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LLC 5.330000% BYD35ZCV1 9R7GPTSO7KV3UQJZQ078 0000068136 45599W002_5.33_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. TREASURY NONCALLABLE STRIP 2048-05-15 0.00 401400.00 128851.01 U.S. Treasuries (including strips) U.S. TREASURY BOND 2045-11-15 3.000000 200.00 152.10 U.S. Treasuries (including strips) U.S. TREASURY BOND 2048-11-15 3.375000 3031900.00 2415588.68 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-03-31 1.250000 5550400.00 4902631.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-06-30 1.250000 200.00 176.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-10-31 1.125000 400.00 366.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2032-05-15 2.875000 200.00 177.80 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2035-02-15 0.00 6547740.00 3971446.58 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2041-05-15 0.00 55993200.00 24280611.28 U.S. Treasuries (including strips) Y Fitch, Inc. 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LLC 5.340000% BYD35ZCT6 9R7GPTSO7KV3UQJZQ078 0000068136 45599W002_5.34_0603 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FCSB 2028-03-27 4.880000 20000.00 20249.09 Agency Debentures and Agency Strips FMAC 2051-02-01 1.500000 1000.00 631.64 Agency Debentures and Agency Strips FMAC 2052-07-01 4.500000 2000.00 1650.16 Agency Debentures and Agency Strips FCSB 2025-11-25 2.700000 3000.00 2898.36 Agency Debentures and Agency Strips FCSB 2027-07-20 0.770000 866000.00 767197.15 Agency Debentures and Agency Strips FCSB 2036-01-22 5.980000 100000.00 100981.83 Agency Debentures and Agency Strips FMAC 2054-03-01 6.000000 1000.00 1004.82 Agency Debentures and Agency Strips FMAC 2054-02-01 7.000000 2999.00 3103.07 Agency Debentures and Agency Strips FNMA 2028-01-01 4.531000 3776.00 1.54 Agency Debentures and Agency Strips FNMA 2024-09-23 0.00 2000.00 1963.74 Agency Debentures and Agency Strips FNMA 2028-08-01 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P-1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0535 85000000.00 85000000.00 0.0562 N Y Y N Natixis SA Natixis SA 5.330000% BYD35ZCU3 KX1WK48MPD4Y2NCUIZ63 0001503859 931QKF002_5.33_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. TREASURY BOND 2028-08-15 5.500000 800.00 841.50 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2042-02-15 0.750000 4027000.00 4293438.33 U.S. Treasuries (including strips) U.S. TREASURY BOND 2043-02-15 3.125000 300.00 240.88 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2050-02-15 0.250000 300.00 218.09 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2051-02-15 0.125000 1225700.00 831424.73 U.S. Treasuries (including strips) U.S. TREASURY BOND 2042-05-15 3.250000 653100.00 533682.65 U.S. Treasuries (including strips) U.S. TREASURY BOND 2052-08-15 3.000000 14647000.00 10875196.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-30 2.875000 8754000.00 8477723.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-04-30 2.375000 1000.00 955.21 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-30 0.375000 100.00 93.27 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2031-01-15 0.125000 13885300.00 14578638.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-15 2.875000 500.00 494.89 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-06-30 3.250000 9800.00 9523.36 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2032-07-15 0.625000 1200.00 1148.19 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2032-08-15 2.750000 100.00 88.45 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED NOTE 2033-01-15 1.125000 200.00 193.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-03-31 3.625000 900.00 872.99 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-06-30 4.000000 100.00 99.29 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-09-30 5.000000 200.00 201.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-11-30 4.375000 42393800.00 41994874.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2027-03-15 4.250000 100.00 99.55 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 80000000.00 80000000.00 0.0529 N Y Y N Lincoln Variable Insurance Products Trust 2024-06-06 Hoffmayer, James Hoffmayer, James VP