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P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-20 2022-01-20 N N N 0.0028 1001530.44 1001530.44 0.0009 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.349999% 3135G03N1 B1V7KEBTPIMZEU4LTD58 US3135G03N14 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2022-01-21 2022-01-21 N N N 0.0028 7008235.36 7008235.36 0.0065 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.110002% 3135G0Y72 B1V7KEBTPIMZEU4LTD58 US3135G0Y724 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-01 2021-12-03 2021-12-03 N N N 0.0038 696955.92 696955.92 0.0007 N N N N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 0.950001% 6903534U8 549300IDY55XMYWXSD28 US6903534U89 U.S. Government Agency Debt Y Fitch, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-06-09 2020-06-09 2020-06-09 N N N 0.0008 9999025.00 9999025.00 0.0093 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 9127962V0 254900HROIFWPRGM1V77 US9127962V09 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0008 9998818.10 9998818.10 0.0093 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 9127962W8 254900HROIFWPRGM1V77 US9127962W81 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-06-23 2020-06-23 2020-06-23 N N N 0.0009 24996319.50 24996319.50 0.0233 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 9127962X6 254900HROIFWPRGM1V77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0009 9998440.00 9998440.00 0.0093 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 9127964G1 254900HROIFWPRGM1V77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-10-06 2020-10-06 2020-10-06 N N N 0.0014 6596089.50 6596089.50 0.0062 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796SR1 254900HROIFWPRGM1V77 US912796SR11 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-21 2020-05-21 2020-05-21 N N N 0.0009 47097448.59 47097448.59 0.0440 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-08-13 2020-08-13 2020-08-13 N N N 0.0011 44985537.45 44985537.45 0.0420 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TN9 254900HROIFWPRGM1V77 US912796TN97 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-10-08 2020-10-08 2020-10-08 N N N 0.0011 4997388.90 4997388.90 0.0047 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TW9 254900HROIFWPRGM1V77 US912796TW96 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 6197992.01 6197992.01 0.0058 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796XF1 254900HROIFWPRGM1V77 US912796XF18 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-08-20 2020-08-20 2020-08-20 N N N 0.0011 35387720.80 35387720.80 0.0330 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796XG9 254900HROIFWPRGM1V77 US912796XG90 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-08-27 2020-08-27 2020-08-27 N N N 0.0011 37486171.88 37486171.88 0.0350 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796XH7 254900HROIFWPRGM1V77 US912796XH73 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0012 59974739.40 59974739.40 0.0560 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.500000% 9128282Q2 254900HROIFWPRGM1V77 US9128282Q23 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-08-15 2020-08-15 2020-08-15 N N N 0.0008 903726.46 903726.46 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.750000% 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0011 807000.00 807000.00 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.875000% 9128283L2 254900HROIFWPRGM1V77 US9128283L27 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-12-15 2020-12-15 2020-12-15 N N N 0.0012 2021562.50 2021562.50 0.0019 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.250000% 9128283X6 254900HROIFWPRGM1V77 US9128283X64 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-02-15 2021-02-15 2021-02-15 N N N 0.0014 914906.25 914906.25 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.375000% 9128284B3 254900HROIFWPRGM1V77 US9128284B36 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-03-15 2021-03-15 2021-03-15 N N N 0.0014 1732937.50 1732937.50 0.0016 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0010 100196.62 100196.62 0.0001 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0010 2122804.70 2122804.70 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.750000% 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0012 913710.94 913710.94 0.0009 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0012 2945539.08 2945539.08 0.0028 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 9128286D7 254900HROIFWPRGM1V77 US9128286D73 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-02-28 2021-02-28 2021-02-28 N N N 0.0016 8053062.50 8053062.50 0.0075 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.125000% 912828B58 254900HROIFWPRGM1V77 US912828B584 U.S. Treasury Debt Y Fitch, Inc. 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B1V7KEBTPIMZEU4LTD58 2050-04-01 5.500000 152315.93 171422.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-04-01 4.500000 404764.10 444467.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 387397.40 366017.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 206366.51 92687.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 599433.70 139882.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 3.000000 5355.55 3408.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 4.000000 259748.33 21171.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 249880.24 137546.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 4.000000 736310.15 281248.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 3207603.12 2027928.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 577918.54 606348.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-04-01 3.000000 69.58 73.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-12-01 6.000000 59.31 2.31 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 5061341.03 5389053.99 U.S. Treasuries (including strips) Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0004 118627450.98 118627450.98 0.1108 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.100000% ES7IP3U3RHIGC71XBU11 0001000275 TPR034F1B779162ROY Other Instrument U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-07 2020-05-07 2020-07-01 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0010 35000000.00 35000000.00 0.0327 N N N N Forward Settling Repo The response for Item C.7 is Y. The response for Item C.8 is N Goldman Sachs VIT - Government Money Market Fund 2020-05-07 Peter W. Fortner Peter W. Fortner Assistant Treasurer