N-MFP2 0001046292 XXXXXXXX 2017-01-31 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 47 88 385611192.77 376087259.86 380299292.96 378100304.52 391309837.27 381286157.36 386498379.46 380799611.52 0.00 0.6570 0.6421 0.6474 0.6499 0.6667 0.6510 0.6580 0.6546 0.0000 49107.11 581418366.24 581242896.07 666607.96 1438663.63 580519947.51 580519464.0000 1.0000 0.0066 1.0002 1.0002 1.0003 1.0003 0.0000 C000025638 1.00 370944447.90 370944138.9400 1.0002 1.0002 1.0003 1.0003 0.0000 2820441.94 2480124.85 3136606.00 2437893.38 7166738.80 3539292.42 1665645.31 9408211.68 0.00 0.00 15727454.19 19307488.66 0.0022 Y For Service Shares the Investment Adviser waived $14,326 of Management Fees and $27,296 of Other Fees. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-02-07 2017-02-07 2017-02-07 N N N 0.0067 500024.99 500024.99 0.0009 N N Y 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 0.0067 5000663.40 5000663.40 0.0086 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 0.0059 2505895.68 2505895.68 0.0043 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 0.0059 1500644.75 1500644.75 0.0026 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 0.0059 1500693.15 1500693.15 0.0026 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 0.0059 2000628.00 2000628.00 0.0034 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 0.0059 3401686.13 3401686.13 0.0059 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.922000% 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+ 2017-04-13 2017-04-13 2017-04-13 N N N 0.0061 2451561.80 2451561.80 0.0042 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.923000% 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+ 2017-04-18 2017-04-18 2017-04-18 N N N 0.0061 1501016.82 1501016.82 0.0026 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 0.0067 5000130.95 5000130.95 0.0086 N N Y 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 0.0059 1501697.36 1501697.36 0.0026 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 0.0059 10002682.30 10002682.30 0.0172 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 0.0059 7008214.64 7008214.64 0.0121 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 0.0059 3501835.16 3501835.16 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.884002% 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+ 2017-04-05 2017-04-05 2017-04-05 N N N 0.0061 3151717.92 3151717.92 0.0054 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.870998% 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+ 2017-04-21 2017-04-21 2017-04-21 N N N 0.0061 7504113.98 7504113.98 0.0129 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.857999% 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+ 2017-04-25 2017-04-25 2017-04-25 N N N 0.0062 3802087.38 3802087.38 0.0065 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 0.0067 2005162.66 2005162.66 0.0035 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 0.0061 1502868.78 1502868.78 0.0026 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 0.0067 2004343.92 2004343.92 0.0035 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 0.0067 3006637.11 3006637.11 0.0052 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 0.0060 3504015.87 3504015.87 0.0060 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 0.0060 2002336.96 2002336.96 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.738000% 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+ 2017-04-02 2017-10-02 2017-10-02 N N N 0.0060 3003465.93 3003465.93 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.727999% 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+ 2017-04-02 2017-10-02 2017-10-02 N N N 0.0060 2502720.70 2502720.70 0.0043 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 0.0070 1432577.63 1432577.63 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 0.0070 1432580.41 1432580.41 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 0.0065 1502314.32 1502314.32 0.0026 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 0.0065 1402076.35 1402076.35 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.758002% 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+ 2017-02-26 2017-12-26 2017-12-26 N N N 0.0063 3003734.88 3003734.88 0.0052 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 0.0071 2002442.92 2002442.92 0.0034 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 0.0071 2002442.92 2002442.92 0.0034 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 0.0059 3001027.38 3001027.38 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.589000% 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+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0061 7000079.31 7000079.31 0.0121 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.578002% 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+ 2017-04-03 2017-04-03 2017-04-03 N N N 0.0061 3000040.44 3000040.44 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.574999% 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+ 2017-04-11 2017-04-11 2017-04-11 N N N 0.0061 1499955.69 1499955.69 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 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+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0061 1999950.54 1999950.54 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.564998% 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+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0061 1999952.74 1999952.74 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.564998% 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+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0061 1499964.56 1499964.56 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.569002% 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+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0061 1499962.91 1499962.91 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.726001% 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+ 2017-02-21 2017-08-21 2017-08-21 N N N 0.0058 500403.79 500403.79 0.0009 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.716000% 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+ 2017-02-22 2017-08-22 2017-08-22 N N N 0.0058 1000752.90 1000752.90 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.785999% 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+ 2017-02-28 2018-06-28 2018-06-28 N N N 0.0070 2713341.97 2713341.97 0.0047 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.632002% 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+ 2017-02-14 2017-07-14 2017-07-14 N N N 0.0057 1100393.21 1100393.21 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.779000% 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+ 2017-02-19 2018-06-19 2018-06-19 N N N 0.0070 4005091.60 4005091.60 0.0069 