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Agency Standard and Poor's Ratings Services A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 4249451.03 4249451.03 0.0050 N N Y 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. Agency Standard and Poor's Ratings Services A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0157 9868300.19 9868300.19 0.0117 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384TA7 2549001DPIFGXC1TOL40 US313384TA75 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0157 1394399.37 1394399.37 0.0017 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-02-14 2020-02-14 2020-02-14 N N N 0.0157 12773947.26 12773947.26 0.0152 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384TG4 2549001DPIFGXC1TOL40 US313384TG46 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0157 2558236.44 2558236.44 0.0030 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384TJ8 2549001DPIFGXC1TOL40 US313384TJ84 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-02-21 2020-02-21 2020-02-21 N N N 0.0157 939271.50 939271.50 0.0011 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384TR0 2549001DPIFGXC1TOL40 US313384TR01 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-02-28 2020-02-28 2020-02-28 N N N 0.0157 10598579.51 10598579.51 0.0126 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384TW9 2549001DPIFGXC1TOL40 US313384TW95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-04 2020-03-04 2020-03-04 N N N 0.0158 4309390.50 4309390.50 0.0051 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384UD9 2549001DPIFGXC1TOL40 US313384UD95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-11 2020-03-11 2020-03-11 N N N 0.0158 15335372.85 15335372.85 0.0182 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384UF4 2549001DPIFGXC1TOL40 US313384UF44 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0158 4332665.40 4332665.40 0.0051 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384UJ6 2549001DPIFGXC1TOL40 US313384UJ65 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-16 2020-03-16 2020-03-16 N N N 0.0158 499090.00 499090.00 0.0006 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384UL1 2549001DPIFGXC1TOL40 US313384UL12 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 11527977.96 11527977.96 0.0137 N N Y 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 0.0158 8917189.60 8917189.60 0.0106 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384US6 2549001DPIFGXC1TOL40 US313384US64 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0159 8227135.82 8227135.82 0.0098 N N Y 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 0.0159 15171396.95 15171396.95 0.0180 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384VC0 2549001DPIFGXC1TOL40 US313384VC04 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0160 952501.08 952501.08 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384VF3 2549001DPIFGXC1TOL40 US313384VF35 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-04-06 2020-04-06 2020-04-06 N N N 0.0160 2398392.26 2398392.26 0.0028 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. Agency Standard and Poor's Ratings Services A-1+ 2020-04-08 2020-04-08 2020-04-08 N N N 0.0160 5175287.80 5175287.80 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384VQ9 2549001DPIFGXC1TOL40 US313384VQ99 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0160 4565618.80 4565618.80 0.0054 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-04-22 2020-04-22 2020-04-22 N N N 0.0160 4913014.77 4913014.77 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-04-24 2020-04-24 2020-04-24 N N N 0.0160 2431380.70 2431380.70 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384WE5 2549001DPIFGXC1TOL40 US313384WE50 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-04-29 2020-04-29 2020-04-29 N N N 0.0160 946436.97 946436.97 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384WG0 2549001DPIFGXC1TOL40 US313384WG09 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0160 7217195.28 7217195.28 0.0086 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384WM7 2549001DPIFGXC1TOL40 US313384WM76 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-05-06 2020-05-06 2020-05-06 N N N 0.0160 14117508.62 14117508.62 0.0168 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384WU9 2549001DPIFGXC1TOL40 US313384WU92 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-05-13 2020-05-13 2020-05-13 N N N 0.0160 6815148.20 6815148.20 0.0081 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-05-20 2020-05-20 2020-05-20 N N N 0.0160 4279934.52 4279934.52 0.0051 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384XR5 2549001DPIFGXC1TOL40 US313384XR54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-06-03 2020-06-03 2020-06-03 N N N 0.0160 3839631.01 3839631.01 0.0046 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0160 4396290.37 4396290.37 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384YP8 2549001DPIFGXC1TOL40 US313384YP89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-06-25 2020-06-25 2020-06-25 N N N 0.0160 3125386.55 3125386.55 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0160 596232.00 596232.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384YV5 2549001DPIFGXC1TOL40 US313384YV57 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0160 3099726.04 3099726.04 0.0037 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0160 15510127.93 15510127.93 0.0184 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384ZK8 2549001DPIFGXC1TOL40 US313384ZK83 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0160 3748165.00 3748165.00 0.0045 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396UC5 S6XOOCT0IEG5ABCC6L87 US313396UC50 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-10 2020-03-10 2020-03-10 N N N 0.0158 2605928.40 2605928.40 0.0031 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396UL5 S6XOOCT0IEG5ABCC6L87 US313396UL59 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0158 11058874.09 11058874.09 0.0131 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396XA6 S6XOOCT0IEG5ABCC6L87 US313396XA67 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0160 5594019.98 5594019.98 0.0066 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396YF4 S6XOOCT0IEG5ABCC6L87 US313396YF46 U.S. Government Agency Debt Y Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0160 3971479.45 3971479.45 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 313396YG2 S6XOOCT0IEG5ABCC6L87 US313396YG29 U.S. Government Agency Debt Y Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2020-06-18 2020-06-18 2020-06-18 N N N 0.0160 12236988.04 12236988.04 0.0145 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.657800% 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-19 2020-06-19 2020-06-19 N N N 0.0163 6000693.96 6000693.96 0.0071 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.701600% 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-14 2020-12-14 2020-12-14 N N N 0.0166 3545767.17 3545767.17 0.0042 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.685900% 3133EJ2Q1 US3133EJ2Q11 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-04 2021-12-13 2021-12-13 N N N 0.0182 2210092.24 2210092.24 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.664300% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0166 7724959.98 7724959.98 0.0092 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 1.660900% 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-26 2020-06-26 2020-06-26 N N N 0.0175 3128950.01 3128950.01 0.0037 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.619000% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-17 2020-08-17 2020-08-17 N N N 0.0171 2293837.81 2293837.81 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.643600% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-02-11 2020-09-11 2020-09-11 N N N 0.0171 3033302.68 3033302.68 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 1.809000% 3133EK2M7 US3133EK2M70 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+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0155 850531.25 850531.25 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0164 4794595.31 4794595.31 0.0057 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0155 2082181.44 2082181.44 0.0025 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0163 1439437.51 1439437.51 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0164 1039512.50 1039512.50 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.578900% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-04 2020-07-31 2020-07-31 N N N 0.0161 6929073.04 6929073.04 0.0082 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.835900% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-02-04 2021-10-31 2021-10-31 N N N 0.0166 10030405.60 10030405.60 0.0119 N Y Y N Mizuho Securities USA, LLC Mizuho Securities USA, LLC 1.590000% BRW1EDVT2 7TK5RJIZDFROZCA6XF66 0000812291 922FHB000_1.59_0203 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY BOND 2027-02-15 6.625000 22216600.00 30600113.82 U.S. Treasuries (including 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 2020-02-03 2020-02-03 2020-02-03 N N N 0.0157 26000000.00 26000000.00 0.0309 N Y Y N Natixis - SA Natixis - SA 1.590000% BRW1EDVZ8 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_1.59_0203 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 1900.00 1899.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-01-31 1.375000 63600.00 63580.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-11-30 1.625000 300.00 303.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-10-31 1.500000 100.00 100.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2022-10-15 1.375000 1000.00 1004.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-01-31 1.500000 100.00 100.18 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2027-01-15 0.375000 100.00 110.13 U.S. Treasuries (including strips) U.S. TREASURY BOND 2047-02-15 3.000000 200.00 243.12 U.S. Treasuries (including strips) U.S. TREASURY BOND 2045-11-15 3.000000 800.00 958.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT BACKED SECURITY 2049-03-01 4.000000 108747.00 103237.09 Agency Mortgage-Backed Securities U.S. TREASURY BOND 2037-02-15 4.750000 5466400.00 7988350.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 1100.00 1114.43 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 8000000.00 8000000.00 0.0095 N Y Y N Lincoln Variable Insurance Products Trust 2020-02-06 William P. Flory, Jr. William P. Flory, Jr. VP