0000928816-20-000133.txt : 20200207 0000928816-20-000133.hdr.sgml : 20200207 20200207085639 ACCESSION NUMBER: 0000928816-20-000133 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200131 FILED AS OF DATE: 20200207 DATE AS OF CHANGE: 20200207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MONEY MARKET FUND CENTRAL INDEX KEY: 0000081248 IRS NUMBER: 046386436 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-02608 FILM NUMBER: 20584950 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQ STREET 2: MAILSTOP A-14 LEGAL DEPARTMENT CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921471 MAIL ADDRESS: STREET 1: MAILSTOP A-14 LEGAL DEPARTMENT STREET 2: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM DAILY DIVIDEND TRUST DATE OF NAME CHANGE: 19920703 0000081248 S000006251 PUTNAM MONEY MARKET FUND C000017192 Class A Shares PDDXX 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0.0104 N N N N N/A NRW BANK NRW BANK 62939LCC1 DCP 03/12/2020 62939LCC1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0183 2495433.00 2495433.00 0.0034 N N N N N/A NRW BANK NRW BANK 62939LDL0 DCP 04/20/2020 62939LDL0 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-04-20 2020-04-20 2020-04-20 N N N 0.0184 4981889.00 4981889.00 0.0067 N N N N N/A SOCIETE GENERALE SA SOCIETE GENERALE SA 02.0884 02/24/2020 83368YCL9 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2020-02-24 2020-02-24 2020-02-24 N N N 0.0209 3750596.29 3750596.29 0.0050 N N N N N/A SOCIETE GENERALE SA SOCIETE GENERALE SA 83369BDG8 DCP 04/16/2020 83369BDG8 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2020-04-16 2020-04-16 2020-04-16 N N N 0.0175 3736502.25 3736502.25 0.0050 N N N N N/A SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 02.0184 12/02/2020 86960LAB6 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-03-02 2020-12-02 2020-12-02 N N N 0.0202 11006269.00 11006269.00 0.0148 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 89119ABC1 DCP 02/12/2020 89119ABC1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-12 2020-02-12 2020-02-12 N N N 0.0186 10994210.70 10994210.70 0.0148 N N N N N/A UBS AG/LONDON UBS AG/LONDON - 08/06/2020 02.1025 08/06/2020 90276JHY5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2020-02-06 2020-08-06 2020-08-06 N N N 0.0210 7502674.58 7502674.58 0.0101 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 01.8100 06/26/2020 9612C4F71 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-03 2020-06-26 2020-06-26 N N N 0.0181 3001188.93 3001188.93 0.0040 N N N N N/A NESTLE FINANCE INTERNATIONAL LTD NESTLE FINANCE INTERNATIONAL 64105RBA7 DCP 02/10/2020 64105RBA7 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-10 2020-02-10 2020-02-10 N N N 0.0197 7496791.50 7496791.50 0.0101 N N N N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2B47 DCP 02/04/2020 7443M2B47 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0182 3749360.25 3749360.25 0.0050 N N Y N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2EL6 DCP 05/20/2020 7443M2EL6 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2020-05-20 2020-05-20 2020-05-20 N N N 0.0167 3730944.79 3730944.79 0.0050 N N N N N/A TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 01.9625 03/02/2020 89233A4G1 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2020-02-03 2020-03-02 2020-03-02 N N N 0.0196 7751023.08 7751023.08 0.0104 N N N N N/A EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020 30215GEL2 NA Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 S&P A-1+ Fitch NR 2020-05-20 2020-05-20 2020-05-20 N N N 0.0182 11196133.80 11196133.80 0.0150 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP USD 02.1899 05/15/2020 961214DY6 US961214DY69 Other Instrument Corporate bonds and notes Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-02-18 2020-05-15 2020-05-15 N N N 0.0219 4708961.61 4708961.61 0.0063 N N N N N/A BofA Securities, Inc. REPO TRIPA MORTG 1.59 02/03/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2042-12-01 3.0000% 10165038.08 4653256.77 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 8383132.31 4461394.87 Agency Mortgage-Backed Securities FMAC 2048-02-01 3.5000% 5480173.35 4747797.63 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.5000% 17962615.59 4531119.15 Agency Mortgage-Backed Securities FNMA 2041-06-01 4.5000% 47903613.21 4569800.38 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.0000% 7572570.79 4455759.63 Agency Mortgage-Backed Securities FNMA 2056-06-01 3.5000% 5748433.59 4451419.51 Agency Mortgage-Backed Securities FNMA 2026-02-01 3.3300% 4591465.52 4969917.06 Agency Mortgage-Backed Securities FNMA 2024-04-01 3.0100% 5236823.00 5453807.27 Agency Mortgage-Backed Securities FNMA 2049-03-01 2.8280% 5812247.14 4821910.50 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.3390% 6165115.88 5169212.47 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.5100% 5788761.53 4984762.17 Agency Mortgage-Backed Securities FNMA 2042-01-01 3.1120% 5124379.80 4837305.61 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 6097575.05 4453871.19 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.5000% 626720.29 565637.42 Agency Mortgage-Backed Securities FNMA 2034-12-01 3.0000% 4381084.16 4541022.93 Agency Mortgage-Backed Securities FNMA 2048-04-01 3.5000% 4192874.69 4520658.73 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.0000% 6445885.48 3229566.73 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 77861000.00 77861000.00 0.1046 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 1.59 02/03/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2025-03-01 4.5000% 171985.20 4355.15 Agency Mortgage-Backed Securities FMAC 2028-07-01 6.5000% 4657703.21 6884.98 Agency Mortgage-Backed Securities FMAC 2028-05-01 5.5000% 343970.40 18036.26 Agency Mortgage-Backed Securities FMAC 2024-08-01 5.5000% 524727.71 24382.30 Agency Mortgage-Backed Securities FMAC 2026-10-01 5.0000% 137588.16 6563.18 Agency Mortgage-Backed Securities FMAC 2028-07-01 5.5000% 239471.68 13187.00 Agency Mortgage-Backed Securities FMAC 2022-09-01 6.5000% 756196.91 48860.79 Agency Mortgage-Backed Securities FMAC 2027-01-01 7.5000% 470642.32 5694.20 Agency Mortgage-Backed Securities FMAC 2027-06-01 7.5000% 174096.66 7159.87 Agency Mortgage-Backed Securities FMAC 2025-04-01 4.5000% 267542.41 13575.45 Agency Mortgage-Backed Securities FMAC 2026-05-01 7.5000% 2389463.83 4971.98 Agency Mortgage-Backed Securities FMAC 2021-09-01 5.5000% 1067193.45 5309.84 Agency Mortgage-Backed Securities FMAC 2021-10-01 5.5000% 2149815.01 9808.77 Agency Mortgage-Backed Securities FMAC 2021-11-01 4.5000% 2346622.32 8709.98 Agency Mortgage-Backed Securities FMAC 2041-10-01 5.0000% 17198.52 5361.21 Agency Mortgage-Backed Securities FMAC 2023-06-01 5.0000% 2619534.11 41516.30 Agency Mortgage-Backed Securities FMAC 2024-01-01 6.0000% 1958945.83 33731.30 Agency Mortgage-Backed Securities FMAC 2024-09-01 4.5000% 1610441.90 42145.43 Agency Mortgage-Backed Securities FMAC 2024-12-01 5.5000% 1399777.75 30164.98 Agency Mortgage-Backed Securities FMAC 2029-07-01 2.5000% 49015.78 18232.56 Agency Mortgage-Backed Securities FMAC 2026-07-01 4.5000% 429678.71 13970.16 Agency Mortgage-Backed Securities FMAC 2026-10-01 3.5000% 163390.41 28935.01 Agency Mortgage-Backed Securities FMAC 2024-12-01 5.5000% 89432.30 6523.38 Agency Mortgage-Backed Securities FMAC 2028-07-01 3.0000% 108419.30 36106.60 Agency Mortgage-Backed Securities FMAC 2028-08-01 3.0000% 18230.43 5245.93 Agency Mortgage-Backed Securities FMAC 2023-04-01 5.0000% 872249.09 29890.14 Agency Mortgage-Backed Securities FMAC 2026-07-01 4.5000% 2070443.84 244966.36 Agency Mortgage-Backed Securities FMAC 2029-01-01 3.5000% 18574.40 7261.76 Agency Mortgage-Backed Securities FMAC 2024-12-01 5.5000% 938003.16 75500.88 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.5000% 16338.59 6440.33 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.0000% 171985.20 66683.08 Agency Mortgage-Backed Securities FMAC 2029-09-01 2.5000% 19772.45 7987.59 Agency Mortgage-Backed Securities FMAC 2026-11-01 4.5000% 277732.54 72109.87 Agency Mortgage-Backed Securities FMAC 2027-11-01 2.5000% 255398.02 103516.18 Agency Mortgage-Backed Securities FMAC 2024-01-01 6.0000% 520850.82 93225.76 Agency Mortgage-Backed Securities FMAC 2026-01-01 5.0000% 428616.53 150549.45 Agency Mortgage-Backed Securities FMAC 2028-06-01 2.5000% 180584.46 141298.53 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.5000% 21928.29 16355.01 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.5000% 515955.60 22816.97 Agency Mortgage-Backed Securities FMAC 2024-03-01 4.5000% 2519693.95 55235.35 Agency Mortgage-Backed Securities FMAC 2028-09-01 2.5000% 255888.87 93811.20 Agency Mortgage-Backed Securities FMAC 2029-06-01 2.5000% 172002.40 63169.76 Agency Mortgage-Backed Securities FMAC 2029-10-01 3.0000% 177187.58 63943.97 Agency Mortgage-Backed Securities FMAC 2029-10-01 2.5000% 94990.18 37632.32 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.0000% 72749.74 27344.85 Agency Mortgage-Backed Securities FMAC 2025-10-01 6.0000% 201094.04 6346.25 Agency Mortgage-Backed Securities FMAC 2025-12-01 6.0000% 171985.20 6125.03 Agency Mortgage-Backed Securities FMAC 2026-09-01 6.0000% 261655.70 5060.14 Agency Mortgage-Backed Securities FMAC 2028-03-01 5.5000% 372995.66 7758.36 Agency Mortgage-Backed Securities FMAC 2028-05-01 5.0000% 10517161.09 175586.96 Agency Mortgage-Backed Securities FMAC 2029-09-01 4.5000% 2288091.11 194537.99 Agency Mortgage-Backed Securities FMAC 2023-05-01 4.5000% 2434545.11 49444.01 Agency Mortgage-Backed Securities FMAC 2025-02-01 4.5000% 859926.00 82213.57 Agency Mortgage-Backed Securities FMAC 2025-01-01 4.5000% 202942.54 8757.15 Agency Mortgage-Backed Securities FMAC 2025-04-01 4.5000% 121817.29 5099.63 Agency Mortgage-Backed Securities FMAC 2025-05-01 4.5000% 1729704.87 88339.38 Agency Mortgage-Backed Securities FMAC 2025-11-01 3.5000% 59242.02 7126.11 Agency Mortgage-Backed Securities FMAC 2026-01-01 3.5000% 99751.42 13833.72 Agency Mortgage-Backed Securities FMAC 2026-06-01 4.0000% 85992.60 12164.95 Agency Mortgage-Backed Securities FMAC 2021-08-01 4.0000% 247979.27 10151.79 Agency Mortgage-Backed Securities FMAC 2026-08-01 3.5000% 388772.55 64359.79 Agency Mortgage-Backed Securities FMAC 2027-01-01 3.5000% 37320.79 8487.97 Agency Mortgage-Backed Securities FMAC 2028-09-01 6.0000% 1281977.69 12753.46 Agency Mortgage-Backed Securities FMAC 2029-08-01 6.5000% 2694498.33 7053.67 Agency Mortgage-Backed Securities FMAC 2026-08-01 3.5000% 2497267.42 237479.36 Agency Mortgage-Backed Securities FMAC 2027-08-01 3.5000% 220781.70 44465.81 Agency Mortgage-Backed Securities FMAC 2027-12-01 2.5000% 149627.12 47236.16 Agency Mortgage-Backed Securities FMAC 2027-09-01 3.0000% 343970.40 90291.48 Agency Mortgage-Backed Securities FMAC 2027-10-01 2.5000% 303992.27 105383.82 Agency Mortgage-Backed Securities FMAC 2028-04-01 2.5000% 492893.07 147448.60 Agency Mortgage-Backed Securities FMAC 2028-05-01 2.0000% 120389.64 41421.62 Agency Mortgage-Backed Securities FMAC 2028-11-01 3.0000% 128988.90 44768.59 Agency Mortgage-Backed Securities FMAC 2027-03-01 3.5000% 79113.19 26440.50 Agency Mortgage-Backed Securities FHLB 2043-06-22 3.6250% 194343.28 242751.54 Agency Mortgage-Backed Securities FMAC 2024-10-01 4.5000% 193099.14 51281.26 Agency Mortgage-Backed Securities FMAC 2021-10-01 6.5000% 231093.59 4417.93 Agency Mortgage-Backed Securities FMAC 2024-10-01 4.5000% 2468644.44 75024.49 Agency Mortgage-Backed Securities FMAC 2028-08-01 2.0000% 40416.52 12189.50 Agency Mortgage-Backed Securities FMAC 2029-02-01 3.5000% 106601.76 41923.45 Agency Mortgage-Backed Securities FMAC 2026-02-01 4.5000% 741114.67 89362.35 Agency Mortgage-Backed Securities FMAC 2026-04-01 4.5000% 