0000928816-22-001302.txt : 20221206 0000928816-22-001302.hdr.sgml : 20221206 20221206133207 ACCESSION NUMBER: 0000928816-22-001302 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20221206 DATE AS OF CHANGE: 20221206 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: 221447268 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6172921000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 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 C000017193 Class B Shares PTBXX C000017194 Class C Shares PFCXX C000017196 Class R Shares PURXX N-MFP2 1 primary_doc.xml N-MFP2 0000081248 XXXXXXXX 2022-11-30 0000081248 S000006251 4 N N 002-55091 Putnam Investment Management, LLC 801-07974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA Not Applicable Putnam Investor Services, Inc. 0001448300 084-06331 N N N Prime Y 13 63 394239830.84 385427839.88 369223247.39 371218906.73 416489047.99 400177880.84 376973542.05 386715076.46 0.5137 0.5084 0.4978 0.4993 0.5427 0.5278 0.5082 0.5202 46990.49 746218087.30 746376235.60 1261986.79 3079575.02 744605637.86 744616582.5400 1.0000 0.0408 0.9996 0.9996 0.9997 0.9997 C000017192 500.00 719782287.06 719791865.4300 0.9996 0.9996 0.9997 0.9997 5320752.27 5992770.46 3801093.46 12689612.87 4796982.40 20090350.23 8773414.90 3982814.53 27464026.88 45454908.67 0.0361 N C000017193 500.00 1276652.67 1276631.4630 0.9996 0.9997 0.9997 0.9997 129113.70 108472.55 0.00 75324.47 13083.24 84250.13 1000.00 6942.86 143196.94 280990.01 0.0361 N C000017194 500.00 18774302.65 18775521.1910 0.9995 0.9996 0.9996 0.9997 135836.34 233708.09 301935.01 736200.69 366251.61 1539676.64 31472.56 3093521.13 852521.49 5688610.40 0.0361 N C000017196 500.00 4772395.48 4772564.4570 0.9996 0.9996 0.9997 0.9997 24869.80 29055.26 294562.80 5127.27 1492.12 5320.98 1467.54 293119.99 322545.63 332478.77 0.0361 N BARCLAYS BANK PLC CCP BARCLAYS BANK PLC CCP 04.0600 12/19/2022 06741HDQ3 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch NR 2022-12-01 2022-12-19 2022-12-19 N Y BARCLAYS BANK PLC 1.0000 Moody's P-1 S&P A-1 Fitch F1 N 0.0404 7750304.42 7750304.42 0.0104 N N N N N/A CRC FUNDING LLC CRC FUNDING LLC 12619UM24 DCP 12/02/2022 12619UM24 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2022-12-02 2022-12-02 2022-12-02 N Y Citibank N.A. 1.0000 Moody's P-1 S&P A-1 Fitch F1 N 0.0310 7748352.66 7748352.66 0.0104 N N Y N N/A ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION 04821UMF6 DCP 12/15/2022 04821UMF6 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-15 2022-12-15 2022-12-15 N Y CREDIT AGRICOLE 1.0000 Moody's P-1 S&P A-1 Fitch F1 N 0.0392 7737309.38 7737309.38 0.0104 N N N N N/A CHARIOT FUNDING LLC CHARIOT FUNDING LLC 15963UPD2 DCP 02/13/2023 15963UPD2 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 2023-02-13 2023-02-13 2023-02-13 N Y JP Morgan Chase Bank N.A. 1.0000 Moody's P-1 S&P A-1 Fitch F1+ N 0.0472 7429843.73 7429843.73 0.0100 N N N N N/A COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC COLLATERALIZED COMMERCIAL PAP 04.2000 03/23/2023 19423MDZ0 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-03-23 2023-03-23 N Y JP Morgan Securities LLC 1.0000 Moody's P-1 S&P A-1 Fitch F1+ N 0.0418 7746147.55 7746147.55 0.0104 N N N N N/A COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAP 04.2000 03/22/2023 19424G6L1 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-03-22 2023-03-22 N Y JP Morgan Securities LLC 1.0000 Moody's P-1 S&P A-1 Fitch F1+ N 0.0418 7746370.83 7746370.83 0.0104 N N N N N/A BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 04.2700 02/01/2023 07645RDA1 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1+ 2022-12-01 2023-02-01 2023-02-01 N Y ROYAL BANK OF CANADA 1.0000 Moody's P-1 S&P A-1+ Fitch F1+ N 0.0425 4000680.76 4000680.76 0.0054 N N N N N/A OLD LINE FUNDING LLC OLD LINE FUNDING LLC 04.3600 02/22/2023 67984VGG9 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2022-12-01 2023-02-22 2023-02-22 N Y ROYAL BANK OF CANADA 1.0000 Moody's P-1 S&P A-1+ Fitch F1+ N 0.0436 5000023.80 5000023.80 0.0067 N N N N N/A BANK OF AMERICA NA BANK OF AMERICA CORP 03.4600 12/13/2022 06054R3W0 NA Certificate of Deposit Y Moody's P-1 S&P A-2 Fitch NR 2022-12-01 2022-12-13 2022-12-13 N N N 0.0421 7500372.08 7500372.08 0.0101 N N N N N/A BANK OF AMERICA NA BANK OF AMERICA NA 03.6300 10/06/2023 06050TNE8 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-10-06 2023-10-06 N N N 0.0438 7749853.60 7749853.60 0.0104 N N N N N/A BANK OF AMERICA NA BANK OF AMERICA NA 04.5200 08/07/2023 06054R4J8 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-08-07 2023-08-07 N N N 0.0452 3750208.20 3750208.20 0.0050 N N N N N/A BANK OF MONTREAL/CHICAGO IL BANK OF MONTREAL CHICAGO 04.3400 03/03/2023 06367CSY4 US06367CSY48 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-03-03 2023-03-03 N N N 0.0432 3000749.70 3000749.70 0.0040 N N N N N/A BANK OF MONTREAL/CHICAGO IL BANK OF MONTREAL/CHICAGO IL 05.0000 10/06/2023 06367CYD3 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2023-10-06 2023-10-06 2023-10-06 N N N 0.0500 7717238.50 7717238.50 0.0104 N N N N N/A BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 04.3700 12/23/2022 06417MWV3 US06417MWV35 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2022-12-23 2022-12-23 N N N 0.0435 3750906.04 3750906.04 0.0050 N N N N N/A BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 04.3000 05/12/2023 06417MYA7 US06417MYA79 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-05-12 2023-05-12 N N N 0.0428 7497213.98 7497213.98 0.0101 N N N N N/A BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 04.5700 08/01/2023 06417MK20 US06417MK202 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-08-01 2023-08-01 N N N 0.0455 3501875.30 3501875.30 0.0047 N N N N N/A BNP PARIBAS SA/NEW YORK NY BNP PARIBAS NEW YORK 04.3200 02/21/2023 05586FAR8 US05586FAR82 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-02-21 2023-02-21 N N N 0.0430 7753030.64 7753030.64 0.0104 N N N N N/A CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 04.3200 05/08/2023 13606KFX9 US13606KFX90 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-05-08 2023-05-08 N N N 0.0430 3750286.24 3750286.24 0.0050 N N N N N/A CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 04.5800 08/21/2023 13606KKT2 US13606KKT24 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-08-21 2023-08-21 N N N 0.0456 7760138.40 7760138.40 0.0104 N N N N N/A CITIBANK NA CITIBANK NA 04.1000 08/07/2023 17305T6F4 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-08-07 2023-08-07 2023-08-07 N N N 0.0410 7677216.57 7677216.57 0.0103 N N N N N/A CITIBANK NA CITIBANK NA 04.6700 10/25/2023 17330QBN6 US17330QBN60 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-10-25 2023-10-25 N N N 0.0465 3753376.31 3753376.31 0.0050 N N N N N/A CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CREDIT AGRICOLE CIB NY 04.5000 04/25/2023 22532XTR9 US22532XTR97 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-04-25 2023-04-25 N N N 0.0448 7754992.94 7754992.94 0.0104 N N N N N/A MIZUHO BANK LTD/NEW YORK NY MIZUHO BANK LTD/NY 04.2600 02/23/2023 60710RQU2 US60710RQU22 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-02-23 2023-02-23 N N N 0.0424 7752292.06 7752292.06 0.0104 N N N N N/A MUFG BANK LTD/NEW YORK NY MUFG BANK LTD/NY 04.3100 02/22/2023 55380T7K0 US55380T7K00 Certificate of Deposit Y Moody's P-1 S&P A-1 2022-12-01 2023-02-22 2023-02-22 N N N 0.0429 7751333.54 7751333.54 0.0104 N N N N N/A NORDEA BANK ABP/NEW YORK NY NORDEA BANK ABP NEW YORK 04.3300 02/14/2023 65558UUX8 US65558UUX89 Certificate of Deposit Y Moody's P-1 S&P A-1+ Fitch F1+ 2022-12-01 2023-02-14 2023-02-14 N N N 0.0431 7752350.34 7752350.34 0.0104 N N N N N/A RABOBANK NEDERLAND NV NY COOPERAT RABOBANK UA/NY 04.4500 05/11/2023 21684LES7 US21684LES79 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-05-11 2023-05-11 N N N 0.0443 7751292.16 7751292.16 0.0104 N N N N N/A STATE STREET BANK & TRUST CO STATE STREET BANK & TR 04.4900 08/16/2023 8574P1MX1 US8574P1MX13 Certificate of Deposit Y Moody's P-1 S&P A-1+ Fitch F1+ 2022-12-01 2023-08-16 2023-08-16 N N N 0.0447 7748987.39 7748987.39 0.0104 N N N N N/A SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANK NY 04.3200 02/10/2023 86565FRR5 US86565FRR54 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-02-10 2023-02-10 N N N 0.0430 7751825.28 7751825.28 0.0104 N N N N N/A SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK SUMITOMO MITSUI TRUST NY 04.3400 01/10/2023 86564MNE4 US86564MNE48 Certificate of Deposit Y Moody's P-1 S&P A-1 2022-12-01 2023-01-10 2023-01-10 N N N 0.0432 7752590.90 7752590.90 0.0104 N N N N N/A SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK SUMITOMO MITSUI TRUST NY 04.2500 03/20/2023 86564MYK8 US86564MYK88 Certificate of Deposit Y Moody's P-1 S&P A-1 2022-12-01 2023-03-20 2023-03-20 N N N 0.0423 7499981.40 7499981.40 0.0101 N N N N N/A SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YOR 04.0250 08/22/2023 86959RF39 NA Certificate of Deposit Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-08-22 2023-08-22 2023-08-22 N N N 0.0402 3709741.05 3709741.05 0.0050 N N N N N/A TORONTO-DOMINION BANK/NY TORONTO-DOMINION BANK/NY 3.30000 02/09/2023 89114WR64 NA Certificate of Deposit Y Moody's P-1 S&P A-1+ Fitch F1+ 2022-12-01 2023-02-09 2023-02-09 N N N 0.0405 7249409.20 7249409.20 0.0097 N N N N N/A ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 00084CM82 DCP 12/08/2022 00084CM82 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2022-12-08 2022-12-08 2022-12-08 N N N 0.0000 7743298.81 7743298.81 0.0104 N N N N N/A AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 04.4300 09/28/2023 05253MSC9 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-09-28 2023-09-28 N N N 0.0441 7741501.20 7741501.20 0.0104 N N N N N/A AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 04.2100 12/01/2022 05253MQQ0 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2022-12-01 2022-12-01 N N N 0.0420 7750070.29 7750070.29 0.0104 N Y Y N N/A BANK OF MONTREAL BANK OF MONTREAL - 01/13/2023 04.1200 01/13/2023 06373LAG4 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-01-13 2023-01-13 N N N 0.0410 8249084.91 8249084.91 0.0111 N N N N N/A BPCE SA BPCE SA 05571CV99 DCP 08/09/2023 05571CV99 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-08-09 2023-08-09 2023-08-09 N N N 0.0550 7226055.00 7226055.00 0.0097 N N N N N/A COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 04.3200 02/28/2023 20272AV94 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-02-28 2023-02-28 N N N 0.0430 7251629.37 7251629.37 0.0097 N N N N N/A COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUSTRALI 04.4300 09/25/2023 20272AZ58 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-09-25 2023-09-25 N N N 0.0439 3495694.90 3495694.90 0.0047 N N N N N/A DNB BANK ASA DNB BANK ASA - 03/02/2023 04.3200 03/02/2023 2332K4MF8 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2022-12-01 2023-03-02 2023-03-02 N N N 0.0430 3750475.05 3750475.05 0.0050 N N N N N/A DNB BANK ASA DNB BANK ASA - 01/27/2023 04.3500 01/27/2023 2332K4MS0 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2022-12-01 2023-01-27 2023-01-27 N N N 0.0433 7752252.38 7752252.38 0.0104 N N N N N/A ING US FUNDING LLC ING US FUNDING LLC 4497W1P26 DCP 02/02/2023 4497W1P26 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 2023-02-02 2023-02-02 2023-02-02 N N N 0.0456 7689295.10 7689295.10 0.0103 N N N N N/A LLOYDS BANK PLC LLOYDS BANK PLC - 04/11/2023 04.2800 04/11/2023 53946BFS5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2023-04-11 2023-04-11 N N N 0.0425 7746249.54 7746249.54 0.0104 N N N N N/A NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 04.1000 02/24/2023 63254GTA3 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-02-24 2023-02-24 N N N 0.0408 7247870.17 7247870.17 0.0097 N N N N N/A NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 04.2200 02/24/2023 63254GUY9 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-02-24 2023-02-24 N N N 0.0420 3749965.95 3749965.95 0.0050 N N N N