N-MFP3 0000822671 XXXXXXXX 2026-05-31 Putnam Variable Trust 0000822671 549300TBVD21LYBGBD46 Putnam VT Government Money Market Fund 549300EZL9T7TW0BA857 S000003882 2 N N 033-17486 Franklin Advisors, Inc. 801-26292 Franklin Templeton Investment Management Limited 801-55170 Putnam Investment Management, LLC 801-07974 PricewaterhouseCoopers LLP Boston MA Franklin Templeton Services, LLC Putnam Investor Services, Inc. 0001448300 084-06331 N N N Government N N 48 92 50298709.32 54257937.80 0.6410 0.6914 2026-05-01 51090565.36 55846413.27 0.6445 0.7045 2026-05-04 50279212.78 55035535.65 0.6408 0.7014 2026-05-05 50797097.47 55553895.29 0.6309 0.6900 2026-05-06 51507869.81 57215145.90 0.6463 0.7179 2026-05-07 51439418.61 57147169.12 0.6434 0.7147 2026-05-08 52553157.08 58262330.79 0.6501 0.7207 2026-05-11 52627259.96 58336908.07 0.6510 0.7217 2026-05-12 52336160.16 57096282.67 0.6576 0.7174 2026-05-13 50779935.41 55540532.88 0.6496 0.7105 2026-05-14 50822902.85 55583975.27 0.6510 0.7119 2026-05-15 52267094.41 58222619.87 0.6563 0.7311 2026-05-18 53190683.81 58346802.38 0.6679 0.7327 2026-05-19 53520924.61 58677556.75 0.6610 0.7247 2026-05-20 51497747.91 56654893.63 0.6542 0.7197 2026-05-21 49945368.70 55103027.97 0.6472 0.7141 2026-05-22 50704536.57 55859683.59 0.6573 0.7242 2026-05-26 51449998.76 56605658.21 0.6583 0.7243 2026-05-27 51379765.47 55763937.34 0.6668 0.7236 2026-05-28 51191266.94 55575874.05 0.6652 0.7222 2026-05-29 0.00 76758037.70 76762488.34 207837.56 1295460.82 75674865.08 75667188.4300 Y 1.0000 0.0373 2026-05-01 0.0372 2026-05-04 0.0371 2026-05-05 0.0370 2026-05-06 0.0370 2026-05-07 0.0369 2026-05-08 0.0367 2026-05-11 0.0368 2026-05-12 0.0369 2026-05-13 0.0369 2026-05-14 0.0368 2026-05-15 0.0368 2026-05-18 0.0367 2026-05-19 0.0366 2026-05-20 0.0367 2026-05-21 0.0366 2026-05-22 0.0367 2026-05-26 0.0368 2026-05-27 0.0368 2026-05-28 0.0369 2026-05-29 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 1.0000 2026-05-14 1.0000 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 1.0000 2026-05-21 1.0000 2026-05-22 1.0000 2026-05-26 1.0000 2026-05-27 1.0000 2026-05-28 1.0000 2026-05-29 N N Class IA C000010859 500.00 40016098.81 40010985.1300 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 1.0000 2026-05-14 1.0000 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 1.0000 2026-05-21 1.0000 2026-05-22 1.0000 2026-05-26 1.0000 2026-05-27 1.0000 2026-05-28 1.0000 2026-05-29 117226.60 3743.62 2026-05-01 0.00 32508.76 2026-05-04 286.53 38391.88 2026-05-05 1535316.83 19545.54 2026-05-06 0.00 4950.83 2026-05-07 324752.40 776.84 2026-05-08 83890.74 2604.38 2026-05-11 7617.95 1237784.30 2026-05-12 622.80 3261.08 2026-05-13 136648.88 7679.21 2026-05-14 46.40 43046.43 2026-05-15 80789.13 4545.66 2026-05-18 253.65 398209.66 2026-05-19 0.00 13852.25 2026-05-20 60.74 1543957.10 2026-05-21 124.17 66548.05 2026-05-22 12.12 7346.62 2026-05-26 274875.88 306467.62 2026-05-27 1816.93 204611.10 2026-05-28 100144.91 217527.96 2026-05-29 2664486.66 4157358.89 0.0329 2026-05-01 0.0328 2026-05-04 0.0327 2026-05-05 0.0326 2026-05-06 0.0326 2026-05-07 0.0325 2026-05-08 0.0324 2026-05-11 0.0324 2026-05-12 0.0325 2026-05-13 0.0325 2026-05-14 0.0325 2026-05-15 0.0324 2026-05-18 0.0323 2026-05-19 0.0322 2026-05-20 0.0322 2026-05-21 0.0322 2026-05-22 0.0323 2026-05-26 0.0324 2026-05-27 0.0323 2026-05-28 0.0324 2026-05-29 N Insurance company 0.9377 0.00 N Class IB C000010860 500.00 35658766.27 35656203.3000 1.0000 2026-05-01 1.0000 2026-05-04 1.0000 2026-05-05 1.0000 2026-05-06 1.0000 2026-05-07 1.0000 2026-05-08 1.0000 2026-05-11 1.0000 2026-05-12 1.0000 2026-05-13 1.0000 2026-05-14 1.0000 2026-05-15 1.0000 2026-05-18 1.0000 2026-05-19 1.0000 2026-05-20 1.0000 2026-05-21 1.0000 2026-05-22 1.0000 2026-05-26 1.0000 2026-05-27 1.0000 2026-05-28 1.0000 2026-05-29 90239.54 4777.34 2026-05-01 0.00 21733.61 2026-05-04 0.00 189498.31 2026-05-05 0.00 24566.92 2026-05-06 0.00 42931.73 2026-05-07 0.00 10866.06 2026-05-08 0.00 41720.83 2026-05-11 0.00 16067.97 2026-05-12 0.00 4139.01 2026-05-13 0.00 91084.05 2026-05-14 0.00 8268.14 2026-05-15 47865.71 839.93 2026-05-18 0.00 42653.63 2026-05-19 233489.55 450.94 2026-05-20 0.00 13525.36 2026-05-21 0.00 13406.83 2026-05-22 81.69 51197.69 2026-05-26 0.00 30434.71 2026-05-27 21120.24 11510.77 2026-05-28 3835.97 465.64 2026-05-29 396632.70 620139.47 0.0303 2026-05-01 0.0303 2026-05-04 0.0302 2026-05-05 0.0301 2026-05-06 0.0301 2026-05-07 0.0300 2026-05-08 0.0299 2026-05-11 0.0299 2026-05-12 0.0300 2026-05-13 0.0300 2026-05-14 0.0300 2026-05-15 0.0299 2026-05-18 0.0298 2026-05-19 0.0297 2026-05-20 0.0297 2026-05-21 0.0297 2026-05-22 0.0298 2026-05-26 0.0299 2026-05-27 0.0298 2026-05-28 0.0299 2026-05-29 N Insurance company 0.9574 0.00 N BNP Paribas Securities Corp. BNP Paribas Securities Corp. 3.62000000 N/A RCNB6OTYUAMMP879YW96 0000753835 ZS3YBGK U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.77 N/A 126722.53 99489.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DV4W2 2050-01-01 2.5 N/A 811677.92 187903.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFX52 2035-02-01 4.6 N/A 14.50 14.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132YBXQ4 2035-09-01 3.79 N/A 350.57 328.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.5 N/A 15.03 10.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.5 N/A 19.41 13.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 56301.74 46288.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XFZH4 2035-06-01 4.35 N/A 113855.68 111065.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XF5S3 2035-09-01 4.4 N/A 65130.29 63634.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2JY5 2033-03-01 4.14 N/A 52224.77 51002.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HR6G3 2048-12-01 4.28 N/A 10375.35 8819.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.3 N/A 14412.77 14210.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYB42 2035-04-01 4.8 N/A 201478.36 203948.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5 N/A 29296.94 25256.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LLEL1 2028-07-01 5.46 N/A 14475.15 14532.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.28 N/A 549712.87 535668.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q2VG0 2033-04-01 4.5 N/A 42137.66 41991.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.78 N/A 2575.30 2453.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.62 N/A 144539.95 138954.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMHE9 2053-09-01 5.5 N/A 6632.02 5148.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.26 N/A 14.50 10.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q8K95 2048-02-01 4.5 N/A 261759.41 72014.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6 N/A 98188.65 73016.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LEX28 2032-01-01 1.8 N/A 30052.59 26119.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QD6N9 2050-07-01 2 N/A 14.50 6.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2 N/A 15.08 8.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0TF4 2055-12-01 6 N/A 1401.56 1447.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665 N/A 171998.87 172647.20 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 14.50 14.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 102904.00 103492.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 14434.52 9760.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 1.45 1.46 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 1969285.71 1969285.71 0.0260 N Y Y N Banc of America Securities LLC Banc of America Securities LLC 3.63000000 N/A 549300HN4UKV1E2R3U73 ZS3YBGL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JSBR5 2055-12-01 5.5 N/A 23460.31 23581.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JTP56 2056-01-01 6 N/A 14538.14 11793.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JPC41 2055-12-01 6 N/A 22826.42 23304.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SPY8 2053-04-01 4 N/A 238532.14 221799.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GTVK9 2055-01-01 6.5 N/A 832517.58 634400.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0HA3 2053-09-01 6.5 N/A 396136.26 201987.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWE66 2052-10-01 4.5 N/A 4351.24 3203.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6 N/A 47210.99 26946.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QX56 2052-08-01 3.5 N/A 164829.51 145108.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCC24 2041-05-01 3.5 N/A 169484.06 162384.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UA6Y6 2056-05-01 6.5 N/A 16404.16 17398.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HSQQ7 2034-01-01 3.8 N/A 79163.62 69192.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140B6XM2 2055-05-01 6 N/A 1120.98 698.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140BMWN6 2055-09-01 6 N/A 191475.59 167118.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MAZK3 2052-05-01 3.5 N/A 172668.94 116059.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140A06C8 2053-09-01 5.5 N/A 5801.08 4224.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTS34 2053-12-01 6.5 N/A 26894.43 24265.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ACBB8 2054-04-01 5 N/A 16892.83 11080.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5NL4 2051-07-01 3.5 N/A 241507.69 219022.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140AXUF2 2055-01-01 6 N/A 135736.28 99668.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419BBV6 2041-02-01 4.5 N/A 53358.60 1817.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140ACBP7 2054-04-01 5.5 N/A 9715.21 5075.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NYZJ3 2035-08-01 5.03 N/A 145041.44 146252.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LGSU1 2037-01-01 3.44 N/A 4953.24 3713.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDXU8 2056-05-01 5 N/A 28108.80 28098.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QTEX3 2053-10-01 6.5 N/A 66138.90 38553.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JC4V3 2056-05-01 4.478 N/A 343068.27 338391.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X84A2 2050-12-01 2 N/A 28880.94 16207.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140N5ER1 2052-11-01 5.5 N/A 19810.75 12136.70 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MYZK6 2056-05-20 5.5 N/A 14362.55 14893.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N3TZ7 2056-05-20 5.5 N/A 15523.87 15874.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202SYK8 2033-10-15 4.5 N/A 25690.96 1187.49 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V2MT1 2055-11-20 6.5 N/A 17042.37 17897.33 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618KRRT3 2065-03-20 6.5 N/A 654.22 681.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VBSQ1 2056-04-20 5 N/A 831682.14 823313.11 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618M3S97 2061-04-15 5.3 N/A 14501.53 14672.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MSPC8 2056-02-20 6 N/A 4628.20 4810.82 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VNLC3 2056-05-20 5 N/A 29052.85 29095.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VD4Z3 2056-04-20 4.5 N/A 1350.57 1311.63 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MVST1 2056-03-20 5.5 N/A 17367.55 17393.68 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200CC29 2033-01-15 6 N/A 45358.81 376.74 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4 N/A 5442.30 441.40 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YUZ5 2054-02-20 3 N/A 4812.20 3186.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618L6WJ4 2065-05-20 3.5 N/A 2468.23 2196.85 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NKBL9 2065-03-20 6 N/A 31068.52 31707.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618LSRP8 2076-01-20 5.262 N/A 206630.22 227851.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VAT90 2056-04-20 5.5 N/A 77524.30 79014.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEGH3 2052-02-20 3 N/A 152848.85 132655.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GJ2 2051-09-20 3 N/A 3761.29 3104.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VASA8 2056-03-20 5.5 N/A 14736.01 15143.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B0HN6 2058-06-15 5.13 N/A 1204.06 1187.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V6BQ0 2056-02-20 5 N/A 32611.29 32389.91 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MGTW6 2056-04-20 5.5 N/A 26245.80 26717.10 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6BB2 2056-01-20 3.5 N/A 100862.40 90501.56 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5AB5 2039-10-20 5.5 N/A 641.85 505.75 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MTGM4 2061-04-15 4.66 N/A 147417.11 143951.01 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V5GX2 2056-04-20 5.5 N/A 20953.59 21297.31 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DQN4 2031-11-20 6.5 N/A 582992.31 976.99 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NWBW9 2065-12-20 7 N/A 8217.60 8627.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618NWHD5 2056-03-20 5.5 N/A 16140.21 16457.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABJ37 2050-02-15 3 N/A 29051.80 19688.06 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MMQW6 2056-03-20 5.5 N/A 19259.62 19659.84 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YRB2 2054-01-20 2.5 N/A 8936.32 5520.28 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6DD6 2055-08-20 6.5 N/A 89398.90 93099.