N-MFP2 0000822671 XXXXXXXX 2019-09-30 0000822671 S000003882 2 N N 033-17486 Putnam Investment Management, LLC 801-07974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA Not Applicable Putnam Investor Services, Inc. 0001448300 084-06331 N N N Exempt Government N 22 97 72348606.14 72746196.67 71135503.10 70521158.87 0.00 75294066.03 76439896.26 74830315.72 75163327.45 0.00 0.7777 0.7818 0.7710 0.7641 0.0000 0.8094 0.8215 0.8110 0.8144 0.0000 8771.21 88576890.22 88581447.69 170099.06 553228.55 88207089.41 88210998.9800 1.0000 0.0225 0.9999 0.9999 0.9999 0.9999 C000010859 500.00 45642189.95 45643967.9000 0.9999 0.9999 0.9999 0.9999 736968.81 724849.18 74442.75 192252.10 213467.63 97661.72 326827.82 1235697.59 1351707.01 2250460.59 0.0157 N C000010860 500.00 42564899.46 42567031.0800 0.9999 0.9999 0.9999 0.9999 47252.71 72518.10 234119.46 125790.57 4831.82 195118.60 49845.31 155733.09 336049.30 549160.36 0.0132 N FHLMC FREDDIE MAC 01.3750 05/01/2020 3137EADR7 US3137EADR73 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0184 398823.50 398823.50 0.0045 N N N N N/A FNMA FANNIE MAE 01.5000 06/22/2020 3135G0D75 US3135G0D751 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-06-22 2020-06-22 2020-06-22 N N N 0.0180 897491.63 897491.63 0.0102 N N N N N/A FNMA FANNIE MAE 01.0000 10/24/2019 3135G0R39 US3135G0R397 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-24 2019-10-24 2019-10-24 N N N 0.0256 1349187.02 1349187.02 0.0153 N N Y N N/A FHLMC FREDDIE MAC 01.6250 10/25/2019 3134GBHT2 US3134GBHT28 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-25 2019-10-25 2019-10-25 N N N 0.0256 1349752.33 1349752.33 0.0153 N N Y N N/A FHLB FEDERAL HOME LOAN BANK 01.5000 10/21/2019 3130ACM92 US3130ACM925 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-21 2019-10-21 2019-10-21 N N N 0.0256 1349745.21 1349745.21 0.0153 N N Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.8816 04/30/2020 9128284K3 US9128284K35 U.S. Treasury Debt Y 2019-10-01 2020-04-30 2020-04-30 N N N 0.0195 999312.99 999312.99 0.0113 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.8916 07/31/2020 912828Y53 US912828Y537 U.S. Treasury Debt Y 2019-10-01 2020-07-31 2020-07-31 N N N 0.0196 998986.29 998986.29 0.0113 N Y Y N N/A FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS 313312PU8 GDC 11/27/2019 313312PU8 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-11-27 2019-11-27 2019-11-27 N N N 0.0271 299107.00 299107.00 0.0034 N N Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 12/05/2019 912796RN1 US912796RN16 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-12-05 2019-12-05 2019-12-05 N N N 0.0195 847260.26 847260.26 0.0096 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.8936 10/31/2020 9128285H9 US9128285H96 U.S. Treasury Debt Y 2019-10-01 2020-10-31 2020-10-31 N N N 0.0196 898581.98 898581.98 0.0102 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.9636 01/31/2021 9128285Y2 US9128285Y20 U.S. Treasury Debt Y 2019-10-01 2021-01-31 2021-01-31 N N N 0.0203 898798.18 898798.18 0.0102 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 01/30/2020 912796RY7 US912796RY70 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0195 844914.64 844914.64 0.0096 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 03/26/2020 912796SH3 US912796SH39 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0188 842571.53 842571.53 0.0096 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.9876 04/30/2021 9128286Q8 US9128286Q86 U.S. Treasury Debt Y 2019-10-01 2021-04-30 2021-04-30 N N N 0.0205 898597.90 898597.90 0.0102 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 11/21/2019 912796ST7 US912796ST76 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-11-21 2019-11-21 2019-11-21 N N N 0.0196 847839.73 847839.73 0.0096 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 11/29/2019 912796SU4 US912796SU40 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-11-29 2019-11-29 2019-11-29 N N N 0.0199 847475.08 847475.08 0.0096 N Y Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PM5 GDC 11/20/2019 313384PM5 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-11-20 2019-11-20 2019-11-20 N N N 0.0219 1196866.67 1196866.67 0.0136 N N Y N N/A FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396PD9 GDC 11/12/2019 313396PD9 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-11-12 2019-11-12 2019-11-12 N N N 0.0217 748355.00 748355.00 0.0085 N N Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 12/12/2019 912796SW0 US912796SW06 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0195 846979.67 846979.67 0.0096 N Y Y N N/A FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 01.9971 10/09/2020 3133EJF20 US3133EJF201 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-09 2020-10-09 2020-10-09 N N N 0.0200 1148291.93 1148291.93 0.0130 N N N N N/A FHLB FEDERAL HOME LOAN BANK 02.1220 01/16/2020 3130AFQK6 US3130AFQK63 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-16 2020-01-16 2020-01-16 N N N 0.0212 1149834.60 1149834.60 0.0130 N N N N N/A FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 02.0770 10/19/2020 3133EJ3H0 US3133EJ3H03 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-19 2020-10-19 2020-10-19 N N N 0.0208 849257.36 849257.36 0.0096 N N N N N/A FHLMC FREDDIE MAC 01.8500 08/21/2020 3134GTPW7 US3134GTPW72 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-01 2020-08-21 2020-08-21 N N N 0.0188 850203.10 850203.10 0.0096 N N N N N/A FNMA FANNIE MAE 01.8950 10/30/2020 3135G0V67 US3135G0V670 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-01 2020-10-30 2020-10-30 N N N 0.0193 849949.31 849949.31 0.0096 N N N N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 01/16/2020 912796TB5 US912796TB59 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0209 845479.45 845479.45 0.0096 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 01/23/2020 912796TC3 US912796TC33 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0209 845172.49 845172.49 0.0096 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 02.0686 07/31/2021 9128287G9 US9128287G95 U.S. Treasury Debt Y 2019-10-01 2021-07-31 2021-07-31 N N N 0.0213 1748469.22 1748469.22 0.0198 N Y Y N N/A FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 02.0715 02/01/2021 3133EKYG5 US3133EKYG57 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-01 2021-02-01 2021-02-01 N N N 0.0214 849061.62 849061.62 0.0096 N N N N N/A FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 02.0595 12/11/2020 3133EH2J1 US3133EH2J14 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-11 2020-12-11 2020-12-11 N N N 0.0206 848939.80 848939.80 0.0096 N N N N N/A FHLB FEDERAL HOME LOAN BANK 02.1940 09/28/2020 3130A9FR7 US3130A9FR77 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-28 2020-09-28 2020-09-28 N N N 0.0219 851031.33 851031.33 0.0096 N N N N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 02/06/2020 912796TE9 US912796TE98 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0198 844582.67 844582.67 0.0096 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 02/13/2020 912796TF6 US912796TF63 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0196 943676.56 943676.56 0.0107 N Y Y N N/A FHLMC FREDDIE MAC 01.8500 02/19/2021 3134GT3A9 US3134GT3A93 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-01 2021-02-19 2021-02-19 N N N 0.0188 850112.45 850112.45 0.0096 N N N N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 02/20/2020 912796TG4 US912796TG47 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0190 843998.52 843998.52 0.0096 N Y Y N N/A FHLMC FREDDIE MAC 01.8500 06/04/2020 3134GT5J8 US3134GT5J84 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-01 2020-06-04 2020-06-04 N N N 0.0188 850053.33 850053.33 0.0096 N N N N N/A FHLMC FREDDIE MAC 01.8600 09/10/2020 3134GT6K4 US3134GT6K49 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-01 2020-09-10 2020-09-10 N N N 0.0189 850076.46 850076.46 0.0096 N N N N N/A FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANK 02.0184 09/25/2020 3133EHZK2 US3133EHZK22 U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-10-25 2020-09-25 2020-09-25 N N N 0.0202 499517.58 499517.58 0.0057 N N N N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 03/05/2020 912796TH2 US912796TH20 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0190 843434.46 843434.46 0.0096 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 03/12/2020 912796TK5 US912796TK58 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0191 843101.37 843101.37 0.0096 N Y Y N N/A HSBC SECURITIES (USA), INC. REPO TRIPA MORTG 2.37 10/01/2019 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2041-12-01 3.5000% 2287199.30 455768.00 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.0000% 350397.59 215556.29 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.0000% 388332.80 185972.92 Agency Mortgage-Backed Securities FNMA 2046-12-01 4.0000% 65895.04 54627.11 Agency Mortgage-Backed Securities FNMA 2046-07-01 3.5000% 124719.71 84279.97 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.0000% 56243.97 46892.08 Agency Mortgage-Backed Securities FNMA 2037-02-01 3.5000% 454649.51 348163.02 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.0000% 706538.97 559548.29 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.5000% 390942.77 394062.80 Agency Mortgage-Backed Securities FNMA 2048-02-01 3.5000% 1599859.81 1545580.50 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.5000% 154073.99 155044.27 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.0000% 840631.08 752712.83 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.0000% 246045.58 217502.51 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.0000% 236354.44 222642.84 Agency Mortgage-Backed Securities FNMA 2030-11-01 3.8600% 226478.49 259764.14 Agency Mortgage-Backed Securities FNMA 2038-10-01 4.3600% 46658.87 52931.69 Agency Mortgage-Backed Securities FNMA 2044-01-01 4.7500% 45743.99 55251.68 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.0000% 117973.75 113880.31 Agency Mortgage-Backed Securities FNMA 2030-03-01 3.0000% 716331.12 667794.99 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.0000% 3824706.94 3638214.68 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.5000% 2484851.57 2486132.37 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.0000% 1007282.65 1072523.93 Agency Mortgage-Backed Securities FNMA 2034-08-01 3.5000% 241701.36 253019.81 Agency Mortgage-Backed Securities FNMA 2034-08-01 4.0000% 672586.69 711869.65 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 1554700.97 1580595.56 Agency Mortgage-Backed Securities FNMA 2034-07-01 4.0000% 727666.84 771069.33 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.5000% 1706003.43 689357.73 Agency Mortgage-Backed Securities FNMA 2025-04-01 5.0000% 267372.89 43601.69 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.5000% 4328959.40 318820.86 Agency Mortgage-Backed Securities Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 17600000.00 17600000.00 0.1995 N Y Y N N/A BofA Securities, Inc. REPO TRIPA MORTG 2.3 10/01/2019 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-09-01 3.0000% 17870593.38 18168240.03 Agency Mortgage-Backed Securities Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0230 17812000.00 17812000.00 0.2019 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 2.35 10/01/2019 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2035-01-01 5.5000% 46717.78 1253.80 Agency Mortgage-Backed Securities FMAC 2032-08-01 6.5000% 35701.34 1796.19 Agency Mortgage-Backed Securities FMAC 2036-11-01 6.5000% 12494.22 950.69 Agency Mortgage-Backed Securities FMAC 2032-11-01 3.0000% 7139.55 2405.01 Agency Mortgage-Backed Securities FMAC 2037-01-01 5.0000% 118124.35 3015.65 Agency Mortgage-Backed Securities FMAC 2037-07-01 7.0000% 10556.40 1437.11 Agency Mortgage-Backed Securities FMAC 2038-02-01 5.5000% 9232.87 1169.16 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 49754.09 1074.09 Agency Mortgage-Backed Securities FMAC 2038-05-01 6.0000% 26226.65 1865.71 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.5000% 48756.09 4008.53 Agency Mortgage-Backed Securities FMAC 2038-02-01 5.1530% 1367182.88 56524.80 Agency Mortgage-Backed Securities FMAC 2034-12-01 5.5000% 19633.77 2162.16 Agency Mortgage-Backed Securities FMAC 2036-12-01 5.5000% 121579.96 1482.67 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.5000% 32127.99 1786.46 Agency Mortgage-Backed Securities FMAC 2037-11-01 6.5000% 153500.41 3484.82 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 26917.62 1168.07 Agency Mortgage-Backed Securities FMAC 2038-01-01 5.5000% 51200.67 1156.19 Agency Mortgage-Backed Securities FMAC 2038-03-01 5.5000% 29926.90 963.43 Agency Mortgage-Backed Securities FMAC 2038-06-01 6.0000% 39660.22 1000.55 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 34932.55 1030.76 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.5000% 9885.57 1751.76 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.5000% 4712.11 1024.52 Agency Mortgage-Backed Securities FMAC 2039-10-01 4.5000% 30375.98 3145.85 Agency Mortgage-Backed Securities FMAC 2039-11-01 4.5000% 142791.08 11221.70 Agency Mortgage-Backed Securities FMAC 2039-11-01 5.0000% 75504.25 10689.84 Agency Mortgage-Backed Securities FMAC 2041-12-01 4.0000% 203860.25 73667.55 Agency Mortgage-Backed Securities FMAC 2038-09-01 6.5000% 28593.91 1516.89 Agency Mortgage-Backed Securities FMAC 2039-11-01 6.0000% 28558.22 1689.05 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 24131.69 4555.92 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 14693.45 4114.07 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.5000% 8456.73 1260.86 Agency Mortgage-Backed Securities FMAC 2039-12-01 6.0000% 8924.44 2831.73 Agency Mortgage-Backed Securities FMAC 2030-12-01 3.5000% 47656.52 24569.84 Agency Mortgage-Backed Securities FMAC 2031-08-01 3.0000% 6247.11 3834.10 Agency Mortgage-Backed Securities FMAC 2031-04-01 2.5000% 2070.47 1409.05 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.5000% 107093.31 5114.31 Agency Mortgage-Backed Securities FMAC 2037-01-01 6.5000% 34315.44 1094.12 Agency Mortgage-Backed Securities FMAC 2037-04-01 6.0000% 41322.74 1084.39 Agency Mortgage-Backed Securities FMAC 2038-06-01 5.5000% 29213.77 961.50 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.5000% 