0000928816-19-002022.txt : 20191227 0000928816-19-002022.hdr.sgml : 20191227 20191227115959 ACCESSION NUMBER: 0000928816-19-002022 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 18 CONFORMED PERIOD OF REPORT: 20191031 FILED AS OF DATE: 20191227 DATE AS OF CHANGE: 20191227 EFFECTIVENESS DATE: 20191227 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM FUNDS TRUST CENTRAL INDEX KEY: 0001005942 IRS NUMBER: 043299786 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-07513 FILM NUMBER: 191312770 BUSINESS ADDRESS: STREET 1: ONE POST STREET 2: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921010 MAIL ADDRESS: STREET 1: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 0001005942 S000029796 PUTNAM MULTI-CAP CORE FUND C000091525 CLASS A C000091526 CLASS B C000091527 CLASS C C000091528 CLASS M C000091529 CLASS R C000091530 CLASS Y C000203066 Class R6 Shares N-CSRS 1 a_multicapcore.htm PUTNAM FUNDS TRUST a_multicapcore.htm


UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES



Investment Company Act file number: (811–07513)
Exact name of registrant as specified in charter: Putnam Funds Trust
Address of principal executive offices: 100 Federal Street, Boston, Massachusetts 02110
Name and address of agent for service: Robert T. Burns, Vice President
100 Federal Street
Boston, Massachusetts 02110
Copy to:         Bryan Chegwidden, Esq.
Ropes & Gray LLP
1211 Avenue of the Americas
New York, New York 10036
Registrant's telephone number, including area code: (617) 292–1000
Date of fiscal year end: April 30, 2020
Date of reporting period: May 1, 2019 — October 31, 2019



Item 1. Report to Stockholders:

The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Investment Company Act of 1940:



Putnam
Multi-Cap Core
Fund

Semiannual report
10 | 31 | 19

 

IMPORTANT NOTICE: Delivery of paper fund reports

In accordance with regulations adopted by the Securities and Exchange Commission, beginning on January 1, 2021, reports like this one will no longer be sent by mail unless you specifically request it. Instead, they will be on Putnam’s website, and you will be notified by mail whenever a new one is available, and provided with a website link to access the report.

If you wish to stop receiving paper reports sooner, or if you wish to continue to receive paper reports free of charge after January 1, 2021, please see the back cover or insert for instructions. If you invest through a bank or broker, your choice will apply to all funds held in your account. If you invest directly with Putnam, your choice will apply to all Putnam funds in your account.

If you already receive these reports electronically, no action is required.


Message from the Trustees

December 6, 2019

Dear Fellow Shareholder:

We believe your mutual fund investment offers a number of advantages, such as investment diversification and daily liquidity. Putnam funds also include a commitment to active investing. Putnam’s portfolio managers and analysts take a research-intensive approach that incorporates risk management strategies designed to serve you through changing conditions.

To support your overall investment program, we believe that the counsel of a financial advisor is prudent. For over 80 years, Putnam has recognized the importance of professional investment advice. Your financial advisor can help in many ways, including defining and planning for goals, determining your appropriate level of risk, and reviewing your investments on a regular basis.

As always, your fund’s Board of Trustees remains committed to protecting the interests of Putnam shareholders like you. We thank you for investing with Putnam.




No matter what the stock market is doing from year to year, there are always opportunities for those who know how to find them. Portfolio Manager Gerard Sullivan has more than 30 years of investing experience and the flexibility to invest across the entire universe of publicly traded U.S. companies.

The best-performing stocks change from year to year

Sometimes stocks of small, fast-growing companies lead the market. At other times, it may be large undervalued companies. By investing in all types of stocks, the fund may benefit in changing markets, with less volatility than funds with a more narrow focus.

Source: Putnam, as of 12/31/18. Mid-cap growth stocks are represented by the Russell Midcap Growth Index, an unmanaged index of those companies in the Russell Midcap Index chosen for their growth orientation. Small-cap value stocks are represented by the Russell 2000 Value Index, an unmanaged index of those companies in the small-cap Russell 2000 Index chosen for their value orientation. Mid-cap value stocks are represented by the Russell Midcap Value Index, an unmanaged index of those companies in the Russell Midcap Index chosen for their value orientation. Small-cap growth stocks are represented by the Russell 2000 Growth Index, an unmanaged index of those companies in the small-cap Russell 2000 Index chosen for their growth orientation. Large-cap growth stocks are represented by the Russell 1000 Growth Index, an unmanaged index of those companies in the large-cap Russell 1000 Index chosen for their growth orientation. Large-cap value stocks are represented by the Russell 1000 Value Index, which is an unmanaged index of those companies in the large-cap Russell 1000 Index chosen for their value orientation. You cannot invest directly in an index. Past performance is not a guarantee of future results.

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Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will fluctuate, and you may have a gain or a loss when you sell your shares. Performance of class A shares assumes reinvestment of distributions and does not account for taxes. Fund returns in the bar chart do not reflect a sales charge of 5.75%; had they, returns would have been lower. See below and pages 8–9 for additional performance information. For a portion of the periods, the fund had expense limitations, without which returns would have been lower. To obtain the most recent month-end performance, visit putnam.com.

* Returns for the six-month period are not annualized, but cumulative.


This comparison shows your fund’s performance in the context of broad market indexes for the six months ended 10/31/19. See above and pages 8–9 for additional fund performance information. Index descriptions can be found on pages 13–14.

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Jerry, how were conditions for stock market investors during the reporting period?

The period began in May 2019, a tumultuous month for stocks, due to investor concerns over the escalating global trade conflict. The S&P 500 Index and Dow Jones Industrial Average suffered their worst May performance since 2010. Volatility continued through June and into July, when the Federal Reserve cut short-term interest rates for the first time since 2008. Stocks tumbled after Fed Chairman Jerome Powell described the cut as a “mid-cycle adjustment” and did not indicate any future cuts. In addition, signs of slowing growth continued to dampen investor sentiment.

Stocks struggled again in August, with trade conflict headlines sending the Dow Jones Industrial Average to its biggest intraday drop of the year. In the final two months of the period, stocks recovered somewhat after the Fed lowered short-term interest rates two more times. Following the October rate cut, the S&P 500 Index closed at a record high, and expectations of further monetary easing boosted stocks.

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Allocations are shown as a percentage of the fund’s net assets as of 10/31/19. Cash and net other assets, if any, represent the market value weights of cash, derivatives, short-term securities, and other unclassified assets in the portfolio. Summary information may differ from the portfolio schedule included in the financial statements due to the inclusion of derivative securities, any interest accruals, the exclusion of as-of trades, if any, the use of different classifications of securities for presentation purposes, and rounding. Holdings and allocations may vary over time.


This table shows the fund’s top 10 holdings by percentage of the fund’s net assets as of 10/31/19. Short-term investments and derivatives, if any, are excluded. Holdings may vary over time.

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How did the fund perform in this environment?

I am pleased to report that the fund delivered a return of 4.60% for the six-month period, outperforming its benchmark, the Russell 3000 Index, which returned 3.44%. The fund also outperformed the 2.53% average return for funds in its Lipper peer group.

During the period, we focused on a trend in stock valuations. We found that the gap between the market’s most expensive and least expensive stocks was the widest we had ever seen. We believed that this was unsustainable and that cheaper stocks were poised for meaningful appreciation.