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201TQX8 2033-05-15 5.5 N/A 398186.28 2544.97 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XZL3 2038-05-20 5 N/A 7972.29 3451.25 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36206YDE8 2033-09-15 4.5 N/A 18526.23 822.92 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V42N2 2056-02-20 6 N/A 6093.02 6278.82 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 4611737.72 4611737.72 0.0609 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.62000000 N/A MBNUM2BPBDO7JBLYG310 ZS3YBHC U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133ET4Y0 2028-09-22 3.5 N/A 7919.26 7860.36 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B0TY5 2027-04-09 4.75 N/A 3698.56 3750.49 Agency Mortgage-Backed Securities Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJ4B2 2027-03-12 1.625 N/A 15591.96 15377.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HCSY6 2029-02-12 3.95 N/A 1362069.69 1365802.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HCWB1 2029-02-20 3.9 N/A 2154416.59 2156739.05 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GDUY4 2066-03-15 5.74 N/A 1374.30 1439.93 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 3481342.73 3481342.73 0.0460 N Y Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.77499960 3133ERTE1 254900C5LP6DN9OP9V83 US3133ERTE18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-09-16 2026-09-16 N N N 0.0377 265054.83 265054.83 0.0035 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.69000000 3133ETQP5 254900C5LP6DN9OP9V83 US3133ETQP57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-21 2026-10-21 N N N 0.0374 1000205.41 1000205.41 0.0132 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.70500120 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-03-13 2028-03-13 N N N 0.0376 125004.25 125004.25 0.0017 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.66000120 3133ER7B1 254900C5LP6DN9OP9V83 US3133ER7B16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-06-12 2026-06-12 N N N 0.0371 949997.57 949997.57 0.0126 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.71499840 3133ETM87 254900C5LP6DN9OP9V83 US3133ETM875 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-04-29 2027-04-29 N N N 0.0377 634955.11 634955.11 0.0084 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.71000160 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-08-17 2026-08-17 N N N 0.0376 1100057.05 1100057.05 0.0145 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.69000000 3133ETSZ1 254900C5LP6DN9OP9V83 US3133ETSZ12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-13 2026-10-13 N N N 0.0374 934968.57 934968.57 0.0124 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.67999920 3133ETKG1 254900C5LP6DN9OP9V83 US3133ETKG13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-05 2026-10-05 N N N 0.0373 1049966.60 1049966.60 0.0139 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.72999960 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-04-22 2027-04-22 N N N 0.0378 675032.23 675032.23 0.0089 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313384AQ2 2549001DPIFGXC1TOL40 US313384AQ29 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0369 781289.00 781289.00 0.0103 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313384AW9 2549001DPIFGXC1TOL40 US313384AW96 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0369 756402.91 756402.91 0.0100 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385A97 2549001DPIFGXC1TOL40 US313385A970 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0363 821194.92 821194.92 0.0109 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.73500000 3130B9F88 2549001DPIFGXC1TOL40 US3130B9F880 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-02-17 2028-02-17 N N N 0.0379 799984.91 799984.91 0.0106 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.71999880 3130B7RC0 2549001DPIFGXC1TOL40 US3130B7RC05 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-03-16 2027-03-16 N N N 0.0377 899930.80 899930.80 0.0119 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385YV2 2549001DPIFGXC1TOL40 US313385YV23 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0356 797276.22 797276.22 0.0105 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385YF7 2549001DPIFGXC1TOL40 US313385YF72 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0358 798386.66 798386.66 0.0106 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.67999920 3130B8F23 2549001DPIFGXC1TOL40 US3130B8F239 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-29 2027-01-29 N N N 0.0373 799959.25 799959.25 0.0106 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385A22 2549001DPIFGXC1TOL40 US313385A228 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0357 794953.00 794953.00 0.0105 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.72499920 3130B93C2 2549001DPIFGXC1TOL40 US3130B93C26 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-01-13 2028-01-13 N N N 0.0378 799983.14 799983.14 0.0106 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0356 795513.78 795513.78 0.0105 N N Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385T22 2549001DPIFGXC1TOL40 US313385T228 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-14 2026-12-14 2026-12-14 N N N 0.0367 1616982.58 1616982.58 0.0214 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385T97 2549001DPIFGXC1TOL40 US313385T970 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-21 2026-12-21 2026-12-21 N N N 0.0371 768739.16 768739.16 0.0102 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385YC4 2549001DPIFGXC1TOL40 US313385YC42 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-15 2026-06-15 2026-06-15 N N N 0.0362 798628.66 798628.66 0.0106 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.69500040 3130B7LG7 2549001DPIFGXC1TOL40 US3130B7LG72 0001331451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-11-27 2026-11-27 N N N 0.0375 935189.21 935189.21 0.0124 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385D45 2549001DPIFGXC1TOL40 US313385D453 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-26 2026-08-26 2026-08-26 N N N 0.0364 817637.11 817637.11 0.0108 N N N N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0356 1194111.83 1194111.83 0.0158 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.75999840 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-10-16 2026-10-16 N N N 0.0378 950228.61 950228.61 0.0126 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.70000080 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-01-08 2027-01-08 N N N 0.0375 900201.13 900201.13 0.0119 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.71499840 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2027-05-05 2027-05-05 N N N 0.0377 500060.00 500060.00 0.0066 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.70500120 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2028-03-06 2028-03-06 N N N 0.0376 150032.60 150032.60 0.0020 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.74000040 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-07-29 2026-07-29 N N N 0.0375 450044.18 450044.18 0.0060 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.75999840 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-06-01 2026-12-11 2026-12-11 N N N 0.0376 900318.56 900318.56 0.0119 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.62000000 N/A FOR8UP27PHTHYVLBNG30 ZS3YB8F U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131X1P88 2032-05-01 4 N/A 2223920.00 315191.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AWWM2 2051-11-01 2 N/A 199998.00 115199.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y06M9 2048-04-01 4 N/A 147000.00 27147.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMR49 2045-09-01 4 N/A 2389644.00 951671.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XPLC0 2043-12-01 4.5 N/A 798000.00 55798.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A9SF5 2031-08-01 3 N/A 901000.00 79395.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31302USZ7 2047-11-01 5.5 N/A 4269176.00 231877.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WG7M5 2035-07-01 5 N/A 1139500.00 9576.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132AC2V1 2048-10-01 4 N/A 1050000.00 127335.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427RNX4 2056-01-01 5.5 N/A 618310.00 621081.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131XRNU4 2045-04-01 3 N/A 2314584.00 485850.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CA87 2046-08-01 2.5 N/A 121000.00 21049.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EUFH7 2046-01-01 3.5 N/A 735000.00 132239.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417QBU7 2037-01-01 5.5 N/A 13219540.00 271629.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WQNT5 2043-04-01 2.5 N/A 1203096.00 224441.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CZ80 2048-09-01 3.5 N/A 384000.00 34081.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QHMR3 2041-03-01 3 N/A 1146004.00 639086.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140UDWM7 2056-05-01 6 N/A 2508564.00 2605188.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MNP61 2042-11-01 4 N/A 1138926.00 48049.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y8C79 2040-11-01 4.5 N/A 313836.00 297769.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QDZH0 2050-06-01 2.5 N/A 1000000.00 354753.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138NXL54 2043-01-01 3 N/A 786544.00 130503.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGBP3 2052-03-01 4 N/A 475266.00 261970.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409DY80 2036-04-01 6 N/A 2869230.00 49751.68 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 7932000.00 7932000.00 0.1048 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.62000000 N/A CYYGQCGNHMHPSMRL3R97 0000853784 ZS3YBGH U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132Y3B94 2048-10-01 4.5 N/A 725206.29 97770.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CYAF7 2040-04-01 6.5 N/A 183264.85 161380.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLK9 2050-11-01 2.5 N/A 2509.22 1169.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426CN75 2055-02-01 5.5 N/A 29784.26 29574.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0A93 2052-07-01 2.5 N/A 1595.46 1150.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDF7 2052-03-01 3.5 N/A 17535.51 11065.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426NUT5 2055-06-01 5.5 N/A 5181.40 4739.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CSTR2 2054-08-01 6.5 N/A 144468.24 92893.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133BX7F2 2053-04-01 5.5 N/A 17127.31 7208.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MXB2 2055-03-01 6.5 N/A 6889.47 5172.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADJC3 2044-02-01 3.5 N/A 714586.01 109752.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133C8Y58 2053-08-01 5.5 N/A 25571.53 24414.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142K4VV5 2056-05-01 5.5 N/A 95265.82 97058.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DPXS2 2052-05-01 4.5 N/A 2900.83 1820.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KL2T3 2051-05-01 2.5 N/A 1707.21 951.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM4W2 2052-01-01 3 N/A 126186.06 72702.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CDA53 2053-09-01 6.5 N/A 14850.71 13283.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JQ5F2 2056-01-01 6.5 N/A 79956.42 79441.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQFU5 2052-08-01 3 N/A 609.19 406.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NV63 2055-06-01 6.5 N/A 264793.23 230205.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31425WYY1 2055-01-01 6.5 N/A 4113.11 2914.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CWTD4 2054-10-01 6.5 N/A 14448.07 13477.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142ACD22 2053-01-01 3.85 N/A 67001.72 53271.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LE7H4 2030-06-01 1.98 N/A 670193.00 562755.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRCG6 2053-01-01 5.5 N/A 88147.72 63929.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTHJ1 2034-04-01 3.675 N/A 29008.29 27368.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D7G1 2051-12-01 3 N/A 754.23 424.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LN6W6 2048-09-01 4.02 N/A 51924.84 43254.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5 N/A 2029236.09 15304.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LXK3 2034-02-01 4.5 N/A 28239.22 2513.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHFH0 2041-06-01 3 N/A 131408.48 14434.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FNN3 2055-08-01 7.5 N/A 2181.51 1653.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A4L8 2041-01-01 4.5 N/A 14648.88 470.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRVU6 2044-11-01 5 N/A 1450.41 992.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQYG4 2052-09-01 5.5 N/A 289981.36 201767.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W1K44 2040-03-01 6.5 N/A 1854715.72 1090818.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XADE9 2051-03-01 2 N/A 1450.41 745.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFRT0 2052-01-01 2 N/A 2929.84 1634.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J24T0 2035-12-01 1.75 N/A 55260.79 42861.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSAY1 2052-06-01 4 N/A 200684.27 147003.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WFBV7 2045-07-01 3.5 N/A 934764.95 190721.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LEJ57 2031-11-01 1.93 N/A 273794.73 241699.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U8XE5 2056-04-01 5 N/A 235522.24 232524.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGJT7 2052-03-01 3.5 N/A 1450.41 881.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E72L7 2042-02-01 3.5 N/A 2112668.57 122279.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4 N/A 3248.93 460.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FGW1 2055-02-01 4.5 N/A 1053.65 947.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLTA6 2053-06-01 4.5 N/A 1725.99 1252.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HXCW8 2030-01-01 2.26 N/A 276884.12 258096.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QQF26 2052-09-01 5 N/A 1526166.69 1099082.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3EF2 2055-09-01 5.5 N/A 78251.72 68739.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRYM1 2054-11-01 5.5 N/A 397342.08 358147.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LBAR4 2031-03-01 1.62 N/A 14504.14 12645.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QFNP0 2050-11-01 2.5 N/A 3478.06 1770.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402Q6T3 2035-04-01 5 N/A 56928.77 469.37 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 5801657.76 5801657.76 0.0767 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0364 844507.56 844507.56 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y 2026-08-11 2026-08-11 2026-08-11 N N N 0.0363 819156.13 819156.13 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0364 421906.12 421906.12 0.0056 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y 2026-07-21 2026-07-21 2026-07-21 N N N 0.0363 845726.68 845726.68 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0368 786766.77 786766.77 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0367 787254.66 787254.66 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UR6 254900HROIFWPRGM1V77 US912797UR65 U.S. Treasury Debt Y 2026-07-28 2026-07-28 2026-07-28 N N N 0.0366 795398.20 795398.20 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0367 790751.45 790751.45 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y 2026-06-25 2026-06-25 2026-06-25 N N N 0.0364 798064.26 798064.26 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UP0 254900HROIFWPRGM1V77 US912797UP00 U.S. Treasury Debt Y 2026-07-14 2026-07-14 2026-07-14 N N N 0.0362 796544.23 796544.23 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UB1 254900HROIFWPRGM1V77 US912797UB14 U.S. Treasury Debt Y 2026-06-23 2026-06-23 2026-06-23 N N N 0.0360 798223.38 798223.38 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0366 814323.01 814323.01 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N 0.0378 772070.11 772070.11 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0364 796385.00 796385.00 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0365 818580.64 818580.64 0.0108 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0364 793246.98 793246.98 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SK4 254900HROIFWPRGM1V77 US912797SK41 U.S. Treasury Debt Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0365 787823.00 787823.00 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0363 766187.76 766187.76 0.0101 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y 2026-06-16 2026-06-16 2026-06-16 N N N 0.0360 748863.83 748863.83 0.0099 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UC9 254900HROIFWPRGM1V77 US912797UC96 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0360 797663.08 797663.08 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0362 823584.84 823584.84 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0361 799756.66 799756.66 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0365 821841.05 821841.05 0.0109 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N N N 0.0361 799195.78 799195.78 0.0106 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0372 785560.66 785560.66 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0365 767865.38 767865.38 0.0102 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0363 795798.11 795798.11 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0363 744009.72 744009.72 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0364 742565.38 742565.38 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0359 776880.55 776880.55 0.0103 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0367 791316.80 791316.80 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0361 790390.75 790390.75 0.0104 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y 2026-07-07 2026-07-07 2026-07-07 N N N 0.0360 797099.20 797099.20 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0368 737062.19 737062.19 0.0097 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0363 847354.02 847354.02 0.0112 N Y Y N Putnam Variable Trust 2026-06-04 /s/Jeff White Jeff White Vice President