0000869392-23-001213.txt : 20230530 0000869392-23-001213.hdr.sgml : 20230530 20230530165841 ACCESSION NUMBER: 0000869392-23-001213 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230530 DATE AS OF CHANGE: 20230530 PERIOD START: 20230930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM DIVERSIFIED INCOME TRUST CENTRAL INDEX KEY: 0000836622 IRS NUMBER: 043017475 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05635 FILM NUMBER: 23977421 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6177601000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 0000836622 S000005529 PUTNAM DIVERSIFIED INCOME TRUST C000015036 Class A Shares PDINX C000015037 Class B Shares PSIBX C000015038 Class C Shares PDVCX C000015039 Class M Shares PDVMX C000015040 Class R Shares PDVRX C000015041 Class 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B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2035-12-17 0 USD 0 USD 22413100 USD 1 2.68 USD 2025-12-15 XXXX -162270.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 22413100 NC USD -28464.64 -0.001965598017 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2035-12-17 0 USD 0 USD 22413100 USD 1 3.18 USD 2025-12-15 XXXX -28464.64 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24372300 NC USD -459417.86 -0.031724653267 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2035-12-31 0 USD 0 USD 24372300 USD 1 3.343 USD 2025-12-29 XXXX -459417.86 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24372300 NC USD 200584.03 0.013851135005 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. 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B4TYDEB6GKMZO031MB27 N/A 89145700 NC USD 739017.85 0.051032158500 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-03-17 0 USD 0 USD 89145700 USD 1 3.1625 USD 2027-03-15 XXXX 739017.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17126000 NC 139664.07 0.009644366448 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-03-16 0 USD 0 USD 17126000 AUD 1 4.565 AUD 2028-03-15 XXXX 139664.07 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17126000 NC -112876.04 -0.007794545104 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-03-16 0 USD 0 USD 17126000 AUD 1 4.565 AUD 2028-03-15 XXXX -112876.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8348800 NC USD 21873.86 0.001510478117 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 8348800 USD 1 2.8175 USD 2027-03-23 XXXX 21873.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 8348800 NC USD -423200.67 -0.029223710454 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 8348800 USD 1 2.8175 USD 2027-03-23 XXXX -423200.67 N N N CITIBANK N.A. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD -38586.48 -0.002664551828 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 11217000 USD 1 2.505 USD 2024-11-13 XXXX -38586.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28548700 NC USD -1394318.51 -0.096283307910 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 28548700 USD 1 3.27 USD 2023-10-17 XXXX -1394318.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28548700 NC USD -2016109.19 -0.139220458259 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 28548700 USD 1 3.27 USD 2023-10-17 XXXX -2016109.19 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC -535713.81 -0.036993195851 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 19590000 AUD 1 1.692 AUD 2025-01-29 XXXX -535713.81 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC 1819672.24 0.125655695827 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 19590000 AUD 1 1.692 AUD 2025-01-29 XXXX 1819672.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD -2046372.84 -0.141310285160 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 24024100 USD 1 1.275 USD 2030-03-05 XXXX -2046372.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD 3366497.13 0.232470183405 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 24024100 USD 1 1.275 USD 2030-03-05 XXXX 3366497.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD -2636250.39 -0.182043705371 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 54490500 USD 1 .925 USD 2030-03-26 XXXX -2636250.39 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD 6600434.26 0.455786565004 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 54490500 USD 1 .925 USD 2030-03-26 XXXX 6600434.26 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC 2203477.93 0.152159024272 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX 2203477.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC -710940.76 -0.049093322372 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX -710940.76 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD 3456212.68 0.238665403409 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 27749600 USD 1 .85 USD 2030-03-27 XXXX 3456212.68 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD -1388589.98 -0.095887729845 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 27749600 USD 1 .85 USD 2030-03-27 XXXX -1388589.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC 1917611.75 0.132418813386 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX 1917611.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC -619683.98 -0.042791674230 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX -619683.98 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD -856159.08 -0.059121232149 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 25233100 USD 1 1.625 USD 2041-01-22 XXXX -856159.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD 977782.62 0.067519827353 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 N/A 93496900 NC USD 1264078.09 0.087289682442 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 93496900 USD 1 1.29 USD 2024-03-18 XXXX 1264078.09 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 65447700 NC USD -2559659.55 -0.176754799445 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 65447700 USD 1 2.29 USD 2024-03-18 XXXX -2559659.55 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD -6751889.67 -0.466245170961 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-15 0 USD 0 USD 99263300 USD 1 2.35 USD 2026-04-13 XXXX -6751889.67 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD 5207352.72 0.359588674854 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-15 0 USD 0 USD 99263300 USD 1 2.35 USD 2026-04-13 XXXX 5207352.72 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 186994200 NC USD -7199276.7 -0.497139046970 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 186994200 USD 1 2.17 USD 2024-04-29 XXXX -7199276.7 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 373987700 NC USD 4446713.75 0.307063490951 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 373987700 USD 1 1.085 USD 2024-04-29 XXXX 4446713.75 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD 387942.7 0.026789005645 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 9949800 USD 1 2.427 USD 2031-06-03 XXXX 387942.7 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD -258296.81 -0.017836434868 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 9949800 USD 1 2.427 USD 2031-06-03 XXXX -258296.81 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC -363979.23 -0.025134231543 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX -363979.23 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC 740524.07 0.051136169057 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX 740524.07 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC -521834.73 -0.036034789488 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX -521834.73 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC 1076912 0.074365110227 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX 1076912 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 115832300 NC USD -840942.5 -0.058070466024 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 115832300 USD 1 1.39 USD 2024-12-09 XXXX -840942.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 115832300 NC USD 2295796.19 0.158533971883 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 115832300 USD 1 1.39 USD 2024-12-09 XXXX 2295796.19 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 81387600 NC USD -3446764.86 -0.238012993393 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 81387600 USD 1 1.7 USD 2024-01-11 XXXX -3446764.86 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 81387600 NC USD 1382775.32 0.095486204157 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 81387600 USD 1 1.7 USD 2024-01-11 XXXX 1382775.32 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13645200 NC USD 449063.53 0.031009645085 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 13645200 USD 1 1.81 USD 2027-01-12 XXXX 449063.53 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13645200 NC USD -822123.3 -0.056770924481 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 13645200 USD 1 1.81 USD 2027-01-12 XXXX -822123.3 N N N CITIBANK N.A. 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Smith NPORT Principal Financial Officer