N/A NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 04.2200 02/13/2023 63307NHU4 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-02-13 2023-02-13 N N N 0.0420 7501212.75 7501212.75 0.0101 N N N N N/A ROYAL BANK OF CANADA ROYAL BANK OF CANADA 04.5700 07/28/2023 78014XJZ1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2022-12-01 2023-07-28 2023-07-28 N N N 0.0453 7003454.50 7003454.50 0.0094 N N N N N/A SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN 04.2500 12/27/2022 83050WCR3 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2022-12-27 2022-12-27 N N N 0.0425 7751687.80 7751687.80 0.0104 N N N N N/A SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN 04.3100 02/21/2023 83050WDT8 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2022-12-01 2023-02-21 2023-02-21 N N N 0.0431 7751790.33 7751790.33 0.0104 N N N N N/A SOCIETE GENERALE SA SOCIETE GENERALE SA 04.0500 12/08/2022 83368YHV2 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2022-12-01 2022-12-08 2022-12-08 N N N 0.0404 7500208.80 7500208.80 0.0101 N N N N N/A SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 04.3700 03/09/2023 86960LEF3 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2022-12-01 2023-03-09 2023-03-09 N N N 0.0437 7752397.70 7752397.70 0.0104 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 89119BU38 DCP 07/03/2023 89119BU38 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-07-03 2023-07-03 2023-07-03 N N N 0.0370 3635915.63 3635915.63 0.0049 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 04.5300 10/02/2023 89120DWM7 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2022-12-01 2023-10-02 2023-10-02 N N N 0.0453 7250000.00 7250000.00 0.0097 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 04.3200 03/20/2023 9612C4T43 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-03-20 2023-03-20 N N N 0.0430 10000668.70 10000668.70 0.0134 N N N N N/A TOYOTA CREDIT DE PUERTO RICO CORP TOYOTA CREDIT DE PUERTO RICO 04.3900 01/31/2023 8923A4XC4 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-01-31 2023-01-31 N N N 0.0436 7752336.39 7752336.39 0.0104 N N N N N/A TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 04.1800 03/07/2023 89233BDG9 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2022-12-01 2023-03-07 2023-03-07 N N N 0.0415 7748677.08 7748677.08 0.0104 N N N N N/A BNP PARIBAS REPO TRIPA MORTG 3.82 12/01/2022 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2052-06-01 3.5000% 22370.30 20024.38 Agency Mortgage-Backed Securities FNMA 2038-05-01 3.3660% 704000.00 84595.60 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.2250% 3313136.64 3009683.88 Agency Mortgage-Backed Securities FNMA 2052-11-01 5.5000% 89218.62 90898.04 Agency Mortgage-Backed Securities FNMA 2052-09-01 5.0000% 9401216.00 9276832.01 Agency Mortgage-Backed Securities FNMA 2051-01-01 1.5000% 3096659.46 2079690.80 Agency Mortgage-Backed Securities GNMA 2042-09-20 3.5000% 238576.10 28236.16 Agency Mortgage-Backed Securities GNMA 2047-07-20 6.0000% 45747.68 10003.83 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.0000% 55694598.43 6039385.17 Agency Mortgage-Backed Securities GNMA 2050-08-20 3.0000% 387267.23 154378.66 Agency Mortgage-Backed Securities GNMA 2051-10-20 2.5000% 19063970.11 15114081.30 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0382 35200000.00 35200000.00 0.0473 N Y Y N N/A BofA Securities, Inc. REPO TRIPA MORTG 3.8 12/01/2022 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2028-03-01 6.0000% 330278.90 7366.92 Agency Mortgage-Backed Securities FMAC 2036-01-01 5.0000% 2642231.17 19761.89 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.0000% 2642231.17 27252.75 Agency Mortgage-Backed Securities FMAC 2036-05-01 5.5000% 357220.14 15373.40 Agency Mortgage-Backed Securities FMAC 2038-10-01 5.5000% 1421784.60 20023.83 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 330278.90 20737.96 Agency Mortgage-Backed Securities FMAC 2038-12-01 5.0000% 800596.05 9948.10 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.0000% 44917.93 7999.00 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 200809.57 15867.32 Agency Mortgage-Backed Securities FMAC 2044-05-01 3.5000% 105689.25 26787.87 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.5000% 60771.32 10630.28 Agency Mortgage-Backed Securities FMAC 2045-01-01 3.5000% 50202.39 9867.57 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.0000% 129157.54 23329.88 Agency Mortgage-Backed Securities FMAC 2025-10-01 4.0000% 897337.91 8238.52 Agency Mortgage-Backed Securities FMAC 2028-12-01 4.0000% 58129.09 7347.32 Agency Mortgage-Backed Securities FMAC 2030-10-01 3.0000% 68698.01 16923.87 Agency Mortgage-Backed Securities FMAC 2032-06-01 3.5000% 58129.09 17148.10 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.0000% 115986.55 17488.72 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.5000% 145322.71 22268.36 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 217984.07 33368.26 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 50995.06 8201.49 Agency Mortgage-Backed Securities FMAC 2047-12-01 3.5000% 55005.18 9326.81 Agency Mortgage-Backed Securities FMAC 2048-03-01 3.5000% 66055.78 10225.11 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.0000% 159062.32 15247.01 Agency Mortgage-Backed Securities FMAC 2044-12-01 3.5000% 108131.20 11856.88 Agency Mortgage-Backed Securities FMAC 2046-06-01 3.0000% 125505.98 23837.26 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 49169.02 11107.10 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.0000% 36727.01 8782.74 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.0000% 79266.94 21478.96 Agency Mortgage-Backed Securities FMAC 2029-01-01 3.0000% 189712.20 23337.44 Agency Mortgage-Backed Securities FMAC 2034-10-01 3.0000% 156057.57 21289.98 Agency Mortgage-Backed Securities FMAC 2027-12-01 5.5000% 821733.90 9103.59 Agency Mortgage-Backed Securities FMAC 2028-01-01 5.5000% 792669.35 7056.43 Agency Mortgage-Backed Securities FMAC 2028-08-01 5.5000% 1321115.59 12790.28 Agency Mortgage-Backed Securities FMAC 2030-04-01 4.5000% 917646.89 30099.77 Agency Mortgage-Backed Securities FMAC 2030-08-01 4.5000% 766247.04 28929.34 Agency Mortgage-Backed Securities FMAC 2031-11-01 3.5000% 264223.12 22189.84 Agency Mortgage-Backed Securities FMAC 2035-01-01 3.0000% 129708.98 20226.36 Agency Mortgage-Backed Securities FMAC 2035-01-01 4.0000% 80405.74 17423.08 Agency Mortgage-Backed Securities FMAC 2036-02-01 3.0000% 123455.35 25975.42 Agency Mortgage-Backed Securities FMAC 2035-07-01 3.0000% 151928.29 29398.94 Agency Mortgage-Backed Securities FMAC 2037-07-01 3.0000% 198167.34 37510.21 Agency Mortgage-Backed Securities FMAC 2038-04-01 3.0000% 79266.94 16323.42 Agency Mortgage-Backed Securities FMAC 2038-01-01 4.0000% 52844.62 12538.58 Agency Mortgage-Backed Securities FMAC 2038-08-01 4.0000% 136074.91 23893.75 Agency Mortgage-Backed Securities FMAC 2025-06-01 4.0000% 1874804.64 27280.27 Agency Mortgage-Backed Securities FMAC 2025-06-01 4.0000% 1001207.98 18162.71 Agency Mortgage-Backed Securities FMAC 2025-11-01 3.5000% 898358.60 16827.39 Agency Mortgage-Backed Securities FMAC 2026-01-01 4.0000% 528446.23 14440.33 Agency Mortgage-Backed Securities FMAC 2026-01-01 3.5000% 396334.68 11588.34 Agency Mortgage-Backed Securities FMAC 2026-03-01 4.0000% 1289408.81 15611.96 Agency Mortgage-Backed Securities FMAC 2026-12-01 3.0000% 158533.87 9268.75 Agency Mortgage-Backed Securities FMAC 2026-12-01 4.0000% 157191.09 21947.07 Agency Mortgage-Backed Securities FMAC 2042-05-01 3.5000% 39633.47 9470.67 Agency Mortgage-Backed Securities FMAC 2043-12-01 4.0000% 321884.79 27774.99 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 409545.83 20518.00 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 554868.55 23621.46 Agency Mortgage-Backed Securities FMAC 2033-08-01 5.0000% 792748.62 32176.45 Agency Mortgage-Backed Securities FMAC 2033-09-01 5.0000% 990317.23 32784.63 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.0000% 1400382.52 25079.11 Agency Mortgage-Backed Securities FMAC 2028-09-01 3.0000% 79266.94 13694.81 Agency Mortgage-Backed Securities FMAC 2034-10-01 5.5000% 1783506.04 13944.83 Agency Mortgage-Backed Securities FMAC 2036-06-01 5.5000% 528446.23 18008.71 Agency Mortgage-Backed Securities FMAC 2037-05-01 5.5000% 410866.95 13567.78 Agency Mortgage-Backed Securities FMAC 2033-04-01 5.5000% 536556.56 36099.60 Agency Mortgage-Backed Securities FMAC 2040-10-01 4.0000% 317067.74 13643.03 Agency Mortgage-Backed Securities FMAC 2029-10-01 5.5000% 271399.95 7109.40 Agency Mortgage-Backed Securities FMAC 2033-05-01 5.5000% 259731.32 15525.03 Agency Mortgage-Backed Securities FMAC 2028-10-01 6.5000% 424502.71 8199.34 Agency Mortgage-Backed Securities FMAC 2042-01-01 3.5000% 86546.28 17226.76 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 227231.88 31414.36 Agency Mortgage-Backed Securities FMAC 2043-02-01 3.0000% 132111.56 37319.52 Agency Mortgage-Backed Securities FMAC 2043-06-01 3.5000% 118900.40 25303.83 Agency Mortgage-Backed Securities FMAC 2044-06-01 4.0000% 747258.12 25294.02 Agency Mortgage-Backed Securities FMAC 2045-03-01 3.5000% 235158.57 34123.37 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 42539.92 7483.87 Agency Mortgage-Backed Securities FMAC 2045-11-01 4.0000% 38312.35 7076.94 Agency Mortgage-Backed Securities FMAC 2045-11-01 4.0000% 85608.29 12779.44 Agency Mortgage-Backed Securities FMAC 2045-11-01 4.0000% 44125.26 10079.21 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.0000% 89571.64 12116.77 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.0000% 85344.07 13396.19 Agency Mortgage-Backed Securities FMAC 2046-01-01 3.5000% 105689.25 26707.38 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.0000% 95120.32 10166.05 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.0000% 69754.90 14378.05 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.5000% 85488.60 13607.80 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.0000% 203451.80 30773.03 Agency Mortgage-Backed Securities FMAC 2048-11-01 5.0000% 194203.99 38912.68 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.0000% 130790.44 16328.52 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.5000% 89043.19 23821.19 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.5000% 68783.88 12227.74 Agency Mortgage-Backed Securities FMAC 2049-04-01 5.5000% 277923.35 32531.57 Agency Mortgage-Backed Securities FMAC 2024-10-01 5.5000% 1952608.84 9081.70 Agency Mortgage-Backed Securities FMAC 2027-04-01 5.5000% 1981673.38 12578.66 Agency Mortgage-Backed Securities FMAC 2029-08-01 4.5000% 683016.76 20950.97 Agency Mortgage-Backed Securities FMAC 2029-09-01 5.0000% 264223.12 8516.16 Agency Mortgage-Backed Securities FMAC 2030-10-01 4.5000% 475601.61 21902.89 Agency Mortgage-Backed Securities FMAC 2030-04-01 4.5000% 695963.69 22804.17 Agency Mortgage-Backed Securities FMAC 2030-12-01 4.5000% 396334.68 25751.84 Agency Mortgage-Backed Securities FMAC 2038-02-01 3.0000% 146384.10 28149.66 Agency Mortgage-Backed Securities FMAC 2044-10-01 4.0000% 445215.95 22867.78 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 111766.38 32320.35 Agency Mortgage-Backed Securities FMAC 2046-10-01 3.0000% 52844.62 15531.17 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 26422.31 9481.82 Agency Mortgage-Backed Securities FMAC 2048-06-01 3.5000% 132111.56 30865.47 Agency Mortgage-Backed Securities FMAC 2038-10-01 3.5000% 279543.04 26544.36 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.0000% 127883.99 19241.54 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.5000% 266725.84 21164.75 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.5000% 88250.52 16098.96 Agency Mortgage-Backed Securities FMAC 2033-12-01 5.5000% 1321115.59 15850.78 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.5000% 792669.35 9374.63 Agency Mortgage-Backed Securities FMAC 2037-05-01 6.0000% 951203.22 13834.04 Agency Mortgage-Backed Securities FMAC 2037-07-01 5.5000% 1483381.61 28479.89 Agency Mortgage-Backed Securities FMAC 2037-08-01 5.0000% 349011.79 11683.40 Agency Mortgage-Backed Securities FMAC 2035-05-01 6.5000% 328429.34 12010.56 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.5000% 185484.63 12390.32 Agency Mortgage-Backed Securities FMAC 2041-08-01 5.0000% 449179.30 33890.44 Agency Mortgage-Backed Securities FMAC 2042-02-01 3.5000% 264223.12 23169.14 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 79266.94 7379.13 Agency Mortgage-Backed Securities FMAC 2044-06-01 5.0000% 24044.30 7422.82 Agency Mortgage-Backed Securities FMAC 2046-09-01 4.5000% 100407.16 14788.42 Agency Mortgage-Backed Securities FMAC 2046-05-01 3.0000% 184956.18 34130.54 Agency Mortgage-Backed Securities FMAC 2047-02-01 2.5000% 48215.43 15919.69 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.5000% 133685.54 16025.54 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 188919.53 28717.51 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 114937.06 16800.74 Agency Mortgage-Backed Securities FMAC 2048-04-01 3.0000% 158533.87 37548.34 Agency Mortgage-Backed Securities FMAC 2024-09-01 5.5000% 4756016.11 9592.40 Agency Mortgage-Backed Securities FMAC 2031-05-01 3.0000% 137396.02 33227.50 Agency Mortgage-Backed Securities FMAC 2025-09-01 5.5000% 2525169.24 31041.55 Agency Mortgage-Backed Securities FMAC 2034-01-01 3.5000% 78892.27 19184.57 Agency Mortgage-Backed Securities FMAC 2046-01-01 3.5000% 52844.62 11505.65 Agency Mortgage-Backed Securities FMAC 2045-01-01 3.5000% 85872.51 27973.92 Agency Mortgage-Backed Securities FMAC 2047-12-01 3.5000% 56279.52 23991.78 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.5000% 44653.71 18767.77 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.5000% 105689.25 30773.10 Agency Mortgage-Backed Securities FMAC 2047-01-01 4.0000% 132111.56 36461.32 Agency Mortgage-Backed Securities FMAC 2049-01-01 5.0000% 64734.66 13579.41 Agency Mortgage-Backed Securities FMAC 2048-09-01 3.0000% 22987.41 8611.44 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.5000% 94063.43 35742.32 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.5000% 26422.31 10305.63 Agency Mortgage-Backed Securities FMAC 2048-04-01 3.0000% 92478.09 20532.77 Agency Mortgage-Backed Securities FMAC 2037-04-01 2.5000% 12708.60 11101.44 Agency Mortgage-Backed Securities FMAC 2037-06-01 2.5000% 41218.81 37093.43 Agency Mortgage-Backed Securities FMAC 2034-07-01 3.0000% 231723.67 38814.36 Agency Mortgage-Backed Securities FMAC 2034-11-01 2.0000% 31706.77 10549.23 Agency Mortgage-Backed Securities FMAC 2035-09-01 3.0000% 66055.78 29417.01 Agency Mortgage-Backed Securities FMAC 2036-11-01 2.0000% 26422.31 20858.06 Agency Mortgage-Backed Securities FMAC 2037-07-01 2.5000% 22458.96 19874.89 Agency Mortgage-Backed Securities FMAC 2037-04-01 2.5000% 29064.54 24943.33 Agency Mortgage-Backed Securities FMAC 2037-08-01 4.5000% 27809.75 25670.93 Agency Mortgage-Backed Securities FMAC 2041-12-01 2.0000% 26422.31 20900.97 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.0000% 16381.83 12802.72 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.0000% 11247.98 9332.96 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.0000% 26422.31 21637.61 Agency Mortgage-Backed Securities FMAC 2049-06-01 3.5000% 39633.47 30147.34 Agency Mortgage-Backed Securities FMAC 2050-09-01 2.5000% 59450.20 36871.00 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 23175.54 15125.61 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.5000% 17005.66 6880.47 Agency Mortgage-Backed Securities FMAC 2048-04-01 4.0000% 27250.12 17057.38 Agency Mortgage-Backed Securities FMAC 2050-08-01 3.0000% 43257.29 29622.09 Agency Mortgage-Backed Securities FMAC 2051-03-01 2.5000% 25101.20 17558.04 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.5000% 22723.19 16897.39 Agency Mortgage-Backed Securities FMAC 2052-07-01 4.0000% 16117.61 14875.09 Agency Mortgage-Backed Securities FMAC 2050-05-01 4.0000% 132111.56 38028.96 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.5000% 66055.78 21690.80 Agency Mortgage-Backed Securities FMAC 2050-07-01 5.0000% 68662.60 28330.73 Agency Mortgage-Backed Securities FMAC 2050-05-01 3.5000% 59450.20 33473.66 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.0000% 39633.47 19228.94 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.0000% 11840.37 9135.45 Agency Mortgage-Backed Securities FMAC 2052-01-02 3.0000% 33027.89 26919.25 Agency Mortgage-Backed Securities FMAC 2051-02-01 2.0000% 14796.49 9963.81 Agency Mortgage-Backed Securities FMAC 2051-01-01 1.5000% 13211.16 8808.35 Agency Mortgage-Backed Securities FMAC 2051-06-01 1.5000% 26422.31 18574.43 Agency Mortgage-Backed Securities FMAC 2051-10-01 1.5000% 46239.05 33716.55 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.0000% 26100.22 19824.55 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.0000% 39633.47 31728.46 Agency Mortgage-Backed Securities FMAC 2052-11-01 3.0000% 42691.06 37594.46 Agency Mortgage-Backed Securities FMAC 2041-07-01 4.5000% 660557.79 26608.91 Agency Mortgage-Backed Securities FMAC 2041-08-01 4.5000% 66055.78 8201.63 Agency Mortgage-Backed Securities FMAC 2042-04-01 4.0000% 65729.73 11333.49 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 105689.25 29108.46 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.0000% 1310427.50 36775.94 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 20873.63 7527.41 Agency Mortgage-Backed Securities FMAC 2036-09-01 3.0000% 79266.94 30371.01 Agency Mortgage-Backed Securities FMAC 2031-09-01 5.0000% 135704.46 17497.13 Agency Mortgage-Backed Securities FMAC 2048-01-01 4.0000% 26422.31 14665.42 Agency Mortgage-Backed Securities FMAC 2030-06-01 3.0000% 33027.89 6833.58 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.0000% 59450.20 13891.84 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.0000% 118900.40 28364.35 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.0000% 118900.40 31061.23 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.0000% 46239.05 14963.13 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.0000% 26422.31 9277.97 Agency Mortgage-Backed Securities FMAC 2046-07-01 3.0000% 33027.89 9712.14 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.0000% 34349.01 7733.79 Agency Mortgage-Backed Securities FMAC 2047-01-01 4.0000% 58622.13 16196.72 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.0000% 141972.63 37308.60 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.5000% 45497.37 12886.82 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.0000% 383411.79 35528.61 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.5000% 59450.20 12455.89 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.5000% 60771.32 17334.97 Agency Mortgage-Backed Securities FMAC 2048-08-01 4.0000% 559781.78 24634.91 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.5000% 29064.54 6940.99 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.0000% 42801.24 11784.36 Agency Mortgage-Backed Securities FMAC 2049-06-01 5.0000% 298415.97 34295.31 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.0000% 43356.64 13512.73 Agency Mortgage-Backed Securities FMAC 2049-08-01 3.0000% 35304.70 19452.17 Agency Mortgage-Backed Securities FMAC 2045-07-01 3.5000% 76624.70 17467.84 Agency Mortgage-Backed Securities FMAC 2045-10-01 3.5000% 72661.36 17414.95 Agency Mortgage-Backed Securities FMAC 2045-07-01 3.5000% 132111.56 37758.57 Agency Mortgage-Backed Securities FMAC 2045-12-01 3.5000% 60771.32 14369.19 Agency Mortgage-Backed Securities FMAC 2048-02-01 3.5000% 42275.70 7027.70 Agency Mortgage-Backed Securities FMAC 2048-09-01 3.0000% 52844.62 19818.37 Agency Mortgage-Backed Securities FMAC 2045-01-01 3.5000% 83230.28 27143.45 Agency Mortgage-Backed Securities FMAC 2024-05-01 5.5000% 2734709.27 10770.60 Agency Mortgage-Backed Securities FMAC 2036-08-20 5.0000% 237800.81 52602.86 Agency Mortgage-Backed Securities FMAC 2049-11-01 2.5000% 76624.70 34618.65 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.5000% 18495.62 9702.65 Agency Mortgage-Backed Securities FMAC 2050-02-01 4.5000% 34349.01 9812.02 Agency Mortgage-Backed Securities FMAC 2050-03-01 3.5000% 52844.62 35816.52 Agency Mortgage-Backed Securities FMAC 2050-03-01 5.0000% 267949.72 28015.16 Agency Mortgage-Backed Securities FMAC 2050-04-01 3.0000% 38682.26 20763.31 Agency Mortgage-Backed Securities FMAC 2050-05-01 3.0000% 26422.31 14935.22 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.0000% 33820.56 20945.00 Agency Mortgage-Backed Securities FMAC 2050-08-01 4.5000% 27837.75 13239.35 Agency Mortgage-Backed Securities FMAC 2050-10-01 2.5000% 26950.76 16773.88 Agency Mortgage-Backed Securities FMAC 2050-11-01 2.0000% 22723.19 16241.44 Agency Mortgage-Backed Securities FMAC 2050-11-01 2.5000% 49145.50 30608.17 Agency Mortgage-Backed Securities FMAC 2051-05-01 1.5000% 48884.71 34754.64 Agency Mortgage-Backed Securities FMAC 2051-06-01 1.5000% 18000.46 12917.89 Agency Mortgage-Backed Securities FMAC 2051-08-01 3.0000% 21347.91 18101.74 Agency Mortgage-Backed Securities FMAC 2051-08-01 1.5000% 12446.76 9304.91 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.5000% 47560.16 37424.87 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.5000% 13211.16 10459.65 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.0000% 26422.31 20691.90 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.0000% 26422.31 20538.94 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.5000% 11405.19 9250.51 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.0000% 24527.04 21219.38 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.5000% 15152.40 12355.63 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.5000% 26422.31 21597.04 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.5000% 21799.20 17816.17 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.5000% 15083.97 13593.48 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.5000% 26422.31 21962.62 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.5000% 15521.79 14003.51 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.5000% 15096.65 13644.62 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.0000% 10833.15 8988.06 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.5000% 16249.72 14668.21 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.5000% 25220.10 22768.25 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.0000% 33063.56 28718.40 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.5000% 36370.84 32774.96 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.5000% 17570.84 15806.10 Agency Mortgage-Backed Securities FMAC 2052-04-01 4.0000% 14796.49 13825.74 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.0000% 41794.55 36066.94 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.5000% 26422.31 25610.92 Agency Mortgage-Backed Securities FMAC 2052-09-01 3.0000% 29157.02 25603.79 Agency Mortgage-Backed Securities FMAC 2052-11-01 6.5000% 33783.57 35368.18 Agency Mortgage-Backed Securities FMAC 2052-11-01 3.0000% 16525.83 14558.13 Agency Mortgage-Backed Securities FMAC 2040-02-01 3.0000% 27479.20 16956.93 Agency Mortgage-Backed Securities FMAC 2037-03-01 2.5000% 35306.29 30465.88 Agency Mortgage-Backed Securities FMAC 2049-09-01 3.0000% 52844.62 23748.27 Agency Mortgage-Backed Securities FMAC 2050-05-01 3.0000% 23727.24 11162.26 Agency Mortgage-Backed Securities FMAC 2050-01-01 4.5000% 132111.56 29726.62 Agency Mortgage-Backed Securities FMAC 2050-02-01 4.0000% 51523.51 15514.59 Agency Mortgage-Backed Securities FMAC 2050-03-01 4.0000% 26422.31 7285.81 Agency Mortgage-Backed Securities FMAC 2050-04-01 4.5000% 26422.31 9679.40 Agency Mortgage-Backed Securities FMAC 2050-06-01 2.5000% 25101.20 14017.89 Agency Mortgage-Backed Securities FMAC 2050-07-01 3.0000% 39633.47 15729.86 Agency Mortgage-Backed Securities FMAC 2050-08-01 3.0000% 53373.07 31390.48 Agency Mortgage-Backed Securities FMAC 2050-09-01 3.0000% 45446.38 28705.54 Agency Mortgage-Backed Securities FMAC 2051-02-01 1.5000% 26422.31 17626.09 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.0000% 26422.31 21509.82 Agency Mortgage-Backed Securities FMAC 2051-08-01 3.0000% 24293.73 18222.24 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.5000% 29757.86 23750.20 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.0000% 46239.05 38422.68 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.5000% 12682.71 10097.86 Agency Mortgage-Backed Securities FMAC 2052-05-01 3.5000% 25365.42 22591.37 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.5000% 29064.54 26121.97 Agency Mortgage-Backed Securities FMAC 2041-12-01 2.0000% 26422.31 20335.20 Agency Mortgage-Backed Securities FMAC 2040-01-01 3.5000% 130790.44 30507.16 Agency Mortgage-Backed Securities FMAC 2040-05-01 2.5000% 59450.20 21077.02 Agency Mortgage-Backed Securities FMAC 2040-07-01 2.0000% 52844.62 26713.12 Agency Mortgage-Backed Securities FMAC 2041-05-01 2.0000% 52844.62 38789.17 Agency Mortgage-Backed Securities FMAC 2042-05-01 2.5000% 16117.61 13560.05 Agency Mortgage-Backed Securities FMAC 2042-06-01 2.5000% 8719.36 7395.59 Agency Mortgage-Backed Securities FMAC 2032-03-01 2.5000% 31706.77 25812.05 Agency Mortgage-Backed Securities FMAC 2037-05-01 3.5000% 38672.75 35846.68 Agency Mortgage-Backed Securities FMAC 2037-05-01 2.5000% 27284.47 24378.48 Agency Mortgage-Backed Securities FMAC 2037-11-01 3.5000% 15130.74 14470.53 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.0000% 87193.63 37560.61 Agency Mortgage-Backed Securities GNMA 2051-02-20 2.0000% 94656119.27 62882211.28 Agency Mortgage-Backed Securities GNMA 2052-07-20 3.0000% 3565429.65 3286605.36 Agency Mortgage-Backed Securities GNMA 2052-08-20 3.0000% 558039.22 523452.43 Agency Mortgage-Backed Securities GNMA 2052-11-20 3.5000% 1633228.88 1554783.99 Agency Mortgage-Backed Securities GNMA 2052-11-20 4.5000% 725670.83 712042.73 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.0000% 419867.97 409412.75 Agency Mortgage-Backed Securities GNMA 2057-12-15 4.3500% 838300.68 858487.10 Agency Mortgage-Backed Securities GNMA 2065-02-15 4.4700% 199806.58 193845.72 Agency Mortgage-Backed Securities GNMA 2064-12-15 4.3900% 1780771.07 1716777.97 Agency Mortgage-Backed Securities GNMA 2057-12-15 3.8000% 3922326.12 3680009.17 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.3000% 4044375.27 3916803.09 Agency Mortgage-Backed Securities GNMA 2057-10-15 4.1100% 2673937.95 2665226.79 Agency Mortgage-Backed Securities GNMA 2057-10-15 4.1600% 2935204.15 2816650.18 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.0000% 3132779.10 2986197.06 Agency Mortgage-Backed Securities GNMA 2057-10-15 4.2500% 3302788.97 3180112.18 Agency Mortgage-Backed Securities GNMA 2063-01-15 2.6100% 2167305.71 1954403.68 Agency Mortgage-Backed Securities GNMA 2057-12-15 4.3400% 594502.01 577255.58 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.2400% 1394913.10 1423145.53 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.0600% 754621.22 721274.18 Agency Mortgage-Backed Securities GNMA 2052-10-20 3.2500% 11841116.47 10718330.62 Agency Mortgage-Backed Securities Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 110380000.00 110380000.00 0.1482 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 3.8 12/01/2022 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2032-09-01 3.8500% 3532228.15 3335777.59 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.9000% 2329867.94 2209513.18 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.9700% 71672.49 70065.24 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.8500% 44956.45 43492.59 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 415847.15 376446.44 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 379881.99 345423.63 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 836189.94 760340.78 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.5900% 543973.03 492432.64 Agency Mortgage-Backed Securities FNMA 2029-05-01 3.3700% 674346.73 623759.34 Agency Mortgage-Backed Securities FNMA 2029-08-01 2.9400% 2656765.16 2417200.22 Agency Mortgage-Backed Securities FNMA 2031-01-01 2.9300% 271312.17 241869.99 Agency Mortgage-Backed Securities FNMA 2032-01-01 2.7900% 2135431.30 1791708.56 Agency Mortgage-Backed Securities FNMA 2037-05-01 2.3100% 1011520.09 764479.33 Agency Mortgage-Backed Securities FNMA 2036-05-01 2.5800% 346164.65 275764.94 Agency Mortgage-Backed Securities FNMA 2028-06-01 1.2300% 4720427.09 3943571.45 Agency Mortgage-Backed Securities FNMA 2033-07-01 2.2000% 267490.87 217030.65 Agency Mortgage-Backed Securities FNMA 2031-10-01 1.9100% 5394773.81 4464917.68 Agency Mortgage-Backed Securities FNMA 2032-01-01 1.9750% 3247878.62 2587743.95 Agency Mortgage-Backed Securities FNMA 2032-02-01 2.1600% 1123911.21 910180.39 Agency Mortgage-Backed Securities FNMA 2030-10-01 2.5600% 959595.39 839679.77 Agency Mortgage-Backed Securities FNMA 2029-03-01 2.2300% 249179.43 217477.93 Agency Mortgage-Backed Securities FNMA 2032-04-01 2.6300% 271761.73 229731.23 Agency Mortgage-Backed Securities FNMA 2031-04-01 2.5150% 513177.86 438636.71 Agency Mortgage-Backed Securities FNMA 2032-05-01 2.6200% 561955.61 483422.53 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.7100% 77549.87 72734.85 Agency Mortgage-Backed Securities FNMA 2027-11-01 4.4000% 4542849.11 4492779.85 Agency Mortgage-Backed Securities FNMA 2032-11-01 4.7100% 3552850.35 3570370.05 Agency Mortgage-Backed Securities FNMA 2032-09-01 3.6000% 12146540.94 11219747.72 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.0000% 13282257.94 13253073.87 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 5609.67 5732.00 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 252826.52 259864.23 Agency Mortgage-Backed Securities GNMA 2065-09-20 4.6560% 67434.67 37091.05 Agency Mortgage-Backed Securities GNMA 2067-06-20 4.6390% 157347.57 78086.41 Agency Mortgage-Backed Securities GNMA 2067-08-20 4.7000% 67434.67 42844.77 Agency Mortgage-Backed Securities GNMA 2057-10-15 3.5000% 134509.69 131261.28 Agency Mortgage-Backed Securities GNMA 2057-10-15 4.1000% 1236077.55 1182342.56 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.7300% 56195.56 52346.20 Agency Mortgage-Backed Securities GNMA 2057-11-15 3.9500% 449564.48 426867.75 Agency Mortgage-Backed Securities GNMA 2057-11-15 3.9500% 112391.12 106716.94 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.7500% 280977.80 262131.48 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.5000% 496522.17 456459.95 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.3900% 2247822.42 2305309.11 Agency Mortgage-Backed Securities GNMA 2057-09-15 4.0000% 449564.48 427722.33 Agency Mortgage-Backed Securities GNMA 2063-08-15 4.4000% 28638.83 27639.32 Agency Mortgage-Backed Securities GNMA 2057-11-15 3.8700% 2522476.43 2393173.02 Agency Mortgage-Backed Securities GNMA 2055-11-15 3.7500% 426681.65 400988.09 Agency Mortgage-Backed Securities GNMA 2057-10-15 4.0000% 449564.48 446748.58 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.3000% 1082717.84 1048565.55 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.3300% 726967.13 705467.84 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.0000% 4083978.65 3893139.32 Agency Mortgage-Backed Securities GNMA 2063-02-15 2.6200% 152136.89 126631.23 Agency Mortgage-Backed Securities GNMA 2057-02-15 2.1000% 120348.86 99053.21 Agency Mortgage-Backed Securities GNMA 2062-09-15 3.0000% 234170.50 207547.11 Agency Mortgage-Backed Securities GNMA 2063-02-15 2.9500% 125203.71 110461.90 Agency Mortgage-Backed Securities GNMA 2062-10-15 2.1900% 89158.98 73311.16 Agency Mortgage-Backed Securities GNMA 2063-02-15 2.8000% 85652.37 74039.59 Agency Mortgage-Backed Securities GNMA 2064-02-15 2.4000% 459133.91 367219.13 Agency Mortgage-Backed Securities GNMA 2057-10-15 3.9000% 31076.82 29360.11 Agency Mortgage-Backed Securities GNMA 2064-05-15 4.0000% 280977.80 269039.68 Agency Mortgage-Backed Securities GNMA 2057-11-15 3.7500% 930768.42 869789.90 Agency Mortgage-Backed Securities GNMA 2057-08-15 3.0700% 257088.17 228573.77 Agency Mortgage-Backed Securities GNMA 2064-01-15 2.4500% 399735.21 332641.49 Agency Mortgage-Backed Securities GNMA 2063-10-15 2.6900% 147319.81 125564.64 Agency Mortgage-Backed Securities GNMA 2071-10-20 2.8170% 830293.45 690194.95 Agency Mortgage-Backed Securities GNMA 2071-11-20 2.8700% 577997.64 524362.48 Agency Mortgage-Backed Securities GNMA 2063-09-15 2.6000% 78673.78 66592.67 Agency Mortgage-Backed Securities GNMA 2064-05-15 2.7400% 224782.24 192248.88 Agency Mortgage-Backed Securities GNMA 2063-12-15 2.6800% 190502.95 162394.98 Agency Mortgage-Backed Securities GNMA 2062-02-15 3.2000% 50404.95 44672.03 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.7400% 224332.68 209163.68 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.8700% 56195.56 52918.39 Agency Mortgage-Backed Securities GNMA 2064-01-15 2.7400% 57038.04 48593.63 Agency Mortgage-Backed Securities GNMA 2064-10-15 3.6400% 56195.56 52875.15 Agency Mortgage-Backed Securities GNMA 2057-10-15 3.8000% 657051.31 615935.65 Agency Mortgage-Backed Securities GNMA 2057-10-15 3.8000% 1553795.34 1456565.00 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.1700% 1355711.83 1302953.17 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.8950% 56195.56 53023.42 Agency Mortgage-Backed Securities GNMA 2057-09-15 3.9500% 56195.56 53254.68 Agency Mortgage-Backed Securities GNMA 2064-03-15 3.2400% 56195.56 50770.67 Agency Mortgage-Backed Securities GNMA 2057-10-15 3.7300% 1966619.84 1970478.86 Agency Mortgage-Backed Securities GNMA 2065-10-20 4.6840% 30345.60 13305.56 Agency Mortgage-Backed Securities GNMA 2072-10-20 4.9580% 318678.95 312243.53 Agency Mortgage-Backed Securities GNMA 2057-11-15 3.7500% 1206316.38 1127285.57 Agency Mortgage-Backed Securities GNMA 2066-08-20 4.6350% 174206.24 135844.17 Agency Mortgage-Backed Securities GNMA 2067-05-20 4.3700% 44956.45 43494.13 Agency Mortgage-Backed Securities GNMA 2066-12-20 4.3990% 105647.65 42598.19 Agency Mortgage-Backed Securities GNMA 2066-12-20 4.6400% 620761.79 299661.22 Agency Mortgage-Backed Securities GNMA 2067-05-20 4.7000% 67434.67 30456.45 Agency Mortgage-Backed Securities GNMA 2067-03-20 4.5250% 126118.35 81766.95 Agency Mortgage-Backed Securities U.S. TREASURY 2024-04-15 0.5000% 21567046.92 24681245.25 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 110400000.00 110400000.00 0.1483 N Y Y N N/A ROYAL BANK OF CANADA REPO TRIPA MORTG 3.8 12/01/2022 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2044-10-20 4.0000% 70873074.10 6343206.88 Agency Mortgage-Backed Securities GNMA 2045-04-20 3.5000% 207.35 20.64 Agency Mortgage-Backed Securities GNMA 2047-07-20 4.0000% 30463474.69 4119062.21 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.5000% 9757227.53 1566860.07 Agency Mortgage-Backed Securities GNMA 2036-06-20 2.5000% 202.49 125.06 Agency Mortgage-Backed Securities GNMA 2052-06-20 3.5000% 202.49 183.12 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.0000% 150442.07 127340.44 Agency Mortgage-Backed Securities GNMA 2061-04-20 2.5000% 7628.17 6312.58 Agency Mortgage-Backed Securities GNMA 2050-11-20 2.5000% 245445.81 209386.37 Agency Mortgage-Backed Securities GNMA 2046-12-15 4.0000% 1203010.29 260064.49 Agency Mortgage-Backed Securities GNMA 2042-02-15 3.5000% 242.59 44.00 Agency Mortgage-Backed Securities U.S. TREASURY 2041-11-15 3.1250% 213064.71 187174.98 U.S. Treasuries (including strips) U.S. TREASURY 2042-11-15 2.7500% 1053518.12 859545.95 U.S. Treasuries (including strips) U.S. TREASURY 2024-02-29 2.1250% 60.75 59.10 U.S. Treasuries (including strips) U.S. TREASURY 2024-06-30 2.0000% 37047259.28 35827560.43 U.S. Treasuries (including strips) U.S. TREASURY 2029-08-15 1.6250% 8935859.43 7808179.56 U.S. Treasuries (including strips) U.S. TREASURY 2023-04-30 4.3660% 411165.08 412875.47 U.S. Treasuries (including strips) U.S. TREASURY 2023-06-30 0.1250% 42133475.57 41049157.97 U.S. Treasuries (including strips) U.S. TREASURY 2023-07-31 0.1250% 14266162.58 13842734.35 U.S. Treasuries (including strips) Y 2022-12-01 2022-12-01 2022-12-01 N N N 0.0380 110400000.00 110400000.00 0.1483 N Y Y N N/A Putnam Money Market Fund 2022-12-06 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer