N-MFP LIVE N 2011-06-30 0001046292 S000009354 1 N N N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N Y Prime 22 62 151915400.00 192227.67 118403.81 151989223.86 0.0025 1.0001 2011-06-30 1.0001 2011-06-30 C000025638 1.00 151989223.86 1.00 13136012.60 17384125.21 4248112.61 0.0001 1.0001 2011-06-30 1.0001 2011-06-30 Amsterdam Funding Corp. Amsterdam Funding Corp. 0.320340% 03221KUJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 2000000.00 1999697.78 0.0132 N 1999820.00 1999820.00 Argento Variable Funding Co. LLC Argento Variable Funding Co. LLC 0.300233% 04014BU66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 2000000.00 1999916.67 0.0132 N 1999960.00 1999960.00 Aspen Funding Corp. 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Deutsche Bank Securities, Inc. 0.370000% 51994373779162DEU 0001074042 Other Repurchase Agreement N AMERICAN ORIENTAL BIO 2015-07-15 5.000000 Other Note 330000.00 198963.00 ANNALY CAPITAL MGMT 2015-02-15 4.000000 Other Note 167000.00 199356.00 CIENA CORP 2015-03-15 4.000000 Other Note 166000.00 199477.00 CROWN CASTLE INTL CORP 2011-06-30 6.250000 Other Instrument CONVERTIBLE PREFERRED SHARES 3350.00 198488.00 DENDREON CORP 2014-06-15 4.750000 Other Note 49000.00 197812.00 DIGITAL REALTY TRUST INC 2011-06-30 5.500000 Other Instrument CONVERTIBLE PREFERRED SHARES 6500.00 199550.00 DORAL FINANCIAL CORP 2011-06-30 4.750000 Other Instrument CONVERTIBLE PREFERRED SHARES 1500.00 187032.00 HUMAN GENOME SCIENCES 2011-10-15 2.250000 Other Note 123000.00 198453.00 LDK SOLAR CO LTD 2013-04-15 4.750000 Other Note 35000.00 32634.00 LINCARE HOLDINGS INC 2037-11-01 2.750000 Other Note 170000.00 199454.00 SANDRIDGE ENERGY INC 2011-06-30 8.500000 Other Instrument CONVERTIBLE PREFERRED SHARES 1200.00 189970.00 SKYWORKS SOLUTIONS INC 2012-03-01 1.500000 Other Note 83000.00 198885.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Joint Account III 0.059999% 52010519779162DEU 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 1294541.30 1383264.79 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 1356142.00 1356142.00 0.0089 N 1356142.00 1356142.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.147801% 31331JWU3 Government Agency Debt N First Tier Security N/A N/A 2011-07-27 2012-01-27 N N N 1000000.00 999781.16 0.0066 N 1000255.00 1000255.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.310500% 31331JY49 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2012-11-01 N N N 200000.00 200000.00 0.0013 N 199838.00 199838.00 Federal Home Loan Bank Federal Home Loan Bank 0.150998% 313370FU7 Government Agency Debt N First Tier Security N/A N/A 2011-07-26 2012-01-26 N N N 1000000.00 999825.57 0.0066 N 1000261.00 1000261.00 Federal Home Loan Bank Federal Home Loan Bank 0.143251% 313370FV5 Government Agency Debt N First Tier Security N/A N/A 2011-08-03 2012-02-03 N N N 1000000.00 999814.23 0.0066 N 999870.00 999870.00 Federal Home Loan Bank Federal Home Loan Bank 0.143251% 313370FX1 Government Agency Debt N First Tier Security N/A N/A 2011-07-30 2012-01-30 N N N 1000000.00 999789.29 0.0066 N 999869.00 999869.00 Federal Home Loan Bank Federal Home Loan Bank 0.310000% 313371A22 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 1000000.00 999989.51 0.0066 N 1000548.00 1000548.00 Federal Home Loan Bank Federal Home Loan Bank 0.299999% 313371CV6 Government Agency Debt N First Tier Security N/A N/A 2011-10-21 2011-10-21 N N N 700000.00 700000.00 0.0046 N 700427.70 700427.70 Federal Home Loan Bank Federal Home Loan Bank 0.089999% 3133XWKY4 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 500000.00 499991.56 0.0033 N 500001.00 500001.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.202251% 3128X8E24 Government Agency Debt N First Tier Security N/A N/A 2011-08-05 2011-08-05 N N N 300000.00 299994.25 0.0020 N 300067.80 300067.80 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.109551% 3128X9UH1 Government Agency Debt N First Tier Security N/A N/A 2011-07-11 2012-01-11 N N N 1400000.00 1399628.69 0.0092 N 1399928.60 1399928.60 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290831% 313396LR2 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 4000000.00 3997615.56 0.0263 N 3999752.00 3999752.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.140428% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2011-07-05 2013-05-03 N N N 1000000.00 999255.01 0.0066 N 999020.00 999020.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. Series BB 0.431840% 313588HV0 Government Agency Debt N First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 3000000.00 2999785.00 0.0197 N 2999991.00 2999991.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.215549% 31398A7K2 Government Agency Debt N First Tier Security N/A N/A 2011-07-28 2012-12-28 N N N 1000000.00 999703.29 0.0066 N 1000642.00 1000642.00 Georgia Municipal Electric Authority Georgia Municipal Electric Authority 0.500000% 2800000CP Other Municipal Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N Y Wells Fargo Bank, N.A. N/A N/A N 750000.00 750000.00 0.0049 N 750285.00 750285.00 Georgia Municipal Electric Authority Georgia Municipal Electric Authority 0.500000% 2900000CP Other Municipal Debt N First Tier Security N/A N/A 2011-08-03 2011-08-03 N Y Wells Fargo Bank, N.A. N/A N/A N 400000.00 400000.00 0.0026 N 400132.00 400132.00 Georgia Private Colleges & Universities Authority Georgia Private Colleges & Universities Authority Series B-1 0.050001% 74265LSH2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y EMORY UNIVERSITY N/A N/A N N 1350000.00 1350000.00 0.0089 N 1350000.00 1350000.00 Grampian Funding LLC Grampian Funding LLC 0.260166% 38501CV12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-08-01 2011-08-01 N N N 4000000.00 3999104.44 0.0263 N 3999760.00 3999760.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.470934% 41068LWL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 1000000.00 998942.50 0.0066 N 999490.00 999490.00 Indiana Finance Authority Indiana Finance Authority Series K 0.099999% 45471AEF5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 960000.00 960000.00 0.0063 N 960000.00 960000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.225799% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-07-21 2012-07-20 N N N 3000000.00 3000000.00 0.0197 N 3000870.00 3000870.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.303750% 48125LEB4 Other Note N First Tier Security N/A N/A 2011-07-18 2012-07-17 N N N 1000000.00 1000000.00 0.0066 N 999666.00 999666.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.372250% 53943NG51 Other Note N First Tier Security N/A N/A 2011-08-05 2011-10-03 Y Lloyds TSB Bank PLC N/A N/A N N 2000000.00 2000000.00 0.0132 N 1999736.00 1999736.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.445000% 53944AK95 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 1000000.00 1000000.00 0.0066 N 1000040.00 1000040.00 Loudoun County, VA Industrial Development Authority Loudoun County, VA Industrial Development Authority Series C 0.040000% 545910AG6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Howard Hughes Medical Institute N/A N/A N N 805000.00 805000.00 0.0053 N 805000.00 805000.00 Massachusetts Development Finance Agency Massachusetts Development Finance Agency Series K-2 0.029999% 57583R6F7 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Barclays Bank PLC N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Massachusetts Water Resources Authority Massachusetts Water Resources Authority Series A-3 0.059998% 576051BY1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wells Fargo Bank, N.A. N/A N/A N N 1300000.00 1300000.00 0.0086 N 1300000.00 1300000.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority Series A 0.099999% 60635R3F2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Bank of America, National Associ N/A N/A Y BANK OF AMERICA, NATIONAL ASSOCI N/A N/A N 1100000.00 1100000.00 0.0072 N 1100000.00 1100000.00 Mitsubishi UFJ Trust and Banking Corp. Mitsubishi UFJ Trust and Banking Corp. 0.250000% 60681PF33 Certificate of Deposit N First Tier Security N/A N/A 2011-07-15 2011-07-15 N N N 2000000.00 2000000.00 0.0132 N 2000060.00 2000060.00 Mizuho Corporate Bank Mizuho Corporate Bank 0.260000% 60687CV79 Certificate of Deposit N First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 4000000.00 4000000.00 0.0263 N 4000040.00 4000040.00 Morgan Stanley Morgan Stanley 1.272250% 51049236779162MOR 0001359291 Other Repurchase Agreement N AAMES MORTGAGE INVESTMENT TRUST 2035-10-25 1.985800 Other Note 5000000.00 13305.00 ACCREDITED MORTGAGE LOAN TRUST 2035-09-25 0.665799 Other Note 75000.00 11347.00 ACCREDITED MORTGAGE LOAN TRUST 2037-02-25 0.535800 Other Note 1255000.00 27845.00 ADVANTA BUSINESS CARD MASTER TRUST 2014-10-20 0.675749 Other Note 15000000.00 2924.00 AEGIS ASSET BACKED SECURITIES TRUST 2035-03-25 3.035800 Other Note 1000000.00 100.00 ASSET BACKED FUNDING CERTIFICATES 2035-06-25 5.339920 Other Note 993500.00 45467.00 BANC OF AMERICA MORTGAGE SECURITIES 2037-12-28 6.174967 Other Note 1465000.00 10.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 0.835799 Other Note 55000.00 6675.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 0.935799 Other Note 50000.00 5318.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 1.185800 Other Note 60000.00 5245.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2037-04-25 0.635800 Other Note 200000.00 16254.00 CARRINGTON MORTGAGE LOAN TRUST 2035-10-25 1.435800 Other Note 1950000.00 27107.00 CARRINGTON MORTGAGE LOAN TRUST 2035-10-25 1.585800 Other Note 500000.00 1738.00 CARRINGTON MORTGAGE LOAN TRUST 2036-01-25 1.535800 Other Note 1900000.00 24077.00 CBA COMMERCIAL SMALL BALANCE COMMERCIAL MORTGAGE 2038-06-25 0.735800 Other Note 432477.00 43720.00 CITIGROUP MORTGAGE LOAN TRUST INC 2036-12-25 0.455799 Other Note 5700000.00 69979.00 CITIGROUP MORTGAGE LOAN TRUST INC 2037-05-25 0.865800 Other Note 490000.00 5251.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-10-25 0.525800 Other Note 200000.00 9128.00 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6.785591 Other Note 532000.00 2497.00 JP MORGAN MORTGAGE ACQUISITION CORP 2036-02-25 0.665799 Other Note 7500000.00 37412.00 JP MORGAN MORTGAGE ACQUISITION CORP 2036-07-25 0.485800 Other Note 285000.00 25338.00 JP MORGAN MORTGAGE ACQUISITION CORP 2036-11-25 5.889999 Other Note 310000.00 52249.00 JP MORGAN MORTGAGE ACQUISITION CORP 2037-03-25 0.885800 Other Note 355000.00 22065.00 JP MORGAN MORTGAGE ACQUISITION CORP 2047-03-25 0.475800 Other Note 1802000.00 16762.00 LONG BEACH MORTGAGE LOAN TRUST 2035-02-25 1.235800 Other Note 1500000.00 35660.00 MACH ONE TRUST, COMMERCIAL MORTGAGE-BACKED SECS 2040-05-28 5.450000 Other Note 350000.00 50176.00 MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-06-25 0.435800 Other Note 6871550.00 72172.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2036-08-25 2.185800 Other Note 2000000.00 50844.00 MORGAN STANLEY CAPITAL I 2046-12-20 0.885800 Other Note 4860000.00 15212.00 MORGAN STANLEY CAPITAL I 2046-12-20 1.185800 Other Note 5600000.00 15960.00 MORGAN 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2035-12-25 0.585799 Other Note 1624000.00 42346.00 MORGAN STANLEY CAPITAL INC 2036-01-25 0.575799 Other Note 2150000.00 76080.00 MORGAN STANLEY CAPITAL INC 2036-08-25 0.515800 Other Note 900000.00 9009.00 MORGAN STANLEY CAPITAL INC 2036-11-25 0.445799 Other Note 95000.00 637.00 MORGAN STANLEY CAPITAL INC 2037-01-25 0.435800 Other Note 552000.00 2700.00 MORGAN STANLEY HOME EQUITY LOAN TRUST 2036-12-25 0.445799 Other Note 110000.00 963.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2022-08-25 0.000000 Other Note 211406.00 37687.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2034-07-25 1.835800 Other Note 680000.00 70378.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-10-25 0.000000 Other Note 109009.00 36790.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-10-25 5.500000 Other Note 771000.00 55686.00 NEW CENTURY HOME EQUITY LOAN TRUST 2036-05-25 0.525800 Other Note 235000.00 9169.00 NEW CENTURY HOME EQUITY LOAN TRUST 2036-05-25 0.545799 Other Note 1263000.00 11228.00 NEXTSTUDENT MSTR TRST I 2042-09-01 0.000000 Other 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2046-08-25 0.000000 Other Note 9575000.00 20299.00 SPGS SPC OF MSC 2006-SRR1-C 2046-08-25 0.000000 Other Note 10000000.00 28900.00 SPGS SPGS SPC; ACTING FOR THE ACCOUNT OF 2046-08-25 0.000000 Other Note 10000000.00 24600.00 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2043-12-15 5.602999 Other Note 50401.00 10582.00 WACHOVIA CRE CDO 2006-1 2026-09-25 0.000000 Other Note 480000.00 59232.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2047-07-25 1.088330 Other Note 26155.00 6532.00 WASHINGTON MUTUAL ASSET-BACKED CTFS 2036-04-25 0.565799 Other Note 2100000.00 12922.00 First Tier Security N/A N/A 2011-08-03 2011-10-03 Y MORGAN STANLEY & CO. LLC N/A N/A N N 2000000.00 2000000.00 0.0132 Y 1999530.00 1999530.00 Nationwide Building Society Nationwide Building Society 0.240144% 63859MW64 Other Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 1999106.67 0.0132 N 1999160.00 1999160.00 Nebraska Investment Finance Authority Nebraska Investment Finance Authority Series C 0.069999% 63968MDC0 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Federal Home Loan Bank System N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series A-1 0.069999% 649716HA8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y WestLB AG N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series B 0.209999% 649716R66 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y WestLB AG N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series 2F 0.059998% 64971KFG6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-01 2011-07-01 Y Bayerische Landesbank N/A N/A N N 1085000.00 1085000.00 0.0071 N 1085000.00 1085000.00 New York Local Government Assistance Corp. New York Local Government Assistance Corp. Series B-7V 0.050001% 649876L23 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y JPMorgan Chase Bank, N.A. N/A N/A N N 600000.00 600000.00 0.0039 N 600000.00 600000.00 Newport Funding Corp. Newport Funding Corp. 0.270185% 65184UU69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 2000000.00 1999925.00 0.0132 N 1999960.00 1999960.00 Norinchukin Bank Norinchukin Bank 0.310000% 65602QBQ9 Certificate of Deposit N First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 2000000.00 2000000.00 0.0132 N 2000200.00 2000200.00 North Carolina Medical Care Commission North Carolina Medical Care Commission Series A 0.060001% 6582025C6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-07-07 2011-07-07 Y Wells Fargo Bank, N.A. N/A N/A N N 650000.00 650000.00 0.0043 N 650000.00 650000.00 Northern Pines Funding LLC Northern Pines Funding LLC 0.360433% 66560LUM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 2000000.00 1999600.00 0.0132 N 1999820.00 1999820.00 Rabobank Nederland NV Rabobank Nederland NV 0.400000% 74977MNR2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-18 2011-10-18 N N N 1000000.00 1000000.00 0.0066 N 1000640.00 1000640.00 Rabobank Nederland NV Rabobank Nederland NV 0.330749% 74977RBR4 Other Note N First Tier Security N/A N/A 2011-08-16 2012-06-15 N N N 1000000.00 1000000.00 0.0066 N 1000209.00 1000209.00 RBS Securities, Inc. RBS Securities, Inc. 0.419999% 51994378779162RBS 0000808379 Other Repurchase Agreement N SEQUOIA MORTGAGE TRUST 2034-02-20 1.054689 Other Note 2610000.00 172099.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-11-25 0.465799 Other Note 13435000.00 3277903.00 First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 3000000.00 3000000.00 0.0197 N 3000000.00 3000000.00 Societe Generale Societe Generale 0.469551% 49863841 Other Note N First Tier Security N/A N/A 2011-07-09 2011-09-09 N N N 2000000.00 2000000.00 0.0132 N 2000980.00 2000980.00 Standard Chartered Bank Standard Chartered Bank 0.290210% 85324UUB7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-07-11 2011-07-11 N N N 1500000.00 1499879.17 0.0099 N 1499940.00 1499940.00 State of Texas State of Texas 2.000000% 882722VC2 Other Municipal Debt N First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 650000.00 651763.07 0.0043 N 651969.50 651969.50 Sumitomo Mitsui Banking Corp. 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