0000928816-23-000817.txt : 20230606 0000928816-23-000817.hdr.sgml : 20230606 20230606133756 ACCESSION NUMBER: 0000928816-23-000817 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230606 DATE AS OF CHANGE: 20230606 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: 23995536 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 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0.9998 0.9998 0.9998 0.9997 641144.99 249360.09 3142704.16 112999.98 34739.98 164770.16 6311.59 162934.48 3826776.43 777363.34 0.0483 N C000017196 500.00 4600544.55 4600594.3170 0.9999 0.9999 0.9999 0.9998 28001.48 14122.66 35127.42 32571.84 2399.03 5879.31 34160.82 77698.11 100167.06 133954.87 0.0483 N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127UVM9 DCP 08/21/2023 53127UVM9 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 2023-08-21 2023-08-21 2023-08-21 N Y BANK OF NOVA SCOTIA/THE 1.0000 Moody's P-1 S&P A-1 Fitch F1+ N 0.0535 7901672.88 7901672.88 0.0099 N N N N N/A CHARTA LLC CHARTA LLC 16115WVM6 DCP 08/21/2023 16115WVM6 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-08-21 2023-08-21 2023-08-21 N Y Citibank N.A. 1.0000 Moody's P-1 S&P A-1 Fitch F1 N 0.0532 7654586.73 7654586.73 0.0096 N N N N N/A ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION 04821UTL6 DCP 06/20/2023 04821UTL6 NA Asset Backed Commercial Paper Y Moody's P-1 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7998800.00 7998800.00 0.0100 N N N N N/A GOTHAM FUNDING CORP GOTHAM FUNDING CORP 38346MTF1 DCP 06/15/2023 38346MTF1 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-06-15 2023-06-15 2023-06-15 N Y Bank of Tokyo-Mitsubishi UFJ Ltd/The 1.0000 Moody's P-1 S&P A-1 Fitch F1 N 0.0514 7733528.00 7733528.00 0.0097 N N N N N/A OLD LINE FUNDING LLC OLD LINE FUNDING LLC 05.4000 08/14/2023 67984VHH6 NA Asset Backed Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-06-01 2023-08-14 2023-08-14 N Y ROYAL BANK OF CANADA 1.0000 Moody's P-1 S&P A-1+ Fitch F1+ N 0.0540 7750331.08 7750331.08 0.0097 N N N N N/A BANK OF AMERICA NA BANK OF AMERICA NA 05.7800 08/07/2023 06054R4J8 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch NR 2023-06-01 2023-08-07 2023-08-07 N N N 0.0578 3753082.39 3753082.39 0.0047 N N N N N/A BANK OF AMERICA NA BANK OF AMERICA NA 05.8100 01/08/2024 06050TNF5 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch NR 2023-06-01 2024-01-08 2024-01-08 N N N 0.0581 7500378.53 7500378.53 0.0094 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 7730750.86 7730750.86 0.0097 N N N N N/A BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 05.8100 08/01/2023 06417MK20 US06417MK202 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2023-06-01 2023-08-01 2023-08-01 N N N 0.0581 3503170.41 3503170.41 0.0044 N N N N N/A BNP PARIBAS SA/NEW YORK NY BNP PARIBAS NEW YORK 05.5100 10/10/2023 05586FRZ2 US05586FRZ26 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-06-01 2023-10-10 2023-10-10 N N N 0.0551 7754231.11 7754231.11 0.0097 N N N N N/A CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 05.8200 08/21/2023 13606KKT2 US13606KKT24 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch NR 2023-06-01 2023-08-21 2023-08-21 N N N 0.0582 7762837.57 7762837.57 0.0097 N N N N N/A CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 05.6600 05/08/2024 13606KWF9 US13606KWF91 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch NR 2023-06-01 2024-05-08 2024-05-08 N N N 0.0566 7998779.12 7998779.12 0.0100 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 NR 2023-08-07 2023-08-07 2023-08-07 N N N 0.0410 7729602.93 7729602.93 0.0097 N N N N N/A CITIBANK NA CITIBANK NA 05.9100 10/25/2023 17330QBN6 US17330QBN60 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch NR 2023-06-01 2023-10-25 2023-10-25 N N N 0.0591 3757330.05 3757330.05 0.0047 N N N N N/A COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY COMMONWEALTH BK AUSTR NY 05.1700 07/14/2023 20271EC23 NA Certificate of Deposit Y Moody's P-1 S&P A-1+ Fitch F1 2023-07-14 2023-07-14 2023-07-14 N N N 0.0515 3749548.50 3749548.50 0.0047 N N N N N/A MIZUHO BANK LTD/NEW YORK NY MIZUHO BANK LTD/NY 05.4600 08/10/2023 60710TBJ9 US60710TBJ97 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-06-01 2023-08-10 2023-08-10 N N N 0.0546 7752422.03 7752422.03 0.0097 N N N N N/A MUFG BANK LTD/NEW YORK NY MUFG BANK LTD/NY 05.4800 11/13/2023 55380UJG3 US55380UJG31 Certificate of Deposit Y Moody's P-1 S&P A-1 2023-06-01 2023-11-13 2023-11-13 N N N 0.0548 7999990.00 7999990.00 0.0100 N N N N N/A RABOBANK NEDERLAND NV NY COOPERAT RABOBANK UA/NY 05.5200 10/31/2023 21684LG71 US21684LG711 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-06-01 2023-10-31 2023-10-31 N N N 0.0552 7754078.75 7754078.75 0.0097 N N N N N/A STATE STREET BANK & TRUST CO STATE STREET BANK & TR 05.7300 08/16/2023 8574P1MX1 US8574P1MX13 Certificate of