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)State Street Bank and Trust Co. cont.British Pound Buy 6/18/14 $3,611,795 $3,595,526 $16,269British Pound Sell 6/18/14 3,611,795 3,614,473 2,678Canadian Dollar Sell 4/16/14 3,626,869 3,660,054 33,185Euro Buy 6/18/14 4,895,733 4,894,974 759Japanese Yen Sell 5/21/14 1,688,204 1,706,820 18,616Mexican Peso Buy 4/16/14 1,305,226 1,291,404 13,822New Taiwan Dollar Sell 5/21/14 1,077,712 1,080,330 2,618New Zealand Dollar Buy 4/16/14 3,729,275 3,664,255 65,020Norwegian Krone Sell 6/18/14 263,552 264,442 890Singapore Dollar Sell 5/21/14 1,489,982 1,469,984 (19,998)Swedish Krona Buy 6/18/14 212,372 236,364 (23,992)Swiss Franc Sell 6/18/14 1,856,927 1,848,918 (8,009)UBS AGAustralian Dollar Sell 4/16/14 3,141,974 2,960,000 (181,974)British Pound Sell 6/18/14 9,349,645 9,373,893 24,248Canadian Dollar Sell 4/16/14 3,764,225 3,883,211 118,986Euro Sell 6/18/14 11,514,016 11,505,074 (8,942)Japanese Yen Sell 5/21/14 1,688,204 1,707,081 18,877Mexican Peso Buy 4/16/14 917,127 904,799 12,328Mexican Peso Sell 4/16/14 917,127 890,069 (27,058)Norwegian Krone Sell 6/18/14 1,648,217 1,645,494 (2,723)Singapore Dollar Sell 5/21/14 50,323 49,647 (676)South African Rand Buy 4/16/14 1,116,701 1,074,774 41,927South African Rand Sell 4/16/14 1,116,701 1,041,290 (75,411)Swedish Krona Buy 6/18/14 1,800,347 1,806,374 (6,027)Swiss Franc Sell 6/18/14 2,643,908 2,631,591 (12,317)WestPac Banking Corp.Australian Dollar Buy 4/16/14 1,897,210 1,811,743 85,467British Pound Sell 6/18/14 1,859,965 1,861,415 1,450Canadian Dollar Sell 4/16/14 1,613,187 1,671,986 58,799Euro Buy 6/18/14 3,076,070 3,088,424 (12,354)Japanese Yen Sell 5/21/14 5,667,694 5,744,244 76,550Total $1,032,619FUTURES CONTRACTS OUTSTANDING at 3/31/14 (Unaudited)Number ofcontractsValueExpirationdateUnrealizedappreciation/(depreciation)Euro STOXX 50 Index (Short) 762 $32,542,838 Jun-14 $(1,697,999 )FTSE 100 Index (Short) 146 15,927,136 Jun-14 (200,626)MSCI EAFE Index Mini (Long) 223 21,129,250 Jun-14 524,719OMXS 30 Index (Short) 73 1,524,334 Apr-14 (50,191)Russell 2000 Index Mini (Long) 390 45,649,500 Jun-14 (70,918)Russell 2000 Index Mini (Short) 46 5,384,300 Jun-14 77,878Dynamic Asset Allocation Growth Fund 85
FUTURES CONTRACTS OUTSTANDING at 3/31/14 (Unaudited) cont.Number ofcontractsValueExpirationdateUnrealizedappreciation/(depreciation)S&P 500 Index (Long) 33 $15,382,950 Jun-14 $39,701S&P 500 Index E-Mini (Long) 3,034 282,859,820 Jun-14 585,562S&P 500 Index E-Mini (Short) 195 18,179,850 Jun-14 (93,404)S&P Mid Cap 400 Index E-Mini (Long) 488 67,095,120 Jun-14 184,451S&P Mid Cap 400 Index E-Mini (Short) 199 27,360,510 Jun-14 (315,851)SGX MSCI Singapore Index (Short) 12 681,898 Apr-14 (19,327)SPI 200 Index (Long) 290 36,260,657 Jun-14 267,482SPI 200 Index (Short) 16 2,000,588 Jun-14 (14,163)Tokyo Price Index (Short) 44 5,128,324 Jun-14 85,920U.S. Treasury Bond 30 yr (Long) 43 5,728,406 Jun-14 80,543U.S. Treasury Bond Ultra 30 yr (Long) 26 3,756,188 Jun-14 96,638U.S. Treasury Note 10 yr (Long) 75 9,262,500 Jun-14 (36,268)U.S. Treasury Note 10 yr (Short) 68 8,398,000 Jun-14 71,261U.S. Treasury Note 5 yr (Long) 199 23,671,672 Jun-14 (122,222)U.S. Treasury Note 5 yr (Short) 392 46,629,625 Jun-14 224,841U.S. Treasury Note 2 yr (Long) 75 16,467,188 Jun-14 (19,330)U.S. Treasury Note 2 yr (Short) 162 35,569,125 Jun-14 40,192Total $(361,111 )WRITTEN SWAP OPTIONS OUTSTANDING at 3/31/14 (premiums $553,651) (Unaudited)CounterpartyFixed Obligation % to receive or (pay)/Floating rate index/Maturity dateExpirationdate/strikeContractamountValueJPMorgan Chase Bank N.A.(6.00 Floor)/3 month USD-LIBOR-BBA/Mar-18 Mar-18/$6.00 $3,109,000 $534,198Total $534,198WRITTEN OPTIONS OUTSTANDING at 3/31/14 (premiums $62,321 ) (Unaudited)Expirationdate/strike priceContractamountiShares MSCI Emerging Markets Index (Put) May-14/$35.00 $76,741 $9,093MSCI Qatar Net TR USD (Call) May-14/1,586.95 2,300 25,965Total $35,058TBA SALE COMMITMENTS OUTSTANDING at 3/31/14 (proceeds receivable $31,110,547 ) (Unaudited)AgencyPrincipalamountSettlementdateFederal National Mortgage Association, 4 1/2s, April 1, 2044 $1,000,000 4/10/14 $1,066,875Federal National Mortgage Association, 4s, April 1, 2044 27,000,000 4/10/14 28,065,234Federal National Mortgage Association, 3s, April 1, 2044 2,000,000 4/10/14 1,930,781Total $31,062,890ValueValue86 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 36 and 37: 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 84 and 85: 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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