Company: PIM
Filing Date: 2025-12-01
Form Type: N-CSR
Source: 0001133228-25-012988
Chunk: 97

Company: PUTNAM MASTER INTERMEDIATE INCOME TRUST
Filing Date: 2025-12-01
Form: N-CSR
Chunk 97
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,974)

$

(100,044)

$

65,070

Non-

Investment

Grade

CMBX.

NA.BBB-.16

..

3.00%

Monthly

CITI

4/17/65

34,000

(5,460)

(7,729)

2,269

Investment

Grade

CMBX.

NA.BBB-.16

..

3.00%

Monthly

GSCO

4/17/65

12,000

(1,927)

(2,464)

537

Investment

Grade

CMBX.

NA.BBB-.16

..

3.00%

Monthly

MSCO

4/17/65

19,000

(3,051)

(4,319)

1,268

Investment

Grade

CMBX.NA.BBB-.6

3.00%

Monthly

BOFA

5/11/63

223,000

(7,163)

(13,732)

6,569

Investment

Grade

CMBX.NA.BBB-.8

3.00%

Monthly

JPHQ

10/17/57

26,000

(4,229)

(4,054)

(175)

Investment

Grade

Total

OTC

Swap

Contracts

..............................................

$929,792

$780,896

$148,896

Total

Credit

Default

Swap

Contracts

....................................

$1,651,192

$

1,209,335

$441,857

(a)

In

U.S.

dollars

unless

otherwise

indicated.

For

contracts

to

sell

protection,

the

notional

amount

is

equal

to

the

maximum

potential

amount

of

the

future

payments

and

no

recourse

provisions

have

been

entered

into

in

association

with

the

contracts.

(b)

Based

on

Standard

and

Poor's

(S&P)

Rating

for

single

name

swaps

and

internal

ratings

for

index

swaps.

Internal

ratings

based

on

mapping

into

equivalent

ratings

from

external

vendors.

(c)

Performance

triggers

for

settlement

of

contract

include

default,

bankruptcy

or

restructuring

for

single

name

swaps,

and

failure

to