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P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0247 50000000.00 50000000.00 0.0623 N Y Y N BNP Paribas BNP Paribas 2.500000% BRTUSETD3 R0MUWSFPU8MPRO8K5P83 0001197610 05599Y002_2.50_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY STRIP INTEREST PAYMENT 2025-08-15 0.00 0.04 0.04 U.S. Treasuries (including strips) GNMA I SINGLE FAMILY PLATINUM POOL 30 YR 2034-11-15 6.000000 6444784.00 283003.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2035-10-01 5.000000 750000.00 40236.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2039-03-20 4.000000 100000.00 17931.67 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2035-11-20 5.000000 5101.00 299.68 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY PLATINUM POOL 30 YR 2032-08-15 6.000000 1310000.00 24163.59 Agency 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Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 50000000.00 50000000.00 0.0623 N Y Y N Bank of Montreal Bank of Montreal 2.480000% BRTUSETA9 NQQ6HPCNCCU6TUTQYE16 0000009622 06399G001_2.48_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 6635000.00 7183456.02 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 2046-02-15 0.00 2500.00 1256.60 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2020-05-21 0.00 12412200.00 12195358.87 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0248 19000000.00 19000000.00 0.0237 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 2.490000% BRTUSETC5 MBNUM2BPBDO7JBLYG310 0000315030 08699B005_2.49_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-07-18 0.00 300.00 299.67 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-07-25 0.00 726500.00 725453.84 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-07-25 0.00 37053300.00 36999943.25 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-07-16 0.00 100.00 99.90 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-07-23 0.00 14300.00 14279.55 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. 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Agency Standard and Poor's Ratings Services AA+ 2019-07-17 2019-09-17 2019-09-17 N N N 0.0238 3284686.64 3284686.64 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.261000% 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+ 2019-09-21 2020-12-21 2020-12-21 N N N 0.0225 4596350.54 4596350.54 0.0057 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.366000% 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+ 2019-07-14 2020-01-14 2020-01-14 N N N 0.0240 2104604.62 2104604.62 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.440000% 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+ 2019-07-01 2019-07-17 2019-07-17 N N N 0.0246 1174982.26 1174982.26 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.470000% 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+ 2019-07-01 2020-01-17 2020-01-17 N N N 0.0248 389979.88 389979.88 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.495000% 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+ 2019-07-01 2020-07-24 2020-07-24 N N N 0.0252 1069749.33 1069749.33 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.401000% 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+ 2019-07-04 2020-08-04 2020-08-04 N N N 0.0240 2179200.32 2179200.32 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.430000% 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+ 2019-07-01 2019-11-13 2019-11-13 N N N 0.0249 4873914.09 4873914.09 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.364000% 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+ 2019-07-25 2020-02-25 2020-02-25 N N N 0.0240 3289044.91 3289044.91 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.440000% 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+ 2019-07-01 2019-08-27 2019-08-27 N N N 0.0246 2014909.10 2014909.10 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.450000% 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-01 2019-12-06 2019-12-06 N N N 0.0247 1544867.79 1544867.79 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.490000% 3130AG2G9 2549001DPIFGXC1TOL40 US3130AG2G96 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0250 1289996.16 1289996.16 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 2.480000% 3130AG2P9 2549001DPIFGXC1TOL40 US3130AG2P95 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+ 2019-09-20 2019-09-20 2019-09-20 N N N 0.0219 12220595.50 12220595.50 0.0152 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MF3 2549001DPIFGXC1TOL40 US313384MF36 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-27 2019-09-27 2019-09-27 N N N 0.0219 9116832.79 9116832.79 0.0114 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MT3 2549001DPIFGXC1TOL40 US313384MT30 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-09 2019-10-09 2019-10-09 N N N 0.0216 1918634.44 1918634.44 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-11 2019-10-11 2019-10-11 N N N 0.0216 1734518.36 1734518.36 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384MZ9 2549001DPIFGXC1TOL40 US313384MZ99 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-15 2019-10-15 2019-10-15 N N N 0.0216 2862022.41 2862022.41 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384NF2 2549001DPIFGXC1TOL40 US313384NF27 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0216 3163993.14 3163993.14 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384NH8 2549001DPIFGXC1TOL40 US313384NH82 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 AA+ 2019-07-14 2020-12-14 2020-12-14 N N N 0.0245 3543397.02 3543397.02 0.0044 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.368500% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-07 2020-02-07 2020-02-07 N N N 0.0239 7723072.69 7723072.69 0.0096 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.401800% 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-26 2020-06-26 2020-06-26 N N N 0.0243 3129136.06 3129136.06 0.0039 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.344300% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-17 2020-08-17 2020-08-17 N N N 0.0244 2292768.92 2292768.92 0.0029 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.372100% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-11 2020-09-11 2020-09-11 N N N 0.0244 3032090.56 3032090.56 0.0038 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.439300% 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-16 2021-04-16 2021-04-16 N N N 0.0247 4127715.24 4127715.24 0.0051 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.525000% 3133EKHC3 US3133EKHC37 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-01 2021-01-15 2021-01-15 N N N 0.0254 1499647.49 1499647.49 0.0019 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 2.376800% 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2019-07-18 2020-06-18 2020-06-18 N N N 0.0242 934722.74 934722.74 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.311600% 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+ 2019-07-08 2019-08-08 2019-08-08 N N N 0.0230 6564964.42 6564964.42 0.0082 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. 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Govt Standard and Poor's Ratings Services AA+ 2019-07-02 2020-07-31 2020-07-31 N N N 0.0223 4995248.65 4995248.65 0.0062 N Y Y N Mizuho Securities USA, LLC Mizuho Securities USA, LLC 2.510000% BRTUSEU82 7TK5RJIZDFROZCA6XF66 0000812291 922FHB000_2.51_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-04-01 4.500000 3740196.00 3650038.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-04-01 4.500000 3126696.00 3109196.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-04-01 4.500000 3428072.00 3471758.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-07-01 4.500000 20158549.00 19976068.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-07-01 4.500000 2111797.00 2051218.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-05-01 5.000000 13580486.00 12743209.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2034-02-01 3.500000 53894.00 51809.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2034-03-01 3.500000 132417.00 130753.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2048-12-01 3.500000 249463.00 243879.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2049-04-01 3.500000 527021.00 532078.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2049-06-01 3.500000 4631015.00 4725036.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 2034-06-01 2.500000 807334.00 814952.81 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0251 50000000.00 50000000.00 0.0623 N Y Y N Natixis - SA Natixis - SA 2.500000% BRTUSEUD1 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_2.50_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY BOND 2024-11-15 7.500000 800.00 1039.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-02-15 2.250000 671500.00 693180.43 U.S. Treasuries (including strips) U.S. TREASURY BOND 2047-05-15 3.000000 12382000.00 13612361.66 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-06-30 2.000000 1458900.00 1488544.12 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-02-15 2.750000 10000000.00 10724835.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 100.00 100.63 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0250 26000000.00 26000000.00 0.0324 N Y Y N Natixis - SA Natixis - SA 2.520000% BRTUSEUC3 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_2.52_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NAT MORT PRINCIPAL COMPONENT 2030-05-15 0.00 105000.00 79627.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORT PRINCIPAL COMP. 2031-03-15 0.00 1580000.00 1176401.64 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT INTEREST COMPONENT 2028-07-15 0.00 10000.00 8005.52 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT BACKED SECURITY 2042-06-01 3.500000 23499.00 10051.63 Agency Mortgage-Backed Securities U.S. TREASURY BOND 2043-11-15 3.750000 4365000.00 5394981.53 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2024-07-15 0.125000 600.00 644.67 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2020-04-15 0.125000 150200.00 162061.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-02-15 2.250000 300.00 309.69 U.S. Treasuries (including strips) FARM CREDIT OPTIONAL PRINC REDEMP SEC 2032-01-26 3.450000 195000.00 197349.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION 2049-03-01 4.000000 1302.00 1291.23 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-09-01 4.000000 1580095.00 584301.18 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-08-01 4.500000 663124.00 556158.29 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-07-01 2019-07-01 2019-07-01 N N N 0.0252 8000000.00 8000000.00 0.0100 N Y Y N Lincoln Variable Insurance Products Trust 2019-07-05 Teri Williams Teri Williams AVP