N-MFP2 0000914036 XXXXXXXX 2019-02-28 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 36 97 428875357.48 426944072.21 419849466.77 395967684.46 0.00 516598388.10 508138229.96 530461215.22 523981786.87 0.00 0.5526 0.5583 0.5583 0.5278 0.0000 0.6656 0.6644 0.7054 0.6984 0.0000 0.00 742999600.92 742983480.10 304234.83 369060.84 742918654.09 74291739.5950 10.0000 0.0247 10.0006 10.0006 10.0009 10.0007 0.0000 C000007706 1.00 479406843.40 47940343.5900 10.0006 10.0007 10.0009 10.0008 0.0000 6940587.45 16050061.10 188766.27 15926733.90 4211247.74 3511451.91 3054094.58 6719548.06 0.00 0.00 19877358.39 33575960.16 0.0200 N C000007707 1.00 263511810.69 26351396.0000 10.0005 10.0005 10.0008 10.0006 0.0000 913427.12 2412091.83 89688.07 13545378.38 864649.22 890727.97 5329433.93 0.00 0.00 0.00 6878509.09 19180342.88 0.0174 N Bank of Nova Scotia Bank of Nova Scotia 2.550000% BRTR73493 L3I9ZG2KFGXZ61BMYR72 0001041839 04999J004_2.55_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2023-10-31 1.625000 5265400.00 5091619.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-11-15 3.125000 43917500.00 45912067.13 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 50000000.00 50000000.00 0.0673 N Y Y N BNP Paribas BNP Paribas 2.610000% BRTR73311 R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_2.61_0301 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 2021-08-31 1.125000 20045400.00 19380694.54 U.S. Treasuries (including strips) GNMA II 3 YEAR HYBRID ARM 2046-06-20 3.000000 2393.00 27.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2048-01-01 3.500000 1083.00 1008.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE 2037-08-01 4.365000 3770.00 83.65 Agency Mortgage-Backed Securities GNMA II 5 YEAR HYBRID ARM 2045-06-20 3.500000 1033.00 61.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2019-10-01 4.500000 7601.00 47.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2048-08-01 4.500000 1024283.00 1027756.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2038-10-01 6.000000 1402.00 52.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2024-05-01 6.000000 24346.00 30.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2038-06-01 5.499999 1942.00 48.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2023-07-01 5.500000 2338.00 45.52 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS 2036-09-01 4.611000 1558.00 30.88 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS 2033-12-01 4.520000 4043.00 15.26 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS 2041-02-01 3.834999 1411.00 46.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE 2036-01-01 4.223000 5135.00 54.19 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 20000000.00 20000000.00 0.0269 N Y Y N Bank of Montreal Bank of Montreal 2.550000% BRTR734U6 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.55_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TREASURY INFLATION ADJUSTED BOND 2029-01-15 2.500000 200.00 273.02 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2028-01-15 1.750000 26500.00 34528.58 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2027-01-15 2.375000 800.00 1125.20 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2032-04-15 3.375000 300.00 564.49 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 2046-02-15 0.00 2700.00 1169.02 U.S. Treasuries (including strips) U.S. TREASURY BOND 2040-05-15 4.375000 1621700.00 2002345.29 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 2000000.00 2000000.00 0.0027 N Y Y N Bank of Montreal Bank of Montreal 2.570000% BRTR733P8 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.57_0301 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 2020-07-31 1.625000 3314900.00 3276393.81 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-04-25 0.00 3076700.00 3065260.83 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-02-15 2.750000 1602100.00 1621513.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-08-31 1.875000 2747000.00 2654728.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-30 1.625000 3266500.00 3279016.38 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT BACKED SECURITY 2026-02-01 4.500000 3908323.00 763408.83 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS 2042-05-01 4.319000 583385.00 266668.40 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2045-08-20 3.500000 20649247.00 10583047.93 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 25000000.00 25000000.00 0.0337 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.570000% BRTR89W31 MBNUM2BPBDO7JBLYG310 0000315030 08699B005_2.57_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2024-11-15 2.250000 300.00 297.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 2.000000 14300.00 14215.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-08-31 2.000000 734400.00 725478.51 U.S. Treasuries (including strips) U.S. TREASURY BOND 2044-11-15 3.000000 100.00 99.83 U.S. Treasuries (including strips) U.S. TREASURY BOND 2044-08-15 3.125000 36689200.00 37168259.60 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 37000000.00 37000000.00 0.0498 N Y Y N Credit Agricole Corporate And Investment Bank SA Credit Agricole Corporate And Investment Bank SA 2.570000% BRTR732T1 1VUV7VQFKUOQSJ21A208 0001330437 22599G006_2.57_0301 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) 2046-10-01 3.000000 64757936.00 51500000.02 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 50000000.00 50000000.00 0.0673 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. Agency Standard and Poor's Ratings Services AA+ 2019-03-12 2019-06-12 2019-06-12 N N N 0.0239 2165395.81 2165395.81 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.632000% 3130ABL38 2549001DPIFGXC1TOL40 US3130ABL382 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-20 2019-06-20 2019-06-20 N N N 0.0238 2830647.64 2830647.64 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.632000% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-20 2019-06-20 2019-06-20 N N N 0.0238 2315529.79 2315529.79 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.632000% 3130ABLG9 2549001DPIFGXC1TOL40 US3130ABLG92 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-20 2019-06-20 2019-06-20 N N N 0.0238 5001144.25 5001144.25 0.0067 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.664000% 3130AD6C1 2549001DPIFGXC1TOL40 US3130AD6C10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-19 2019-12-19 2019-12-19 N N N 0.0241 2731330.55 2731330.55 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.399000% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-27 2019-08-27 2019-08-27 N N N 0.0246 5378691.53 5378691.53 0.0072 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.441000% 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-17 2020-04-17 2020-04-17 N N N 0.0246 9083707.57 9083707.57 0.0122 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.370000% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-25 2019-03-25 2019-03-25 N N N 0.0242 19999323.20 19999323.20 0.0269 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.376000% 3130AEN89 2549001DPIFGXC1TOL40 US3130AEN895 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-19 2019-07-19 2019-07-19 N N N 0.0246 10886878.82 10886878.82 0.0147 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.430000% 3130AETR1 2549001DPIFGXC1TOL40 US3130AETR15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-24 2020-02-24 2020-02-24 N N N 0.0247 6202596.00 6202596.00 0.0083 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.432000% 3130AEX96 2549001DPIFGXC1TOL40 US3130AEX969 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-09 2019-09-09 2019-09-09 N N N 0.0246 8342819.53 8342819.53 0.0112 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.636000% 3130AFA23 2549001DPIFGXC1TOL40 US3130AFA238 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-04-20 2020-04-20 2020-04-20 N N N 0.0245 4286290.13 4286290.13 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.416000% 3130AFKY2 2549001DPIFGXC1TOL40 US3130AFKY22 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-17 2019-09-17 2019-09-17 N N N 0.0246 3284462.57 3284462.57 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.410000% 3130AFLK1 2549001DPIFGXC1TOL40 US3130AFLK19 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-01 2019-06-21 2019-06-21 N N N 0.0241 1195000.00 1195000.00 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.665000% 3130AFLV7 2549001DPIFGXC1TOL40 US3130AFLV73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-21 2020-12-21 2020-12-21 N N N 0.0251 4598040.12 4598040.12 0.0062 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.448000% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-28 2019-06-28 2019-06-28 N N N 0.0246 779974.56 779974.56 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.435000% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-20 2019-06-20 2019-06-20 N N N 0.0246 779976.01 779976.01 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.445000% 3130AFMJ3 2549001DPIFGXC1TOL40 US3130AFMJ37 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-24 2019-06-24 2019-06-24 N N N 0.0246 3114900.44 3114900.44 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.445000% 3130AFMK0 2549001DPIFGXC1TOL40 US3130AFMK00 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-24 2019-06-24 2019-06-24 N N N 0.0246 1559950.14 1559950.14 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.459000% 3130AFQ42 2549001DPIFGXC1TOL40 US3130AFQ424 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-14 2020-01-14 2020-01-14 N N N 0.0247 2104806.70 2104806.70 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.390000% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-01 2019-07-17 2019-07-17 N N N 0.0241 1174887.06 1174887.06 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.420000% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-01 2020-01-17 2020-01-17 N N N 0.0245 389909.80 389909.80 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.445000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-01 2020-07-24 2020-07-24 N N N 0.0247 1069617.09 1069617.09 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.484000% 3130AFUC9 2549001DPIFGXC1TOL40 US3130AFUC91 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-04 2020-08-04 2020-08-04 N N N 0.0248 2179428.88 2179428.88 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.430000% 3130AFUT2 2549001DPIFGXC1TOL40 US3130AFUT27 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-06-07 2019-06-07 2019-06-07 N N N 0.0245 3509813.97 3509813.97 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.380000% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-01 2019-11-13 2019-11-13 N N N 0.0240 4874198.99 4874198.99 0.0066 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.450000% 3130AFXE2 2549001DPIFGXC1TOL40 US3130AFXE21 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-25 2020-02-25 2020-02-25 N N N 0.0247 3289360.62 3289360.62 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.390000% 3130AFXS1 2549001DPIFGXC1TOL40 US3130AFXS17 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-01 2019-08-27 2019-08-27 N N N 0.0241 2014773.92 2014773.92 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312CX6 US313312CX66 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0240 3762522.63 3762522.63 0.0051 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313312DF4 US313312DF42 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-19 2019-03-19 2019-03-19 N N N 0.0241 3760538.48 3760538.48 0.0051 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313312EF3 US313312EF33 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-12 2019-04-12 2019-04-12 N N N 0.0244 977256.00 977256.00 0.0013 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313312GZ7 US313312GZ78 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-06-17 2019-06-17 2019-06-17 N N N 0.0248 3851714.80 3851714.80 0.0052 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312HL7 US313312HL73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0248 2663431.40 2663431.40 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312JL5 US313312JL55 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-22 2019-07-22 2019-07-22 N N N 0.0252 3455895.72 3455895.72 0.0047 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312JM3 US313312JM39 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-23 2019-07-23 2019-07-23 N N N 0.0252 6589514.80 6589514.80 0.0089 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312JT8 US313312JT81 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-29 2019-07-29 2019-07-29 N N N 0.0252 17587857.50 17587857.50 0.0237 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312KL3 US313312KL37 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0254 3652492.72 3652492.72 0.0049 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313312LQ1 US313312LQ15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0255 2555208.53 2555208.53 0.0034 N N N 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 0.0240 909700.62 909700.62 0.0012 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384CZ0 2549001DPIFGXC1TOL40 US313384CZ00 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-13 2019-03-13 2019-03-13 N N N 0.0240 6789631.95 6789631.95 0.0091 N N Y 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 0.0241 6242181.25 6242181.25 0.0084 N N Y 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 0.0241 27203348.00 27203348.00 0.0366 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384DU0 2549001DPIFGXC1TOL40 US313384DU04 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-01 2019-04-01 2019-04-01 N N N 0.0244 723501.43 723501.43 0.0010 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384DY2 2549001DPIFGXC1TOL40 US313384DY26 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-05 2019-04-05 2019-04-05 N N N 0.0244 9412988.18 9412988.18 0.0127 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384EC9 2549001DPIFGXC1TOL40 US313384EC96 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-09 2019-04-09 2019-04-09 N N N 0.0244 6981800.00 6981800.00 0.0094 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-10 2019-04-10 2019-04-10 N N N 0.0244 36951187.65 36951187.65 0.0497 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-12 2019-04-12 2019-04-12 N N N 0.0244 1007172.00 1007172.00 0.0014 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384EL9 2549001DPIFGXC1TOL40 US313384EL95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-17 2019-04-17 2019-04-17 N N N 0.0244 9340643.80 9340643.80 0.0126 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-22 2019-04-22 2019-04-22 N N N 0.0244 13986340.67 13986340.67 0.0188 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384ET2 2549001DPIFGXC1TOL40 US313384ET22 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-24 2019-04-24 2019-04-24 N N N 0.0244 11050076.00 11050076.00 0.0149 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384FG9 2549001DPIFGXC1TOL40 US313384FG91 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-05-07 2019-05-07 2019-05-07 N N N 0.0245 3703315.80 3703315.80 0.0050 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384FH7 2549001DPIFGXC1TOL40 US313384FH74 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-05-08 2019-05-08 2019-05-08 N N N 0.0245 10273023.36 10273023.36 0.0138 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384FN4 2549001DPIFGXC1TOL40 US313384FN43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services NR 2019-05-13 2019-05-13 2019-05-13 N N N 0.0246 3607284.63 3607284.63 0.0049 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384FP9 2549001DPIFGXC1TOL40 US313384FP90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-05-14 2019-05-14 2019-05-14 N N N 0.0246 10239023.34 10239023.34 0.0138 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384FQ7 2549001DPIFGXC1TOL40 US313384FQ73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0246 1442719.55 1442719.55 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2019-06-13 2019-06-13 2019-06-13 N N N 0.0248 3088167.80 3088167.80 0.0042 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 A-1+ 2019-06-21 2019-06-21 2019-06-21 N N N 0.0248 4237718.80 4237718.80 0.0057 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396FV0 S6XOOCT0IEG5ABCC6L87 US313396FV07 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 1810252.08 1810252.08 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.480400% 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-19 2020-06-19 2020-06-19 N N N 0.0247 6001589.46 6001589.46 0.0081 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.518800% 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-14 2020-12-14 2020-12-14 N N N 0.0252 3544747.60 3544747.60 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.462300% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-07 2020-02-07 2020-02-07 N N N 0.0245 7724230.44 7724230.44 0.0104 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.484400% 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-26 2020-06-26 2020-06-26 N N N 0.0247 3130807.63 3130807.63 0.0042 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.431400% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-17 2020-08-17 2020-08-17 N N N 0.0248 2293854.24 2293854.24 0.0031 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.476900% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-03-11 2020-09-11 2020-09-11 N N N 0.0248 3033482.41 3033482.41 0.0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.412600% 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+ 2019-03-08 2019-08-08 2019-08-08 N N N 0.0245 6563190.69 6563190.69 0.0088 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.450000% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-04-17 2019-04-17 2019-04-17 N N N 0.0245 1775000.00 1775000.00 0.0024 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 2.580000% BRTR732W4 FOR8UP27PHTHYVLBNG30 0000769993 38399H002_2.58_0301 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 2036-01-20 5.500000 555000.00 26736.67 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2039-09-15 4.500000 1358406.00 372083.65 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2046-07-15 3.000000 162000.00 149876.89 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2046-05-20 3.500000 1941394.00 1659381.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2045-04-20 4.000000 1066246.00 652759.56 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2043-06-15 3.500000 1384380.00 658910.21 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2049-02-20 5.000000 1615590.00 1706277.91 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2048-09-15 5.500000 1465272.00 1560201.28 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2041-02-20 4.000000 15000000.00 2478293.02 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2038-11-20 6.000000 419747.00 52198.85 Agency Mortgage-Backed Securities GNMA TYPE II 2041-07-20 4.000000 9607360.00 657543.92 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2040-01-20 5.000000 467000.00 63509.01 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2038-10-20 6.000000 308029.00 38706.42 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2033-01-15 6.000000 1087668.00 123520.97 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 10000000.00 10000000.00 0.0135 N Y Y N State Street Institutional U.S. Government Money Market Fund State Street Institutional U.S. Government Money Market Fund 2.335200% 7839989D1 Investment Company Y Fitch, Inc. AAAmmf Moody's Investors Service, Inc. Aaa-mf Standard and Poor's Ratings Services AAAm 2019-03-01 2019-03-01 2049-12-31 N N N 0.0237 796664.61 796664.61 0.0011 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.570000% BRTR73345 SUVUFHICNZMP2WKHG940 86799N004_2.57_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT BACKED SECURITY 2047-03-01 4.000000 24876825.00 20600000.06 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 20000000.00 20000000.00 0.0269 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-05-16 2019-05-16 2019-05-16 N N N 0.0243 7601532.60 7601532.60 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RS0 254900HROIFWPRGM1V77 US912796RS03 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-06-06 2019-06-06 2019-06-06 N N N 0.0244 2856440.87 2856440.87 0.0038 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-22 2019-08-22 2019-08-22 N N N 0.0249 34588925.00 34588925.00 0.0466 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-08-29 2019-08-29 2019-08-29 N N N 0.0248 9876568.10 9876568.10 0.0133 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796US6 254900HROIFWPRGM1V77 US912796US65 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-03-12 2019-03-12 2019-03-12 N N N 0.0238 16153404.20 16153404.20 0.0217 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.375000% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 651955.27 651955.27 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.464700% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-05 2020-10-31 2020-10-31 N N N 0.0251 11991904.80 11991904.80 0.0161 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.125000% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 675908.01 675908.01 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.489700% 912828X54 254900HROIFWPRGM1V77 US912828X547 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-05 2019-04-30 2019-04-30 N N N 0.0241 6740815.61 6740815.61 0.0091 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.462700% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-03-05 2020-07-31 2020-07-31 N N N 0.0248 4998614.20 4998614.20 0.0067 N Y Y N Mizuho Securities USA, LLC Mizuho Securities USA, LLC 2.580000% BRTR73337 7TK5RJIZDFROZCA6XF66 0000812291 922FHB000_2.58_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2023-11-30 2.875000 30874800.00 31620071.87 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 31000000.00 31000000.00 0.0417 N Y Y N Natixis - SA Natixis - SA 2.550000% BRTR733E3 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_2.55_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-08-29 0.00 400.00 395.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-10-31 1.250000 1885500.00 1833071.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 92.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-04-30 2.250000 3073500.00 3079734.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-05-15 1.750000 18889900.00 18557663.81 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2021-03-15 2.375000 1960000.00 1975995.33 U.S. Treasuries (including strips) U.S. TREASURY BOND 2042-05-15 3.000000 36100.00 36207.17 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2040-02-15 2.125000 700.00 978.48 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2045-02-15 0.750000 1058700.00 1035705.09 U.S. Treasuries (including strips) U.S. TREASURY BOND 2042-11-15 2.750000 200.00 191.54 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 26000000.00 26000000.00 0.0350 N Y Y N Natixis - SA Natixis - SA 2.570000% BRTR734H5 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_2.57_0301 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 2021-10-31 1.250000 35000.00 34026.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-15 2.375000 8000.00 8048.19 U.S. Treasuries (including strips) FARM CREDIT OPTIONAL PRINC REDEMP SEC 2036-06-02 3.130000 2000.00 1826.27 Agency Debentures and Agency Strips FARM CREDIT OPTIONAL PRINC REDEMP SEC 2032-01-26 3.450000 77000.00 75071.66 Agency Debentures and Agency Strips GOLD PC (PARTICIPATING CERTIFICATES) 2046-08-01 4.000000 5956913.00 4385961.91 Agency Mortgage-Backed Securities U.S. TREASURY BOND 2042-11-15 2.750000 100.00 95.77 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2042-02-15 0.750000 100.00 103.43 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT BACKED SECURITY 2049-02-01 4.500000 3609000.00 3733698.18 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 8000000.00 8000000.00 0.0108 N Y Y N Lincoln Variable Insurance Products Trust 2019-03-06 Teri Williams Teri Williams AVP