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.654998% 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+ 2017-02-12 2017-09-12 2017-09-12 N N N 0.0060 1350614.18 1350614.18 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.622001% 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+ 2017-02-13 2017-06-13 2017-06-13 N N N 0.0055 1350393.21 1350393.21 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.617000% 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+ 2017-02-13 2017-06-13 2017-06-13 N N N 0.0055 1350368.50 1350368.50 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.617000% 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+ 2017-02-15 2017-06-15 2017-06-15 N N N 0.0056 2700742.07 2700742.07 0.0047 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.612000% 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+ 2017-02-13 2017-06-13 2017-06-13 N N N 0.0055 1400356.51 1400356.51 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.789001% 3130AAKN7 US3130AAKN79 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-09 2018-07-09 2018-07-09 N N N 0.0076 600441.53 600441.53 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.798001% 3130AAKP2 US3130AAKP28 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-12 2018-07-12 2018-07-12 N N N 0.0076 800573.78 800573.78 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.574999% 3130AAKV9 US3130AAKV95 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-12 2017-07-12 2017-07-12 N N N 0.0056 1000110.78 1000110.78 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.605002% 3130AAKX5 US3130AAKX51 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-10 2017-07-10 2017-07-10 N N N 0.0060 2500342.15 2500342.15 0.0043 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.581000% 3130AAL22 US3130AAL228 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-25 2017-07-25 2017-07-25 N N N 0.0057 2750265.32 2750265.32 0.0047 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.576000% 3130AALE6 US3130AALE61 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-25 2017-07-25 2017-07-25 N N N 0.0057 5500397.98 5500397.98 0.0095 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.568001% 3130AALF3 US3130AALF37 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-11 2017-07-11 2017-07-11 N N N 0.0056 1400125.37 1400125.37 0.0024 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.568001% 3130AALK2 US3130AALK22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-11 2017-07-11 2017-07-11 N N N 0.0056 1500134.33 1500134.33 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.717001% 3130AALV8 US3130AALV86 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-13 2018-07-13 2018-07-13 N N N 0.0071 2800807.46 2800807.46 0.0048 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 0.0041 2699400.01 2699400.01 0.0046 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. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-04-20 2017-04-20 2017-04-20 N N N 0.0054 200089.78 200089.78 0.0003 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 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-12 2017-05-12 2017-05-12 N N N 0.0055 1436838.37 1436838.37 0.0025 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 Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-05-11 2017-05-11 2017-05-11 N N N 0.0050 8488487.77 8488487.77 0.0146 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796KZ1 US912796KZ19 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-18 2017-05-18 2017-05-18 N N N 0.0051 9985277.80 9985277.80 0.0172 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796LA5 US912796LA58 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-06-01 2017-06-01 2017-06-01 N N N 0.0052 1707064.49 1707064.49 0.0029 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796LD9 US912796LD97 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-06-08 2017-06-08 2017-06-08 N N N 0.0053 1696881.45 1696881.45 0.0029 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 912828C32 US912828C327 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-15 2017-03-15 2017-03-15 N N N 0.0045 100034.64 100034.64 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828C73 US912828C731 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-04-15 2017-04-15 2017-04-15 N N N 0.0048 100078.89 100078.89 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828D49 US912828D499 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0069 2752685.54 2752685.54 0.0047 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828D98 US912828D986 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-09-15 2017-09-15 2017-09-15 N N N 0.0072 4107046.88 4107046.88 0.0071 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.500000% 912828GS3 US912828GS32 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-15 2017-05-15 2017-05-15 N N N 0.0066 3325855.87 3325855.87 0.0057 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.750000% 912828HA1 US912828HA15 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-08-15 2017-08-15 2017-08-15 N N N 0.0073 8590683.64 8590683.64 0.0148 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 4.250000% 912828HH6 US912828HH67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-15 2017-11-15 2017-11-15 N N N 0.0082 2669671.89 2669671.89 0.0046 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828M72 US912828M722 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0080 1000468.75 1000468.75 0.0017 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.000000% 912828MS6 US912828MS67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0044 400773.94 400773.94 0.0007 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.250000% 912828MV9 US912828MV96 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-31 2017-03-31 2017-03-31 N N N 0.0047 100441.81 100441.81 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 912828NG1 US912828NG11 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-05-31 2017-05-31 2017-05-31 N N N 0.0065 4632343.75 4632343.75 0.0080 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 912828NK2 US912828NK23 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2017-10-31 2017-10-31 2017-10-31 N N N 0.0078 2379175.00 2379175.00 0.0041 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.250000% 912828PK0 US912828PK05 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0083 708310.48 708310.48 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.875000% 912828SJ0 US912828SJ05 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0044 100035.31 100035.31 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.000000% 912828SM3 US912828SM34 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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Fortner Peter W. Fortner Assistant Treasurer