| UNITED STATES SECURITIES AND EXCHANGE COMMISSION | ||
| Washington, D.C. 20549 | ||
FORM N-Q | ||
| QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY | ||
| Investment Company Act file number: | (811-02608) |
| Exact name of registrant as specified in charter: | Putnam Money Market Fund |
| Address of principal executive offices: | One Post Office Square, Boston, Massachusetts 02109 |
| Name and address of agent for service: | Robert T. Burns, Vice President One Post Office Square Boston, Massachusetts 02109 |
| 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: | September 30, 2016 |
| Date of reporting period: | December 31, 2015 |
Item 1. Schedule of Investments: |
| Putnam Money Market Fund | ||||||
| The fund's portfolio | ||||||
| 12/31/15 (Unaudited) | ||||||
| REPURCHASE AGREEMENTS (31.9%)(a) | ||||||
| Principal amount | Value | |||||
| Interest in $224,000,000 joint tri-party term repurchase agreement dated 12/31/15 with Citigroup Global Markets, Inc. due 1/7/16 - maturity value of $30,001,925 for an effective yield of 0.33% (collateralized by a U.S. Treasury bond with a coupon rate of 2.875% and a due date of 8/15/45, valued at $228,480,020) | $30,000,000 | $30,000,000 | ||||
| Interest in $312,000,000 joint tri-party repurchase agreement dated 12/31/15 with Citigroup Global Markets, Inc. due 1/4/16 - maturity value of $94,590,573 for an effective yield of 0.34% (collateralized by a U.S. Treasury note and various mortgage backed securities with coupon rates ranging from 1.750% to 6.500% and due dates ranging from 8/15/23 to 10/15/45, valued at $318,240,063) | 94,587,000 | 94,587,000 | ||||
| Interest in $95,000,000 tri-party repurchase agreement dated 12/31/15 with Goldman, Sachs & Co. due 1/4/16 - maturity value of $95,003,378 for an effective yield of 0.32% (collateralized by various mortgage backed securities with coupon rates ranging from 2.396% to 6.500% and due dates ranging from 5/1/18 to 7/1/45, valued at $96,900,000) | 95,000,000 | 95,000,000 | ||||
| Interest in $302,971,000 joint tri-party repurchase agreement dated 12/31/15 with Merrill Lynch, Pierce, Fenner and Smith, Inc. due 1/4/16 - maturity value of $94,503,255 for an effective yield of 0.31% (collateralized by various mortgage backed securities with coupon rates ranging from 2.500% to 4.500% and due dates ranging from 10/1/25 to 9/1/44, valued at $309,030,420) | 94,500,000 | 94,500,000 | ||||
| Interest in $94,500,000 tri-party repurchase agreement dated 12/31/15 with RBC Capital Markets, LLC due 1/4/16 - maturity value of $94,502,940 for an effective yield of 0.280% (collateralized by various mortgage backed securities with coupon rates ranging from zero% to 4.866% and due dates ranging from 9/1/33 to 12/1/45, valued at $96,392,999) | 94,500,000 | 94,500,000 | ||||
| Total repurchase agreements (cost $408,587,000) | $408,587,000 | |||||
| COMMERCIAL PAPER (18.8%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| ABN AMRO Funding USA, LLC | 0.280 | 1/5/16 | $2,250,000 | $2,249,930 | ||
| American Honda Finance Corp. | 0.240 | 2/4/16 | 6,000,000 | 5,998,640 | ||
| American Honda Finance Corp. | 0.200 | 2/10/16 | 2,475,000 | 2,474,450 | ||
| Australia & New Zealand Banking Group, Ltd. 144A (Australia) | 0.382 | 4/27/16 | 15,000,000 | 14,997,091 | ||
| Chevron Corp. | 0.240 | 3/1/16 | 11,950,000 | 11,945,220 | ||
| Coca-Cola Co. (The) | 0.260 | 3/21/16 | 5,000,000 | 4,997,111 | ||
| Commonwealth Bank of Australia 144A (Australia) | 0.528 | 3/24/16 | 6,450,000 | 6,450,000 | ||
| Commonwealth Bank of Australia 144A (Australia) | 0.400 | 3/2/16 | 11,500,000 | 11,492,206 | ||
| Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY (Netherlands) | 0.315 | 3/10/16 | 12,000,000 | 11,992,755 | ||
| Credit Agricole Corporate and Investment Bank/New York (France) | 0.410 | 1/22/16 | 6,375,000 | 6,373,475 | ||
| DnB Bank ASA (Norway) | 0.210 | 1/8/16 | 5,625,000 | 5,624,770 | ||
| DnB Bank ASA 144A (Norway) | 0.310 | 1/20/16 | 12,275,000 | 12,272,992 | ||
| Export Development Canada (Canada) | 0.310 | 1/21/16 | 10,000,000 | 9,998,278 | ||
| Lloyds Bank PLC (United Kingdom) | 0.300 | 2/1/16 | 7,500,000 | 7,498,063 | ||
| Lloyds Bank PLC (United Kingdom) | 0.280 | 1/4/16 | 12,500,000 | 12,499,708 | ||
| National Australia Bank, Ltd. 144A, Ser. CPIB (Australia) | 0.427 | 1/11/16 | 15,125,000 | 15,125,000 | ||
| National Australia Bank, Ltd. 144A, Ser. CPIB (Australia) | 0.411 | 3/4/16 | 3,750,000 | 3,750,000 | ||
| Nationwide Building Society (United Kingdom) | 0.400 | 2/16/16 | 12,000,000 | 11,993,867 | ||
| Nordea Bank AB 144A (Sweden) | 0.300 | 2/2/16 | 10,000,000 | 9,997,333 | ||
| Prudential PLC (United Kingdom) | 0.280 | 2/8/16 | 11,750,000 | 11,746,527 | ||
| Simon Property Group LP | 0.400 | 3/4/16 | 3,250,000 | 3,247,725 | ||
| Simon Property Group LP | 0.260 | 2/1/16 | 2,500,000 | 2,499,440 | ||
| Simon Property Group LP | 0.220 | 1/6/16 | 6,300,000 | 6,299,808 | ||
| Skandinaviska Enskilda Banken AB (Sweden) | 0.350 | 3/10/16 | 4,000,000 | 3,997,317 | ||
| Skandinaviska Enskilda Banken AB (Sweden) | 0.320 | 2/12/16 | 5,150,000 | 5,148,077 | ||
| Standard Chartered Bank/New York | 0.380 | 2/17/16 | 12,000,000 | 11,994,047 | ||
| Toronto-Dominion Holdings USA, Inc. 144A (Canada) | 0.300 | 1/20/16 | 5,000,000 | 4,999,208 | ||
| Toyota Motor Credit Corp. | 0.357 | 1/19/16 | 18,600,000 | 18,600,000 | ||
| Westpac Banking Corp. 144A (Australia) | 0.479 | 7/7/16 | 5,000,000 | 5,000,000 | ||
| Total commercial paper (cost $241,263,038) | $241,263,038 | |||||
| ASSET-BACKED COMMERCIAL PAPER (14.6%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| Bedford Row Funding Corp. | 0.501 | 5/12/16 | $3,600,000 | $3,593,400 | ||
| Bedford Row Funding Corp. | 0.300 | 2/23/16 | 14,000,000 | 13,993,817 | ||
| Chariot Funding, LLC | 0.501 | 5/3/16 | 16,250,000 | 16,222,240 | ||
| Charta, LLC | 0.601 | 3/23/16 | 12,675,000 | 12,657,678 | ||
| CIESCO, LLC | 0.561 | 3/15/16 | 12,600,000 | 12,585,496 | ||
| Collateralized Commercial Paper Co., LLC | 0.753 | 5/26/16 | 2,700,000 | 2,691,788 | ||
| Collateralized Commercial Paper Co., LLC | 0.591 | 5/17/16 | 9,550,000 | 9,550,000 | ||
| Fairway Finance Co., LLC 144A (Canada) | 0.487 | 5/12/16 | 7,750,000 | 7,750,000 | ||
| Jupiter Securitization Co., LLC 144A | 0.501 | 5/3/16 | 14,700,000 | 14,674,888 | ||
| Liberty Street Funding, LLC (Canada) | 0.320 | 1/19/16 | 1,000,000 | 999,840 | ||
| MetLife Short Term Funding, LLC | 0.300 | 1/12/16 | 5,000,000 | 4,999,542 | ||
| MetLife Short Term Funding, LLC 144A | 0.280 | 3/14/16 | 12,900,000 | 12,892,676 | ||
| Old Line Funding, LLC 144A | 0.301 | 1/25/16 | 18,750,000 | 18,750,000 | ||
| Regency Markets No. 1, LLC | 0.450 | 1/20/16 | 10,325,000 | 10,322,548 | ||
| Thunder Bay Funding, LLC 144A | 0.691 | 6/17/16 | 19,000,000 | 19,000,000 | ||
| Victory Receivables Corp. (Japan) | 0.500 | 2/16/16 | 6,675,000 | 6,670,735 | ||
| Victory Receivables Corp. (Japan) | 0.370 | 1/8/16 | 5,000,000 | 4,999,640 | ||
| Victory Receivables Corp. (Japan) | 0.300 | 1/21/16 | 7,400,000 | 7,398,767 | ||
| Working Capital Management Co. (Japan) | 0.420 | 1/12/16 | 7,150,000 | 7,149,082 | ||
| Total asset-backed commercial paper (cost $186,902,137) | $186,902,137 | |||||
| CERTIFICATES OF DEPOSIT (12.2%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| Bank of America, NA FRN | 0.457 | 5/9/16 | $17,900,000 | $17,900,000 | ||
| Bank of Montreal/Chicago, IL FRN (Canada) | 0.647 | 10/14/16 | 10,000,000 | 10,000,000 | ||
| Bank of Nova Scotia/Houston FRN | 0.816 | 3/22/16 | 5,000,000 | 5,001,298 | ||
| Bank of Nova Scotia/Houston FRN | 0.667 | 6/10/16 | 9,250,000 | 9,252,085 | ||
| Canadian Imperial Bank of Commerce/New York, NY FRN | 0.501 | 6/17/16 | 12,325,000 | 12,325,000 | ||
| Citibank, NA | 0.500 | 3/8/16 | 10,250,000 | 10,250,000 | ||
| Citibank, NA | 0.340 | 2/23/16 | 8,000,000 | 8,000,000 | ||
| Credit Suisse AG/New York, NY FRN | 0.561 | 1/4/16 | 6,000,000 | 6,000,055 | ||
| HSBC Bank USA, NA/New York, NY FRN (United Kingdom) | 0.608 | 4/5/16 | 8,800,000 | 8,800,000 | ||
| Mizuho Bank, Ltd./NY | 0.390 | 2/18/16 | 5,525,000 | 5,525,000 | ||
| National Bank of Canada/New York, NY FRN | 0.521 | 1/15/16 | 12,500,000 | 12,500,390 | ||
| Nordea Bank Finland PLC/New York FRN | 0.682 | 6/13/16 | 2,540,000 | 2,540,179 | ||
| Nordea Bank Finland PLC/New York FRN | 0.454 | 5/3/16 | 1,800,000 | 1,800,150 | ||
| State Street Bank & Trust Co. FRN | 0.602 | 5/20/16 | 11,500,000 | 11,500,000 | ||
| Sumitomo Mitsui Banking Corp./New York FRN (Japan) | 0.562 | 1/28/16 | 17,625,000 | 17,625,000 | ||
| Toronto-Dominion Bank/NY FRN (Canada) | 0.572 | 5/19/16 | 12,000,000 | 12,000,000 | ||
| Toronto-Dominion Bank/NY FRN (Canada) | 0.532 | 2/25/16 | 1,000,000 | 999,940 | ||
| Westpac Banking Corp./NY FRN (Australia) | 0.437 | 4/13/16 | 4,200,000 | 4,199,313 | ||
| Total certificates of deposit (cost $156,218,410) | $156,218,410 | |||||
| CORPORATE BONDS AND NOTES (6.0%)(a) | ||||||
| Interest rate (%) | Maturity date | Principal amount | Value | |||
| Australia & New Zealand Banking Group, Ltd./New York, NY sr. unsec. notes | 0.900 | 2/12/16 | $2,850,000 | $2,851,295 | ||
| Bank of New York Mellon Corp. (The) sr. unsec. FRN, Ser. MTN | 0.666 | 3/4/16 | 7,700,000 | 7,702,118 | ||
| Bank of Nova Scotia (The) sr. unsec. unsub. FRN (Canada) | 0.912 | 3/15/16 | 2,300,000 | 2,301,574 | ||
| Canadian Imperial Bank of Commerce/Canada sr. unsec. unsub. FRN (Canada) | 0.835 | 7/18/16 | 6,575,000 | 6,583,287 | ||
| GE Capital International Funding Co. 144A company guaranty sr. unsec. notes (Ireland) | 0.964 | 4/15/16 | 8,075,000 | 8,085,619 | ||
| General Electric Capital Corp. company guaranty sr. unsec. FRN, Ser. MTN | 0.918 | 1/8/16 | 4,000,000 | 4,000,451 | ||
| General Electric Capital Corp. company guaranty sr. unsec. FRN, MTN, Ser. A | 0.556 | 5/11/16 | 4,450,000 | 4,452,378 | ||
| General Electric Capital Corp. company guaranty sr. unsec. unsub. FRN, MTN, Ser. A | 0.518 | 1/8/16 | 1,300,000 | 1,300,046 | ||
| U.S. Bank, NA/Cincinnati, OH sr. unsec. FRN, Ser. BKNT | 0.440 | 4/22/16 | 1,800,000 | 1,800,173 | ||
| Wells Fargo & Co. sr. unsec. unsub. FRN, Ser. MTN | 0.847 | 7/20/16 | 9,950,000 | 9,968,601 | ||
| Wells Fargo Bank, NA sr. unsec. FRN, Ser. BKNT | 0.566 | 6/2/16 | 4,150,000 | 4,151,289 | ||
| Wells Fargo Bank, NA sr. unsec. FRN, Ser. MTN(M) | 0.632 | 7/15/19 | 11,000,000 | 11,000,000 | ||
| Westpac Banking Corp. sr. unsec. unsub. notes (Australia) | 0.950 | 1/12/16 | 12,700,000 | 12,701,667 | ||
| Total corporate bonds and notes (cost $76,898,498) | $76,898,498 | |||||
| U.S. TREASURY OBLIGATIONS (5.2%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| U.S. Treasury FRN(M) | 0.344 | 1/31/17 | $12,500,000 | $12,499,725 | ||
| U.S. Treasury FRN | 0.330 | 7/31/16 | 13,250,000 | 13,250,207 | ||
| U.S. Treasury FRN | 0.329 | 4/30/16 | 13,050,000 | 13,050,142 | ||
| U.S. Treasury FRN | 0.313 | 10/31/16 | 13,250,000 | 13,250,056 | ||
| U.S. Treasury FRN | 0.305 | 1/31/16 | 14,700,000 | 14,699,826 | ||
| Total U.S. treasury obligations (cost $66,749,956) | $66,749,956 | |||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS (4.0%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| Federal Home Loan Banks unsec. discount notes | 0.481 | 3/29/16 | $18,500,000 | $18,478,293 | ||
| Federal Home Loan Banks unsec. discount notes | 0.461 | 3/4/16 | 12,000,000 | 11,990,340 | ||
| Federal Home Loan Banks unsec. discount notes | 0.400 | 2/3/16 | 11,500,000 | 11,495,783 | ||
| Federal Home Loan Banks unsec. discount notes | 0.320 | 1/29/16 | 3,400,000 | 3,399,154 | ||
| Federal Home Loan Banks unsec. discount notes | 0.320 | 1/27/16 | 3,900,000 | 3,899,099 | ||
| Federal Home Loan Banks unsec. discount notes | 0.290 | 3/21/16 | 2,400,000 | 2,398,453 | ||
| Total U.S. government agency obligations (cost $51,661,122) | $51,661,122 | |||||
| MUTUAL FUNDS (3.0%)(a) | ||||||
| Yield (%) | Shares | Value | ||||
| Putnam Money Market Liquidity Fund(AFF) | 0.270 | 37,987,287 | $37,987,287 | |||
| Total mutual funds (cost $37,987,287) | $37,987,287 | |||||
| MUNICIPAL BONDS AND NOTES (2.5%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| Johns Hopkins University Commercial Paper, Ser. C | 0.240 | 1/21/16 | $10,000,000 | $10,000,000 | ||
| Texas A&M University Commercial Paper, Ser. B | 0.240 | 1/21/16 | 10,000,000 | 10,000,000 | ||
| University of Chicago Commercial Paper, Ser. A | 0.400 | 2/4/16 | 12,000,000 | 11,995,469 | ||
| Total municipal bonds and notes (cost $31,995,469) | $31,995,469 | |||||
| TIME DEPOSITS (2.0%)(a) | ||||||
| Yield (%) | Maturity date | Principal amount | Value | |||
| Australia & New Zealand Banking Group, Ltd./Cayman Islands (Cayman Islands) | 0.200 | 1/4/16 | $19,000,000 | $19,000,000 | ||
| Credit Agricole Corporate and Investment Bank/Grand Cayman (Cayman Islands) | 0.250 | 1/4/16 | 6,375,000 | 6,375,000 | ||
| Total time deposits (cost $25,375,000) | $25,375,000 | |||||
| TOTAL INVESTMENTS | ||||||
| Total investments (cost $1,283,637,917)(b) | $1,283,637,917 | |||||
| Key to holding's abbreviations | |||
| BKNT | Bank Note | ||
| FRN | Floating Rate Notes: the rate shown is the current interest rate or yield at the close of the reporting period | ||
| MTN | Medium Term Notes | ||
| 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 October 1, 2015 through December 31, 2015 (the reporting period). Within the following notes to the portfolio, references to “ASC 820” represent Accounting Standards Codification 820 Fair Value Measurements and Disclosures, 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. | ||||||
| (a) | Percentages indicated are based on net assets of $1,281,256,668. | |||||
| (b) | The aggregate identified cost on a financial reporting and tax basis is the same. | |||||
| (AFF) | Affiliated company. The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period. Transactions during the period with Putnam Money Market Liquidity Fund, which is under common ownership and control, were as follows: | |||||
| Name of affiliate | Fair value at the beginning of the reporting period | Purchase cost | Sale proceeds | Investment income | Fair value at the end of the reporting period | |
| Putnam Money Market Liquidity Fund* | $37,987,287 | $— | $— | $15,596 | $37,987,287 | |
| * Management fees charged to Putnam Money Market Liquidity Fund have been waived by Putnam Management. | ||||||
| (M) | This security's effective maturity date is less than one year. | |||||
| Debt obligations are considered secured unless otherwise indicated. | ||||||
| 144A after the name of an issuer represents securities exempt from registration under Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. | ||||||
| The dates shown on debt obligations are the original maturity dates. | ||||||
| DIVERSIFICATION BY COUNTRY | ||||||
| Distribution of investments by country of risk at the close of the reporting period, excluding collateral received, if any (as a percentage of Portfolio Value): | ||||||
| United States | 75.5% | |||||
| Australia | 5.8 | |||||
| Canada | 4.3 | |||||
| United Kingdom | 4.1 | |||||
| Japan | 3.4 | |||||
| Cayman Islands | 2.0 | |||||
| Sweden | 1.5 | |||||
| Norway | 1.4 | |||||
| Netherlands | 0.9 | |||||
| Ireland | 0.6 | |||||
| France | 0.5 | |||||
| Total | 100.0% | |||||
| 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. | ||||||
| The valuation of the fund’s portfolio instruments is determined by means of the amortized cost method (which approximates fair value) as set forth in Rule 2a-7 under the Investment Company Act of 1940. The amortized cost of an instrument is determined by valuing it at its original cost and thereafter amortizing any discount or premium from its face value at a constant rate until maturity and is generally categorized as a Level 2 security. | ||||||
| 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. | ||||||
| Repurchase agreements: The fund, or any joint trading account, through its custodian, receives delivery of the underlying securities, the fair value of which at the time of purchase is required to be in an amount at least equal to the resale price, including accrued interest. Collateral for certain tri-party repurchase agreements is held at the counterparty’s custodian in a segregated account for the benefit of the fund and the counterparty. Putnam Management is responsible for determining that the value of these underlying securities is at all times at least equal to the resale price, including accrued interest. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings. | ||||||
| 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 | |
| Asset-backed commercial paper | $— | $186,902,137 | $— | |
| Certificates of deposit | — | 156,218,410 | — | |
| Commercial paper | — | 241,263,038 | — | |
| Corporate bonds and notes | — | 76,898,498 | — | |
| Municipal bonds and notes | — | 31,995,469 | — | |
| Mutual funds | 37,987,287 | — | — | |
| Repurchase agreements | — | 408,587,000 | — | |
| Time deposits | — | 25,375,000 | — | |
| U.S. government agency obligations | — | 51,661,122 | — | |
| U.S. treasury obligations | — | 66,749,956 | — | |
|
|
|
|
||
| Totals by level | $37,987,287 | $1,245,650,630 | $— | |
| During the reporting period, transfers within the fair value hierarchy, if any, did not represent, in the aggregate, more than 1% of the fund's net assets measured as of the end of the period. Transfers are accounted for using the end of period pricing valuation method. | ||||
| 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, if applicable, see note "(d)" above, and for borrowing transactions associated with securities sold short, if applicable, see the "Short sales of securities" note above. | ||||||||
| Citigroup Global Markets, Inc. | Goldman, Sachs & Co. | Merrill Lynch, Pierce, Fenner and Smith, Inc. | RBC Capital Markets, LLC | Total | ||||
| Assets: | ||||||||
| Repurchase agreements | $124,587,000 | $95,000,000 | $94,500,000 | $94,500,000 | $408,587,000 | |||
| Total Assets | $124,587,000 | $95,000,000 | $94,500,000 | $94,500,000 | $408,587,000 | |||
| Liabilities: | ||||||||
| Total Liabilities | $— | $— | $— | $— | $— | |||
| Total Financial and Derivative Net Assets | $124,587,000 | $95,000,000 | $94,500,000 | $94,500,000 | $408,587,000 | |||
| Total collateral received (pledged)##† | $124,587,000 | $95,000,000 | $94,500,000 | $94,500,000 | ||||
| Net amount | $— | $— | $— | $— | ||||
| † | Additional collateral may be required from certain brokers based on individual agreements. | |||||||
| ## | Any over-collateralization of total financial and derivative net assets is not shown. Collateral may include amounts related to unsettled agreements. | |||||||
For additional information regarding the fund please see the fund's most recent annual or semiannual shareholder report filed on the Securities and Exchange Commission's Web site, www.sec.gov, or visit Putnam's Individual Investor Web site at www.putnaminvestments.com | ||||||||
| Item 2. 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 3. Exhibits: |
| 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. |
| 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 Money Market Fund |
| By (Signature and Title): |
| /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer Date: February 26, 2016 |
| 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: February 26, 2016 |
| By (Signature and Title): |
| /s/ Steven D. Krichmar Steven D. Krichmar Principal Financial Officer Date: February 26, 2016 |
| 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-Q 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 schedules of investments included in each report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; | |
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 registrants 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 this 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 registrant’s most recent fiscal quarter 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. | |
/s/ Jonathan S. Horwitz | |
| _____________________________ | |
Date: February 26, 2016 | |
| Jonathan S. Horwitz | |
| Principal Executive Officer | |
Certifications | |
| I, Steven D. Krichmar, the Principal Financial Officer of the funds listed on Attachment A, certify that: | |
1. I have reviewed each report on Form N-Q 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 schedules of investments included in each report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; | |
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 registrants 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 this 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 registrant’s most recent fiscal quarter 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. | |
/s/ Steven D. Krichmar | |
| _______________________________ | |
Date: February 26, 2016 | |
| Steven D. Krichmar | |
| Principal Financial Officer | |
Attachment A | |
NQ | |
Period (s) ended December 31, 2015 | |
| Putnam Master Intermediate Income Trust | |
| Putnam California Tax Exempt Income Fund | |
| Putnam American Government Income Fund | |
| Putnam Tax Exempt Income Fund | |
| Putnam International Growth Fund | |
| Putnam U.S. Government Income Trust | |
| Putnam Money Market Fund | |
| Putnam Money Market Liquidity Fund | |
| Putnam Tax Exempt Money Market Fund | |
| Putnam Diversified Income Trust | |
| Putnam Dynamic Asset Allocation Balanced Fund | |
| Putnam Dynamic Asset Allocation Growth Fund | |
| Putnam Dynamic Asset Allocation Conservative Fund |