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P-1 Standard and Poor's Ratings Services A-1+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0254 596906.25 596906.25 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.625000% 912828LJ7 254900HROIFWPRGM1V77 US912828LJ77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0250 1508847.66 1508847.66 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.750000% 912828S43 254900HROIFWPRGM1V77 US912828S430 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-15 2019-07-15 2019-07-15 N N N 0.0247 198453.13 198453.13 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.125000% 912828SX9 254900HROIFWPRGM1V77 US912828SX98 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-05-31 2019-05-31 2019-05-31 N N N 0.0245 497812.50 497812.50 0.0006 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.625000% 912828WS5 254900HROIFWPRGM1V77 US912828WS57 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-30 2019-06-30 2019-06-30 N N N 0.0245 3089343.75 3089343.75 0.0040 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.250000% 912828XV7 254900HROIFWPRGM1V77 US912828XV77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-30 2019-06-30 2019-06-30 N N N 0.0246 2387906.26 2387906.26 0.0031 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.447528% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-02-01 2020-07-31 2020-07-31 N N N 0.0247 9994511.50 9994511.50 0.0129 N Y Y N BNP Paribas BNP Paribas 2.400001% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02BE1A7791621BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 254900HROIFWPRGM1V77 2021-02-15 7.875000 372000.00 424446.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2048-05-15 0.00 368.00 147.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2047-05-15 0.00 478.00 197.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2046-05-15 0.00 115.00 49.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2045-11-15 0.00 51.00 22.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2044-11-15 0.00 50172.00 22455.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2043-11-15 0.00 11.00 5.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2042-11-15 0.00 174.00 83.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2042-02-15 0.00 80.00 39.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2036-11-15 0.00 1000.00 592.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2031-11-15 0.00 9.00 6.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 2032-02-15 0.00 17.00 12.00 U.S. Treasuries (including strips) WI TREASURY BILL 254900HROIFWPRGM1V77 2019-05-09 0.00 4451000.00 4422166.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 2019-04-04 0.00 141700.00 141117.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2046-02-15 0.00 200.00 87.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 2022-11-15 0.00 97400.00 88577.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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756045.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 2010182.59 1356473.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 461477.27 351468.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 263926.47 218112.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1030960.35 859076.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 4.500000 319547.63 300419.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 734958.58 715311.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 1069670.95 1106453.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 461477.27 455467.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 18987.76 18654.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 239968.18 247230.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 2057919.78 2115826.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 5.000000 1086081.96 1118383.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 553772.73 518638.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 21896.40 22190.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 639175.88 657727.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 1139547.89 601282.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 807226.01 744973.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 3.500000 1884822.84 423784.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 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2026-01-20 3.000000 46147.73 7683.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-15 5.000000 6762.21 5431.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-05-15 4.500000 46.15 2.58 Agency Mortgage-Backed Securities Y 2019-02-01 2019-02-01 2019-02-01 N N N 0.0259 129213636.36 129213636.36 0.1672 N Y Y N Goldman Sachs VIT - Government Money Market Fund 2019-02-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer