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E57ODZWZ7FF32TWEFA76 Total Return Swap N/A 23204 NC USD 1941478.68 10.906795950821 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ISHARES IBOXX HIGH YLD CORP EXCHANGE TRADED FUND Y 2022-09-28 0 USD 0 USD 1964914.72 USD -16371.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Total Return Swap N/A 2024 NC USD 169348.08 0.951359895038 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ISHARES IBOXX HIGH YLD CORP EXCHANGE TRADED FUND Y 2022-09-28 0 USD 0 USD 171392.32 USD -1428.05 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Total Return Swap N/A 756 NC USD 63254.52 0.355349842218 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ISHARES IBOXX HIGH YLD CORP EXCHANGE TRADED FUND Y 2022-09-28 0 USD 0 USD 64018.08 USD -533.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Total Return Swap N/A 1397 NC USD 154172.92 0.866109217116 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ISHARES CORE U.S. AGGREGATE EXCHANGE TRADED FUND Y 2022-09-28 0 USD 0 USD 156198.57 USD -1803.1 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Total Return Swap N/A 56778 NC USD 6266020.08 35.201108897217 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 ISHARES CORE U.S. AGGREGATE EXCHANGE TRADED FUND Y 2022-09-28 0 USD 0 USD 6348348.18 USD -73282.98 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T BILLS 912796U72 300000 PA USD 299879.25 1.684655012351 Long DBT UST US N 2 2022-05-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T BILLS 912796H44 300000 PA USD 299799.64 1.684207781055 Long DBT UST US N 2 2022-05-19 Fixed 0 N N N N N N 2022-04-26 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer XXXX