March - Putnam Investments
March - Putnam Investments
March - Putnam Investments
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OTC TOTAL RETURN SWAP CONTRACTS OUTSTANDING at 3/31/14 (Unaudited) cont.Swap counterparty/Notional amountUpfrontpremiumreceived (paid)TerminationdatePaymentsreceived (paid) byfund per annumTotal returnreceived byor paid by fundUnrealizedappreciation/(depreciation)Barclays Bank PLC cont.$498,546 $— 1/12/38 (6.50%) 1 monthUSD-LIBOR83,855 — 1/12/39 (6.00%) 1 monthUSD-LIBOR75,979 — 1/12/39 (5.50%) 1 monthUSD-LIBOR37,939 — 1/12/39 (5.50%) 1 monthUSD-LIBOR37,939 — 1/12/39 (5.50%) 1 monthUSD-LIBOR76,286 — 1/12/39 (5.50%) 1 monthUSD-LIBOR197,976 — 1/12/39 (5.50%) 1 monthUSD-LIBOR76,286 — 1/12/39 (5.50%) 1 monthUSD-LIBOR65,838 — 1/12/41 5.00% (1 monthUSD-LIBOR)54,776 — 1/12/38 (6.50%) 1 monthUSD-LIBOR152,163 — 1/12/39 (5.50%) 1 monthUSD-LIBOR436,415 — 1/12/41 (5.00%) 1 monthUSD-LIBORCitibank, N.A.763,256 — 1/12/41 5.00% (1 monthUSD-LIBOR)baskets 642 — 12/19/14 (3 month USD-LIBOR-BBA plus0.15%)units 14,034 — 12/19/14 3 month USD-LIBOR-BBA minus0.10%Credit Suisse International2,914,264 — 1/12/41 4.50% (1 monthUSD-LIBOR)88 Dynamic Asset Allocation Growth FundSynthetic MBX Index6.50% 30 year FannieMae poolsSynthetic MBX Index6.00% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic MBX Index5.00% 30 year GinnieMae II poolsSynthetic MBX Index6.50% 30 year FannieMae poolsSynthetic MBX Index5.50% 30 year FannieMae poolsSynthetic TRS Index5.00% 30 year FannieMae poolsSynthetic MBX Index5.00% 30 year FannieMae poolsA basket(CGPUTQL2 ) ofcommon stocksRussell 1000 TotalReturn IndexSynthetic MBX Index4.50% 30 year GinnieMae II pools$(1,506 )(244)(190)(95)(95)(190)(494)(190)23(165)(380)358272511,082(387,481)1,640