311057.42 24772.76 Agency Mortgage-Backed Securities FMAC 2027-05-01 3.0000% 120389.64 21438.22 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.0000% 179595.20 46759.56 Agency Mortgage-Backed Securities FMAC 2029-10-01 3.0000% 174199.85 93555.66 Agency Mortgage-Backed Securities FMAC 2029-10-01 3.0000% 179922.15 127742.45 Agency Mortgage-Backed Securities FMAC 2028-12-01 4.0000% 201955.69 60728.21 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.0000% 181704.77 59902.20 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.0000% 202470.95 78473.03 Agency Mortgage-Backed Securities FMAC 2029-06-01 4.0000% 175451.73 107559.15 Agency Mortgage-Backed Securities FMAC 2029-08-01 5.0000% 343970.40 28500.29 Agency Mortgage-Backed Securities FMAC 2027-11-01 2.5000% 257977.80 81592.23 Agency Mortgage-Backed Securities FMAC 2028-01-01 2.5000% 343970.40 126051.64 Agency Mortgage-Backed Securities FMAC 2029-08-01 2.0000% 103878.03 58633.55 Agency Mortgage-Backed Securities FMAC 2027-05-01 5.5000% 86347.75 60727.39 Agency Mortgage-Backed Securities FMAC 2021-05-01 5.0000% 1461608.49 5968.06 Agency Mortgage-Backed Securities FMAC 2025-08-01 4.5000% 354289.51 28060.53 Agency Mortgage-Backed Securities FMAC 2024-01-01 6.0000% 2960725.23 5637.23 Agency Mortgage-Backed Securities FMAC 2026-09-01 4.5000% 218115.24 41016.90 Agency Mortgage-Backed Securities FMAC 2028-06-01 5.5000% 859926.00 34640.38 Agency Mortgage-Backed Securities FMAC 2026-08-01 6.0000% 739536.36 33186.26 Agency Mortgage-Backed Securities FMAC 2028-05-01 6.0000% 185896.22 68431.45 Agency Mortgage-Backed Securities FMAC 2028-07-01 3.0000% 27517.63 9032.58 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.5000% 645584.63 691380.08 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.0000% 259615.10 271540.85 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 3380960.58 3218484.10 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.0000% 11866.98 11032.00 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.0000% 1762887.35 1773485.13 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 2923748.41 2982890.99 Agency Mortgage-Backed Securities FMAC 2024-04-01 5.0000% 89295.58 22979.70 Agency Mortgage-Backed Securities FMAC 2028-04-01 3.0000% 679352.72 224632.70 Agency Mortgage-Backed Securities FMAC 2029-01-01 6.0000% 19001.10 6464.21 Agency Mortgage-Backed Securities FMAC 2028-10-01 3.0000% 226813.39 77252.14 Agency Mortgage-Backed Securities FMAC 2029-03-01 3.0000% 324858.72 168778.67 Agency Mortgage-Backed Securities FMAC 2029-03-01 3.0000% 202712.08 62641.55 Agency Mortgage-Backed Securities FMAC 2029-02-01 3.0000% 185948.16 41670.80 Agency Mortgage-Backed Securities FMAC 2029-03-01 3.0000% 250705.92 132603.67 Agency Mortgage-Backed Securities FMAC 2029-03-01 3.0000% 197802.42 94233.57 Agency Mortgage-Backed Securities FMAC 2029-04-01 3.0000% 193647.60 63963.76 Agency Mortgage-Backed Securities FMAC 2029-04-01 3.0000% 334821.65 155806.97 Agency Mortgage-Backed Securities FMAC 2029-06-01 3.0000% 316317.07 130664.97 Agency Mortgage-Backed Securities FMAC 2029-06-01 3.0000% 209375.13 63141.22 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.0000% 454088.57 221521.56 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.0000% 257476.12 158245.30 Agency Mortgage-Backed Securities FMAC 2029-05-01 3.0000% 227684.33 87683.44 Agency Mortgage-Backed Securities FMAC 2029-06-01 3.0000% 257902.13 117126.10 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.0000% 376715.70 144101.38 Agency Mortgage-Backed Securities FMAC 2029-09-01 3.0000% 253094.11 100811.21 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.0000% 231169.26 246426.75 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 332672.52 338935.13 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 333509.23 344398.99 Agency Mortgage-Backed Securities FMAC 2022-08-01 6.5000% 1622842.89 8420.70 Agency Mortgage-Backed Securities FMAC 2023-08-01 4.5000% 865518.62 13948.59 Agency Mortgage-Backed Securities FMAC 2027-10-20 8.5000% 731128.01 11090.90 Agency Mortgage-Backed Securities FMAC 2027-10-20 6.2000% 720059.38 20955.73 Agency Mortgage-Backed Securities FMAC 2049-12-01 4.5000% 10104.47 11050.14 Agency Mortgage-Backed Securities FMAC 2050-01-01 4.5000% 264569.31 292652.28 Agency Mortgage-Backed Securities FMAC 2029-06-01 2.5000% 175895.11 105587.73 Agency Mortgage-Backed Securities FMAC 2029-08-01 3.5000% 202229.66 198758.96 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.5000% 195928.81 205093.07 Agency Mortgage-Backed Securities FMAC 2029-09-01 3.5000% 178237.38 182642.47 Agency Mortgage-Backed Securities FMAC 2049-07-01 4.0000% 1440549.42 1432694.47 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.0000% 682062.69 695271.88 Agency Mortgage-Backed Securities FNMA 2024-01-01 6.5000% 12640912.25 29113.86 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.6300% 1302618.32 1462973.24 Agency Mortgage-Backed Securities FNMA 2028-12-01 6.0000% 1208020.95 7139.61 Agency Mortgage-Backed Securities FNMA 2029-04-01 7.0000% 4092475.39 38349.36 Agency Mortgage-Backed Securities FNMA 2022-06-01 6.5000% 2081020.93 7001.87 Agency Mortgage-Backed Securities FNMA 2024-12-01 6.0000% 648848.39 26241.78 Agency Mortgage-Backed Securities FNMA 2025-02-01 6.0000% 709983.63 27922.72 Agency Mortgage-Backed Securities FNMA 2024-07-01 5.0000% 7746921.16 165192.30 Agency Mortgage-Backed Securities FNMA 2024-07-01 5.5000% 3467176.76 77271.64 Agency Mortgage-Backed Securities FNMA 2025-03-01 6.0000% 930832.75 32654.03 Agency Mortgage-Backed Securities FNMA 2025-10-01 5.5000% 1075497.24 34129.25 Agency Mortgage-Backed Securities FNMA 2026-08-01 7.0000% 496602.11 28846.59 Agency Mortgage-Backed Securities FNMA 2028-09-01 6.0000% 756734.88 21400.56 Agency Mortgage-Backed Securities FNMA 2027-09-01 6.0000% 2861128.26 70796.29 Agency Mortgage-Backed Securities FNMA 2028-01-01 5.5000% 581921.73 13705.92 Agency Mortgage-Backed Securities FNMA 2028-02-01 6.0000% 1244177.40 51424.02 Agency Mortgage-Backed Securities FNMA 2027-12-01 7.0000% 1780502.07 93151.45 Agency Mortgage-Backed Securities FNMA 2028-09-01 5.5000% 2712199.91 61428.29 Agency Mortgage-Backed Securities FNMA 2028-12-01 6.0000% 1760818.19 43841.58 Agency Mortgage-Backed Securities FNMA 2025-03-01 4.0000% 121815.23 7337.66 Agency Mortgage-Backed Securities FNMA 2029-09-01 7.0000% 10029145.00 49624.03 Agency Mortgage-Backed Securities FNMA 2026-12-01 6.2500% 258788.02 11746.63 Agency Mortgage-Backed Securities FNMA 2028-08-01 4.1900% 284807.49 301848.70 Agency Mortgage-Backed Securities FNMA 2028-10-01 6.0000% 1790909.58 92895.48 Agency Mortgage-Backed Securities FNMA 2020-12-01 3.4900% 266577.06 221750.36 Agency Mortgage-Backed Securities FNMA 2029-01-01 6.0000% 658704.87 7847.50 Agency Mortgage-Backed Securities FNMA 2025-12-01 4.0000% 624857.49 37451.22 Agency Mortgage-Backed Securities FNMA 2026-01-01 4.0000% 738147.07 112507.47 Agency Mortgage-Backed Securities FNMA 2026-04-01 4.5000% 606101.30 114690.76 Agency Mortgage-Backed Securities FNMA 2026-10-01 3.0000% 285495.43 27357.33 Agency Mortgage-Backed Securities FNMA 2026-10-01 3.5000% 859926.00 143126.65 Agency Mortgage-Backed Securities FNMA 2026-10-01 3.5000% 947122.50 114035.06 Agency Mortgage-Backed Securities FNMA 2026-11-01 3.5000% 249378.54 42313.25 Agency Mortgage-Backed Securities FNMA 2027-11-01 3.5000% 120389.64 26197.27 Agency Mortgage-Backed Securities FNMA 2025-09-01 5.0000% 385313.58 6430.13 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.5000% 343970.40 154913.42 Agency Mortgage-Backed Securities FNMA 2027-03-01 5.0000% 894323.04 97515.69 Agency Mortgage-Backed Securities FNMA 2026-06-01 5.0000% 1719852.01 192337.62 Agency Mortgage-Backed Securities FNMA 2024-08-01 6.0000% 773933.40 141098.74 Agency Mortgage-Backed Securities FNMA 2025-09-01 5.0000% 859926.00 89461.44 Agency Mortgage-Backed Securities FNMA 2028-02-01 6.5000% 134209.51 46745.03 Agency Mortgage-Backed Securities FNMA 2025-07-01 2.5000% 266577.06 89964.41 Agency Mortgage-Backed Securities FNMA 2027-07-01 3.5000% 15223.10 5614.31 Agency Mortgage-Backed Securities FNMA 2028-08-01 3.3200% 36791.59 37884.27 Agency Mortgage-Backed Securities FNMA 2029-03-01 3.2500% 11262.45 12405.67 Agency Mortgage-Backed Securities FNMA 2027-07-01 3.0400% 2866133.37 3092596.12 Agency Mortgage-Backed Securities FNMA 2027-08-01 2.9000% 6646414.35 7120726.84 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.0800% 171985.20 187509.90 Agency Mortgage-Backed Securities FNMA 2027-06-01 3.5000% 171985.20 33658.85 Agency Mortgage-Backed Securities FNMA 2027-08-01 3.0000% 328779.12 90093.34 Agency Mortgage-Backed Securities FNMA 2027-11-01 3.0000% 657670.38 219849.02 Agency Mortgage-Backed Securities FNMA 2027-10-01 3.0000% 618175.18 190039.36 Agency Mortgage-Backed Securities FNMA 2027-08-01 2.5000% 51595.56 19171.47 Agency Mortgage-Backed Securities FNMA 2027-08-01 3.0000% 23561.97 6480.38 Agency Mortgage-Backed Securities FNMA 2027-09-01 3.0000% 431321.17 133948.10 Agency Mortgage-Backed Securities FNMA 2027-10-01 3.0000% 486573.82 115120.66 Agency Mortgage-Backed Securities FNMA 2027-11-01 2.5000% 262913.95 59351.34 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.5000% 470984.91 87597.85 Agency Mortgage-Backed Securities FNMA 2028-09-01 4.0000% 177055.84 69914.18 Agency Mortgage-Backed Securities FNMA 2028-11-01 4.0000% 183374.23 97937.20 Agency Mortgage-Backed Securities FNMA 2028-11-01 3.0000% 71889.81 25508.87 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.0000% 221578.85 89190.86 Agency Mortgage-Backed Securities FNMA 2029-05-01 3.0000% 559786.55 243584.93 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.0000% 271119.53 139138.91 Agency Mortgage-Backed Securities FNMA 2029-09-01 3.0000% 561846.59 246642.54 Agency Mortgage-Backed Securities FNMA 2028-04-01 3.0000% 336707.47 89637.64 Agency Mortgage-Backed Securities FNMA 2028-05-01 3.0000% 880512.63 200883.11 Agency Mortgage-Backed Securities FNMA 2028-05-01 3.0000% 226378.27 95201.53 Agency Mortgage-Backed Securities FNMA 2028-05-01 2.5000% 113510.23 39763.54 Agency Mortgage-Backed Securities FNMA 2028-07-01 2.0000% 237683.55 82006.63 Agency Mortgage-Backed Securities FNMA 2028-08-01 3.0000% 185744.02 64059.20 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.0000% 204635.90 83288.92 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.0000% 274367.99 106916.84 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.0000% 174821.58 72875.31 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.5000% 219993.15 61327.81 Agency Mortgage-Backed Securities FNMA 2028-11-01 3.5000% 214981.50 49787.56 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.5000% 321506.90 99054.47 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.0000% 182425.39 79803.04 Agency Mortgage-Backed Securities FNMA 2027-01-01 3.5000% 107662.74 26079.82 Agency Mortgage-Backed Securities FNMA 2029-08-01 3.0000% 578003.91 246777.20 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.5000% 175522.76 100783.58 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.5000% 329670.18 124481.73 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.5000% 178701.05 83827.78 Agency Mortgage-Backed Securities FNMA 2029-05-01 3.5000% 165358.78 35511.56 Agency Mortgage-Backed Securities FNMA 2029-10-01 3.0000% 244111.32 100744.58 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.0000% 182898.01 66444.20 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.5000% 70422.09 23275.47 Agency Mortgage-Backed Securities FNMA 2024-02-01 5.5000% 515955.60 11213.95 Agency Mortgage-Backed Securities FNMA 2029-08-01 3.0000% 16229.56 7545.90 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.0000% 1166749.32 576831.71 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.6900% 1590476.83 1793397.81 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.7900% 557232.05 628287.98 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.1300% 687680.07 752926.01 Agency Mortgage-Backed Securities FNMA 2029-08-01 3.0900% 171985.20 183075.84 Agency Mortgage-Backed Securities FNMA 2029-12-01 2.5000% 38994.20 23331.19 Agency Mortgage-Backed Securities FNMA 2023-08-01 4.5000% 3272229.13 28666.79 Agency Mortgage-Backed Securities FNMA 2024-02-01 4.5000% 715179.30 55972.61 Agency Mortgage-Backed Securities FNMA 2026-09-01 5.0000% 477345.27 35397.20 Agency Mortgage-Backed Securities FNMA 2030-04-01 2.5000% 6994346.94 4466459.72 Agency Mortgage-Backed Securities FNMA 2031-02-01 3.5000% 6861472.21 4020834.09 Agency Mortgage-Backed Securities FNMA 2028-03-01 3.5000% 74915.72 42044.18 Agency Mortgage-Backed Securities FNMA 2029-09-01 6.0000% 132576.51 104779.10 Agency Mortgage-Backed Securities FNMA 2029-09-01 6.0000% 96243.61 82565.88 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 32057.01 33027.18 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 195806.01 107610.38 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 495822.50 506017.47 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 157054.48 160489.14 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 1130313.22 1164895.03 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 1543222.86 1533031.07 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 1730827.41 1672883.97 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.5000% 282235.28 296981.38 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.0000% 7380.23 4940.98 Agency Mortgage-Backed Securities FNMA 2049-07-01 6.0000% 26150.01 28079.88 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.0000% 1844391.48 1896579.92 Agency Mortgage-Backed Securities FNMA 2026-09-01 5.0000% 155702.33 101107.30 Agency Mortgage-Backed Securities FNMA 2028-09-01 2.5000% 214981.50 201636.70 Agency Mortgage-Backed Securities FNMA 2023-03-01 5.0000% 781341.84 8793.86 Agency Mortgage-Backed Securities FNMA 2027-11-01 7.0000% 1140986.63 44791.83 Agency Mortgage-Backed Securities FNMA 2020-12-01 4.0000% 7862917.78 19387.24 Agency Mortgage-Backed Securities FNMA 2023-03-01 6.0000% 1227974.33 10173.32 Agency Mortgage-Backed Securities FNMA 2023-02-01 6.0000% 7473100.94 97993.80 Agency Mortgage-Backed Securities FNMA 2026-06-01 5.0000% 207758.47 8963.84 Agency Mortgage-Backed Securities FNMA 2028-06-01 2.5000% 171985.20 59414.05 Agency Mortgage-Backed Securities FNMA 2022-01-01 5.5000% 4741803.97 9110.10 Agency Mortgage-Backed Securities FNMA 2023-03-01 5.5000% 1669573.85 18919.35 Agency Mortgage-Backed Securities FNMA 2023-06-01 5.0000% 773933.40 24550.28 Agency Mortgage-Backed Securities FNMA 2023-12-01 5.0000% 411928.98 7557.01 Agency Mortgage-Backed Securities FNMA 2027-03-01 6.5000% 171985.20 10565.79 Agency Mortgage-Backed Securities FNMA 2024-04-01 4.5000% 464979.70 5660.09 Agency Mortgage-Backed Securities FNMA 2024-03-01 5.0000% 1162619.96 56627.15 Agency Mortgage-Backed Securities FNMA 2026-11-01 3.5000% 409252.20 64004.08 Agency Mortgage-Backed Securities FNMA 2027-11-01 2.5000% 328534.73 96272.74 Agency Mortgage-Backed Securities FNMA 2028-01-01 2.5000% 309573.36 92750.03 Agency Mortgage-Backed Securities FNMA 2028-07-01 2.5000% 171985.20 63279.83 Agency Mortgage-Backed Securities FNMA 2024-09-01 4.5000% 108757.25 5847.97 Agency Mortgage-Backed Securities FNMA 2029-08-01 5.0000% 265817.23 27389.41 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.0000% 392126.26 167273.48 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.0000% 455040.34 157639.92 Agency Mortgage-Backed Securities FNMA 2028-04-01 3.0000% 128988.90 89888.53 Agency Mortgage-Backed Securities FNMA 2028-08-01 3.5000% 103191.12 72761.02 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.0000% 106170.08 74552.89 Agency Mortgage-Backed Securities FNMA 2029-05-01 2.5000% 179694.78 152339.78 Agency Mortgage-Backed Securities FNMA 2029-06-01 2.5000% 139977.89 112928.29 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.0000% 60194.82 58831.55 Agency Mortgage-Backed Securities FNMA 2029-09-01 2.5000% 119108.87 110126.73 Agency Mortgage-Backed Securities FNMA 2029-08-01 3.5000% 64781.49 63325.94 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.5000% 57271.07 55137.96 Agency Mortgage-Backed Securities FNMA 2039-01-01 2.5000% 592410.59 602144.42 Agency Mortgage-Backed Securities FNMA 2023-06-01 6.0000% 222203.68 56383.08 Agency Mortgage-Backed Securities FNMA 2025-06-01 5.0000% 5329055.18 144674.69 Agency Mortgage-Backed Securities FNMA 2024-03-01 6.0000% 7088588.47 233411.11 Agency Mortgage-Backed Securities FNMA 2025-08-01 3.5000% 1243245.07 160513.61 Agency Mortgage-Backed Securities FNMA 2025-09-01 4.0000% 195723.29 48042.10 Agency Mortgage-Backed Securities GNMA 2043-01-15 3.5000% 156320.44 50393.36 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.5000% 6924230.81 7202144.82 Agency Mortgage-Backed Securities GNMA 2060-01-15 3.4500% 255015.18 270416.36 Agency Mortgage-Backed Securities GNMA 2060-01-15 3.4900% 681297.36 723741.77 Agency Mortgage-Backed Securities GNMA 2060-01-15 3.3800% 152283.61 160969.98 Agency Mortgage-Backed Securities GNMA 2059-12-15 3.8500% 109216.62 116216.58 Agency Mortgage-Backed Securities GNMA 2051-11-15 4.7000% 10971.62 12093.32 Agency Mortgage-Backed Securities GNMA 2061-06-15 4.0900% 118661.53 130658.54 Agency Mortgage-Backed Securities GNMA 2069-01-20 4.4350% 347717.62 412663.78 Agency Mortgage-Backed Securities GNMA 2054-12-15 3.0700% 765764.11 811914.14 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.5000% 136544.55 141217.17 Agency Mortgage-Backed Securities GNMA 2050-01-20 4.0000% 4210.54 4378.60 Agency Mortgage-Backed Securities GNMA 2043-03-15 4.0000% 603761.61 584762.38 Agency Mortgage-Backed Securities U.S. TREASURY 2043-11-15 3.7500% 4708524.83 6287023.37 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 77862000.00 77862000.00 0.1046 N Y Y N N/A HSBC SECURITIES (USA), INC. REPO TRIPA MORTG 1.59 02/03/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2048-11-01 4.0000% 13725994.11 11570453.00 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.0000% 2270555.43 2157788.38 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.0000% 2437475.39 2473186.06 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.5000% 22791605.15 16383676.41 Agency Mortgage-Backed Securities FNMA 2034-05-01 4.0000% 8750233.70 8508073.20 Agency Mortgage-Backed Securities FNMA 2034-09-01 3.5000% 7460945.88 7558766.24 Agency Mortgage-Backed Securities FNMA 2034-09-01 4.0000% 4959817.49 5171925.92 Agency Mortgage-Backed Securities FNMA 2034-09-01 4.0000% 2260637.84 2332103.67 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 21385469.80 21583315.42 Agency Mortgage-Backed Securities FNMA 2039-07-01 6.5000% 2555791.97 807790.38 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 2059890.36 547950.35 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 1125774.88 334734.12 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 77862000.00 77862000.00 0.1046 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.5789 07/31/2020 912828Y53 US912828Y537 U.S. Treasury Debt Y 2020-02-01 2020-07-31 2020-07-31 N N N 0.0158 7498996.80 7498996.80 0.0101 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.6749 04/30/2021 9128286Q8 US9128286Q86 U.S. Treasury Debt Y 2020-02-01 2021-04-30 2021-04-30 N N N 0.0167 7503162.08 7503162.08 0.0101 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.7559 07/31/2021 9128287G9 US9128287G95 U.S. Treasury Debt Y 2020-02-01 2021-07-31 2021-07-31 N N N 0.0176 7511169.83 7511169.83 0.0101 N Y Y N N/A Putnam Money Market Fund 2020-02-06 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer