March - Putnam Investments

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FORWARD CURRENCY CONTRACTS at 3/31/14 (aggregate face value $309,280,393 ) (Unaudited) cont.CounterpartyCurrencyContracttypeDeliverydateValueAggregateface valueUnrealizedappreciation/(depreciation)Barclays Bank PLC cont.Norwegian Krone Sell 6/18/14 $1,817,540 $1,861,127 $43,587Singapore Dollar Sell 5/21/14 1,642,542 1,620,229 (22,313)South African Rand Sell 4/16/14 1,104,455 1,066,853 (37,602)Swedish Krona Buy 6/18/14 112,652 148,842 (36,190)Swiss Franc Sell 6/18/14 5,605,076 5,577,993 (27,083)Citibank, N.A.Australian Dollar Buy 4/16/14 1,881,089 1,807,071 74,018Australian Dollar Sell 4/16/14 1,852,738 1,822,827 (29,911)Brazilian Real Buy 4/2/14 1,135,654 1,053,478 82,176Brazilian Real Sell 4/2/14 1,135,654 1,061,941 (73,713)Canadian Dollar Buy 4/16/14 1,841,150 1,820,909 20,241Canadian Dollar Sell 4/16/14 1,841,150 1,833,205 (7,945)Chilean Peso Sell 4/16/14 1,031,555 1,002,044 (29,511)Danish Krone Sell 6/18/14 1,899,147 1,892,296 (6,851)Euro Buy 6/18/14 1,774,481 1,772,975 1,506Euro Sell 6/18/14 1,774,481 1,769,698 (4,783)Japanese Yen Sell 5/21/14 1,835,645 1,835,341 (304)New Zealand Dollar Buy 4/16/14 3,669,982 3,639,219 30,763Norwegian Krone Sell 6/18/14 1,649,199 1,654,968 5,769Swiss Franc Sell 6/18/14 3,475,824 3,461,066 (14,758)Credit Suisse InternationalAustralian Dollar Buy 4/16/14 1,850,700 1,769,895 80,805Australian Dollar Sell 4/16/14 1,850,700 1,743,218 (107,482)British Pound Sell 6/18/14 7,090,295 7,102,643 12,348Canadian Dollar Sell 4/16/14 3,366,172 3,405,069 38,897Euro Buy 6/18/14 3,789,747 3,787,763 1,984Indian Rupee Buy 5/21/14 1,048,573 960,650 87,923Japanese Yen Sell 5/21/14 7,532,539 7,635,125 102,586Mexican Peso Buy 4/16/14 917,135 907,111 10,024Mexican Peso Sell 4/16/14 917,135 889,852 (27,283)New Zealand Dollar Buy 4/16/14 1,319,606 1,299,592 20,014Norwegian Krone Sell 6/18/14 459,185 440,606 (18,579)Singapore Dollar Sell 5/21/14 1,274,856 1,257,571 (17,285)South African Rand Buy 4/16/14 1,116,691 1,074,810 41,881South African Rand Sell 4/16/14 1,116,691 1,034,645 (82,046)South Korean Won Sell 5/21/14 34,607 35,886 1,279Swedish Krona Buy 6/18/14 1,796,459 1,850,933 (54,474)Swiss Franc Sell 6/18/14 6,700,262 6,670,836 (29,426)Deutsche Bank AGAustralian Dollar Buy 4/16/14 2,044,896 2,008,413 36,483British Pound Sell 6/18/14 1,831,307 1,844,309 13,002Canadian Dollar Sell 4/16/14 1,623,044 1,694,413 71,369Euro Sell 6/18/14 10,520,158 10,497,211 (22,947)Dynamic Asset Allocation Growth Fund 83
FORWARD CURRENCY CONTRACTS at 3/31/14 (aggregate face value $309,280,393 ) (Unaudited) cont.CounterpartyCurrencyContracttypeDeliverydateValueAggregateface valueUnrealizedappreciation/(depreciation)Deutsche Bank AG cont.Japanese Yen Sell 5/21/14 $223,453 $226,480 $3,027New Zealand Dollar Buy 4/16/14 1,847,691 1,817,914 29,777Norwegian Krone Sell 6/18/14 1,648,217 1,645,636 (2,581)Swedish Krona Buy 6/18/14 1,830,702 1,848,887 (18,185)Swiss Franc Sell 6/18/14 2,669,941 2,655,560 (14,381)Goldman Sachs InternationalAustralian Dollar Buy 4/16/14 37,801 3,453 34,348British Pound Sell 6/18/14 3,654,116 3,650,658 (3,458)Canadian Dollar Sell 4/16/14 1,691,496 1,749,754 58,258Euro Buy 6/18/14 3,664,396 3,672,614 (8,218)Japanese Yen Sell 5/21/14 9,179,637 9,289,409 109,772HSBC Bank USA, National AssociationAustralian Dollar Buy 4/16/14 1,708,203 1,631,145 77,058Australian Dollar Sell 4/16/14 1,708,203 1,627,540 (80,663)British Pound Sell 6/18/14 1,830,974 1,824,729 (6,245)Canadian Dollar Sell 4/16/14 811,296 854,017 42,721Japanese Yen Sell 5/21/14 7,403,839 7,505,668 101,829Swedish Krona Buy 6/18/14 1,800,347 1,806,239 (5,892)JPMorgan Chase Bank N.A.Australian Dollar Sell 4/16/14 1,810,952 1,742,360 (68,592)British Pound Sell 6/18/14 2,526,108 2,529,315 3,207Canadian Dollar Sell 4/16/14 1,785,177 1,798,117 12,940Euro Sell 6/18/14 7,249,173 7,212,292 (36,881)Hungarian Forint Sell 6/18/14 1,081,841 1,066,610 (15,231)Indian Rupee Buy 5/21/14 1,114,337 1,067,396 46,941Mexican Peso Buy 4/16/14 701,673 697,402 4,271New Taiwan Dollar Sell 5/21/14 1,077,712 1,080,793 3,081New Zealand Dollar Buy 4/16/14 1,884,791 1,817,390 67,401Norwegian Krone Sell 6/18/14 317,784 322,617 4,833Singapore Dollar Sell 5/21/14 90,391 89,170 (1,221)Swedish Krona Buy 6/18/14 288,235 304,896 (16,661)Swiss Franc Sell 6/18/14 1,799,655 1,791,812 (7,843)Thai Baht Sell 5/21/14 1,800,734 1,796,897 (3,837)Royal Bank of Scotland PLC (The)Canadian Dollar Buy 4/16/14 5,253,892 5,245,999 7,893Canadian Dollar Sell 4/16/14 5,253,892 5,318,581 64,689Japanese Yen Sell 5/21/14 3,418,261 3,464,797 46,536Mexican Peso Buy 4/16/14 1,663,499 1,647,505 15,994Mexican Peso Sell 4/16/14 1,663,499 1,659,173 (4,326)State Street Bank and Trust Co.Australian Dollar Sell 4/16/14 1,972,535 1,890,125 (82,410)Brazilian Real Buy 4/2/14 1,135,654 1,049,452 86,202Brazilian Real Sell 4/2/14 1,135,654 1,062,204 (73,450)84 Dynamic Asset Allocation Growth Fund
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Putnam DynamicAsset AllocationGrowt
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Putnam Dynamic Asset Allocation Gro
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Interview withyour fund’sportfoli
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“The U.S. economy has been stucki
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of the fund positions us to take ad
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Your fund’s performanceThis secti
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Your fund’s expensesAs a mutual f
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Terms and definitionsImportant term
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Trustee approval of management cont
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necessary or desirable for the comi
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fees and total expenses (excluding
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of their Brokerage Committee and al
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The fund’s portfolio 3/31/14 (Una
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COMMON STOCKS (60.9%)* cont. Shares
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Page 34 and 35: COMMON STOCKS (60.9%)* cont. Shares
Page 46 and 47: CORPORATE BONDS AND NOTES (13.9%)*
Page 76 and 77: MORTGAGE-BACKED SECURITIES (2.8%)*
Page 78 and 79: MORTGAGE-BACKED SECURITIES (2.8%)*
Page 80 and 81: FOREIGN GOVERNMENT AND AGENCYBONDS
Page 82 and 83: Key to holding’s currency abbrevi
Page 86 and 87: FORWARD CURRENCY CONTRACTS at 3/31/
Page 88 and 89: CENTRALLY CLEARED INTEREST RATE SWA
Page 90 and 91: OTC TOTAL RETURN SWAP CONTRACTS OUT
Page 92 and 93: OTC CREDIT DEFAULT CONTRACTS OUTSTA
Page 94 and 95: Valuation inputsOther financial ins
Page 96 and 97: Statement of assets and liabilities
Page 98 and 99: Statement of changes in net assetsI
Page 100 and 101: Financial highlights (Continued)Rat
Page 102 and 103: securities under Accounting Standar
Page 104 and 105: Futures contracts are valued at the
Page 106 and 107: the other party may elect to termin
Page 108 and 109: Note 2: Management fee, administrat
Page 110 and 111: Note 3: Purchases and sales of secu
Page 112 and 113: At the close of the reporting perio
Page 114 and 115: The following is a summary of reali
Page 116 and 117: Shareholder meeting results (Unaudi
Page 118 and 119: Absolute ReturnAbsolute Return 100
Page 120 and 121: Putnam’s commitmentto confidentia
Page 122: This report is for the information
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March - Putnam Investments

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