0000928816-22-000796.txt : 20220728 0000928816-22-000796.hdr.sgml : 20220728 20220728151951 ACCESSION NUMBER: 0000928816-22-000796 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 24 CONFORMED PERIOD OF REPORT: 20220531 FILED AS OF DATE: 20220728 DATE AS OF CHANGE: 20220728 EFFECTIVENESS DATE: 20220728 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND/MA/ CENTRAL INDEX KEY: 0000792288 IRS NUMBER: 046626127 STATE OF INCORPORATION: MA FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-04518 FILM NUMBER: 221114763 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQ CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921000 MAIL ADDRESS: STREET 1: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND II DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND /MA/ DATE OF NAME CHANGE: 19920609 0000792288 S000006210 PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND C000017118 Class C Shares C000017120 Class A Shares PXMAX C000017121 Class B Shares PMABX C000060571 CLASS Y C000202927 Class R6 Shares N-CSR 1 a_mataxexemptinc.htm PUTNAM MASSACHUSETTS TAX EXEMPT INCOME FUND a_mataxexemptinc.htm


UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES




Investment Company Act file number: (811-04518)
Exact name of registrant as specified in charter: Putnam Massachusetts Tax Exempt Income Fund
Address of principal executive offices: 100 Federal Street, Boston, Massachusetts 02110
Name and address of agent for service: Stephen Tate, Vice President
100 Federal Street
Boston, Massachusetts 02110
Copy to:         Bryan Chegwidden, Esq.
Ropes & Gray LLP
1211 Avenue of the Americas
New York, New York 10036
Registrant’s telephone number, including area code: (617) 292-1000
Date of fiscal year end: May 31, 2022
Date of reporting period: June 1, 2021 – May 31, 2022



Item 1. Report to Stockholders:

The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Investment Company Act of 1940:






Message from the Trustees

July 12, 2022

Dear Fellow Shareholder:

Financial markets in the first half of 2022 have tested the patience of investors. High inflation and rising interest rates have clouded the outlook for the U.S. economy. The Russia-Ukraine War has disrupted global energy markets, while pandemic-driven lockdowns in China have slowed global growth.

These issues, which are important to monitor and may persist for some time, are likely shorter term in nature than your long-term financial goals. History has shown that markets eventually recover from downturns. At Putnam, dedicated and experienced investors are working for you. They are evaluating risks while trying to achieve strong performance for your fund. Learn more in the interview with your fund manager(s) in the following pages.

Thank you for investing with Putnam.





Municipal bonds finance important public projects, such as schools, roads, and hospitals. The bonds are backed by the issuing city, town, or other government entity or by revenues collected from usage fees.

However, unlike U.S. Treasuries or corporate bonds, the interest paid on municipal bonds is generally free from federal income taxes. Moreover, Massachusetts residents generally pay no state income taxes on distributions paid from municipal bonds issued in the Bay State. That can make municipal bonds particularly attractive to investors subject to higher personal income tax rates.


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Sources: Putnam, Bloomberg Index Services Limited, as of 5/31/22. Past performance is no guarantee of future results. Yields for U.S. Treasuries, investment-grade corporates, and municipal bonds are represented by the average “yield to worst” — a calculation of the lowest possible yield generated without defaulting — of the Bloomberg U.S. Treasury Index, an unmanaged index of U.S. dollar-denominated, fixed-rate, nominal debt issued by the U.S. Treasury; the Bloomberg U.S. Corporate Bond Index, an unmanaged index of U.S. dollar-denominated, investment-grade, fixed-rate, taxable corporate bonds; and the Bloomberg Municipal Bond Index, an unmanaged index of long-term, fixed-rate, investment-grade tax-exempt bonds, respectively. You cannot invest directly in an index. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is greater for longer-term bonds, and credit risk is greater for below-investment-grade bonds. Income from municipal bonds may be subject to the alternative minimum tax. Annual after-tax income is based on a 40.80% federal income tax rate. This rate reflects the Tax Cuts and Jobs Act of 2017 and includes the 3.80% Medicare surtax. The income data is based on a hypothetical $100,000 investment.


Source: Moody’s Investors Service, Annual U.S. Municipal Bond Defaults and Recoveries, Five-Year Average Cumulative Default Rates, 1970–2020 (July 2021). Most recent data available.

Massachusetts Tax Exempt Income Fund 3 

 




Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will fluctuate, and you may have a gain or a loss when you sell your shares. Performance of class A shares assumes reinvestment of distributions and does not account for taxes. Fund returns in the bar chart do not reflect a sales charge of 4.00%; had they, returns would have been lower. See below and pages 9–12 for additional performance information. For a portion of the periods, the fund had expense limitations, without which returns would have been lower. To obtain the most recent month-end performance, visit putnam.com.

All Bloomberg indices are provided by Bloomberg Index Services Limited.

Lipper peer group average is provided by Lipper, a Refinitiv company.


This comparison shows your fund’s performance in the context of broad market indexes for the 12 months ended 5/31/22. See above and pages 9–12 for additional fund performance information. Index descriptions can be found on pages 15–16.

All Bloomberg indices are provided by Bloomberg Index Services Limited.

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Paul, how was the market environment for municipal bonds during the 12-month period ended May 31, 2022?

Municipal bonds began the period on solid ground, supported by positive supply/demand technicals, low interest rates, and strong economic growth. In the second half of the period, market conditions became more challenging. Investors feared that persistently high inflation might prompt the Federal Reserve to pare back pro-growth monetary policies faster than expected. Inflation concerns were stoked by supply chain disruptions, rising labor costs, and higher commodity prices. Geopolitical and economic uncertainties surrounding Russia’s invasion of Ukraine in February 2022 also unnerved investors.

At their March 2022 meeting, Fed policymakers raised their benchmark interest rate by a quarter percentage point and signaled their intent to take further measures to curb the highest inflation in 40 years. The markets began pricing in a higher probability that the Fed would raise interest rates more aggressively. At their May 2022 meeting, Fed officials raised their key rate by half a percentage point, the largest hike in 22 years. The Fed also announced that

Massachusetts Tax Exempt Income Fund 5 

 




Allocations are shown as a percentage of the fund’s net assets as of 5/31/22. Cash and net other assets, if any, represent the market value weights of cash, derivatives, short-term securities, and other unclassified assets in the portfolio. Summary information may differ from the information in the portfolio schedule notes included in the financial statements due to the inclusion of derivative securities, any interest accruals, the timing of matured security transactions, the use of different classifications of securities for presentation purposes, and rounding. Holdings and allocations may vary over time.


Credit qualities are shown as a percentage of the fund’s net assets as of 5/31/22. A bond rated BBB or higher (SP-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. Ratings may vary over time Cash and net other assets, if any, represent the market value weights of cash, derivatives, and short-term securities in the portfolio. The fund itself has not been rated by an independent rating agency.

6 Massachusetts Tax Exempt Income Fund 

 



it would begin reducing bond holdings on its balance sheet on June 1, 2022.

Given surging inflation and the Fed’s hawkish messaging, municipal bond prices fell, and their yields rose as the markets began pricing in the faster pace of monetary policy normalization. Short-term yields rose more than longer-term yields, and the entire yield curve flattened amid the bearish market sentiment. Credit spreads, which are the difference in yield between higher- and lower-rated municipal bonds, widened.

As investors sought cash, municipal bond funds sold holdings to generate liquidity to meet redemptions. This exerted further downward pressure on prices, resulting in increasingly difficult market technicals [supply/demand dynamics] for the asset class.

For the 12-month period, the Bloomberg Municipal Bond Index [the fund’s benchmark] returned –6.79%. Municipal bonds outperformed U.S. Treasuries and the broader U.S. fixed income markets. Shorter-term municipal bonds outperformed longer-term cohorts. From a credit perspective, investment-grade municipal bonds held up better than higher-yielding, lower-rated bonds in the risk-off environment.

What is your current assessment of the health of Massachusetts’s municipal bond market?

Massachusetts has budgeted to end fiscal year [FY] 2022 with $5.8 billion in its rainy-day fund. But tax receipts are vastly exceeding expectations, up 22% year over year through March 2022. In our view, surplus revenues will likely be used to add to reserves, broaden Covid-19-relief efforts, and offer tax breaks to lower-income residents in the FY 2023 budget. Massachusetts maintains high debt levels relative to other states, but this is partially due to its oversized role in funding local projects. The Commonwealth’s relatively wealthy tax base and stable institutional economy mitigate weak pension funding levels to some degree. In our view, the 58% ratio as of FY 2021 should improve to 60%–70% during its next valuation.

How did the fund perform during the reporting period?

For the 12 months ended May 31, 2022, the fund underperformed its benchmark but outperformed the –8.05% average return of its Lipper peer group, Massachusetts Municipal Debt Funds. The fund also outperformed the –8.01% return of the median fund ranked within its Lipper peer group. [Median is the midpoint in a series of values laid out in numerical order.]

What strategies or holdings influenced the fund’s performance during the reporting period?

With the significant sell-off in fixed income in early 2022, we believed municipal bonds had become more attractive. We extended the portfolio’s duration, a measure of the fund’s interest-rate sensitivity. At period-end, the fund’s duration was slightly long relative to the average level of its Lipper peer group.

At period-end, the fund held an overweight exposure to bonds rated A and BBB relative to the benchmark. The fund was slightly underweight in high-yield bonds relative to its Lipper peers at period-end due to our view that the Fed’s aggressive tightening cycle could result in slower U.S. economic growth. While credit spreads widened over the period, they were not excessively wide versus longer-term averages. From a sector- or industry-positioning perspective, we favored higher education, continuing-care retirement community, and charter school bonds compared with the fund’s Lipper peer group.

The fund remained underweight in its exposure to uninsured Puerto Rico municipal debt relative to its Lipper peer group. At period-end, the fund had no holdings in bonds issued by Puerto Rico. However, we have become

Massachusetts Tax Exempt Income Fund 7 

 



somewhat more optimistic about the U.S. territory’s credit fundamentals. In March 2022, Puerto Rico ended its nearly five-year bankruptcy with a plan to restructure its debt, resume payments to bondholders, and restore its public pension system. We continue to monitor Puerto Rico debt for potential investment opportunities.

How did you use derivatives during the period?

We utilized total return swap contracts to hedge or gain exposure to interest-rate and term structure risk and to hedge or gain exposure to inflation.

What is your outlook for the municipal bond market as we head into the second half of 2022?

So far in 2022, market technical factors have generated headwinds for the asset class as positive seasonal factors waned and fund flows turned negative. Although technicals remain challenged, credit fundamentals are strong and valuations are fair, in our view.

We expect volatility and uncertainty to remain elevated in the near term as stubbornly high inflation, a hawkish Fed, and the war in Ukraine continue to put pressure on the global landscape. However, the increased income from higher yields can help provide a cushion against negative returns and rising interest rates, in our view. Future returns look more promising for longer-term investors, in our opinion.

Thank you, Paul, for your time and insights today.

The views expressed in this report are exclusively those of Putnam Management and are subject to change. They are not meant as investment advice.

Please note that the holdings discussed in this report may not have been held by the fund for the entire period. Portfolio composition is subject to review in accordance with the fund’s investment strategy and may vary in the future. Current and future portfolio holdings are subject to risk.

Statements in the Q&A concerning the fund’s performance or portfolio composition relative to those of the fund’s Lipper peer group may reference information produced by Lipper Inc. or through a third party.


This chart shows how the fund’s top weightings have changed over the past six months. Allocations are shown as a percentage of the fund’s net assets. Current period summary information may differ from the information in the portfolio schedule notes included in the financial statements due to the inclusion of derivative securities, any interest accruals, the timing of matured security transactions, the use of different classifications of securities for presentation purposes, and rounding. Holdings and allocations may vary over time.

8 Massachusetts Tax Exempt Income Fund 

 



Your fund’s performance

This section shows your fund’s performance, price, and distribution information for periods ended May 31, 2022, the end of its most recent fiscal year. In accordance with regulatory requirements for mutual funds, we also include performance information as of the most recent calendar quarter-end and expense information taken from the fund’s current prospectus. Performance should always be considered in light of a fund’s investment strategy. Data represent past performance. Past performance does not guarantee future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance information does not reflect any deduction for taxes a shareholder may owe on fund distributions or on the redemption of fund shares. For the most recent month-end performance, please visit the Individual Investors section at putnam.com or call Putnam at 1-800-225-1581. Class R6 and Y shares are not available to all investors. See the Terms and definitions section in this report for definitions of the share classes offered by your fund.

Annualized fund performance Total return for periods ended 5/31/22

  Life of fund  10 years  5 years  3 years  1 year 
Class A (10/23/89)           
Before sales charge  4.88%  1.84%  1.23%  –0.04%  –7.94% 
After sales charge  4.75  1.42  0.40  –1.39  –11.62 
Class B (7/15/93)           
Before CDSC  4.68  1.33  0.63  –0.64  –8.41 
After CDSC  4.68  1.33  0.26  –1.60  –12.93 
Class C (8/19/03)           
Before CDSC  4.67  1.22  0.46  –0.78  –8.61 
After CDSC  4.67  1.22  0.46  –0.78  –9.51 
Class R6 (5/22/18)           
Net asset value  4.99  2.08  1.50  0.22  –7.58 
Class Y (1/2/08)           
Net asset value  4.99  2.08  1.48  0.21  –7.68 

 

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. After-sales-charge returns for class A shares reflect the deduction of the maximum 4.00% sales charge levied at the time of purchase. Class B share returns after contingent deferred sales charge (CDSC) reflect the applicable CDSC, which is 5% in the first year, declining over time to 1% in the sixth year, and is eliminated thereafter. Class C share returns after CDSC reflect a 1% CDSC for the first year that is eliminated thereafter. Class R6 and Y shares have no initial sales charge or CDSC. Performance for class B, C, and Y shares before their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares, except for class Y shares, for which 12b-1 fees are not applicable. Performance for class R6 shares prior to their inception is derived from the historical performance of class Y shares and has not been adjusted for the lower investor servicing fees applicable to class R6 shares; had it, returns would have been higher.

For a portion of the periods, the fund had expense limitations, without which returns would have been lower.

Class B and C share performance reflects conversion to class A shares after eight years.

Massachusetts Tax Exempt Income Fund 9 

 



Comparative annualized index returns For periods ended 5/31/22

  Life of fund  10 years  5 years  3 years  1 year 
Bloomberg Municipal           
Bond Index  5.24%  2.54%  1.78%  0.50%  –6.79% 
Lipper Massachusetts           
Municipal Debt Funds           
category average*  4.77  1.70  0.89  –0.40  –8.05 

 

Index and Lipper results should be compared with fund performance before sales charge, before CDSC, or at net asset value.

All Bloomberg indices are provided by Bloomberg Index Services Limited. Lipper peer group average is provided by Lipper, a Refinitiv company.

* Over the 1-year, 3-year, 5-year, 10-year, and life-of-fund periods ended 5/31/22, there were 35, 34, 30, 27, and 8 funds, respectively, in this Lipper category.


Past performance does not indicate future results. At the end of the same time period, a $10,000 investment in the fund’s class B and C shares would have been valued at $11,416 and $11,285, respectively, and no contingent deferred sales charges would apply. A $10,000 investment in the fund’s class R6 and Y shares would have been valued at $12,291 and $12,284, respectively.

All Bloomberg indices are provided by Bloomberg Index Services Limited.

10 Massachusetts Tax Exempt Income Fund 

 



Fund price and distribution information For the 12-month period ended 5/31/22

Distributions  Class A  Class B  Class C  Class R6  Class Y 
Number  12  12  12  12  12 
Income1  $0.180462  $0.121605  $0.107576  $0.206145  $0.205509 
Capital gains2           
Total  $0.180462  $0.121605  $0.107576  $0.206145  $0.205509 
  Before  After  Net  Net  Net  Net 
  sales  sales  asset  asset  asset  asset 
Share value  charge  charge  value  value  value  value 
5/31/21  $10.07  $10.49  $10.05  $10.09  $10.09  $10.10 
5/31/22  9.10  9.48  9.09  9.12  9.13  9.13 
  Before  After  Net  Net  Net  Net 
Current rate  sales  sales  asset  asset  asset  asset 
(end of period)  charge  charge  value  value  value  value 
Current dividend rate3  2.31%  2.21%  1.72%  1.57%  2.56%  2.55% 
Taxable equivalent4  4.26  4.08  3.17  2.90  4.72  4.70 
Current 30-day             
SEC yield5  N/A  2.58  2.10  1.95  2.94  2.93 
Taxable equivalent4  N/A  4.76  3.87  3.60  5.42  5.41 

 

The classification of distributions, if any, is an estimate. Before-sales-charge share value and current dividend rate for class A shares, if applicable, do not take into account any sales charge levied at the time of purchase. After-sales-charge share value, current dividend rate, and current 30-day SEC yield, if applicable, are calculated assuming that the maximum sales charge (4.00% for class A shares) was levied at the time of purchase. Final distribution information will appear on your year-end tax forms.

1 For some investors, investment income may be subject to the federal alternative minimum tax.

2 Capital gains, if any, are taxable for federal and, in most cases, state purposes.

3 Most recent distribution, including any return of capital and excluding capital gains, annualized and divided by share price before or after sales charge at period-end.

4 Assumes maximum 45.80% federal and state combined tax rate for 2022. Results for investors subject to lower tax rates would not be as advantageous.

5 Based only on investment income and calculated using the maximum offering price for each share class, in accordance with SEC guidelines.

Massachusetts Tax Exempt Income Fund 11 

 



Annualized fund performance as of most recent calendar quarter
Total return for periods ended 6/30/22

  Life of fund  10 years  5 years  3 years  1 year 
Class A (10/23/89)           
Before sales charge  4.80%  1.64%  0.85%  –0.88%  –10.10% 
After sales charge  4.67  1.23  0.03  –2.22  –13.70 
Class B (7/15/93)           
Before CDSC  4.60  1.14  0.23  –1.45  –10.57 
After CDSC  4.60  1.14  –0.14  –2.40  –14.98 
Class C (8/19/03)           
Before CDSC  4.59  1.01  0.09  –1.62  –10.66 
After CDSC  4.59  1.01  0.09  –1.62  –11.55 
Class R6 (5/22/18)           
Net asset value  4.91  1.88  1.10  –0.63  –9.75 
Class Y (1/2/08)           
Net asset value  4.91  1.87  1.08  –0.64  –9.84 

 

See the discussion following the fund performance table on page 9 for information about the calculation of fund performance.

Your fund’s expenses

As a mutual fund investor, you pay ongoing expenses, such as management fees, distribution fees (12b-1 fees), and other expenses. Using the following information, you can estimate how these expenses affect your investment and compare them with the expenses of other funds. You may also pay one-time transaction expenses, including sales charges (loads) and redemption fees, which are not shown in this section and would have resulted in higher total expenses. For more information, see your fund’s prospectus or talk to your financial representative.

Expense ratios

  Class A  Class B  Class C  Class R6  Class Y 
Total annual operating expenses for the fiscal           
year ended 5/31/21  0.80%  1.40%  1.55%  0.54%  0.55% 
Annualized expense ratio for the six-month           
period ended 5/31/22*  0.80%  1.40%  1.55%  0.54%  0.55% 

 

Fiscal year expense information in this table is taken from the most recent prospectus, is subject to change, and may differ from that shown for the annualized expense ratio and in the financial highlights of this report.

Expenses are shown as a percentage of average net assets.

* Expense ratios for each class are for the fund’s most recent fiscal half year. As a result of this, ratios may differ from expense ratios based on one-year data in the financial highlights.

12 Massachusetts Tax Exempt Income Fund 

 



Expenses per $1,000

The following table shows the expenses you would have paid on a $1,000 investment in each class of the fund from 12/1/21 to 5/31/22. It also shows how much a $1,000 investment would be worth at the close of the period, assuming actual returns and expenses.

  Class A  Class B  Class C  Class R6  Class Y 
Expenses paid per $1,000*†  $3.83  $6.69  $7.40  $2.58  $2.63 
Ending value (after expenses)  $918.20  $915.30  $914.90  $919.60  $919.60 

 

* Expenses for each share class are calculated using the fund’s annualized expense ratio for each class, which represents the ongoing expenses as a percentage of average net assets for the six months ended 5/31/22. The expense ratio may differ for each share class.

Expenses are calculated by multiplying the expense ratio by the average account value for the period; then multiplying the result by the number of days in the period (182); and then dividing that result by the number of days in the year (365).

Estimate the expenses you paid

To estimate the ongoing expenses you paid for the six months ended 5/31/22, use the following calculation method. To find the value of your investment on 12/1/21, call Putnam at 1-800-225-1581.


Compare expenses using the SEC’s method

The Securities and Exchange Commission (SEC) has established guidelines to help investors assess fund expenses. Per these guidelines, the following table shows your fund’s expenses based on a $1,000 investment, assuming a hypothetical 5% annualized return. You can use this information to compare the ongoing expenses (but not transaction expenses or total costs) of investing in the fund with those of other funds. All mutual fund shareholder reports will provide this information to help you make this comparison. Please note that you cannot use this information to estimate your actual ending account balance and expenses paid during the period.

  Class A  Class B  Class C  Class R6  Class Y 
Expenses paid per $1,000*†  $4.03  $7.04  $7.80  $2.72  $2.77 
Ending value (after expenses)  $1,020.94  $1,017.95  $1,017.20  $1,022.24  $1,022.19 

 

* Expenses for each share class are calculated using the fund’s annualized expense ratio for each class, which represents the ongoing expenses as a percentage of average net assets for the six months ended 5/31/22. The expense ratio may differ for each share class.

Expenses are calculated by multiplying the expense ratio by the average account value for the six-month period; then multiplying the result by the number of days in the six-month period (182); and then dividing that result by the number of days in the year (365).

Massachusetts Tax Exempt Income Fund 13 

 



Consider these risks before investing

The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings.

The fund’s performance will be closely tied to the economic and political conditions in Massachusetts, and can be more volatile than the performance of a more geographically diversified fund. To the extent the fund invests in securities of issuers located outside of Massachusetts, the fund may also be exposed to the risks affecting other states. Capital gains, if any, are taxed at the federal and, in most cases, state levels. For some investors, investment income may be subject to the federal alternative minimum tax.

Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Bond investments may be more susceptible to downgrades or defaults during economic downturns or other periods of economic stress. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Tax-exempt bonds may be issued under the Internal Revenue Code only by limited types of issuers for limited types of projects. As a result, the fund’s investments may be focused in certain market segments and be more vulnerable to fluctuations in the values of the securities it holds than a more broadly invested fund. Interest the fund receives might be taxable.

Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could negatively impact the fund. You can lose money by investing in the fund.

14 Massachusetts Tax Exempt Income Fund 

 



Terms and definitions

Important terms

Total return shows how the value of the fund’s shares changed over time, assuming you held the shares through the entire period and reinvested all distributions in the fund.

Before sales charge, or net asset value, is the price, or value, of one share of a mutual fund, without a sales charge. Before-sales-charge figures fluctuate with market conditions. They are calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class.

After sales charge is the price of a mutual fund share plus the maximum sales charge levied at the time of purchase. After-sales-charge performance figures shown here assume the 4.00% maximum sales charge for class A shares.

Contingent deferred sales charge (CDSC) is generally a charge applied at the time of the redemption of class B or C shares and assumes redemption at the end of the period. Your fund’s class B CDSC declines over time from a 5% maximum during the first year to 1% during the sixth year. After the sixth year, the CDSC no longer applies. The CDSC for class C shares is 1% for one year after purchase.

Share classes

Class A shares are generally subject to an initial sales charge and no CDSC (except on certain redemptions of shares bought without an initial sales charge).

Class B shares are closed to new investments and are only available by exchange from class B shares of another Putnam fund or through dividend and/or capital gains reinvestment. They are not subject to an initial sales charge and may be subject to a CDSC.

Class C shares are not subject to an initial sales charge and are subject to a CDSC only if the shares are redeemed during the first year.

Class R6 shares are not subject to an initial sales charge or CDSC and carry no 12b-1 fee. They are generally only available to employer-sponsored retirement plans, corporate and institutional clients, and clients in other approved programs.

Class Y shares are not subject to an initial sales charge or CDSC and carry no 12b-1 fee. They are generally only available to corporate and institutional clients and clients in other approved programs.

Fixed income terms

Current rate is the annual rate of return earned from dividends or interest of an investment. Current rate is expressed as a percentage of the price of a security, fund share, or principal investment.

Yield curve is a graph that plots the yields of bonds with equal credit quality against their differing maturity dates, ranging from shortest to longest. It is used as a benchmark for other debt, such as mortgage or bank lending rates.

Comparative indexes

Bloomberg Municipal Bond Index is an unmanaged index of long-term, fixed-rate, investment-grade tax-exempt bonds.

Bloomberg U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed income securities.

ICE BofA (Intercontinental Exchange Bank of America) U.S. 3-Month Treasury Bill Index is an unmanaged index that seeks to measure the performance of U.S. Treasury bills available in the marketplace.

S&P 500® Index is an unmanaged index of common stock performance.

Indexes assume reinvestment of all distributions and do not account for fees. Securities and performance of a fund and an index will differ. You cannot invest directly in an index.

Massachusetts Tax Exempt Income Fund 15 

 



BLOOMBERG®  is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). Bloomberg or Bloomberg’s licensors own all proprietary rights in the Bloomberg Indices. Neither Bloomberg nor Bloomberg’s licensors approve or endorse this material, or guarantee the accuracy or completeness of any information herein, or make any warranty, express or implied, as to the results to be obtained therefrom, and to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

ICE Data Indices, LLC (“ICE BofA”), used with permission. ICE BofA permits use of the ICE BofA indices and related data on an “as is” basis; makes no warranties regarding same; does not guarantee the suitability, quality, accuracy, timeliness, and/or completeness of the ICE BofA indices or any data included in, related to, or derived therefrom; assumes no liability in connection with the use of the foregoing; and does not sponsor, endorse, or recommend Putnam Investments, or any of its products or services.

Lipper, a Refinitiv company, is a third-party industry-ranking entity that ranks mutual funds. Its rankings do not reflect sales charges. Lipper rankings are based on total return at net asset value relative to other funds that have similar current investment styles or objectives as determined by Lipper. Lipper may change a fund’s category assignment at its discretion. Lipper category averages reflect performance trends for funds within a category.

16 Massachusetts Tax Exempt Income Fund 

 



Other information for shareholders

Proxy voting

Putnam is committed to managing our mutual funds in the best interests of our shareholders. The Putnam funds’ proxy voting guidelines and procedures, as well as information regarding how your fund voted proxies relating to portfolio securities during the 12-month period ended June 30, 2021, are available in the Individual Investors section of putnam.com and on the Securities and Exchange Commission (SEC) website, www.sec.gov. If you have questions about finding forms on the SEC’s website, you may call the SEC at 1-800-SEC-0330. You may also obtain the Putnam funds’ proxy voting guidelines and procedures at no charge by calling Putnam’s Shareholder Services at 1-800-225-1581.

Fund portfolio holdings

The fund will file a complete schedule of its portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT within 60 days of the end of such fiscal quarter. Shareholders may obtain the fund’s Form N-PORT on the SEC’s website at www.sec.gov.

Prior to its use of Form N-PORT, the fund filed its complete schedule of its portfolio holdings with the SEC on Form N-Q, which is available online at www.sec.gov.

Trustee and employee fund ownership

Putnam employees and members of the Board of Trustees place their faith, confidence, and, most importantly, investment dollars in Putnam mutual funds. As of May 31, 2022, Putnam employees had approximately $488,000,000 and the Trustees had approximately $71,000,000 invested in Putnam mutual funds. These amounts include investments by the Trustees’ and employees’ immediate family members as well as investments through retirement and deferred compensation plans.

Liquidity risk management program

Putnam, as the administrator of the fund’s liquidity risk management program (appointed by the Board of Trustees), presented the most recent annual report on the program to the Trustees in April 2022. The report covered the structure of the program, including the program documents and related policies and procedures adopted to comply with Rule 22e-4 under the Investment Company Act of 1940, and reviewed the operation of the program from January 2021 through December 2021. The report included a description of the annual liquidity assessment of the fund that Putnam performed in November 2021. The report noted that there were no material compliance exceptions identified under Rule 22e-4 during the period. The report included a review of the governance of the program and the methodology for classification of the fund’s investments. The report also included a discussion of liquidity monitoring during the period, including during the market liquidity challenges caused by the Covid-19 pandemic, and the impact those challenges had on the liquidity of the fund’s investments. Putnam concluded that the program has been operating effectively and adequately to ensure compliance with Rule 22e-4.

Massachusetts Tax Exempt Income Fund 17 

 



Important notice regarding Putnam’s privacy policy

In order to conduct business with our shareholders, we must obtain certain personal information such as account holders’ names, addresses, Social Security numbers, and dates of birth. Using this information, we are able to maintain accurate records of accounts and transactions.

It is our policy to protect the confidentiality of our shareholder information, whether or not a shareholder currently owns shares of our funds. In particular, it is our policy not to sell information about you or your accounts to outside marketing firms. We have safeguards in place designed to prevent unauthorized access to our computer systems and procedures to protect personal information from unauthorized use.

Under certain circumstances, we must share account information with outside vendors who provide services to us, such as mailings and proxy solicitations. In these cases, the service providers enter into confidentiality agreements with us, and we provide only the information necessary to process transactions and perform other services related to your account. Finally, it is our policy to share account information with your financial representative, if you’ve listed one on your Putnam account.

18 Massachusetts Tax Exempt Income Fund 

 



Audited financial statements

These sections of the report, as well as the accompanying Notes, preceded by the Report of Independent Registered Public Accounting Firm, constitute the fund’s audited financial statements.

The fund’s portfolio lists all the fund’s investments and their values as of the last day of the reporting period. Holdings are organized by asset type and industry sector, country, or state to show areas of concentration and diversification.

Statement of assets and liabilities shows how the fund’s net assets and share price are determined. All investment and non-investment assets are added together. Any unpaid expenses and other liabilities are subtracted from this total. The result is divided by the number of shares to determine the net asset value per share, which is calculated separately for each class of shares. (For funds with preferred shares, the amount subtracted from total assets includes the liquidation preference of preferred shares.)

Statement of operations shows the fund’s net investment gain or loss. This is done by first adding up all the fund’s earnings — from dividends and interest income — and subtracting its operating expenses to determine net investment income (or loss). Then, any net gain or loss the fund realized on the sales of its holdings — as well as any unrealized gains or losses over the period — is added to or subtracted from the net investment result to determine the fund’s net gain or loss for the fiscal period.

Statement of changes in net assets shows how the fund’s net assets were affected by the fund’s net investment gain or loss, by distributions to shareholders, and by changes in the number of the fund’s shares. It lists distributions and their sources (net investment income or realized capital gains) over the current reporting period and the most recent fiscal year-end. The distributions listed here may not match the sources listed in the Statement of operations because the distributions are determined on a tax basis and may be paid in a different period from the one in which they were earned.

Financial highlights provide an overview of the fund’s investment results, per-share distributions, expense ratios, net investment income ratios, and portfolio turnover in one summary table, reflecting the five most recent reporting periods. In a semiannual report, the highlights table also includes the current reporting period.

Massachusetts Tax Exempt Income Fund 19 

 



Report of Independent Registered Public Accounting Firm

To the Board of Trustees and Shareholders of
Putnam Massachusetts Tax Exempt Income Fund:

Opinion on the Financial Statements

We have audited the accompanying statement of assets and liabilities, including the fund’s portfolio, of Putnam Massachusetts Tax Exempt Income Fund (the “Fund”) as of May 31, 2022, the related statement of operations for the year ended May 31, 2022, the statement of changes in net assets for each of the two years in the period ended May 31, 2022, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of May 31, 2022, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended May 31, 2022 and the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of May 31, 2022, by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of May 31, 2022 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP
Boston, Massachusetts
July 12, 2022

We have served as the auditor of one or more investment companies in the Putnam Investments family of funds since at least 1957. We have not been able to determine the specific year we began serving as auditor.

20 Massachusetts Tax Exempt Income Fund 

 



The fund’s portfolio 5/31/22

Key to holding’s abbreviations

AGC Assured Guaranty Corporation 
AGM Assured Guaranty Municipal Corporation 
AMBAC AMBAC Indemnity Corporation 
G.O. Bonds General Obligation Bonds 
NATL National Public Finance Guarantee Corporation 
SGI Syncora Guarantee, Incorporated 
U.S. Govt. Coll. U.S. Government Collateralized 
VRDN Variable Rate Demand Notes, which are floating-rate securities with long-term maturities that carry coupons that reset and are payable upon demand either daily, weekly or monthly. The rate shown is the current interest rate at the close of the reporting period. Rates are set by remarketing agents and may take into consideration market supply and demand, credit quality and the current SIFMA Municipal Swap Index rate, which was 0.79% as of the close of the reporting period. 

 


MUNICIPAL BONDS AND NOTES (98.4%)* Rating** Principal amount Value
Alaska (1.1%)
AK State Indl. Dev. & Export Auth. Rev. Bonds, (Tanana Chiefs Conference), Ser. A        
5.00%, 10/1/32 A+/F   $1,000,000 $1,100,309
5.00%, 10/1/31 A+/F   1,500,000 1,664,172
2,764,481
American Samoa (0.5%)
American Samoa Econ. Dev. Auth. 144A Rev. Bonds, Ser. A, 5.00%, 9/1/38 Ba3   1,000,000 1,101,555
1,101,555
Guam (3.2%)
Territory of GU, Govt. Bus. Privilege Tax Rev. Bonds, Ser. F, 4.00%, 1/1/36 Ba1   3,000,000 2,836,625
Territory of GU, Govt. G.O. Bonds, 5.00%, 11/15/31 Ba1   1,020,000 1,059,383
Territory of GU, Govt. Hotel Occupancy Tax Rev. Bonds, Ser. A, 5.00%, 11/1/40 Ba1   825,000 861,110
Territory of GU, Govt. Wtr. Wks. Auth. Wtr. & Waste Wtr. Syst. Rev. Bonds, Ser. A, 5.00%, 1/1/50 A−   1,500,000 1,648,125
Territory of GU, Port Auth. Rev. Bonds, Ser. B        
5.00%, 7/1/35 A   400,000 432,072
5.00%, 7/1/34 A   200,000 216,263
5.00%, 7/1/30 A   465,000 506,750
5.00%, 7/1/29 A   400,000 438,129
Territory of GU, Pwr. Auth. Rev. Bonds, Ser. A, 5.00%, 10/1/34 (Prerefunded 10/1/22) Baa2   200,000 202,318
8,200,775
Illinois (1.1%)
IL State G.O. Bonds        
5.50%, 7/1/38 Baa1   1,325,000 1,355,946
Ser. B, 5.00%, 10/1/32 Baa1   1,300,000 1,374,937
2,730,883
Indiana (1.4%)
Whiting, Env. Fac. Mandatory Put Bonds (6/5/26), (BP Products North America, Inc.), Ser. A, 5.00%, 12/1/44 A2   3,300,000 3,526,915
3,526,915


Massachusetts Tax Exempt Income Fund 21



MUNICIPAL BONDS AND NOTES (98.4%)* cont. Rating** Principal amount Value
Louisiana (0.4%)
St. Tammany Parish Hosp. Svcs. Dist. No. 1
Rev. Bonds, (St. Tammany Parish Hosp.), Ser. A, 5.00%, 7/1/33
AA−/F   $1,000,000 $1,083,570
1,083,570
Massachusetts (87.3%)
Berkshire Wind Pwr. Cooperative Corp. Rev. Bonds, (Berkshire Wind (Green Bonds)), Ser. 2, 5.00%, 7/1/29 A   1,000,000 1,117,111
Lowell, Collegiate Charter School Rev. Bonds, 5.00%, 6/15/54 BB−/P   1,620,000 1,628,189
MA Bay Trans. Auth. Rev. Bonds, Ser. A, 4.00%, 7/1/37 (Prerefunded 7/1/22) AAA   5,000,000 5,011,618
MA Bay Trans. Auth. Sales Tax Rev. Bonds        
5.00%, 7/1/45 AA   2,000,000 2,196,886
Ser. A-2, 5.00%, 7/1/44 AA   2,400,000 2,603,726
Ser. A-2, 5.00%, 7/1/43 AA   4,960,000 5,387,329
MA Dev. Fin. Agcy. National Charter School Revolving Loan Fund Rev. Bonds, (Equitable School Revolving Fund, LLC), 4.00%, 11/1/46 A   1,500,000 1,499,781
MA State G.O. Bonds        
Ser. E, 5.00%, 11/1/50 Aa1   2,500,000 2,855,060
Ser. D, 5.00%, 7/1/48 Aa1   9,500,000 10,820,733
Ser. A, 5.00%, 3/1/41 Aa1   1,000,000 1,038,238
Ser. I, 5.00%, 12/1/35 Aa1   3,000,000 3,301,051
Ser. A, 5.00%, 1/1/35 Aa1   1,285,000 1,439,734
Ser. E, 4.00%, 4/1/46 Aa1   3,000,000 3,033,452
4.00%, 5/1/35 Aa1   3,000,000 3,028,679
MA State College Bldg. Auth. Rev. Bonds, Ser. A        
4.00%, 5/1/52 Aa2   500,000 507,903
4.00%, 5/1/47 Aa2   250,000 255,250
4.00%, 5/1/42 Aa2   250,000 258,934
4.00%, 5/1/41 Aa2   250,000 260,576
4.00%, 5/1/40 Aa2   400,000 419,340
4.00%, 5/1/39 Aa2   385,000 406,014
4.00%, 5/1/38 Aa2   365,000 387,307
4.00%, 5/1/37 Aa2   250,000 265,825
4.00%, 5/1/36 Aa2   250,000 267,376
MA State Dept. Trans. Metro. Hwy. Syst. Rev. Bonds, Ser. A        
5.00%, 1/1/37 A+   1,000,000 1,125,100
5.00%, 1/1/35 A+   2,000,000 2,255,903
5.00%, 1/1/34 A+   2,000,000 2,259,038
MA State Dev. Fin. Agcy. Rev. Bonds        
(Loomis Communities), Ser. A, U.S. Govt. Coll., 6.00%, 1/1/33 (Prerefunded 7/1/23) AAA/P   150,000 156,981
(WGBH Edl. Foundation), Ser. A, AMBAC, 5.75%, 1/1/42 AA−   5,000,000 6,587,580
(Milford Regl. Med. Ctr.), Ser. F, 5.625%, 7/15/36 BB   500,000 512,093
(Simmons College), Ser. H, SGI, 5.25%, 10/1/33 AA   1,100,000 1,225,990
(Wheaton College), Ser. I, 5.00%, 1/1/53 Baa1   3,000,000 3,165,392
(Orchard Cove, Inc.), 5.00%, 10/1/49 BBB/F   700,000 734,776


22 Massachusetts Tax Exempt Income Fund



MUNICIPAL BONDS AND NOTES (98.4%)* cont. Rating** Principal amount Value
Massachusetts cont.
MA State Dev. Fin. Agcy. Rev. Bonds        
(Wellforce Oblig. Group), Ser. A, 5.00%, 7/1/44 BBB+   $500,000 $536,828
(Franklin W. Olin College of Engineering), Ser. E, 5.00%, 11/1/43 A2   2,500,000 2,566,862
(Carleton-Willard Homes, Inc.), 5.00%, 12/1/42 A−   525,000 556,672
(Partners Healthcare Syst.), Ser. Q, 5.00%, 7/1/41 Aa3   2,000,000 2,102,127
(Dexter Southfield), 5.00%, 5/1/41 BBB+   2,000,000 2,102,693
(Bentley U.), 5.00%, 7/1/40 A2   1,250,000 1,316,770
(Emerson College), Ser. A, 5.00%, 1/1/40 BBB+   1,570,000 1,649,339
(Orchard Cove, Inc.), 5.00%, 10/1/39 BBB/F   250,000 265,312
(Atrius Hlth. Oblig. Group), Ser. A, 5.00%, 6/1/39 (Prerefunded 6/1/29) BBB   2,500,000 2,879,339
(Franklin W. Olin College), Ser. E, 5.00%, 11/1/38 A2   1,000,000 1,028,540
(Tufts U.), Ser. Q, 5.00%, 8/15/38 Aa3   500,000 531,049
(Suffolk U.), 5.00%, 7/1/38 Baa2   340,000 363,306
(UMass Memorial Hlth. Care Oblig. Group), Ser. K, 5.00%, 7/1/38 BBB+   1,000,000 1,055,455
(Wentworth Inst. Tech.), 5.00%, 10/1/37 Baa1   655,000 685,072
(Caregroup), Ser. I, 5.00%, 7/1/37 A   500,000 529,098
(Foxborough Regl. Charter), Ser. B, 5.00%, 7/1/37 BBB−   1,120,000 1,158,096
(Lowell Gen. Hosp.), Ser. G, 5.00%, 7/1/37 BBB+   1,630,000 1,640,188
(MCPHS U.), Ser. H, 5.00%, 7/1/37 AA   450,000 477,676
(Suffolk U.), 5.00%, 7/1/37 Baa2   605,000 647,440
(Broad Inst.), 5.00%, 4/1/37 Aa3   1,000,000 1,105,184
(Fisher College), 5.00%, 4/1/37 BBB+   835,000 872,504
(Dana-Farber Cancer Inst.), Ser. N, 5.00%, 12/1/36 A1   1,100,000 1,161,632
(Brandeis U.), Ser. S-1, 5.00%, 10/1/36 A1   765,000 858,084
(Caregroup), Ser. I, 5.00%, 7/1/36 A   935,000 990,063
(Suffolk U.), 5.00%, 7/1/36 Baa2   600,000 639,527
(Suffolk U.), 5.00%, 7/1/36 Baa2   450,000 482,657
Ser. O, 5.00%, 12/1/35 A1   385,000 419,613
(Beth Israel Lahey Hlth. Oblig. Group), Ser. K, 5.00%, 7/1/35 A   500,000 546,236
(Suffolk U.), 5.00%, 7/1/35 Baa2   470,000 504,923
Ser. O, 5.00%, 12/1/34 A1   425,000 465,210
(Brandeis U.), Ser. S-1, 5.00%, 10/1/34 A1   1,745,000 1,961,543
(Emmanuel College), Ser. A, 5.00%, 10/1/34 Baa2   1,075,000 1,130,916
(Baystate Med. Oblig. Group), Ser. N, 5.00%, 7/1/34 A+   1,000,000 1,029,352
(Beth Israel Lahey Hlth. Oblig. Group), Ser. K, 5.00%, 7/1/34 A   1,000,000 1,093,781
(Suffolk U.), 5.00%, 7/1/34 Baa2   675,000 720,988
(Suffolk U.), 5.00%, 7/1/34 Baa2   550,000 591,573
(Woods Hole Oceanographic Inst.), 5.00%, 6/1/34 AA−   1,000,000 1,121,189
Ser. O, 5.00%, 12/1/33 A1   150,000 164,972
(Beth Israel Lahey Hlth. Oblig. Group), Ser. K, 5.00%, 7/1/33 A   665,000 728,656
(Suffolk U.), 5.00%, 7/1/33 Baa2   800,000 863,543
(Woods Hole Oceanographic Inst.), 5.00%, 6/1/33 AA−   900,000 1,010,677
(Intl. Charter School), 5.00%, 4/15/33 BBB−   750,000 774,486
(CareGroup Oblig. Group), Ser. J2, 5.00%, 7/1/32 A   2,765,000 3,009,042


Massachusetts Tax Exempt Income Fund 23



MUNICIPAL BONDS AND NOTES (98.4%)* cont. Rating** Principal amount Value
Massachusetts cont.
MA State Dev. Fin. Agcy. Rev. Bonds        
(MCPHS U.), Ser. H, 5.00%, 7/1/32 AA   $300,000 $322,732
(South Shore Hosp., Inc.), Ser. I, 5.00%, 7/1/32 Baa2   1,600,000 1,688,522
(Woods Hole Oceanographic Inst.), 5.00%, 6/1/32 AA−   660,000 741,636
Ser. O, 5.00%, 12/1/31 A1   250,000 277,822
(Northeastern U.), 5.00%, 10/1/31 A1   500,000 504,223
(UMass Memorial Hlth. Care Oblig. Group), Ser. L, 5.00%, 7/1/31 BBB+   1,345,000 1,444,782
(Broad Institute, Inc. (The)), 5.00%, 4/1/31 Aa3   1,420,000 1,581,430
(Salem Cmnty. Corp.), 5.00%, 1/1/31 BB+/P   490,000 502,351
(Lesley U.), 5.00%, 7/1/30 A−   1,000,000 1,074,467
(Salem Cmnty. Corp.), 5.00%, 1/1/30 BB+/P   465,000 477,672
(Dexter Southfield), 5.00%, 5/1/26 BBB+   740,000 793,336
(Springfield College), Ser. A, 4.00%, 6/1/56 BBB   2,000,000 1,835,758
(Suffolk U.), 4.00%, 7/1/51 Baa2   750,000 708,808
(Loomis Oblig. Group), Ser. 21, 4.00%, 1/1/51 BBB   100,000 95,247
(Merrimack College), Ser. B, 4.00%, 7/1/50 BBB−   1,825,000 1,724,420
(Southcoast Hlth. Syst. Oblig. Group), Ser. G, 4.00%, 7/1/46 Baa1   850,000 829,318
(Williams College), Ser. S, 4.00%, 7/1/46 Aa1   4,550,000 4,606,107
(Wellforce Obligated Group), Ser. C, AGM, 4.00%, 10/1/45 AA   4,705,000 4,716,455
(Suffolk U.), Ser. A, 4.00%, 7/1/45 Baa2   1,700,000 1,643,966
(Worcester Polytechnic Inst.), 4.00%, 9/1/44 A2   3,250,000 3,218,178
(Carleton-Willard Homes, Inc.), 4.00%, 12/1/42 A−   485,000 485,315
(Merrimack College), Ser. B, 4.00%, 7/1/42 BBB−   450,000 439,140
(Lasell U.), 4.00%, 7/1/40 BB+   2,160,000 2,012,062
(Bentley U.), Ser. A, 4.00%, 7/1/39 A2   1,400,000 1,412,913
(Bentley U.), Ser. A, 4.00%, 7/1/38 A2   700,000 709,420
(Bentley U.), Ser. A, 4.00%, 7/1/37 A2   1,000,000 1,015,380
(Partners Healthcare Syst., Inc.), Ser. S-1, 4.00%, 7/1/36 Aa3   2,500,000 2,553,899
(Loomis Oblig. Group), Ser. 21, 4.00%, 1/1/36 BBB   385,000 387,496
(Partners Healthcare Syst., Inc.), Ser. S, 4.00%, 7/1/35 Aa3   1,025,000 1,046,942
(Wellesley College), Ser. L, 4.00%, 7/1/34 Aa1   860,000 900,970
(WGBH Edl. Foundation), Ser. B, AGC, zero %, 1/1/29 AA   2,000,000 1,647,855
(WGBH Edl. Foundation), Ser. B, AGC, zero %, 1/1/28 AA   2,000,000 1,709,881
MA State Dev. Fin. Agcy. 144A Rev. Bonds        
(Milford Regl. Med. Ctr. Oblig. Group), 5.00%, 7/15/46 BB   1,000,000 1,037,035
(Linden Ponds, Inc. Fac.), 5.00%, 11/15/38 A/F   2,100,000 2,230,453
(NewBridge on the Charles, Inc.), 5.00%, 10/1/37 BB+/F   1,000,000 1,056,634
(Loomis Oblig. Group), 4.00%, 1/1/51 ## BBB   520,000 453,131
(Loomis Oblig. Group), 4.00%, 1/1/36 ## BBB   395,000 377,361
(Loomis Oblig. Group), 4.00%, 1/1/31 ## BBB   1,000,000 982,762
(Loomis Oblig. Group), 4.00%, 1/1/26 ## BBB   755,000 765,210


24 Massachusetts Tax Exempt Income Fund



MUNICIPAL BONDS AND NOTES (98.4%)* cont. Rating** Principal amount Value
Massachusetts cont.
MA State Dev. Fin. Agcy. VRDN (Boston U.), Ser. U-6C, 0.60%, 10/1/42 VMIG 1   $1,000,000 $1,000,000
MA State Edl. Fin. Auth. Rev. Bonds        
Ser. J, 5.625%, 7/1/28 AA   205,000 205,232
(Ed. Loan — Issue 1), 5.00%, 1/1/27 AA   2,750,000 2,885,975
5.00%, 1/1/24 AA   500,000 517,583
MA State Hsg. Fin. Agcy. Rev. Bonds        
Ser. A, 5.10%, 12/1/30 Aa2   720,000 726,211
Ser. 171, 4.00%, 12/1/44 Aa1   70,000 70,931
Ser. SF-169, 4.00%, 12/1/44 Aa1   120,000 121,362
(Single Fam.), Ser. 178, 3.50%, 6/1/42 Aa1   350,000 354,074
Ser. C-1, 3.30%, 12/1/59 Aa2   7,625,000 6,389,393
Ser. A, 3.25%, 12/1/27 Aa2   1,870,000 1,871,841
MA State Port Auth. Rev. Bonds        
Ser. D, 5.00%, 7/1/51 Aa2   2,000,000 2,264,204
Ser. A, 5.00%, 7/1/47 Aa2   3,000,000 3,179,868
Ser. A, 5.00%, 7/1/42 Aa2   1,275,000 1,359,085
Ser. A, 5.00%, 7/1/40 Aa2   2,500,000 2,729,944
Ser. A, 5.00%, 7/1/35 Aa2   1,500,000 1,615,992
Ser. A, 5.00%, 7/1/33 Aa2   775,000 827,015
Ser. A, 5.00%, 7/1/32 Aa2   755,000 806,412
Ser. C, 5.00%, 7/1/30 Aa2   2,500,000 2,775,526
MA State Port Auth. Special Fac. Rev. Bonds, (Bosfuel Corp.), Ser. A        
5.00%, 7/1/28 A1   210,000 233,046
5.00%, 7/1/26 A1   115,000 125,001
4.00%, 7/1/44 A1   3,500,000 3,496,360
MA State School Bldg. Auth. Dedicated Sales Tax Rev. Bonds, Ser. A        
5.00%, 2/15/44 AA   1,035,000 1,148,060
5.00%, 11/15/42 AA+   2,000,000 2,152,806
MA State Tpk. Auth. Rev. Bonds, Ser. A, NATL        
zero %, 1/1/29 A+   1,000,000 831,984
zero %, 1/1/28 A+   1,320,000 1,137,878
MA State Trans. Fund Rev. Bonds, (Rail Enhancement & Accelerated Bridge Program)        
5.00%, 6/1/48 Aa1   2,095,000 2,333,659
Ser. A, 5.00%, 6/1/38 Aa1   3,000,000 3,274,910
MA State Wtr. Resource Auth. Rev. Bonds        
Ser. B, 5.00%, 8/1/40 (Prerefunded 8/1/26) Aa1   1,500,000 1,675,196
(Green Bond), Ser. C, 5.00%, 8/1/40 (Prerefunded 8/1/26) Aa1   3,000,000 3,350,393
MA State Wtr. Resource Auth. VRDN, Ser. A-3, 0.68%, 8/1/37 VMIG 1   5,525,000 5,525,000
North Reading, G.O. Bonds, 5.00%, 5/15/35 Aa2   3,750,000 3,756,729
U. of MA Bldg. Auth. Rev. Bonds, Ser. 1, 5.00%, 11/1/52 Aa2   3,000,000 3,309,334
222,413,271


Massachusetts Tax Exempt Income Fund 25




MUNICIPAL BONDS AND NOTES (98.4%)* cont. Rating** Principal amount Value
Nebraska (1.0%)
Central Plains Energy Project Gas Supply Mandatory Put Bonds (8/1/25), 4.00%, 12/1/49 Aa1   $2,500,000 $2,574,976
2,574,976
Ohio (1.4%)
OH State Higher Edl. Fac. Comm. Rev. Bonds, (Otterbein Homes Oblig. Group)        
4.00%, 7/1/39 ## A   875,000 832,866
4.00%, 7/1/36 ## A   435,000 421,480
4.00%, 7/1/35 ## A   425,000 413,613
4.00%, 7/1/32 ## A   375,000 371,512
4.00%, 7/1/29 ## A   770,000 772,974
Warren Cnty., Hlth. Care Fac. Rev. Bonds, (Otterbein Homes Oblig. Group), 5.00%, 7/1/32 A   750,000 779,072
3,591,517
Texas (0.7%)
Harris Cnty., Cultural Ed. Fac. Fin. Corp. Thermal Utility Rev. Bonds, (TECO)        
4.00%, 11/15/34 AA   700,000 740,357
4.00%, 11/15/32 AA   1,100,000 1,166,682
1,907,039
Virgin Islands (0.3%)
Matching Fund Special Purpose Securitization Corp. Rev. Bonds, Ser. A, 5.00%, 10/1/30 BB/P   640,000 663,558
663,558
Total municipal bonds and notes (cost $258,709,637) $250,558,540

SHORT-TERM INVESTMENTS (2.6%)* Principal amount/
shares
Value
Putnam Short Term Investment Fund Class P 0.83% L Shares 4,668,595 $4,668,595
U.S. Treasury Bills 0.660%, 6/28/22 $1,000,000 999,462
U.S. Treasury Bills 0.562%, 6/21/22 # 400,000 399,868
U.S. Treasury Bills 0.494%, 6/16/22 500,000 499,878
U.S. Treasury Bills 0.404%, 6/7/22 # 100,000 99,992
Total short-term investments (cost $6,667,877) $6,667,795

TOTAL INVESTMENTS
Total investments (cost $265,377,514) $257,226,335
Notes to the fund’s portfolio
Unless noted otherwise, the notes to the fund’s portfolio are for the close of the fund’s reporting period, which ran from June 1, 2021 through May 31, 2022 (the reporting period). Within the following notes to the portfolio, references to “Putnam Management” represent Putnam Investment Management, LLC, the fund’s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC and references to “ASC 820” represent Accounting Standards Codification 820 Fair Value Measurements and Disclosures.
* Percentages indicated are based on net assets of $254,647,336.


26 Massachusetts Tax Exempt Income Fund




** The Moody’s, Standard & Poor’s or Fitch ratings indicated are believed to be the most recent ratings available at the close of the reporting period for the securities listed. Ratings are generally ascribed to securities at the time of issuance. While the agencies may from time to time revise such ratings, they undertake no obligation to do so, and the ratings do not necessarily represent what the agencies would ascribe to these securities at the close of the reporting period. Securities rated by Fitch are indicated by “/F.” Securities rated by Putnam are indicated by “/P.” The Putnam rating categories are comparable to the Standard & Poor’s classifications. If a security is insured, it will usually be rated by the ratings organizations based on the financial strength of the insurer. Ratings are not covered by the Report of Independent Registered Public Accounting Firm. For further details regarding security ratings, please see the Statement of Additional Information.
# This security, in part or in entirety, was pledged and segregated with the broker to cover margin requirements for futures contracts at the close of the reporting period. Collateral at period end totaled $70,979 and is included in Investments in securities on the Statement of assets and liabilities (Notes 1 and 8).
## Forward commitment, in part or in entirety (Note 1).
L Affiliated company (Note 5). The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period.
At the close of the reporting period, the fund maintained liquid assets totaling $6,022,772 to cover certain derivative contracts and the settlement of certain securities.
Unless otherwise noted, the rates quoted in Short-term investments security descriptions represent the weighted average yield to maturity.
144A after the name of an issuer represents securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
On Mandatory Put Bonds, the rates shown are the current interest rates at the close of the reporting period and the dates shown represent the next mandatory put dates. Rates are set by remarketing agents and may take into consideration market supply and demand, credit quality and the current SIFMA Municipal Swap Index, 1 Month US LIBOR or 3 Month US LIBOR rates, which were 0.79%, 1.12% and 1.61%, respectively, as of the close of the reporting period.
The dates shown parenthetically on prerefunded bonds represent the next prerefunding dates.
The dates shown on debt obligations are the original maturity dates.
The fund had the following sector concentrations greater than 10% at the close of the reporting period (as a percentage of net assets):
Education 22.3%
Health care 18.2
State debt 13.1
Transportation 10.6

FUTURES CONTRACTS OUTSTANDING at 5/31/22
Number of
contracts
Notional
amount
Value Expiration
date
Unrealized
appreciation/
(depreciation)
U.S. Treasury Bond Ultra 30 yr (Short) 7 $1,090,250 $1,090,250 Sep-22 $16,719
Unrealized appreciation 16,719
Unrealized (depreciation)
Total $16,719


Massachusetts Tax Exempt Income Fund 27




OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 5/31/22
Swap counterparty/
Notional amount
Value Upfront
premium
received
(paid)
Termination
date
Payments
received (paid)
by fund
Total return
received by
or paid by fund
Unrealized
appreciation/
(depreciation)
Citibank, N.A.
  $3,100,000 $197,594 $— 7/5/22 0.88% minus Municipal Market Data Index AAA municipal yields 5 Year rate — At maturity $(197,594)
  775,000 174,249 7/5/22 1.79% minus Municipal Market Data Index AAA municipal yields 30 Year rate — At maturity 174,250
  2,100,000 7,650 7/6/22 2.23% minus Municipal Market Data Index AAA municipal yields 5 Year rate — At maturity 7,650
  525,000 12,210 7/6/22 2.80% minus Municipal Market Data Index AAA municipal yields 30 Year rate — At maturity 12,210
Upfront premium received Unrealized appreciation 194,110
Upfront premium (paid) Unrealized (depreciation) (197,594)
Total $— Total $(3,484)
ASC 820 establishes a three-level hierarchy for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of the fund’s investments. The three levels are defined as follows:

Level 1: Valuations based on quoted prices for identical securities in active markets.

Level 2: Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly.

Level 3: Valuations based on inputs that are unobservable and significant to the fair value measurement.

The following is a summary of the inputs used to value the fund’s net assets as of the close of the reporting period:

Valuation inputs
Investments in securities: Level 1 Level 2 Level 3
Municipal bonds and notes $— $250,558,540 $—
Short-term investments 6,667,795
Totals by level $— $257,226,335 $—
Valuation inputs
Other financial instruments: Level 1 Level 2 Level 3
Futures contracts $16,719 $— $—
Total return swap contracts (3,484)
Totals by level $16,719 $(3,484) $—


The accompanying notes are an integral part of these financial statements.


28 Massachusetts Tax Exempt Income Fund



Statement of assets and liabilities 5/31/22

ASSETS   
Investment in securities, at value (Notes 1 and 8):   
Unaffiliated issuers (identified cost $260,708,919)  $252,557,740 
Affiliated issuers (identified cost $4,668,595) (Note 5)  4,668,595 
Interest and other receivables  3,682,557 
Receivable for shares of the fund sold  231,928 
Receivable for investments sold  175,347 
Receivable for variation margin on futures contracts (Note 1)  15,968 
Unrealized appreciation on OTC swap contracts (Note 1)  194,110 
Prepaid assets  14,227 
Total assets  261,540,472 
 
LIABILITIES   
Payable for investments purchased  143 
Payable for purchases of delayed delivery securities (Note 1)  6,019,288 
Payable for shares of the fund repurchased  251,520 
Payable for compensation of Manager (Note 2)  92,273 
Payable for custodian fees (Note 2)  4,857 
Payable for investor servicing fees (Note 2)  27,057 
Payable for Trustee compensation and expenses (Note 2)  76,835 
Payable for administrative services (Note 2)  940 
Payable for distribution fees (Note 2)  75,498 
Distributions payable to shareholders  65,332 
Unrealized depreciation on OTC swap contracts (Note 1)  197,594 
Other accrued expenses  81,799 
Total liabilities  6,893,136 
 
Net assets  $254,647,336 
 
REPRESENTED BY   
Paid-in capital (Unlimited shares authorized) (Notes 1 and 4)  $264,160,041 
Total distributable earnings (Note 1)  (9,512,705) 
Total — Representing net assets applicable to capital shares outstanding  $254,647,336 
 
COMPUTATION OF NET ASSET VALUE AND OFFERING PRICE   
Net asset value and redemption price per class A share   
($161,670,905 divided by 17,763,529 shares)  $9.10 
Offering price per class A share (100/96.00 of $9.10)*  $9.48 
Net asset value and offering price per class B share ($279,782 divided by 30,792 shares)**  $9.09 
Net asset value and offering price per class C share ($6,011,380 divided by 659,309 shares)**  $9.12 
Net asset value, offering price and redemption price per class R6 share   
($1,385,922 divided by 151,863 shares)  $9.13 
Net asset value, offering price and redemption price per class Y share   
($85,299,347 divided by 9,342,001 shares)  $9.13 

 

*On single retail sales of less than $100,000. On sales of $100,000 or more the offering price is reduced.

**Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.

The accompanying notes are an integral part of these financial statements.

Massachusetts Tax Exempt Income Fund 29 

 



Statement of operations Year ended 5/31/22

INVESTMENT INCOME   
Interest (including interest income of $10,061 from investments in affiliated issuers) (Note 5)  $7,948,642 
Total investment income  7,948,642 
 
EXPENSES   
Compensation of Manager (Note 2)  1,287,401 
Investor servicing fees (Note 2)  171,971 
Custodian fees (Note 2)  13,080 
Trustee compensation and expenses (Note 2)  11,598 
Distribution fees (Note 2)  568,096 
Administrative services (Note 2)  8,010 
Other  158,861 
Total expenses  2,219,017 
Expense reduction (Note 2)  (240) 
Net expenses  2,218,777 
 
Net investment income  5,729,865 
 
REALIZED AND UNREALIZED GAIN (LOSS)   
Net realized gain (loss) on:   
Securities from unaffiliated issuers (Notes 1 and 3)  86,707 
Futures contracts (Note 1)  834,139 
Swap contracts (Note 1)  (2,313,430) 
Total net realized loss  (1,392,584) 
Change in net unrealized appreciation (depreciation) on:   
Securities from unaffiliated issuers  (28,796,455) 
Futures contracts  23,498 
Swap contracts  149,512 
Total change in net unrealized depreciation  (28,623,445) 
 
Net loss on investments  (30,016,029) 
 
Net decrease in net assets resulting from operations  $(24,286,164) 

 

The accompanying notes are an integral part of these financial statements.

30 Massachusetts Tax Exempt Income Fund 

 



Statement of changes in net assets

INCREASE (DECREASE) IN NET ASSETS  Year ended 5/31/22  Year ended 5/31/21 
Operations     
Net investment income  $5,729,865  $5,675,812 
Net realized gain (loss) on investments  (1,392,584)  1,990,033 
Change in net unrealized appreciation (depreciation)     
of investments  (28,623,445)  8,061,498 
Net increase (decrease) in net assets resulting     
from operations  (24,286,164)  15,727,343 
Distributions to shareholders (Note 1):     
From ordinary income     
Taxable net investment income     
Class A  (42,361)  (54,320) 
Class B  (77)  (162) 
Class C  (1,563)  (3,165) 
Class R6  (315)  (251) 
Class Y  (21,810)  (21,814) 
From tax-exempt net investment income     
Class A  (3,576,014)  (3,833,696) 
Class B  (4,441)  (7,992) 
Class C  (77,518)  (130,445) 
Class R6  (28,898)  (20,986) 
Class Y  (2,047,995)  (1,646,422) 
Increase (decrease) from capital share transactions (Note 4)  (31,687,800)  24,279,285 
Total increase (decrease) in net assets  (61,774,956)  34,287,375 
 
NET ASSETS     
Beginning of year  316,422,292  282,134,917 
End of year  $254,647,336  $316,422,292 

 

The accompanying notes are an integral part of these financial statements.

Massachusetts Tax Exempt Income Fund 31 

 



Financial highlights
(For a common share outstanding throughout the period)

  INVESTMENT OPERATIONS LESS DISTRIBUTIONS RATIOS AND SUPPLEMENTAL DATA
                      Ratio   
      Net realized                of net investment   
  Net asset value,    and unrealized  Total from  From      Total return  Net assets,  Ratio of expenses  income (loss)   
  beginning  Net investment  gain (loss)  investment  net investment  Total  Net asset value,  at net asset value  end of period  to average  to average  Portfolio 
Period ended­  of period­  income (loss)  on investments­  operations­  income­  distributions  end of period­  (%)a  (in thousands)  net assets (%)b  net assets (%)  turnover (%) 
Class A                         
May 31, 2022­  $10.07­  .18­  (.97)  (.79)  (.18)  (.18)  $9.10­  (7.94)  $161,671­  .79­  1.81­  16­ 
May 31, 2021  9.73­  .19­  .34­  .53­  (.19)  (.19)  10.07­  5.45­  210,726­  .80­  1.85­  11­ 
May 31, 2020  9.68­  .22­  .06­  .28­  (.23)  (.23)  9.73­  2.89­  200,240­  .79­  2.32­  22­ 
May 31, 2019  9.45­  .26­  .24­  .50­  (.27)  (.27)  9.68­  5.39­  181,596­  .79­  2.76­  22­ 
May 31, 2018  9.64­  .28­  (.19)  .09­  (.28)  (.28)  9.45­  .97­  174,578­  .79­  2.89­  22­ 
Class B                         
May 31, 2022­  $10.05­  .12­  (.96)  (.84)  (.12)  (.12)  $9.09­  (8.41)  $280­  1.39­  1.20­  16­ 
May 31, 2021  9.72­  .13­  .33­  .46­  (.13)  (.13)  10.05­  4.73­  465­  1.40­  1.26­  11­ 
May 31, 2020  9.67­  .16­  .06­  .22­  (.17)  (.17)  9.72­  2.26­  894­  1.41­  1.71­  22­ 
May 31, 2019  9.44­  .20­  .24­  .44­  (.21)  (.21)  9.67­  4.73­  1,288­  1.42­  2.14­  22­ 
May 31, 2018  9.62­  .22­  (.18)  .04­  (.22)  (.22)  9.44­  .45­  1,629­  1.42­  2.26­  22­ 
Class C                         
May 31, 2022­  $10.09­  .11­  (.97)  (.86)  (.11)  (.11)  $9.12­  (8.61)  $6,011­  1.54­  1.06­  16­ 
May 31, 2021  9.75­  .11­  .34­  .45­  (.11)  (.11)  10.09­  4.66­  7,883­  1.55­  1.12­  11­ 
May 31, 2020  9.70­  .15­  .05­  .20­  (.15)  (.15)  9.75­  2.11­  15,818­  1.56­  1.56­  22­ 
May 31, 2019  9.47­  .19­  .23­  .42­  (.19)  (.19)  9.70­  4.56­  18,764­  1.57­  1.98­  22­ 
May 31, 2018  9.66­  .20­  (.18)  .02­  (.21)  (.21)  9.47­  .19­  20,487­  1.57­  2.11­  22­ 
Class R6                         
May 31, 2022­  $10.09­  .20­  (.95)  (.75)  (.21)  (.21)  $9.13­  (7.58)  $1,386­  .53­  2.09­  16­ 
May 31, 2021  9.76­  .21­  .33­  .54­  (.21)  (.21)  10.09­  5.60­  1,171­  .54­  2.10­  11­ 
May 31, 2020  9.71­  .25­  .05­  .30­  (.25)  (.25)  9.76­  3.13­  797­  .55­  2.55­  22­ 
May 31, 2019  9.48­  .29­  .24­  .53­  (.30)  (.30)  9.71­  5.67­  697­  .56­  2.98­  22­ 
May 31, 2018 ­  9.41­  —­c  .08­  .08­  (.01)  (.01)  9.48­  .83*  10­  .02*  .08*  22­ 
Class Y                         
May 31, 2022­  $10.10­  .20­  (.96)  (.76)  (.21)  (.21)  $9.13­  (7.68)  $85,299­  .54­  2.07­  16­ 
May 31, 2021  9.76­  .21­  .34­  .55­  (.21)  (.21)  10.10­  5.69­  96,177­  .55­  2.10­  11­ 
May 31, 2020  9.71­  .25­  .05­  .30­  (.25)  (.25)  9.76­  3.12­  64,387­  .56­  2.54­  22­ 
May 31, 2019  9.48­  .28­  .24­  .52­  (.29)  (.29)  9.71­  5.61­  53,517­  .57­  2.97­  22­ 
May 31, 2018  9.66­  .30­  (.18)  .12­  (.30)  (.30)  9.48­  1.30­  43,129­  .57­  3.11­  22­ 

 

* Not annualized.

For the period May 22, 2018 (commencement of operations) to May 31, 2018.

a Total return assumes dividend reinvestment and does not reflect the effect of sales charges.

b Includes amounts paid through expense offset and/or brokerage service arrangements, if any (Note 2). Also excludes acquired fund fees and expenses, if any.

c Amount represents less than $0.01 per share.

The accompanying notes are an integral part of these financial statements.

32 Massachusetts Tax Exempt Income Fund  Massachusetts Tax Exempt Income Fund 33 

 



Notes to financial statements 5/31/22

Within the following Notes to financial statements, references to “State Street” represent State Street Bank and Trust Company, references to “the SEC” represent the Securities and Exchange Commission, references to “Putnam Management” represent Putnam Investment Management, LLC, the fund’s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC and references to “OTC”, if any, represent over-the-counter. Unless otherwise noted, the “reporting period” represents the period from June 1, 2021 through May 31, 2022.

Putnam Massachusetts Tax Exempt Income Fund (the fund) is a Massachusetts business trust, which is registered under the Investment Company Act of 1940, as amended, as a diversified, open-end management investment company. The goal of the fund is to seek as high a level of current income exempt from federal income tax and Massachusetts personal income tax as Putnam Management believes is consistent with preservation of capital. The fund invests mainly in bonds that pay interest that is exempt from federal income tax and Massachusetts personal income tax (but that may be subject to federal alternative minimum tax (AMT)), are investment-grade in quality, and have intermediate- to long-term maturities (i.e., three years or longer). Under normal circumstances, Putnam Management invests at least 80% of the fund’s net assets in tax-exempt investments. Tax-exempt investments are issued by or for states, territories or possessions of the United States or by their political subdivisions, agencies, authorities or other government entities, and the income from these investments is exempt from both federal and Massachusetts personal income tax. This investment policy cannot be changed without the approval of the fund’s shareholders. Interest income from private activity bonds may be subject to federal AMT for individuals. These investments are not included for the purpose of complying with the 80% investment policy. Putnam Management may consider, among other factors, credit, interest rate and prepayment risks, as well as general market conditions, when deciding whether to buy or sell investments.

The fund offers class A, class B, class C, class R6 and class Y shares. Purchases of class B shares are closed to new and existing investors except by exchange from class B shares of another Putnam fund or through dividend and/or capital gains reinvestment. Class A shares are sold with a maximum front-end sales charge of 4.00%. Class A shares generally are not subject to a contingent deferred sales charge, and class R6 and class Y shares are not subject to a contingent deferred sales charge. Class B shares, which convert to class A shares after approximately eight years, are not subject to a front-end sales charge and are subject to a contingent deferred sales charge if those shares are redeemed within six years of purchase. Class C shares are subject to a one-year 1.00% contingent deferred sales charge and generally convert to class A shares after approximately eight years. The expenses for class A, class B and class C shares may differ based on the distribution fee of each class, which is identified in Note 2. Class R6 and class Y shares, which are sold at net asset value, are generally subject to the same expenses as class A, class B and class C shares, but do not bear a distribution fee, and in the case of class R6 shares, bear a lower investor servicing fee, which is identified in Note 2. Class R6 and class Y shares are not available to all investors.

In the normal course of business, the fund enters into contracts that may include agreements to indemnify another party under given circumstances. The fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be, but have not yet been, made against the fund. However, the fund’s management team expects the risk of material loss to be remote.

The fund has entered into contractual arrangements with an investment adviser, administrator, distributor, shareholder servicing agent and custodian, who each provide services to the fund. Unless expressly stated otherwise, shareholders are not parties to, or intended beneficiaries of these contractual arrangements, and these contractual arrangements are not intended to create any shareholder right to enforce them against the service providers or to seek any remedy under them against the service providers, either directly or on behalf of the fund.

Under the fund’s Amended and Restated Agreement and Declaration of Trust, any claims asserted against or on behalf of the Putnam Funds, including claims against Trustees and Officers, must be brought in state and federal courts located within the Commonwealth of Massachusetts.

Note 1: Significant accounting policies

The following is a summary of significant accounting policies consistently followed by the fund in the preparation of its financial statements. The preparation of financial statements is in conformity with accounting principles generally accepted in the United States of America and requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements and the reported amounts of increases and decreases in net assets from operations. Actual results could differ from those estimates. Subsequent events after the Statement of assets and liabilities date through the date that the financial statements were issued have been evaluated in the preparation of the financial statements.

34 Massachusetts Tax Exempt Income Fund 

 



Investment income, realized and unrealized gains and losses and expenses of the fund are borne pro-rata based on the relative net assets of each class to the total net assets of the fund, except that each class bears expenses unique to that class (including the distribution fees applicable to such classes). Each class votes as a class only with respect to its own distribution plan or other matters on which a class vote is required by law or determined by the Trustees. If the fund were liquidated, shares of each class would receive their pro-rata share of the net assets of the fund. In addition, the Trustees declare separate dividends on each class of shares.

Security valuation Portfolio securities and other investments are valued using policies and procedures adopted by the Board of Trustees. The Trustees have formed a Pricing Committee to oversee the implementation of these procedures and have delegated responsibility for valuing the fund’s assets in accordance with these procedures to Putnam Management. Putnam Management has established an internal Valuation Committee that is responsible for making fair value determinations, evaluating the effectiveness of the pricing policies of the fund and reporting to the Pricing Committee.

Tax-exempt bonds and notes are generally valued on the basis of valuations provided by an independent pricing service approved by the Trustees. Such services use information with respect to transactions in bonds, quotations from bond dealers, market transactions in comparable securities and various relationships between securities in determining value. These securities will generally be categorized as Level 2.

Market quotations are not considered to be readily available for certain debt obligations (including short-term investments with remaining maturities of 60 days or less) and other investments; such investments are valued on the basis of valuations furnished by an independent pricing service approved by the Trustees or dealers selected by Putnam Management. Such services or dealers determine valuations for normal institutional-size trading units of such securities using methods based on market transactions for comparable securities and various relationships, generally recognized by institutional traders, between securities (which consider such factors as security prices, yields, maturities and ratings). These securities will generally be categorized as Level 2. Securities quoted in foreign currencies, if any, are translated into U.S. dollars at the current exchange rate.

Investments in open-end investment companies (excluding exchange-traded funds), if any, which can be classified as Level 1 or Level 2 securities, are valued based on their net asset value. The net asset value of such investment companies equals the total value of their assets less their liabilities and divided by the number of their outstanding shares.

To the extent a pricing service or dealer is unable to value a security or provides a valuation that Putnam Management does not believe accurately reflects the security’s fair value, the security will be valued at fair value by Putnam Management in accordance with policies and procedures approved by the Trustees. Certain investments, including certain restricted and illiquid securities and derivatives, are also valued at fair value following procedures approved by the Trustees. These valuations consider such factors as significant market or specific security events such as interest rate or credit quality changes, various relationships with other securities, discount rates, U.S. Treasury, U.S. swap and credit yields, index levels, convexity exposures, recovery rates, sales and other multiples and resale restrictions. These securities are classified as Level 2 or as Level 3 depending on the priority of the significant inputs.

To assess the continuing appropriateness of fair valuations, the Valuation Committee reviews and affirms the reasonableness of such valuations on a regular basis after considering all relevant information that is reasonably available. Such valuations and procedures are reviewed periodically by the Trustees. The fair value of securities is generally determined as the amount that the fund could reasonably expect to realize from an orderly disposition of such securities over a reasonable period of time. By its nature, a fair value price is a good faith estimate of the value of a security in a current sale and does not reflect an actual market price, which may be different by a material amount.

Security transactions and related investment income Security transactions are recorded on the trade date (the date the order to buy or sell is executed). Gains or losses on securities sold are determined on the identified cost basis.

Interest income, net of any applicable withholding taxes, if any, and including amortization and accretion of premiums and discounts on debt securities, is recorded on the accrual basis.

Securities purchased or sold on a forward commitment or delayed delivery basis may be settled at a future date beyond customary settlement time; interest income is accrued based on the terms of the securities. Losses may arise due to changes in the fair value of the underlying securities or if the counterparty does not perform under the contract.

Massachusetts Tax Exempt Income Fund 35 

 



Futures contracts The fund uses futures contracts for hedging treasury term structure risk and for yield curve positioning.

The potential risk to the fund is that the change in value of futures contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments, if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. With futures, there is minimal counterparty credit risk to the fund since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. Risks may exceed amounts recognized on the Statement of assets and liabilities. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. The fund and the broker agree to exchange an amount of cash equal to the daily fluctuation in the value of the futures contract. Such receipts or payments are known as “variation margin.”

Futures contracts outstanding at period end, if any, are listed after the fund’s portfolio.

Total return swap contracts The fund entered into OTC and/or centrally cleared total return swap contracts, which are arrangements to exchange a market-linked return for a periodic payment, both based on a notional principal amount, for hedging inflation, for gaining exposure to inflation and for hedging and gaining exposure to interest rate and term structure risk.

To the extent that the total return of the security, index or other financial measure underlying the transaction exceeds or falls short of the offsetting interest rate obligation, the fund will receive a payment from or make a payment to the counterparty. OTC and/or centrally cleared total return swap contracts are marked to market daily based upon quotations from an independent pricing service or market maker. Any change is recorded as an unrealized gain or loss on OTC total return swaps. Daily fluctuations in the value of centrally cleared total return swaps are settled through a central clearing agent and are recorded in variation margin on the Statement of assets and liabilities and recorded as unrealized gain or loss. Payments received or made are recorded as realized gains or losses. Certain OTC and/or centrally cleared total return swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract. The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or in the price of the underlying security or index, the possibility that there is no liquid market for these agreements or that the counterparty may default on its obligation to perform. The fund’s maximum risk of loss from counterparty risk or central clearing risk is the fair value of the contract. This risk may be mitigated for OTC total return swap contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared total return swap contracts through the daily exchange of variation margin. There is minimal counterparty risk with respect to centrally cleared total return swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default. Risk of loss may exceed amounts recognized on the Statement of assets and liabilities.

OTC and/or centrally cleared total return swap contracts outstanding, including their respective notional amounts at period end, if any, are listed after the fund’s portfolio.

Master agreements The fund is a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements (Master Agreements) with certain counterparties that govern OTC derivative and foreign exchange contracts entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties’ general obligations, representations, agreements, collateral requirements, events of default and early termination. With respect to certain counterparties, in accordance with the terms of the Master Agreements, collateral pledged to the fund is held in a segregated account by the fund’s custodian and, with respect to those amounts which can be sold or repledged, is presented in the fund’s portfolio.

Collateral pledged by the fund is segregated by the fund’s custodian and identified in the fund’s portfolio. Collateral can be in the form of cash or debt securities issued by the U.S. Government or related agencies or other securities as agreed to by the fund and the applicable counterparty. Collateral requirements are determined based on the fund’s net position with each counterparty.

36 Massachusetts Tax Exempt Income Fund 

 



Termination events applicable to the fund may occur upon a decline in the fund’s net assets below a specified threshold over a certain period of time. Termination events applicable to counterparties may occur upon a decline in the counterparty’s long-term and short-term credit ratings below a specified level. In each case, upon occurrence, the other party may elect to terminate early and cause settlement of all derivative and foreign exchange contracts outstanding, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the fund’s counterparties to elect early termination could impact the fund’s future derivative activity.

At the close of the reporting period, the fund had a net liability position of $3,484 on open derivative contracts subject to the Master Agreements. There was no collateral pledged by the fund at period end for these agreements.

Interfund lending The fund, along with other Putnam funds, may participate in an interfund lending program pursuant to an exemptive order issued by the SEC. This program allows the fund to borrow from other Putnam funds that permit such transactions. Interfund lending transactions are subject to each fund’s investment policies and borrowing and lending limits. Interest earned or paid on the interfund lending transaction will be based on the average of certain current market rates. During the reporting period, the fund did not utilize the program.

Lines of credit The fund participates, along with other Putnam funds, in a $317.5 million unsecured committed line of credit and a $235.5 million unsecured uncommitted line of credit, both provided by State Street. Borrowings may be made for temporary or emergency purposes, including the funding of shareholder redemption requests and trade settlements. Interest is charged to the fund based on the fund’s borrowing at a rate equal to 1.25% plus the higher of (1) the Federal Funds rate and (2) the Overnight Bank Funding Rate for the committed line of credit and 1.30% plus the higher of (1) the Federal Funds rate and (2) the Overnight Bank Funding Rate for the uncommitted line of credit. A closing fee equal to 0.04% of the committed line of credit and 0.04% of the uncommitted line of credit has been paid by the participating funds. In addition, a commitment fee of 0.21% per annum on any unutilized portion of the committed line of credit is allocated to the participating funds based on their relative net assets and paid quarterly. During the reporting period, the fund had no borrowings against these arrangements.

Federal taxes It is the policy of the fund to distribute all of its income within the prescribed time period and otherwise comply with the provisions of the Internal Revenue Code of 1986, as amended (the Code), applicable to regulated investment companies. It is also the intention of the fund to distribute an amount sufficient to avoid imposition of any excise tax under Section 4982 of the Code.

The fund is subject to the provisions of Accounting Standards Codification 740 Income Taxes (ASC 740). ASC 740 sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. The fund did not have a liability to record for any unrecognized tax benefits in the accompanying financial statements. No provision has been made for federal taxes on income, capital gains or unrealized appreciation on securities held nor for excise tax on income and capital gains. Each of the fund’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

Under the Regulated Investment Company Modernization Act of 2010, the fund will be permitted to carry forward capital losses incurred for an unlimited period and the carry forwards will retain their character as either short-term or long-term capital losses. At May 31, 2022, the fund had the following capital loss carryovers available, to the extent allowed by the Code, to offset future net capital gain, if any:

  Loss carryover   
Short-term  Long-term  Total 
$1,609,223  $—  $1,609,223 

 

Distributions to shareholders Income dividends are recorded daily by the fund and are paid monthly. Distributions from capital gains, if any, are recorded on the ex-dividend date and paid at least annually. The amount and character of income and gains to be distributed are determined in accordance with income tax regulations which may differ from generally accepted accounting principles. For the reporting period, there were no material temporary or permanent differences. Reclassifications are made to the fund’s capital accounts to reflect income and gains available for distribution (or available capital loss carryovers) under income tax regulations. At the close of the reporting period, the fund reclassified $7,417 to increase undistributed net investment income and $7,417 to increase accumulated net realized loss.

Massachusetts Tax Exempt Income Fund 37 

 



Tax cost of investments includes adjustments to net unrealized appreciation (depreciation) which may not necessarily be final tax cost basis adjustments, but closely approximate the tax basis unrealized gains and losses that may be realized and distributed to shareholders. The tax basis components of distributable earnings and the federal tax cost as of the close of the reporting period were as follows:

Unrealized appreciation  $3,465,325 
Unrealized depreciation  (11,635,173) 
Net unrealized depreciation  (8,169,848) 
Undistributed ordinary income  19,167 
Undistributed tax-exempt income  312,532 
Capital loss carryforward  (1,609,223) 
Cost for federal income tax purposes  $265,409,418 

 

Note 2: Management fee, administrative services and other transactions

The fund pays Putnam Management a management fee (based on the fund’s average net assets and computed and paid monthly) at annual rates that may vary based on the average of the aggregate net assets of all open-end mutual funds sponsored by Putnam Management (excluding net assets of funds that are invested in, or that are invested in by, other Putnam funds to the extent necessary to avoid “double counting” of those assets). Such annual rates may vary as follows:

0.590%  of the first $5 billion,  0.390%  of the next $50 billion, 
0.540%  of the next $5 billion,  0.370%  of the next $50 billion, 
0.490%  of the next $10 billion,  0.360%  of the next $100 billion and 
0.440%  of the next $10 billion,  0.355%  of any excess thereafter. 

 

For the reporting period, the management fee represented an effective rate (excluding the impact from any expense waivers in effect) of 0.422% of the fund’s average net assets.

Putnam Management has contractually agreed, through September 30, 2023, to waive fees and/or reimburse the fund’s expenses to the extent necessary to limit the cumulative expenses of the fund, exclusive of brokerage, interest, taxes, investment-related expenses, extraordinary expenses, acquired fund fees and expenses and payments under the fund’s investor servicing contract, investment management contract and distribution plans, on a fiscal year-to-date basis to an annual rate of 0.20% of the fund’s average net assets over such fiscal year-to-date period. During the reporting period, the fund’s expenses were not reduced as a result of this limit.

Putnam Investments Limited (PIL), an affiliate of Putnam Management, is authorized by the Trustees to manage a separate portion of the assets of the fund as determined by Putnam Management from time to time. PIL did not manage any portion of the assets of the fund during the reporting period. If Putnam Management were to engage the services of PIL, Putnam Management would pay a quarterly sub-management fee to PIL for its services at an annual rate of 0.40% of the average net assets of the portion of the fund managed by PIL.

The fund reimburses Putnam Management an allocated amount for the compensation and related expenses of certain officers of the fund and their staff who provide administrative services to the fund. The aggregate amount of all such reimbursements is determined annually by the Trustees.

Custodial functions for the fund’s assets are provided by State Street. Custody fees are based on the fund’s asset level, the number of its security holdings and transaction volumes.

Putnam Investor Services, Inc., an affiliate of Putnam Management, provides investor servicing agent functions to the fund. Putnam Investor Services, Inc. received fees for investor servicing for class A, class B, class C and class Y shares that included (1) a per account fee for each direct and underlying non-defined contribution account (retail account) of the fund; (2) a specified rate of the fund’s assets attributable to defined contribution plan accounts; and (3) a specified rate based on the average net assets in retail accounts. Putnam Investor Services, Inc. has agreed that the aggregate investor servicing fees for each fund’s retail and defined contribution accounts for these share classes will not exceed an annual rate of 0.25% of the fund’s average assets attributable to such accounts.

Class R6 shares paid a monthly fee based on the average net assets of class R6 shares at an annual rate of 0.05%.

38 Massachusetts Tax Exempt Income Fund 

 



During the reporting period, the expenses for each class of shares related to investor servicing fees were as follows:

Class A  $111,066  Class R6  693 
Class B  206  Class Y  55,912 
Class C  4,094  Total  $171,971 

 

The fund has entered into expense offset arrangements with Putnam Investor Services, Inc. and State Street whereby Putnam Investor Services, Inc.’s and State Street’s fees are reduced by credits allowed on cash balances. For the reporting period, the fund’s expenses were reduced by $240 under the expense offset arrangements.

Each Independent Trustee of the fund receives an annual Trustee fee, of which $211, as a quarterly retainer, has been allocated to the fund, and an additional fee for each Trustees meeting attended. Trustees also are reimbursed for expenses they incur relating to their services as Trustees.

The fund has adopted a Trustee Fee Deferral Plan (the Deferral Plan) which allows the Trustees to defer the receipt of all or a portion of Trustees fees payable on or after July 1, 1995. The deferred fees remain invested in certain Putnam funds until distribution in accordance with the Deferral Plan.

The fund has adopted an unfunded noncontributory defined benefit pension plan (the Pension Plan) covering all Trustees of the fund who have served as a Trustee for at least five years and were first elected prior to 2004. Benefits under the Pension Plan are equal to 50% of the Trustee’s average annual attendance and retainer fees for the three years ended December 31, 2005. The retirement benefit is payable during a Trustee’s lifetime, beginning the year following retirement, for the number of years of service through December 31, 2006. Pension expense for the fund is included in Trustee compensation and expenses in the Statement of operations. Accrued pension liability is included in Payable for Trustee compensation and expenses in the Statement of assets and liabilities. The Trustees have terminated the Pension Plan with respect to any Trustee first elected after 2003.

The fund has adopted distribution plans (the Plans) with respect to the following share classes pursuant to Rule 12b–1 under the Investment Company Act of 1940. The purpose of the Plans is to compensate Putnam Retail Management Limited Partnership, an indirect wholly-owned subsidiary of Putnam Investments, LLC, for services provided and expenses incurred in distributing shares of the fund. The Plans provide payments by the fund to Putnam Retail Management Limited Partnership at an annual rate of up to the following amounts (Maximum %) of the average net assets attributable to each class. The Trustees have approved payment by the fund at the following annual rate (Approved %) of the average net assets attributable to each class. During the reporting period, the class-specific expenses related to distribution fees were as follows:

  Maximum %  Approved %  Amount 
Class A  0.35%  0.25%  $492,336 
Class B  1.00%  0.85%  3,119 
Class C  1.00%  1.00%  72,641 
Total      $568,096 

 

For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received net commissions of $7,929 from the sale of class A shares and received $516 and no monies in contingent deferred sales charges from redemptions of class B and class C shares, respectively.

A deferred sales charge of up to 1.00% is assessed on certain redemptions of class A shares. For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received no monies on class A redemptions.

Note 3: Purchases and sales of securities

During the reporting period, the cost of purchases and the proceeds from sales, excluding short-term investments, were as follows:

  Cost of purchases  Proceeds from sales 
Investments in securities (Long-term)  $44,513,317  $67,202,918 
U.S. government securities (Long-term)     
Total  $44,513,317  $67,202,918 

 

Massachusetts Tax Exempt Income Fund 39 

 



The fund may purchase or sell investments from or to other Putnam funds in the ordinary course of business, which can reduce the fund’s transaction costs, at prices determined in accordance with SEC requirements and policies approved by the Trustees. During the reporting period, purchases or sales of long-term securities from or to other Putnam funds, if any, did not represent more than 5% of the fund’s total cost of purchases and/or total proceeds from sales.

Note 4: Capital shares

At the close of the reporting period, there were an unlimited number of shares of beneficial interest authorized. Transactions, including, if applicable, direct exchanges pursuant to share conversions, in capital shares were as follows:

  YEAR ENDED 5/31/22  YEAR ENDED 5/31/21 
Class A  Shares  Amount  Shares  Amount 
Shares sold  770,980  $7,454,994  2,783,767  $27,686,330 
Shares issued in connection with         
reinvestment of distributions  315,556  3,072,635  331,166  3,299,365 
  1,086,536  10,527,629  3,114,933  30,985,695 
Shares repurchased  (4,255,460)  (40,366,896)  (2,761,419)  (27,506,379) 
Net increase (decrease)  (3,168,924)  $(29,839,267)  353,514  $3,479,316 
 
  YEAR ENDED 5/31/22  YEAR ENDED 5/31/21 
Class B  Shares  Amount  Shares  Amount 
Shares sold    $—    $— 
Shares issued in connection with         
reinvestment of distributions  408  3,978  765  7,602 
  408  3,978  765  7,602 
Shares repurchased  (15,869)  (157,558)  (46,561)  (461,251) 
Net decrease  (15,461)  $(153,580)  (45,796)  $(453,649) 
 
  YEAR ENDED 5/31/22  YEAR ENDED 5/31/21 
Class C  Shares  Amount  Shares  Amount 
Shares sold  134,976  $1,339,168  201,385  $2,008,852 
Shares issued in connection with         
reinvestment of distributions  7,166  69,685  10,903  108,752 
  142,142  1,408,853  212,288  2,117,604 
Shares repurchased  (264,455)  (2,579,953)  (1,053,033)  (10,481,773) 
Net decrease  (122,313)  $(1,171,100)  (840,745)  $(8,364,169) 
 
  YEAR ENDED 5/31/22  YEAR ENDED 5/31/21 
Class R6  Shares  Amount  Shares  Amount 
Shares sold  42,775  $429,252  39,739  $396,941 
Shares issued in connection with         
reinvestment of distributions  3,004  29,213  2,126  21,237 
  45,779  458,465  41,865  418,178 
Shares repurchased  (9,960)  (96,085)  (7,491)  (74,754) 
Net increase  35,819  $362,380  34,374  $343,424 

 

40 Massachusetts Tax Exempt Income Fund 

 



  YEAR ENDED 5/31/22  YEAR ENDED 5/31/21 
Class Y  Shares  Amount  Shares  Amount 
Shares sold  3,520,564  $33,995,407  4,250,994  $42,515,072 
Shares issued in connection with         
reinvestment of distributions  183,603  1,790,492  149,595  1,495,868 
  3,704,167  35,785,899  4,400,589  44,010,940 
Shares repurchased  (3,885,372)  (36,672,132)  (1,474,130)  (14,736,577) 
Net increase (decrease)  (181,205)  $(886,233)  2,926,459  $29,274,363 

 

Note 5: Affiliated transactions

Transactions during the reporting period with any company which is under common ownership or control were as follows:

          Shares 
          outstanding 
          and fair 
  Fair value as  Purchase  Sale  Investment  value as 
Name of affiliate  of 5/31/21  cost  proceeds  income  of 5/31/22 
Short-term investments           
Putnam Short Term           
Investment Fund*  $4,961,799  $74,203,322  $74,496,526  $10,061  $4,668,595 
Total Short-term           
investments  $4,961,799  $74,203,322  $74,496,526  $10,061  $4,668,595 

 

* Management fees charged to Putnam Short Term Investment Fund have been waived by Putnam Management. There were no realized or unrealized gains or losses during the period.

Note 6: Market, credit and other risks

In the normal course of business, the fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk) or failure of the contracting party to the transaction to perform (credit risk). The fund may be exposed to additional credit risk that an institution or other entity with which the fund has unsettled or open transactions will default. The fund focuses a majority of its investments in the Commonwealth of Massachusetts and may be affected by economic and political developments in that Commonwealth.

On July 27, 2017, the United Kingdom’s Financial Conduct Authority (“FCA”), which regulates LIBOR, announced its intention to cease compelling banks to provide the quotations needed to sustain LIBOR after 2021. ICE Benchmark Administration, the administrator of LIBOR, ceased publication of most LIBOR settings on a representative basis at the end of 2021 and is expected to cease publication of a majority of U.S. dollar LIBOR settings on a representative basis after June 30, 2023. In addition, global regulators have announced that, with limited exceptions, no new LIBOR-based contracts should be entered into after 2021. LIBOR has historically been a common benchmark interest rate index used to make adjustments to variable-rate loans. It is used throughout global banking and financial industries to determine interest rates for a variety of financial instruments and borrowing arrangements. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR in most major currencies. Various financial industry groups have been planning for the transition away from LIBOR, but there are obstacles to converting certain longer-term securities and transactions to new reference rates. Markets are developing slowly and questions around liquidity in these rates and how to appropriately adjust these rates to mitigate any economic value transfer at the time of transition remain a significant concern. Neither the effect of the transition process nor its ultimate success can yet be known. The transition process might lead to increased volatility and illiquidity in markets that rely on LIBOR to determine interest rates. It could also lead to a reduction in the value of some LIBOR-based investments and reduce the effectiveness of related transactions, such as hedges. While some LIBOR-based instruments may contemplate a scenario where LIBOR is no longer available by providing for an alternative rate-setting methodology, not all may have such provisions and there may be significant uncertainty regarding the effectiveness of any such alternative methodologies. Since the usefulness of LIBOR as a benchmark could deteriorate during the transition period, these effects could occur at any time.

Massachusetts Tax Exempt Income Fund 41 

 



Beginning in January 2020, global financial markets have experienced, and may continue to experience, significant volatility resulting from the spread of a virus known as Covid–19. The outbreak of Covid–19 has resulted in travel and border restrictions, quarantines, supply chain disruptions, lower consumer demand, and general market uncertainty. The effects of Covid–19 have adversely affected, and may continue to adversely affect, the global economy, the economies of certain nations, and individual issuers, all of which may negatively impact the fund’s performance.

Note 7: Summary of derivative activity

The volume of activity for the reporting period for any derivative type that was held during the period is listed below and was based on an average of the holdings at the end of each fiscal quarter:

Futures contracts (number of contracts)  90 
OTC total return swap contracts (notional)  $12,600,000 
Centrally cleared total return swap contracts (notional)  $8,700,000 

 

The following is a summary of the fair value of derivative instruments as of the close of the reporting period:

Fair value of derivative instruments as of the close of the reporting period   
  ASSET DERIVATIVES LIABILITY DERIVATIVES
Derivatives not         
accounted for as  Statement of    Statement of   
hedging instruments  assets and    assets and   
under ASC 815  liabilities location  Fair value  liabilities location  Fair value 
  Receivables, Net       
  assets — Unrealized       
Interest rate contracts  appreciation  $210,829*  Payables  $197,594 
Total    $210,829    $197,594 

 

* Includes cumulative appreciation of futures contracts as reported in the fund’s portfolio. Only current day’s variation margin is reported within the Statement of assets and liabilities.

The following is a summary of realized and change in unrealized gains or losses of derivative instruments in the Statement of operations for the reporting period (Note 1):

Amount of realized gain or (loss) on derivatives recognized in net gain or (loss) on investments   
Derivatives not accounted for as hedging       
instruments under ASC 815  Futures  Swaps  Total 
Interest rate contracts  $834,139  $(2,313,430)  $(1,479,291) 
Total  $834,139  $(2,313,430)  $(1,479,291) 
 
Change in unrealized appreciation or (depreciation) on derivatives recognized in net gain or (loss) 
on investments       
Derivatives not accounted for as hedging       
instruments under ASC 815  Futures  Swaps  Total 
Interest rate contracts  $23,498  $149,512  $173,010 
Total  $23,498  $149,512  $173,010 

 

42 Massachusetts Tax Exempt Income Fund 

 



Note 8: Offsetting of financial and derivative assets and liabilities

The following table summarizes any derivatives, repurchase agreements and reverse repurchase agreements, at the end of the reporting period, that are subject to an enforceable master netting agreement or similar agreement. For securities lending transactions or borrowing transactions associated with securities sold short, if any, see Note 1. For financial reporting purposes, the fund does not offset financial assets and financial liabilities that are subject to the master netting agreements in the Statement of assets and liabilities.

    JPMorgan   
  Citibank, N.A.  Securities LLC  Total 
Assets:       
OTC Total return swap contracts*#  $194,110  $—  $194,110 
Futures contracts§    15,968  15,968 
Total Assets  $194,110  $15,968  $210,078 
Liabilities:       
OTC Total return swap contracts*#  197,594    197,594 
Futures contracts§       
Total Liabilities  $197,594  $—  $197,594 
Total Financial and Derivative Net Assets  $(3,484)  $15,968  $12,484 
Total collateral received (pledged)†##  $—  $—   
Net amount  $(3,484)  $15,968   
Controlled collateral received (including       
TBA commitments)**  $—  $—  $— 
Uncontrolled collateral received  $—  $—  $— 
Collateral (pledged) (including TBA commitments)**  $—  $—  $— 

 

* Excludes premiums, if any. Included in unrealized appreciation and depreciation on OTC swap contracts on the Statement of assets and liabilities.

** Included with Investments in securities on the Statement of assets and liabilities.

Additional collateral may be required from certain brokers based on individual agreements.

# Covered by master netting agreement (Note 1).

##Any over-collateralization of total financial and derivative net assets is not shown. Collateral may include amounts related to unsettled agreements.

§ Includes current day’s variation margin only as reported on the Statement of assets and liabilities, which is not collateralized. Cumulative appreciation/(depreciation) for futures contracts is represented in the table listed after the fund’s portfolio. Collateral pledged for initial margin on futures contracts, which is not included in the table above, amounted to $70,979.

Note 9: New accounting pronouncements

In March 2020, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) 2020 -04, Reference Rate Reform (Topic 848) — Facilitation of the Effects of Reference Rate Reform on Financial Reporting. The amendments in ASU 2020 -04 provide optional temporary financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of LIBOR and other interbank-offered based reference rates as of the end of 2021. The discontinuation of LIBOR was subsequently extended to June 30, 2023. ASU 2020 -04 is effective for certain reference rate-related contract modifications that occur during the period March 12, 2020 through December 31, 2022. Management expects that the adoption of the guidance will not have a material impact on the fund’s financial statements.

Massachusetts Tax Exempt Income Fund 43 

 



Federal tax information (Unaudited)

The fund has designated 98.86% of dividends paid from net investment income during the reporting period as tax exempt for federal income tax purposes.

The Form 1099 that will be mailed to you in January 2023 will show the tax status of all distributions paid to your account in calendar 2022.

44 Massachusetts Tax Exempt Income Fund 

 




Massachusetts Tax Exempt Income Fund 45 

 




* Mr. Reynolds is an “interested person” (as defined in the Investment Company Act of 1940) of the fund and Putnam Investments. He is President and Chief Executive Officer of Putnam Investments, as well as the President of your fund and each of the other Putnam funds.

The address of each Trustee is 100 Federal Street, Boston, MA 02110.

As of May 31, 2022, there were 100 funds in the Putnam fund complex, including 96 Putnam Funds and four funds in Putnam ETF Trust. Mses. Pillai and Murphy serve as Trustees of 76 Putnam Funds, and each other Trustee serves as Trustee of all Putnam Funds. In addition to serving as Trustees of the Putnam Funds, Dr. Hill, Mses. Domotorffy and Sutphen, and Mr. Ahamed serve as Trustees of Putnam ETF Trust.

Each Trustee serves for an indefinite term, until his or her resignation, retirement at age 75, removal, or death.

46 Massachusetts Tax Exempt Income Fund 

 



Officers

In addition to Robert L. Reynolds, the other officers of the fund are shown below:

James F. Clark (Born 1974)  Alan G. McCormack (Born 1964) 
Vice President and Chief Compliance Officer  Vice President and Derivatives Risk Manager 
Since 2016  Since 2022 
Chief Compliance Officer and Chief Risk Officer,  Head of Quantitative Equities and Risk, 
Putnam Investments, and Chief Compliance Officer,  Putnam Investments 
Putnam Management 
Denere P. Poulack (Born 1968) 
Nancy E. Florek (Born 1957)  Assistant Vice President, Assistant Clerk, 
Vice President, Director of Proxy Voting and Corporate  and Assistant Treasurer 
Governance, Assistant Clerk, and Assistant Treasurer  Since 2004 
Since 2000 
Janet C. Smith (Born 1965) 
Michael J. Higgins (Born 1976)  Vice President, Principal Financial Officer, Principal 
Vice President, Treasurer, and Clerk  Accounting Officer, and Assistant Treasurer 
Since 2010  Since 2007 
  Head of Fund Administration Services, 
Jonathan S. Horwitz (Born 1955)  Putnam Investments and Putnam Management 
Executive Vice President, Principal Executive Officer,   
and Compliance Liaison  Stephen J. Tate (Born 1974) 
Since 2004  Vice President and Chief Legal Officer 
  Since 2021 
Richard T. Kircher (Born 1962)  General Counsel, Putnam Investments, 
Vice President and BSA Compliance Officer  Putnam Management, and Putnam Retail Management 
Since 2019   
Assistant Director, Operational Compliance, Putnam  Mark C. Trenchard (Born 1962) 
Investments and Putnam Retail Management  Vice President 
  Since 2002 
Martin Lemaire (Born 1984)  Director of Operational Compliance, Putnam 
Vice President and Derivatives Risk Manager  Investments and Putnam Retail Management 
Since 2022   
Risk Manager and Risk Analyst, Putnam Investments   
 
Susan G. Malloy (Born 1957)   
Vice President and Assistant Treasurer   
Since 2007   
Head of Accounting and Middle Office Services,   
Putnam Investments and Putnam Management   

 

The principal occupations of the officers for the past five years have been with the employers as shown above, although in some cases they have held different positions with such employers. The address of each officer is 100 Federal Street, Boston, MA 02110.

Massachusetts Tax Exempt Income Fund 47 

 



Services for shareholders

Investor services

Systematic investment plan Tell us how much you wish to invest regularly — weekly, semimonthly, or monthly — and the amount you choose will be transferred automatically from your checking or savings account. There’s no additional fee for this service, and you can suspend it at any time. This plan may be a great way to save for college expenses or to plan for your retirement.

Please note that regular investing does not guarantee a profit or protect against loss in a declining market. Before arranging a systematic investment plan, consider your financial ability to continue making purchases in periods when prices are low.

Systematic exchange You can make regular transfers from one Putnam fund to another Putnam fund. There are no additional fees for this service, and you can cancel or change your options at any time.

Dividends PLUS You can choose to have the dividend distributions from one of your Putnam funds automatically reinvested in another Putnam fund at no additional charge.

Free exchange privilege You can exchange money between Putnam funds free of charge, as long as they are the same class of shares. A signature guarantee is required if you are exchanging more than $500,000. The fund reserves the right to revise or terminate the exchange privilege.

Reinstatement privilege If you’ve sold Putnam shares or received a check for a dividend or capital gain, you may reinvest the proceeds with Putnam within 90 days of the transaction and they will be reinvested at the fund’s current net asset value — with no sales charge. However, reinstatement of class B shares may have special tax consequences. Ask your financial or tax representative for details.

Check-writing service You have ready access to many Putnam accounts. It’s as simple as writing a check, and there are no special fees or service charges. For more information about the check-writing service, call Putnam or visit our website.

Dollar cost averaging When you’re investing for long-term goals, it’s time, not timing, that counts. Investing on a systematic basis is a better strategy than trying to figure out when the markets will go up or down. This means investing the same amount of money regularly over a long period. This method of investing is called dollar cost averaging. When a fund’s share price declines, your investment dollars buy more shares at lower prices. When it increases, they buy fewer shares. Over time, you will pay a lower average price per share.

For more information

Visit the Individual Investors section at putnam.com A secure section of our website contains complete information on your account, including balances and transactions, updated daily. You may also conduct transactions, such as exchanges, additional investments, and address changes. Log on today to get your password.

Call us toll free at 1-800-225-1581 Ask a helpful Putnam representative or your financial advisor for details about any of these or other services, or see your prospectus.

48 Massachusetts Tax Exempt Income Fund 

 



Fund information

Founded over 80 years ago, Putnam Investments was built around the concept that a balance between risk and reward is the hallmark of a well-rounded financial program. We manage funds across income, value, blend, growth, sustainable, asset allocation, absolute return, and global sector categories.

Investment Manager  Trustees  Richard T. Kircher 
Putnam Investment  Kenneth R. Leibler, Chair  Vice President and 
Management, LLC  Barbara M. Baumann, Vice Chair  BSA Compliance Officer 
100 Federal Street  Liaquat Ahamed   
Boston, MA 02110  Katinka Domotorffy  Martin Lemaire 
  Catharine Bond Hill  Vice President and 
Investment Sub-Advisor  Jennifer Williams Murphy  Derivatives Risk Manager 
Putnam Investments Limited  Marie Pillai 
16 St James’s Street  George Putnam, III  Susan G. Malloy 
London, England SW1A 1ER  Robert L. Reynolds  Vice President and 
Manoj P. Singh  Assistant Treasurer 
Marketing Services  Mona K. Sutphen 
Putnam Retail Management    Alan G. McCormack 
Limited Partnership  Officers  Vice President and 
100 Federal Street  Robert L. Reynolds  Derivatives Risk Manager 
Boston, MA 02110  President 
    Denere P. Poulack 
Custodian  James F. Clark  Assistant Vice President, 
State Street Bank  Vice President, Chief Compliance  Assistant Clerk, and 
and Trust Company  Officer, and Chief Risk Officer  Assistant Treasurer 
   
Legal Counsel  Nancy E. Florek  Janet C. Smith 
Ropes & Gray LLP  Vice President, Director of  Vice President, 
Proxy Voting and Corporate  Principal Financial Officer, 
Independent Registered  Governance, Assistant Clerk,  Principal Accounting Officer, 
Public Accounting Firm  and Assistant Treasurer  and Assistant Treasurer 
PricewaterhouseCoopers LLP   
  Michael J. Higgins  Stephen J. Tate 
  Vice President, Treasurer,  Vice President and 
  and Clerk  Chief Legal Officer 
   
  Jonathan S. Horwitz  Mark C. Trenchard 
  Executive Vice President,  Vice President 
Principal Executive Officer,   
  and Compliance Liaison   

 

This report is for the information of shareholders of Putnam Massachusetts Tax Exempt Income Fund. It may also be used as sales literature when preceded or accompanied by the current prospectus, the most recent copy of Putnam’s Quarterly Performance Summary, and Putnam’s Quarterly Ranking Summary. For more recent performance, please visit putnam.com. Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund, which are described in its prospectus. For this and other information or to request a prospectus or summary prospectus, call 1-800-225-1581 toll free. Please read the prospectus carefully before investing. The fund’s Statement of Additional Information contains additional information about the fund’s Trustees and is available without charge upon request by calling 1-800-225-1581.




Item 2. Code of Ethics:
(a) The fund’s principal executive, financial and accounting officers are employees of Putnam Investment Management, LLC, the Fund’s investment manager. As such they are subject to a comprehensive Code of Ethics adopted and administered by Putnam Investments which is designed to protect the interests of the firm and its clients. The Fund has adopted a Code of Ethics which incorporates the Code of Ethics of Putnam Investments with respect to all of its officers and Trustees who are employees of Putnam Investment Management, LLC. For this reason, the Fund has not adopted a separate code of ethics governing its principal executive, financial and accounting officers.

Item 3. Audit Committee Financial Expert:
The Funds’ Audit, Compliance and Risk Committee is comprised solely of Trustees who are “independent” (as such term has been defined by the Securities and Exchange Commission (“SEC”) in regulations implementing Section 407 of the Sarbanes-Oxley Act (the “Regulations”)). The Trustees believe that each member of the Audit, Compliance and Risk Committee also possesses a combination of knowledge and experience with respect to financial accounting matters, as well as other attributes, that qualifies him or her for service on the Committee. In addition, the Trustees have determined that each of Dr. Hill, Dr. Joskow, and Mr. Singh qualifies as an “audit committee financial expert” (as such term has been defined by the Regulations) based on their review of his or her pertinent experience and education; in the case of Dr. Joskow, including his experience serving on the audit committees of several public companies and institutions and his education and experience as an economist who studies companies and industries, routinely using public company financial statements in his research. The SEC has stated, and the funds’ amended and restated agreement and Declaration of Trust provides, that the designation or identification of a person as an audit committee financial expert pursuant to this Item 3 of Form N-CSR does not impose on such person any duties, obligations or liability that are greater than the duties, obligations and liability imposed on such person as a member of the Audit, Compliance and Risk Committee and the Board of Trustees in the absence of such designation or identification.

Item 4. Principal Accountant Fees and Services:
The following table presents fees billed in each of the last two fiscal years for services rendered to the fund by the fund’s independent auditor:


Fiscal year ended Audit Fees Audit-Related Fees Tax Fees All Other Fees

May 31, 2022 $49,199 $ — $7,296 $ —
May 31, 2021 $50,613 $ — $7,088 $ —

For the fiscal years ended May 31, 2022 and May 31, 2021, the fund’s independent auditor billed aggregate non-audit fees in the amounts of $336,247 and $316,388 respectively, to the fund, Putnam Management and any entity controlling, controlled by or under common control with Putnam Management that provides ongoing services to the fund.

Audit Fees represent fees billed for the fund’s last two fiscal years relating to the audit and review of the financial statements included in annual reports and registration statements, and other services that are normally provided in connection with statutory and regulatory filings or engagements.

Audit-Related Fees represent fees billed in the fund’s last two fiscal years for services traditionally performed by the fund’s auditor, including accounting consultation for proposed transactions or concerning financial accounting and reporting standards and other audit or attest services not required by statute or regulation.

Tax Fees represent fees billed in the fund’s last two fiscal years for tax compliance, tax planning and tax advice services. Tax planning and tax advice services include assistance with tax audits, employee benefit plans and requests for rulings or technical advice from taxing authorities.

Pre-Approval Policies of the Audit, Compliance and Risk Committee. The Audit, Compliance and Risk Committee of the Putnam funds has determined that, as a matter of policy, all work performed for the funds by the funds’ independent auditors will be pre-approved by the Committee itself and thus will generally not be subject to pre-approval procedures.

The Audit, Compliance and Risk Committee also has adopted a policy to pre-approve the engagement by Putnam Management and certain of its affiliates of the funds’ independent auditors, even in circumstances where pre-approval is not required by applicable law. Any such requests by Putnam Management or certain of its affiliates are typically submitted in writing to the Committee and explain, among other things, the nature of the proposed engagement, the estimated fees, and why this work should be performed by that particular audit firm as opposed to another one. In reviewing such requests, the Committee considers, among other things, whether the provision of such services by the audit firm are compatible with the independence of the audit firm.

The following table presents fees billed by the fund’s independent auditor for services required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2–01 of Regulation S-X.


Fiscal year ended Audit-Related Fees Tax Fees All Other Fees Total Non-Audit Fees

May 31, 2022 $ — $328,951 $ — $ —
May 31, 2021 $ — $309,300 $ — $ —

Item 5. Audit Committee of Listed Registrants
Not applicable

Item 6. Schedule of Investments:
The registrant’s schedule of investments in unaffiliated issuers is included in the report to shareholders in Item 1 above.

Item 7. Disclosure of Proxy Voting Policies and Procedures For Closed-End Management Investment Companies:
Not applicable

Item 8. Portfolio Managers of Closed-End Investment Companies
Not Applicable

Item 9. Purchases of Equity Securities by Closed-End Management Investment Companies and Affiliated Purchasers:
Not applicable

Item 10. Submission of Matters to a Vote of Security Holders:
Not applicable

Item 11. Controls and Procedures:
(a) The registrant’s principal executive officer and principal financial officer have concluded, based on their evaluation of the effectiveness of the design and operation of the registrant’s disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the design and operation of such procedures are generally effective to provide reasonable assurance that information required to be disclosed by the registrant in this report is recorded, processed, summarized and reported within the time periods specified in the Commission’s rules and forms.

(b) Changes in internal control over financial reporting: Not applicable

Item 12. Disclosures of Securities Lending Activities for Closed-End Management Investment Companies:
Not Applicable

Item 13. Exhibits:
(a)(1) The Code of Ethics of The Putnam Funds, which incorporates the Code of Ethics of Putnam Investments, is filed herewith

(a)(2) Separate certifications for the principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended, are filed herewith.

(b) The certifications required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, are filed herewith.

SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Putnam Massachusetts Tax Exempt Income Fund
By (Signature and Title):
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer

Date: July 28, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title):
/s/ Jonathan S. Horwitz
Jonathan S. Horwitz
Principal Executive Officer

Date: July 28, 2022
By (Signature and Title):
/s/ Janet C. Smith
Janet C. Smith
Principal Financial Officer

Date: July 28, 2022
EX-99.CERT 2 b_845certifications.htm CERTIFICATIONS b_845certifications.htm

Certifications

I, Jonathan S. Horwitz, the Principal Executive Officer of the funds listed on Attachment A, certify that:

1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:

2. Based on my knowledge, each report does not contain any untrue statements of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by each report;

3. Based on my knowledge, the financial statements, and other financial information included in each report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in each report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which each report is being prepared;

b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of each report based on such evaluation; and

d) disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the period covered by the registrant’s report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed to each registrant’s auditors and the audit committee of each registrant’s board of directors (or persons performing the equivalent functions):

a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant’s ability to record, process, summarize, and report financial information; and

b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant’s internal control over financial reporting.

Date: July 28, 2022

/s/ Jonathan S. Horwitz
_______________________
Jonathan S. Horwitz
Principal Executive Officer














Certifications

I, Janet C. Smith, the Principal Financial Officer of the funds listed on Attachment A, certify that:

1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:

2. Based on my knowledge, each report does not contain any untrue statements of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by each report;

3. Based on my knowledge, the financial statements, and other financial information included in each report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in each report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which each report is being prepared;

b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of each report based on such evaluation; and

d) disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the period covered by the registrant’s report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed to each registrant’s auditors and the audit committee of each registrant’s board of directors (or persons performing the equivalent functions):

a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant’s ability to record, process, summarize, and report financial information; and

b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant’s internal control over financial reporting.

Date: July 28, 2022

/s/ Janet C. Smith
_______________________
Janet C. Smith
Principal Financial Officer















Attachment A

Period (s) ended May 31, 2022

               Putnam Dynamic Asset Allocation Equity Fund
               Putnam Dynamic Risk Allocation Fund
               Putnam High Yield Fund
               Putnam Intermediate-Term Municipal Income Fund
               Putnam Massachusetts Tax Exempt Income Fund
               Putnam Minnesota Tax Exempt Income Fund
               Putnam Mortgage Opportunities Fund
               Putnam New Jersey Tax Exempt Income Fund
               Putnam New York Tax Exempt Income Fund
               Putnam Ohio Tax Exempt Income Fund
               Putnam Pennsylvania Tax Exempt Income Fund
               Putnam Short-Term Municipal Income Fund
EX-99.906 CERT 3 c_845noscertification.htm 906 CERTIFICATIONS c_845noscertification.htm

Section 906 Certifications

I, Jonathan S. Horwitz, the Principal Executive Officer of the Funds listed on Attachment A, certify that, to my knowledge:

1. The form N-CSR of the Funds listed on Attachment A for the period ended May 31, 2022 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended May 31, 2022 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.

Date: July 28, 2022

/s/ Jonathan S. Horwitz
______________________
Jonathan S. Horwitz
Principal Executive Officer














Section 906 Certifications

I, Janet C. Smith, the Principal Financial Officer of the Funds listed on Attachment A, certify that, to my knowledge:

1. The form N-CSR of the Funds listed on Attachment A for the period ended May 31, 2022 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended May 31, 2022 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.

Date: July 28, 2022

/s/ Janet C. Smith
______________________
Janet C. Smith
Principal Financial Officer















Attachment A

Period (s) ended May 31, 2022

               Putnam Dynamic Asset Allocation Equity Fund
               Putnam Dynamic Risk Allocation Fund
               Putnam High Yield Fund
               Putnam Intermediate-Term Municipal Income Fund
               Putnam Massachusetts Tax Exempt Income Fund
               Putnam Minnesota Tax Exempt Income Fund
               Putnam Mortgage Opportunities Fund
               Putnam New Jersey Tax Exempt Income Fund
               Putnam New York Tax Exempt Income Fund
               Putnam Ohio Tax Exempt Income Fund
               Putnam Pennsylvania Tax Exempt Income Fund
               Putnam Short-Term Municipal Income Fund
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M1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %% M%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 444 M4 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 M 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% ! M1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %% M%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 444 M4 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 M 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% !1110 4444 %%%% ! B1110 4444 %%%% !1110 4444 %%%% !1110 4444 ?_V0$! end EX-99.CODE ETH 23 a_picoemod4.htm a_picoemod4.htm

 

 

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Putnam’s Code of Ethics

May 2021

 
 

 

Putnam Investments Code of Ethics

Putnam Investments is required by law to adopt a Code of Ethics (the “Code”). The objective of the Code is that Putnam’s employees comply with all applicable laws and avoid any actual, apparent, or potential conflict of interest that could be perceived to interfere with the fiduciary duty Putnam owes to its clients or with Putnam’s interests. It is the duty of Putnam’s employees ethically to handle all actual, apparent, and potential conflicts of interest that may arise. This Code of Ethics is designed to strengthen the trust and confidence our clients place in us and to demonstrate that our clients’ interests come first.

Adherence to the Code is a fundamental condition of employment at Putnam. Every employee is expected to adhere to the requirements of the Code. Any employee failing to do so may be subject to disciplinary action, including financial penalties and termination of employment, as determined by the Code of Ethics Oversight Committee.

 
 

 

Definitions

Access Person Putnam has identified certain employees as Access Persons due to their position or access to investment information. Access Persons are held to a higher standard under the Code than other employees. Please ask the Code of Ethics Officer if you have any question whether you are an Access Person. The following employees are Access Persons:

·All employees of Putnam’s Investment Management Division
·All employees of the Global Investment Strategies Group/Division
·All employees of the International RFP Group
·Employees of the Operations Division within the following specific groups and departments:
·Fund Administration Group
·Investment Services and Operations Group
·Any employee in the following groups or divisions who reports directly to a member of the Operating Committee:
·Investor Services Group
·Accounting and Middle Offices Services Group
·Marketing and Corporate Communications Division
·Defined Contribution Investment Only Group
·Global Distribution Division (including Putnam Retail Management, Putnam Global Institutional Management, and Japan businesses)
·All members of Putnam’s Operating Committee
·All employees of Putnam Investments Limited (PIL) and all other Putnam employees based in Europe
·All directors and officers of a registered investment advisor affiliate, e.g., Putnam Investment Management, LLC (PIM), or The Putnam Advisory Company, LLC (PAC)
·All employees who have access to My Putnam (unless access is limited to the Wall Street Journal, Factiva, or other systems that do not allow access to non-public information about Putnam products, as determined by the Code of Ethics Officer) Employees who have systems access or other access to non-public information about any client’s purchase or sale of securities or to information regarding portfolio holdings or recommendations with respect to such purchases or sales
·Others as determined by the Code of Ethics Officer, including certain employees in rotational programs

Business or financial relationship refers to any type of existing or prospective arrangement between Putnam, on the one hand, and another entity or person, on the other hand, in which Putnam provides or receives financial consideration, goods, services, or advice. It also includes any investment by Putnam for itself or its clients. This means that there is a business or financial relationship between Putnam and each portfolio company.

Closed-end fund means a fund that has a fixed number of shares outstanding and does not redeem its shares. Closed-end funds typically trade like stocks on an exchange.

The Code of Ethics Officer and the Deputy Code of Ethics Officer are responsible for enforcing and interpreting the Code. The following are the current members of the Code of Ethics staff, each of whom can answer employee questions and provide other assistance regarding the Code:

 
 

 

 

Code of Ethics Officer: James Clark (617) 760-8939
Deputy Code of Ethics Officer: Akiko Lindholm (617) 760-2177
Sr. Compliance Specialist: Dana Scribner-Shea (617) 760-7182

 

Code of Ethics Oversight Committee has oversight responsibility for administering the Code of Ethics. Members include the Code of Ethics Officer and other members of Putnam’s senior management appointed by the Chief Executive Officer of Putnam. The Committee reviews and approves Code revisions, violations, and sanctions. In certain instances, requests for exemptions may require the approval of the Committee. The Committee meets on a quarterly basis or as otherwise necessary.

Exchange-traded fund (ETF) means a fund (other than a closed-end fund) that can be traded on an exchange throughout the day like a stock. ETFs often track an index. Examples include (but are not limited to) SPDRs, WEBs, QQQQs, iShares, and HLDRs.

Immediate Family means the Putnam employee’s spouse, domestic partner, fiancé(e), or other family members who are living in the same household or financially dependent on the Putnam employee. Financial dependence, for this purpose, means substantial and regular reliance by the family member on the Putnam employee to meet the family member’s financial obligations, including, for example, the costs of housing or educational expenses. Immediate Family also includes any other family members, including in-laws, for whom the Putnam employee can exercise investment discretion, regardless of whether or not they live in the same household.

Private placement means any offering of a security not offered to the public and not requiring registration with the relevant securities authorities, including but not limited to, equity or debt issued by a privately held company, private funds, hedge funds, or other privately offered securities.

Putnam means any or all of Putnam Investments, LLC and its subsidiaries (other than PanAgora Asset Management, Inc. and any of its subsidiaries), any one of which shall be a Putnam company.

Putnam employee, or employee, means any employee of Putnam and, for purposes of all rules in Sections 1, 2, and 3, also includes the following:

·Members of the Immediate Family of a Putnam employee;
·Any trust in which a Putnam employee or Immediate Family member is a trustee with investment discretion;
·Any account for a partnership in which a Putnam employee or Immediate Family member is a general partner or a partner with investment discretion;
·Any closely held entity (such as a partnership, limited liability company, or corporation) in which a Putnam employee or Immediate Family member holds a controlling interest and with respect to which he or she has investment discretion;
·Any account (including any retirement, pension, deferred compensation, or similar account) in which a Putnam employee or Immediate Family member has a substantial economic interest and over which the Putnam employee or Immediate Family member exercises investment discretion;
 
 
·Any account other than a Putnam client account that receives investment advice of any sort from the employee or Immediate Family member, or as to which the employee or Immediate Family member has investment discretion.

Putnam ETF means any exchange-traded fund managed and/or sponsored by Putnam Investments and its investment adviser subsidiaries other than PanAgora Asset Management, Inc.

 

Security The instruments required to be pre-cleared under Section 1.1 are considered to be securities for purposes of this Code and are also required to be reported by Access Persons under Section 4. In addition, transactions in exchange-traded funds (ETFs), exchange-traded notes (ETNs), exchange-traded commodities (ETCs), options, futures, and other derivative securities are required to be reported by Access Persons under Section 4, even for those instruments that are not required to be pre-cleared pursuant to Section 1.1(c).

Section 1 — Personal Securities Rules for All Employees

Putnam maintains the Code of Ethics PTA system to assist employees in fulfilling their obligations under the Code of Ethics. This system can be accessed by selecting the Code of Ethics PTA link, which appears on Putnam’s intranet page in the Secure Information section under My Essentials. This system allows the automated pre-clearance of publicly traded equities and other securities trading on major U.S. and other exchanges. To pre-clear an options contract for a publicly traded security, pre-clear the underlying security in the Code of Ethics PTA system. To request clearance to trade bonds or other securities, you must contact the Code of Ethics staff. Pre-clearance hours are 9:00 a.m. to 4:00 p.m. Eastern Time.

1.1. Pre-clearance Requirements

The pre-clearance requirements under this section apply to employees who are Access Persons.

1.1(a) Employees must pre-clear all trades in the following securities:

·Stocks of companies
·Bonds and other debt instruments, including new offerings (including preferred stock, corporate, municipal, high-yield, and convertible bonds)
·Options, warrants, and all other derivatives of any underlying securities that themselves require pre-clearancee
·Closed-end funds, including Putnam closed-end funds

Employees must also pre-clear the following transactions:

·Private placements and purchases of hedge funds or other private investment funds, which must receive pre-approval from the Code of Ethics Oversight Committee (sales of private placements, hedge funds, or other private investment funds do not need to be pre-cleared; however, they must be reported)
·Donating or gifting of securities
·Shares purchased by subscription or by mail (if purchasing directly from a company’s transfer agent by check, you must pre-clear the day the check is to be mailed)
·Tendering securities from your personal account
·Loans, or guarantees of obligations, being made to non-family members with whom Putnam has a business or financial relationship
 
 

 

·Exercising rights to purchase shares of a company’s stock (other than involuntary exercises)
·Exercising options or warrants to acquire shares of a company’s stock (other than involuntary exercises as set forth under Section 1.1(c)

1.1(b) Provisions Applicable to Pre-clearances

A pre-clearance is only valid for trading on the day it is obtained. However, trades by employees in Putnam’s Asian or European offices, or trades by any employees in securities listed on Asian or European stock exchanges, may be executed within one business day after pre-clearance is obtained. If the Code of Ethics system does not recognize a security, if an employee is unable to use the system, or if he or she has any questions with respect to the system or pre-clearance, the employee must contact the Code of Ethics staff.

1.1(c) Exceptions from Pre-clearance Requirements

Pre-clearance is not required for certain transactions. (Please note that reporting may still be required for Access Persons even when pre-clearance is not required. See Sections 4 and 5 for reporting requirements.) Pre-clearance is not required for:

·Open-end mutual funds
·Currencies and currency forwards, including cryptocurrencies
·Commodities
·Treasury securities and other U.S. and other sovereign government debt (Please note that agency securities, such as securities issued by Fannie Mae and Freddie Mac, require pre-clearance.)
·Certificates of deposit (CDs), commercial paper, repurchase agreements, bankers’ acceptances, and other money market instruments
·Options and futures and all other derivatives based on an index of securities
·Exchange-traded funds (ETFs), exchange-traded notes (ETNs), and exchange-traded commodities (ETCs)
·Putnam ETFs (however, certain investment professionals need to preclear trades in Putnam ETFs—see Section 1.1(d) below)
·Trades in approved discretionary accounts (see Section 4.2 for additional information)
·Transactions that are involuntary (i.e., not initiated by the employee or an Immediate Family member covered under the Code), including dividend reinvestments under an automatic program of a publicly traded issuer and broker actions not initiated by the employee, such as option assignments or sales out of the brokerage account to cover fees or margin calls (provided the employee may not have withdrawn funds from the margin account in the prior 10 days

1.1(d) Putnam ETFs Preclearance Rule for Certain Investment Professionals

Personnel in the Equity Trading and Capital Markets groups, Portfolio Managers of any Putnam ETF, and any other Putnam personnel designated by the Code of Ethics Officer must preclear personal trades in Putnam ETFs by contacting the Code of Ethics Staff. To enable timely processing, requests should be placed with the Code of Ethics Staff by 12:00 p.m. on the day of the trade; requests are good only for the trading day on which they are submitted.

 

 
 

 

1.2. Restricted List

The Restricted List rule under this section applies to employees who are Access Persons.

Employees may not trade in securities that are on Putnam’s Restricted List, except as set forth below under “Large-/Mid-Cap Exemption.” There are a number of reasons why a security may appear on the Restricted List, and securities are placed on the Restricted List under criteria, and in specific circumstances, as determined by the Code of Ethics Officer or the Code of Ethics Oversight Committee. If a security is not on the Restricted List, other classes of securities of the same issuer (e.g., preferred or convertible preferred stock) may be on the Restricted List. It is the employee’s responsibility to identify with particularity the class of securities being pre-cleared. Bonds are generally restricted at the issuer level.

Large-/Mid-Cap Exemption An employee may trade up to $25,000 in principal amount of the shares of a security appearing on the Restricted List if it is an equity security of an issuer with a market capitalization greater than $2 billion. However, these transactions must still be pre-cleared. Market capitalization is defined as outstanding shares multiplied by current price per share.

 

1.3. Prohibited Transactions

The following transactions and activities are prohibited for all employees:

Good-until-canceled orders (GTC). Any order not executed on the day of pre-clearance must be resubmitted for pre-clearance before being executed on a subsequent day.

Short sales of any security that is subject to pre-clearance requirements. However, short sales against the box are permitted. In addition, opening an option position that would result in a short position in the underlying security upon assignment or expiration is also prohibited (i.e., buying a put option or selling a call option without owning a number of shares at least equal to the delivery obligation under the contract, is prohibited). Purchasing a put option or selling a call option would not be considered acceptable if the only position covering such option would be another option position, such as purchasing a call option or selling a put option, to avoid a violation.

Purchasing equity securities in an initial public offering (IPO). Although exceptions from this prohibition will rarely be granted, employees may request an exemption from the Code of Ethics Officer, who may grant exceptions in unusual cases such as when an Immediate Family member’s association or employment with the issuer warrants consideration or when the employee has had a pre-existing status for at least two years as a policyholder or depositor in connection with a bank or insurance company conversion from mutual or cooperative form to stock form.

Trading with material non-public information (see Section 7)

Personal trading with Putnam client portfolios. Putnam employees may not buy or sell securities when the employee knows a Putnam client account is on the other side of the trade.

Participating in an investment club

Spread betting. PIL employees may not enter into any spread betting contracts on financial instruments.

Opening a discretionary account (see Section 4.2) and trading securities requiring pre-clearance, without obtaining proper advance approval for that account as required

Investing in a public digital coin/token offering

 
 

1.4. Policy Regarding Frequency of Personal Trading

Putnam employees are not limited to a pre-determined number of trades in securities during a specified time frame. However, excessive trading by an employee can divert the employee’s attention from his or her responsibilities as an employee and increases the possibility of engaging in transactions that are in actual or apparent conflict with Putnam’s client accounts. In addition, excessive short-term trading by an employee in shares of a Putnam-managed fund can also create actual or apparent conflicts with other shareholders of such fund and may have other detrimental effects as described in the prospectus or other disclosure document for such fund. Putnam reserves the right to monitor the number of trades (including for these purposes trades in securities that are required to be pre-cleared under Section 1.1(a), shares of Putnam-managed funds, and other securities that are required to be reported under Section 5.1 or 5.2, such as ETFs, ETNs, ETCs, options, futures, and other derivative securities) executed by an employee and members of his or her Immediate Family and may review any such activity that appears to be excessive with the employee’s manager(s) and/or the Code of Ethics Oversight Committee, as deemed appropriate by the Code of Ethics Officer. The Code of Ethics Oversight Committee shall have the authority to address any circumstances of excessive trading in securities or excessive short-term trading in shares of a Putnam-managed fund in accordance with Section 8 of this Code.

Section 2 — Putnam Mutual Funds, Closed-End Funds and Exchange-Traded Funds

2.1. Holding Putnam Mutual Fund Shares at Putnam

Putnam employees must hold shares of Putnam open-end U.S. mutual funds through accounts maintained at Putnam, with Putnam Retail Management (PRM) listed as the dealer of record. All transactions must be executed through Putnam and not through an outside broker or other intermediary.

These requirements also apply to:

·Self-directed IRA accounts holding Putnam fund shares;
·Variable annuities and variable insurance contracts, such as Putnam/Hartford Capital Manager and Allstate Advisor, which invest in Putnam Variable Trusts (must list PRM as dealer but may be held at the insurer)

In limited circumstances, retirement, pension, deferred compensation, health savings, and similar accounts (and variable insurance arrangements) that cannot be legally transferred to Putnam may be allowed to hold Putnam funds upon approval of the Code of Ethics Officer. For example, a spouse of a Putnam employee may have a 401(k)/Profit Sharing Plan with his or her employer that invests in Putnam funds. The employee must notify the Code of Ethics Officer in writing, provide the reason why the account cannot be transferred to Putnam, and arrange for all account statements and confirmations to be sent to the Code of Ethics staff, if approved.

2.2. Putnam Mutual Funds — Linked Accounts

All employees are required to ensure that their Immediate Family members’ accounts holding Putnam mutual funds are linked to comply with the requirements stated above and to permit monitoring for excessive short-term trading in accordance with Section 1.4. To ensure these accounts are linked, log on to Putnam’s intranet home page at http://intranet/home/index.shtml, and select My Essentials/Linked mutual fund accounts.

2.3. Putnam Closed-End Funds

 
 

 

2.3(a) Pre-clearance and Reporting

Putnam closed-end fund shares are subject to the same pre-clearance and reporting requirements as other stocks. A list of the Putnam closed-end funds can be obtained from the Code of Ethics staff.

2.3(b) Special Rules Applicable to Portfolio Managers to Putnam Closed-End Funds, Group Heads in the Investment Division, Operating Committee members, and officers of the Putnam Funds

Portfolio Managers to Putnam closed-end funds, Group Heads in Putnam’s Investment Division, Putnam Operating Committee members, and officers of the Putnam Funds will not receive clearance to engage in any combination of purchase and sale, or sale and purchase, of the shares of a given closed-end fund within six months of each other. Therefore, purchases should be made only if you intend to hold the shares more than six months, and sales should not be made if you plan to purchase more shares of that fund within six months.

2.4. Putnam Exchange-Traded Funds

Putnam employees may invest in Putnam ETFs, subject to the preclearance requirement set forth in Section 1.1(d) for certain investment professionals. However, Putnam employees must hold shares of Putnam ETFs in accounts maintained by an approved broker-dealer—see Section 4.4 below.

Section 3 — Additional Rules for Access Persons and Certain Investment Professionals

3.1. 60-Day Short-Term Rule — All Access Persons

Access Persons may not sell a security at a price higher than any price paid for that security within the past 60 calendar days, or buy a security at a price below which he or she sold the same security within the past 60 days. This rule applies to transactions across all accounts of the employee. All trades for the previous 60 days in all accounts will be compared to the trade date for the transaction in question to determine whether a violation has occurred. Thus, if within a 60-day period, an employee buys a security for $10, buys it again for $15, and then sells shares of this security for $12, this will be considered a violation even though some shares of the security in question were bought for a higher price. To further illustrate the rule, if an employee buys a security for $15 on one day, buys it again for $10 a year later, and then less than 60 days after the second purchase sells shares of this security for $12, this will be considered a violation even though some shares of the security in question were bought for a higher price more than 60 days earlier. Access Persons may also not open an option transaction for a contract that expires in 60 days or less. The holding period for securities acquired upon exercise of a purchased call option shall be calculated using the date of acquisition of the option (rather than the date of exercise of the option) as the starting point for the 60-day holding period. Further, this rule also applies to common stock and option exercise transactions. For example, an employee may purchase calls/call spreads, and he or she may buy/sell a common stock of the same security (because transactions in options and common stock shares are treated differently); however, if the employee plans to exercise the option, he or she needs to ensure that it is not in the opposite direction of the common stock transaction (at a profit) that he or she traded within the past 60 days. Although portfolio managers and analysts may sell securities at a profit within 60 days of purchase in order to comply with the requirements of the 7-Day Pre-Trade and 7-Day Post-Trade Rules (see Sections 3.2 and 3.3), any profit must be disgorged and paid to charity.

This 60-Day Short Term Rule will not apply to trades in ETFs, including Putnam ETFs.

3.2. 7-Day Pre-Trade Rule (Portfolio Managers and Analysts)

 
 

 

3.2(a) Portfolio Managers

(i) Before a portfolio manager places an order to buy a security for any Putnam client portfolio that he manages, he must sell that security or related derivative security if he has purchased it in his personal account within the preceding seven calendar days; or (ii) upon entering an order to sell a security for any Putnam client portfolio that he manages, he must disgorge to charity any losses avoided if he sold the security in his personal account within the preceding seven calendar days. Disgorgements will be measured by the difference between the selling price for the personal account and the selling price for the client account, multiplied by the number of shares sold for the personal account. For certain designated sleeved funds or portfolios, if a portfolio manager (but not the Chief Investment Officer of Equities and Director of Equity Research , who are not eligible for this exception) does not actually manage the sleeves of the funds or portfolios, but rather is a named portfolio manager for the overall fund(s), and if the portfolio manager does not have any actual knowledge of day-to-day trade activities and upcoming changes in ratings of securities in the sleeves of the funds or portfolios, the Code of Ethics Officer, the Deputy Code of Ethics Officer or their designee may override this rule.

3.2(b) Analysts

(i) Before an analyst makes an initial purchase or outperform recommendation (including an initial recommendation change) for a security (including designation of a security for inclusion in the portfolio of Putnam Research Fund), he must sell that security or related derivative security if he has purchased it in his personal account within the preceding seven calendar days; or (ii) upon making an initial sell or an underperform recommendation (including an initial recommendation change) for a security (including designation of a security for sale from the portfolio of Putnam Research Fund), he must disgorge to charity any losses avoided if he sold the security in his personal account within the preceding seven calendar days. Disgorgements will be measured by the difference between the selling price for the personal account and the price at the time that the recommendation is made, multiplied by the number of shares sold for the personal account.

For certain designated sleeved funds or portfolios, if an analyst (but not the Chief Investment Officer of Equities and Director of Equity Research , who are not eligible for this exception) does not actually manage the sleeves of the funds or portfolios, but rather is a named portfolio manager for the overall fund(s), and if the analyst does not have any actual knowledge of day-to-day trade activities and upcoming changes in ratings of securities in the sleeves of the funds or portfolios, the Code of Ethics Officer, the Deputy Code of Ethics Officer, or their designee may override this rule.

3.3. 7-Day Post-Trade Rule (Portfolio Managers and Analysts)

3.3(a) Portfolio Managers

No portfolio manager shall: (i) sell any security or related derivative security for her personal account until seven calendar days have elapsed after the date of the most recent purchase of that security or related derivative security by any Putnam client portfolio she manages or co-manages; or (ii) purchase any security or related derivative security for her personal account until seven calendar days have elapsed after the date of the most recent sale of that security or related derivative security from any Putnam client portfolio that she manages or co-manages. For certain designated sleeved funds or portfolios, if a portfolio manager (but not the Chief Investment Officer of Equities and Director of Equity Research , who are not eligible for this exception) does not actually manage the sleeves of the funds or portfolios, but rather is a named portfolio manager for the overall fund(s), and if the portfolio manager does not have any actual knowledge of day-to-day trade activities and upcoming changes in ratings of securities in the sleeves of the funds or portfolios, the Code of Ethics Officer, the Deputy Code of Ethics Officer or their designee may override this rule.

 
 

3.3(b) Analysts

No analyst shall: (i) sell any security or related derivative security for his personal account until seven calendar days have elapsed after the date of his initial buy or outperform recommendation (including an initial recommendation change) for that security or related derivative security (including designation of a security for inclusion in the portfolio of Putnam Research Fund); or (ii) purchase any security or related derivative security for his personal account until seven calendar days have elapsed after the date of his initial sell or underperform recommendation (including an initial recommendation change) for that security or related derivative security (including the removal of a security from the portfolio of Putnam Research Fund). For certain designated sleeved funds or portfolios, if an analyst (but not the Chief Investment Officer of Equities and Director of Equity Research , who are not eligible for this exception) does not actually manage the sleeves of the funds or portfolios, but rather is a named portfolio manager for the overall fund(s), and if the analyst does not have any actual knowledge of day-to-day trade activities and upcoming changes in ratings of securities in the sleeves of the funds or portfolios, the Code of Ethics Officer, the Deputy Code of Ethics Officer or their designee may override this rule.

3.4. Contra-Trading Rule (Portfolio Managers)

No portfolio manager shall, without prior clearance and written approval (which may be satisfied by email) from the Chief Investment Officer and Code of Ethics Officer, sell in his personal account any securities or related derivative securities that are held in any Putnam client portfolio that he manages or co-manages. Contact the Code of Ethics Officer for a copy of the Contra-Trading Rule Clearance Form. For certain designated sleeved funds or portfolios, the Code of Ethics Officer, the Deputy Code of Ethics Officer or their designee may permit a sale in the portfolio manager’s personal account without obtaining written approval from the Chief Investment Officer and Code of Ethics Officer, if the portfolio manager (but not the Chief Investment Officer of Equities and Director of Equity Research , who are not eligible for this exception) does not actually manage the sleeves of the funds or portfolios, but rather is a named portfolio manager for the overall fund(s), and if the portfolio manager does not have any actual knowledge of day-to-day trade activities and upcoming changes in ratings of securities in the sleeves of the funds or portfolios.

3.5. No Personal Benefit (Portfolio Managers and Analysts)

No portfolio manager shall cause, and no analyst shall recommend, an action that would cause a Putnam client to take action for the portfolio manager’s or analyst’s own personal benefit. A portfolio manager who trades in, or an analyst who recommends, particular securities for a Putnam client account in order to support the price of securities in his personal account, or who “front runs” a Putnam client order, is in violation of this Rule.

Section 4 — Reporting Requirements

4.1. Brokerage/Securities Accounts — Initial and Annual Requirements

All employees (on their own behalf and on behalf of their Immediate Family members (see Definitions)) are required to report the existence of any accounts that have the capability of purchasing any securities. This Rule includes all brokerage accounts, accounts held directly at an issuer’s transfer agent, and securities held in physical certificate form by an employee or any Immediate Family member of the employee, or any other accounts in which reportable securities can be traded and/or held. The only investment accounts excluded from this rule are accounts that are only permitted to hold open-end mutual funds (other than Putnam open-end funds) and no other investments, and TreasuryDirect accounts, which can only purchase Treasury securities.

 
 

 

To satisfy this requirement, a new employee must complete the Code of Ethics and Broker Account Certification, and Access Persons must also complete Initial Holdings Certification in the Code of Ethics PTA system, and supply the Code of Ethics Department with a copy of the most recent statement for each account, within the required time frame below:

·Access Persons — within 10 days of hire
·Non-access Persons — within 30 days of hire

In addition, a new employee must obtain written approval from the Code of Ethics staff to maintain his/her reportable accounts within 30 days of hire.

All current U.S. employees must contact the Code of Ethics staff and obtain written approval from the Code of Ethics staff prior to opening any new accounts outside of Putnam (including accounts being opened for Immediate Family members), and disclose them. This Rule includes all brokerage accounts (including a self-directed brokerage account in the Putnam 401(k) plan), accounts held directly at an issuer’s transfer agent, and securities held in physical certificate form by an employee or any Immediate Family member of the employee, or any other accounts in which reportable securities can be traded and/or held.

Non-U.S. current employees opening a new account (including accounts being opened for Immediate Family members) must disclose them to the Code of Ethics Department prior to opening, or immediately after opening, the account in advance of the first personal securities transaction in the account.

All employees will be required to certify annually that all accounts requiring disclosure are accurately listed in the Code of Ethics PTA system.

4.2. Separate Provisions for Brokerage/Securities Accounts That Are Professionally Managed (Discretionary) Accounts — Initial and Annual Requirements

If you wish to establish a professionally managed or discretionary account (including professionally managed or discretionary accounts being opened for Immediate Family members), where you completely turn over decision-making authority to a professional money manager who is not subject to this Code and you have no direct or indirect influence or control over the discretionary account, you must disclose the existence of the account and receive approval from the Code of Ethics staff in advance of the first personal securities transaction (new employees have 30 days to obtain the appropriate approval). You do not need to pre-clear or report securities transactions in these accounts. Please note that a discretionary account may not purchase an IPO or hold Putnam open-end mutual funds. The broker or advisor maintaining discretion over the account must be an independent third party, not affiliated with or related to a family member of the Putnam employee in any way.

 

In order for the account to be considered discretionary, the employee must:

Complete an initial certification in which both the employee and the broker/advisor certify that the Putnam employee or Immediate Family member does not participate in investment decisions on the account;

Complete an annual certification in which the employee certifies that the Putnam employee or Immediate Family member does not participate in investment decisions on the account, and does not have direct or indirect influence or control over the account;

Respond, and arrange for the employee’s broker/advisor to respond, to such inquiries as deemed advisable by the Code of Ethics staff in their assessment of whether the account is discretionary; and

 
 

Ensure that copies of broker statements are delivered to Putnam investments.

4.3. Account Confirmations and Statements

All employees are required to ensure that copies of all confirmations and statements are delivered to Putnam for all accounts described in Section 4.1, and to ensure that copies of all statements (but not confirmations) are delivered to Putnam for all discretionary accounts described in Section 4.2. When the employee discloses the account as required, the Code of Ethics staff will issue a 407 letter, or other communication to the entity where the employee’s account is held, requesting that confirmations and statements be sent to Putnam on the employee’s behalf. However, it is ultimately the employee’s responsibility to ensure that his or her broker has complied with this request. Employees in non-U.S. offices may be subject to different requirements with respect to the frequency of providing account confirmations and statements. Any such different requirements will be communicated to the employees by the Code of Ethics staff.

If it is discovered that these reports are not being delivered to Putnam, the Code of Ethics staff will bring this issue to the employee’s attention and request he or she assist in rectifying the issue. If it is determined that a broker has failed to comply with requests to deliver these reports, Putnam reserves the right to require the employee to close the account within 30 days by transferring the account to another dealer willing to comply with this requirement (any trades as a result of a transfer must be pre-cleared). In cases where Putnam has an electronic reporting relationship established with a firm, Putnam may rely on this electronic reporting for monitoring and record keeping in lieu of receiving trade confirmations and statements via mail.

4.4. Approved Brokers — U.S. Employees Only

U.S. employees of Putnam are required to hold each of their personal accounts (including any retirement, pension, deferred compensation, or similar accounts) at a Putnam-approved broker that provides Putnam with an electronic broker feed. The list of approved brokers is posted to the Putnam Compliance intranet homepage and the Code of Ethics PTA system. In limited circumstances, employees may be allowed to hold personal accounts at a non-Putnam-approved broker (examples include retirement accounts at current employers of Immediate Family members and accounts that cannot legally be transferred to Putnam-approved brokers). In such a case, the employee must notify the Code of Ethics Officer in writing and provide the reason why the account cannot be transferred to a Putnam-approved broker or why the employee otherwise requests an exception be granted by the Code of Ethics Officer or Deputy Code of Ethics Officer. In the event an exception is granted, the employee must arrange for trade confirmations and account statements (quarterly) to be sent to the Code of Ethics staff.

Section 5 — Additional Reporting, Certification, and Training Requirements

5.1. Initial/Annual Holdings Report — Access Persons Only

Access Persons must disclose and certify their securities holdings, including all holdings for Immediate Family member accounts, within 10 days of hire (or within 10 days of becoming an Access Person) and then on an annual basis thereafter (within 45 days after the end of the year). The report of securities holdings must include all securities that require pre-clearance under Section 1.1, as well as holdings in non-U.S. sovereign government debt, ETFs, ETNs, ETCs, options, futures, and other derivative securities, and holdings of Putnam open-end U.S. mutual funds not held through a Putnam account and U.S. registered mutual funds to which Putnam acts as advisor or sub-advisor (see Section 4). Each of the initial and annual holdings reports must contain the following information:

Initial holdings report:

·The title, number of shares, and principal amount of each security in which the Access Person had any direct or indirect beneficial ownership when the person became an Access Person,
 
 
·The name of any broker, dealer, or bank with whom the Access Person maintained an account in which any securities could be held for the direct or indirect benefit of the Access Person as of the date the person became an Access Person; and
·The date that the report is submitted by the Access Person.

Annual holdings report:

·The title, number of shares, and principal amount of each security in which the Access Person had any direct or indirect beneficial ownership,
·The name of any broker, dealer, or bank with whom the Access Person maintained an account in which any securities could be held for the direct or indirect benefit of the Access Person; and
·The date that the report is submitted by the Access Person.

5.2. Quarterly Transaction Report — Access Persons Only

Access Persons must disclose and certify all of their personal securities transactions, including transactions for Immediate Family member accounts, within 20 calendar days following the end of each quarter. If the 20th of a month after the end of a quarter falls on a holiday or weekend, the Code of Ethics Officer may extend the deadline. In addition to the securities requiring pre-clearance under Section 1.1, Access Persons are also required to disclose and certify all personal transac- tions in non-U.S. sovereign government debt, as well as ETFs, ETNs, ETCs, options, futures, and other derivative securities, and not just those requiring pre-clearance. The quarterly transaction report must contain the following information:

·The date of the transaction, the title, the interest rate and maturity date (if applicable), the number of shares, and
the principal amount of each transaction involved,
·The nature of the transaction (i.e., purchase, sale, or any other type of acquisition or disposition),
·The price of the security at which the transaction was effected,
·The name of the broker, dealer, or bank with or through which the transaction was effected, and
·The date that the report is submitted by the Access Person

5.3. Annual Certification — All Employees

Each calendar year, all employees will be required to certify that they have reviewed and understand the rules and requirements of the Code and that the list of brokerage accounts (for the employee and all Immediate Family members) disclosed in the Code of Ethics PTA system is accurate. An email notification will be sent informing employees of their requirement and the due date.

5.4. Training Requirements — All Employees

As deemed necessary by the Code of Ethics staff, employees will be required to complete training on Putnam’s Code of Ethics. Email notifications will be sent notifying employees of the requirements and the due date.

5.5. Maintenance and Distribution of the Code of Ethics

When revisions are made to the Code of Ethics, all employees will receive a revised version of the Code. The Code will be available to all employees on Putnam’s intranet site. Hard copies may be requested by contacting the Code of Ethics staff.

 
 

5.6. Procedures and Timeliness

Most certifications and reports required by the Code are completed in the Code of Ethics PTA system. There are strict deadlines for these filings. Planned absences, vacations, and business trips are not valid excuses for failing to meet a deadline. Employees will receive instructions regarding these submissions and the due dates. Please contact the Code of Ethics staff for assistance.

Section 6 — General Ethics Rules for All Employees

Putnam employees are expected to act ethically at all times in connection with their employment. In addition to complying with the specific provisions of this section, employees should contact the Code of Ethics staff or the Ombudsman if they are not sure how to proceed in any circumstances involving ethical issues or questions.

6.1. Conflicts of Interest

Your obligation to act ethically at all times includes the ethical handling of actual, apparent, and potential conflicts of interest between personal and business affairs. Please note that when this Section 6.1 refers to a “conflict of interest,” it is referring to actual, apparent, and potential conflicts of interest. Conflicts of interest may arise in various circumstances, some of which are covered in the specific situations set forth in the other portions of this Section 6. However, it is not possible to set forth each specific situation under which a conflict of interest may arise.

A conflict of interest arises when a person’s personal affairs interfere with the interests of Putnam or Putnam’s clients. A conflict of interest can also arise when an employee or a member of his or her Immediate Family takes an action or has an interest that may make it difficult to perform his or her work objectively and effectively. Conflicts of interest may arise when an employee or a member of his or her Immediate Family receives or grants improper personal benefits as a result of his or her position or in the event that an employee or a member of his or her Immediate Family enters into transactions or agreements with any entity or person with whom Putnam has a business or financial relationship. Putnam employees must recognize (including through their personal trading and conduct) that the firm’s clients always come first, that the employees and the firm must avoid any actual or potential abuse of our positions of trust and responsibility, and that the employees and the firm must never take inappropriate advantage of our positions.

Given that actual, apparent, and potential conflicts of interest may often not be clear-cut, if you have any question or doubt whatsoever, you should consult the Code of Ethics Officer or Deputy Code of Ethics Officer prior to engaging in the activity in question. Any employee who becomes aware of a conflict, potential conflict, or the appearance of a conflict is strongly encouraged to bring it to the attention of the Code of Ethics Officer or Deputy Code of Ethics Officer.

6.2. Outside Business Activities

No Putnam employee shall serve as employee, officer, director, trustee, or general partner of a corporation or entity other than Putnam, without prior written approval of the Code of Ethics Officer, who may also confirm that the employee’s manager has approved such outside position. Requests for a role at a publicly traded company are especially disfavored and are closely reviewed. Permission will be granted only in extenuating circumstances.

All employees must provide a written request seeking approval from the Code of Ethics Officer by entering the details of the proposed position in the Code of Ethics PTA system. Employees may not engage in any outside employment activity until they receive an email approving their request. Employees hired at Putnam with an outside position must disclose the position upon hire in the system and may be required to resign such position if the position presents conflicts of interest or other issues.

 
 

 

FINRA-licensed employees under PRM also have an obligation to disclose outside positions to, and receive approval from, the PRM Compliance Department. Employees must also keep this information accurate by updating their profile in the Code of Ethics system and updating the PRM Compliance Department if they change or terminate a position previously approved.

6.3. Charitable or Non-profit Roles/Role as Trustee or Fiduciary Outside Putnam Investments

6.3(a) An employee may serve as a volunteer, officer, director, or trustee of a charitable or not-for-profit institution, provided that the employee abides by the Code of Ethics with respect to any investment activity for which she has any discretion or input as a volunteer, officer, director, or trustee. The pre-clearance and reporting requirements of the Code of Ethics do not apply to the trading activities of such charitable or not-for-profit institutions for which an employee serves as a volunteer, officer, director, or trustee unless the employee has discretion for the account. You must contact the Code of Ethics staff if you are asked to serve in a role in which you may have discretion, investment, or financial authority for a charitable or not-for- profit institution to discuss whether such position is permissible and whether you must perform any additional actions prior to serving in such role.

6.3(b) Except as stated below, no Putnam employee shall serve as a trustee, an executor, a custodian, or any other fiduciary, or as an investment advisor or a counselor for any account outside Putnam. Putnam employees may serve as a fiduciary with respect to a religious or charitable trust or foundation, provided that the employee abides by the Code of Ethics with respect to any investment activity for which she has any discretion or input. The pre-clearance and reporting requirements of the Code of Ethics apply to the trading activities of such a religious or charitable trust or foundation if the employee has discretion for the account.

6.3(c) Family Trust or Estate Exception

Putnam employees may serve as a fiduciary with respect to a family trust or estate, as long as the employee abides by all of the Rules of the Code of Ethics with respect to any investment activity over which he has any discretion.

6.4. Service As a Public Official

An employee seeking to serve in an official capacity (elected or unelected, with or without compensation) for any government, government agency, or instrumentality must contact the Code of Ethics Officer prior to serving in such capacity. The Code of Ethics Officer shall review such prospective service to determine whether the service could create any potential conflicts of interest for Putnam (e.g., service of a government body that can select investment managers for a public pension plan) and to determine any appropriate steps to address conflicts.

6.5. Family Members’ Conflict Policy

No employee or member of an employee’s Immediate Family shall have any direct or indirect personal financial interests in companies that do business with Putnam, unless such interest is disclosed and approved by the Code of Ethics Officer.

6.5(a) Corporate Purchase of Goods and Services

Putnam will not acquire goods and services from any firm in which a member of an employee’s Immediate Family serves as a sales representative or in a senior management capacity, or has an ownership interest (excluding normal investment holdings in public companies), unless permission is obtained from the Chief Financial Officer and the Code of Ethics Officer. Any employee who is aware of a proposal to purchase goods and services from a firm with which a member of the employee’s Immediate Family has one of these associations must notify the Chief Financial Officer and the Code of Ethics Officer.

 
 

6.5(b) Portfolio Trading

Putnam will not allocate any client trades to any firm that employs a member of an employee’s Immediate Family as a sales representative to Putnam (in a primary, secondary, or backup role). Any Putnam employee who is aware that an Immediate Family member serves as a broker-dealer’s sales representative to Putnam should inform the Code of Ethics Officer.

6.5(c) Definition of Immediate Family (specific to this rule)

“Immediate Family” of an employee means (1) spouse, fiancé(e), or domestic partner of the employee, (2) any child, sibling, or parent of an employee and any person married to a child, sibling, or parent of an employee, and (3) any other person who lives in the same household as the employee

6.6. CFA Institute Code of Ethics and Standards of Professional Conduct

All members of the Investment Division and any other CFA institute Members or Candidates must follow and abide by the spirit of the Code of Ethics and the Standards of Professional Conduct of the CFA Institute as in effect from time to time (see the Appendix for a copy of the version in force as of the date of the Putnam Investments Code). The text of the CFA Institute Code of Ethics and Standards of Professional Conduct can be found on the Putnam Compliance Department intranet home page, which is accessible from the Putnam intranet home page. The terms of Putnam’s Code of Ethics shall govern in any case where there is a conflict between the terms of this Code and the CFA Institute Code of Ethics and Standards of Professional Conduct. Please contact the Code of Ethics Officer with any questions.

6.7. Business Ethics, Ombuds, and Hotlines

6.7(a) If a Putnam employee suspects that fraudulent, illegal, or other irregular activity (including violations of the Code of Ethics) might be occurring at Putnam, the activity should be reported immediately to Putnam’s Controller, Chief Compliance Officer, or Code of Ethics Officer through the Ombuds or hotlines described below or through Putnam’s Human Resources department

6.7(b) Putnam has established the office of the corporate ombuds as a resource to help employees address legal or ethical issues in the workplace and to allow employees to voice concerns or seek clarity on issues. The Ombuds provides a confidential, independent, and impartial source to employees to discuss potential violations of law or of company standards without fear of retribution, and serves as a neutral party with no vested interest in a particular outcome.

6.7(c)An employee who does not feel comfortable reporting activity in the manner described in 6.6(a) may instead contact any of the following on an anonymous basis:

·The Putnam Ethics hotline at 1-888-475-4210,
·The Putnam Funds Trustees’ hotline at 1-866-858-4155, or
·Putnam’s Ombuds at 1-866-ombuds7 (866-662-8377).

 

6.7(d) Employees will not be retaliated against for reporting information in good faith and in accordance with this Code. Putnam will not terminate employment, demote, transfer to an undesirable assignment, or otherwise discriminate against or harass an employee for calling attention to suspected unethical or illegal acts. It is a violation of this Code to intimidate or impose any other form of retaliation on an employee who reports any actual or suspected illegal or unethical conduct. Putnam takes claims of retaliation very seriously and will promptly investigate allegations of retaliation, subjecting anyone found responsible for retaliating against an employee who reported unethical or

 
 

illegal conduct to disciplinary action up to and including termination of employment. However, an employee who knowingly makes a false report may be subject to discipline.

Section 7 — Material, Non-Public Information and Insider Trading

7.1. Material, Non-Public Information and Insider Trading

Antifraud provisions of the U.S. securities laws as well as the laws of other countries generally prohibit persons who possess material, non-public information from trading on or communicating that information to others. Putnam’s policies, including the Insider Trading Policy that is disclosed along with other compliance policies on the Chief Compliance Officer’s Intranet page, call for strict compliance with such laws. Unlawful trading while in possession of material, non-public information is a very serious matter and can be a crime punishable by imprisonment. There is also significant monetary liability for an inside trader, which can include liability to private plaintiffs and/or the Securities and Exchange Commission, which can seek a court order requiring a violator to pay back profits, as well as penalties substantially greater than those profits. In certain cases, controlling persons of inside traders, including supervisors of inside traders or Putnam itself, can be liable for penalties.

Employees found to have conducted this activity will be immediately referred to the Code of Ethics Oversight Committee or Putnam’s Chief Executive Officer to determine the appropriate sanction, up to and including termination.

While employees in the Investment Division are most likely to come into contact with material, non-public information, the rules (and sanctions) in this area apply to all Putnam employees (see Section 7.2 for information on what to do if you believe you may have material, non-public information).

7.2. Reporting and Restrictions

Any employee who believes he or she is (or may be) in possession of material, non-public information must immediately contact Putnam’s Chief Compliance Officer or an attorney in Putnam’s Legal Department, and provide details on the information received and the source. The employee must also take precautions to maintain the confidentiality of the infor- mation in question, and not share this information with anyone outside of Putnam’s Legal and Compliance Division. This provision does not, however, prevent any employee who suspects possible violations of law or regulation from providing such information to Putnam’s Controller, Chief Compliance Officer, or Code of Ethics Officer through the Ombudsman or hotlines or through Putnam’s Human Resources department as described in Section 6.6 or to any governmental agency or entity, or self-regulatory authority, including but not limited to the Securities and Exchange Commission or the Financial Industry Regulatory Authority, or from making other disclosures that are protected under the whistleblower provisions of state or federal law or regulation.

After reviewing the facts and circumstances, Putnam’s Chief Compliance Officer or Putnam’s Legal Department will make a determination as to whether possession of the information warrants restricting trading activity in the issuer’s securities for client accounts as well as personal securities transactions for employees or whether other steps are appropriate, such as the establishment of an information barrier or other trading restrictions.

7.3. Special Provisions Applicable to Putnam Affiliates

Any employee wishing to place a trade in the securities of Great-West Lifeco Inc., Power Financial Corporation, Power Corporation of Canada, or IGM Financial Inc. must contact the Code of Ethics Officer or the Deputy Code of Ethics Officer to request manual approval of the pre-clearance request. An employee requesting such approval must certify that he or she is not in possession of any material, non-public information regarding the company in which he or she is seeking to place a trade. The decision whether or not to grant the pre-clearance request is in the sole discretion of the

 
 

Code of Ethics Officer and the Deputy Code of Ethics Officer. The Code of Ethics Officer and Deputy Code of Ethics Officer will reject any such request for pre-clearance made by (i) directors of a Putnam-branded subsidiary of Putnam Investments, LLC; and (ii) persons who hold the office of chief executive officer, chief operating officer, chief financial officer, president, vice-president, secretary, assistant secretary, treasurer, or assistant treasurer of Putnam or its Putnam-branded subsidiaries, and any other person who performs functions similar to those normally performed by a person holding such office (as determined by the Legal and Compliance Department) during the period beginning five weeks before and ending two full trading days after the issue of a press release announcing quarterly or annual financial results of Great-West Lifeco Inc.

7.4. Putnam Equity Plan, TH Lee Funds, and Putnam Hedge Funds

Great-West Lifeco Inc. stock shares owned by Putnam Investments, LLC Equity Incentive Plan (or any successor plan) shareholders are administered by the Putnam HR department; therefore, holdings of such shares do not need to be reported under this Code. In addition, the exercise of rights under the Putnam Investment, LLC Equity Incentive Plan to acquire Great-West Lifeco Inc. stock and the sale of such stock during specified window periods does not need to be pre-cleared under this Code, and such transaction does not need to be reported on the quarterly transaction report for Access Persons. However, if an employee holds Great-West Lifeco Inc. stock shares outside of the Putnam Investments, LLC Equity Incentive Plan (for example, in a brokerage account), such brokerage account and the holding must be reported under this Code.

Investments in Putnam hedge funds and in certain TH Lee private funds by employees are administered by the Putnam HR department. Therefore, employees do not need to pre-clear or report such funds under this Code.

7.5. PIL Employees

For PIL employees, certain topics are covered by the Market Abuse rules of the U.K. Financial Conduct Authority. PIL employees receive information on this topic in their annual instructor-led code of ethics and compliance training.

Section 8 — Sanctions

The Code of Ethics Oversight Committee reviews violations of the Code by employees and approves sanctions that it believes fit the circumstances. These sanctions include written warnings, trading bans, suspension or termination of employment and disgorgement of profits (or payment of losses avoided) from impermissible trading. Sanctions will apply even if the exception results from inadvertence rather than intentional behaviors, although the Committee’s belief that an employee has violated the Code of Ethics intentionally may result in more severe sanctions. Sanctions for subsequent violations (based on a rolling three-year measurement period) may be more severe than for an employee’s initial violation. Sanctions are communicated to the employee and the employee’s manager. All violations concerning the use of material, non-public information, failure to report inside information, or insider trading will be presented to the Code of Ethics Oversight Committee to determine the appropriate sanction, up to and including termination. Severe criminal penalties may also be imposed.

 
 

Section 9 — Procedures for Determinations and Exemptions

No perceived ambiguity in the Code of Ethics shall excuse any violation. Any employee who has a question concerning the applicability of the Code or believes the Code to be ambiguous in a particular situation should request a determination from the Code of Ethics Officer in advance of the conduct. Employees may also request an exemption from the Code of Ethics if they do so in advance of the conduct or transaction sought to be exempted.

Any employee seeking a determination or exemption shall provide the Code of Ethics Officer with such information as the Code of Ethics Officer deems necessary to render the determination or make a decision on the exemption.

 

 

 
 

Appendix

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CODE OF ETHICS AND STANDARDS OF PROFESSIONAL CONDUCT

PREAMBLE

The CFA Institute Code of Ethics and Standards of Professional Conduct are fundamental to the values of CFA Institute and essential to achieving its mission to lead the investment profession globally by promoting the highest standards of ethics, education, and professional excellence for the ultimate benefit of society. High ethical standards are critical to maintaining the public’s trust in financial markets and in the investment profession. Since their creation in the 1960s, the Code and Standards have promoted the integrity of CFA Institute members and served as a model for measuring the ethics of investment professionals globally, regardless of job function, cultural differences, or local laws and regulations. All CFA Institute members (including holders of the Chartered Financial Analyst® [CFA®] designation) and CFA candidates must abide by the Code and Standards and are encouraged to notify their employer of this responsibility. Violations may result in disciplinary sanctions by CFA Institute. Sanctions can include revocation of membership, revocation of candidacy in the CFA Program, and revocation of the right to use the CFA designation.

THE CODE OF ETHICS

Members of CFA Institute (including CFA charterholders) and candidates for the CFA designation (“Members and Candidates”) must:

• Act with integrity, competence, diligence, respect and in an ethical manner with the public, clients, prospective clients, employers, employees, colleagues in the investment profession, and other participants in the global capital markets.

• Place the integrity of the investment profession and the interests of clients above their own personal interests.

• Use reasonable care and exercise independent professional judgment when conducting investment analysis, making investment recommendations, taking investment actions, and engaging in other professional activities.

• Practice and encourage others to practice in a professional and ethical manner that will reflect credit on themselves and the profession.

• Promote the integrity and viability of the global capital markets for the ultimate benefit of society.

• Maintain and improve their professional competence and strive to maintain and improve the competence of other investment professionals.

STANDARDS OF PROFESSIONAL CONDUCT

I. PROFESSIONALISM

A. Knowledge of the Law. Members and Candidates must under-stand and comply with all applicable laws, rules, and regulations (including the CFA Institute Code of Ethics and Standards of Professional Conduct) of any government, regulatory organization, licensing agency, or professional association governing their professional activities. In the event of conflict, Members and Candidates must comply with the more strict law, rule, or regulation. Members and Candidates must not knowingly participate or assist in and must dissociate from any violation of such laws, rules, or regulations.

B. Independence and Objectivity. Members and Candidates must use reasonable care and judgment to achieve and maintain independence and objectivity in their professional activities. Members and Candidates must not offer, solicit, or accept any gift, benefit, compensation, or consideration that reasonably could be expected to compromise their own or another’s independence and objectivity.

C. Misrepresentation. Members and Candidates must not knowingly make any misrepresentations relating to investment analysis, recommendations, actions, or other professional activities.

D. Misconduct. Members and Candidates must not engage in any professional conduct involving dishonesty, fraud, or deceit or commit any act that reflects adversely on their professional reputation, integrity, or competence.

II. INTEGRITY OF CAPITAL MARKETS

A. Material Nonpublic Information. Members and Candidates who possess material nonpublic information that could affect the value of an investment must not act or cause others to act on the information.

B. Market Manipulation. Members and Candidates must not engage in practices that distort prices or artificially inflate trading volume with the intent to mislead market participants.

 
 

III. DUTIES TO CLIENTS

A. Loyalty, Prudence, and Care. Members and Candidates have a duty of loyalty to their clients and must act with reasonable care and exercise prudent judgment. Members and Candidates must act for the benefit of their clients and place their clients’ interests before their employer’s or their own interests.

B. Fair Dealing. Members and Candidates must deal fairly and objectively with all clients when providing investment analysis, making investment recommendations, taking investment action, or engaging in other professional activities.

C. Suitability.

1. When Members and Candidates are in an advisory relationship with a client, they must:

a. Make a reasonable inquiry into a client’s or prospective client’s investment experience, risk and return objectives, and financial constraints prior to making any investment recommendation or taking investment action and must reassess and update this information regularly.

b. Determine that an investment is suitable to the client’s financial situation and consistent with the client’s written objectives, mandates, and constraints before making an investment recommendation or taking investment action.

c. Judge the suitability of investments in the context of the client’s total portfolio.

2. When Members and Candidates are responsible for managing a portfolio to a specific mandate, strategy, or style, they must make only investment recommendations or take only investment actions that are consistent with the stated objectives and constraints of the portfolio.

D. Performance Presentation. When communicating investment performance information, Members and Candidates must make reasonable efforts to ensure that it is fair, accurate, and complete.

E. Preservation of Confidentiality. Members and Candidates must keep information about current, former, and prospective clients confidential unless:

1. The information concerns illegal activities on the part of the client or prospective client,

2. Disclosure is required by law, or

3. The client or prospective client permits disclosure of the information.

IV. DUTIES TO EMPLOYERS

A. Loyalty. In matters related to their employment, Members and Candidates must act for the benefit of their employer and not deprive their employer of the advantage of their skills and abilities, divulge confidential information, or otherwise cause harm to their employer.

B. Additional Compensation Arrangements. Members and Candidates must not accept gifts, benefits, compensation, or consideration that competes with or might reasonably be expected to create a conflict of interest with their employer’s interest unless they obtain written consent from all parties involved.

C. Responsibilities of Supervisors. Members and Candidates must make reasonable efforts to ensure that anyone subject to their supervision or authority complies with applicable laws, rules, regulations, and the Code and Standards.

V. INVESTMENT ANALYSIS, RECOMMENDATIONS, AND ACTIONS

A. Diligence and Reasonable Basis. Members and Candidates must:

1. Exercise diligence, independence, and thoroughness in analyzing investments, making investment recommendations, and taking investment actions.

2. Have a reasonable and adequate basis, supported by appropriate research and investigation, for any investment analysis, recommendation, or action.

B. Communication with Clients and Prospective Clients. Members and Candidates must:

1. Disclose to clients and prospective clients the basic format and general principles of the investment processes they use to analyze investments, select securities, and construct port-folios and must promptly disclose any changes that might materially affect those processes.

2. Disclose to clients and prospective clients significant limitations and risks associated with the investment process.

3. Use reasonable judgment in identifying which factors are important to their investment analyses, recommendations, or actions and include those factors in communications with clients and prospective clients.

4. Distinguish between fact and opinion in the presentation of investment analysis and recommendations.

C. Record Retention. Members and Candidates must develop and maintain appropriate records to support their investment analyses, recommendations, actions, and other investment-related communications with clients and prospective clients.

 
 

VI. CONFLICTS OF INTEREST

A. Disclosure of Conflicts. Members and Candidates must make full and fair disclosure of all matters that could reasonably be expected to impair their independence and objectivity or interfere with respective duties to their clients, prospective clients, and employer. Members and Candidates must ensure that such disclosures are prominent, are delivered in plain language, and communicate the relevant information effectively.

B. Priority of Transactions. Investment transactions for clients and employers must have priority over investment transactions in which a Member or Candidate is the beneficial owner.

C. Referral Fees. Members and Candidates must disclose to their employer, clients, and prospective clients, as appropriate, any compensation, consideration, or benefit received from or paid to others for the recommendation of products or services.

VII. RESPONSIBILITIES AS A CFA INSTITUTE MEMBER OR CFA CANDIDATE

A. Conduct as Participants in CFA Institute Programs. Members and Candidates must not engage in any conduct that compromises the reputation or integrity of CFA Institute or the CFA designation or the integrity, validity, or security of the CFA Institute programs.

B. Reference to CFA Institute, the CFA Designation, and the CFA Program. When referring to CFA Institute, CFA Institute membership, the CFA designation, or candidacy in the CFA Program, Members and Candidates must not misrepresent or exaggerate the meaning or implications of membership in CFA Institute, holding the CFA designation, or candidacy in the CFA program.

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www.cfainstitute.org

Putnam Investments | 100 Federal Street | Boston, MA02110 | putnam.com  HR104 318763 10/19 

 

EX-99.CODE ETH 24 a_nf69mod9.htm

THE PUTNAM FUNDS

Code of Ethics

Each of The Putnam Funds (the “Funds”) has determined to adopt this Code of Ethics with respect to certain activities by officers and Trustees of the Funds which might be deemed to create possible conflicts of interest and to establish reporting requirements and enforcement procedures with respect to such activities.

I.Rules Applicable to Officers and Trustees Affiliated with Putnam Investments Trust or Its Subsidiaries
A.Incorporation of Adviser’s Code of Ethics. The provisions of the Code of Ethics for employees of Putnam Investments Trust and its subsidiaries (the “Putnam Investments Code of Ethics”), which is attached as Appendix A hereto, are hereby incorporated herein as the Funds’ Code of Ethics applicable to officers and Trustees of the Funds who are employees of the Funds or officers, directors or employees of Putnam Investments Trust or its subsidiaries. A violation of the Putnam Investments’ Code of Ethics shall constitute a violation of the Funds’ Code.
B.Reports. Officers and Trustees of each of the Funds who are made subject to the Putnam Investments’ Code of Ethics pursuant to the preceding paragraph shall file the reports required by the Putnam Investments’ Code of Ethics with the Code of Ethics Officer designated therein. A report filed with the Code of Ethics Officer shall be deemed to be filed with each of the Funds of which the reporting individual is an officer or Trustee.
C.Review and Reporting.
(1)The Code of Ethics Officer shall cause the reported personal securities transactions to be compared with completed and contemplated portfolio transactions of each of the Funds to determine whether a violation of this Code may have occurred. Before making any determination that a violation has been committed by any person, the Code of Ethics Officer shall give such person an opportunity to supply additional explanatory material.
(2)If the Code of Ethics Officer determines that a violation of any provision of this Code has or may have occurred, he shall submit his written determination, together with any additional explanatory material, to the Audit, Compliance and Risk Committee of the Funds at its next meeting when Code of Ethics matters are discussed.
D.Sanctions. In addition to reporting violations of this Code to the Audit, Compliance and Risk Committee of the Funds as provided in Section I-C(2), the Code of Ethics Officer shall also report to such Committee any sanctions imposed with respect to such violations.
 
 
II.Rules Applicable to Unaffiliated Trustees
A.Definitions.
(1)“Beneficial ownership” shall be interpreted in the same manner as it would be in determining whether a person is subject to the provisions of Section 16 of the Securities Exchange Act of 1934 and the rules and regulations thereunder.
(2)“Control” means the power to exercise a controlling influence over the management or policies of a company, unless such power is solely the result of an official position with such company.
(3)“Covered Person” means an affiliated person of the Fund, who is not made subject to the Putnam Investments Code of Ethics pursuant to Part I hereof.
(4)“Interested Trustee” means a Trustee of a Fund who is an “interested person” of the Fund within the meaning of the Investment Company Act of 1940, as amended (the “Investment Company Act”).
(5)“Purchase or sale of a security” includes, among other things, the writing of an option to purchase or sell a security.
(6)“Security” shall have the same meaning as that set forth in Section 2(a)(36) of the Investment Company Act (in effect, all securities) except that it shall not include securities issued by the Government of the United States or an agency thereof, bankers’ acceptances, bank certificates of deposit, commercial paper and high-quality short-term debt investments, including repurchase agreements, and shares of registered open-end investment companies, but shall include any security convertible into or exchangeable for a security.
(7)“Security Held or to be Acquired by a Fund” means: (i) any security, as defined herein, which, within the most recent 15 days: (A) is or has been held by the Fund, or (B) is being or has been considered by the Fund or Putnam Investments for purchase by the Fund, and (ii) any option to purchase or sell, and any security convertible into or exchangeable for, a security described in (i) above.
(8)“Unaffiliated Trustee” means a Trustee who is not made subject to the Putnam Investments Code of Ethics pursuant to Part I hereof.
B.Prohibited Actions. No Covered Person, in connection with the purchase or sale, directly or indirectly, by such Covered Person of a security held or to be acquired by the Fund, shall:
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(1)Employ any device, scheme or artifice to defraud the Fund;
(2)Make any untrue statement of a material fact to the Fund or omit to state a material fact necessary in order to make the statements made to the Fund, in light of the circumstances under which they are made, not misleading;
(3)Engage in any act, practice or course of business that operates or would operate as a fraud or deceit on the Fund; or
(4)Engage in any manipulative practice with respect to the Fund.
C.Reporting.
(1)Every Unaffiliated Trustee of a Fund shall file with the Funds’ Compliance Liaison a report containing the information described in Section II-C(2) of this Code with respect to purchases or sales of any security in which such Unaffiliated Trustee has, or by reason of such transaction acquires, any direct or indirect beneficial ownership, if such Trustee, at the time of that transaction, knew or, in the ordinary course of fulfilling his or her official duties as a Trustee of the Fund, should have known that, during the 15-day period immediately preceding or after the date of the transaction by the Trustee:
(a)such security was or is to be purchased or sold by the Fund or
(b)such security was or is being considered for purchase or sale by the Fund;

provided, however, that an Unaffiliated Trustee shall not be required to make a report with respect to transactions effected for any account over which such person does not have any direct or indirect influence or control.

(2)Every report shall be made not later than 10 days after the end of the calendar quarter in which the transaction to which the report relates was effected, and shall contain the following information:
(a)The date of the transaction, the title, the number of shares, the interest rate and maturity date (if applicable) and the principal amount of each security involved;
(b)The nature of the transaction (i.e., purchase, sale or any other type of acquisition or disposition);
(c)The price at which the transaction was effected;
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(d)The name of the broker, dealer or bank with or through whom the transaction was effected; and
(e)The date that the report is submitted by each Unaffiliated Trustee.
(3)Any such report may contain a statement that the report shall not be construed as an admission by the person making such report that he has any direct or indirect beneficial ownership in the security to which the report relates.
(4)Notwithstanding anything to the contrary contained herein, an Unaffiliated Trustee who is an “interested person” of the Funds shall file the reports required by Rule 17j-1(d)(1) under the Investment Company Act with the Code of Ethics Officer of Putnam Investments. Such reports shall be reviewed by such Officer as provided in Section I-C(1) and any related violations shall be reported by him to the Audit, Compliance and Risk Committee as provided in Section I-C(2).
D.Review and Reporting.
(1)The Compliance Liaison of the Funds, in consultation with the Code of Ethics Officer of Putnam Investments, shall cause the reported personal securities transactions that he receives pursuant to Section II-C(1) to be compared with completed and contemplated portfolio transactions of the Funds to determine whether any prohibited action listed in Section II-B may have occurred.
(2)Before making any determination that a violation of this Code has occurred, the Compliance Liaison shall give the person involved an opportunity to supply additional information regarding the transaction in question.
E.Sanctions. If the Compliance Liaison determines that a violation of this Code has occurred, he shall so advise the Funds’ Audit, Compliance and Risk Committee, and provide the Committee with a report of the matter, including any additional information supplied by such person. The Committee may impose such sanctions as it deems appropriate.
III.Miscellaneous
A.Amendments to the Putnam Investments’ Code of Ethics. Any amendment to the Putnam Investments’ Code of Ethics shall be deemed an amendment to Section 1-A of this Code effective 30 days after written notice of such amendment shall have been received by the Chair of the Funds, unless the Trustees of the Funds expressly determine that such amendment shall become effective at an earlier or later date or shall not be adopted.
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B.Records. The Funds shall maintain records in the manner and to the extent set forth below, which records may be maintained on microfilm under the conditions described in Rule 31a-2(f)(1) under the Investment Company Act and shall be available for examination by representatives of the Securities and Exchange Commission.
(1)A copy of this Code and any other code which is, or at any time within the past five years has been, in effect shall be preserved in an easily accessible place;
(2)A record of any violation of this Code and of any action taken as a result of such violation shall be preserved in an easily accessible place for a period of not less than five years following the end of the fiscal year in which the violation occurs;
(3)A copy of each report made by an officer or Trustee pursuant to this Code shall be preserved for a period of not less than five years from the end of the fiscal year in which it is made, the first two years in an easily accessible place;
(4)A list of all persons who are, or within the past five years have been, required to make reports pursuant to this Code shall be maintained in an easily accessible place; and
(5)To the extent any record required to be kept by this section is also required to be kept by Putnam Investments pursuant to the Putnam Investments’ Code of Ethics, Putnam Investments shall maintain such record on behalf of the Funds as well.
C.Confidentiality. All reports of securities transactions and any other information filed with any Fund pursuant to this Code shall be treated as confidential, but are subject to review as provided herein and by personnel of the Securities and Exchange Commission.
D.Interpretation of Provisions. The Trustees may from time to time adopt such interpretations of this Code as they deem appropriate.
E.Delegation by Chair. The Chair of the Funds may from time to time delegate any or all of his or her responsibilities under this Code, either generally or as to specific instances, to such officer or Trustee of the Funds as he or she may designate.

 

As revised June 25, 2021.

 

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