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S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 117096.36 27256.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FT56 2056-02-01 5 N/A 800130.06 773184.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LBJ61 2033-02-01 1.58 N/A 65414.19 54787.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTHJ1 2034-04-01 3.675 N/A 21943.71 20796.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LEHT7 2031-12-01 1.96 N/A 27429.63 24095.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140MSAY1 2052-06-01 4 N/A 151810.30 107880.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140U0LU9 2056-01-01 6 N/A 11555.58 12050.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0LS9 2052-05-01 2.5 N/A 9205.39 6093.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LDTE9 2031-10-01 1.57 N/A 43887.41 38093.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LAEW1 2035-12-01 1.61 N/A 45445.42 35935.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W5KM5 2052-05-01 3 N/A 659.12 575.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132Y3B94 2048-10-01 4.5 N/A 548591.98 72445.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHFH0 2041-06-01 3 N/A 99405.70 10919.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LDZL6 2031-10-01 1.68 N/A 274296.34 240648.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Y6RM4 2040-05-01 6.5 N/A 41379.16 32767.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J0NB2 2032-07-01 1.53 N/A 115204.46 94763.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427SRH3 2056-04-01 5.5 N/A 206652.14 205548.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133CNUY6 2054-02-01 7 N/A 36565.24 26953.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HTZW2 2034-06-01 3.37 N/A 10258.28 9226.24 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 5485926.78 5485926.78 0.0725 N Y Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.71000000 3133EWUR9 254900C5LP6DN9OP9V83 US3133EWUR96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-01 2027-07-01 N N N 0.0371 385000.00 385000.00 0.0051 N N N 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 0.0365 797831.75 797831.75 0.0106 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 0.0366 792715.60 792715.60 0.0105 N Y Y 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 0.0362 823805.03 823805.03 0.0109 N N 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 0.0371 787517.11 787517.11 0.0104 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 0.00000000 313385A89 2549001DPIFGXC1TOL40 US313385A897 0001331451 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0366 767103.51 767103.51 0.0101 N N Y 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 2026-07-01 2026-07-29 2026-07-29 N N N 0.0375 450019.40 450019.40 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 2026-07-01 2026-12-11 2026-12-11 N N N 0.0376 900266.62 900266.62 0.0119 N N N 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 0.0364 820975.92 820975.92 0.0109 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 0.0358 778237.28 778237.28 0.0103 N Y Y N Royal Bank of Canada Royal Bank of Canada 3.65000000 N/A ES7IP3U3RHIGC71XBU11 ZS40V19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 44513.91 22246.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 757046.93 530560.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 6873.87 5165.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 208988.58 208281.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 10960.88 10983.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 2996.41 2714.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 3784.19 3696.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 1832.30 1766.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 50426.64 24280.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 309202.20 286192.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 31280.75 23240.60 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1097185.36 1097185.36 0.0145 N Y Y 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 2026-07-01 2027-04-29 2027-04-29 N N N 0.0377 634959.09 634959.09 0.0084 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 0.0356 797513.11 797513.11 0.0106 N N 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 0.0366 789402.55 789402.55 0.0104 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 0.0362 848299.29 848299.29 0.0112 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0373 378723.90 378723.90 0.0050 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 0.0364 770144.95 770144.95 0.0102 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 0.0359 799524.40 799524.40 0.0106 N Y Y 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 2026-07-01 2026-08-17 2026-08-17 N N N 0.0376 1100026.76 1100026.76 0.0145 N N N 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 0.0364 789969.34 789969.34 0.0105 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 0.0362 768526.22 768526.22 0.0102 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 773534.42 773534.42 0.0102 N Y Y 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 2026-07-01 2027-04-22 2027-04-22 N N N 0.0378 675026.07 675026.07 0.0089 N N N 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 2026-07-01 2027-01-29 2027-01-29 N N N 0.0373 799963.72 799963.72 0.0106 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 2026-07-01 2026-10-13 2026-10-13 N N N 0.0374 934978.90 934978.90 0.0124 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 0.0368 758207.80 758207.80 0.0100 N N N N Federal Farm Credit Banks Funding Corp. 