N-MFP2 0001046292 XXXXXXXX 2016-12-30 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 55 100 336524210.45 383404519.30 377616389.57 368439357.10 368708314.50 341973967.73 384904519.30 379366389.57 372737592.79 371406708.00 0.6385 0.6619 0.6543 0.6507 0.6527 0.6488 0.6645 0.6573 0.6583 0.6574 91762.54 563451377.32 563351413.50 1492540.82 1211835.15 563723881.71 563725151.9000 1.0000 0.0063 1.0002 1.0001 1.0002 1.0002 1.0002 C000025638 1.00 374523329.55 374524173.4100 1.0002 1.0001 1.0002 1.0002 1.0002 2859875.14 7261392.64 7353550.89 4401920.92 6759683.04 4985759.34 788059.73 6036775.57 1700401.56 3003543.01 17356522.37 21604008.50 0.0020 Y For Service Shares the Investment Adviser waived $14,392 of Management Fees and $29,032 of Other Fees. C000133599 1.00 189200552.16 189200978.4900 1.0002 1.0001 1.0002 1.0002 1.0002 1510607.18 2959803.57 43752239.19 2586637.24 2390272.34 2279634.01 789600.85 2394104.18 839445.33 1791414.47 49250054.95 10468344.71 0.0045 Y For Institutional Shares the Investment Adviser waived $7,081 of Management Fees and $14,265 of Other Fees. UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828F54 US912828F544 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-10-15 2017-10-15 2017-10-15 N N N 0.0085 2150335.94 2150335.94 0.0038 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.821002% 3130A77G4 US3130A77G49 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-07 2017-02-07 2017-02-07 N N N 0.0073 500101.49 500101.49 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.846000% 3130A7BK0 US3130A7BK05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-17 2017-02-17 2017-02-17 N N N 0.0073 5001305.75 5001305.75 0.0089 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.900000% 3130A7C52 US3130A7C528 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-28 2017-08-28 2017-08-28 N N N 0.0073 2503940.08 2503940.08 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.897001% 3130A7DX0 US3130A7DX08 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2017-03-13 2017-03-13 N N N 0.0058 1501032.95 1501032.95 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.910001% 3130A7DZ5 US3130A7DZ55 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-16 2017-03-16 2017-03-16 N N N 0.0058 1501077.95 1501077.95 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.871999% 3130A7GS8 US3130A7GS85 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-03 2017-03-03 2017-03-03 N N N 0.0058 2001144.72 2001144.72 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.919001% 3130A7LM5 US3130A7LM50 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-21 2017-03-21 2017-03-21 N N N 0.0058 3402504.41 3402504.41 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.778000% 3130A7TB1 US3130A7TB14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-13 2017-04-13 2017-04-13 N N N 0.0058 2452142.99 2452142.99 0.0043 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.781999% 3130A7TH8 US3130A7TH83 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-18 2017-04-18 2017-04-18 N N N 0.0058 1501370.37 1501370.37 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.731999% 3130A7US2 US3130A7US20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-25 2017-01-25 2017-01-25 N N N 0.0055 3500642.88 3500642.88 0.0062 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.711000% 3130A7YW9 US3130A7YW95 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-06 2017-02-06 2017-02-06 N N N 0.0073 5000467.40 5000467.40 0.0089 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.828000% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-15 2017-06-15 2017-06-15 N N N 0.0060 1501739.37 1501739.37 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.816998% 3130A8BX0 US3130A8BX09 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-03 2017-03-03 2017-03-03 N N N 0.0058 10004823.50 10004823.50 0.0177 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.841000% 3130A8EA7 US3130A8EA78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-09 2017-06-09 2017-06-09 N N N 0.0060 7008625.26 7008625.26 0.0124 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.887000% 3130A8M59 US3130A8M590 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-29 2017-03-29 2017-03-29 N N N 0.0058 3502557.73 3502557.73 0.0062 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.743000% 3130A8NV1 US3130A8NV15 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-05 2017-04-05 2017-04-05 N N N 0.0058 3152435.80 3152435.80 0.0056 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.677999% 3130A8QY2 US3130A8QY27 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-13 2017-01-13 2017-01-13 N N N 0.0054 3000211.92 3000211.92 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.711000% 3130A8TM5 US3130A8TM51 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-21 2017-04-21 2017-04-21 N N N 0.0059 7505452.88 7505452.88 0.0133 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.702000% 3130A8UG6 US3130A8UG64 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-25 2017-04-25 2017-04-25 N N N 0.0059 3802731.48 3802731.48 0.0067 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.776002% 3130A8XV0 US3130A8XV05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-05 2018-02-05 2018-02-05 N N N 0.0071 2003956.82 2003956.82 0.0036 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.708001% 3130A8ZC0 US3130A8ZC06 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-08 2017-11-08 2017-11-08 N N N 0.0067 1501983.72 1501983.72 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.752001% 3130A92S9 US3130A92S95 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-15 2018-02-15 2018-02-15 N N N 0.0072 2002835.80 2002835.80 0.0036 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.766001% 3130A95G2 US3130A95G21 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-22 2018-02-22 2018-02-22 N N N 0.0073 3004115.58 3004115.58 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.690998% 3130A96S5 US3130A96S59 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-01 2017-09-01 2017-09-01 N N N 0.0064 3502649.68 3502649.68 0.0062 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.706000% 3130A9A50 US3130A9A502 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-06 2017-09-06 2017-09-06 N N N 0.0065 2001509.20 2001509.20 0.0036 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.586001% 3130A9CR0 US3130A9CR05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-02 2017-10-02 2017-10-02 N N N 0.0069 3001125.24 3001125.24 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.576000% 3130A9D81 US3130A9D811 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-02 2017-10-02 2017-10-02 N N N 0.0069 2500750.15 2500750.15 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.799999% 3130A9HG9 US3130A9HG94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-16 2018-03-16 2018-03-16 N N N 0.0075 1431392.39 1431392.39 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.793001% 3130A9HJ3 US3130A9HJ34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-15 2018-03-15 2018-03-15 N N N 0.0076 1431191.40 1431191.40 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.783000% 3130A9JF9 US3130A9JF93 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-19 2017-12-19 2017-12-19 N N N 0.0073 1500892.35 1500892.35 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.781999% 3130A9KV2 US3130A9KV25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-27 2017-12-27 2017-12-27 N N N 0.0068 1401441.27 1401441.27 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.740999% 3130A9LP4 US3130A9LP48 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-26 2017-12-26 2017-12-26 N N N 0.0074 3000439.41 3000439.41 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.778000% 3130A9LZ2 US3130A9LZ20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-23 2018-03-23 2018-03-23 N N N 0.0076 2000484.68 2000484.68 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.778000% 3130A9M65 US3130A9M655 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-23 2018-03-23 2018-03-23 N N N 0.0076 2000484.68 2000484.68 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.641999% 3130A9M81 US3130A9M812 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-27 2017-06-27 2017-06-27 N N N 0.0061 3000517.29 3000517.29 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.447998% 3130A9NL1 US3130A9NL16 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-07 2017-04-07 2017-04-07 N N N 0.0058 6999952.05 6999952.05 0.0124 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.438001% 3130A9P54 US3130A9P542 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-03 2017-04-03 2017-04-03 N N N 0.0058 2999990.22 2999990.22 0.0053 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.432000% 3130A9PM7 US3130A9PM70 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-11 2017-04-11 2017-04-11 N N N 0.0058 1499902.38 1499902.38 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.428000% 3130A9PN5 US3130A9PN53 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-07 2017-04-07 2017-04-07 N N N 0.0058 1999882.02 1999882.02 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.424001% 3130A9PR6 US3130A9PR67 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-06 2017-04-06 2017-04-06 N N N 0.0058 1999884.98 1999884.98 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.424001% 3130A9PS4 US3130A9PS41 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-06 2017-04-06 2017-04-06 N N N 0.0058 1499913.74 1499913.74 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.428000% 3130A9PV7 US3130A9PV79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-07 2017-04-07 2017-04-07 N N N 0.0058 1499911.52 1499911.52 0.0027 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.694001% 3130AA7D4 US3130AA7D48 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-21 2017-08-21 2017-08-21 N N N 0.0066 500185.53 500185.53 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.689000% 3130AAAC2 US3130AAAC25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-22 2017-08-22 2017-08-22 N N N 0.0066 1000301.69 1000301.69 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.766001% 3130AAEZ7 US3130AAEZ73 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-28 2018-06-28 2018-06-28 N N N 0.0074 2711604.46 2711604.46 0.0048 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.560002% 3130AAF52 US3130AAF527 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-14 2017-07-14 2017-07-14 N N N 0.0060 1100214.17 1100214.17 0.0020 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.745999% 3130AAF94 US3130AAF949 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-19 2018-06-19 2018-06-19 N N N 0.0074 4002551.68 4002551.68 0.0071 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.554000% 3130AAFA1 US3130AAFA14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-12 2017-09-12 2017-09-12 N N N 0.0074 1349255.08 1349255.08 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.535000% 3130AAFB9 US3130AAFB96 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-13 2017-06-13 2017-06-13 N N N 0.0058 1350296.78 1350296.78 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.529999% 3130AAFC7 US3130AAFC79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-13 2017-06-13 2017-06-13 N N N 0.0058 1350266.83 1350266.83 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.554000% 3130AAFP8 US3130AAFP82 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-15 2017-06-15 2017-06-15 N N N 0.0058 2700536.22 2700536.22 0.0048 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.524999% 3130AAFV5 US3130AAFV50 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-13 2017-06-13 2017-06-13 N N N 0.0058 1400245.64 1400245.64 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.789998% 313376T88 US313376T888 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-17 2017-01-17 2017-01-17 N N N 0.0054 2500352.83 2500352.83 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385CD6 US313385CD62 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-21 2017-02-21 2017-02-21 N N N 0.0051 2698162.49 2698162.49 0.0048 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313385EN2 US313385EN27 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-19 2017-04-19 2017-04-19 N N N 0.0056 3294655.85 3294655.85 0.0058 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.885938% 3133EAE20 US3133EAE203 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-08-01 2017-08-01 N N N 0.0063 1002125.35 1002125.35 0.0018 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.926500% 3133EATH1 US3133EATH14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-13 2017-06-13 2017-06-13 N N N 0.0061 300478.88 300478.88 0.0005 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.815000% 3133EFPP6 US3133EFPP62 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-23 2017-05-23 2017-05-23 N N N 0.0057 10010179.50 10010179.50 0.0178 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.824000% 3133EFVT1 US3133EFVT11 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-20 2017-01-20 2017-01-20 N N N 0.0057 2500340.53 2500340.53 0.0044 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.856109% 3133EFWM5 US3133EFWM58 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-01-25 2017-04-25 2017-04-25 N N N 0.0056 1201158.60 1201158.60 0.0021 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 0.731941% 3133EFX28 US3133EFX285 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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1007940.29 1024633.79 U.S. Treasuries (including strips) US TREASURY N/B 2017-06-15 0.875000 38677.05 38727.24 U.S. Treasuries (including strips) Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0051 12318652.32 12318652.32 0.0219 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 0.500000% TPR021FEB779162BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2045-07-01 3.500000 2920836.83 2461906.46 Agency Mortgage-Backed Securities FANNIE MAE 2045-08-01 3.500000 7566690.34 6725704.78 Agency Mortgage-Backed Securities FANNIE MAE 2045-06-01 3.500000 7237589.38 6045399.29 Agency Mortgage-Backed Securities FANNIE MAE 2043-02-01 3.500000 4502961.19 2893006.42 Agency Mortgage-Backed Securities Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 17598074.74 17598074.74 0.0312 N Y Y N BNP PARIBAS Joint Account III 0.500000% R0MUWSFPU8MPRO8K5P83 0000872786 TPR021FEB779162BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2029-10-01 7.500000 79.02 0.70 Agency Mortgage-Backed Securities FANNIE MAE 2029-09-01 7.500000 51.18 0.56 Agency Mortgage-Backed Securities FANNIE MAE 2029-05-01 6.000000 63.67 0.63 Agency Mortgage-Backed Securities FANNIE MAE 2032-03-01 7.500000 41.04 0.32 Agency Mortgage-Backed Securities FANNIE MAE 2031-03-01 7.500000 45.37 1.69 Agency Mortgage-Backed Securities FANNIE MAE 2043-10-01 4.500000 1.72 1.13 Agency Mortgage-Backed Securities FANNIE MAE 2046-03-01 4.000000 129.45 128.43 Agency Mortgage-Backed Securities FANNIE MAE 2032-11-01 6.000000 68.28 0.77 Agency Mortgage-Backed Securities FANNIE MAE 2035-09-01 5.000000 35.20 2.75 Agency Mortgage-Backed Securities FANNIE MAE 2036-03-01 6.000000 39.95 2.75 Agency Mortgage-Backed Securities FANNIE MAE 2046-11-01 3.000000 35.20 34.77 Agency Mortgage-Backed Securities FANNIE MAE 2053-08-01 4.500000 35.20 36.04 Agency Mortgage-Backed Securities FANNIE MAE 2036-05-01 6.000000 223.92 1.37 Agency Mortgage-Backed Securities FANNIE MAE 2024-01-01 4.500000 51.56 3.94 Agency Mortgage-Backed Securities FANNIE MAE 2038-07-01 6.000000 692.70 26.75 Agency Mortgage-Backed Securities FANNIE MAE 2027-09-01 2.500000 174.57 99.36 Agency Mortgage-Backed Securities FANNIE MAE 2044-10-01 4.500000 29673.66 10050.93 Agency Mortgage-Backed Securities FANNIE MAE 2047-01-01 3.000000 170957.52 168575.34 Agency Mortgage-Backed Securities FANNIE MAE 2025-07-01 4.000000 163.31 53.22 Agency Mortgage-Backed Securities FANNIE MAE 2040-11-01 4.500000 38538.87 9346.94 Agency Mortgage-Backed Securities FANNIE MAE 2025-12-01 3.500000 121.64 24.85 Agency Mortgage-Backed Securities FANNIE MAE 2025-11-01 4.000000 74.37 21.50 Agency Mortgage-Backed Securities 8 3/4 TPRN 20 2020-05-15 0.00 5546.91 5255.70 U.S. Treasuries (including strips) 6 7/8 TPRN 25 2025-08-15 0.00 33436.34 27203.49 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 29770.42 26365.29 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 18564.31 16066.87 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 87848.25 73572.90 U.S. Treasuries (including strips) FREDDIE MAC 2031-10-01 7.000000 190.66 1.16 Agency Mortgage-Backed Securities FREDDIE MAC 2028-11-01 6.500000 266.19 1.72 Agency Mortgage-Backed Securities FREDDIE MAC 2040-11-01 4.500000 51.70 15.66 Agency Mortgage-Backed Securities FREDDIE MAC 2032-01-01 7.500000 51.00 1.48 Agency Mortgage-Backed Securities STRIP PRINC 2027-08-15 0.00 731442.86 558178.69 U.S. Treasuries (including strips) STRIP PRINC 2039-05-15 0.00 59305.51 30171.69 U.S. Treasuries (including strips) STRIP PRINC 2039-11-15 0.00 55440.97 27581.88 U.S. Treasuries (including strips) STRIP PRINC 2043-02-15 0.00 9383.29 4133.05 U.S. Treasuries (including strips) STRIP PRINC 2044-05-15 0.00 1227205.26 520801.37 U.S. Treasuries (including strips) STRIP PRINC 2045-11-15 0.00 9627758.87 3875172.96 U.S. Treasuries (including strips) STRIPS 2033-08-15 0.00 79577.54 48977.59 U.S. Treasuries (including strips) STRIPS 2031-05-15 0.00 3648.05 2420.83 U.S. Treasuries (including strips) STRIPS 2031-11-15 0.00 817794.43 533741.72 U.S. Treasuries (including strips) STRIPS 2034-05-15 0.00 208478.69 125053.85 U.S. Treasuries (including strips) STRIPS 2035-05-15 0.00 84253.25 48801.15 U.S. Treasuries (including strips) STRIPS 2037-08-15 0.00 21139.09 11236.69 U.S. Treasuries (including strips) STRIPS 2038-08-15 0.00 95175.60 48629.04 U.S. Treasuries (including strips) STRIPS 2039-05-15 0.00 95268.41 47336.01 U.S. Treasuries (including strips) STRIPS 2040-05-15 0.00 37646.75 18005.68 U.S. Treasuries (including strips) STRIPS 2042-05-15 0.00 77436.84 34289.81 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 2.000000 1170022.08 1619045.30 U.S. Treasuries (including strips) TSY INFL IX N/B 2042-02-15 0.750000 1157362.02 1176821.55 U.S. Treasuries (including strips) TSY INFL IX N/B 2046-02-15 1.000000 1692033.77 1740238.94 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 2045603.73 1938169.66 U.S. Treasuries (including strips) US TREASURY N/B 2044-02-15 3.625000 4188999.96 4699120.63 U.S. Treasuries (including strips) US TREASURY N/B 2046-11-15 2.875000 182382.93 176651.34 U.S. Treasuries (including strips) US TREASURY N/B 2017-03-31 0.500000 330023.73 330384.46 U.S. Treasuries (including strips) US TREASURY N/B 2018-08-31 1.500000 2.89 2.92 U.S. Treasuries (including strips) Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 17598074.74 17598074.74 0.0312 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account III 0.530000% MBNUM2BPBDO7JBLYG310 0000315030 TPR021FEB779162CGM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY N/B 2018-08-15 4.000000 3727553.80 3957511.47 U.S. Treasuries (including strips) US TREASURY N/B 2017-11-30 0.875000 641309.04 641668.92 U.S. Treasuries (including strips) US TREASURY N/B 2023-01-31 1.750000 5679461.86 5574552.31 U.S. Treasuries (including strips) US TREASURY N/B 2019-03-15 1.000000 5577181.85 5561271.15 U.S. Treasuries (including strips) Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0053 15426472.32 15426472.32 0.0274 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 0.500000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR021FEB779162THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2018-05-25 1.050000 105.59 105.45 Agency Debentures and Agency Strips FANNIE MAE 2042-03-01 4.000000 744234.93 318862.51 Agency Mortgage-Backed Securities FANNIE MAE 2042-05-01 3.500000 867721.05 554027.09 Agency Mortgage-Backed Securities FANNIE MAE 2042-11-01 3.500000 551712.24 365300.03 Agency Mortgage-Backed Securities FANNIE MAE 2042-11-01 3.500000 4473444.96 2851426.22 Agency Mortgage-Backed Securities FANNIE MAE 2046-05-01 3.500000 472688.62 461687.81 Agency Mortgage-Backed Securities FANNIE MAE 2046-07-01 3.500000 1536435.29 1557291.86 Agency Mortgage-Backed Securities FANNIE MAE 2042-06-01 4.000000 3664674.01 2645048.60 Agency Mortgage-Backed Securities FANNIE MAE 2042-08-01 3.500000 5811614.28 3846895.71 Agency Mortgage-Backed Securities FANNIE MAE 2042-10-01 3.500000 2170682.50 1654705.96 Agency Mortgage-Backed Securities FANNIE MAE 2042-12-01 3.500000 497063.43 396931.44 Agency Mortgage-Backed Securities FANNIE MAE 2044-10-01 4.000000 1651136.55 1324026.81 Agency Mortgage-Backed Securities FANNIE MAE 2044-08-01 4.500000 2872855.78 2124863.56 Agency Mortgage-Backed Securities FANNIE MAE 2029-09-01 3.000000 614857.41 450322.73 Agency Mortgage-Backed Securities FANNIE MAE 2044-12-01 4.000000 589786.87 482771.64 Agency Mortgage-Backed Securities FANNIE MAE 2044-12-01 4.000000 1847522.93 1513041.71 Agency Mortgage-Backed Securities FANNIE MAE 2035-05-01 3.000000 6809.72 5622.27 Agency Mortgage-Backed Securities FANNIE MAE 2031-10-01 2.500000 550729.53 540204.48 Agency Mortgage-Backed Securities FANNIE MAE 2046-06-01 3.500000 2151364.64 2118421.04 Agency Mortgage-Backed Securities FANNIE MAE 2046-07-01 3.500000 447333.38 455910.05 Agency Mortgage-Backed Securities FANNIE MAE 2046-07-01 3.000000 562395.01 548612.87 Agency Mortgage-Backed Securities FANNIE MAE 2031-11-01 2.500000 551492.27 549535.19 Agency Mortgage-Backed Securities FANNIE MAE 2043-08-01 4.000000 948850.11 441364.68 Agency Mortgage-Backed Securities FANNIE MAE 2028-12-01 3.500000 532046.36 367838.83 Agency Mortgage-Backed Securities FANNIE MAE 2045-11-01 3.500000 442874.52 379175.86 Agency Mortgage-Backed Securities FANNIE MAE 2046-01-01 3.500000 5301957.25 4692689.69 Agency Mortgage-Backed Securities FANNIE MAE 2046-06-01 4.000000 779031.92 803802.76 Agency Mortgage-Backed Securities FANNIE MAE 2046-06-01 3.000000 384666.74 378629.09 Agency Mortgage-Backed Securities FANNIE MAE 2043-04-01 3.500000 785362.76 584014.07 Agency Mortgage-Backed Securities FANNIE MAE 2028-05-01 2.500000 489226.48 296747.85 Agency Mortgage-Backed Securities FREDDIE MAC 2026-08-01 3.500000 948158.29 345594.55 Agency Mortgage-Backed Securities FREDDIE MAC 2043-03-01 3.500000 524411.79 435046.12 Agency Mortgage-Backed Securities FREDDIE MAC 2046-12-01 3.500000 647914.37 663810.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-01-20 4.000000 4467903.47 2596230.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-04-20 3.500000 3110653.64 2888109.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-11-20 4.000000 4097102.04 3061402.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-05-20 3.000000 1467120.13 1372798.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-05-20 3.500000 4625813.21 4430442.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-06-20 4.000000 703922.99 680387.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-08-20 3.000000 3544536.78 3505484.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-10-20 4.000000 6877242.96 7054572.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2046-11-20 4.000000 1235393.79 1310054.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-08-15 4.000000 685791.06 578069.65 Agency Mortgage-Backed Securities Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 59833454.12 59833454.12 0.1061 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 0.500000% VYVVCKR63DVZZN70PB21 0000276523 TPR021FEB779162WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2036-11-01 3.000000 5366579.07 5419538.01 Agency Mortgage-Backed Securities FANNIE MAE 2031-12-01 3.000000 7065364.80 7254099.54 Agency Mortgage-Backed Securities FANNIE MAE 2046-04-01 3.500000 5340717.33 4868820.69 Agency Mortgage-Backed Securities FANNIE MAE 2046-08-01 3.500000 8206930.26 8081548.87 Agency Mortgage-Backed Securities FANNIE MAE 2031-12-01 2.000000 4292657.68 4153498.06 Agency Mortgage-Backed Securities FANNIE MAE 2046-04-01 3.500000 4947115.20 4714054.11 Agency Mortgage-Backed Securities FANNIE MAE 2046-04-01 3.500000 5887948.04 5808713.80 Agency Mortgage-Backed Securities FANNIE MAE 2046-06-01 3.500000 5029356.31 4908098.72 Agency Mortgage-Backed Securities FANNIE MAE 2046-11-01 3.000000 7144818.34 7073976.52 Agency Mortgage-Backed Securities FANNIE MAE 2046-06-01 3.500000 8531581.87 8397012.17 Agency Mortgage-Backed Securities FANNIE MAE 2046-11-01 3.000000 6960075.02 6898648.38 Agency Mortgage-Backed Securities FANNIE MAE 2046-12-01 3.500000 5381101.78 5511569.75 Agency Mortgage-Backed Securities FANNIE MAE 2046-12-01 3.500000 4507511.00 4623694.08 Agency Mortgage-Backed Securities FANNIE MAE 2046-09-01 3.500000 8669032.61 8145977.74 Agency Mortgage-Backed Securities FANNIE MAE 2021-06-01 3.500000 4301217.42 741939.69 Agency Mortgage-Backed Securities FANNIE MAE 2021-03-01 3.500000 6512063.03 1145743.84 Agency Mortgage-Backed Securities FANNIE MAE 2021-02-01 3.500000 6295382.47 1009713.65 Agency Mortgage-Backed Securities FANNIE MAE 2046-12-01 2.500000 8018556.77 7602917.21 Agency Mortgage-Backed Securities FANNIE MAE 2047-01-01 3.500000 5381079.07 5519778.79 Agency Mortgage-Backed Securities FANNIE MAE 2047-01-01 3.500000 5613416.00 5702784.09 Agency Mortgage-Backed Securities FREDDIE MAC 2046-11-01 3.000000 5002521.75 4936076.31 Agency Mortgage-Backed Securities FREDDIE MAC 2047-01-01 3.500000 6165021.46 6316283.00 Agency Mortgage-Backed Securities FREDDIE MAC 2046-10-01 3.000000 4396175.05 4328526.82 Agency Mortgage-Backed Securities FREDDIE MAC 2046-10-01 3.000000 1017551.65 1000202.45 Agency Mortgage-Backed Securities Y 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 120546811.97 120546811.97 0.2138 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2017-01-09 Peter W. Fortner Peter W. Fortner Assistant Treasurer