Deposit Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-06-01 2023-08-16 2023-08-16 N N N 0.0573 7756321.83 7756321.83 0.0097 N N N N N/A SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANK NY 05.5800 06/22/2023 86565FTG7 US86565FTG71 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-06-01 2023-06-22 2023-06-22 N N N 0.0558 7501629.83 7501629.83 0.0094 N N N N N/A SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANK NY 05.4900 11/17/2023 86565FJ60 US86565FJ603 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-06-01 2023-11-17 2023-11-17 N N N 0.0549 7749488.58 7749488.58 0.0097 N N N N N/A SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK SUMITOMO MITSUI TRUST NY 05.0000 06/16/2023 86564MR42 NA Certificate of Deposit Y Moody's P-1 S&P A-1 2023-06-16 2023-06-16 2023-06-16 N N N 0.0518 7749466.10 7749466.10 0.0097 N N N N N/A SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK SUMITOMO MITSUI TRUST NY 05.3700 09/13/2023 86564M3L0 US86564M3L00 Certificate of Deposit Y Moody's P-1 S&P A-1 2023-06-01 2023-09-13 2023-09-13 N N N 0.0537 7999145.04 7999145.04 0.0100 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 3737331.04 3737331.04 0.0047 N N N N N/A TRUIST BANK TRUIST BANK 05.1100 10/31/2023 89788L6P4 NA Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1 2023-10-31 2023-10-31 2023-10-31 N N N 0.0511 7481129.40 7481129.40 0.0094 N N N N N/A WELLS FARGO BANK NA WELLS FARGO BANK NA 05.6900 04/05/2024 95001KJS4 US95001KJS42 Certificate of Deposit Y Moody's P-1 S&P A-1 Fitch F1+ 2023-06-01 2024-04-05 2024-04-05 N N N 0.0569 7754525.07 7754525.07 0.0097 N N N N N/A ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 00084CU59 DCP 07/05/2023 00084CU59 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-07-05 2023-07-05 2023-07-05 N N N 0.0000 4974955.55 4974955.55 0.0062 N N N N N/A AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUST & NZ BANKING GROUP 05.6700 09/28/2023 05253MSC9 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-06-01 2023-09-28 2023-09-28 N N N 0.0567 7758342.88 7758342.88 0.0097 N N N N N/A AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUST & NZ BANKING GROUP 05253CUD6 DCP 07/13/2023 05253CUD6 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-07-13 2023-07-13 2023-07-13 N N N 0.0517 3727429.46 3727429.46 0.0047 N N N N N/A BANCO SANTANDER SA BANCO SANTANDER SA 05970UV96 DCP 08/09/2023 05970UV96 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 0.0523 7423247.93 7423247.93 0.0093 N N N N N/A BANK OF MONTREAL BANK OF MONTREAL 06367KVQ9 DCP 08/24/2023 06367KVQ9 US06367KVQ92 Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2023-08-24 2023-08-24 2023-08-24 N N N 0.0544 7651864.54 7651864.54 0.0096 N N N N N/A BANK OF NOVA SCOTIA/THE BANK OF NOVA SCOTIA 05.5600 02/05/2024 06417LXQ5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2023-06-01 2024-02-05 2024-02-05 N N N 0.0556 7750000.00 7750000.00 0.0097 N N N N N/A BARCLAYS BANK, PLC BARCLAYS US CCP 06744HCF5 DCP 07/06/2023 06744HCF5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-07-06 2023-07-06 2023-07-06 N N N 0.0525 7959400.00 7959400.00 0.0100 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 7421322.90 7421322.90 0.0093 N N N N N/A COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUSTRALI 05.6700 09/25/2023 20272AZ58 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-06-01 2023-09-25 2023-09-25 N N N 0.0567 3503541.30 3503541.30 0.0044 N N N N N/A DNB BANK ASA DNB BANK ASA 2332K1ZK9 DCP 12/19/2023 2332K1ZK9 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2023-12-19 2023-12-19 2023-12-19 N N N 0.0536 7270982.48 7270982.48 0.0091 N N N N N/A ING US FUNDING LLC ING (US) FUNDING LLC 45685RV38 DCP 08/03/2023 45685RV38 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 2023-08-03 2023-08-03 2023-08-03 N N N 0.0516 7429826.70 7429826.70 0.0093 N N N N N/A LLOYDS BANK PLC LLOYDS BANK PLC 53943STC1 DCP 06/12/2023 53943STC1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-06-12 2023-06-12 2023-06-12 N N N 0.0495 7487352.53 7487352.53 0.0094 N N N N N/A LLOYDS BANK PLC LLOYDS BANK PLC 05.4600 10/16/2023 53946BHB0 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-06-01 2023-10-16 2023-10-16 N N N 0.0546 7752975.07 7752975.07 0.0097 N N N N N/A MIZUHO BANK LTD/NEW YORK NY MIZUHO BANK LTD/NEW YORK NY 60689GU53 DCP 07/05/2023 60689GU53 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-07-05 2023-07-05 2023-07-05 N N N 0.0519 4975500.00 4975500.00 0.0062 N N N N N/A NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALI BANK L 05.3100 03/06/2024 63254GWV3 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-06-01 2024-03-06 2024-03-06 N N N 0.0531 3742298.06 3742298.06 0.0047 N N N N N/A NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALI BANK L 05.5500 11/30/2023 63254GXB6 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-06-01 2023-11-30 2023-11-30 N N N 0.0555 7754957.21 7754957.21 0.0097 N N N N N/A NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 63307MUA5 DCP 07/10/2023 63307MUA5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2023-07-10 2023-07-10 2023-07-10 N N N 0.0520 7705971.40 7705971.40 0.0097 N N N N N/A NORDEA BANK ABP NORDEA BANK ABP 05.4700 10/10/2023 65557RBG4 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-06-01 2023-10-10 2023-10-10 N N N 0.0547 7752377.78 7752377.78 0.0097 N N N N N/A ROYAL BANK OF CANADA ROYAL BANK OF CANADA 05.8100 07/28/2023 78014XJZ1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2023-06-01 2023-07-28 2023-07-28 N N N 0.0581 7005919.20 7005919.20 0.0088 N N N N N/A ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NY 78016KZ71 DCP 12/07/2023 78016KZ71 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2023-12-07 2023-12-07 2023-12-07 N N N 0.0549 3641403.11 3641403.11 0.0046 N N N N N/A ROYAL BANK OF CANADA/NEW YORK NY ROYAL BK OF CANADA/NEW YORK N 05.6600 05/23/2024 78016LAG6 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2023-06-01 2024-05-23 2024-05-23 N N N 0.0566 8000483.04 8000483.04 0.0100 N N N N N/A SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 86960KYD8 DCP 11/13/2023 86960KYD8 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-11-13 2023-11-13 2023-11-13 N N N 0.0525 7312108.73 7312108.73 0.0092 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO DOMINION BANK 89119BU38 DCP 07/03/2023 89119BU38 US89119BU388 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 3732705.94 3732705.94 0.0047 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO DOMINION BANK 05.7800 10/02/2023 89120DWM7 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-06-01 2023-10-02 2023-10-02 N N N 0.0578 7261005.14 7261005.14 0.0091 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 9612C1XA0 DCP 10/10/2023 9612C1XA0 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-10-10 2023-10-10 2023-10-10 N N N 0.0516 7352462.48 7352462.48 0.0092 N N N N N/A FMS WERTMANAGEMENT FMS WERTMANAGEMENT 34411HUL6 DCP 07/20/2023 34411HUL6 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ 2023-07-20 2023-07-20 2023-07-20 N N N 0.0524 7942966.64 7942966.64 0.0100 N N N N N/A TOTALENERGIES CAPITAL CANADA LTD TOTALENERGIES CAP CANADA 89153QT18 DCP 06/01/2023 89153QT18 US89153QT189 Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch WD 2023-06-01 2023-06-01 2023-06-01 N N N 0.0509 7748910.04 7748910.04 0.0097 N Y Y N N/A TOYOTA CREDIT DE PUERTO RICO CORP TOYOTA CRED PUERTO RICO 8923A1V73 DCP 08/07/2023 8923A1V73 US8923A1V737 Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-08-07 2023-08-07 2023-08-07 N N N 0.0516 7426120.80 7426120.80 0.0093 N N N N N/A TOYOTA CREDIT DE PUERTO RICO CORP TOYOTA CRED PUERTO RICO 8923A1YH8 DCP 11/17/2023 8923A1YH8 US8923A1YH85 Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2023-11-17 2023-11-17 2023-11-17 N N N 0.0565 7790900.00 7790900.00 0.0098 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK USD 05.4321 09/28/2023 89114QCL0 US89114QCL05 Other Instrument Corporate bonds and notes Y Moody's P-1 S&P A-1+ Fitch F1+ 2023-06-01 2023-09-28 2023-09-28 N N N 0.0543 3750606.94 3750606.94 0.0047 N N N N N/A BofA Securities, Inc. REPO TRIPA MORTG 5.05 06/01/2023 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2041-12-01 4.0000% 14677389.06 1966613.60 Agency Mortgage-Backed Securities FMAC 2040-05-01 5.0000% 27331238.74 1748359.50 Agency Mortgage-Backed Securities FMAC 2045-09-01 3.5000% 15012383.81 1740088.64 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.0000% 11253470.29 1717428.41 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 5003305.07 1846809.07 Agency Mortgage-Backed Securities FMAC 2047-12-01 4.0000% 12496095.10 1967115.67 Agency Mortgage-Backed Securities FMAC 2048-04-01 4.0000% 9672471.19 1355142.13 Agency Mortgage-Backed Securities FMAC 2048-04-01 4.0000% 10103049.70 2107962.19 Agency Mortgage-Backed Securities FMAC 2048-09-01 4.5000% 4010307.95 1410598.53 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.0000% 2649545.85 1403818.71 Agency Mortgage-Backed Securities FMAC 2037-05-01 2.5000% 2272978.12 1877817.32 Agency Mortgage-Backed Securities FMAC 2037-08-01 2.5000% 1557546.40 1311478.54 Agency Mortgage-Backed Securities FMAC 2038-04-01 4.0000% 1393932.82 1317970.94 Agency Mortgage-Backed Securities FMAC 2049-10-01 3.5000% 4419577.77 1329106.53 Agency Mortgage-Backed Securities FMAC 2045-09-01 4.0000% 2463353.64 1491791.45 Agency Mortgage-Backed Securities FMAC 2045-01-01 4.0000% 3621204.84 1751723.60 Agency Mortgage-Backed Securities FMAC 2050-12-01 3.0000% 2378738.62 1572035.72 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.0000% 2375788.99 1950931.80 Agency Mortgage-Backed Securities FMAC 2050-10-01 2.0000% 3098304.41 1873625.45 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.0000% 2367693.07 1926162.73 Agency Mortgage-Backed Securities FMAC 2042-01-01 4.0000% 14960830.17 1873633.06 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.5000% 10965084.53 1311248.31 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.0000% 10699284.52 1568607.43 Agency Mortgage-Backed Securities FMAC 2044-04-01 4.0000% 14045667.31 1761521.45 Agency Mortgage-Backed Securities FMAC 2044-06-01 4.0000% 10913010.22 1415728.47 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.0000% 10623377.45 1413754.49 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.5000% 4337243.96 1814840.21 Agency Mortgage-Backed Securities FMAC 2050-03-01 3.5000% 3252243.96 2011595.96 Agency Mortgage-Backed Securities FMAC 2050-06-01 3.0000% 3672572.02 1372220.96 Agency Mortgage-Backed Securities FMAC 2051-07-01 3.0000% 1672582.61 1306283.43 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.5000% 1797257.53 1470684.48 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.0000% 1784921.93 1313077.54 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.0000% 1905195.79 1505405.91 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.0000% 2333893.89 1843942.70 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.0000% 2451871.98 2028931.73 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.5000% 1609340.71 1339471.39 Agency Mortgage-Backed Securities FMAC 2052-06-01 4.5000% 2190195.82 2088109.43 Agency Mortgage-Backed Securities FMAC 2052-06-01 4.5000% 2098555.02 2000102.06 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.5000% 1378761.57 1319252.74 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.0000% 1671456.71 1484821.65 Agency Mortgage-Backed Securities FMAC 2052-09-01 6.0000% 1512912.92 1535265.72 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.5000% 1571753.13 1567681.79 Agency Mortgage-Backed Securities FMAC 2052-09-01 6.0000% 2085090.73 1985313.45 Agency Mortgage-Backed Securities FMAC 2052-10-01 5.5000% 1608669.82 1601402.68 Agency Mortgage-Backed Securities FMAC 2052-10-01 4.5000% 1541656.56 1461155.12 Agency Mortgage-Backed Securities FMAC 2052-12-01 6.0000% 1263385.27 1289227.20 Agency Mortgage-Backed Securities FMAC 2052-12-01 6.0000% 1471400.34 1497819.66 Agency Mortgage-Backed Securities FMAC 2052-12-01 6.5000% 2156864.34 2090803.56 Agency Mortgage-Backed Securities FMAC 2053-02-01 6.0000% 1743718.16 1715851.38 Agency Mortgage-Backed Securities FMAC 2053-02-01 6.0000% 1340545.53 1311735.33 Agency Mortgage-Backed Securities FMAC 2053-02-01 6.0000% 1318613.02 1351634.02 Agency Mortgage-Backed Securities FMAC 2053-02-01 6.0000% 1358757.79 1387349.54 Agency Mortgage-Backed Securities FMAC 2053-03-01 6.0000% 1618311.33 1656584.56 Agency Mortgage-Backed Securities FMAC 2053-03-01 5.5000% 1483410.42 1487552.19 Agency Mortgage-Backed Securities FMAC 2053-03-01 4.5000% 1272613.28 1225378.78 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.0000% 1525246.97 1521035.61 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.5000% 1431551.06 1434191.03 Agency Mortgage-Backed Securities FMAC 2053-04-01 6.0000% 1469419.26 1490708.92 Agency Mortgage-Backed Securities FMAC 2053-04-01 6.0000% 1705385.67 1679480.11 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.5000% 1755932.97 1756434.08 Agency Mortgage-Backed Securities FMAC 2053-04-01 5.5000% 1473550.85 1475759.16 Agency Mortgage-Backed Securities FMAC 2053-04-01 4.5000% 1556717.85 1502936.74 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.0000% 1478521.52 1450028.89 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.5000% 2026502.32 2030927.52 Agency Mortgage-Backed Securities FMAC 2053-05-01 6.0000% 1820999.84 1851406.90 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.0000% 1629422.23 1608993.62 Agency Mortgage-Backed Securities FMAC 2053-05-01 5.5000% 1394068.18 1396515.23 Agency Mortgage-Backed Securities FMAC 2053-05-01 6.0000% 1980658.38 2012400.42 Agency Mortgage-Backed Securities FMAC 2053-06-01 5.5000% 1393472.55 1409130.07 Agency Mortgage-Backed Securities FMAC 2053-06-01 5.5000% 1299315.44 1299408.13 Agency Mortgage-Backed Securities FMAC 2050-03-01 3.5000% 5008314.14 1742849.50 Agency Mortgage-Backed Securities FMAC 2050-06-01 2.5000% 2827547.98 1440280.11 Agency Mortgage-Backed Securities FMAC 2050-12-01 1.5000% 2070244.39 1309505.51 Agency Mortgage-Backed Securities FMAC 2051-05-01 1.5000% 1962054.62 1306733.69 Agency Mortgage-Backed Securities FMAC 2051-05-01 3.5000% 2314447.02 1350631.35 Agency Mortgage-Backed Securities FMAC 2051-07-01 3.0000% 2818611.43 2008028.42 Agency Mortgage-Backed Securities FMAC 2052-06-01 4.0000% 1440279.47 1300937.81 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 1535712.38 1350069.92 Agency Mortgage-Backed Securities FMAC 2043-05-01 5.0000% 1690066.36 1674005.10 Agency Mortgage-Backed Securities FMAC 2038-04-01 5.0000% 1552893.52 1549728.92 Agency Mortgage-Backed Securities FMAC 2038-05-01 4.5000% 1523262.48 1501811.90 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.0000% 1808559.55 1811675.09 Agency Mortgage-Backed Securities FMAC 2038-04-01 4.5000% 1924638.02 1850266.75 Agency Mortgage-Backed Securities FMAC 2038-04-01 4.0000% 1708482.73 1653550.78 Agency Mortgage-Backed Securities Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 132200000.00 132200000.00 0.1657 N Y Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 5.06 06/01/2023 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2052-10-20 4.5000% 166598.91 158808.31 Agency Mortgage-Backed Securities GNMA 2052-10-20 3.5000% 247515.21 225329.53 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.5000% 9922747.03 9779807.48 Agency Mortgage-Backed Securities GNMA 2052-12-20 4.5000% 103378.59 99113.12 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 3779985.46 3768322.07 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 22445110.62 22539566.49 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 793328.15 793701.54 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 908815.84 916521.14 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.0000% 672657.65 653748.02 Agency Mortgage-Backed Securities GNMA 2052-11-20 3.5000% 529041.46 482887.74 Agency Mortgage-Backed Securities GNMA 2053-01-20 4.5000% 70625.51 68031.63 Agency Mortgage-Backed Securities GNMA 2053-01-20 2.5000% 370219.80 317398.43 Agency Mortgage-Backed Securities GNMA 2053-02-20 3.0000% 157698.03 140249.16 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 1385027.20 1377857.49 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 16932.27 17186.48 Agency Mortgage-Backed Securities GNMA 2052-12-20 7.0000% 217795.82 223685.76 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 239333.88 238864.91 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 844812.51 855218.89 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 298578.57 310284.20 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 160162.91 166073.51 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 272976.81 253065.19 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 278835.01 286922.10 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 236712.20 243219.65 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 493257.07 511658.87 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 694702.39 642335.63 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.5000% 17218.39 17233.64 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.5000% 47613.44 47528.01 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 130204.45 131267.41 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 74537.41 74748.00 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 142464.02 140036.05 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 264845.73 270747.62 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.5000% 486303.55 487170.04 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 13781.70 13890.79 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 45849.08 45969.72 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 353920.08 343598.33 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 272730.88 278694.05 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 439488.19 454750.45 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 286594.82 297487.30 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 469195.42 478845.64 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 379223.29 388434.33 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 300147.77 308464.80 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 14609.40 14768.43 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 30834.29 29810.46 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 362474.54 372477.85 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 284568.13 295542.69 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.0000% 212029.38 219999.00 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.0000% 123194.08 121419.58 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 527785.88 531959.30 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 134791.74 136323.19 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 566621.41 580667.31 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 492804.34 502463.72 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 314601.95 324114.91 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 294654.24 305842.25 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 69708.16 70809.44 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 32029.04 32026.51 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 26914.45 26989.18 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 31839.70 31866.10 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 287783.23 298020.82 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.5000% 20032.86 20044.03 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.5000% 32965.43 33012.34 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 282096.12 278585.91 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 16500.17 16704.17 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 383808.72 391349.68 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 792359.50 814632.70 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 2445265.58 2486259.60 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 303582.36 310354.94 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 265899.53 269091.58 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 293312.72 297723.17 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 499721.63 518197.73 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 278417.99 288437.53 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 308173.35 315111.13 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 273322.44 281549.56 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 389220.54 397675.51 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 103051.48 102992.70 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.0000% 322048.13 318838.66 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 290911.58 303308.24 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 269895.26 280619.58 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 340411.56 349951.86 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.0000% 276503.42 275611.43 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 17349.03 17978.30 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.0000% 984748.72 977755.17 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.5000% 715050.99 722517.21 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.0000% 587608.11 584024.28 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 1625682.23 1632242.26 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 187402.89 192838.27 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.0000% 282145.84 290096.97 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 344903.91 357261.62 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 497967.85 507599.70 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 396368.69 411213.58 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 319384.39 331657.37 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 285017.42 283036.22 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 733570.71 778735.61 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 99633.02 103172.81 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 329263.45 336028.54 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 14580.84 14623.00 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 13857.59 13879.86 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.5000% 649191.27 646367.89 Agency Mortgage-Backed Securities GNMA 2052-11-20 6.5000% 1741222.81 1846906.84 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.0000% 476789.96 491310.75 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 514024.02 534429.87 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 406908.32 414072.64 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 371303.23 379481.53 Agency Mortgage-Backed Securities GNMA 2052-12-20 7.5000% 474608.83 495904.33 Agency Mortgage-Backed Securities GNMA 2052-12-20 7.5000% 46597.45 48694.01 Agency Mortgage-Backed Securities GNMA 2052-12-20 7.5000% 253879.82 264911.59 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 268211.82 274560.06 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 292476.55 298169.64 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.0000% 350211.54 345614.02 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 739897.50 754078.56 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 2567669.50 2609970.48 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.0000% 366727.57 376139.24 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 553844.60 569664.24 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 455805.10 469766.95 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 302357.72 308318.95 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 272783.51 283696.78 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 267135.80 273549.83 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 63347.52 64550.98 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 1322340.52 1351947.30 Agency Mortgage-Backed Securities GNMA 2052-12-20 7.5000% 408869.43 425369.76 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.5000% 81481.15 78258.74 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 319593.57 318345.99 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 1350917.79 1377292.58 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 326773.19 332529.60 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 299827.53 304551.92 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 279722.22 291388.58 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 303596.64 311183.18 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.2500% 386631.65 400764.74 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 531193.23 537003.68 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.5000% 636389.86 641536.81 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 802755.01 799605.00 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 1310240.94 1298288.04 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 366542.20 375293.59 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 296236.93 298506.22 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 770229.35 692569.57 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 337043.35 345106.61 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 270056.84 280515.11 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 397375.96 364691.29 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 276871.00 289589.43 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.5000% 98390.41 98636.78 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 444616.80 465006.97 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 284013.86 296947.24 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 313455.85 327830.97 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 299303.14 312877.43 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 322612.18 336001.90 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 360977.80 375714.04 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 397739.30 415751.99 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.5000% 401511.05 419471.49 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 510044.95 521923.91 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 420736.30 421878.61 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 304353.47 306187.98 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 94999.99 94834.90 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 283120.04 259069.14 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 810647.04 825018.48 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 402354.09 390625.99 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 545896.51 556977.29 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 340615.97 340262.34 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 714956.06 712642.96 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 358122.87 320308.19 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 326972.31 339596.38 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 295575.82 306986.15 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 373639.31 370322.08 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 289549.70 288119.88 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 279890.93 277749.92 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 318799.71 331081.76 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 303867.16 315598.52 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 514814.70 534635.37 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 293970.13 305282.34 Agency Mortgage-Backed Securities GNMA 2053-01-20 7.0000% 326324.16 347916.26 Agency Mortgage-Backed Securities GNMA 2053-02-20 7.5000% 452939.87 470410.95 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 349912.45 352103.07 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 369478.84 376953.95 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 185293.95 181785.71 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 351206.64 348287.75 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.5000% 405424.01 412892.17 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 355952.86 358172.91 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 1551875.74 1536824.78 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 1335783.73 1340057.74 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 1337634.04 1372043.97 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 1320751.22 1309405.56 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 1352580.87 1343464.08 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.0000% 488974.42 484502.81 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.0000% 824150.01 808802.47 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 328304.84 324441.53 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.0000% 682988.64 673687.29 Agency Mortgage-Backed Securities GNMA 2053-02-20 6.0000% 334290.77 332945.41 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.0000% 314727.03 321288.76 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.5000% 264899.15 274901.76 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.5000% 458087.77 466688.99 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.5000% 195464.95 191761.08 Agency Mortgage-Backed Securities GNMA 2052-10-20 5.0000% 6282200.63 6051365.48 Agency Mortgage-Backed Securities GNMA 2053-01-20 5.5000% 6077289.52 6077784.16 Agency Mortgage-Backed Securities GNMA 2053-02-20 5.5000% 6966788.35 6879800.71 Agency Mortgage-Backed Securities U.S. TREASURY 2023-11-30 0.5000% 6796.18 6631.86 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 132375000.00 132375000.00 0.1660 N Y Y N N/A GOLDMAN SACHS & CO LLC REPO TRIPA MORTG 5.06 06/01/2023 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2034-05-01 4.0000% 1027568.00 6374.99 Agency Mortgage-Backed Securities FMAC 2034-06-01 5.0000% 862993.00 26675.97 Agency Mortgage-Backed Securities FMAC 2045-06-01 3.5000% 57191552.00 8760237.03 Agency Mortgage-Backed Securities FMAC 2042-08-01 4.0000% 675000.00 99413.32 Agency Mortgage-Backed Securities FMAC 2048-12-01 3.5000% 182008.00 29116.39 Agency Mortgage-Backed Securities FMAC 2037-10-01 6.0000% 23263648.00 135090.92 Agency Mortgage-Backed Securities FMAC 2038-10-01 7.0000% 1600000.00 10899.05 Agency Mortgage-Backed Securities FMAC 2044-03-01 4.5000% 2000000.00 221979.25 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 175000.00 25098.25 Agency Mortgage-Backed Securities FMAC 2024-12-01 5.5000% 7199774.00 13438.47 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.0000% 2244000.00 1713611.50 Agency Mortgage-Backed Securities FMAC 2049-06-01 5.5000% 126000.00 19137.48 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.0000% 379935.00 302122.50 Agency Mortgage-Backed Securities FMAC 2050-11-01 3.0000% 190000.00 83523.44 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.0000% 17809088.00 17071291.36 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.0000% 9000.00 6688.38 Agency Mortgage-Backed Securities FMAC 2052-06-01 4.0000% 399650.00 355184.38 Agency Mortgage-Backed Securities FNMA 2026-05-01 6.5000% 1439226.00 8930.59 Agency Mortgage-Backed Securities FNMA 2034-10-01 5.5000% 38488448.00 422144.49 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.5000% 21452544.00 7338302.74 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.5000% 92610.00 8344.84 Agency Mortgage-Backed Securities FNMA 2042-07-01 5.0000% 1008728.00 1005581.29 Agency Mortgage-Backed Securities FNMA 2050-01-01 3.5000% 100000.00 80681.53 Agency Mortgage-Backed Securities FNMA 2026-04-01 4.0000% 12810144.00 220990.82 Agency Mortgage-Backed Securities FNMA 2033-04-01 2.5000% 320000.00 53796.48 Agency Mortgage-Backed Securities FNMA 2034-08-01 3.0000% 520000.00 77058.60 Agency Mortgage-Backed Securities FNMA 2050-10-01 4.5000% 89000.00 23766.85 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 300000.00 12725.45 Agency Mortgage-Backed Securities FNMA 2040-10-01 4.5000% 2000000.00 192228.79 Agency Mortgage-Backed Securities GNMA 2041-03-15 4.0000% 1432616.00 73430.39 Agency Mortgage-Backed Securities GNMA 2042-07-15 3.0000% 1400000.00 186120.16 Agency Mortgage-Backed Securities GNMA 2030-05-20 3.5000% 248491.00 31832.92 Agency Mortgage-Backed Securities GNMA 2052-01-20 2.5000% 32644032.00 25786030.15 Agency Mortgage-Backed Securities GNMA 2050-05-20 3.5000% 190490.00 152119.31 Agency Mortgage-Backed Securities GNMA 2057-05-15 2.8300% 56846464.00 51251211.47 Agency Mortgage-Backed Securities GNMA 2062-09-15 2.5100% 438629.00 364106.72 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.0000% 1930272.00 667338.42 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.5000% 1423230.00 469126.65 Agency Mortgage-Backed Securities GNMA 2060-12-15 3.1200% 150000.00 130581.88 Agency Mortgage-Backed Securities GNMA 2050-05-20 4.0000% 351819.00 261233.16 Agency Mortgage-Backed Securities GNMA 2052-03-20 4.0000% 477385.00 386416.26 Agency Mortgage-Backed Securities GNMA 2047-02-20 3.5000% 1059776.00 966852.42 Agency Mortgage-Backed Securities GNMA 2053-03-20 6.5000% 5359520.00 5551705.37 Agency Mortgage-Backed Securities GNMA 2038-11-20 6.0000% 1672098.00 23970.61 Agency Mortgage-Backed Securities GNMA 2040-09-20 5.0000% 1884130.00 16396.47 Agency Mortgage-Backed Securities GNMA 2041-01-20 4.0000% 3485260.00 231346.50 Agency Mortgage-Backed Securities GNMA 2024-07-15 6.0000% 1134598.00 16569.82 Agency Mortgage-Backed Securities GNMA 2041-02-15 4.5000% 1000000.00 76871.49 Agency Mortgage-Backed Securities GNMA 2035-07-15 4.5000% 265539.00 13366.17 Agency Mortgage-Backed Securities GNMA 2039-08-15 5.5000% 16246976.00 644916.94 Agency Mortgage-Backed Securities USTR 2023-07-15 0.3750% 7102000.00 9218022.59 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 132200000.00 132200000.00 0.1657 N Y Y N N/A Putnam Money Market Fund 2023-06-06 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer