| Name of Bond | End of Year Book Value | End of Year Fair Market Value |
|---|---|---|
| GS HIGH YIELD FUND CLASS P | 359,299 | 350,072 |
| ORACLE CORPORATION 5.0% 07/08/2019 USD SR LIEN | 51,158 | 51,002 |
| LOCKHEED MARTIN CORPORATION 3.35% 09/15/2021 USD SR LIEN | 50,615 | 50,325 |
| BANK OF NY MELLON CORP MTN 3.5% 04/28/2023 USD SR LIEN | 49,946 | 50,244 |
| AMAZON.COM INC 3.3% 12/05/2021 USD SR LIEN | 50,685 | 50,404 |
| NOVARTIS CAPITAL CORPORATION 3.4% 05/06/2024 USD SR LIEN | 50,258 | 50,141 |
| JPMORGAN CHASE & CO 1.85% 03/22/2019 SR LIEN | 49,968 | 49,826 |
| S&P GLOBAL INC. 3.3% 08/14/2020 USD SR LIEN | 50,431 | 50,131 |
| BB&T CORPORATION MTN 2.75% 04/01/2022 USD SR LIEN | 49,907 | 49,129 |
| THE HOME DEPOT, INC. 2.625% 06/01/2022 USD SR LIEN | 49,816 | 49,294 |
| AMERICAN EXPRESS COMPANY 3.4% 02/27/2023 USD SR LIEN | 49,955 | 49,590 |
| AVALONBAY COMMUNITIES, INC. MTN 2.85% 03/15/2023 USD SR LIEN | 50,743 | 48,692 |
| APPLE INC. 2.85% 05/11/2024 USD SR LIEN | 49,953 | 48,861 |
| COSTCO WHOLESALE CORP 2.75% 05/18/2024 USD SR LIEN | 50,253 | 48,753 |
| CANADIAN NATL RAILWAY 2.95% 11/21/2024 USD SR LIEN | 51,168 | 48,666 |
| UNITED PARCEL SERVICE, INC. 2.8% 11/15/2024 USD SR LIEN | 49,799 | 48,347 |
| NATIONAL RURAL UTIL COOP MTN 2.3% 09/15/2022 USD SR LIEN | 49,990 | 48,203 |
| MARRIOTT INTERNATIONAL 2.3% 01/15/2022 USD SR LIEN | 48,518 | 48,234 |
| CISCO SYSTEMS INC 2.2% 09/20/2023 USD SR LIEN | 49,897 | 47,849 |
| ANADARKO PETROLEUM CORPCOUPON 5.55% MATURE 03/15/2026(AX2K8) | 49,766 | 50,542 |
| ANHEUSER-BUSCH INBEV FINANCE INCCOUPON 3.65% MATURE 02/01/2026(D2Z5Y) | 49,004 | 46,027 |
| CANADIAN NATURAL RESOURCES LTDCOUPON 3.45% MATURE 11/15/2021(CNL22) | 49,891 | 50,931 |
| CELGENE CORPCOUPON 3.63% MATURE 05/15/2024(BQL24) | 49,515 | 47,442 |
| DISH DBS CORPCOUPON 5.13% MATURE 05/01/2020(B1P7V) | 50,129 | 50,250 |
| JPMORGAN CHASE & CO 6.0000% FXT TO 082023 VAR THEREAFTERCOUPON 6.00%MATURE | 49,944 | 50,029 |
| TIME WARNER INCCOUPON 4.88% MATURE 03/15/2020(UR169) | 52,327 | 51,237 |
| WELLS FARGO & CO 5.8945% FXT TO 032018 VAR THEREAFTERCOUPON 6.11%MATURE 08/ | 50,621 | 48,619 |