.01
8,345.88
6,547.85
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10,984.30
57,225.46
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25,783.11
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962.39
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30,191.97
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402.39
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25,748.53
29,951.09
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root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
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FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 30yr 6.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2033
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2031
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 6.00 01/01/2034
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 6.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2033
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 30yr 5.00 01/01/2033
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 30yr 6.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2032
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.00 01/01/2018
FNMA Single Family 30yr 6.00 01/01/2032
FNMA Single Family 30yr 6.00 01/01/2028
FNMA Single Family 20yr 6.00 01/01/2018
FNMA Single Family 30yr 6.00 01/01/2028
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 5.00 01/01/2033
FNMA Single Family 30yr 6.00 01/01/2024
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 30yr 6.00 01/01/2035
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 15yr 5.50 01/01/2019
FNMA Single Family 30yr 6.00 01/01/2034
FNMA Single Family 15yr 5.50 01/01/2019
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FNMA Single Family 20yr 6.00 01/01/2022
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RUSSIAN GOVT 7.5% 31 MAR 2030 REGS
BI-LO HOLDING, LLC 9.375% 15 SEP 2018-15 144A
ALGECO SCOTSMAN GLOBAL 10.75% 15 OCT 2019-16 144A
STADSHYPOTEK AB 1.875% 02 OCT 2019 144A
SEADRILL LTD. 6.125% 15 SEP 2017 144A
COMCAST CORPORATION 4.65% 15 JUL 2042
ARDAGH PACKAGING FINANC 9.125% 15 OCT 2020-15 144A
MEG ENERGY CORP 7% 31 MAR 2024-18 144A
ENTERPRISE PRODUCTS OPERATING LL 7% 01 JUN 2067-17
BI-LO LLC 9.25% 15 FEB 2019-15 144A
ENTERPRISE PRODUCTS OPERATIN 7.034% 15 JAN 2068-18
MGM RESORTS INTERNATIONAL 7.5% 01 JUN 2016
ENTERPRISE PRODUCTS OPERATIN 8.375% 01 AUG 2066-16
THE CHUBB CORPORATION 6.375% 29 MAR 2067-17
CALD 6X A1D
WESTCHESTER CLO, A1A 2007-1X FRN 01 AUG 2022 REGS
MORGAN STANLEY CAPITA AM 2007-HQ13 FRN 15 DEC 2044
LEHMAN XS TRUST 1A1 2005-5N FRN 25 NOV 2035
WACHOVIA BANK COMM A1A 2006-C28 5.559% 15 OCT 2048
RALI SERIES 2006-QS6 1A13 2006-QS6 6% 25 JUN 2036
RESIDENTIAL ACCREDIT A2 2006-QA10 FRN 25 DEC 2036
MASTER ADJUSTABLE RA 4A1A 2006-OA2 FRN 25 DEC 2046
CITIGROUP MORTGA 1A1 2007-9 5.75% 25 APR 2047 144A
WASHINGTON MUTUAL BA 2A21 2005-AR2 FRN 25 JAN 2045
HARBORVIEW MORTGAGE LO A1A 2006-11 FRN 19 DEC 2036
COUNTRYWIDE ALTERNATIVE A1 2005-16 FRN 25 JUN 2035
LEHMAN XS TRUST A2A 2006-GP1 FRN 25 MAY 2046
AIREM 2005-1X 2A1 FRN 20 SEP 2066-12
CHEVY CHASE FUNDIN A1 2006-3A FRN 25 AUG 2047 144A
BLACK DIAMOND 2006-1A AD FRN 29 APR 2019 144A
MORGAN STANLEY CAPITA AM 2007-HQ11 FRN 12 FEB 2044
RESIDENTIAL ACCREDIT 1A9 2006-QS2 5.5% 25 FEB 2036
HSI ASSET SECURITIZA 2A4 2006-OPT1 FRN 25 DEC 2035
OCEAN TRAILS CLO I A1 2006-1X FRN 12 OCT 2020 REGS
RESIDENTIAL ACCREDIT LO A9 2006-QS4 6% 25 APR 2036
CREDIT SUISSE MORTGAG A1A1 2007-C3 FRN 15 JUN 2039
HARBORVIEW MORTGAGE LO 2A1A 2006-7 FRN 19 SEP 2046
ALTERNATIVE LOAN TR A5 2007-15CB 5.75% 25 JUL 2037
LEEK FINANCE NUM A2B 2006-17A FRN 21 DEC 2037 144A
AIRE VALLEY FINAN 2A1 2007-1A FRN 20 SEP 2066 144A
LEHMAN XS TRUST 2A1 2007-12N FRN 25 JUL 2037
MASTER ADJUSTABLE RATE A1 2007-HF2 FRN 25 SEP 2037
COUNTRYWIDE ALTERNATIV A1 2007-HY6 FRN 25 AUG 2047
BLACK DIAMOND 2005-1A A1 FRN 20 JUN 2017 144A
19,161.24
3,678.37
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240,535.84
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60,999.24
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18,942.68
154,811.56
6,103.86
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1,759.27
30,248.49
2,126.31
213,567.36
4,423.77
17,454.96
118,359.33
11,674.08
10,295.37
4,291.71
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27,149.30
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102,768.31
835,129.50
42,538.22
184,801.37
1,564,571.77
25,301.01
22,564.49
46,319.05
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20,831.74
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18,252.41
293,354.49
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42,005,150.00
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175,871.29
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1,450,000.00
939,744.93
8,600,000.00
3,086,689.82
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76,602,030.08
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81,860.47
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136,874.12
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217,131.88
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303,552.44
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694,111.17
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19,900.22
134,940.26
12,761.35
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4,628.84
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31,256.52
14,215.32
118,393.29
883,404.40
48,380.31
210,202.17
1,655,012.29
28,772.26
25,660.09
52,673.53
52,326.36
23,689.63
10,198.29
20,756.44
333,599.58
22,332.30
11,034.90
29,640.61
5,749.62
160,649.98
44,397,693.21
41,465,737.40
30,284,659.03
8,064,892.31
53,935,067.45
51,285,733.21
104,908,380.18
43,556,830.56
1,920,916.67
17,570,977.78
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24,722,802.08
12,896,248.52
10,289,819.12
30,862,763.19
1,161,211.56
20,190,003.24
103,158,000.54
