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FEDERAL NAT MORT REAL EST REMIC (FIXED) 2051-07-25 3.000000 34416666.00 3959302.40 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2051-11-25 3.000000 21374999.00 2342683.60 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2046-03-25 3.500000 549999.00 67005.97 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2051-08-25 3.000000 18765500.00 2026190.43 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2052-02-25 0.00 108674287.00 489827.70 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2052-09-25 4.500000 9350000.00 1534284.18 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2052-09-25 0.019980 62266137.00 1392788.62 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT REAL EST REMIC (FIXED) 2048-12-25 5.000000 2850000.00 371565.97 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-06-25 0.069980 50000000.00 1735002.52 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2052-10-25 0.00 37500000.00 1172499.35 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-04-25 0.569980 12000000.00 643577.51 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-04-25 0.219980 59964039.00 1941065.62 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-03-25 0.919980 41271174.00 2887957.43 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-03-25 0.919980 24467016.00 1568535.29 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 0.469980 12500000.00 535914.20 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 0.719980 49079577.00 2366212.69 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 0.300000 50789332.00 414336.81 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 0.250000 32430344.00 220321.38 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-11-25 0.019980 70107946.00 2176598.18 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2053-11-25 0.669980 138871292.00 4203538.74 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 1.669980 7500000.00 545531.15 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 0.300000 50000000.00 437129.97 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 1.019980 18000000.00 1007063.22 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 1.019980 10000000.00 560453.82 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 1.019980 26000000.00 1457179.92 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 1.669980 13500000.00 981903.45 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-03-25 0.300000 150000000.00 1305105.98 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-04-25 1.719980 47406852.00 3653529.31 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-04-25 0.619980 22164026.00 1432185.41 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-05-25 0.630000 32000000.00 1841712.00 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-05-25 0.00 22000000.00 1598982.00 Agency Collateralized Mortgage Obligation FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 2054-05-25 1.880000 26000000.00 2085072.89 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-06-15 0.605500 76000000.00 363112.80 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2043-01-15 0.755500 17225714.00 201264.36 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2043-11-15 0.605500 44000000.00 313239.66 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2043-12-15 0.505500 27252676.00 194031.70 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2044-09-15 0.655500 37405042.00 190693.92 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-05-15 0.755500 8848000.00 118845.65 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-01-15 0.705500 27668862.00 555491.75 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2048-08-15 0.755500 26000000.00 580762.30 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2042-06-15 0.555500 19596184.00 506350.56 Agency Collateralized Mortgage Obligation Y Fitch, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2024-05-01 2025-01-31 2025-01-31 N N N 0.0536 12013776.00 12013776.00 0.0080 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 5.450700% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2024-05-01 2025-07-31 2025-07-31 N N N 0.0541 26026371.41 26026371.41 0.0172 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 5.495700% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2024-05-01 2025-10-31 2025-10-31 N N N 0.0541 15953443.01 15953443.01 0.0106 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 5.570700% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y Fitch, Inc. AA+ Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2024-05-01 2026-01-31 2026-01-31 N N N 0.0543 14712246.97 14712246.97 0.0097 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.330000% BYD0TH7H8 7TK5RJIZDFROZCA6XF66 0000812291 922FHB000_5.33_0501 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2033-08-15 3.875000 65375400.00 62220004.23 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0533 61000000.00 61000000.00 0.0404 N Y Y N Natixis SA Natixis SA 5.310000% BYD0TH7W5 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_5.31_0501 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2025-02-28 2.750000 1000.00 984.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2030-02-15 1.500000 1800.00 1520.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2031-02-15 1.125000 100.00 80.26 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-04-30 0.750000 100.00 92.02 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-07-15 0.375000 100.00 99.08 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-11-30 1.500000 1000.00 876.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2029-07-31 2.625000 5463900.00 4986903.63 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2029-08-31 3.125000 700.00 653.42 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2031-04-30 4.625000 100.00 99.98 U.S. Treasuries (including strips) U.S. TREASURY BOND 2043-05-15 2.875000 200.00 153.23 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2045-02-15 0.750000 100.00 96.57 U.S. Treasuries (including strips) U.S. TREASURY BOND 2045-05-15 3.000000 200.00 153.56 U.S. Treasuries (including strips) U.S. TREASURY BOND 2047-08-15 2.750000 1800.00 1280.37 U.S. Treasuries (including strips) U.S. TREASURY BOND 2047-11-15 2.750000 100.00 71.70 U.S. Treasuries (including strips) U.S. TREASURY BOND 2049-11-15 2.375000 100.00 65.35 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2051-02-15 0.125000 1500.00 998.50 U.S. Treasuries (including strips) U.S. TREASURY BOND 2051-11-15 1.875000 100.00 56.76 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2053-02-15 1.500000 69800.00 59820.60 U.S. Treasuries (including strips) U.S. TREASURY BOND 2053-11-15 4.750000 5562500.00 5694996.43 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2027-07-15 0.375000 22716000.00 27199772.21 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2028-01-15 0.500000 800.00 943.37 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2026-10-15 0.125000 31077000.00 33450150.96 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2032-07-15 0.625000 200.00 189.37 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 70000000.00 70000000.00 0.0464 N Y Y N Lincoln Variable Insurance Products Trust 2024-05-06 Hoffmayer, James Hoffmayer, James VP