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Federal Home Loan Mortgage Corp. 3.70000080 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-08 2027-01-08 N N N 0.0375 900179.31 900179.31 0.0119 N N N 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 0.0362 798245.70 798245.70 0.0106 N Y 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 0.0366 1621028.99 1621028.99 0.0215 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 2026-07-01 2026-10-21 2026-10-21 N N N 0.0374 1000145.26 1000145.26 0.0132 N N N 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 2026-07-01 2026-10-16 2026-10-16 N N N 0.0378 950180.99 950180.99 0.0126 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 2026-07-01 2026-10-05 2026-10-05 N N N 0.0373 1049980.93 1049980.93 0.0139 N N N 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 0.0364 824333.31 824333.31 0.0109 N Y Y 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 0.0355 799839.55 799839.55 0.0106 N N 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 0.0367 738932.97 738932.97 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0376 368579.06 368579.06 0.0049 N Y Y 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 0.0355 1197954.34 1197954.34 0.0158 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.65000000 N/A MBNUM2BPBDO7JBLYG310 ZS40V14 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 232324.61 235332.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 337561.15 339348.22 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AARW6 2048-01-20 4 N/A 90144.75 18939.70 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125 N/A 1950251.37 1954307.06 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A2TX4 2039-05-15 4.5 N/A 50424.46 327.62 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 80520.24 63982.09 U.S. Treasuries (including strips) Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200XG78 2031-11-15 6 N/A 61219.08 392.40 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2561401.17 2561401.17 0.0339 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.65000000 N/A FOR8UP27PHTHYVLBNG30 ZS40TSW U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2 N/A 13972102.00 8196721.47 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 8036000.00 8036000.00 0.1063 N Y Y 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 0.0363 820219.13 820219.13 0.0109 N N Y 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 2026-07-01 2028-02-17 2028-02-17 N N N 0.0379 799980.58 799980.58 0.0106 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 0.0368 783173.45 783173.45 0.0104 N N N 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 0.0361 798966.65 798966.65 0.0106 N Y Y N Banc of America Securities LLC Banc of America Securities LLC 3.65000000 N/A 549300HN4UKV1E2R3U73 ZS40V15 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFK5 2053-08-20 5 N/A 57732.14 45592.73 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TT96 2048-03-20 3 N/A 3290.91 410.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V9GP1 2056-04-20 6 N/A 5767.15 6033.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VVV34 2056-06-20 6 N/A 11678.62 12062.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M5R49 2053-07-01 6.5 N/A 2104.91 1559.53 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.5 N/A 24255.30 25482.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6 N/A 35713.38 19942.86 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3 N/A 2459.19 1406.57 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MX2E8 2056-06-20 5.5 N/A 188012.28 194462.52 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MXX53 2056-06-20 5.5 N/A 81017.13 82826.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.5 N/A 33866.95 2366.13 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QS51 2029-11-20 3 N/A 21382.17 650.43 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MH2Q6 2056-01-20 5.5 N/A 2364.08 2404.81 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TP4 2053-01-20 6 N/A 327428.20 237669.54 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPUR5 2056-06-20 5.5 N/A 22124.57 22619.51 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACZ94 2052-07-20 4.5 N/A 170961.84 129478.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARNT4 2040-11-20 4 N/A 3181.84 314.12 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183W6J6 2045-01-20 3.5 N/A 3521.97 428.32 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VG5X0 2056-04-20 5 N/A 274378.85 273066.09 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VTNS3 2056-05-20 5.5 N/A 56194.94 56642.59 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VPUQ7 2056-06-20 5.5 N/A 26210.66 26797.03 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3 N/A 6289.19 673.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XEH5 2037-05-20 2.5 N/A 8736.67 6129.08 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MPDR4 2056-04-20 5.5 N/A 266750.86 269333.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31426KQG4 2055-04-01 7 N/A 11465.94 6899.18 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618MGTW6 2056-04-20 5.5 N/A 16200.62 16490.80 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NDR6 2043-05-20 3.5 N/A 26211.98 2456.83 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 30340.16 19815.48 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W1D47 2056-06-20 5.5 N/A 16148.07 16509.23 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618VCLY9 2056-04-20 5.5 N/A 12855.90 13131.72 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6 N/A 1252124.08 655444.90 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.5 N/A 10423.26 1183.88 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618W2FD3 2056-06-20 5 N/A 12521.21 12490.21 Agency Mortgage-Backed Securities Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618V6BQ0 2056-02-20 5 N/A 24669.16 24516.82 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2144404.90 2144404.90 0.0284 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 0.0363 847102.48 847102.48 0.0112 N Y Y 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 2026-07-01 2027-03-16 2027-03-16 N N N 0.0377 899938.25 899938.25 0.0119 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0382 760464.44 760464.44 0.0101 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 0.0367 788815.46 788815.46 0.0104 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 0.0363 795532.78 795532.78 0.0105 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0367 727666.91 727666.91 0.0096 N Y Y N Putnam Variable Trust 2026-07-07 /s/Jeff White Jeff White Vice President