N-MFP1 0001046292 XXXXXXXX 2016-06-30 0001046292 5493002O7C5F22B7X327 S000009354 2 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 084-01100 N N Y Exempt Government N 35 104 205762785.29 190830284.11 190035565.21 188527394.93 212860333.21 197928493.91 197134436.87 193126805.55 0.00 0.5528 0.5274 0.5118 0.5127 0.5719 0.5471 0.5309 0.5252 0.0000 49106.68 381679031.15 381624402.52 233802.68 143608.86 381763703.02 381752455.3400 1.0000 0.0052 1.0002 1.0002 1.0002 1.0002 0.0000 C000025638 1.00 345437436.23 345427258.8100 1.0002 1.0002 1.0002 1.0002 0.0000 4462240.35 11322784.52 3228853.19 7475706.95 6953981.22 2728793.79 4741894.86 4318816.23 0.00 0.00 38096775.52 20041100.89 0.0009 Y For Service Shares the Investment Adviser waived $12,147 of Management Fees and $15,099 of Other Fees; and Goldman, Sachs & Co. waived $91 of Admin Fees. 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Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-04-01 3.000000 1464959.90 1515355.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 4878.05 5035.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 1645242.41 1701746.18 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-05-01 2.500000 49531.90 51118.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 373.85 385.33 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 26326.83 27251.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 3.000000 57465.63 59306.70 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 63414634.15 63414634.15 0.1661 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.533002% 3130A6WV5 US3130A6WV57 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-22 2016-09-22 2016-09-22 N N N 0.0043 1000273.00 1000273.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.610000% 3130A6YP6 US3130A6YP61 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0022 3000225.00 3000225.00 0.0079 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.551002% 3130A6YY7 US3130A6YY78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-12 2016-10-12 2016-10-12 N N N 0.0048 2500665.00 2500665.00 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.500000% 3130A75J0 US3130A75J06 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0025 3500609.00 3500609.00 0.0092 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.556999% 3130A76H3 US3130A76H31 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2016-11-01 2016-11-01 N N N 0.0049 2500670.00 2500670.00 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.572000% 3130A77G4 US3130A77G49 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-07 2017-02-07 2017-02-07 N N N 0.0051 500261.50 500261.50 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.529999% 3130A77K5 US3130A77K50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-03 2016-11-03 2016-11-03 N N N 0.0044 5001450.00 5001450.00 0.0131 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.556999% 3130A7A47 US3130A7A472 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-03 2016-11-03 2016-11-03 N N N 0.0049 2500682.50 2500682.50 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.551999% 3130A7A96 US3130A7A969 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-08 2016-11-08 2016-11-08 N N N 0.0049 2500710.00 2500710.00 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.551999% 3130A7AM7 US3130A7AM79 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-08 2016-11-08 2016-11-08 N N N 0.0049 3000852.00 3000852.00 0.0079 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.568001% 3130A7BK0 US3130A7BK05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-17 2017-02-17 2017-02-17 N N N 0.0051 5002680.00 5002680.00 0.0131 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.644000% 3130A7C52 US3130A7C528 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-28 2017-08-28 2017-08-28 N N N 0.0056 2501737.50 2501737.50 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.596002% 3130A7DX0 US3130A7DX08 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-03-13 2017-03-13 N N N 0.0052 1500766.50 1500766.50 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.595001% 3130A7DZ5 US3130A7DZ55 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-16 2017-03-16 2017-03-16 N N N 0.0052 1500772.50 1500772.50 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.610999% 3130A7GS8 US3130A7GS85 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0052 2000862.00 2000862.00 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 3130A7LM5 US3130A7LM50 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2017-03-21 2017-03-21 N N N 0.0052 3401404.20 3401404.20 0.0089 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.500000% 3130A7MA0 US3130A7MA04 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-09-23 2016-09-23 N N N 0.0037 2000574.00 2000574.00 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.607000% 3130A7P66 US3130A7P660 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-29 2017-09-29 2017-09-29 N N N 0.0058 1000679.00 1000679.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.528001% 3130A7TB1 US3130A7TB14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-13 2017-04-13 2017-04-13 N N N 0.0052 2450563.50 2450563.50 0.0064 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.533002% 3130A7TH8 US3130A7TH83 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-18 2017-04-18 2017-04-18 N N N 0.0053 1500345.00 1500345.00 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.488002% 3130A7US2 US3130A7US20 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2017-01-25 2017-01-25 N N N 0.0051 3499909.00 3499909.00 0.0092 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.464000% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-06 2017-02-06 2017-02-06 N N N 0.0051 4999270.00 4999270.00 0.0131 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.518000% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-15 2017-06-15 2017-06-15 N N N 0.0055 1499536.50 1499536.50 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.555998% 3130A8BX0 US3130A8BX09 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-03 2017-03-03 2017-03-03 N N N 0.0052 10000340.00 10000340.00 0.0262 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.546998% 3130A8EA7 US3130A8EA78 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-09 2017-06-09 2017-06-09 N N N 0.0055 6999342.00 6999342.00 0.0183 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.442001% 3130A8HY2 US3130A8HY28 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-15 2016-12-15 2016-12-15 N N N 0.0047 1500000.00 1500000.00 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.482000% 3130A8L68 US3130A8L683 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-23 2016-12-23 2016-12-23 N N N 0.0051 1749830.25 1749830.25 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.517000% 3130A8M59 US3130A8M590 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-29 2017-03-29 2017-03-29 N N N 0.0054 3500000.00 3500000.00 0.0092 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.000000% 313312H60 US313312H607 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0028 2997924.00 2997924.00 0.0079 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.000000% 313312J68 US313312J686 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0037 7992240.00 7992240.00 0.0209 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.542999% 313376T88 US313376T888 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-17 2017-01-17 2017-01-17 N N N 0.0053 2500417.50 2500417.50 0.0065 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384G29 US313384G293 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0028 4247454.25 4247454.25 0.0111 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384G52 US313384G525 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-19 2016-09-19 2016-09-19 N N N 0.0028 2498445.00 2498445.00 0.0065 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384G78 US313384G780 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0028 2548373.10 2548373.10 0.0067 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384J34 US313384J347 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0037 1348731.00 1348731.00 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384K57 US313384K576 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0037 1997920.00 1997920.00 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384L56 US313384L566 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-21 2016-10-21 2016-10-21 N N N 0.0037 2746920.00 2746920.00 0.0072 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384M22 US313384M226 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2016-10-26 2016-10-26 N N N 0.0037 1997660.00 1997660.00 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384N39 US313384N398 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0039 2996010.00 2996010.00 0.0078 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384N62 US313384N620 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0039 998638.00 998638.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384P52 US313384P526 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0039 898707.60 898707.60 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384S42 US313384S421 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0041 2196112.60 2196112.60 0.0058 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384S67 US313384S678 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0041 3244185.75 3244185.75 0.0085 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384U49 US313384U492 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-23 2016-12-23 2016-12-23 N N N 0.0041 2994168.00 2994168.00 0.0078 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.636599% 3133EAE20 US3133EAE203 U.S. Government Agency Debt First Tier Security N/A N/A 2016-08-01 2017-08-01 2017-08-01 N N N 0.0057 1000935.00 1000935.00 0.0026 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.626051% 3133EATH1 US3133EATH14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-13 2017-06-13 2017-06-13 N N N 0.0055 300222.00 300222.00 0.0008 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.529999% 3133EDAT9 US3133EDAT91 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-07-27 2016-07-27 N N N 0.0040 200019.20 200019.20 0.0005 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.511099% 3133EE2P4 US3133EE2P47 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-30 2016-12-30 2016-12-30 N N N 0.0051 100010.00 100010.00 0.0003 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.453848% 3133EERK8 US3133EERK82 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-02 2016-12-02 2016-12-02 N N N 0.0047 2999811.00 2999811.00 0.0079 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.518800% 3133EFE45 US3133EFE459 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-29 2016-12-29 2016-12-29 N N N 0.0047 1500444.00 1500444.00 0.0039 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.488801% 3133EFF93 US3133EFF936 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-29 2016-09-29 2016-09-29 N N N 0.0042 2000344.00 2000344.00 0.0052 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.510800% 3133EFPP6 US3133EFPP62 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-23 2017-05-23 2017-05-23 N N N 0.0051 10001700.00 10001700.00 0.0262 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.526550% 3133EFSF5 US3133EFSF53 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-14 2016-09-14 2016-09-14 N N N 0.0041 1000267.00 1000267.00 0.0026 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.533048% 3133EFVT1 US3133EFVT11 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-20 2017-01-20 2017-01-20 N N N 0.0050 2500650.00 2500650.00 0.0066 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.553298% 3133EFWM5 US3133EFWM58 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-25 2017-04-25 2017-04-25 N N N 0.0051 1200498.00 1200498.00 0.0031 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.544799% 3133EFX28 US3133EFX285 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-07 2017-04-07 2017-04-07 N N N 0.0051 500150.00 500150.00 0.0013 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.512500% 3133EGEZ4 US3133EGEZ47 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-15 2017-06-15 2017-06-15 N N N 0.0055 349865.95 349865.95 0.0009 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.482051% 3133EGFL4 US3133EGFL42 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-15 2017-09-15 2017-09-15 N N N 0.0055 299855.70 299855.70 0.0008 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.485302% 3133EGGE9 US3133EGGE99 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-30 2017-06-30 2017-06-30 N N N 0.0053 1999304.00 1999304.00 0.0052 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.453049% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0051 9997170.00 9997170.00 0.0262 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.708649% 3134G74D0 S6XOOCT0IEG5ABCC6L87 US3134G74D03 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-26 2017-04-26 2017-04-26 N N N 0.0057 6106495.67 6106495.67 0.0160 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.566600% 3134G9VT1 S6XOOCT0IEG5ABCC6L87 US3134G9VT17 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2016-09-20 2017-12-20 2017-12-20 N N N 0.0061 3497945.50 3497945.50 0.0092 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.000000% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 0000310522 U.S. Government Agency Debt First Tier Security N/A N/A 2017-05-11 2017-05-11 2017-05-11 N N N 0.0058 2069492.84 2069492.84 0.0054 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 31359MEL3 B1V7KEBTPIMZEU4LTD58 US31359MEL37 0000310522 U.S. Government Agency Debt First Tier Security N/A N/A 2017-06-01 2017-06-01 2017-06-01 N N N 0.0062 99438.10 99438.10 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.468050% 3135G0F81 B1V7KEBTPIMZEU4LTD58 US3135G0F814 0000310522 U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-20 2017-07-20 2017-07-20 N N N 0.0053 1224454.88 1224454.88 0.0032 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.750000% 3135G0ZB2 B1V7KEBTPIMZEU4LTD58 US3135G0ZB27 0000310522 U.S. Government Agency Debt First Tier Security N/A N/A 2017-04-20 2017-04-20 2017-04-20 N N N 0.0050 200404.00 200404.00 0.0005 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 1.250000% 3137EADF3 S6XOOCT0IEG5ABCC6L87 US3137EADF36 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2017-05-12 2017-05-12 2017-05-12 N N N 0.0058 1442246.93 1442246.93 0.0038 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 1.000000% 3137EADH9 S6XOOCT0IEG5ABCC6L87 US3137EADH91 0001026214 U.S. Government Agency Debt First Tier Security N/A N/A 2017-06-29 2017-06-29 2017-06-29 N N N 0.0059 139565.45 139565.45 0.0004 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.375000% 31398ADM1 B1V7KEBTPIMZEU4LTD58 US31398ADM18 0000310522 U.S. Government Agency Debt First Tier Security N/A N/A 2017-06-12 2017-06-12 2017-06-12 N N N 0.0066 767659.73 767659.73 0.0020 N N N N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 7.500000% 912810DX3 US912810DX38 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0037 1539741.00 1539741.00 0.0040 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.875000% 912828FQ8 US912828FQ84 U.S. Treasury Debt First Tier Security N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0024 5179473.45 5179473.45 0.0136 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.625000% 912828FY1 US912828FY19 U.S. Treasury Debt First Tier Security N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0036 1219032.00 1219032.00 0.0032 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.125000% 912828LU2 US912828LU23 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0036 2018282.00 2018282.00 0.0053 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828RM4 US912828RM43 U.S. Treasury Debt First Tier Security N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0034 2004376.00 2004376.00 0.0053 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.330170% 912828WV8 US912828WV86 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-01 2016-07-31 2016-07-31 N N N 0.0030 9000261.00 9000261.00 0.0236 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2016-07-08 Peter W. Fortner Peter W. Fortner Assistant Treasurer