21707.67 1424.43 Agency Mortgage-Backed Securities FMAC 2039-10-01 4.5000% 16554.52 1761.60 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 6925.37 1101.74 Agency Mortgage-Backed Securities FMAC 2032-03-01 2.0000% 4345.24 3186.74 Agency Mortgage-Backed Securities FMAC 2032-12-01 3.0000% 3569.78 2842.69 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.0000% 316737.92 263281.74 Agency Mortgage-Backed Securities FMAC 2033-06-01 3.5000% 3534.08 2894.94 Agency Mortgage-Backed Securities FMAC 2034-04-01 3.0000% 19089.95 17594.94 Agency Mortgage-Backed Securities FMAC 2033-11-01 3.5000% 12494.22 10643.05 Agency Mortgage-Backed Securities FMAC 2034-06-01 3.0000% 190833.53 185839.61 Agency Mortgage-Backed Securities FMAC 2037-05-01 5.5000% 48548.97 1228.15 Agency Mortgage-Backed Securities FMAC 2030-07-01 5.0000% 26022.89 2953.02 Agency Mortgage-Backed Securities FMAC 2032-03-01 4.5000% 10894.96 1976.42 Agency Mortgage-Backed Securities FMAC 2033-01-01 3.0000% 19990.75 8487.47 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 26987.51 894.99 Agency Mortgage-Backed Securities FMAC 2038-09-01 6.5000% 37482.66 2394.50 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 38146.99 1181.11 Agency Mortgage-Backed Securities FMAC 2038-08-01 5.5000% 8933.19 1014.68 Agency Mortgage-Backed Securities FMAC 2038-09-01 6.5000% 35697.77 2465.22 Agency Mortgage-Backed Securities FMAC 2038-09-01 5.5000% 32552.44 1159.99 Agency Mortgage-Backed Securities FMAC 2038-10-01 5.5000% 12315.73 952.22 Agency Mortgage-Backed Securities FMAC 2038-11-01 5.5000% 44441.80 2307.40 Agency Mortgage-Backed Securities FMAC 2036-11-01 6.5000% 35697.77 1690.14 Agency Mortgage-Backed Securities FMAC 2034-06-01 6.5000% 38460.60 957.60 Agency Mortgage-Backed Securities FMAC 2040-05-01 4.5000% 13243.87 1449.57 Agency Mortgage-Backed Securities FMAC 2039-05-01 4.5000% 19393.71 1045.09 Agency Mortgage-Backed Securities FMAC 2039-05-01 5.5000% 11437.53 976.37 Agency Mortgage-Backed Securities FMAC 2039-04-01 5.0000% 4653130.67 113929.98 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.5000% 12851.20 2324.25 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.0000% 10709.33 1283.71 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.5000% 22122.48 1280.87 Agency Mortgage-Backed Securities FMAC 2039-08-01 4.0000% 10342.29 1403.03 Agency Mortgage-Backed Securities FMAC 2039-09-01 4.5000% 10538.98 1196.97 Agency Mortgage-Backed Securities FMAC 2039-09-01 6.0000% 18178.16 2211.64 Agency Mortgage-Backed Securities FMAC 2039-09-01 5.5000% 10709.33 1461.57 Agency Mortgage-Backed Securities FMAC 2039-11-01 6.0000% 17865.56 1707.16 Agency Mortgage-Backed Securities FMAC 2039-11-01 4.5000% 13636.55 1084.87 Agency Mortgage-Backed Securities FMAC 2039-10-01 4.5000% 14564.69 1423.71 Agency Mortgage-Backed Securities FMAC 2039-09-01 5.0000% 42611.64 6922.47 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.5000% 19455.28 2428.65 Agency Mortgage-Backed Securities FMAC 2040-05-01 5.0000% 25231.65 4855.49 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 31057.06 2427.10 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.0000% 157718.92 73794.14 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 9269.21 2811.08 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 8924.41 2089.66 Agency Mortgage-Backed Securities FMAC 2040-12-01 5.0000% 17848.88 3303.01 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.5000% 9995.38 3067.21 Agency Mortgage-Backed Securities FMAC 2040-12-01 4.0000% 13922.13 2417.48 Agency Mortgage-Backed Securities FMAC 2041-01-01 5.0000% 38553.59 9953.01 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.0000% 18118.40 2878.72 Agency Mortgage-Backed Securities FMAC 2041-02-01 5.5000% 26773.33 4077.06 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 5104.78 1253.76 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.0000% 16327.70 3436.76 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 9094.01 1357.36 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.5000% 14279.11 2002.67 Agency Mortgage-Backed Securities FMAC 2033-08-01 5.5000% 39624.52 1612.20 Agency Mortgage-Backed Securities FMAC 2033-10-01 5.0000% 387032.33 24198.12 Agency Mortgage-Backed Securities FMAC 2034-04-01 5.0000% 63707.99 3445.53 Agency Mortgage-Backed Securities FMAC 2031-09-01 6.5000% 27038.31 1475.08 Agency Mortgage-Backed Securities FMAC 2032-07-01 6.5000% 19697.53 1693.87 Agency Mortgage-Backed Securities FMAC 2032-11-01 6.0000% 30305.84 3845.96 Agency Mortgage-Backed Securities FMAC 2034-01-01 5.5000% 16777.95 1059.25 Agency Mortgage-Backed Securities FMAC 2034-11-01 5.5000% 17848.88 1041.97 Agency Mortgage-Backed Securities FMAC 2035-03-01 5.5000% 53546.65 910.42 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 21418.66 892.46 Agency Mortgage-Backed Securities FMAC 2031-06-01 8.0000% 84180.37 3619.46 Agency Mortgage-Backed Securities FMAC 2031-08-01 8.0000% 22162.32 1219.97 Agency Mortgage-Backed Securities FMAC 2031-10-01 6.5000% 36768.70 1209.39 Agency Mortgage-Backed Securities FMAC 2037-07-01 6.5000% 42837.32 1064.16 Agency Mortgage-Backed Securities FMAC 2033-06-01 5.5000% 35774.34 5683.50 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.5000% 81385.67 7029.37 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.0000% 45407.56 7233.45 Agency Mortgage-Backed Securities FMAC 2040-08-01 4.5000% 93891.85 9477.97 Agency Mortgage-Backed Securities FMAC 2032-11-01 3.0000% 35697.77 28369.53 Agency Mortgage-Backed Securities FMAC 2032-05-01 3.0000% 44622.21 31553.38 Agency Mortgage-Backed Securities FMAC 2032-12-01 3.0000% 3680.69 2929.45 Agency Mortgage-Backed Securities FMAC 2035-07-01 3.5000% 54974.57 30522.80 Agency Mortgage-Backed Securities FMAC 2034-02-01 3.5000% 21965.87 18502.61 Agency Mortgage-Backed Securities FMAC 2034-01-01 3.5000% 4220.83 3487.80 Agency Mortgage-Backed Securities FMAC 2034-09-01 2.5000% 283210.75 286106.27 Agency Mortgage-Backed Securities FMAC 2034-09-01 4.0000% 4551.47 4779.69 Agency Mortgage-Backed Securities FMAC 2032-10-01 3.5000% 4105.24 1203.31 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 5928.79 917.79 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 8752.06 1311.42 Agency Mortgage-Backed Securities FMAC 2041-11-01 4.0000% 6604.09 1929.90 Agency Mortgage-Backed Securities FMAC 2041-11-01 4.0000% 6425.60 1780.45 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.0000% 17848.88 6718.89 Agency Mortgage-Backed Securities FMAC 2032-01-01 4.5000% 6961.07 3106.08 Agency Mortgage-Backed Securities FMAC 2037-07-01 3.0000% 123294.38 98690.05 Agency Mortgage-Backed Securities FMAC 2035-11-01 4.0000% 1285.12 1099.63 Agency Mortgage-Backed Securities FMAC 2031-09-01 5.0000% 11489.15 9199.38 Agency Mortgage-Backed Securities FMAC 2031-09-01 5.0000% 21274.84 18646.62 Agency Mortgage-Backed Securities FMAC 2039-12-01 5.5000% 10250.79 3585.56 Agency Mortgage-Backed Securities FMAC 2041-05-01 5.0000% 214186.62 160196.12 Agency Mortgage-Backed Securities FMAC 2040-07-01 6.0000% 3391.29 3236.33 Agency Mortgage-Backed Securities FMAC 2034-08-01 3.0000% 552859.07 563428.78 Agency Mortgage-Backed Securities FMAC 2034-09-01 2.5000% 220806.45 223747.34 Agency Mortgage-Backed Securities FMAC 2039-09-01 2.5000% 71395.54 71653.56 Agency Mortgage-Backed Securities FMAC 2030-12-01 3.7890% 307720.27 941.07 Agency Mortgage-Backed Securities FNMA 2031-05-01 7.0000% 378502.85 8978.13 Agency Mortgage-Backed Securities FNMA 2033-03-01 6.0000% 1171712.71 12358.62 Agency Mortgage-Backed Securities FNMA 2033-08-01 5.0000% 137059.62 3688.44 Agency Mortgage-Backed Securities FNMA 2030-10-01 7.0000% 355465.22 5453.68 Agency Mortgage-Backed Securities FNMA 2031-12-01 6.0000% 35030.69 1000.20 Agency Mortgage-Backed Securities FNMA 2031-03-01 5.0000% 37599.10 9991.88 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.5000% 12208.64 2818.62 Agency Mortgage-Backed Securities FNMA 2041-10-01 5.0000% 41651.80 10829.19 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.0000% 28962.31 8281.75 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.0000% 42837.32 16615.71 Agency Mortgage-Backed Securities FNMA 2041-06-01 4.5000% 6318.51 1233.76 Agency Mortgage-Backed Securities FNMA 2041-12-01 4.5000% 168957.54 34306.54 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 18693.60 3840.68 Agency Mortgage-Backed Securities FNMA 2040-03-01 5.5000% 931791.75 394966.06 Agency Mortgage-Backed Securities FNMA 2030-06-01 2.5000% 17848.88 9177.86 Agency Mortgage-Backed Securities FNMA 2031-01-01 3.5000% 15707.02 9233.26 Agency Mortgage-Backed Securities FNMA 2030-04-01 5.5000% 37833.21 13417.18 Agency Mortgage-Backed Securities FNMA 2031-12-01 3.0000% 187842.63 120062.26 Agency Mortgage-Backed Securities FNMA 2031-07-01 3.5000% 52725.32 31411.10 Agency Mortgage-Backed Securities FNMA 2031-03-01 4.0000% 2891.52 1443.75 Agency Mortgage-Backed Securities FNMA 2031-12-01 3.0000% 38732.08 26599.75 Agency Mortgage-Backed Securities FNMA 2035-12-01 3.5000% 53544.94 50677.11 Agency Mortgage-Backed Securities FNMA 2033-12-01 3.6300% 35697.77 38696.89 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.0300% 11601.78 12456.02 Agency Mortgage-Backed Securities FNMA 2029-09-01 3.0600% 13437.18 14468.25 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.9200% 285582.16 304044.54 Agency Mortgage-Backed Securities FNMA 2033-05-01 3.6800% 31231.55 35560.41 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.7100% 58008.88 65368.79 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.5000% 8745.95 3391.06 Agency Mortgage-Backed Securities FNMA 2040-06-01 3.0000% 23203.55 16382.02 Agency Mortgage-Backed Securities FNMA 2030-11-01 2.5000% 24502.02 13575.31 Agency Mortgage-Backed Securities FNMA 2031-03-01 3.0000% 74072.87 41230.12 Agency Mortgage-Backed Securities FNMA 2031-04-01 3.5000% 21418.66 12489.36 Agency Mortgage-Backed Securities FNMA 2031-04-01 3.5000% 20667.26 11128.51 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.5000% 1839.86 1276.01 Agency Mortgage-Backed Securities FNMA 2031-07-01 2.5000% 1825.37 1183.63 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.5000% 2510.77 1688.71 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.5000% 3234.40 2130.46 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.5000% 1948.53 1329.69 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.5000% 1482.85 1005.57 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.0000% 1499.31 1071.15 Agency Mortgage-Backed Securities FNMA 2041-06-01 5.0000% 49788.79 27513.58 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.5000% 77011.30 53882.28 Agency Mortgage-Backed Securities FNMA 2030-05-01 3.5000% 38872.59 20536.31 Agency Mortgage-Backed Securities FNMA 2029-10-01 3.5000% 38269.58 19077.30 Agency Mortgage-Backed Securities FNMA 2029-10-01 3.0000% 50668.49 23872.67 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.0000% 37962.86 14785.67 Agency Mortgage-Backed Securities FNMA 2030-10-01 3.5000% 37244.77 25740.56 Agency Mortgage-Backed Securities FNMA 2030-04-01 2.5000% 28950.89 15393.45 Agency Mortgage-Backed Securities FNMA 2031-04-01 4.0000% 38182.08 20608.14 Agency Mortgage-Backed Securities FNMA 2031-03-01 3.5000% 37449.32 26110.27 Agency Mortgage-Backed Securities FNMA 2031-06-01 4.0000% 37901.50 19862.35 Agency Mortgage-Backed Securities FNMA 2031-05-01 4.0000% 41119.94 29024.36 Agency Mortgage-Backed Securities FNMA 2033-02-01 6.0000% 536488.57 3463.06 Agency Mortgage-Backed Securities FNMA 2035-01-01 5.5000% 2711959.56 82527.78 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.5000% 164209.74 3598.12 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.0000% 81943.05 3003.35 Agency Mortgage-Backed Securities FNMA 2035-02-01 5.5000% 187413.29 8721.23 Agency Mortgage-Backed Securities FNMA 2031-01-01 3.5000% 34589.53 15882.41 Agency Mortgage-Backed Securities FNMA 2031-04-01 3.0000% 18741.33 12311.06 Agency Mortgage-Backed Securities FNMA 2031-07-01 3.5000% 38048.93 25057.46 Agency Mortgage-Backed Securities FNMA 2032-03-01 4.0000% 65897.48 51356.50 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.5000% 2738.95 1915.68 Agency Mortgage-Backed Securities FNMA 2032-04-01 2.5000% 14489.51 11279.08 Agency Mortgage-Backed Securities FNMA 2032-04-01 3.0000% 73650.46 52282.50 Agency Mortgage-Backed Securities FNMA 2033-01-01 3.0000% 7859.40 6433.67 Agency Mortgage-Backed Securities FNMA 2033-05-01 3.5000% 51160.15 46882.08 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.2000% 140399.33 165460.66 Agency Mortgage-Backed Securities FNMA 2030-11-01 3.8200% 48191.99 55149.81 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.8000% 524935.70 591355.88 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.4000% 69898.23 82025.63 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.0000% 561740.10 649990.72 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.0000% 634752.75 734462.39 Agency Mortgage-Backed Securities FNMA 2034-01-01 4.1300% 74037.17 86992.64 Agency Mortgage-Backed Securities FNMA 2031-06-01 3.2600% 26151.33 28537.80 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.6900% 385178.94 402313.21 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.9200% 1062294.23 1112249.92 Agency Mortgage-Backed Securities FNMA 2027-09-01 2.6700% 39267.55 40691.58 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.1400% 581338.18 580698.64 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.6400% 819406.61 851723.73 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.6400% 918325.13 954543.56 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.6400% 709884.99 737882.62 Agency Mortgage-Backed Securities FNMA 2030-07-01 3.5000% 766708.45 495273.68 Agency Mortgage-Backed Securities FNMA 2032-05-01 3.5000% 2677.33 2108.62 Agency Mortgage-Backed Securities FNMA 2032-03-01 2.5000% 10827.38 8004.78 Agency Mortgage-Backed Securities FNMA 2032-06-01 3.0000% 60686.21 41005.22 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.5000% 1856.28 1396.96 Agency Mortgage-Backed Securities FNMA 2032-08-01 2.5000% 2391.75 1912.41 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.0000% 1927.68 1457.34 Agency Mortgage-Backed Securities FNMA 2032-03-01 2.0000% 2820.12 2185.08 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.5000% 4355.13 3700.71 Agency Mortgage-Backed Securities FNMA 2038-01-01 3.0000% 4533.62 3904.37 Agency Mortgage-Backed Securities FNMA 2038-08-01 4.0000% 24988.44 23587.22 Agency Mortgage-Backed Securities FNMA 2041-07-01 6.0000% 3891.06 3813.07 Agency Mortgage-Backed Securities FNMA 2031-04-01 3.5000% 182058.63 128521.95 Agency Mortgage-Backed Securities FNMA 2033-02-01 2.5000% 4890.59 3890.61 Agency Mortgage-Backed Securities FNMA 2032-06-01 2.5000% 90886.52 76714.26 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.5000% 335737.52 278366.29 Agency Mortgage-Backed Securities FNMA 2038-04-01 4.0000% 27130.30 24814.41 Agency Mortgage-Backed Securities FNMA 2028-08-01 3.7010% 536361.56 592336.91 Agency Mortgage-Backed Securities FNMA 2032-03-01 3.5000% 185628.40 156668.79 Agency Mortgage-Backed Securities FNMA 2033-09-01 4.0000% 47085.36 44665.93 Agency Mortgage-Backed Securities FNMA 2038-11-01 4.5000% 1642.10 1553.09 Agency Mortgage-Backed Securities FNMA 2029-09-01 6.0000% 999.07 910.31 Agency Mortgage-Backed Securities FNMA 2034-08-01 3.0000% 49705.68 50585.13 Agency Mortgage-Backed Securities FNMA 2034-09-01 2.5000% 150123.15 152012.13 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.0000% 45442.76 46875.87 Agency Mortgage-Backed Securities FNMA 2034-09-01 2.5000% 43988.93 44636.05 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.0000% 39688.57 40830.00 Agency Mortgage-Backed Securities FNMA 2032-11-01 2.5000% 338915.73 274065.77 Agency Mortgage-Backed Securities FNMA 2038-03-01 4.0000% 431907.21 398438.82 Agency Mortgage-Backed Securities FNMA 2033-11-01 3.0000% 3569.78 3210.04 Agency Mortgage-Backed Securities FNMA 2039-01-01 4.5000% 30978.31 30747.90 Agency Mortgage-Backed Securities FNMA 2039-01-01 4.5000% 25912.98 25779.38 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.0000% 46442.80 46881.77 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.0000% 48798.85 48971.06 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.0000% 4890.59 4753.41 Agency Mortgage-Backed Securities FNMA 2034-04-01 4.0000% 65683.90 66273.22 Agency Mortgage-Backed Securities FNMA 2039-08-01 4.0000% 160366.66 171654.11 Agency Mortgage-Backed Securities FNMA 2039-08-01 4.5000% 109511.33 118134.77 Agency Mortgage-Backed Securities FNMA 2034-08-01 4.0000% 87646.02 91671.92 Agency Mortgage-Backed Securities FNMA 2034-08-01 4.0000% 581671.74 615632.63 Agency Mortgage-Backed Securities FNMA 2034-08-01 4.5000% 195054.04 209412.59 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.5000% 186374.56 193353.06 Agency Mortgage-Backed Securities FNMA 2034-09-01 4.0000% 216391.81 230450.19 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.5000% 77222.09 82243.54 Agency Mortgage-Backed Securities FNMA 2036-06-01 7.0000% 157647.38 11105.23 Agency Mortgage-Backed Securities FNMA 2037-07-01 6.5000% 412427.86 7406.21 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.5000% 41683.18 893.75 Agency Mortgage-Backed Securities FNMA 2038-08-01 5.5000% 41847.42 2941.00 Agency Mortgage-Backed Securities FNMA 2033-05-01 4.0000% 1927.68 1675.29 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.0000% 3212.80 2846.84 Agency Mortgage-Backed Securities FNMA 2036-12-01 6.0000% 179646.49 6991.11 Agency Mortgage-Backed Securities FNMA 2036-12-01 5.0000% 221282.66 5556.80 Agency Mortgage-Backed Securities FNMA 2037-01-01 6.0000% 559825.10 7450.31 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.5000% 53374.95 2611.76 Agency Mortgage-Backed Securities FNMA 2038-03-01 5.5000% 50690.83 2955.65 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.0000% 24239.29 1551.75 Agency Mortgage-Backed Securities FNMA 2037-07-01 5.0000% 20561.92 1402.58 Agency Mortgage-Backed Securities FNMA 2039-06-01 4.5000% 18420.05 958.13 Agency Mortgage-Backed Securities FNMA 2034-12-01 4.5000% 830972.68 45260.10 Agency Mortgage-Backed Securities FNMA 2030-11-01 4.0000% 112590.80 17880.50 Agency Mortgage-Backed Securities FNMA 2040-08-01 4.5000% 11994.49 1207.03 Agency Mortgage-Backed Securities FNMA 2041-04-01 5.5000% 9065.20 1998.54 Agency Mortgage-Backed Securities FNMA 2041-08-01 4.5000% 10066.77 1365.59 Agency Mortgage-Backed Securities FNMA 2032-10-01 3.0000% 35697.77 15167.77 Agency Mortgage-Backed Securities FNMA 2039-09-01 4.5000% 26344.95 3731.54 Agency Mortgage-Backed Securities FNMA 2040-01-01 4.5000% 27656.24 2533.61 Agency Mortgage-Backed Securities FNMA 2031-11-01 4.5000% 7139.55 1682.86 Agency Mortgage-Backed Securities FNMA 2031-11-01 4.5000% 7139.55 2002.50 Agency Mortgage-Backed Securities FNMA 2033-10-01 3.0000% 35697.77 18149.20 Agency Mortgage-Backed Securities FNMA 2031-07-01 3.0000% 37245.84 30928.57 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.5000% 32482.26 14909.07 Agency Mortgage-Backed Securities FNMA 2038-11-01 4.5000% 1784.89 1603.36 Agency Mortgage-Backed Securities FNMA 2034-02-01 4.0000% 60864.70 53522.97 Agency Mortgage-Backed Securities FNMA 2031-10-01 3.0000% 3800.78 2712.28 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.0000% 1463.61 1063.68 Agency Mortgage-Backed Securities FNMA 2037-08-01 3.5000% 178488.85 141771.41 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.0000% 58901.32 43756.47 Agency Mortgage-Backed Securities FNMA 2032-09-01 3.0000% 47148.97 35979.78 Agency Mortgage-Backed Securities FNMA 2037-09-01 3.5000% 178488.85 144410.28 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.5000% 1727.06 1289.71 Agency Mortgage-Backed Securities FNMA 2038-01-01 3.5000% 13386.66 11550.50 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.0000% 10637.94 8379.91 Agency Mortgage-Backed Securities FNMA 2033-04-01 3.0000% 10726.22 9002.93 Agency Mortgage-Backed Securities FNMA 2033-03-01 3.0000% 221326.17 184521.77 Agency Mortgage-Backed Securities FNMA 2038-03-01 4.5000% 1371.97 1035.09 Agency Mortgage-Backed Securities FNMA 2038-05-01 4.5000% 24711.78 20033.92 Agency Mortgage-Backed Securities FNMA 2033-05-01 4.0000% 2677.33 2126.64 Agency Mortgage-Backed Securities FNMA 2038-06-01 4.5000% 2136.73 1819.38 Agency Mortgage-Backed Securities FNMA 2033-09-01 4.0000% 95097.61 77043.27 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.0000% 1427.91 1129.23 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.5000% 4116.31 3795.40 Agency Mortgage-Backed Securities FNMA 2034-03-01 3.0000% 6659.13 6044.84 Agency Mortgage-Backed Securities FNMA 2039-04-01 3.5000% 30461.09 29187.62 Agency Mortgage-Backed Securities FNMA 2034-04-01 4.5000% 18237.85 16911.34 Agency Mortgage-Backed Securities FNMA 2034-07-01 4.5000% 2546.32 2690.68 Agency Mortgage-Backed Securities FNMA 2034-06-01 4.5000% 18158.56 19082.10 Agency Mortgage-Backed Securities FNMA 2034-09-01 2.0000% 88401.71 87919.04 Agency Mortgage-Backed Securities FNMA 2035-04-01 5.5000% 147253.30 8420.14 Agency Mortgage-Backed Securities FNMA 2038-09-01 5.5000% 35538.81 1673.64 Agency Mortgage-Backed Securities FNMA 2040-03-01 5.0000% 8567.46 1130.40 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.0000% 12518.17 1585.63 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 7425.14 1111.94 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 16268.62 6166.79 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 5338.64 892.72 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 5354.67 972.06 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 13811.65 2293.48 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.5000% 44974.58 4552.59 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 36338.54 3475.10 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 24656.74 1417.51 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 10994.56 2825.62 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 14993.06 2502.92 Agency Mortgage-Backed Securities FNMA 2040-07-01 4.5000% 12560.37 1216.41 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.5000% 11958.75 1424.70 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.5000% 30714.36 4158.36 Agency Mortgage-Backed Securities FNMA 2040-09-01 5.0000% 11004.34 1384.23 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 20834.75 2682.53 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 8924.44 1386.64 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.5000% 8924.44 1166.64 Agency Mortgage-Backed Securities FNMA 2040-07-01 4.0000% 89565.56 15302.19 Agency Mortgage-Backed Securities FNMA 2040-08-01 4.5000% 14608.13 1521.42 Agency Mortgage-Backed Securities FNMA 2039-12-01 5.5000% 21318.14 950.94 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.0000% 151287.15 53459.79 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.0000% 14224.20 3044.79 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.5000% 13003.77 1943.05 Agency Mortgage-Backed Securities FNMA 2040-08-01 4.5000% 7825.63 1421.85 Agency Mortgage-Backed Securities FNMA 2040-09-01 5.0000% 4164.86 1454.32 Agency Mortgage-Backed Securities FNMA 2040-09-01 4.0000% 53546.65 9836.35 Agency Mortgage-Backed Securities FNMA 2040-10-01 4.5000% 7193.92 1049.65 Agency Mortgage-Backed Securities FNMA 2040-10-01 4.0000% 9793.43 1531.15 Agency Mortgage-Backed Securities FNMA 2040-11-01 5.0000% 10038.46 2974.23 Agency Mortgage-Backed Securities FNMA 2040-11-01 4.0000% 53546.65 2060.31 Agency Mortgage-Backed Securities FNMA 2041-06-01 4.5000% 3712.57 1601.77 Agency Mortgage-Backed Securities GNMA 2069-06-20 4.2490% 92781.93 105297.34 Agency Mortgage-Backed Securities Y 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 17600000.00 17600000.00 0.1995 N Y Y N N/A Putnam Variable Trust 2019-10-04 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer