Form N-MFP2 PUTNAM INVESTMENT FUNDS For: Apr 30

  
    N-MFP2
    
      
        
          0000932101
          XXXXXXXX
        
      
      
      
    
  
  
    
      2021-04-30
      0000932101
      S000052894
      7
      N
      N
    
    
      033-56339
      
        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
      Government/Agency
      Exempt Government
      N
      32
      59
      
        161230390.94
        161549604.06
        157487598.60
        156217819.09
        156111220.37
      
      
        165639367.00
        168107297.07
        163045006.44
        161775006.94
        161668251.10
      
      
        0.7740
        0.7705
        0.7598
        0.7586
        0.7584
      
      
        0.7952
        0.8018
        0.7866
        0.7855
        0.7854
      
      0.00
      201675476.33
      201638698.22
      43477789.66
      43425678.37
      201690809.52
      201690813.1300
      1.0000
      0.0006
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
    
    
      C000166400
      500.00
      143239623.26
      143242142.4630
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        662645.47
        854971.30
      
      
        3491328.37
        2059344.74
      
      
        1140295.73
        3701315.68
      
      
        966752.64
        2405934.61
      
      
        1636178.79
        1797389.93
      
      
        7455312.65
        10152676.36
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 53027.41
    
    
      C000166401
      500.00
      317169.83
      317192.9460
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        2.33
        0.00
      
      
        0.00
        36051.02
      
      
        2037.44
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        2039.77
        36051.02
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 117.67
    
    
      C000166402
      500.00
      1631662.59
      1631690.6640
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        241.59
        2283.64
      
      
        235.00
        3288.37
      
      
        4169.00
        70500.00
      
      
        66073.82
        10000.00
      
      
        85.00
        5787.64
      
      
        70719.41
        89576.01
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 595.22
    
    
      C000166403
      500.00
      55555619.69
      55553036.5800
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        1380892.48
        424068.53
      
      
        330424.40
        372587.16
      
      
        567906.33
        402816.03
      
      
        452381.37
        346398.46
      
      
        449997.95
        393346.57
      
      
        3015739.93
        1580347.17
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 14259.88
    
    
      C000166404
      5000000.00
      10400.57
      10401.1700
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        0.04
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.04
        0.00
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 2.57
    
    
      C000166406
      500.00
      9999.90
      10000.0000
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 2.22
    
    
      C000166407
      500.00
      926333.68
      926349.3100
      
        1.0002
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        794.05
        67423.50
      
      
        5714.30
        4129.72
      
      
        1900.77
        30.86
      
      
        1915.83
        1256.49
      
      
        1902.84
        0.00
      
      
        12179.68
        5417.07
      
      0.0001
      Y
      Putnam Investment Management, LLC Voluntary Expense Waiver 336.27
    
    
      FHLMC
      FREDDIE MAC 02.3750 01/13/2022
      3137EADB2
      US3137EADB22
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2022-01-13
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0006
      1016167.87
      1016167.87
      0.0050
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 01.2500 05/06/2021
      3135G0K69
      US3135G0K699
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      N
      N
      0.0012
      1407133.37
      1407133.37
      0.0070
      N
      N
      Y
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 01.1250 07/14/2021
      3130A8QS5
      US3130A8QS58
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-14
      2021-07-14
      2021-07-14
      N
      N
      N
      0.0012
      2004472.76
      2004472.76
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 01.1250 08/12/2021
      3137EAEC9
      US3137EAEC95
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-12
      2021-08-12
      2021-08-12
      N
      N
      N
      0.0013
      2005920.00
      2005920.00
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 01.2500 08/17/2021
      3135G0N82
      US3135G0N826
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-17
      2021-08-17
      2021-08-17
      N
      N
      N
      0.0013
      2157519.35
      2157519.35
      0.0107
      N
      N
      N
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 01.8750 11/29/2021
      3130AABG2
      US3130AABG20
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-11-29
      2021-11-29
      2021-11-29
      N
      N
      N
      0.0005
      2591849.37
      2591849.37
      0.0129
      N
      N
      N
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANK 02.7000 08/27/2021
      3133EJYF0
      US3133EJYF02
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-27
      2021-08-27
      2021-08-27
      N
      N
      N
      0.0012
      2016487.76
      2016487.76
      0.0100
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      US TREASURY FRN 00.2400 07/31/2021
      9128287G9
      US9128287G95
      U.S. Treasury Debt
      Y
      2021-05-01
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0024
      2351243.19
      2351243.19
      0.0117
      N
      Y
      Y
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANK 01.5500 08/16/2021
      3133EKZV1
      US3133EKZV16
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-16
      2021-08-16
      2021-08-16
      N
      N
      N
      0.0013
      2158906.85
      2158906.85
      0.0107
      N
      N
      N
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANK 00.1861 07/26/2021
      3133EKWY8
      US3133EKWY81
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-26
      2021-07-26
      2021-07-26
      N
      N
      N
      0.0019
      1000275.18
      1000275.18
      0.0050
      N
      N
      N
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 00.1300 02/28/2022
      3130AJC49
      US3130AJC491
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-02-28
      2022-02-28
      N
      N
      N
      0.0013
      1000782.92
      1000782.92
      0.0050
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.1100 12/03/2021
      3135G0Y72
      US3135G0Y724
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0011
      1325370.72
      1325370.72
      0.0066
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.1600 03/04/2022
      3134GVFL7
      US3134GVFL73
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-03-04
      2022-03-04
      N
      N
      N
      0.0016
      2002111.68
      2002111.68
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.1800 03/09/2022
      3135G0Z55
      US3135G0Z556
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-03-09
      2022-03-09
      N
      N
      N
      0.0018
      2002425.66
      2002425.66
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.3300 09/30/2021
      3134GVHV3
      US3134GVHV38
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0033
      2002120.60
      2002120.60
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.2300 03/16/2022
      3135G02K8
      US3135G02K83
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-03-16
      2022-03-16
      N
      N
      N
      0.0023
      2003649.62
      2003649.62
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FNMA
      FANNIE MAE 00.3600 04/07/2022
      3135G03B7
      US3135G03B75
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-04-07
      2022-04-07
      N
      N
      N
      0.0036
      2006460.44
      2006460.44
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.2700 05/05/2022
      3134GVQW1
      US3134GVQW10
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-05-05
      2022-05-05
      N
      N
      N
      0.0027
      2004392.78
      2004392.78
      0.0099
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 06/17/2021
      9127963H0
      US9127963H06
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-06-17
      2021-06-17
      2021-06-17
      N
      N
      N
      0.0009
      2149973.13
      2149973.13
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 00.1250 09/10/2021
      3130AK5A0
      US3130AK5A00
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-09-10
      2021-09-10
      2021-09-10
      N
      N
      N
      0.0014
      2150226.42
      2150226.42
      0.0107
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 09/09/2021
      9127964L0
      US9127964L09
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-09-09
      2021-09-09
      2021-09-09
      N
      N
      N
      0.0008
      2149845.91
      2149845.91
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUN 313313FD5 GDC 05/04/2021
      313313FD5
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0013
      2000000.00
      2000000.00
      0.0099
      N
      N
      Y
      N
      N/A
    
    
      FHLMC
      FREDDIE MAC 00.1050 08/19/2022
      3134GW2U9
      US3134GW2U94
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-05-01
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0011
      2252387.27
      2252387.27
      0.0112
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 10/07/2021
      9127964V8
      US9127964V80
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-10-07
      2021-10-07
      2021-10-07
      N
      N
      N
      0.0008
      2149812.48
      2149812.48
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      FHLB
      FEDERAL HOME LOAN BANK 00.1250 10/15/2021
      3130AKCN4
      US3130AKCN44
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-10-15
      2021-10-15
      2021-10-15
      N
      N
      N
      0.0013
      2000665.68
      2000665.68
      0.0099
      N
      N
      N
      N
      N/A
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORP
      FEDERAL FARM CREDIT BANKS FUN 313313MG0 GDC 09/28/2021
      313313MG0
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-09-28
      2021-09-28
      2021-09-28
      N
      N
      N
      0.0011
      2149823.23
      2149823.23
      0.0107
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 11/04/2021
      9127964W6
      US9127964W63
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-11-04
      2021-11-04
      2021-11-04
      N
      N
      N
      0.0010
      2149636.50
      2149636.50
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 12/02/2021
      9127965G0
      US9127965G05
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-12-02
      2021-12-02
      2021-12-02
      N
      N
      N
      0.0011
      2149618.38
      2149618.38
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      FANNIE MAE DISCOUNT NOTES
      FANNIE MAE DISCOUNT NOTES 313589GJ6 GDC 06/02/2021
      313589GJ6
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-06-02
      2021-06-02
      2021-06-02
      N
      N
      N
      0.0009
      2150000.00
      2150000.00
      0.0107
      N
      N
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 06/10/2021
      912796B24
      US912796B245
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-06-10
      2021-06-10
      2021-06-10
      N
      N
      N
      0.0005
      2149977.30
      2149977.30
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 07/08/2021
      912796B57
      US912796B575
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-08
      2021-07-08
      2021-07-08
      N
      N
      N
      0.0009
      1999945.00
      1999945.00
      0.0099
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 07/22/2021
      912796C49
      US912796C490
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-22
      2021-07-22
      2021-07-22
      N
      N
      N
      0.0009
      2149928.34
      2149928.34
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      FHLB
      FHLB 313385HX7 GDC 07/09/2021
      313385HX7
      NA
      U.S. Government Agency Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-09
      2021-07-09
      2021-07-09
      N
      N
      N
      0.0009
      2149959.99
      2149959.99
      0.0107
      N
      N
      N
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 12/30/2021
      912796A90
      US912796A908
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-12-30
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0006
      2149532.22
      2149532.22
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      TREASURY BILL 00.0000 08/05/2021
      912796C64
      US912796C649
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-08-05
      2021-08-05
      2021-08-05
      N
      N
      N
      0.0005
      2149888.29
      2149888.29
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      UNITED STATES OF AMERICA
      CASH MGMT BILL 00.0000 07/13/2021
      912796H93
      US912796H937
      U.S. Treasury Debt
      Y
      
        Moody's
        P-1
      
      
        S&P
        A-1+
      
      
        Fitch
        F1+
      
      2021-07-13
      2021-07-13
      2021-07-13
      N
      N
      N
      0.0005
      2149966.07
      2149966.07
      0.0107
      N
      Y
      Y
      N
      N/A
    
    
      CITIGROUP GLOBAL MARKETS INC.
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          
            2050-12-01
          
          3.0000%
          474302.03
          472556.90
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-02-01
          
          1.5000%
          162902.95
          157780.22
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          26566.11
          26522.21
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          1.5000%
          25812.09
          24877.79
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-11-01
          
          2.5000%
          2124.71
          2103.49
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          28624.00
          29849.55
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          14700.81
          9736.30
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          84091.36
          90022.02
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.0000%
          729242.01
          754232.91
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          322112.94
          321112.51
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          3.5000%
          89262.32
          96562.46
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.0000%
          280456.85
          279410.06
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          25387.70
          26220.86
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.0000%
          93697.50
          93824.54
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.5000%
          75206.73
          69958.84
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.5000%
          41459.03
          42860.57
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          2.5000%
          21543.21
          22303.11
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.5000%
          65219.91
          70566.13
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          4.0000%
          23947.72
          25724.45
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.0000%
          449684.52
          452548.69
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-02-01
          
          2.5000%
          38602.66
          40508.24
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.5000%
          191386.15
          202119.33
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.5000%
          50071.61
          54830.82
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          4.5000%
          75248.39
          84442.90
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-02-01
          
          3.0000%
          785552.14
          836967.74
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          3.0000%
          19970.92
          20881.92
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.5000%
          44543.15
          45776.89
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2050-12-01
          
          1.5000%
          32994.92
          31882.86
          Agency Mortgage-Backed Securities
        
        
          FMAC
          
            2051-01-01
          
          2.0000%
          742385.79
          739544.40
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          26808.38
          15300.79
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          247685.30
          250420.03
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.3400%
          82487.31
          80121.90
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          214457.60
          215884.79
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          96220.13
          103624.25
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          96580.84
          88119.63
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          109664.90
          119050.53
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          99922.57
          81772.72
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          176597.00
          192153.04
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          47617.70
          49248.66
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          8248.73
          8435.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          199171.80
          183739.17
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.0000%
          222381.09
          225098.80
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          245416.16
          264357.94
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          99120.88
          104250.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          293718.59
          308552.73
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          232583.94
          252646.59
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          225488.79
          243335.12
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          391173.30
          410391.46
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          96840.51
          100795.94
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          169648.93
          178411.18
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.0000%
          93375.30
          94503.64
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          97537.12
          97556.01
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          84973.56
          89879.11
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          134661.69
          147523.45
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          94438.81
          100481.01
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          158520.81
          168317.96
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          212048.89
          223862.35
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.0000%
          130225.11
          139148.38
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          128691.67
          136861.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          157394.04
          173272.07
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          5.0000%
          191190.41
          70056.91
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          96345.18
          102276.67
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          98902.94
          106409.89
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          295227.20
          308675.85
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          428059.73
          447823.93
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          231545.84
          241263.27
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          85668.52
          89274.76
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          3.5000%
          292374.78
          315231.65
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          5.0000%
          114902.93
          127808.14
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          92186.74
          96803.55
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          82873.19
          91835.10
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          158947.60
          167688.27
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          220559.60
          224120.89
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          98008.12
          107163.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          88489.66
          99224.56
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          8248.73
          8081.47
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          151851.30
          166628.01
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          195296.21
          162877.07
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          77538.07
          77137.91
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          169971.95
          177130.62
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          827660.10
          857859.07
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          767071.93
          770778.12
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          135763.80
          146037.78
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          90727.38
          94918.76
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          92551.50
          81086.54
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          110996.82
          120006.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.5000%
          85415.61
          94210.87
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          93916.92
          87917.28
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          4.5000%
          125957.71
          138657.82
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          4.0000%
          84477.65
          91170.81
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          246903.32
          264730.47
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          88933.20
          96082.97
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          95367.13
          100612.12
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          100270.75
          101464.30
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          94013.26
          95135.97
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.0000%
          175957.64
          188878.88
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.5000%
          346015.95
          372954.96
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          4.0000%
          87798.50
          94886.49
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.5000%
          242760.23
          266731.09
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          3.0000%
          118378.03
          127142.90
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          109119.24
          110413.42
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          528272.49
          556405.70
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.3000%
          214467.01
          207677.04
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.2800%
          276247.53
          268071.97
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-03-01
          
          2.3900%
          263959.39
          257755.10
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          1160255.11
          1270269.43
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.5000%
          1556559.62
          1659396.77
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          78609.83
          86535.14
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          366639.43
          319224.09
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.5000%
          1266536.96
          1312299.70
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.0000%
          1668250.24
          1672022.93
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.0000%
          14930.20
          14902.78
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          2238752.52
          2241911.04
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          2.5000%
          24746.19
          25476.21
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          975455.25
          1033006.43
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.5000%
          8248.73
          8543.58
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          1.5000%
          82899.75
          80616.05
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.0000%
          708050.61
          767801.74
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          4.0000%
          333074.11
          329251.88
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-11-01
          
          1.5000%
          68714.90
          65443.97
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-01-01
          
          3.0000%
          523794.42
          532737.95
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          2.5000%
          9073.60
          9057.33
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-12-01
          
          4.5000%
          28445.17
          23476.01
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-02-01
          
          2.0000%
          2668464.47
          2664233.22
          Agency Mortgage-Backed Securities
        
        
          U.S. TREASURY
          
            2048-02-15
          
          1.0000%
          207892.77
          281859.56
          U.S. Treasuries (including strips)
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      32500000.00
      32500000.00
      0.1611
      N
      Y
      Y
      N
      N/A
    
    
      BNP PARIBAS
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA
          
            2034-07-01
          
          3.5000%
          945842.00
          869156.73
          Agency Mortgage-Backed Securities
        
        
          U.S. TREASURY
          
            2023-01-31
          
          1.7500%
          21313200.00
          21998962.57
          U.S. Treasuries (including strips)
        
        
          U.S. TREASURY
          
            2023-02-15
          
          1.3750%
          10035000.00
          10281908.90
          U.S. Treasuries (including strips)
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      32500000.00
      32500000.00
      0.1611
      N
      Y
      Y
      N
      N/A
    
    
      BofA Securities, Inc.
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FNMA
          
            2051-04-01
          
          2.0000%
          11836602.80
          11980063.74
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-08-01
          
          3.0000%
          14312830.36
          11558272.00
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2051-04-01
          
          2.0000%
          10849191.33
          10957044.34
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      33819000.00
      33819000.00
      0.1677
      N
      Y
      Y
      N
      N/A
    
    
      HSBC SECURITIES (USA), INC.
      REPO TRIPA MORTG 0.01 05/03/2021
      TRIPARTY2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FMAC
          
            2035-04-01
          
          3.5000%
          3274952.00
          2978091.89
          Agency Mortgage-Backed Securities
        
        
          FNMA
          
            2050-09-01
          
          2.0000%
          29666304.00
          28737421.70
          Agency Mortgage-Backed Securities
        
        
          GNMA
          
            2045-06-15
          
          4.0000%
          1115233.00
          361473.28
          Agency Mortgage-Backed Securities
        
      
      Y
      2021-05-03
      2021-05-03
      2021-05-03
      N
      N
      N
      0.0001
      31448000.00
      31448000.00
      0.1559
      N
      Y
      Y
      N
      N/A
    
    
      Putnam Investment Funds
      2021-05-06
      /s/ Janet C. Smith
      Janet C. Smith
      Principal Accounting Officer
    
  

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