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REPO TRIPA MORTG 1.05 12/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2023-01-31 1.7500% 8328388.97 8225755.15 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-15 2.6250% 13310747.59 13614318.58 U.S. Treasuries (including strips) U.S. TREASURY 2021-05-31 1.3750% 2692948.97 2639931.53 U.S. Treasuries (including strips) Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 24000000.00 24000000.00 0.2181 N Y Y N N/A BNP PARIBAS REPO TRIPA MORTG 1.04 12/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2025-02-01 3.2610% 633323.64 4430.21 Agency Mortgage-Backed Securities FMAC 2037-05-01 3.5320% 409125.24 45526.22 Agency Mortgage-Backed Securities FMAC 2035-04-01 3.3380% 163636.36 10420.83 Agency Mortgage-Backed Securities FMAC 2037-02-01 3.6340% 6409240.00 621390.11 Agency Mortgage-Backed Securities FMAC 2042-01-01 2.4190% 96000.00 22783.64 Agency Mortgage-Backed Securities FMAC 2036-02-01 2.9470% 632727.27 8888.57 Agency Mortgage-Backed Securities FMAC 2041-01-01 2.9250% 2045544.29 117335.50 Agency Mortgage-Backed Securities FMAC 2042-05-01 3.5110% 436363.64 85524.36 Agency Mortgage-Backed Securities FMAC 2047-05-01 3.5000% 1312398.69 1331848.69 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.0580% 689224.87 700323.63 Agency Mortgage-Backed Securities FNMA 2044-05-01 2.7240% 2543578.76 1141426.27 Agency Mortgage-Backed Securities FNMA 2044-07-01 2.4950% 43636.36 22036.94 Agency Mortgage-Backed Securities FNMA 2024-03-01 3.7600% 6255.27 6678.73 Agency Mortgage-Backed Securities FNMA 2025-06-01 2.8000% 898516.36 913176.16 Agency Mortgage-Backed Securities FNMA 2031-12-01 3.1720% 544993.75 539848.72 Agency Mortgage-Backed Securities FNMA 2027-03-01 3.0690% 130908.80 132679.61 Agency Mortgage-Backed Securities FNMA 2027-04-01 3.3250% 1281454.55 1331194.65 Agency Mortgage-Backed Securities FNMA 2032-06-01 3.2700% 310863.85 311292.41 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.0000% 421090.76 423629.17 Agency Mortgage-Backed Securities FNMA 2045-01-01 4.0000% 4649156.22 3558790.16 Agency Mortgage-Backed Securities FNMA 2046-08-01 3.0000% 639752.73 593715.66 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.5000% 3894551.27 4001021.63 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 4459986.47 4780619.68 Agency Mortgage-Backed Securities FNMA 2023-11-01 6.0000% 316722.76 25577.82 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.5000% 5509643.64 3433271.28 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.5000% 132357.24 134822.73 Agency Mortgage-Backed Securities FNMA 2036-06-01 3.3880% 629242.18 182453.84 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0104 24000000.00 24000000.00 0.2181 N Y Y N N/A HSBC SECURITIES (USA), INC. REPO TRIPA MORTG 1.03 12/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-08-20 4.0000% 20266860.40 10646067.54 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.0000% 5031600.00 5070404.33 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.5000% 8659200.00 8763849.19 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0103 24000000.00 24000000.00 0.2181 N Y Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 1.05 12/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-06-01 3.5000% 1252085.03 1237481.25 Agency Mortgage-Backed Securities FMAC 2026-03-01 4.0000% 4635361.85 1221709.28 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.0000% 1560203.65 1170244.18 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.0000% 1186584.03 1177083.54 Agency Mortgage-Backed Securities FMAC 2025-01-01 3.5000% 2119366.15 1243871.33 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.5000% 1191146.99 1216045.66 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.5000% 1711955.57 893201.20 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 1154929.79 1214389.63 Agency Mortgage-Backed Securities FNMA 2041-11-01 3.5000% 3035726.01 1183831.24 Agency Mortgage-Backed Securities FNMA 2028-08-01 3.0000% 766163.57 421085.72 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.2510% 3081444.86 1348168.09 Agency Mortgage-Backed Securities FNMA 2032-03-01 3.0000% 1244001.79 1167138.66 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 1342357.96 1223239.31 Agency Mortgage-Backed Securities FNMA 2027-11-01 2.8600% 1205194.08 1208519.19 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.0000% 2340320.96 1205366.79 Agency Mortgage-Backed Securities FNMA 2044-01-01 4.5000% 2127074.85 1216005.01 Agency Mortgage-Backed Securities FNMA 2030-01-01 3.0000% 1854144.74 1160772.05 Agency Mortgage-Backed Securities FNMA 2046-01-01 2.9940% 1789249.67 1327689.76 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.0000% 1186565.95 1226217.85 Agency Mortgage-Backed Securities GNMA 2052-11-15 2.9900% 1177752.74 1202279.89 Agency Mortgage-Backed Securities GNMA 2045-04-15 4.0000% 1705244.87 1174860.39 Agency Mortgage-Backed Securities Y 2017-12-01 2017-12-01 2017-12-01 N N N 0.0105 23960000.00 23960000.00 0.2177 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 1.04 12/07/2017 TRIPARTY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-05-01 4.0000% 250135.21 33789.27 Agency Mortgage-Backed Securities FMAC 2035-02-01 5.5000% 331982.29 35918.24 Agency Mortgage-Backed Securities FMAC 2043-01-01 4.0000% 66193.14 36249.14 Agency Mortgage-Backed Securities FMAC 2024-08-01 5.0000% 278007.02 13047.36 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 33912.83 35329.03 Agency Mortgage-Backed Securities FMAC 2044-07-01 3.5000% 62939.43 32811.51 Agency Mortgage-Backed Securities FMAC 2044-12-01 3.5000% 61546.80 36272.45 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 365.06 344.69 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.5000% 35035.02 35846.83 Agency Mortgage-Backed Securities FMAC 2032-04-01 3.5000% 796.93 743.84 Agency Mortgage-Backed Securities FMAC 2029-02-01 3.5000% 54948.62 34661.89 Agency Mortgage-Backed Securities FMAC 2041-11-01 3.5000% 39830.30 21538.58 Agency Mortgage-Backed Securities FMAC 2041-12-01 3.5000% 5658.59 3171.83 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 38425.58 36549.99 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 800.85 819.00 Agency Mortgage-Backed Securities FMAC 2037-04-01 3.0000% 35794.09 33868.45 Agency Mortgage-Backed Securities FMAC 2044-01-01 4.5000% 22803.66 13383.82 Agency Mortgage-Backed Securities FMAC 2044-09-01 4.5000% 67458.82 35154.23 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.0000% 40562.47 34088.68 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.5000% 37962.28 33491.27 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.5000% 40724.58 36189.65 Agency Mortgage-Backed Securities FMAC 2047-01-01 4.0000% 2317.86 2435.85 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.5000% 39740.36 34400.55 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 32592.46 35287.08 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 33831.56 35942.82 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 33535.13 35157.76 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.0000% 32878.45 35033.29 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.0000% 31363.33 33510.82 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.5000% 21598.89 22441.69 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.5000% 31491.63 34402.78 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.5000% 34209.17 35568.48 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.5000% 30485.10 33331.11 Agency Mortgage-Backed Securities FMAC 2045-05-01 3.5000% 110883.57 98507.27 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.5000% 39614.20 34922.03 Agency Mortgage-Backed Securities FNMA 2037-07-01 6.5000% 121473.43 4284.97 Agency Mortgage-Backed Securities FNMA 2033-07-01 6.0000% 179878.45 4156.21 Agency Mortgage-Backed Securities FNMA 2035-09-01 5.5000% 64849.16 3711.40 Agency Mortgage-Backed Securities FNMA 2037-01-01 7.0000% 44618.71 4421.49 Agency Mortgage-Backed Securities FNMA 2032-11-01 6.0000% 315326.01 3447.38 Agency Mortgage-Backed Securities FNMA 2031-12-01 6.0000% 135208.22 4256.12 Agency Mortgage-Backed Securities FNMA 2032-08-01 6.5000% 858393.52 3973.78 Agency Mortgage-Backed Securities FNMA 2032-04-01 6.5000% 81124.93 3811.14 Agency Mortgage-Backed Securities FNMA 2025-12-01 3.0000% 13520.82 3742.65 Agency Mortgage-Backed Securities FNMA 2026-01-01 3.5000% 13668.46 4444.99 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.0000% 17539.89 4172.53 Agency Mortgage-Backed Securities FNMA 2041-03-01 4.5000% 8044.89 4012.77 Agency Mortgage-Backed Securities FNMA 2041-04-01 5.0000% 14204.65 3746.69 Agency Mortgage-Backed Securities FNMA 2051-06-01 5.0000% 17813.07 4018.99 Agency Mortgage-Backed Securities FNMA 2041-05-01 4.5000% 13871.21 4477.56 Agency Mortgage-Backed Securities FNMA 2041-06-01 5.0000% 41789.63 3531.45 Agency Mortgage-Backed Securities FNMA 2041-08-01 4.5000% 10505.11 3911.65 Agency Mortgage-Backed Securities FNMA 2041-08-01 5.5000% 15239.67 3619.78 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.0000% 6759.73 4514.81 Agency Mortgage-Backed Securities FNMA 2041-09-01 5.0000% 27746.01 3810.45 Agency Mortgage-Backed Securities FNMA 2041-10-01 5.0000% 15775.96 4314.22 Agency Mortgage-Backed Securities FNMA 2041-12-01 4.0000% 27132.13 4065.20 Agency Mortgage-Backed Securities FNMA 2041-10-01 4.0000% 8382.91 3891.94 Agency Mortgage-Backed Securities FNMA 2041-12-01 4.0000% 9577.24 4148.12 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.0000% 13520.82 3425.15 Agency Mortgage-Backed Securities FNMA 2042-01-01 4.0000% 7477.01 3631.36 Agency Mortgage-Backed Securities FNMA 2027-05-01 4.0000% 34850.39 4401.12 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.0000% 10816.66 3710.40 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.0000% 9991.89 4022.45 Agency Mortgage-Backed Securities FNMA 2034-02-01 6.0000% 21295.29 4353.54 Agency Mortgage-Backed Securities FNMA 2035-12-01 6.0000% 38356.40 4292.76 Agency Mortgage-Backed Securities FNMA 2024-02-01 4.5000% 67604.11 3705.14 Agency Mortgage-Backed Securities FNMA 2038-02-01 5.0000% 36339.64 4460.79 Agency Mortgage-Backed Securities FNMA 2026-09-01 4.0000% 13385.61 3564.48 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.0000% 10140.62 3461.66 Agency Mortgage-Backed Securities FNMA 2043-01-01 4.0000% 8612.76 4263.93 Agency Mortgage-Backed Securities FNMA 2043-05-01 4.0000% 6760.41 4418.91 Agency Mortgage-Backed Securities FNMA 2022-01-01 6.5000% 22606.86 3580.47 Agency Mortgage-Backed Securities FNMA 2044-01-01 3.5000% 4808.87 3379.40 Agency Mortgage-Backed Securities FNMA 2043-10-01 5.5000% 6942.93 4434.27 Agency Mortgage-Backed Securities FNMA 2044-01-01 5.0000% 9140.77 3853.47 Agency Mortgage-Backed Securities FNMA 2043-12-01 4.5000% 4248.53 2722.57 Agency Mortgage-Backed Securities FNMA 2035-04-01 3.5000% 4488.91 3376.41 Agency Mortgage-Backed Securities FNMA 2045-05-01 3.5000% 5460.76 4010.54 Agency Mortgage-Backed Securities FNMA 2045-06-01 4.5000% 4429.60 3816.80 Agency Mortgage-Backed Securities FNMA 2025-09-01 5.0000% 10816.66 4150.92 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.5000% 2777.07 1799.66 Agency Mortgage-Backed Securities FNMA 2047-01-01 4.5000% 4774.49 4129.41 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.0000% 3762.90 3471.75 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.0000% 4718.00 4401.30 Agency Mortgage-Backed Securities FNMA 2031-12-01 3.0000% 4123.85 3743.64 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.5000% 4210.75 4056.68 Agency Mortgage-Backed Securities FNMA 2045-06-01 4.5000% 5205.52 3688.61 Agency Mortgage-Backed Securities FNMA 2042-09-01 4.0000% 8247.70 4316.34 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.5000% 7055.73 4383.93 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.5000% 6760.41 3429.65 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.0000% 6760.41 4324.77 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.0000% 6489.99 3958.83 Agency Mortgage-Backed Securities FNMA 2043-08-01 4.0000% 7233.64 3832.92 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.5000% 16482.45 4250.41 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.0000% 5408.33 3508.13 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.0000% 3239.67 1286.57 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.5000% 9338.49 3669.13 Agency Mortgage-Backed Securities FNMA 2029-09-01 3.0000% 7100.38 4120.83 Agency Mortgage-Backed Securities FNMA 2030-02-01 2.5000% 6508.22 4341.97 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.5000% 5012.91 3627.17 Agency Mortgage-Backed Securities FNMA 2030-08-01 2.5000% 5846.23 4225.25 Agency Mortgage-Backed Securities FNMA 2030-08-01 3.5000% 4937.39 3633.79 Agency Mortgage-Backed Securities FNMA 2036-02-01 3.5000% 5813.95 4504.68 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.5000% 4740.97 4214.47 Agency Mortgage-Backed Securities FNMA 2031-07-01 2.5000% 5323.30 4486.59 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.0000% 4143.59 4021.08 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.5000% 4015.68 3895.68 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.0000% 3865.75 3701.92 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.5000% 3680.91 3906.55 Agency Mortgage-Backed Securities FNMA 2032-04-01 4.0000% 9126.55 4361.44 Agency Mortgage-Backed Securities FNMA 2028-06-01 3.0000% 15483.27 4045.48 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.0000% 5408.33 3423.52 Agency Mortgage-Backed Securities FNMA 2028-06-01 3.5000% 9570.47 4395.68 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.5000% 4982.77 3530.17 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.0000% 6760.41 3767.91 Agency Mortgage-Backed Securities FNMA 2043-10-01 4.5000% 14380.76 3622.18 Agency Mortgage-Backed Securities FNMA 2029-03-01 3.5000% 7111.03 3855.41 Agency Mortgage-Backed Securities FNMA 2043-12-01 4.0000% 5908.60 3387.16 Agency Mortgage-Backed Securities FNMA 2043-10-01 4.5000% 6236.41 4161.21 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.5000% 6212.34 3638.44 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.5000% 6760.41 3604.90 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.0000% 7098.43 4438.24 Agency Mortgage-Backed Securities FNMA 2044-03-01 4.5000% 6283.71 4186.16 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.5000% 6557.60 4429.21 Agency Mortgage-Backed Securities FNMA 2044-02-01 4.5000% 4904.33 3631.81 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.5000% 7817.32 3765.01 Agency Mortgage-Backed Securities FNMA 2029-03-01 4.0000% 13863.37 4159.93 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.0000% 6760.41 4032.99 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.5000% 9574.32 3820.95 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.0000% 4413.64 3599.68 Agency Mortgage-Backed Securities FNMA 2040-01-01 3.5000% 4732.29 3383.24 Agency Mortgage-Backed Securities FNMA 2027-06-01 3.5000% 7098.43 4107.31 Agency Mortgage-Backed Securities FNMA 2045-02-01 3.5000% 5133.07 3832.18 Agency Mortgage-Backed Securities FNMA 2045-03-01 4.0000% 6239.37 3868.56 Agency Mortgage-Backed Securities FNMA 2030-03-01 3.5000% 4529.95 3536.66 Agency Mortgage-Backed Securities FNMA 2045-04-01 4.0000% 3929.61 2863.28 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.5000% 4293.08 3677.17 Agency Mortgage-Backed Securities FNMA 2045-07-01 4.0000% 5408.33 4168.40 Agency Mortgage-Backed Securities FNMA 2030-10-01 3.0000% 5308.02 3942.09 Agency Mortgage-Backed Securities FNMA 2032-05-01 6.5000% 101406.17 3908.83 Agency Mortgage-Backed Securities FNMA 2032-10-01 6.0000% 121687.40 3615.01 Agency Mortgage-Backed Securities FNMA 2033-01-01 7.0000% 43266.63 3749.23 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.0000% 218379.95 4490.73 Agency Mortgage-Backed Securities FNMA 2033-03-01 6.0000% 51865.87 4184.87 Agency Mortgage-Backed Securities FNMA 2033-04-01 6.0000% 36877.56 4508.02 Agency Mortgage-Backed Securities FNMA 2033-05-01 5.5000% 129443.20 4235.11 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.5000% 48352.97 3891.10 Agency Mortgage-Backed Securities FNMA 2033-07-01 5.0000% 53610.06 3921.61 Agency Mortgage-Backed Securities FNMA 2033-08-01 5.0000% 121687.40 4124.54 Agency Mortgage-Backed Securities FNMA 2035-05-01 6.0000% 80016.22 3907.15 Agency Mortgage-Backed Securities FNMA 2033-09-01 5.0000% 23120.40 3405.65 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.5000% 153737.13 3686.37 Agency Mortgage-Backed Securities FNMA 2036-10-01 5.0000% 65048.67 3594.70 Agency Mortgage-Backed Securities FNMA 2033-12-01 5.0000% 9492.17 3666.18 Agency Mortgage-Backed Securities FNMA 2033-10-01 4.5000% 36209.95 3612.00 Agency Mortgage-Backed Securities FNMA 2033-11-01 4.5000% 46589.90 3809.03 Agency Mortgage-Backed Securities FNMA 2034-04-01 5.0000% 42577.07 3631.86 Agency Mortgage-Backed Securities FNMA 2034-05-01 5.0000% 103096.27 4017.50 Agency Mortgage-Backed Securities FNMA 2034-06-01 5.0000% 101406.17 4473.07 Agency Mortgage-Backed Securities FNMA 2029-07-01 6.5000% 56246.12 3529.24 Agency Mortgage-Backed Securities FNMA 2034-08-01 6.0000% 34342.89 4039.78 Agency Mortgage-Backed Securities FNMA 2034-07-01 4.7500% 34156.86 3564.17 Agency Mortgage-Backed Securities FNMA 2034-09-01 6.0000% 189602.80 4042.78 Agency Mortgage-Backed Securities FNMA 2035-04-01 5.0000% 6564.01 3411.01 Agency Mortgage-Backed Securities FNMA 2035-08-01 5.5000% 17746.63 3773.80 Agency Mortgage-Backed Securities FNMA 2034-12-01 6.0000% 135343.43 3867.97 Agency Mortgage-Backed Securities FNMA 2035-05-01 4.7500% 12420.65 3471.41 Agency Mortgage-Backed Securities FNMA 2036-12-01 6.0000% 72336.40 4305.61 Agency Mortgage-Backed Securities FNMA 2035-10-01 5.5000% 37736.91 3406.19 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.5000% 35432.67 3400.05 Agency Mortgage-Backed Securities FNMA 2036-01-01 6.0000% 151724.13 4287.20 Agency Mortgage-Backed Securities FNMA 2034-09-01 5.0000% 28528.93 4122.01 Agency Mortgage-Backed Securities FNMA 2035-12-01 6.0000% 91283.90 4203.67 Agency Mortgage-Backed Securities FNMA 2036-04-01 4.5000% 62580.56 3738.32 Agency Mortgage-Backed Securities FNMA 2036-04-01 5.5000% 370081.00 4345.75 Agency Mortgage-Backed Securities FNMA 2036-03-01 6.0000% 15305.46 4003.70 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.0000% 5872.40 3811.41 Agency Mortgage-Backed Securities FNMA 2046-01-01 4.0000% 5694.46 4086.52 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.0000% 4980.84 4225.89 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.5000% 3992.50 3392.14 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.0000% 4093.67 3617.06 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.0000% 3542.46 3445.39 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.5000% 5346.11 3615.16 Agency Mortgage-Backed Securities FNMA 2030-12-01 3.0000% 5408.33 4303.82 Agency Mortgage-Backed Securities FNMA 2030-12-01 3.0000% 5002.70 3913.03 Agency Mortgage-Backed Securities FNMA 2046-02-01 3.5000% 3785.83 3758.64 Agency Mortgage-Backed Securities FNMA 2031-02-01 3.0000% 3785.83 3496.09 Agency Mortgage-Backed Securities FNMA 2046-07-01 3.5000% 4229.06 4158.49 Agency Mortgage-Backed Securities FNMA 2046-06-01 3.5000% 3610.06 3640.59 Agency Mortgage-Backed Securities FNMA 2046-08-01 2.5000% 4293.50 4057.79 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.0000% 4701.99 4411.90 Agency Mortgage-Backed Securities FNMA 2032-02-01 2.5000% 3988.64 3676.28 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.5000% 9680.48 9461.80 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.5000% 40354.83 44046.68 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 21053.65 21070.77 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.5000% 81673.19 80293.74 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.5000% 18795.54 19502.99 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.5000% 17291.96 17996.25 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.0000% 1398.11 1486.03 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 65440.78 65082.68 Agency Mortgage-Backed Securities FNMA 2045-06-01 5.0000% 4041.47 3714.28 Agency Mortgage-Backed Securities FNMA 2047-05-01 3.5000% 4442.04 4467.78 Agency Mortgage-Backed Securities FNMA 2038-02-01 6.0000% 62871.82 3567.43 Agency Mortgage-Backed Securities FNMA 2037-07-01 7.5000% 202791.12 3846.02 Agency Mortgage-Backed Securities FNMA 2038-05-01 6.0000% 64225.26 4477.73 Agency Mortgage-Backed Securities FNMA 2038-04-01 6.5000% 117787.67 4290.44 Agency Mortgage-Backed Securities FNMA 2036-09-01 5.5000% 45362.36 3652.20 Agency Mortgage-Backed Securities FNMA 2037-08-01 7.5000% 124719.36 4365.88 Agency Mortgage-Backed Securities FNMA 2037-06-01 5.0000% 13209.87 3513.35 Agency Mortgage-Backed Securities FNMA 2037-09-01 7.0000% 18649.45 4346.47 Agency Mortgage-Backed Securities FNMA 2037-09-01 6.5000% 74960.33 4090.73 Agency Mortgage-Backed Securities FNMA 2039-03-01 5.0000% 32003.79 3706.90 Agency Mortgage-Backed Securities FNMA 2037-07-01 5.5000% 18360.18 3705.26 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.0000% 67639.82 3503.26 Agency Mortgage-Backed Securities FNMA 2037-10-01 6.0000% 136271.13 4162.00 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.5000% 82364.49 3720.03 Agency Mortgage-Backed Securities FNMA 2021-11-01 4.5000% 143347.11 3625.32 Agency Mortgage-Backed Securities FNMA 2038-06-01 5.0000% 19523.89 3566.37 Agency Mortgage-Backed Securities FNMA 2038-05-01 7.0000% 22210.42 4266.63 Agency Mortgage-Backed Securities FNMA 2038-11-01 6.0000% 38919.71 4033.33 Agency Mortgage-Backed Securities FNMA 2035-12-01 5.0000% 61123.67 3745.91 Agency Mortgage-Backed Securities FNMA 2039-03-01 5.0000% 16901.03 4203.99 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 9167.59 3783.29 Agency Mortgage-Backed Securities FNMA 2034-01-01 4.0000% 57193.08 3617.26 Agency Mortgage-Backed Securities FNMA 2037-09-01 6.0000% 67941.50 4164.22 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 18399.05 4418.63 Agency Mortgage-Backed Securities FNMA 2041-10-01 3.5000% 7098.43 3663.22 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.0000% 10419.70 3552.14 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.5000% 4732.29 3806.65 Agency Mortgage-Backed Securities FNMA 2042-05-01 4.0000% 8720.93 4143.16 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.0000% 5002.70 3827.32 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.0000% 4867.50 3469.31 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.0000% 5522.67 3527.05 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.0000% 5977.33 4070.99 Agency Mortgage-Backed Securities FNMA 2039-09-01 5.5000% 38743.88 3751.11 Agency Mortgage-Backed Securities FNMA 2039-09-01 4.0000% 10140.62 4192.60 Agency Mortgage-Backed Securities FNMA 2039-08-01 4.0000% 6734.17 3493.62 Agency Mortgage-Backed Securities FNMA 2040-02-01 5.0000% 8280.15 3445.40 Agency Mortgage-Backed Securities FNMA 2041-08-01 5.0000% 8218.81 3411.47 Agency Mortgage-Backed Securities FNMA 2028-02-01 2.0000% 6760.41 3468.52 Agency Mortgage-Backed Securities FNMA 2023-04-01 2.5000% 11154.68 3650.95 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.5000% 7532.57 3641.20 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.5000% 3626.28 3668.48 Agency Mortgage-Backed Securities FNMA 2034-03-01 3.0000% 9119.90 4377.25 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.0000% 6462.95 3445.67 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.5000% 6268.19 4300.65 Agency Mortgage-Backed Securities FNMA 2029-08-01 3.5000% 5746.35 3536.65 Agency Mortgage-Backed Securities FNMA 2034-11-01 3.5000% 6760.41 4051.25 Agency Mortgage-Backed Securities FNMA 2036-11-01 3.0000% 4056.25 3788.75 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.5000% 3824.01 3836.77 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.5000% 4001.70 3418.23 Agency Mortgage-Backed Securities FNMA 2037-02-01 3.5000% 3690.54 3572.53 Agency Mortgage-Backed Securities FNMA 2027-05-01 3.0000% 4327.45 3970.61 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.5000% 3999.46 4083.06 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 3261.88 3395.28 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.5000% 4355.67 4501.10 Agency Mortgage-Backed Securities FNMA 2040-03-01 5.0000% 21903.73 3830.60 Agency Mortgage-Backed Securities FNMA 2025-04-01 4.5000% 21362.90 3913.67 Agency Mortgage-Backed Securities FNMA 2040-06-01 5.0000% 8928.60 3955.75 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 6161.87 4199.70 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.5000% 17034.49 3975.86 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 22034.02 4296.66 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 10584.00 3532.35 Agency Mortgage-Backed Securities FNMA 2025-08-01 4.0000% 25689.56 3994.56 Agency Mortgage-Backed Securities FNMA 2036-07-01 6.0000% 23661.44 3643.20 Agency Mortgage-Backed Securities FNMA 2033-11-01 4.5000% 32243.67 3777.50 Agency Mortgage-Backed Securities FNMA 2040-06-01 3.5000% 10140.62 4298.45 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.0000% 24067.06 3612.89 Agency Mortgage-Backed Securities FNMA 2040-08-01 5.0000% 27041.64 3775.70 Agency Mortgage-Backed Securities FNMA 2041-04-01 4.5000% 10181.18 3735.72 Agency Mortgage-Backed Securities FNMA 2040-10-01 5.5000% 15396.25 3734.19 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 14860.01 4037.69 Agency Mortgage-Backed Securities FNMA 2039-10-01 4.5000% 11400.23 3387.87 Agency Mortgage-Backed Securities GNMA 2047-10-20 3.5000% 6750.51 7001.05 Agency Mortgage-Backed Securities GNMA 2029-06-20 3.5000% 116320.92 49226.79 Agency Mortgage-Backed Securities GNMA 2028-12-20 3.0000% 204453.07 111500.20 Agency Mortgage-Backed Securities GNMA 2043-03-15 4.0000% 47045.28 26998.04 Agency Mortgage-Backed Securities GNMA 2041-06-15 6.0000% 13031.79 9493.54 Agency Mortgage-Backed Securities GNMA 2041-06-15 6.0000% 2868.37 2501.29 Agency Mortgage-Backed Securities GNMA 2041-08-15 4.7500% 70984.32 22143.99 Agency Mortgage-Backed Securities U.S. TREASURY 2019-07-31 1.1330% 153231.48 153418.60 U.S. Treasuries (including strips) Y 2017-12-07 2017-12-07 2017-12-07 N N N 0.0104 2500000.00 2500000.00 0.0227 N N Y N N/A Putnam Investment Funds 2017-12-06 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer