N-MFP1 0001046292 XXXXXXXX 2016-09-30 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 39 115 215065791.69 213397973.00 220882038.64 222386004.62 226500174.63 233460182.75 236791054.66 239526960.96 237482164.99 235247083.52 0.5034 0.5014 0.5140 0.5175 0.5177 0.5464 0.5564 0.5574 0.5526 0.5377 70735.30 437229597.71 437076185.13 357161.28 176701.42 437327380.29 437320436.2400 1.0000 0.0053 1.0003 1.0003 1.0003 1.0004 1.0004 C000025638 1.00 351258911.36 351253308.1900 1.0003 1.0003 1.0003 1.0004 1.0004 3564242.68 5400034.34 2753655.37 3281336.88 4287075.96 3014894.64 5156588.53 4318153.20 3959076.64 4663260.67 17951066.49 18476993.61 0.0010 Y For Service Shares the Investment Adviser waived $12,947 of Management Fees and $19,551 of Other Fees. C000133599 1.00 86068468.93 86067128.0500 1.0003 1.0003 1.0003 1.0004 1.0004 19211035.91 697136.35 952653.66 127951.69 1597461.31 225077.31 2030514.58 1617616.89 11396856.78 2643510.14 17316606.41 4638818.01 0.0035 Y For Institutional Shares the Investment Adviser waived $2,832 of Management Fees and $4,276 of Other Fees. 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3404426.80 0.0078 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 3130A7TB1 US3130A7TB14 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-13 2017-04-13 2017-04-13 N N N 0.0051 2453187.45 2453187.45 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.578999% 3130A7TH8 US3130A7TH83 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-18 2017-04-18 2017-04-18 N N N 0.0051 1501993.50 1501993.50 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.564998% 3130A7US2 US3130A7US20 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-25 2017-01-25 2017-01-25 N N N 0.0048 3502408.00 3502408.00 0.0080 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.618001% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-06 2017-02-06 2017-02-06 N N N 0.0049 5003450.00 5003450.00 0.0114 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME 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SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.661000% 3130A95G2 US3130A95G21 U.S. Government Agency Debt First Tier Security N/A N/A 2016-11-22 2018-02-22 2018-02-22 N N N 0.0066 3001980.00 3001980.00 0.0069 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.601999% 3130A96S5 US3130A96S59 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-01 2017-09-01 2017-09-01 N N N 0.0057 3501543.50 3501543.50 0.0080 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.596002% 3130A9A50 US3130A9A502 U.S. Government Agency Debt First Tier Security N/A N/A 2016-12-06 2017-09-06 2017-09-06 N N N 0.0057 2000834.00 2000834.00 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.578999% 3130A9CR0 US3130A9CR05 U.S. Government Agency Debt First Tier Security N/A N/A 2016-10-02 2017-10-02 2017-10-02 N N N 0.0059 3000234.00 3000234.00 0.0069 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 3130A9D81 US3130A9D811 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strips) US TREASURY N/B 2042-11-15 2.750000 393980.89 433009.63 U.S. Treasuries (including strips) US TREASURY N/B 2043-11-15 3.750000 553645.33 728649.03 U.S. Treasuries (including strips) US TREASURY N/B 2044-02-15 3.625000 463.82 592.82 U.S. Treasuries (including strips) US TREASURY N/B 2045-05-15 3.000000 27940.72 32188.57 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-31 0.750000 2.79 2.79 U.S. Treasuries (including strips) US TREASURY N/B 2023-08-31 1.375000 1753643.29 1751257.46 U.S. Treasuries (including strips) US TREASURY N/B 2016-12-15 0.625000 43780.31 43894.50 U.S. Treasuries (including strips) US TREASURY N/B 2019-11-30 1.500000 2.79 2.85 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-15 2.000000 562446.65 584241.48 U.S. Treasuries (including strips) US TREASURY N/B 2019-02-15 2.750000 2.79 2.93 U.S. Treasuries (including strips) US TREASURY N/B 2018-12-15 1.250000 215881.16 218761.32 U.S. Treasuries (including strips) US TREASURY N/B 2020-08-15 2.625000 55881.44 59400.21 U.S. Treasuries (including strips) US TREASURY N/B 2023-04-30 1.625000 2.79 2.85 U.S. Treasuries (including strips) US TREASURY N/B 2019-07-31 1.625000 488141.11 499828.96 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 85219190.12 85219190.12 0.1949 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account III 0.520000% MBNUM2BPBDO7JBLYG310 0000315030 TPR020B6A779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Bank 2016-12-28 0.625000 250069.43 250626.40 Agency Debentures and Agency Strips Federal Home Loan Bank 2016-11-23 0.625000 106733.54 107012.64 Agency Debentures and Agency Strips Federal Home Loan Bank 2017-12-19 1.000000 115953.98 116680.49 Agency Debentures and Agency Strips Federal Home Loan Bank 2018-03-19 0.875000 35345.01 35390.16 Agency Debentures and Agency Strips Federal Home Loan Bank 2018-06-29 0.875000 82983.93 83277.00 Agency Debentures and Agency Strips Federal Home Loan Bank 2019-08-05 0.875000 2235.26 2231.18 Agency Debentures and Agency Strips FREDDIE MAC DISCOUNT NT 2017-03-13 0.00 139703.59 139449.33 Agency Debentures and Agency Strips TSY INFL IX N/B 2019-04-15 0.125000 2860710.42 2989577.45 U.S. Treasuries (including strips) US TREASURY N/B 2022-11-15 7.625000 2389249.92 3354656.80 U.S. Treasuries (including strips) US TREASURY N/B 2039-02-15 3.500000 2360.99 2964.87 U.S. Treasuries (including strips) US TREASURY N/B 2046-02-15 2.500000 99997.04 104981.30 U.S. Treasuries (including strips) US TREASURY N/B 2018-11-15 3.750000 701616.58 755334.09 U.S. Treasuries (including strips) US TREASURY N/B 2017-12-31 1.000000 820378.60 825604.41 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 1.125000 4355.96 4370.77 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 8600153.02 8600153.02 0.0197 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK Joint Account III 0.480000% 0001330437 TPR020B6A779162CRE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N US TREASURY N/B 2026-05-15 1.625000 1786878.77 1801954.21 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-31 1.375000 5240002.27 5323786.42 U.S. Treasuries (including strips) US TREASURY N/B 2021-06-30 1.125000 4686267.53 4696518.73 U.S. Treasuries (including strips) US TREASURY N/B 2023-07-31 1.250000 5318797.89 5277460.24 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 16764430.84 16764430.84 0.0383 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 0.500000% 0000276523 TPR020B6A779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 3.500000 804343.00 813694.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2053-10-01 4.000000 6426.37 5875.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 226.71 228.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 167644.31 168549.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 2.000000 110476.40 111042.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 67803.60 68545.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 4560242.46 4613236.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 1454218.65 1471951.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.000000 30449.10 30670.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 24727.54 24981.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 86366.60 87038.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 4481.52 4534.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 14053.32 14227.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-01-01 3.500000 15756.02 15998.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 47323.19 47603.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 14614.17 14790.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 464150.48 467317.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 369625.58 371953.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 680508.93 684612.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 147010.12 147855.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 126379.25 127188.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 68912.01 69589.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-02-01 3.000000 31502.01 31812.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-02-01 3.000000 82034.90 83382.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 9442.12 9596.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-02-01 3.500000 54873.81 55304.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 175456.03 177649.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 561677.70 566926.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 2.500000 20005.89 20084.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 2.500000 66659.32 67017.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 95113.59 95622.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 70377.97 70850.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 263830.59 266860.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 126813.53 128490.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 65867.73 66629.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 3.500000 25847.62 26229.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 2.500000 51113.18 51352.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 2.500000 82695.81 83076.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 2.500000 73511.14 73787.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-06-01 2.500000 2007285.02 2028803.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 14416.77 14511.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 27940.72 28216.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 54304.43 55022.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 199912.07 201100.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 204376.52 205776.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 349543.89 354166.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 33437.64 33996.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 620932.86 623601.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 139604.09 141450.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 92026.19 93243.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.000000 5986.22 6056.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 2.000000 1979.77 2001.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 2.500000 170438.38 171127.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 70061.60 70988.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 11175.17 11253.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 17719.22 17827.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 274965.84 277270.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 274897.69 277183.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 49278.21 49849.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 3062.83 3098.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 71349.22 72124.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 36589.68 36883.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.500000 95587.77 96335.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 31942.53 32259.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 336902.84 339960.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 27946.81 28396.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.000000 441923.00 447145.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.000000 15686.87 15851.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.000000 26900.35 27205.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 2.000000 9450.14 9514.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 31350.66 31874.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 231525.59 234198.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 5098.01 5157.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 35835.54 36309.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 68981.05 69893.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 97091.48 98368.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 575013.86 581561.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 170253.69 172446.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 92113.84 93654.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 70673.25 71607.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 678223.52 685883.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 40209.49 40675.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 83712.82 84819.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 148241.80 150202.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 163002.80 165158.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 53580.38 54288.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 7106.55 7197.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 144957.12 146873.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 139474.39 141110.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.000000 35424.61 35917.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 100767.50 102065.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 177413.78 179759.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 1057132.65 1071112.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 96789.44 98069.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 222334.77 225274.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 95070.00 96327.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 207280.26 210021.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 91514.15 92724.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 15087.15 15286.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 39756.34 40282.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 14016.94 14070.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-06-01 3.500000 136226.73 137429.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.500000 104091.50 104617.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-01 3.000000 432729.72 439618.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 14667.98 14771.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.500000 4244620.36 4273551.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 4105535.80 4153714.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.000000 708911.20 720764.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 2.500000 9992998.07 10125144.37 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.000000 3352.89 3383.15 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 2.500000 194986.54 197122.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.500000 3325710.38 3368681.53 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-06-01 3.500000 7619.85 7712.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-01 2.000000 477535.59 485374.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-01 2.000000 27940.72 28399.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 1676.44 1692.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-11-01 4.000000 328266.75 330531.46 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 81531.83 82875.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 3.000000 55493.73 55958.33 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 3.500000 139703.59 141308.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.500000 752437.17 762159.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 1397035.90 1413082.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 3.500000 15507.10 15732.11 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 47499220.72 47499220.72 0.1086 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2016-10-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer