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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 22000000.00 22000000.00 0.0280 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.730000% BRTYABBP2 MBNUM2BPBDO7JBLYG310 0000315030 08699B005_1.73_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2025-05-15 2.125000 7800.00 8057.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-02-28 2.750000 100.00 105.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-04-30 2.875000 100.00 106.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 383000.00 411781.85 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-30 2.750000 19695700.00 20999980.30 U.S. Treasuries (including strips) Y Fitch, Inc. 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Agency Standard and Poor's Ratings Services A-1+ 2019-11-29 2019-11-29 2019-11-29 N N N 0.0171 4633937.05 4633937.05 0.0059 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384QJ1 2549001DPIFGXC1TOL40 US313384QJ12 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-12-11 2019-12-11 2019-12-11 N N N 0.0170 13060720.00 13060720.00 0.0166 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384QL6 2549001DPIFGXC1TOL40 US313384QL67 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-12-13 2019-12-13 2019-12-13 N N N 0.0170 8962504.00 8962504.00 0.0114 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384QR3 2549001DPIFGXC1TOL40 US313384QR38 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+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0165 11890959.85 11890959.85 0.0151 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384SE0 2549001DPIFGXC1TOL40 US313384SE07 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-01-24 2020-01-24 2020-01-24 N N N 0.0165 1773271.60 1773271.60 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384SM2 2549001DPIFGXC1TOL40 US313384SM23 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0165 4232596.25 4232596.25 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384SU4 2549001DPIFGXC1TOL40 US313384SU49 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+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0164 1088242.02 1088242.02 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384UN7 2549001DPIFGXC1TOL40 US313384UN77 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-20 2020-03-20 2020-03-20 N N N 0.0164 8879056.99 8879056.99 0.0113 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384UT4 2549001DPIFGXC1TOL40 US313384UT48 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 3700844.42 3700844.42 0.0047 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384VH9 2549001DPIFGXC1TOL40 US313384VH90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2019-11-01 2020-07-31 2020-07-31 N N N 0.0179 6923901.05 6923901.05 0.0088 N Y Y N Mizuho Securities USA, LLC Mizuho Securities USA, LLC 1.740000% BRTYABCC0 7TK5RJIZDFROZCA6XF66 0000812291 922FHB000_1.74_1101 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 3428072.00 3448022.54 Agency Mortgage-Backed Securities FEPC 05.000 CLZM6376 2048-05-01 5.000000 2534386.00 2530154.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1826 2049-08-01 3.000000 24806644.00 24568292.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3952 2029-10-01 2.260000 14900000.00 14816266.97 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4013 2029-10-01 2.410000 6095035.00 6137263.43 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 50000000.00 50000000.00 0.0636 N Y Y N Natixis - SA Natixis - SA 1.730000% BRTYABCH9 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_1.73_1101 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFWPRGM1V77 2020-02-20 0.00 1300.00 1293.59 U.S. Treasuries (including strips) U.S. TREASURY BOND 2046-05-15 2.500000 900.00 950.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-05-31 2.000000 25883900.00 26516778.33 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-10-31 1.625000 1000.00 994.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0173 26000000.00 26000000.00 0.0331 N Y Y N Natixis - SA Natixis - SA 1.750000% BRTYABCG1 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_1.75_1101 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.000 CLZS4778 2048-07-01 4.000000 119182.00 96053.90 Agency Mortgage-Backed Securities FEPC 03.500 CLZT2086 2049-06-01 3.500000 2880942.00 2802212.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT PRINCIPAL COMP. 2031-03-15 0.00 1000.00 764.20 Agency Debentures and Agency Strips FEDERAL NAT MORT ADJUSTABLE RATE MBS 2033-07-01 3.750000 66344.00 74154.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2047-10-01 4.000000 300168.00 222629.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2048-07-01 4.500000 1000.00 967.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY 2049-06-01 3.500000 1000.00 911.05 Agency Mortgage-Backed Securities U.S. Treasury Bill 254900HROIFWPRGM1V77 2019-11-21 0.00 1000.00 999.08 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2020-07-16 0.00 200.00 197.73 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2020-02-20 0.00 300.00 298.52 U.S. Treasuries (including strips) U.S. TREASURY BOND 2022-08-15 7.250000 1000.00 1166.87 U.S. Treasuries (including strips) U.S. TREASURY BOND 2046-08-15 2.250000 100.00 99.93 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2020-07-15 1.250000 4182000.00 4973849.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-05-15 2.125000 16200.00 16733.93 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 8000000.00 8000000.00 0.0102 N Y Y N Lincoln Variable Insurance Products Trust 2019-11-06 William P. Flory, Jr. William P. Flory, Jr. VP