1,349,654.58
5,743,960.92
3,579,823.01
8,460,674.30
3,946,184.75
5,625,932.99
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170,949.81
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797,007.19
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82,542,270.01
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6/1/2019
2/1/2019
10/1/2033
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7/1/2019
7/1/2019
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10/1/2022
9/1/2019
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2/1/2018
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1/1/2018
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1/1/2018
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9/1/2022
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2/1/2019
12/1/2018
11/1/2018
4/1/2024
3/31/2030
9/15/2018
10/15/2019
10/2/2019
9/15/2017
7/15/2042
10/15/2020
3/31/2024
6/1/2067
2/15/2019
1/15/2068
6/1/2016
8/1/2066
3/29/2067
10/23/2021
8/1/2022
12/15/2044
11/25/2035
10/15/2048
6/25/2036
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12/19/2036
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5/25/2046
9/20/2066
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4/29/2019
2/12/2044
2/25/2036
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10/12/2020
4/25/2036
6/15/2039
9/19/2046
7/25/2037
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
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48248CAA2
525248AY6
81744MAM4
86364MAD2
86364RAA7
749241AA3
02151WAA0
31397KNW7
86364KAA2
00935WAA7
05953LAD1
52525BAD4
76111XYH0
761118QM3
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22545XAE3
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31397GX39
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172987AW9
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525221GM3
05950PAU7
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02660XAD6
86361HAA2
BCC0S63A1
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31395NEU7
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761118RM2
76111XZB2
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45660LF95
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61748HJV4
45660LRE1
23332UFF6
92922FR67
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45660LKW8
12667GEP4
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939336X65
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KKR 2007-1A A FRN 15 MAY 2021 144A
LEHMAN XS TRUST 3A4 2007-5H FRN 25 MAY 2037
SEQUOIA MORTGAGE TRUST 2AA1 2007-3 FRN 20 JUL 2037
STRUCTURED ASSET MORT A4A 2007-AR4 FRN 25 SEP 2047
STRUCTURED ASSET MORTG A1 2007-AR6 FRN 25 AUG 2047
RESIDENTIAL ACCREDIT L A1 2007-QH9 FRN 25 NOV 2037
COUNTRYWIDE ALTERNAT A1A 2007-OA11 FRN 25 NOV 2047
FEDERAL HOME LOAN MOR FA 2007-3371 FRN 15 SEP 2037
STRUCTURED ASSET MORT 1A1 2007-AR7 FRN 25 MAY 2047
AIRE VALLEY MORTGA 1A 2006-1A FRN 20 SEP 2066 144A
BANC OF AMERICA FUNDING 2A1 2007-8 7% 25 OCT 2037
LEHMAN XS TRUST 2A2 2007-16N FRN 25 SEP 2047
RESIDENTIAL FUNDING M 2A1 2005-SA4 FRN 25 SEP 2035
RESIDENTIAL ACCREDIT L A1 2005-QO5 FRN 25 JAN 2046
GLENEAGLES CLO, LT A1 2005-1A FRN 01 NOV 2017 144A
CREDIT SUISSE MORTG A1A 2007-C1 5.361% 15 FEB 2040
WELLS FARGO MORTGAGE BA A85 2007-11 6% 25 AUG 2037
MASTER ADJUSTABLE RATE 12A1 2007-3 FRN 25 MAY 2047
COUNTRYWIDE HOME LOAN MO A5 2007-10 6% 25 JUL 2037
CREDIT SUISSE MORTGAGE A1A 2007-C2 FRN 15 JAN 2049
WASHINGTON MUTUAL MOR A1A 2007-OA4 FRN 25 APR 2047
FEDERAL HOME LOAN MOR FC 2007-3314 FRN 15 DEC 2036
WASHINGTON MUTUAL MORT 2A 2007-OA3 FRN 25 FEB 2047
JP MORGAN MORTGAGE ACQ A5 2006-CH1 FRN 25 JUL 2036
MASTER ADJUSTABLE RATE M A1 2007-2 FRN 25 MAR 2047
LEHMAN XS TRUST 3A2A 2007-4N FRN 25 MAR 2047
RESIDENTIAL ASSET SECUR 2A3 2006-A8 6% 25 AUG 2036
COUNTRYWIDE ALTERNATIV A4 2007-6 5.75% 25 APR 2047
WASHINGTON MUTUAL MORT 2A 2007-OA2 FRN 25 JAN 2047
CITIGROUP MORTGAGE L 2A2A 2006-AR7 FRN 25 NOV 2036
RESIDENTIAL ASSET SECUR 1A1 2006-A8 6% 25 AUG 2036
INDYMAC INDX NIM CI-1 A3 2006-AR41 FRN 25 FEB 2037
AMERICAN HOME MORTGAGE A1A 2006-6 FRN 25 DEC 2046
WASHINGTON MUTUAL MOR A1 2006-AR10 FRN 25 DEC 2036
LEHMAN XS TRUST 1A1 2005-9N FRN 25 FEB 2036
BANC OF AMERICA FUNDING 6A1 2006-H FRN 20 OCT 2036
WASHINGTON MUTUAL MOR 1A 2006-AR13 FRN 25 OCT 2046
AMERICAN HOME MORTGAGE 2A1 2006-2 FRN 25 SEP 2046
STRUCTURED ASSET MORT A1A 2006-AR7 FRN 25 AUG 2036
AIRE VALLEY MORTG 2A1 2006-1X FRN 20 SEP 2066 REGS
AIREM 2006-1X 2A2 FRN 20 SEP 2066
GRANITE MORTGAGES 3A1 2004-3 FRN 20 SEP 2044 REGS
FEDERAL NATIONAL MORTGA TF 2006-45 FRN 25 JUN 2036
WASHINGTON MUTUAL MORT DA 2006-AR4 FRN 25 JUN 2046
ACE SECURITIES CORP. A2D 2006-HE2 FRN 25 MAY 2036
WASHINGTON MUTUAL MOR A1A 2006-AR2 FRN 25 APR 2046
STRUCTURED ASSET MORT 5A1 2005-AR7 FRN 25 MAR 2046
COUNTRYWIDE ALTERNATI 2A1 2006-OA1 FRN 20 MAR 2046
COUNTRYWIDE ALTERNATIV 1A1 2005-76 FRN 25 JAN 2036
RESIDENTIAL ACCREDIT 3A1 2006-QO1 FRN 25 FEB 2046
RESIDENTIAL FUNDING MO 2A 2005-SA5 FRN 25 NOV 2035
COUNTRYWIDE ALTERNATIVE A1 2005-81 FRN 25 FEB 2037
WASHINGTON MUTUAL, A1A1 2005-AR19 FRN 25 DEC 2045
LEHMAN XS TRUST 1A1A 2005-7N FRN 25 DEC 2035
LEHMAN ABS CORPORATIO 3A1A 2005-5N FRN 25 NOV 2035
COUNTRYWIDE ALTERNATIV 1A1 2005-61 FRN 25 DEC 2035
INDYMAC INDX NIM CI- 6A1 2005-AR23 FRN 25 NOV 2035
AMERIQUEST MORTGAGE SEC M2 2005-R8 FRN 25 OCT 2035
MORGAN STANLEY MORTGAGE L 1A 2005-4 5% 25 AUG 2035
INDYMAC INDX MORTGAG 4A1 2005-AR13 FRN 25 AUG 2035
DOWNEY SAVINGS & LOA 2A1A 2005-AR5 FRN 19 SEP 2045
WASHINGTON MUTUAL BA 1A1A 2005-AR8 FRN 25 JUL 2045
WASHINGTON MUTUAL BAN A1A 2005-AR9 FRN 25 JUL 2045
WASHINGTON MUTUAL BA 2A1A 2005-AR8 FRN 25 JUL 2045
INDYMAC INDX NIM CI-1 A1 2005-AR10 FRN 25 JUN 2035
COUNTRYWIDE ALTERNATI 1A5 2005-9CB FRN 25 MAY 2035
COUNTRYWIDE HOME LOAN M 1A1 2005-3 FRN 25 APR 2035
WASHINGTON MUTUAL BA A2A1 2005-AR1 FRN 25 JAN 2045
CLEAR CHANNEL -- 3.82 1/29/2016 FULLYFUNDED
CALPINE CORPORATION -- 4.00 4/1/2018 FULLYFUNDED
Visant Corporation 122216
AMERICAN RENAL HOLDINGS -- 8.50 3/20/2020 FULLYFUNDED
AMERICAN RENAL HOLDINGS -- 4.50 8/20/2019 FULLYFUNDED
VIRGIN MEDIA INVESTMENT HOLDINGS LIMITED -- 3.50 6/7/2020 FULLYFUNDED
MEG ENERGY CORP. -- 3.75 3/31/2020 FULLYFUNDED
TRANSDIGM -- 3.75 2/28/2020 FULLYFUNDED
BRIGHT HORIZONS FAMILY SOLUTIONS LLC -- 3.75 1/30/2020 FULLYFUNDED
Caesars Entertainm 030117
H.J. HEINZ COMPANY -- 3.50 6/5/2020 FULLYFUNDED
PINNACLE FOODS FINANCE LLC -- 3.00 4/29/2020 FULLYFUNDED
HCA INC. -- 3.01 5/1/2018 FULLYFUNDED
GETTY IMAGES, INC. -- 4.75 10/18/2019 FULLYFUNDED
HCA INC. -- 2.92 3/31/2017 FULLYFUNDED
CDW LLC -- 3.25 4/29/2020 FULLYFUNDED
WMG ACQUISITIONS CORP. -- 3.75 7/1/2020 FULLYFUNDED
SEMINOLE HARD ROCK ENTERTAINMENT, INC. (SEMINOLE H -- 3.50 5/14/2020 FULLYFUNDED
ARYSTA LIFESCIENCE SPC, LLC -- 8.25 11/30/2020 FULLYFUNDED
ARYSTA LIFESCIENCE SPC, LLC -- 4.50 5/29/2020 FULLYFUNDED
SCIENTIFIC GAMES INTERNATIONAL INC. -- 6.00 10/18/2020 FULLYFUNDED
UNIVISION -- 4.00 3/1/2020 FULLYFUNDED
MGM RESORTS INTERNATIONAL (MGM GRAND DETROIT, LLC) -- 3.50 12/20/2019 FULLYFUNDED
TRUE RELIGION APPAREL INC. -- 5.78 7/30/2019 FULLYFUNDED
TRUE RELIGION APPAREL INC. -- 11.00 1/30/2020 FULLYFUNDED
INTELSAT JACKSON HOLDINGS S.A. -- 3.75 6/30/2019 FULLYFUNDED
OFFSHORE GROUP INVESTMENT LIMITED (VANTAGE DELAWAR -- 5.00 10/25/2017 FULLYFUNDED
CROWN CASTLE -- 3.00 1/31/2021 FULLYFUNDED
PINNACLE FOODS FINANCE LLC -- 3.00 4/29/2020 FULLYFUNDED
BMC SOFTWARE FINANCE INC. -- 5.00 9/10/2020 FULLYFUNDED
HCA INC. -- 2.67 5/2/2016 FULLYFUNDED
HCA INC. -- 2.67 2/2/2016 FULLYFUNDED
HILTON WORLDWIDE, INC. (FKA HILTON HOTELS CORPORAT -- 3.50 10/26/2020 FULLYFUNDED
UNIVISION -- 4.00 3/1/2020 FULLYFUNDED
CHS/ COMMUNITY HEALTH SYSTEMS, INC. -- 4.25 1/27/2021 FULLYFUNDED
FIRST DATA CORPORATION -- 3.67 3/24/2017 FULLYFUNDED
HD SUPPLY INC. -- 4.00 6/28/2018 FULLYFUNDED
DELTA AIR LINES, INC. -- 3.25 10/18/2018 FULLYFUNDED
ADS WASTE HOLDINGS, INC. -- 3.75 10/9/2019 FULLYFUNDED
DIAMOND FOODS INC. -- 4.25 8/20/2018 FULLYFUNDED
SBA SENIOR FINANCE II LLC -- 3.25 3/24/2021 FULLYFUNDED
SEDGWICK CLAIMS MANAGEMENT, INC. -- 0.00 3/1/2021 FULLYFUNDED
RITE AID -- 5.00 2/21/2020 FULLYFUNDED
US FOODS, INC. (AKA U.S. FOODSERVICE, INC.) -- 4.50 3/31/2019 FULLYFUNDED
NEIMAN MARCUS GROUP INC., THE -- 4.25 10/25/2020 FULLYFUNDED
ALLIANCE BOOTS LIMITED (FKA AB ACQUISITIONS UK TOP -- 0.00 7/9/2017 FULLYFUNDED
ALLIANCE BOOTS LIMITED (FKA AB ACQUISITIONS UK TOP -- 0.00 7/9/2017 FULLYFUNDED
Alliance Boots Lim 070917
19,727,040.79
9,212,471.74
5,557,586.43
7,693,142.65
14,472,289.63
15,790,818.18
34,110,163.77
918,385.83
1,896,632.49
37,513,978.08
2,784,987.58
14,558,191.03
7,510,008.99
6,941,492.51
2,664,991.15
124,295,866.05
1,902,968.70
2,030,659.97
2,976,178.00
162,402,663.92
7,212,546.97
765,836.45
3,818,937.23
3,850,000.00
5,297,512.15
6,721,423.02
8,171,316.99
3,946,945.41
8,866,231.81
6,159,357.33
2,080,566.95
8,933,957.64
6,543,709.95
1,272,088.10
5,695,564.57
31,554,192.99
8,445,718.88
11,685,827.64
664,463.12
14,099,077.06
13,253,132.46
1,402,655.07
1,884,870.00
3,267,888.26
16,641,000.00
11,782,408.97
1,709,415.62
421,604.52
2,532,731.80
3,661,161.03
4,193,017.43
9,368,912.82
643,944.16
12,158,857.83
1,469,171.59
768,734.48
4,864,884.07
5,440,000.00
1,282,437.52
1,233,828.37
12,023,307.60
392,169.32
5,408,551.14
1,470,355.58
6,621,588.20
1,384,044.39
9,652,964.69
10,878,585.38
149,689,197.15
7,455,634.72
0.02
18,771,175.74
13,481,520.80
21,925,000.00
26,238,906.88
8,894,564.20
15,111,450.38
0.01
36,476,855.25
24,300,000.02
15,186,553.03
46,552,120.67
20,892,328.17
24,248,770.10
7,580,808.08
11,795,919.71
10,000,000.00
23,166,192.23
7,456,171.28
17,478,854.51
17,405,597.96
57,288,866.49
8,400,000.00
26,200,000.00
0.03
19,949,622.17
6,982,323.23
14,337,478.25
6,404,144.27
23,040,291.00
16,854,260.94
29,796,929.88
54,462,468.51
23,500,000.00
22,959,442.37
34,538,634.55
52,465,055.13
18,159,258.79
9,825,313.29
15,447,680.37
3,989,949.75
110,778,045.18
5,000,000.00
58,832,541.18
6,112,968.47
10,598,002.82
19,609,874.46
6,036,215.08
4,560,190.63
6,449,001.85
12,761,960.94
10,126,377.19
26,076,891.04
930,068.93
1,357,143.00
36,139,028.89
1,752,627.03
11,795,243.15
6,632,279.40
5,285,053.74
2,665,426.85
131,777,296.38
1,848,269.19
1,649,006.53
2,782,239.82
171,845,242.01
5,525,017.14
769,838.67
2,702,560.10
3,672,547.28
4,408,109.39
5,677,580.98
5,338,050.91
3,307,993.63
6,355,298.85
5,266,011.53
1,895,617.23
6,055,427.10
4,633,065.20
863,251.45
4,795,281.20
22,526,747.76
6,938,369.90
8,640,543.22
531,370.27
16,497,280.53
19,984,536.57
2,179,337.93
1,893,352.14
1,955,479.12
11,277,539.96
9,577,923.59
1,425,226.67
333,624.04
2,378,231.06
2,309,888.18
3,711,056.36
7,494,899.94
613,761.83
10,691,533.55
1,270,725.66
680,385.04
4,154,389.98
4,793,488.73
1,309,642.98
1,054,401.75
8,859,078.73
369,133.78
5,181,773.73
1,374,887.22
5,740,337.47
1,178,249.98
7,397,044.80
10,308,537.39
147,983,121.50
7,363,955.54
0.02
18,494,040.19
13,314,686.98
21,570,190.22
24,983,232.01
8,723,914.57
14,856,520.21
0.01
36,213,391.03
23,573,182.99
15,037,117.35
42,581,780.82
20,711,214.46
23,472,088.73
7,277,575.76
11,354,719.55
9,937,500.00
22,994,409.56
7,338,736.58
17,061,304.09
16,917,403.53
52,846,583.50
7,441,161.11
25,775,812.50
0.02
19,602,166.25
6,760,360.39
13,917,408.14
6,361,837.45
22,828,876.65
16,646,416.74
29,098,464.07
54,488,277.68
23,137,274.89
22,713,342.65
33,955,844.78
50,847,251.44
18,059,791.29
9,602,180.43
14,984,249.96
3,965,400.47
109,931,633.03
4,880,200.00
91,620,514.05
7,386,586.57
12,810,593.03
0.5821
2.8202
2.4642
0.3495
1.6131
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1.4931
0.7608
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5.2500
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3.7500
0.0000
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5.7820
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4.0000
3.2500
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3.5100
5/15/2021
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1/29/2016
4/1/2018
12/22/2016
3/20/2020
8/20/2019
6/7/2020
3/31/2020
2/28/2020
1/30/2020
3/1/2017
6/5/2020
4/29/2020
5/1/2018
10/18/2019
3/31/2017
4/29/2020
7/1/2020
5/14/2020
11/30/2020
5/29/2020
10/18/2020
3/1/2020
12/20/2019
7/30/2019
1/30/2020
6/30/2019
10/25/2017
1/31/2021
4/29/2020
9/10/2020
5/2/2016
2/2/2016
10/26/2020
3/1/2020
1/27/2021
3/24/2017
6/28/2018
10/18/2018
10/9/2019
8/20/2018
3/24/2021
3/1/2021
2/21/2020
3/31/2019
10/25/2020
7/9/2017
7/9/2017
7/9/2017
root\projects\imd\ny\fs\HOLDINGS\2014\3Q\Fixed Income\Strategic Income.xlsx Sheet1 1/30/2015 11:09 AM
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Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
Goldman Sachs Strategic Income Fund
BL0002170
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BL0002019
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BL0002034
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BL0002224
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CASH
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Alliance Boots Lim 070917
MPH ACQUISITION HOLDINGS LLC -- 3.75 3/31/2021 FULLYFUNDED
CHECKOUT HOLDING CORP. -- 4.50 4/9/2021 FULLYFUNDED
CHECKOUT HOLDING CORP. -- 7.75 4/11/2022 FULLYFUNDED
1011778 B.C. UNLIMITED LIABILITY COMPANY (NEW RED -- 4.50 12/12/2021 FULLYFUNDED
AVAGO TECHNOLOGIES CAYMAN LTD. -- 3.75 5/6/2021 FULLYFUNDED
MEN'S WEARHOUSE, INC., THE -- 4.50 6/18/2021 FULLYFUNDED
SABRE GLBL INC. (FKA SABRE INC.) -- 4.00 2/19/2019 FULLYFUNDED
MAGNUM HUNTER RESOURCES CORPORATION -- 8.50 10/22/2019 FULLYFUNDED
TRANSDIGM -- 3.75 6/4/2021 FULLYFUNDED
ALLIANCE BOOTS LIMITED (FKA AB ACQUISITIONS UK TOP -- 0.00 7/9/2017 FULLYFUNDED
ENERGYSOLUTIONS, LLC (AKA ENVIROCARE OF UTAH, LLC) -- 6.75 5/29/2020 FULLYFUNDED
AMERICAN ENERGY - MARCELLUS, LLC -- 8.50 8/4/2021 FULLYFUNDED
AMERICAN ENERGY - MARCELLUS, LLC -- 5.25 8/4/2020 FULLYFUNDED
PROMOTORA DE INFORMACIONES S.A -- 9.75 12/10/2015 FULLYFUNDED
GATES GLOBAL LLC -- 4.25 7/5/2021 FULLYFUNDED
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MEXICAN PESO
AUD MARGIN CURRENCY
BOA SWAP ALL
CITINA SWAP ALL
CSFB SWAP ALL
JPM SWAP ALL
MSIL SWAP ALL
DEUTFUT SWAP ALL
ZAR CCP MARGIN CURRENCY
NOK CCP MARGIN CURRENCY
NZD CCP MARGIN CURRENCY
PLN CCP MARGIN CURRENCY
AUD CCP MARGIN CURRENCY
USD CCP MARGIN CURRENCY
EUR CCP MARGIN CURRENCY
CAD CCP MARGIN CURRENCY
JPY CCP MARGIN CURRENCY
GBP CCP MARGIN CURRENCY
SEK CCP MARGIN CURRENCY
CHF CCP MARGIN CURRENCY
MXN CCP MARGIN CURRENCY
MEXICAN PESO
AUD MARGIN CURRENCY
BARC SWAP ALL
BOA SWAP ALL
CITINA SWAP ALL
CSFB SWAP ALL
DB SWAP ALL
JPM SWAP ALL
MSIL SWAP ALL
ZAR CCP MARGIN CURRENCY
NOK CCP MARGIN CURRENCY
NZD CCP MARGIN CURRENCY
PLN CCP MARGIN CURRENCY
AUD CCP MARGIN CURRENCY
USD CCP MARGIN CURRENCY
EUR CCP MARGIN CURRENCY
CAD CCP MARGIN CURRENCY
JPY CCP MARGIN CURRENCY
GBP CCP MARGIN CURRENCY
SEK CCP MARGIN CURRENCY
CHF CCP MARGIN CURRENCY
CIT MBS COLLATERAL
SSMB Private Label CMO (HY) USD 1.15 17Apr15
MS Private Label CMO (HY) USD 1.15 17Apr15
MXN CCP MARGIN CURRENCY
JPM MBS COLLATERA
MST MBS COLLATERAL
15,128,413.02
27,334,087.48
65,002,053.26
16,750,000.00
117,725,000.00
60,497,995.00
18,927,562.50
22,642,239.19
95,535,562.50
13,640,726.82
2,000,000.00
44,202,875.00
8,600,000.00
21,675,885.10
39,605,409.18
20,847,750.00
22,693,125.00
-5.82
-36,482.33
-199,962.01
-1,900,055.01
-1,000,000.00
-1,090,000.00
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61,740,942.03
26,649,006.25
116,862,412.12
11,850,204.00
1,907,284.15
71,102,522.75
166,955,514.43
33,541,452.41
-11,394,084,148.54
79,305,145.15
-914,245,053.93
-6,765,249.03
-29,626.44
0.30
36,482.33
4,160,000.00
9,347,831.00
38,883,302.40
0.00
22,860,000.00
29,565,000.00
5,220,000.00
-61,788,740.73
136,093,386.12
-128,809,414.22
24,663,689.37
5,138,022.57
1,175,771,878.17
22,064,511.89
-115,719,240.01
10,270,605,496.65
229,743,496.54
1,059,786,886.48
17,757,702.21
260,000.00
350,000,000.00
100,000,000.00
-1,922,199.62
-350,000.00
-350,000.00
18,286,836.27
26,530,579.20
61,716,729.10
15,497,355.90
117,720,291.00
60,328,344.89
18,948,856.00
22,206,309.91
93,168,906.12
13,379,470.47
3,106,810.35
44,003,851.56
7,937,161.11
18,979,934.76
49,902,418.34
20,250,387.95
22,464,862.69
-0.39
-29,855.32
-199,962.34
-1,900,058.19
-1,000,001.00
-1,090,001.82
-3,051,652.92
-3,150,005.25
5,336,872.35
3,554,361.92
91,339,719.62
3,336,206.08
1,560,826.04
71,102,522.75
202,024,552.44
28,958,732.92
-95,033,855.86
123,656,735.50
-116,787,922.45
-6,808,482.90
-2,009.97
0.02
29,855.32
4,160,006.93
9,347,846.58
38,883,368.67
-0.55
22,860,038.11
29,565,047.78
5,220,008.70
-5,341,004.06
18,151,714.38
-100,677,502.43
6,943,606.24
4,204,700.91
1,175,771,878.17
26,699,166.87
-99,908,689.84
85,663,334.56
358,228,091.40
135,379,795.80
17,871,184.23
260,000.43
350,111,523.65
100,003,186.39
-130,409.24
-350,000.59
-350,000.58
3.4900
3.7500
4.5000
7.7500
4.5000
3.7500
4.5000
4.0000
8.5000
3.7500
0.0000
6.7500
8.5000
5.2500
9.7500
4.2500
4.2500
0.0000
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1.9500
1.9500
2.0300
1.9500
1.9500
2.0300
0.0000
0.0000
0.0000
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1.9500
1.9500
1.9500
2.0300
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1.9500
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7/9/2017
3/31/2021
4/9/2021
4/11/2022
12/12/2021
5/6/2021
6/18/2021
2/19/2019
10/22/2019
6/4/2021
7/9/2017
5/29/2020
8/4/2021
8/4/2020
12/10/2015
7/5/2021
8/13/2021
1/14/2015
1/14/2015
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1/14/2015
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1/14/2015
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1/14/2015
12/31/2049
4/17/2015
4/17/2015
1/14/2015
12/31/2049
12/31/2049

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appendix 1 working principle of genetic algorithm

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