N-MFP2 0000914036 XXXXXXXX 2018-12-31 0000914036 3EICVM5HD7FVBIM8WO57 S000002805 2 N N 033-70742 Lincoln Investment Advisors Corporation 801-23411 BlackRock Advisors, LLC 801-47710 Ernst & Young Philadelphia PA The Lincoln National Life Insurance Company The Lincoln National Life Insurance Company N N Y Exempt Government N 27 88 410747697.56 393677964.84 421211018.87 438522447.93 0.00 489522406.22 503200275.00 527158646.87 546422619.00 0.00 0.5919 0.5604 0.5783 0.5643 0.0000 0.7054 0.7163 0.7238 0.7032 0.0000 0.00 789601413.66 789608588.56 255539.98 464491.28 789399637.26 78939912.4950 10.0000 0.0245 9.9997 9.9998 9.9998 10.0002 0.0000 C000007706 1.00 501675220.11 50167229.1930 9.9997 9.9998 9.9999 10.0002 0.0000 3211598.15 7579842.77 10200246.47 4620310.82 16648580.29 9013194.32 42909878.19 0.00 0.00 0.00 85468020.00 21213347.91 0.0201 N C000007707 1.00 287724417.15 28772683.3020 9.9996 9.9997 9.9997 10.0001 0.0000 1970699.22 413004.95 7765254.40 4331123.08 15577638.91 343021.96 11998324.41 0.00 0.00 0.00 37474811.38 5087149.99 0.0176 N Bank of Nova Scotia Bank of Nova Scotia 2.900000% BRTPETAY0 L3I9ZG2KFGXZ61BMYR72 0001041839 04999J004_2.90_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S Treasury Note 254900HROIFWPRGM1V77 2023-12-31 2.250000 883800.00 870128.50 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2027-01-15 0.375000 1782000.00 1771560.72 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2022-01-15 0.125000 100.00 108.36 U.S. Treasuries (including strips) U.S. TREASURY BOND 2021-02-15 7.875000 25448400.00 28983341.81 U.S. Treasuries (including strips) Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 31000000.00 31000000.00 0.0393 N Y Y N BNP Paribas BNP Paribas 3.000000% BRTPETB03 R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_3.00_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S Treasury Note 254900HROIFWPRGM1V77 2019-12-31 1.625000 12363700.00 12240063.00 U.S. Treasuries (including strips) GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2046-08-20 3.000000 17566863.00 13274319.57 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2043-04-20 3.458000 67424.00 63356.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2048-09-01 3.999999 3972273.00 3977262.38 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2046-06-20 3.500000 5420992.00 3707462.73 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2047-04-20 4.500000 33048691.00 19815928.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2035-09-01 5.000000 1000.00 121.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE 2037-08-01 4.385000 7274.00 169.83 Agency Mortgage-Backed Securities Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 52000000.00 52000000.00 0.0659 N Y Y N Bank of Montreal Bank of Montreal 2.850000% BRTPETA38 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.85_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S Treasury Note 254900HROIFWPRGM1V77 2021-11-30 1.750000 1420900.00 1392212.58 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2020-11-15 2.625000 13873300.00 13934753.66 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2023-06-30 2.625000 212600.00 213197.41 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2040-02-15 2.125000 1700.00 2346.32 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2029-01-15 2.500000 200.00 270.19 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2028-01-15 1.750000 400.00 515.53 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2027-01-15 2.375000 800.00 1116.38 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2032-04-15 3.375000 300.00 549.68 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 2046-02-15 0.00 2600.00 1129.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 6784100.00 6893992.17 U.S. Treasuries (including strips) Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-08 N N N 0.0285 21999561.98 21999561.98 0.0279 N Y Y N Bank of Montreal Bank of Montreal 2.900000% BRTPETAV6 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.90_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2046-04-20 3.000000 17320012.00 11494787.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2026-02-01 4.500000 27762292.00 5634900.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2048-06-01 3.999999 951923.00 947434.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2048-02-01 4.500000 3088023.00 2915889.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2029-08-01 3.500000 1274422.00 769203.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2043-09-01 4.500000 5625528.00 2810491.50 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS 2042-05-01 4.095000 583537.00 275548.87 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-12-01 4.000000 810224.00 789050.21 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-08 N N N 0.0290 24999502.25 24999502.25 0.0317 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.900000% BRTPETBD5 MBNUM2BPBDO7JBLYG310 0000315030 08699B005_2.90_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S Treasury Note 254900HROIFWPRGM1V77 2024-06-30 2.000000 200.00 193.88 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2022-06-30 1.750000 14600.00 14219.03 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2019-06-30 1.250000 730200.00 725577.83 U.S. Treasuries (including strips) U.S Treasury Note 254900HROIFWPRGM1V77 2020-06-15 1.500000 37556100.00 36999906.95 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2027-07-15 0.375000 100.00 98.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-15 1.500000 100.00 99.06 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 37000000.00 37000000.00 0.0469 N Y Y N Credit Agricole Corporate And Investment Bank SA Credit Agricole Corporate And Investment Bank SA 3.000000% BRTPET9L0 1VUV7VQFKUOQSJ21A208 0001330437 22599G006_3.00_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA TYPE II 2047-01-20 3.000000 56962066.00 45900000.74 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 45000000.00 45000000.00 0.0570 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 2.616000% 3130ABK54 2549001DPIFGXC1TOL40 US3130ABK541 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. 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Agency Standard and Poor's Ratings Services A-1+ 2019-02-20 2019-02-20 2019-02-20 N N N 0.0243 1903786.77 1903786.77 0.0024 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0245 906161.62 906161.62 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-20 2019-03-20 2019-03-20 N N N 0.0246 6217781.25 6217781.25 0.0079 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384DP1 2549001DPIFGXC1TOL40 US313384DP19 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-27 2019-03-27 2019-03-27 N N N 0.0246 27096773.25 27096773.25 0.0343 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384HD4 2549001DPIFGXC1TOL40 US313384HD43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2019-06-21 2019-06-21 2019-06-21 N N N 0.0252 4220395.41 4220395.41 0.0053 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.469600% 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-01-19 2020-06-19 2020-06-19 N N N 0.0252 5998897.80 5998897.80 0.0076 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.465100% 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch, Inc. AAA Moody's Investors Service, Inc. Aaa Standard and Poor's Ratings Services AA+ 2019-01-14 2020-12-14 2020-12-14 N N N 0.0255 3543650.74 3543650.74 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.333300% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-01-07 2020-02-07 2020-02-07 N N N 0.0248 7722409.96 7722409.96 0.0098 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.506300% 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-01-26 2020-06-26 2020-06-26 N N N 0.0250 3130320.20 3130320.20 0.0040 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.405100% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-01-17 2020-08-17 2020-08-17 N N N 0.0252 2292380.90 2292380.90 0.0029 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.360200% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-01-11 2020-09-11 2020-09-11 N N N 0.0253 3031828.24 3031828.24 0.0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.286900% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-01-08 2019-08-08 2019-08-08 N N N 0.0247 6562516.59 6562516.59 0.0083 N N N N Federal National Mortgage Association Federal National Mortgage Association 313588AJ4 B1V7KEBTPIMZEU4LTD58 US313588AJ48 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-09 2019-01-09 2019-01-09 N N N 0.0240 7441567.86 7441567.86 0.0094 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.900000% BRPTET9W6 FOR8UP27PHTHYVLBNG30 0000769993 38399H002_2.90_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NAT MORT ADJUSTABLE RATE MBS 2038-04-01 3.510000 17431983.00 16813043.01 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-02-01 3.000000 16319488.00 14086957.26 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2050-01-01 N N N 0.0290 30000000.00 30000000.00 0.0380 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 2.269800% 7839989D1 Investment Company Y Fitch, Inc. AAAmmf Moody's Investors Service, Inc. Aaa-mf Standard and Poor's Ratings Services AAAm 2019-01-02 2019-01-02 2030-12-31 N N N 0.0227 551239.65 551239.65 0.0007 N Y Y N TD Securities (USA) LLC Toronto Dominion Agency Repo 3.000000% BRTPETAN4 SUVUFHICNZMP2WKHG94O 86799N004_3.00_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOLD PC (PARTICIPATING CERTIFICATES) 2048-11-01 3.500000 46650950.00 46350000.61 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-01-02 2019-01-02 2019-01-02 N N N 0.0300 45000000.00 45000000.00 0.0570 N Y Y N U.S Treasury Bill U.S Treasury Bill 912796QT9 N.A. US912796QT94 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0232 304710.66 304710.66 0.0004 N Y Y N U.S Treasury Note U.S Treasury Note 2.472800% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-01-01 2020-07-31 2020-07-31 N N N 0.0250 4998193.10 4998193.10 0.0063 N Y Y N Mizuho Securities USA, LLC Mizuho Securities USA, LLC 2.950000% BRTPETB37 7TK5RJIZDFROZCA6XF66 0000812291 922FHB000_2.95_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT FLOATING RATE 2020-08-19 2.450100 45886000.00 45900524.91 Agency Debentures and Agency Strips Y Fitch, Inc. NR 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 2019-01-02 2019-01-02 2019-01-02 N N N 0.0285 26000000.00 26000000.00 0.0329 N Y Y N Natixis - SA Natixis - SA 2.900000% BRTPETB94 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_2.90_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE DEBENTURES 2020-01-21 1.625000 3666000.00 3654514.73 Agency Debentures and Agency Strips FARM CREDIT OPTIONAL PRINC REDEMP SEC 2036-06-02 3.130000 1000.00 909.44 Agency Debentures and Agency Strips GOLD PC (PARTICIPATING CERTIFICATES) 2046-08-01 4.000000 5998030.00 4450491.20 Agency Mortgage-Backed Securities FARM CREDIT OPTIONAL PRINC REDEMP SEC 2032-01-26 3.450000 77000.00 75552.27 Agency Debentures and Agency Strips FEDERAL FARM CREDIT SYSTEMWIDE BOND 2030-10-24 3.050000 22000.00 21741.10 Agency Debentures and Agency Strips Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-01-02 2019-01-02 2019-01-02 N N N 0.0290 8000000.00 8000000.00 0.0101 N Y Y N Lincoln Variable Insurance Products Trust 2019-01-07 Teri Williams Teri Williams AVP