0000928816-20-000274.txt : 20200305 0000928816-20-000274.hdr.sgml : 20200305 20200305145556 ACCESSION NUMBER: 0000928816-20-000274 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200229 FILED AS OF DATE: 20200305 DATE AS OF CHANGE: 20200305 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: 20690501 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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06/22/2020 83369BFN1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2020-06-22 2020-06-22 2020-06-22 N N N 0.0160 3484570.95 3484570.95 0.0045 N N N N N/A SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 01.5728 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 11005750.90 11005750.90 0.0143 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 89119AHD3 DCP 08/13/2020 89119AHD3 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-08-13 2020-08-13 2020-08-13 N N N 0.0165 3975822.00 3975822.00 0.0052 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 89119AET1 DCP 05/27/2020 89119AET1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-05-27 2020-05-27 2020-05-27 N N N 0.0163 7224691.70 7224691.70 0.0094 N N N N N/A UBS AG/LONDON UBS AG/LONDON - 08/06/2020 01.8553 08/06/2020 90276JHY5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2020-03-06 2020-08-06 2020-08-06 N N N 0.0210 7503666.83 7503666.83 0.0098 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 01.8400 06/26/2020 9612C4F71 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-03-02 2020-06-26 2020-06-26 N N N 0.0181 3002097.93 3002097.93 0.0039 N N N N N/A CHEVRON CORP CHEVRON CORP 16677JGM2 DCP 07/21/2020 16677JGM2 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2020-07-21 2020-07-21 2020-07-21 N N N 0.0158 7459500.00 7459500.00 0.0097 N N N 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 3737349.75 3737349.75 0.0049 N N N N N/A TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 01.7153 03/02/2020 89233A4G1 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0196 7750175.23 7750175.23 0.0101 N Y Y 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 11211255.00 11211255.00 0.0146 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP USD 01.9718 05/15/2020 961214DY6 US961214DY69 Other Instrument Corporate bonds and notes Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0197 4707681.85 4707681.85 0.0061 N N N N N/A BofA Securities, Inc. REPO TRIPA MORTG 1.61 03/02/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-01-01 4.5000% 1399321.19 791715.70 Agency Mortgage-Backed Securities FMAC 2037-10-01 4.1310% 11578137.18 857009.33 Agency Mortgage-Backed Securities FMAC 2037-04-01 4.1010% 2591698.25 900959.26 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.6580% 12137599.86 853941.72 Agency Mortgage-Backed Securities FMAC 2043-09-01 3.2040% 3043592.09 866896.14 Agency Mortgage-Backed Securities FMAC 2028-07-01 2.5000% 2833264.48 952857.62 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.5000% 2931545.50 792917.34 Agency Mortgage-Backed Securities FMAC 2048-08-01 4.5000% 1119046.62 975170.57 Agency Mortgage-Backed Securities FMAC 2047-12-01 2.8850% 1657987.91 883763.12 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.0000% 1393267.16 889041.92 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.0000% 1424694.32 889793.49 Agency Mortgage-Backed Securities FMAC 2033-07-01 3.5000% 1231971.70 848964.59 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 923736.12 854041.37 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.5000% 1166862.05 1035696.96 Agency Mortgage-Backed Securities FMAC 2049-08-01 5.0000% 1005711.07 876304.49 Agency Mortgage-Backed Securities FMAC 2050-02-01 5.0000% 817732.90 885152.52 Agency Mortgage-Backed Securities FMAC 2029-07-01 2.5000% 2368554.15 813889.10 Agency Mortgage-Backed Securities FMAC 2049-03-01 3.5000% 1089970.49 870017.86 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.5000% 931139.51 792230.00 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.0000% 1088597.67 850149.61 Agency Mortgage-Backed Securities FMAC 2049-10-01 5.0000% 800692.10 880819.22 Agency Mortgage-Backed Securities FMAC 2050-02-01 3.5000% 917521.03 967555.22 Agency Mortgage-Backed Securities FMAC 2035-01-01 3.5000% 810473.52 854412.08 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.0000% 790262.65 803632.32 Agency Mortgage-Backed Securities FMAC 2049-11-01 5.0000% 935111.81 1037522.69 Agency Mortgage-Backed Securities FNMA 2041-06-01 4.5000% 16579879.07 933910.99 Agency Mortgage-Backed Securities FNMA 2042-05-01 4.0000% 1681673.45 1014411.26 Agency Mortgage-Backed Securities FNMA 2042-04-01 2.9090% 2608095.51 1040111.16 Agency Mortgage-Backed Securities FNMA 2035-09-01 4.0560% 6006536.33 794003.25 Agency Mortgage-Backed Securities FNMA 2037-05-01 4.0560% 4036602.73 947202.23 Agency Mortgage-Backed Securities FNMA 2043-04-01 4.4080% 11842770.77 850130.09 Agency Mortgage-Backed Securities FNMA 2036-09-01 4.1140% 2640439.77 1032033.79 Agency Mortgage-Backed Securities FNMA 2026-10-01 3.3200% 876365.04 903593.14 Agency Mortgage-Backed Securities FNMA 2025-09-01 2.9900% 899340.01 960911.08 Agency Mortgage-Backed Securities FNMA 2028-01-01 3.0800% 894129.19 971181.67 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.9600% 753946.32 813498.27 Agency Mortgage-Backed Securities FNMA 2030-08-01 3.7500% 883707.55 1025053.48 Agency Mortgage-Backed Securities FNMA 2027-11-01 3.0000% 374548.71 119833.04 Agency Mortgage-Backed Securities FNMA 2027-09-01 3.0000% 3105838.64 888841.34 Agency Mortgage-Backed Securities FNMA 2043-02-01 3.0000% 1752730.07 978033.12 Agency Mortgage-Backed Securities FNMA 2028-02-01 2.5000% 2415925.24 797800.07 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.0000% 1800101.16 880417.19 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.5000% 1774647.02 921779.16 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.5000% 1169118.33 962138.87 Agency Mortgage-Backed Securities FNMA 2043-10-01 4.0000% 2368554.15 1014481.40 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.0000% 2183676.90 929324.85 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.5000% 1705358.99 995424.86 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.0000% 2652780.65 1019636.71 Agency Mortgage-Backed Securities FNMA 2045-12-01 3.5000% 1379257.17 914629.48 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.5000% 1538066.59 1021316.13 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.5000% 1081492.48 985281.30 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.5000% 1391860.95 939536.74 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 1347962.64 747729.02 Agency Mortgage-Backed Securities FNMA 2046-06-01 3.5000% 1605624.39 806578.89 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 1562623.76 991198.16 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 849342.44 829380.85 Agency Mortgage-Backed Securities FNMA 2046-06-01 2.5710% 2420146.47 923906.25 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.5000% 1116016.77 929000.17 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.0000% 1260523.20 1018491.26 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.5000% 1279019.24 1030808.58 Agency Mortgage-Backed Securities FNMA 2046-11-01 3.5000% 1404043.61 989758.81 Agency Mortgage-Backed Securities FNMA 2047-02-01 3.5000% 1571312.09 922798.12 Agency Mortgage-Backed Securities FNMA 2037-05-01 4.0000% 949385.67 842645.89 Agency Mortgage-Backed Securities FNMA 2056-06-01 3.5000% 1408691.42 985521.82 Agency Mortgage-Backed Securities FNMA 2057-01-01 3.5000% 1244949.25 946910.68 Agency Mortgage-Backed Securities FNMA 2037-04-01 4.0000% 1160219.20 946493.90 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.5000% 1089534.91 900700.20 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.5000% 1267045.25 931443.53 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.0000% 1412486.56 1024662.65 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.5000% 786220.47 843805.62 Agency Mortgage-Backed Securities FNMA 2050-02-01 4.0000% 929762.67 997740.41 Agency Mortgage-Backed Securities FNMA 2031-01-01 3.8700% 772622.36 879124.33 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.0000% 1016139.34 1042911.90 Agency Mortgage-Backed Securities FNMA 2049-06-01 5.5000% 801215.31 865394.04 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.5000% 804019.68 836820.85 Agency Mortgage-Backed Securities FNMA 2049-11-01 3.5000% 836773.47 893134.74 Agency Mortgage-Backed Securities FNMA 2050-01-01 4.0000% 785316.16 815344.29 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.5000% 927312.87 999272.93 Agency Mortgage-Backed Securities FNMA 2050-02-01 2.9030% 947430.19 981515.17 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.5000% 809681.24 860911.39 Agency Mortgage-Backed Securities FNMA 2037-09-01 4.0000% 937635.03 825641.95 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.0000% 877798.72 901894.23 Agency Mortgage-Backed Securities FNMA 2034-12-01 3.5000% 805308.41 826611.02 Agency Mortgage-Backed Securities FNMA 2036-01-01 4.3850% 9795482.09 932384.22 Agency Mortgage-Backed Securities FNMA 2039-03-01 5.0000% 4832657.68 799583.74 Agency Mortgage-Backed Securities FNMA 2039-05-01 4.5000% 8526794.95 1001380.69 Agency Mortgage-Backed Securities FNMA 2040-04-01 5.0000% 8289939.54 1018722.44 Agency Mortgage-Backed Securities FNMA 2039-06-01 5.0000% 4370129.74 923809.14 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.5000% 1527676.93 817002.47 Agency Mortgage-Backed Securities FNMA 2038-07-01 4.0000% 1185983.38 916990.07 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.5000% 819224.85 840420.39 Agency Mortgage-Backed Securities FNMA 2035-02-01 2.0000% 973008.20 981715.65 Agency Mortgage-Backed Securities FNMA 2038-04-01 4.0570% 11842770.77 819270.67 Agency Mortgage-Backed Securities Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 82420000.00 82420000.00 0.1075 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 1.61 03/02/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-08-01 4.5000% 9257172.39 9507189.68 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.0000% 324217.78 346273.03 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 578881.50 543788.04 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 172069.62 169754.67 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 67149.12 65094.23 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.0000% 3989.83 4283.78 Agency Mortgage-Backed Securities FMAC 2049-09-01 4.5000% 305722.57 274081.56 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 206777.33 209826.65 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 64604.51 63935.12 Agency Mortgage-Backed Securities FMAC 2049-08-01 5.0000% 603917.71 559704.68 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 58587.61 58294.47 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 2489394.72 2518683.40 Agency Mortgage-Backed Securities FMAC 2049-09-01 2.5000% 294156.30 297035.99 Agency Mortgage-Backed Securities FMAC 2049-08-01 5.0000% 197600.06 213889.88 Agency Mortgage-Backed Securities FMAC 2049-09-01 5.5000% 216377.80 226533.27 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 267735.97 285124.19 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 578914.74 613331.64 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 850322.76 879456.50 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 325534.58 336623.32 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.0000% 279349.92 300852.72 Agency Mortgage-Backed Securities FMAC 2049-09-01 4.0000% 168412.68 177423.36 Agency Mortgage-Backed Securities FMAC 2049-09-01 4.0000% 191659.04 201479.90 Agency Mortgage-Backed Securities FMAC 2049-08-01 5.0000% 183318.78 201605.18 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 69578.74 71767.24 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.0000% 76288.96 79815.30 Agency Mortgage-Backed Securities FMAC 2049-08-01 4.5000% 29259.89 31117.11 Agency Mortgage-Backed Securities FMAC 2049-09-01 4.0000% 435026.76 451453.08 Agency Mortgage-Backed Securities FMAC 2049-09-01 2.5000% 516250.84 519446.76 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 2466050.83 2575075.78 Agency Mortgage-Backed Securities FMAC 2049-09-01 5.0000% 172679.17 188999.23 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 140089.35 147200.25 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 208863.15 220134.98 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 184652.36 196281.56 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 790407.61 833982.53 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.0000% 310758.08 317185.68 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 320404.89 327056.54 Agency Mortgage-Backed Securities FMAC 2049-09-01 5.0000% 179826.69 169222.11 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.5000% 50411.20 52068.86 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.5000% 252227.55 261438.45 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.0000% 53047.81 53811.20 Agency Mortgage-Backed Securities FMAC 2049-09-01 4.5000% 8389425.28 8391452.16 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 309471.00 320112.84 Agency Mortgage-Backed Securities FNMA 2049-08-01 5.0000% 219734.76 240544.52 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.5000% 288201.01 237487.57 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 269163.06 274045.96 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.0000% 194313.27 90041.33 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 774120.59 794965.58 Agency Mortgage-Backed Securities FNMA 2049-09-01 2.5000% 293157.96 294915.01 Agency Mortgage-Backed Securities FNMA 2049-08-01 5.0000% 429354.67 464331.37 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 345066.58 370928.31 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 1114556.06 1153571.43 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.0000% 599700.58 613819.24 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 271282.45 269867.97 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 7890510.49 8020283.78 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 175579.17 189321.96 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.5000% 125904.60 129113.68 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 96526.86 93474.52 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 107438.59 102493.40 Agency Mortgage-Backed Securities FNMA 2049-08-01 5.0000% 8305.00 9296.01 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 185080.77 198907.57 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.0000% 171924.08 166620.26 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 315637.64 327069.28 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 856548.32 913831.91 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 158813.38 161366.99 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 251658.46 259860.04 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 212089.16 212973.30 Agency Mortgage-Backed Securities FNMA 2049-09-01 2.5000% 134795.48 135964.73 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.0000% 33574.56 31669.67 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.0000% 42807.57 42379.64 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.0000% 117510.96 115248.33 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.5000% 234387.03 251760.58 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 3823725.32 4020193.91 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 364115.44 354536.35 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 600361.33 633769.79 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 275313.75 300565.33 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 1058972.37 1119637.24 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 304481.99 328191.45 Agency Mortgage-Backed Securities FNMA 2049-08-01 5.5000% 197844.82 222906.85 Agency Mortgage-Backed Securities FNMA 2049-08-01 5.5000% 173667.94 194373.48 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.0000% 171813.62 181039.55 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.0000% 260569.48 283573.94 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 79739.58 80036.10 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 242258.08 258549.23 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 599556.38 638474.43 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.0000% 11701.91 13108.75 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 104755.32 112780.43 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.0000% 408870.50 452196.72 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 6560469.20 6885831.21 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 33574.56 33203.38 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 109650.49 115252.06 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.5000% 13765.57 13362.34 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 622995.45 641310.76 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 201447.37 201168.46 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 4064723.69 4283281.66 Agency Mortgage-Backed Securities FNMA 2049-09-01 2.5000% 201071.67 203900.09 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.0000% 49783.52 53697.44 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.5000% 887861.80 869944.94 Agency Mortgage-Backed Securities FNMA 2049-08-01 4.0000% 1536538.44 1651483.72 Agency Mortgage-Backed Securities FNMA 2049-08-01 5.0000% 111299.67 99681.56 Agency Mortgage-Backed Securities FNMA 2049-08-01 3.0000% 230155.29 222230.32 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.0000% 282980.33 267541.45 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.0000% 380604.58 377330.28 Agency Mortgage-Backed Securities FNMA 2049-09-01 2.5000% 9281576.40 9192059.48 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.5000% 43646.93 42408.31 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.5000% 264487.30 253141.82 Agency Mortgage-Backed Securities FNMA 2049-09-01 5.5000% 39029.08 38576.35 Agency Mortgage-Backed Securities Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0161 82419000.00 82419000.00 0.1075 N Y Y N N/A HSBC SECURITIES (USA), INC. REPO TRIPA MORTG 1.6 03/02/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2050-02-01 4.0000% 155500.80 166113.27 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.0000% 19554906.10 16505906.83 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.0000% 1406065.58 1423404.68 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.5000% 21367563.65 14917164.99 Agency Mortgage-Backed Securities FNMA 2049-11-01 2.5000% 30698422.00 31091834.02 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 2167129.19 581958.55 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 1184384.79 354406.56 Agency Mortgage-Backed Securities FNMA 2049-12-01 4.0000% 18355973.02 19037800.32 Agency Mortgage-Backed Securities Y 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 82419000.00 82419000.00 0.1075 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.5537 07/31/2020 912828Y53 US912828Y537 U.S. Treasury Debt Y 2020-02-29 2020-07-31 2020-07-31 N N N 0.0155 7500160.28 7500160.28 0.0098 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.6497 04/30/2021 9128286Q8 US9128286Q86 U.S. Treasury Debt Y 2020-02-29 2021-04-30 2021-04-30 N N N 0.0165 7502507.85 7502507.85 0.0098 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 01.7307 07/31/2021 9128287G9 US9128287G95 U.S. Treasury Debt Y 2020-02-29 2021-07-31 2021-07-31 N N N 0.0173 7514922.30 7514922.30 0.0098 N Y Y N N/A Putnam Money Market Fund 2020-03-05 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer