0000928816-20-000623.txt : 20200604 0000928816-20-000623.hdr.sgml : 20200604 20200604161850 ACCESSION NUMBER: 0000928816-20-000623 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200531 FILED AS OF DATE: 20200604 DATE AS OF CHANGE: 20200604 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: 20943173 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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Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-06-02 2020-12-02 2020-12-02 N N N 0.0157 11004997.90 11004997.90 0.0129 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 3998598.24 3998598.24 0.0047 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 89119AFG8 DCP 06/16/2020 89119AFG8 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0100 3999754.00 3999754.00 0.0047 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+ 2020-06-08 2020-08-06 2020-08-06 N N N 0.0186 7500758.10 7500758.10 0.0088 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 2020-06-01 2020-06-26 2020-06-26 N N N 0.0184 3000059.82 3000059.82 0.0035 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 7497018.75 7497018.75 0.0088 N N N N N/A INTERNATIONAL BUSINESS MACHINES CORP INTERNATIONAL BUSINESS MACHIN 45920FFR4 DCP 06/25/2020 45920FFR4 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch WD 2020-06-25 2020-06-25 2020-06-25 N N N 0.0100 3749713.13 3749713.13 0.0044 N N N N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2H74 DCP 08/07/2020 7443M2H74 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2020-08-07 2020-08-07 2020-08-07 N N N 0.0029 4248570.34 4248570.34 0.0050 N N N N N/A TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 89153PF23 DCP 06/02/2020 89153PF23 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch WD 2020-06-02 2020-06-02 2020-06-02 N N N 0.0132 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0.0099 N Y Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZE2 GDC 07/10/2020 313384ZE2 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0011 3399521.18 3399521.18 0.0040 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YA1 GDC 06/12/2020 313384YA1 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-06-12 2020-06-12 2020-06-12 N N N 0.0025 2399919.34 2399919.34 0.0028 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YT0 GDC 06/29/2020 313384YT0 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-06-29 2020-06-29 2020-06-29 N N N 0.0010 1399880.22 1399880.22 0.0016 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZT9 GDC 07/23/2020 313384ZT9 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 1169780.30 1169780.30 0.0014 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384B73 GDC 08/12/2020 313384B73 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-08-12 2020-08-12 2020-08-12 N N N 0.0013 8747375.00 8747375.00 0.0103 N N N N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384ZL6 GDC 07/16/2020 313384ZL6 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-07-16 2020-07-16 2020-07-16 N N N 0.0013 6998862.50 6998862.50 0.0082 N N Y N N/A FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396ZT3 GDC 07/23/2020 313396ZT3 NA U.S. Government Agency Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-07-23 2020-07-23 2020-07-23 N N N 0.0012 8498403.87 8498403.87 0.0100 N N Y N N/A BofA Securities, Inc. REPO TRIPA MORTG 0.07 06/01/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2033-04-01 5.1400% 45843743.64 1338495.15 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.0000% 2567619.42 1280504.24 Agency Mortgage-Backed Securities FMAC 2042-03-01 3.5000% 4405205.54 1312817.96 Agency Mortgage-Backed Securities FMAC 2032-03-01 2.5000% 1762082.21 1188725.83 Agency Mortgage-Backed Securities FMAC 2045-02-01 3.6980% 9361061.76 1199803.85 Agency Mortgage-Backed Securities FMAC 2030-10-01 2.5000% 2548700.82 1258006.05 Agency Mortgage-Backed Securities FMAC 2047-12-01 4.0000% 1961805.42 1351070.99 Agency Mortgage-Backed Securities FMAC 2043-06-01 3.0000% 2153736.70 1236339.80 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.5000% 2422863.04 1256765.20 Agency Mortgage-Backed Securities FMAC 2033-08-01 4.0000% 2213615.78 1209120.41 Agency Mortgage-Backed Securities FMAC 2048-10-01 5.0000% 2074084.86 1224417.24 Agency Mortgage-Backed Securities FMAC 2048-11-01 5.0000% 2290211.73 1340210.97 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.5000% 1800452.44 1217411.21 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.0000% 1366565.68 1228974.93 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.0000% 1254910.02 1196401.71 Agency Mortgage-Backed Securities FMAC 2045-06-01 4.0000% 2577045.24 1323898.19 Agency Mortgage-Backed Securities FMAC 2050-04-01 4.0000% 1073019.08 1217573.76 Agency Mortgage-Backed Securities FMAC 2050-04-01 2.5000% 1178036.54 1230903.98 Agency Mortgage-Backed Securities FMAC 2035-03-01 3.0000% 1292985.97 1350528.08 Agency Mortgage-Backed Securities FMAC 2047-08-01 2.9270% 2715339.62 1316556.08 Agency Mortgage-Backed Securities FNMA 2035-09-01 3.7760% 10226474.08 1238007.61 Agency Mortgage-Backed Securities FNMA 2028-02-01 3.0000% 5572585.00 1319315.44 Agency Mortgage-Backed Securities FNMA 2027-11-01 3.0000% 4405205.54 1271078.30 Agency Mortgage-Backed Securities FNMA 2033-05-01 3.6400% 1151961.25 1253063.97 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.2500% 1241386.92 1337089.19 Agency Mortgage-Backed Securities FNMA 2043-03-01 3.0000% 2555019.21 1259999.27 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.0000% 1792478.13 1301373.00 Agency Mortgage-Backed Securities FNMA 2032-02-01 3.0000% 2202602.77 1350297.26 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.5000% 3430665.70 1252360.41 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.0000% 1748668.36 1344045.94 Agency Mortgage-Backed Securities FNMA 2037-05-01 4.0000% 1520429.38 1299064.88 Agency Mortgage-Backed Securities FNMA 2037-04-01 4.0000% 1744542.89 1277563.48 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.0000% 1304658.45 1191188.03 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.5000% 1761775.17 1340538.71 Agency Mortgage-Backed Securities FNMA 2048-04-01 3.5000% 1273318.93 1234609.95 Agency Mortgage-Backed Securities FNMA 2050-03-01 4.0000% 1138010.84 1223789.51 Agency Mortgage-Backed Securities FNMA 2029-05-01 3.2400% 1145353.44 1318266.30 Agency Mortgage-Backed Securities FNMA 2031-08-01 2.7650% 1189405.49 1317124.52 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.4000% 1207026.32 1304389.49 Agency Mortgage-Backed Securities FNMA 2032-01-01 3.5000% 1925074.82 1210687.79 Agency Mortgage-Backed Securities FNMA 2035-12-01 3.5000% 1834768.11 1246412.23 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.5000% 1762082.21 1300493.55 Agency Mortgage-Backed Securities FNMA 2048-06-01 5.0000% 1520789.72 1345558.41 Agency Mortgage-Backed Securities FNMA 2048-11-01 3.0000% 1375332.48 1217610.59 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 1528676.80 1215872.46 Agency Mortgage-Backed Securities FNMA 2049-10-01 5.0000% 2199894.01 1297098.77 Agency Mortgage-Backed Securities FNMA 2050-03-01 3.0000% 1138951.35 1229241.51 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.0000% 1261068.06 1309154.80 Agency Mortgage-Backed Securities FNMA 2050-06-01 2.2710% 1195305.83 1241864.58 Agency Mortgage-Backed Securities FNMA 2050-06-01 2.3230% 1248570.93 1298172.63 Agency Mortgage-Backed Securities FNMA 2050-05-01 3.0000% 1128966.07 1212779.76 Agency Mortgage-Backed Securities FNMA 2035-05-01 3.0000% 1131844.44 1197300.51 Agency Mortgage-Backed Securities FNMA 2037-12-01 4.0000% 1649325.25 1314723.46 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.5000% 1510104.46 1192973.81 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.5000% 1897322.02 1197638.55 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.5000% 745447.12 661418.27 Agency Mortgage-Backed Securities FNMA 2033-02-01 3.0000% 1762082.21 1326038.68 Agency Mortgage-Backed Securities FNMA 2049-10-01 3.0000% 1324210.07 1334271.20 Agency Mortgage-Backed Securities FNMA 2034-07-01 3.0000% 1365613.72 1202476.77 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.0000% 1207026.32 1193093.97 Agency Mortgage-Backed Securities FNMA 2040-02-01 4.0000% 1133756.74 1213429.66 Agency Mortgage-Backed Securities FNMA 2033-04-01 2.5000% 1409665.77 1247717.13 Agency Mortgage-Backed Securities FNMA 2033-01-01 2.5000% 1409665.77 1248787.91 Agency Mortgage-Backed Securities FNMA 2046-07-01 2.2390% 12969112.32 1247787.90 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.0000% 4140893.20 1299390.61 Agency Mortgage-Backed Securities FNMA 2045-02-01 3.0000% 2466915.10 1291690.51 Agency Mortgage-Backed Securities FNMA 2036-01-01 3.5000% 2460307.29 1209130.63 Agency Mortgage-Backed Securities FNMA 2038-01-01 4.0000% 1762082.21 1274752.70 Agency Mortgage-Backed Securities Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 83813000.00 83813000.00 0.0985 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.07 06/01/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-02-01 4.0000% 2465256.94 1174870.50 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.5000% 73711.18 39540.59 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.5000% 140994.45 152540.70 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.0000% 39191.67 42282.87 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.0000% 181997.84 101254.73 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 67794.57 48472.93 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.5000% 250233.19 123380.42 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.5000% 43879.60 37321.47 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.5000% 246525.69 173811.33 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.5000% 407121.41 103983.80 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.5000% 130191.94 81740.07 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.0000% 386188.66 264287.07 Agency Mortgage-Backed Securities FMAC 2049-02-01 3.0000% 923472.92 813260.04 Agency Mortgage-Backed Securities FMAC 2049-01-01 3.0000% 237109.65 206534.05 Agency Mortgage-Backed Securities FMAC 2048-12-01 3.5000% 665999.76 289056.19 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.5000% 90524.97 50931.61 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.5000% 284628.21 249751.79 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.0000% 8402582.99 5360598.98 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.5000% 1232628.47 800964.98 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.0000% 3212025.42 2049922.93 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.0000% 1527113.77 1102434.64 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 1259746.30 811311.85 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.0000% 26470.45 18582.31 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.5000% 573405.70 236655.42 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.0000% 18489.43 12818.82 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.0000% 9391777.19 5370626.15 Agency Mortgage-Backed Securities FMAC 2049-02-01 3.5000% 1835987.53 1061745.56 Agency Mortgage-Backed Securities FMAC 2048-12-01 3.0000% 416870.26 283176.21 Agency Mortgage-Backed Securities FMAC 2049-01-01 3.5000% 919892.38 571855.51 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.0000% 389977.02 245460.66 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.0000% 75013.82 54637.41 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 54346.84 30399.26 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.5000% 518914.89 485504.69 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.5000% 1316587.23 1131076.17 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.0000% 43120.06 33837.06 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 627900.94 459990.52 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 527338.92 515937.01 Agency Mortgage-Backed Securities FMAC 2048-12-01 5.0000% 55468.28 51392.81 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 1123066.53 552417.26 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.0000% 651560.01 389521.60 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.5000% 923986.93 647973.02 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.0000% 469380.24 255205.74 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.0000% 1083558.82 802921.24 Agency Mortgage-Backed Securities FMAC 2049-01-01 3.5000% 49453.30 40648.26 Agency Mortgage-Backed Securities FMAC 2049-02-01 3.5000% 246525.69 142647.81 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.0000% 1018151.12 801056.12 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.5000% 397273.20 319081.44 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.5000% 281722.66 261752.44 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.5000% 27906.71 23211.68 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.0000% 400837.96 419383.56 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.0000% 851414.45 770292.53 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.5000% 251334.42 254092.34 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.5000% 250078.87 139545.92 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.0000% 248723.72 282559.31 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.0000% 2135673.53 1858952.88 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.0000% 590815.34 487548.86 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.0000% 129425.99 89749.38 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 708502.76 559100.62 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.0000% 217816.54 142123.49 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 40050.07 27288.67 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.5000% 837140.86 852291.17 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.5000% 1440407.23 1219569.72 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.5000% 774282.23 784078.07 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 754087.09 753426.46 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 350851.42 251108.33 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 848048.39 651773.39 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 67794.57 62326.80 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 319659.76 267232.05 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.2800% 1951990.44 2204780.80 Agency Mortgage-Backed Securities FNMA 2049-01-01 3.5000% 543959.68 515129.14 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 189085.21 151632.79 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.5000% 419093.93 246317.01 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 117099.70 92514.44 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.0000% 3588995.01 2932364.62 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 127207.26 125822.51 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.0000% 1593788.61 1195063.01 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 2245849.07 1455030.22 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 1394102.80 1256122.33 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.0000% 1845787.67 1725689.81 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.0000% 304459.23 170681.00 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 43574.90 27629.46 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.0000% 123425.06 49259.40 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.0000% 43305.69 41591.39 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 498721.48 342629.93 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 4118456.27 3205399.75 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.5000% 255397.91 282852.07 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.0000% 123940.79 87136.96 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 346129.22 383532.66 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 1550564.03 1197850.73 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 6395.37 6286.54 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 274145.20 239681.92 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.5000% 359757.90 214703.06 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 426385.66 406592.47 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 49305.14 26887.94 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 843584.30 854589.97 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 252638.30 237723.14 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 137449.41 109940.57 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 1327992.25 757838.12 Agency Mortgage-Backed Securities FNMA 2049-03-01 3.5000% 1745420.90 1142935.47 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.5000% 501324.54 517154.36 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.0000% 1476688.91 1103423.00 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.0000% 586789.82 412659.78 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 43881.57 39340.18 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.0000% 308157.12 168895.68 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 209546.84 125716.67 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 174786.72 122183.12 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.0000% 591661.67 410060.46 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 2580660.55 1845135.19 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 4682729.43 4045669.57 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 26334.61 19268.23 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.0000% 330517.00 310223.85 Agency Mortgage-Backed Securities FNMA 2048-12-01 3.5000% 191965.61 157783.66 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.5000% 293830.77 319170.90 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.0000% 174735.69 181822.70 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.0000% 977061.45 867379.18 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 352843.35 350523.08 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 330588.00 363746.93 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 511309.57 569926.05 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 360472.33 399435.41 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 368233.21 360959.59 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 296739.53 302829.35 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.5000% 286065.70 227747.33 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.5000% 298391.25 175967.95 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 449969.54 495878.60 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 300848.12 333039.71 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 406713.65 369472.30 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 37075.74 40517.85 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 393377.35 439251.66 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 364077.03 261165.18 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 246731.79 279752.68 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 318007.54 350971.34 Agency Mortgage-Backed Securities FNMA 2049-03-01 3.5000% 329515.12 284800.40 Agency Mortgage-Backed Securities FNMA 2049-03-01 3.5000% 921803.70 880201.82 Agency Mortgage-Backed Securities FNMA 2049-03-01 3.5000% 927418.32 714937.80 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 44109.12 33426.03 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.0000% 1356524.89 1101252.39 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.5000% 493100.69 455891.45 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.5000% 512370.62 458516.29 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.5000% 270836.33 303531.53 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 350363.55 397365.06 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 522813.94 584345.88 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 272352.96 301897.96 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 353402.72 334966.15 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.0000% 280670.74 67592.17 Agency Mortgage-Backed Securities FNMA 2049-01-01 3.5000% 188592.16 131382.35 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 94665.87 85753.37 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.5000% 49305.14 37977.96 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.0000% 123262.85 83096.73 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.5000% 172567.99 158138.06 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.0000% 371021.17 190613.11 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.0000% 51666.36 28421.90 Agency Mortgage-Backed Securities FNMA 2049-01-01 5.5000% 31789.73 17930.47 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.0000% 2166078.53 1284827.40 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.5000% 68780.67 40750.00 Agency Mortgage-Backed Securities FNMA 2049-02-01 5.5000% 114769.05 72173.45 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.5000% 1214854.71 893027.05 Agency Mortgage-Backed Securities FNMA 2049-03-01 4.5000% 251490.23 134682.72 Agency Mortgage-Backed Securities Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 83800000.00 83800000.00 0.0985 N Y Y N N/A ROYAL BANK OF CANADA REPO TRIPA MORTG 0.07 06/01/2020 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-08-01 3.5000% 4214429.52 3889415.27 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.0000% 196243.62 170245.29 Agency Mortgage-Backed Securities FMAC 2049-05-01 4.0000% 2665555.13 2397799.72 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 290.47 108.89 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.5000% 290.47 254.47 Agency Mortgage-Backed Securities FNMA 2039-01-01 3.6750% 297139.41 60718.59 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.0000% 9153966.63 6412756.28 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.0000% 20085857.89 10656954.46 Agency Mortgage-Backed Securities FNMA 2045-05-01 3.2400% 2928918.05 589093.46 Agency Mortgage-Backed Securities FNMA 2045-06-01 2.3080% 3321366.09 605626.13 Agency Mortgage-Backed Securities FNMA 2036-01-01 3.4280% 18865960.23 608460.27 Agency Mortgage-Backed Securities FNMA 2048-01-01 2.8530% 1244757.94 598784.06 Agency Mortgage-Backed Securities FNMA 2048-02-01 2.8270% 1267049.61 605631.18 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.5000% 11868782.51 10592648.44 Agency Mortgage-Backed Securities FNMA 2045-04-01 3.5000% 497262.23 431786.33 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.0000% 1001118.95 855126.36 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.4260% 822844.54 593794.61 Agency Mortgage-Backed Securities FNMA 2049-11-01 2.9680% 794581.14 622773.41 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.5000% 12887460.83 11890897.65 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 9645328.59 7076036.12 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.5000% 1365316.95 1360135.17 Agency Mortgage-Backed Securities FNMA 2049-09-01 4.0000% 1279018.05 1264696.67 Agency Mortgage-Backed Securities FNMA 2040-03-01 3.7610% 19735727.83 474149.92 Agency Mortgage-Backed Securities FNMA 2040-03-01 3.8350% 11972177.19 621534.18 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 259630.99 134229.15 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.5000% 313798.61 152455.61 Agency Mortgage-Backed Securities GNMA 2049-05-20 3.5000% 2012046.71 1458310.09 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.5000% 5814337.08 3943828.97 Agency Mortgage-Backed Securities GNMA 2049-08-20 2.5000% 290.47 288.27 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.5000% 503342.01 449301.73 Agency Mortgage-Backed Securities GNMA 2049-12-20 3.0000% 164694.16 171921.58 Agency Mortgage-Backed Securities GNMA 2049-10-20 4.0000% 1114165.01 1192334.69 Agency Mortgage-Backed Securities GNMA 2047-08-20 4.5000% 264647.08 140790.95 Agency Mortgage-Backed Securities GNMA 2047-10-15 4.0000% 2369971.47 1840857.73 Agency Mortgage-Backed Securities GNMA 2048-05-20 4.0000% 1711765.90 455037.97 Agency Mortgage-Backed Securities GNMA 2048-08-20 2.5000% 1680694.25 567975.28 Agency Mortgage-Backed Securities GNMA 2048-07-20 4.5000% 1847087.36 1410259.12 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.5000% 644919.57 538972.52 Agency Mortgage-Backed Securities GNMA 2049-07-20 4.5000% 1263304.61 1245523.01 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.5000% 1296128.35 1361160.83 Agency Mortgage-Backed Securities GNMA 2049-08-20 3.0000% 1587302.42 1656639.86 Agency Mortgage-Backed Securities GNMA 2049-08-20 4.0000% 733493.41 782754.67 Agency Mortgage-Backed Securities GNMA 2049-09-20 3.5000% 67614.84 72055.07 Agency Mortgage-Backed Securities GNMA 2050-01-20 4.5000% 368241.60 407714.98 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.0000% 1041606.99 1100642.96 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.0000% 1232600.40 1319506.22 Agency Mortgage-Backed Securities GNMA 2050-02-20 3.0000% 1351010.53 1441910.60 Agency Mortgage-Backed Securities GNMA 2050-04-20 3.5000% 1241.46 1329.09 Agency Mortgage-Backed Securities GNMA 2050-05-20 4.0000% 459270.77 501840.62 Agency Mortgage-Backed Securities GNMA 2041-03-15 4.0000% 2138616.67 749375.77 Agency Mortgage-Backed Securities GNMA 2032-11-15 6.5000% 517.32 6.66 Agency Mortgage-Backed Securities GNMA 2034-08-15 6.0000% 290.76 10.60 Agency Mortgage-Backed Securities GNMA 2037-10-15 6.0000% 325.91 4.55 Agency Mortgage-Backed Securities GNMA 2036-12-15 6.0000% 629.44 13.02 Agency Mortgage-Backed Securities GNMA 2038-09-15 6.5000% 413.92 19.57 Agency Mortgage-Backed Securities Y 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 83800000.00 83800000.00 0.0985 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 00.1730 07/31/2020 912828Y53 US912828Y537 U.S. Treasury Debt Y 2020-05-30 2020-07-31 2020-07-31 N N N 0.0017 7500411.60 7500411.60 0.0088 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 00.2690 04/30/2021 9128286Q8 US9128286Q86 U.S. Treasury Debt Y 2020-05-30 2021-04-30 2021-04-30 N N N 0.0027 7507986.30 7507986.30 0.0088 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 00.3500 07/31/2021 9128287G9 US9128287G95 U.S. Treasury Debt Y 2020-05-30 2021-07-31 2021-07-31 N N N 0.0035 7515699.00 7515699.00 0.0088 N Y Y N N/A UNITED STATES OF AMERICA CASH MGMT BILL 00.0000 09/08/2020 9127963X5 US9127963X55 U.S. Treasury Debt Y Moody's P-1 S&P A-1+ Fitch F1+ 2020-09-08 2020-09-08 2020-09-08 N N N 0.0016 8496143.13 8496143.13 0.0100 N Y Y N N/A Putnam Money Market Fund 2020-06-04 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer