which failed, probably becasue I am not defining the AM/PM symbols.
According to the table in the description of the Format property of datetime objects include the character a in the Format and/or InputFormat values to handle AM/PM. I had to make three additional changes to your InputFormat, each prompted by a warning and/or error message.
Using HH for hours in 24-hour clock notation is incompatible with also specifying the day period (AM/PM) so I changed it to hh (hour, 12-hour clock notation.)
Using MM (month) and DD (day of year) are incompatible, so I changed DD to dd (day of month).
Lower-case ss is for seconds, upper-case S are for the digits of fractional seconds.
s = '6/29/2020 12:39:32.910 AM'
t=datetime(s,'InputFormat', 'MM/dd/yyyy hh:mm:ss.SSS a')