I'd go with Tiger, and add that the EGR may be adding too much recirc, and causing misfire... thus leaving unburnt fuel in the mix. The O2 is confused, and thinks the exhaust is rich, because the O2 there has not been combined with the fuel. So, it will try to lean out the fuel mix.
Follow the codes in the sequence presented, as the FoMoCo guys know more than me, anyway. They can cascade and cause false readings if you don't. The CTS can lead the ECM to add extra fuel 'cuz it thinks the engine coolant is cold. The EGR can cause O2 to futz up as above...
tom