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C000028786 1.00 91.91 91.8900 1.0001 1.0001 1.0000 1.0003 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N Federal Home Loan Banks Federal Home Loan Banks;2.245% 3130AANZ7 2549001DPIFGXC1TOL40 US3130AANZ72 BBG00FS0VGH7 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0224 400000.00 400000.00 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks;2.517% 3130ABHN9 2549001DPIFGXC1TOL40 US3130ABHN99 BBG00GSP0SJ6 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-05-24 2019-05-24 N N N 0.0252 2000220.00 2000220.00 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks;2.632% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 BBG00GX1JBX4 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0263 6251750.00 6251750.00 0.0135 N N N N Federal Home Loan Banks Federal Home Loan Banks;2.662% 3130ABMP8 2549001DPIFGXC1TOL40 US3130ABMP82 BBG00GY1D385 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-06-27 2019-06-27 N N N 0.0266 1000300.00 1000300.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks;2.414% 3130ABUD6 2549001DPIFGXC1TOL40 US3130ABUD60 BBG00H5VYDT1 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0241 1999980.00 1999980.00 0.0043 N N N N Federal Home Loan Banks Federal Home Loan Banks;2.209% 3130ADLP5 2549001DPIFGXC1TOL40 US3130ADLP57 BBG00JXJ37Y4 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0221 6000000.00 6000000.00 0.0130 N Y Y N Federal Home Loan Banks Federal Home Loan Banks;2.395% 3130ADUN0 2549001DPIFGXC1TOL40 US3130ADUN09 BBG00KBB6234 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-09-16 2019-09-16 N N N 0.0239 1199544.00 1199544.00 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks;2.247% 3130AEVV9 2549001DPIFGXC1TOL40 US3130AEVV98 BBG00LW6NT96 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-09-04 2019-09-04 N N N 0.0225 4748100.00 4748100.00 0.0103 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes;2.180% 313384AB5 US313384AB59 BBG00J7STP11 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0218 6610000.00 6610000.00 0.0143 N Y Y N Freddie Mac Discount Notes Freddie Mac Discount Notes;2.312% 313396AB9 S6XOOCT0IEG5ABCC6L87 US313396AB97 BBG00J7STPQ4 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0231 15000000.00 15000000.00 0.0324 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks;1.230% 3133EFWD5 US3133EFWD59 BBG00BWQ3CG5 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0191 999350.00 999350.00 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;1.000% 3133EFX51 US3133EFX517 BBG00CLGZT02 U.S. Government Agency Debt Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0211 874851.25 874851.25 0.0019 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks;1.250% 3133EG3X1 US3133EG3X17 BBG00FQRF9Q4 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0244 7746435.00 7746435.00 0.0167 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.645% 3133EGAU9 US3133EGAU95 BBG00CW43S77 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-05-16 2019-05-16 N N N 0.0264 11058619.00 11058619.00 0.0239 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.610% 3133EGF67 US3133EGF678 BBG00F6JK3R0 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-11-14 2019-11-14 N N N 0.0261 1001740.02 1001740.02 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.645% 3133EGLV5 US3133EGLV59 BBG00D9NZ887 U.S. Government Agency Debt Y N/A N/A 2019-01-15 2019-07-15 2019-07-15 N N N 0.0264 1501920.00 1501920.00 0.0032 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.674% 3133EGMU6 US3133EGMU67 BBG00DB6QD53 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0267 2000340.00 2000340.00 0.0043 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.415% 3133EH4U4 US3133EH4U41 BBG00JL71QL7 U.S. Government Agency Debt Y N/A N/A 2019-01-31 2019-10-28 2019-10-28 N N N 0.0242 1249550.00 1249550.00 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.289% 3133EHER0 US3133EHER04 BBG00GBQSYK7 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-04-03 2019-04-03 N N N 0.0229 7749302.50 7749302.50 0.0167 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.580% 3133EHGT4 US3133EHGT42 BBG00GH38D57 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0253 10501155.00 10501155.00 0.0227 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.419% 3133EHJX2 US3133EHJX27 BBG00GQ6MP84 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-05-24 2019-05-24 N N N 0.0242 8399832.00 8399832.00 0.0181 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.420% 3133EHME0 US3133EHME09 BBG00GVWSZZ3 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-03-12 2019-03-12 N N N 0.0242 11498735.00 11498735.00 0.0248 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.400% 3133EHUD3 US3133EHUD34 BBG00HC5M6C6 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-08 2019-08-08 N N N 0.0240 999450.00 999450.00 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.297% 3133EJCC1 US3133EJCC19 BBG00JYTN0F5 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2019-06-13 2019-06-13 N N N 0.0230 999730.00 999730.00 0.0022 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.550% 3133EJSP5 US3133EJSP57 BBG00L5D8TZ9 U.S. Government Agency Debt Y N/A N/A 2019-01-01 2019-09-25 2019-09-25 N N N 0.0255 6752430.00 6752430.00 0.0146 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.209% 3133EJTK5 US3133EJTK51 BBG00L991D22 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-07-02 2019-07-02 N N N 0.0221 2998950.00 2998950.00 0.0065 N N N N Federal Farm Credit Banks Federal Farm Credit Banks;2.337% 3133EJZG7 US3133EJZG75 BBG00LXQWY45 U.S. Government Agency Debt Y N/A N/A 2019-01-13 2019-09-13 2019-09-13 N N N 0.0234 4249150.00 4249150.00 0.0092 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;2.466% 3134GSWD3 S6XOOCT0IEG5ABCC6L87 US3134GSWD36 BBG00LTRFTC9 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-08-27 2019-08-27 N N N 0.0247 10999890.00 10999890.00 0.0238 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;2.396% 3134GSWN1 S6XOOCT0IEG5ABCC6L87 US3134GSWN18 BBG00LV4H7S6 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-05-28 2019-05-28 N N N 0.0240 8000000.00 8000000.00 0.0173 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp.;2.355% 3134GSYM1 S6XOOCT0IEG5ABCC6L87 US3134GSYM17 BBG00LZF1M65 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-03-18 2019-03-18 N N N 0.0236 6249812.50 6249812.50 0.0135 N N N N Fannie Mae Discount Notes Fannie Mae Discount Notes;2.332% 313588AB1 B1V7KEBTPIMZEU4LTD58 US313588AB12 BBG00J7SVN31 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0233 15000000.00 15000000.00 0.0324 N Y Y N Federal National Mortgage Association Federal National Mortgage Association;2.506% 3135G0HZ9 B1V7KEBTPIMZEU4LTD58 US3135G0HZ96 BBG002PR11C1 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-02-28 2019-02-28 N N N 0.0251 2999640.00 2999640.00 0.0065 N N N N Federal National Mortgage Association Federal National Mortgage Association;2.530% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 BBG00MDLQ8K2 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-10-30 2019-10-30 N N N 0.0253 16498845.00 16498845.00 0.0356 N N N N Goldman Sachs Financial Square Funds - Government Fund Goldman Sachs Financial Square Funds - Government Fund;2.273% 38141W273 784F5XWPLTWKTBV3E584 US38141W2733 BBG000HNW0N9 Investment Company Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0227 23000000.00 23000000.00 0.0497 N Y Y N Morgan Stanley Institutional Liquidity Fund - Government Portfolio Morgan Stanley Institutional Liquidity Fund - Government Portfolio;2.290% 61747C707 549300BI6Y5SI6BYPB26 US61747C7074 BBG000Q6GTD2 Investment Company Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0229 23000000.00 23000000.00 0.0497 N Y Y N United States Treasury Bill United States Treasury Bill;2.431% 912796UL1 254900HROIFWPRGM1V77 US912796UL13 BBG00MQB7HN8 U.S. Treasury Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0243 139746600.00 139746600.00 0.3018 N Y Y N Deutsche Bank Deutsche Bank;2.900% 7LTWFZYICNSX8D621K86 0000931622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2029-08-15 6.125 2307400.00 3069923.59 U.S. Treasuries (including strips) U.S. Treasury 2026-01-15 2.000 100.00 136.85 U.S. Treasuries (including strips) U.S. Treasury 2027-01-15 2.375 24931800.00 34791755.55 U.S. Treasuries (including strips) U.S. Treasury 2039-11-15 4.375 2393300.00 2938741.19 U.S. Treasuries (including strips) U.S. Treasury 2040-05-15 4.375 397800.00 489019.28 U.S. Treasuries (including strips) U.S. Treasury 2040-08-15 3.875 8087700.00 9376679.21 U.S. Treasuries (including strips) U.S. Treasury 2045-02-15 2.500 1022500.00 932197.91 U.S. Treasuries (including strips) U.S. Treasury 2046-02-15 2.500 10573000.00 9601605.63 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 60000000.00 60000000.00 0.1296 N Y Y N Deutsche Bank Deutsche Bank;2.900% 7LTWFZYICNSX8D621K86 0000931622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 2037-05-15 0.000 97524600.00 56662767.84 U.S. Treasuries (including strips) U.S. Treasury 2037-11-15 0.000 27456574.00 15630752.98 U.S. Treasuries (including strips) U.S. Treasury 2038-08-15 0.000 18605733.00 10331019.18 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 80218000.00 80218000.00 0.1732 N Y Y N Voya Money Market Portfolio 2019-01-07 /s/ Todd Modic Todd Modic Senior Vice President and Chief Financial Officer