We positioned the fund to take advantage of this opportunity. The fund was cheaper than its peers and the Russell 3000 Index based on many standard valuation metrics, such as price to earnings, price to book, and price to sales. Toward the end of the period, we saw a reversal, and the cheapest stocks began to outperform the most expensive stocks by a significant margin. This contributed to the fund’s outperformance for the period.

Could you provide some examples of stocks that helped fund performance during the period?

Among the top contributors for the period were two technology giants — Apple and Microsoft. Microsoft stock advanced due in large part to the success and growth of Azure, the company’s cloud computing business. Microsoft recently announced plans to reorganize the company to place a greater focus on its cloud-computing operations. The company also demonstrated ongoing success and competitive strength in its Office 365 software business and its video gaming platforms.

Apple stock has surged in 2019 due to solid revenue and earnings growth, and despite lower iPhone sales. Its most recent quarterly results, announced in October, exceeded analyst expectations. Key contributors to the company’s growth were Apple’s services business and wearable products, such as AirPods earbuds.

Another portfolio highlight was our investment in PulteGroup, a homebuilder. In October, the company reported better-than-expected third-quarter results, including a surprising increase in revenue. New home orders increased more than expected, due in part to growing demand for entry-level homes. Declining interest rates, which lead to lower mortgage rates, have also been beneficial for PulteGroup, which remained in the portfolio at the close of the period.

What were some holdings that detracted from the fund’s performance?

The stock of DXC Technology was the top detractor for the six-month reporting period. Formerly known as CSC, the company merged with Hewlett Packard’s services business in March 2017 to create DXC. The company’s stock struggled after it reported a disappointing outlook for earnings and revenue. At the close of the period, DXC was no longer a holding in the portfolio.

Cisco Systems, a computer networking and software company, also detracted from fund returns for the period. This company delivered a disappointing earnings forecast, a result of weakness in China’s economy and the ongoing U.S.–China trade conflict. Despite the recent weakness, Cisco has benefited from its increased focus on high-growth areas such as cloud computing.

Looking ahead to the second half of the fund’s fiscal year, where are you seeking opportunities?

Many companies that are growing more slowly offer attractive valuations and compelling

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opportunities, in our view. Examples can be found in the banking industry. We believe the bank stocks we own are very inexpensive relative to their earnings growth potential. These banks offer solid balance sheets, strong credit, moderate loan growth, and decent expense controls, in our view.

We believe energy is another area of opportunity, offering very inexpensive stocks as the sector has struggled. Likewise, we believe many health-care stocks offer attractive fundamentals but have been unfairly punished by presidential campaign rhetoric. Another area that interests us today is the metals and mining sector, where valuations are at historically low levels.

Thank you, Jerry, for your time and insights today.

The views expressed in this report are exclusively those of Putnam Management and are subject to change. They are not meant as investment advice.

Please note that the holdings discussed in this report may not have been held by the fund for the entire period. Portfolio composition is subject to review in accordance with the fund’s investment strategy and may vary in the future. Current and future portfolio holdings are subject to risk.


This chart shows the fund’s largest allocation shifts, by percentage, over the past six months. Allocations are shown as a percentage of the fund’s net assets. Current period summary information may differ from the portfolio schedule included in the financial statements due to the inclusion of derivative securities, any interest accruals, the exclusion of as-of trades, if any, the use of different classifications of securities for presentation purposes, and rounding. Holdings and allocations may vary over time.

Multi-Cap Core Fund 7 

 


Your fund’s performance

This section shows your fund’s performance, price, and distribution information for periods ended October 31, 2019, the end of the first half of its current fiscal year. In accordance with regulatory requirements for mutual funds, we also include performance information as of the most recent calendar quarter-end and expense information taken from the fund’s current prospectus. Performance should always be considered in light of a fund’s investment strategy. Data represent past performance. Past performance does not guarantee future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your shares. Performance information does not reflect any deduction for taxes a shareholder may owe on fund distributions or on the redemption of fund shares. For the most recent month-end performance, please visit the Individual Investors section at putnam.com or call Putnam at 1-800-225-1581. Class R, R6, and Y shares are not available to all investors. Effective November 25, 2019, class M shares will no longer be available for purchase and will convert automatically to class A shares. See the Terms and definitions section in this report for definitions of the share classes offered by your fund.

Fund performance Total return for periods ended 10/31/19

  Life of  Annual    Annual    Annual     
  fund  average  5 years  average  3 years  average  1 year  6 months 
Class A (9/24/10)                 
Before sales charge  239.86%  14.39%  56.12%  9.32%  51.42%  14.83%  12.19%  4.60% 
After sales charge  220.31  13.64  47.14  8.03  42.72  12.59  5.74  –1.41 
Class B (9/24/10)                 
Before CDSC  220.04  13.63  50.28  8.49  48.06  13.98  11.33  4.21 
After CDSC  220.04  13.63  48.28  8.20  45.06  13.20  6.33  –0.79 
Class C (9/24/10)                 
Before CDSC  217.49  13.53  50.31  8.49  48.02  13.97  11.29  4.21 
After CDSC  217.49  13.53  50.31  8.49  48.02  13.97  10.29  3.21 
Class M (9/24/10)                 
Before sales charge  224.77  13.82  52.25  8.77  49.20  14.27  11.60  4.35 
After sales charge  213.40  13.37  46.92  8.00  43.98  12.92  7.70  0.70 
Class R (9/24/10)                 
Net asset value  232.36  14.11  54.15  9.04  50.38  14.57  11.89  4.47 
Class R6 (5/22/18)                 
Net asset value  248.16  14.69  58.34  9.63  52.83  15.19  12.56  4.82 
Class Y (9/24/10)                 
Net asset value  247.62  14.67  58.10  9.59  52.59  15.13  12.43  4.74 

 

Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. After-sales-charge returns for class A and M shares reflect the deduction of the maximum 5.75% and 3.50% sales charge, respectively, levied at the time of purchase. Class B share returns after contingent deferred sales charge (CDSC) reflect the applicable CDSC, which is 5% in the first year, declining over time to 1% in the sixth year, and is eliminated thereafter. Class C share returns after CDSC reflect a 1% CDSC for the first year that is eliminated thereafter. Class R, R6, and Y shares have no initial sales charge or CDSC. Performance for class R6 shares prior to their inception is derived from the historical performance of class Y shares and has not been adjusted for the lower investor servicing fees applicable to class R6 shares; had it, returns would have been higher.

For a portion of the periods, the fund had expense limitations, without which returns would have been lower.

Class B share performance reflects conversion to class A shares after eight years.

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Comparative index returns For periods ended 10/31/19

  Life of  Annual    Annual    Annual     
  fund  average  5 years  average  3 years  average  1 year  6 months 
Russell 3000 Index  213.55%  13.38%  63.37%  10.31%  49.98%  14.47%  13.49%  3.44% 
Lipper Multi-Cap Core                 
Funds category average*  170.38  11.43  48.43  8.14  42.20  12.40  11.69  2.53 

 

Index and Lipper results should be compared with fund performance before sales charge, before CDSC, or at net asset value.

* Over the 6-month, 1-year, 3-year, 5-year, and life-of-fund periods ended 10/31/19, there were 753, 734, 626, 532, and 410 funds, respectively, in this Lipper category.

Fund price and distribution information For the six-month period ended 10/31/19

  Class A  Class B  Class C  Class M  Class R  Class R6  Class Y 
  Before  After  Net  Net  Before  After  Net  Net  Net 
  sales  sales  asset  asset  sales  sales  asset  asset  asset 
Share value  charge  charge  value  value  charge  charge  value  value  value 
4/30/19  $24.11  $25.58  $23.30  $23.27  $23.69  $24.55  $23.96  $24.28  $24.26 
10/31/19  25.22  26.76  24.28  24.25  24.72  25.62  25.03  25.45  25.41 

 

The classification of distributions, if any, is an estimate. Before-sales-charge share value and current dividend rate for class A and M shares, if applicable, do not take into account any sales charge levied at the time of purchase. After-sales-charge share value, current dividend rate, and current 30-day SEC yield, if applicable, are calculated assuming that the maximum sales charge (5.75% for class A shares and 3.50% for class M shares) was levied at the time of purchase. Final distribution information will appear on your year-end tax forms.

The fund made no distributions during the period.

Fund performance as of most recent calendar quarter Total return for periods ended 9/30/19

  Life of  Annual    Annual    Annual     
  fund  average  5 years  average  3 years  average  1 year  6 months 
Class A (9/24/10)                 
Before sales charge  229.35%  14.13%  53.66%  8.97%  45.42%  13.29%  0.64%  6.31% 
After sales charge  210.41  13.39  44.82  7.69  37.06  11.08  –5.15  0.19 
Class B (9/24/10)                 
Before CDSC  210.14  13.38  48.00  8.16  42.12  12.43  –0.11  5.94 
After CDSC  210.14  13.38  46.00  7.86  39.12  11.63  –5.09  0.94 
Class C (9/24/10)                 
Before CDSC  207.93  13.29  47.94  8.15  42.15  12.44  –0.11  5.95 
After CDSC  207.93  13.29  47.94  8.15  42.15  12.44  –1.10  4.95 
Class M (9/24/10)                 
Before sales charge  214.78  13.56  49.82  8.42  43.21  12.72  0.10  6.02 
After sales charge  203.76  13.11  44.57  7.65  38.20  11.39  –3.40  2.31 
Class R (9/24/10)                 
Net asset value  222.14  13.85  51.75  8.70  44.35  13.02  0.39  6.17 
Class R6 (5/22/18)                 
Net asset value  237.22  14.43  55.76  9.27  46.62  13.60  0.96  6.53 
Class Y (9/24/10)                 
Net asset value  236.81  14.42  55.57  9.24  46.44  13.56  0.88  6.44 

 

See the discussion following the fund performance table on page 8 for information about the calculation of fund performance.

 

Multi-Cap Core Fund 9 

 


Your fund’s expenses

As a mutual fund investor, you pay ongoing expenses, such as management fees, distribution fees (12b-1 fees), and other expenses. Using the following information, you can estimate how these expenses affect your investment and compare them with the expenses of other funds. You may also pay one-time transaction expenses, including sales charges (loads) and redemption fees, which are not shown in this section and would have resulted in higher total expenses. Effective November 25, 2019, class M shares will no longer be available for purchase and will convert automatically to class A shares. For more information, see your fund’s prospectus or talk to your financial representative.

Expense ratios

  Class A  Class B  Class C  Class M  Class R  Class R6  Class Y 
Total annual operating expenses for the               
fiscal year ended 4/30/19*  1.02%  1.77%  1.77%  1.52%  1.27%  0.65%†  0.77% 
Annualized expense ratio for the               
six-month period ended 10/31/19  0.99%  1.74%  1.74%  1.49%  1.24%  0.63%  0.74% 

 

Fiscal-year expense information in this table is taken from the most recent prospectus, is subject to change, and may differ from that shown for the annualized expense ratio and in the financial highlights of this report.

Expenses are shown as a percentage of average net assets.

* Restated to reflect current fees.

† Other expenses shown for class R6 shares have been annualized.

Expenses per $1,000

The following table shows the expenses you would have paid on a $1,000 investment in each class of the fund from 5/1/19 to 10/31/19. It also shows how much a $1,000 investment would be worth at the close of the period, assuming actual returns and expenses.

  Class A  Class B  Class C  Class M  Class R  Class R6  Class Y 
Expenses paid per $1,000*†  $5.09  $8.93  $8.93  $7.65  $6.37  $3.24  $3.81 
Ending value (after expenses)  $1,046.00  $1,042.10  $1,042.10  $1,043.50  $1,044.70  $1,048.20  $1,047.40 

 

* Expenses for each share class are calculated using the fund’s annualized expense ratio for each class, which represents the ongoing expenses as a percentage of average net assets for the six months ended 10/31/19. The expense ratio may differ for each share class.

† Expenses are calculated by multiplying the expense ratio by the average account value for the period; then multiplying the result by the number of days in the period; and then dividing that result by the number of days in the year.

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Estimate the expenses you paid

To estimate the ongoing expenses you paid for the six months ended 10/31/19, use the following calculation method. To find the value of your investment on 5/1/19, call Putnam at 1-800-225-1581.


Compare expenses using the SEC’s method

The Securities and Exchange Commission (SEC) has established guidelines to help investors assess fund expenses. Per these guidelines, the following table shows your fund’s expenses based on a $1,000 investment, assuming a hypothetical 5% annualized return. You can use this information to compare the ongoing expenses (but not transaction expenses or total costs) of investing in the fund with those of other funds. All mutual fund shareholder reports will provide this information to help you make this comparison. Please note that you cannot use this information to estimate your actual ending account balance and expenses paid during the period.

  Class A  Class B  Class C  Class M  Class R  Class R6  Class Y 
Expenses paid per $1,000*†  $5.03  $8.82  $8.82  $7.56  $6.29  $3.20  $3.76 
Ending value (after expenses)  $1,020.16  $1,016.39  $1,016.39  $1,017.65  $1,018.90  $1,021.97  $1,021.42 

 

* Expenses for each share class are calculated using the fund’s annualized expense ratio for each class, which represents the ongoing expenses as a percentage of average net assets for the six months ended 10/31/19. The expense ratio may differ for each share class.

† Expenses are calculated by multiplying the expense ratio by the average account value for the six-month period; then multiplying the result by the number of days in the six-month period; and then dividing that result by the number of days in the year.

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Consider these risks before investing

Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. You can lose money by investing in the fund.

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Terms and definitions

Important terms

Total return shows how the value of the fund’s shares changed over time, assuming you held the shares through the entire period and reinvested all distributions in the fund.

Before sales charge, or net asset value, is the price, or value, of one share of a mutual fund, without a sales charge. Before-sales-charge figures fluctuate with market conditions and are calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class.

After sales charge is the price of a mutual fund share plus the maximum sales charge levied at the time of purchase. After-sales-charge performance figures shown here assume the 5.75% maximum sales charge for class A shares and 3.50% for class M shares.

Contingent deferred sales charge (CDSC) is generally a charge applied at the time of the redemption of class B or C shares and assumes redemption at the end of the period. Your fund’s class B CDSC declines over time from a 5% maximum during the first year to 1% during the sixth year. After the sixth year, the CDSC no longer applies. The CDSC for class C shares is 1% for one year after purchase.

Share classes

Class A shares are generally subject to an initial sales charge and no CDSC (except on certain redemptions of shares bought without an initial sales charge).

Class B shares are closed to new investments and are only available by exchange from another Putnam fund or through dividend and/or capital gains reinvestment. They are not subject to an initial sales charge and may be subject to a CDSC.

Class C shares are not subject to an initial sales charge and are subject to a CDSC only if the shares are redeemed during the first year.

Class M shares have a lower initial sales charge and a higher 12b-1 fee than class A shares and no CDSC. Effective November 25, 2019, class M shares will no longer be available for purchase and will convert automatically to class A shares.

Class R shares are not subject to an initial sales charge or CDSC and are only available to employer-sponsored retirement plans.

Class R6 shares are not subject to an initial sales charge or CDSC and carry no 12b-1 fee. They are generally only available to employer-sponsored retirement plans, corporate and institutional clients, and clients in other approved programs.

Class Y shares are not subject to an initial sales charge or CDSC and carry no 12b-1 fee. They are generally only available to corporate and institutional clients and clients in other approved programs.

Comparative indexes

Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities.

ICE BofAML (Intercontinental Exchange Bank of America Merrill Lynch) U.S. 3-Month Treasury Bill Index is an unmanaged index that seeks to measure the performance of U.S. Treasury bills available in the marketplace.

Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies.

S&P 500 Index is an unmanaged index of common stock performance.

Indexes assume reinvestment of all distributions and do not account for fees. Securities and performance of a fund and an index will differ. You cannot invest directly in an index.

ICE Data Indices, LLC (“ICE BofAML”), used with permission. ICE BofAML permits use of the ICE BofAML indices and related data on an “as is” basis; makes no warranties regarding same; does not guarantee the suitability, quality, accuracy, timeliness, and/or completeness of the ICE BofAML indices or any data included in, related

Multi-Cap Core Fund 13 

 


to, or derived therefrom; assumes no liability in connection with the use of the foregoing; and does not sponsor, endorse, or recommend Putnam Investments, or any of its products or services.

Frank Russell Company is the source and owner of the trademarks, service marks, and copyrights related to the Russell Indexes. Russell® is a trademark of Frank Russell Company.

Lipper is a third-party industry-ranking entity that ranks mutual funds. Its rankings do not reflect sales charges. Lipper rankings are based on total return at net asset value relative to other funds that have similar current investment styles or objectives as determined by Lipper. Lipper may change a fund’s category assignment at its discretion. Lipper category averages reflect performance trends for funds within a category.


Other information for shareholders

Important notice regarding delivery of shareholder documents

In accordance with Securities and Exchange Commission (SEC) regulations, Putnam sends a single copy of annual and semiannual shareholder reports, prospectuses, and proxy statements to Putnam shareholders who share the same address, unless a shareholder requests otherwise. If you prefer to receive your own copy of these documents, please call Putnam at 1-800-225-1581, and Putnam will begin sending individual copies within 30 days.

Proxy voting

Putnam is committed to managing our mutual funds in the best interests of our shareholders. The Putnam funds’ proxy voting guidelines and procedures, as well as information regarding how your fund voted proxies relating to portfolio securities during the 12-month period ended June 30, 2019, are available in the Individual Investors section of putnam.com and on the SEC’s website, www.sec.gov. If you have questions about finding forms on the SEC’s website, you may call the SEC at 1-800-SEC-0330. You may also obtain the Putnam funds’ proxy voting guidelines and procedures at no charge by calling Putnam’s Shareholder Services at 1-800-225-1581.

Fund portfolio holdings

The fund will file a complete schedule of its portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT within 60 days of the end of such fiscal quarter. Shareholders may obtain the fund’s Form N-PORT on the SEC’s website at www.sec.gov.

Prior to its use of Form N-PORT, the fund filed its complete schedule of its portfolio holdings with the SEC on Form N-Q, which is available online at www.sec.gov.

Trustee and employee fund ownership

Putnam employees and members of the Board of Trustees place their faith, confidence, and, most importantly, investment dollars in Putnam mutual funds. As of October 31, 2019, Putnam employees had approximately $472,000,000 and the Trustees had approximately $74,000,000 invested in Putnam mutual funds. These amounts include investments by the Trustees’ and employees’ immediate family members as well as investments through retirement and deferred compensation plans.

14 Multi-Cap Core Fund 

 


Trustee approval of management contract

General conclusions

The Board of Trustees of The Putnam Funds oversees the management of each fund and, as required by law, determines annually whether to approve the continuance of your fund’s management contract with Putnam Investment Management, LLC (“Putnam Management”) and the sub-management contract with respect to your fund between Putnam Management and its affiliate, Putnam Investments Limited (“PIL”). The Board, with the assistance of its Contract Committee, requests and evaluates all information it deems reasonably necessary under the circumstances in connection with its annual contract review. The Contract Committee consists solely of Trustees who are not “interested persons” (as this term is defined in the Investment Company Act of 1940, as amended (the “1940 Act”)) of The Putnam Funds (“Independent Trustees”).

At the outset of the review process, members of the Board’s independent staff and independent legal counsel discussed with representatives of Putnam Management the annual contract review materials furnished to the Contract Committee during the course of the previous year’s review, identifying possible changes in these materials that might be necessary or desirable for the coming year. Following these discussions and in consultation with the Contract Committee, the Independent Trustees’ independent legal counsel requested that Putnam Management and its affiliates furnish specified information, together with any additional information that Putnam Management considered relevant, to the Contract Committee. Over the course of several months ending in June 2019, the Contract Committee met on a number of occasions with representatives of Putnam Management, and separately in executive session, to consider the information that Putnam Management provided. Throughout this process, the Contract Committee was assisted by the members of the Board’s independent staff and by independent legal counsel for The Putnam Funds and the Independent Trustees.

In May 2019, the Contract Committee met in executive session to discuss and consider its recommendations with respect to the continuance of the contracts. At the Trustees’ June 2019 meeting, the Contract Committee met in executive session with the other Independent Trustees to review a summary of the key financial, performance and other data that the Contract Committee considered in the course of its review. The Contract Committee then presented its written report, which summarized the key factors that the Committee had considered and set forth its recommendations. The Contract Committee recommended, and the Independent Trustees approved, the continuance of your fund’s management and sub-management contracts, effective July 1, 2019. (Because PIL is an affiliate of Putnam Management and Putnam Management remains fully responsible for all services provided by PIL, the Trustees have not attempted to evaluate PIL as a separate entity, and all subsequent references to Putnam Management below should be deemed to include reference to PIL as necessary or appropriate in the context.)

The Independent Trustees’ approval was based on the following conclusions:

• That the fee schedule in effect for your fund represented reasonable compensation in light of the nature and quality of the services being provided to the fund, the fees paid by competitive funds, the costs incurred by Putnam Management in providing services to the fund, and the application of certain reductions and waivers noted below; and

• That the fee schedule in effect for your fund represented an appropriate sharing between fund shareholders and Putnam Management of such economies of scale as may exist in the management of the fund at current asset levels.

These conclusions were based on a comprehensive consideration of all information provided to the Trustees and were not the result of any single factor. Some of the factors that figured particularly in the Trustees’ deliberations and how the Trustees considered these factors are described below, although individual Trustees may have evaluated the information presented differently, giving different weights to various factors. It is also important to recognize that the management arrangements for your fund and the other Putnam funds are the result of many years of review and discussion between the Independent Trustees and Putnam Management, that some aspects of the arrangements may receive greater scrutiny in some years than others, and that the Trustees’ conclusions may be based, in part, on their consideration of fee arrangements in previous

Multi-Cap Core Fund 15 

 


years. For example, with some minor exceptions, the funds’ current fee arrangements under the management contracts were first implemented at the beginning of 2010 following extensive review by the Contract Committee and discussions with representatives of Putnam Management, as well as approval by shareholders.

Management fee schedules and total expenses

The Trustees reviewed the management fee schedules in effect for all Putnam funds, including fee levels and breakpoints. The Trustees also reviewed the total expenses of each Putnam fund, recognizing that in most cases management fees represented the major, but not the sole, determinant of total costs to fund shareholders. (Two funds have implemented so-called “all-in” management fees covering substantially all routine fund operating costs.)

In reviewing fees and expenses, the Trustees generally focus their attention on material changes in circumstances — for example, changes in assets under management, changes in a fund’s investment strategy, changes in Putnam Management’s operating costs or profitability, or changes in competitive practices in the mutual fund industry — that suggest that consideration of fee changes might be warranted. The Trustees concluded that the circumstances did not indicate that changes to the management fee structure for your fund would be appropriate at this time.

Under its management contract, your fund has the benefit of breakpoints in its management fee schedule that provide shareholders with economies of scale in the form of reduced fee rates as assets under management in the Putnam family of funds increase. The Trustees concluded that the fee schedule in effect for your fund represented an appropriate sharing of economies of scale between fund shareholders and Putnam Management.

As in the past, the Trustees also focused on the competitiveness of each fund’s total expense ratio. In order to support the effort to have fund expenses meet competitive standards, the Trustees and Putnam Management and the funds’ investor servicing agent, Putnam Investor Services, Inc. (“PSERV”), have implemented expense limitations that were in effect during your fund’s fiscal year ending in 2018. These expense limitations were: (i) a contractual expense limitation applicable to all open-end funds of 25 basis points on investor servicing fees and expenses and (ii) a contractual expense limitation applicable to specified open-end funds, including your fund, of 20 basis points on so-called “other expenses” (i.e., all expenses exclusive of management fees, distribution fees, investor servicing fees, investment-related expenses, interest, taxes, brokerage commissions, acquired fund fees and expenses and extraordinary expenses). These expense limitations attempt to maintain competitive expense levels for the funds. Most funds, including your fund, had sufficiently low expenses that these expense limitations were not operative during their fiscal years ending in 2018. Putnam Management and PSERV have agreed to maintain these expense limitations until at least August 30, 2020. The support of Putnam Management and PSERV for these expense limitation arrangements was an important factor in the Trustees’ decision to approve the continuance of your fund’s management and sub-management contracts.

The Trustees reviewed comparative fee and expense information for a custom group of competitive funds selected by Broadridge Financial Solutions, Inc. (“Broadridge”). This comparative information included your fund’s percentile ranking for effective management fees and total expenses (excluding any applicable 12b-1 fees), which provides a general indication of your fund’s relative standing. In the custom peer group, your fund ranked in the first quintile in effective management fees (determined for your fund and the other funds in the custom peer group based on fund asset size and the applicable contractual management fee schedule) and in the second quintile in total expenses (excluding any applicable 12b-1 fees) as of December 31, 2018. The first quintile represents the least expensive funds and the fifth quintile the most expensive funds. The fee and expense data reported by Broadridge as of December 31, 2018 reflected the most recent fiscal year-end data available in Broadridge’s database at that time.

In connection with their review of fund management fees and total expenses, the Trustees also reviewed the costs of the services provided and the profits realized by Putnam Management and its affiliates from their contractual relationships with the funds. This information included trends in revenues, expenses and profitability of Putnam Management and its affiliates relating to the investment management, investor servicing and distribution services provided to the funds. In this regard, the Trustees also reviewed an analysis of

16 Multi-Cap Core Fund 

 


Putnam Management’s revenues, expenses and profitability, allocated on a fund-by-fund basis, with respect to the funds’ management, distribution, and investor servicing contracts. For each fund, the analysis presented information about revenues, expenses and profitability for each of the agreements separately and for the agreements taken together on a combined basis. The Trustees concluded that, at current asset levels, the fee schedules in place represented reasonable compensation for the services being provided and represented an appropriate sharing between fund shareholders and Putnam Management of such economies of scale as may exist in the management of the Putnam funds at that time.

The information examined by the Trustees in connection with their annual contract review for the Putnam funds included information regarding fees charged by Putnam Management and its affiliates to institutional clients, including defined benefit pension and profit-sharing plans and sub-advised mutual funds. This information included, in cases where an institutional product’s investment strategy corresponds with a fund’s strategy, comparisons of those fees with fees charged to the Putnam funds, as well as an assessment of the differences in the services provided to these different types of clients as compared to the services provided to the Putnam funds. The Trustees observed that the differences in fee rates between these clients and the Putnam funds are by no means uniform when examined by individual asset sectors, suggesting that differences in the pricing of investment management services to these types of clients may reflect, among other things, historical competitive forces operating in separate markets. The Trustees considered the fact that in many cases fee rates across different asset classes are higher on average for mutual funds than for institutional clients, and the Trustees also considered the differences between the services that Putnam Management provides to the Putnam funds and those that it provides to its other clients. The Trustees did not rely on these comparisons to any significant extent in concluding that the management fees paid by your fund are reasonable.

Investment performance

The quality of the investment process provided by Putnam Management represented a major factor in the Trustees’ evaluation of the quality of services provided by Putnam Management under your fund’s management contract. The Trustees were assisted in their review of the Putnam funds’ investment process and performance by the work of the investment oversight committees of the Trustees and the full Board of Trustees, which meet on a regular basis with the funds’ portfolio teams and with the Chief Investment Officers and other senior members of Putnam Management’s Investment Division throughout the year. The Trustees concluded that Putnam Management generally provides a high-quality investment process — based on the experience and skills of the individuals assigned to the management of fund portfolios, the resources made available to them, and in general Putnam Management’s ability to attract and retain high-quality personnel — but also recognized that this does not guarantee favorable investment results for every fund in every time period.

The Trustees considered that, after a strong start to the year, 2018 was a mixed year for The Putnam Funds, with the Putnam open-end Funds’ performance, on an asset-weighted basis, ranking in the 54th percentile of their Lipper Inc. (“Lipper”) peers (excluding those Putnam funds that are evaluated based on their total returns versus selected investment benchmarks). The Trustees also noted that The Putnam Funds were ranked by the Barron’s/Lipper Fund Families survey as the 41st-best performing mutual fund complex out of 57 complexes for the one-year period ended December 31, 2018 and the 29th-best performing mutual fund complex out of 55 complexes for the five-year period ended December 31, 2018. The Trustees observed that The Putnam Funds’ performance over the longer-term continued to be strong, ranking 6th out of 49 mutual fund complexes in the survey over the ten-year period ended 2018. In addition, the Trustees noted that 22 of the funds were four- or five-star rated by Morningstar Inc. at the end of 2018. They also noted, however, the disappointing investment performance of some funds for periods ended December 31, 2018 and considered information provided by Putnam Management regarding the factors contributing to the underperformance and actions being taken to improve the performance of these particular funds. The Trustees indicated their intention to continue to monitor closely the performance of those funds, including the effectiveness of any efforts Putnam Management has undertaken to address underperformance and whether additional actions to address areas of underperformance are warranted.

Multi-Cap Core Fund 17 

 


For purposes of the Trustees’ evaluation of the Putnam Funds’ investment performance, the Trustees generally focus on a competitive industry ranking of each fund’s total net return over a one-year, three-year and five-year period. For a number of Putnam funds with relatively unique investment mandates for which Putnam Management informed the Trustees that meaningful competitive performance rankings are not considered to be available, the Trustees evaluated performance based on their total gross and net returns and comparisons of those returns with the returns of selected investment benchmarks. In the case of your fund, the Trustees considered that its class A share cumulative total return performance at net asset value was in the following quartiles of its Lipper peer group (Lipper Multi-Cap Core Funds) for the one-year, three-year and five-year periods ended December 31, 2018 (the first quartile representing the best-performing funds and the fourth quartile the worst-performing funds):

One-year period  3rd 
Three-year period  1st 
Five-year period  1st 

 

Over the one-year, three-year and five-year periods ended December 31, 2018, there were 760, 658 and 563 funds, respectively, in your fund’s Lipper peer group. (When considering performance information, shareholders should be mindful that past performance is not a guarantee of future results.)

The Trustees considered Putnam Management’s continued efforts to support fund performance through initiatives including structuring compensation for portfolio managers and research analysts to enhance accountability for fund performance, emphasizing accountability in the portfolio management process, and affirming its commitment to a fundamental-driven approach to investing. The Trustees noted further that Putnam Management had made selective hires in 2018 to strengthen its investment team.

Brokerage and soft-dollar allocations; investor servicing

The Trustees considered various potential benefits that Putnam Management may receive in connection with the services it provides under the management contract with your fund. These include benefits related to brokerage allocation and the use of soft dollars, whereby a portion of the commissions paid by a fund for brokerage may be used to acquire research services that are expected to be useful to Putnam Management in managing the assets of the fund and of other clients. Subject to policies established by the Trustees, soft dollars generated by these means are used predominantly to acquire brokerage and research services (including third-party research and market data) that enhance Putnam Management’s investment capabilities and supplement Putnam Management’s internal research efforts. However, the Trustees noted that a portion of available soft dollars continues to be used to pay fund expenses. The Trustees indicated their continued intent to monitor regulatory and industry developments in this area with the assistance of their Brokerage Committee. The Trustees also indicated their continued intent to monitor the allocation of the Putnam funds’ brokerage in order to ensure that the principle of seeking best price and execution remains paramount in the portfolio trading process.

Putnam Management may also receive benefits from payments that the funds make to Putnam Management’s affiliates for investor or distribution services. In conjunction with the annual review of your fund’s management and sub-management contracts, the Trustees reviewed your fund’s investor servicing agreement with PSERV and its distributor’s contracts and distribution plans with Putnam Retail Management Limited Partnership (“PRM”), both of which are affiliates of Putnam Management. The Trustees concluded that the fees payable by the funds to PSERV and PRM, as applicable, for such services are fair and reasonable in relation to the nature and quality of such services, the fees paid by competitive funds, and the costs incurred by PSERV and PRM, as applicable, in providing such services. Furthermore, the Trustees were of the view that the services provided were required for the operation of the funds, and that they were of a quality at least equal to those provided by other providers.

18 Multi-Cap Core Fund 

 


Financial statements

These sections of the report, as well as the accompanying Notes, constitute the fund’s financial statements.

The fund’s portfolio lists all the fund’s investments and their values as of the last day of the reporting period. Holdings are organized by asset type and industry sector, country, or state to show areas of concentration and diversification.

Statement of assets and liabilities shows how the fund’s net assets and share price are determined. All investment and non-investment assets are added together. Any unpaid expenses and other liabilities are subtracted from this total. The result is divided by the number of shares to determine the net asset value per share, which is calculated separately for each class of shares. (For funds with preferred shares, the amount subtracted from total assets includes the liquidation preference of preferred shares.)

Statement of operations shows the fund’s net investment gain or loss. This is done by first adding up all the fund’s earnings — from dividends and interest income — and subtracting its operating expenses to determine net investment income (or loss). Then, any net gain or loss the fund realized on the sales of its holdings — as well as any unrealized gains or losses over the period — is added to or subtracted from the net investment result to determine the fund’s net gain or loss for the fiscal period.

Statement of changes in net assets shows how the fund’s net assets were affected by the fund’s net investment gain or loss, by distributions to shareholders, and by changes in the number of the fund’s shares. It lists distributions and their sources (net investment income or realized capital gains) over the current reporting period and the most recent fiscal year-end. The distributions listed here may not match the sources listed in the Statement of operations because the distributions are determined on a tax basis and may be paid in a different period from the one in which they were earned. Dividend sources are estimated at the time of declaration. Actual results may vary. Any non-taxable return of capital cannot be determined until final tax calculations are completed after the end of the fund’s fiscal year.

Financial highlights provide an overview of the fund’s investment results, per-share distributions, expense ratios, net investment income ratios, and portfolio turnover in one summary table, reflecting the five most recent reporting periods. In a semiannual report, the highlights table also includes the current reporting period.

Multi-Cap Core Fund 19 

 


The fund’s portfolio 10/31/19 (Unaudited)

COMMON STOCKS (95.7%)*  Shares  Value 
Aerospace and defense (0.7%)     
Northrop Grumman Corp.  46,816  $16,501,704 
    16,501,704 
Airlines (2.0%)     
Air Canada (Canada) †   504,042  17,948,197 
American Airlines Group, Inc.  411,771  12,377,836 
Southwest Airlines Co.  367,234  20,612,844 
    50,938,877 
Auto components (0.9%)     
Magna International, Inc. (Canada)  305,769  16,441,199 
Pirelli & C. SpA (Italy)  1,287,273  7,481,613 
    23,922,812 
Automobiles (0.6%)     
General Motors Co.  395,351  14,691,243 
    14,691,243 
Banks (7.5%)     
Bank of America Corp.  2,029,045  63,448,237 
Citigroup, Inc.  509,853  36,638,037 
Hilltop Holdings, Inc.  190,975  4,461,176 
JPMorgan Chase & Co.  540,819  67,559,109 
Wells Fargo & Co.  343,176  17,718,177 
    189,824,736 
Beverages (1.6%)     
Coca-Cola Co. (The)  427,394  23,263,055 
Molson Coors Brewing Co. Class B  113,124  5,963,897 
PepsiCo, Inc.  80,779  11,080,455 
    40,307,407 
Biotechnology (3.6%)     
AbbVie, Inc.  239,789  19,075,215 
Amgen, Inc.  202,344  43,149,858 
Biogen, Inc. †   35,019  10,460,525 
Gilead Sciences, Inc.  300,568  19,149,187 
    91,834,785 
Building products (0.5%)     
Masco Corp.  278,135  12,863,744 
    12,863,744 
Capital markets (4.5%)     
Ameriprise Financial, Inc.  129,889  19,598,951 
Apollo Global Management, Inc.  383,546  15,786,753 
Goldman Sachs Group, Inc. (The)  139,669  29,802,571 
KKR & Co., Inc. Class A  410,613  11,837,973 
Morgan Stanley  325,737  15,000,189 
Raymond James Financial, Inc.  276,368  23,073,964 
    115,100,401 
Chemicals (1.3%)     
Celanese Corp.  157,025  19,023,579 
DuPont de Nemours, Inc.  85,113  5,609,798 
Eastman Chemical Co.  92,920  7,065,637 
    31,699,014 

 

20 Multi-Cap Core Fund 

 


COMMON STOCKS (95.7%)* cont.  Shares  Value 
Commercial services and supplies (0.8%)     
BrightView Holdings, Inc. † S   172,903  $3,077,673 
New Bigfoot Other Assets GmbH (acquired 8/2/13, cost $32) (Private)     
(Germany) † ∆∆ F  24  20 
New Middle East Other Assets GmbH (acquired 8/2/13, cost $13) (Private)     
(Germany) † ∆∆ F  10  8 
Republic Services, Inc.  190,241  16,647,990 
    19,725,691 
Communications equipment (2.1%)     
Cisco Systems, Inc.  1,104,534  52,476,410 
    52,476,410 
Consumer finance (1.0%)     
Capital One Financial Corp.  259,932  24,238,659 
    24,238,659 
Diversified financial services (2.0%)     
Berkshire Hathaway, Inc. Class B †   189,782  40,343,858 
Switchback Energy Acquisition Corp. (Units) †   226,990  2,274,440 
TPG Pace Holdings Corp. (Units) †   903,262  9,484,251 
    52,102,549 
Diversified telecommunication services (1.1%)     
AT&T, Inc.  727,295  27,993,585 
    27,993,585 
Electric utilities (1.4%)     
Entergy Corp.  169,315  20,568,386 
Exelon Corp.  344,934  15,691,048 
    36,259,434 
Electronic equipment, instruments, and components (0.3%)     
APi Group Corp. (British Virgin Islands) †   711,565  6,759,868 
    6,759,868 
Entertainment (1.9%)     
Live Nation Entertainment, Inc. † S   315,328  22,230,624 
Walt Disney Co. (The)  208,511  27,089,749 
    49,320,373 
Equity real estate investment trusts (REITs) (2.0%)     
Armada Hoffler Properties, Inc. R   753,634  14,123,101 
Easterly Government Properties, Inc. R   642,010  14,329,663 
Equity Commonwealth R   469,514  15,108,961 
Gaming and Leisure Properties, Inc. R   159,659  6,443,837 
    50,005,562 
Food and staples retail (2.8%)     
Kroger Co. (The)  314,593  7,751,572 
Walgreens Boots Alliance, Inc.  208,074  11,398,294 
Walmart, Inc.  436,635  51,199,820 
    70,349,686 
Food products (0.6%)     
Campbell Soup Co. S   313,697  14,527,308 
    14,527,308 
Health-care equipment and supplies (0.9%)     
Baxter International, Inc.  280,403  21,506,910 
RA Medical Systems, Inc. † S   83,800  126,538 
    21,633,448 

 

Multi-Cap Core Fund 21 

 


COMMON STOCKS (95.7%)* cont.  Shares  Value 
Health-care providers and services (3.4%)     
HCA Healthcare, Inc.  166,596  $22,247,230 
McKesson Corp.  115,013  15,296,729 
Tenet Healthcare Corp. †   406,472  10,300,000 
UnitedHealth Group, Inc.  147,543  37,284,116 
    85,128,075 
Health-care technology (0.3%)     
Change Healthcare, Inc. † S   603,898  7,983,532 
    7,983,532 
Hotels, restaurants, and leisure (0.3%)     
Bloomin’ Brands, Inc.  242,458  4,803,093 
Kura Sushi USA, Inc. Class A †   158,622  2,926,576 
    7,729,669 
Household durables (1.3%)     
Green Brick Partners, Inc. †   342,890  3,452,902 
HC Brillant Services GmbH (acquired 8/2/13, cost $32) (Private)     
(Germany) † ∆∆ F  48  40 
PulteGroup, Inc.  766,671  30,084,170 
    33,537,112 
Household products (1.2%)     
Procter & Gamble Co. (The)  252,598  31,450,977 
    31,450,977 
Independent power and renewable electricity producers (1.0%)     
NRG Energy, Inc.  635,236  25,485,668 
    25,485,668 
Industrial conglomerates (1.3%)     
Honeywell International, Inc.  183,525  31,700,273 
    31,700,273 
Insurance (1.3%)     
Assured Guaranty, Ltd.  338,256  15,870,972 
Lincoln National Corp.  248,446  14,032,230 
Sirius International Insurance Group, Ltd. (Bermuda) † S   565,612  4,100,687 
    34,003,889 
Interactive media and services (4.1%)     
Alphabet, Inc. Class C †   52,090  65,639,130 
Facebook, Inc. Class A †   203,603  39,020,515 
    104,659,645 
Internet and direct marketing retail (3.0%)     
Amazon.com, Inc. †   32,065  56,968,603 
Booking Holdings, Inc. †   8,876  18,184,883 
Global Fashion Group SA (acquired 8/2/13, cost $1,579,787) (Private)     
(Luxembourg) † ∆∆ F  6,992  15,089 
    75,168,575 
IT Services (3.0%)     
IBM Corp.  113,500  15,178,355 
Mastercard, Inc. Class A  49,042  13,575,316 
Priority Technology Holdings, Inc. †   272,753  943,725 
Visa, Inc. Class A  263,161  47,068,976 
    76,766,372 

 

22 Multi-Cap Core Fund 

 


COMMON STOCKS (95.7%)* cont.  Shares  Value 
Machinery (0.3%)     
Caterpillar, Inc.  63,919  $8,808,038 
    8,808,038 
Media (2.3%)     
Comcast Corp. Class A  855,245  38,332,081 
Discovery, Inc. Class A † S   450,462  12,142,203 
Liberty Global PLC Class A (United Kingdom) † S   286,527  7,206,154 
    57,680,438 
Metals and mining (0.8%)     
Freeport-McMoRan, Inc. (Indonesia)  600,128  5,893,257 
Largo Resources, Ltd. (Canada) † S   3,947,003  3,955,694 
Nucor Corp.  196,154  10,562,893 
    20,411,844 
Multiline retail (1.1%)     
Target Corp.  249,148  26,636,413 
    26,636,413 
Oil, gas, and consumable fuels (5.6%)     
Brigham Minerals, Inc. Class A  243,701  4,652,252 
ConocoPhillips  367,823  20,303,830 
Diamondback Energy, Inc. S   68,268  5,854,664 
Encana Corp. (Canada) S   1,041,324  4,092,403 
Energy Transfer LP  901,779  11,353,398 
Enterprise Products Partners LP  578,768  15,065,331 
Kimbell Royalty Partners LP  163,178  2,294,283 
Kinder Morgan, Inc.  950,496  18,990,910 
Plains GP Holdings LP Class A  277,384  5,148,247 
Rattler Midstream LP †   238,053  3,575,556 
Royal Dutch Shell PLC ADR Class A (United Kingdom) S   422,393  24,486,122 
Suncor Energy, Inc. (Canada)  364,160  10,811,910 
Valero Energy Corp.  168,790  16,369,254 
    142,998,160 
Pharmaceuticals (3.3%)     
Bristol-Myers Squibb Co. S   305,186  17,508,521 
Jazz Pharmaceuticals PLC †   111,787  14,043,801 
Johnson & Johnson  170,130  22,463,965 
Merck & Co., Inc.  331,298  28,710,285 
    82,726,572 
Real estate management and development (1.1%)     
CBRE Group, Inc. Class A †   293,779  15,731,865 
Kennedy-Wilson Holdings, Inc.  562,692  12,947,543 
    28,679,408 
Road and rail (0.7%)     
Union Pacific Corp.  101,785  16,841,346 
    16,841,346 
Semiconductors and semiconductor equipment (3.2%)     
Intel Corp.  611,062  34,543,335 
Lam Research Corp.  93,634  25,378,559 
Micron Technology, Inc. †   289,340  13,758,117 
ON Semiconductor Corp. †   381,186  7,776,194 
    81,456,205 

 

Multi-Cap Core Fund 23 

 


COMMON STOCKS (95.7%)* cont.  Shares  Value 
Software (8.1%)     
Dynatrace, Inc. †   146,267  $2,958,981 
Manhattan Associates, Inc. †   16,366  1,226,632 
Microsoft Corp.  1,194,450  171,248,299 
Oracle Corp.  530,329  28,897,627 
    204,331,539 
Specialty retail (2.4%)     
Best Buy Co., Inc.  264,847  19,023,960 
Home Depot, Inc. (The)  75,453  17,699,765 
Lowe’s Cos., Inc.  219,268  24,472,501 
    61,196,226 
Technology hardware, storage, and peripherals (5.7%)     
Apple, Inc.  581,761  144,718,866 
    144,718,866 
Thrifts and mortgage finance (0.3%)     
Radian Group, Inc.  330,556  8,296,956 
    8,296,956 
Trading companies and distributors (0.5%)     
United Rentals, Inc. †   91,286  12,193,071 
    12,193,071 
Total common stocks (cost $1,796,720,703)    $2,423,666,165 

 

INVESTMENT COMPANIES (3.1%)*  Shares  Value 
Health Care Select Sector SPDR Fund S   336,299  $31,864,330 
Industrial Select Sector SPDR Fund  435,190  34,166,767 
SPDR S&P Homebuilders ETF S   274,847  12,513,784 
Total investment companies (cost $70,919,690)    $78,544,881 

 

  Expiration  Strike     
WARRANTS (—%)* †   date  price  Warrants  Value 
APi Group Corp. (British Virgin Islands)  9/7/27  $0.33  711,565  $195,680 
Nesco Holdings, Inc.  1/1/25  11.50  102,286  76,715 
Sirius International Insurance Group,         
Ltd. (Bermuda)  11/5/23  18.88  464,490  74,318 
Total warrants (cost $407,477)        $346,713 

 

  Principal amount/   
SHORT-TERM INVESTMENTS (4.7%)*    shares  Value 
Putnam Cash Collateral Pool, LLC 2.07% d   Shares   102,975,028  $102,975,028 
Putnam Short Term Investment Fund 1.98% L   Shares   16,044,397  16,044,397 
U.S. Treasury Bills 1.629%, 4/16/20 ∆     $120,000  119,151 
Total short-term investments (cost $119,138,540)      $119,138,576 

 

TOTAL INVESTMENTS   
Total investments (cost $1,987,186,410)  $2,621,696,335 

 

Key to holding’s abbreviations

 

ADR  American Depository Receipts: represents ownership of foreign securities on deposit with a custodian bank 
ETF  Exchange Traded Fund 
SPDR  S&P Depository Receipts 

 

24 Multi-Cap Core Fund 

 


Notes to the fund’s portfolio

Unless noted otherwise, the notes to the fund’s portfolio are for the close of the fund’s reporting period, which ran from May 1, 2019 through October 31, 2019 (the reporting period). Within the following notes to the portfolio, references to “Putnam Management” represent Putnam Investment Management, LLC, the fund’s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC and references to “ASC 820” represent Accounting Standards Codification 820 Fair Value Measurements and Disclosures.

* Percentages indicated are based on net assets of $2,532,044,120.

† This security is non-income-producing.

∆∆ This security is restricted with regard to public resale. The total fair value of this security and any other restricted securities (excluding 144A securities), if any, held at the close of the reporting period was $15,157, or less than 0.1% of net assets.

∆ This security, in part or in entirety, was pledged and segregated with the custodian for collateral on certain derivative contracts at the close of the reporting period. Collateral at period end totaled $111,160 and is included in Investments in securities on the Statement of assets and liabilities (Notes 1 and 9).

d Affiliated company. See Notes 1 and 5 to the financial statements regarding securities lending. The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period.

F This security is valued by Putnam Management at fair value following procedures approved by the Trustees. Securities are classified as Level 3 for ASC 820 based on the securities’ valuation inputs. At the close of the reporting period, fair value pricing was also used for certain foreign securities in the portfolio (Note 1).

L Affiliated company (Note 5). The rate quoted in the security description is the annualized 7-day yield of the fund at the close of the reporting period.

R Real Estate Investment Trust.

S Security on loan, in part or in entirety, at the close of the reporting period (Note 1).

At the close of the reporting period, the fund maintained liquid assets totaling $9,415,724 to cover certain derivative contracts.

Unless otherwise noted, the rates quoted in Short-term investments security descriptions represent the weighted average yield to maturity.

The dates shown on debt obligations are the original maturity dates.

WRITTEN OPTIONS OUTSTANDING at 10/31/19 (premiums $168,232) (Unaudited)   
  Expiration  Notional  Contract   
Counterparty  date/strike price  amount  amount  Value 
Barclays Bank PLC         
Apollo Global Management,         
Inc. (Call)  Jan-20/$45.00  $3,157,342  $76,709  $57,280 
AT&T, Inc. (Call)  Jan-20/41.00  5,598,717  145,459  42,910 
Total        $100,190 

 

Multi-Cap Core Fund 25 

 


ASC 820 establishes a three-level hierarchy for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of the fund’s investments. The three levels are defined as follows:

Level 1: Valuations based on quoted prices for identical securities in active markets.

Level 2: Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly.

Level 3: Valuations based on inputs that are unobservable and significant to the fair value measurement.

The following is a summary of the inputs used to value the fund’s net assets as of the close of the reporting period:

       Valuation inputs   
Investments in securities:  Level 1  Level 2  Level 3 
Common stocks*:       
Communication services  $239,654,041  $—­  $—­ 
Consumer discretionary  235,385,308  7,481,613  15,129 
Consumer staples  156,635,378  —­  —­ 
Energy  142,998,160  —­  —­ 
Financials  423,567,190  —­  —­ 
Health care  289,306,412  —­  —­ 
Industrials  169,572,716  —­  28 
Information technology  559,749,392  6,759,868  —­ 
Materials  52,110,858  —­  —­ 
Real estate  78,684,970  —­  —­ 
Utilities  61,745,102  —­  —­ 
Total common stocks  2,409,409,527  14,241,481  15,157 
 
Investment companies  78,544,881  —­  —­ 
Warrants  151,033  195,680  —­ 
Short-term investments  16,044,397  103,094,179  —­ 
Totals by level  $2,504,149,838  $117,531,340  $15,157 
 
       Valuation inputs   
Other financial instruments:  Level 1  Level 2  Level 3 
Written options outstanding  $—­  $(100,190)  $—­ 
Totals by level  $—­  $(100,190)  $—­ 

 

* Common stock classifications are presented at the sector level, which may differ from the fund’s portfolio presentation.

At the start and close of the reporting period, Level 3 investments in securities represented less than 1% of the fund’s net assets and were not considered a significant portion of the fund’s portfolio.

The accompanying notes are an integral part of these financial statements.

26 Multi-Cap Core Fund 

 


Statement of assets and liabilities 10/31/19 (Unaudited)

ASSETS   
Investment in securities, at value, including $97,127,718 of securities on loan (Note 1):   
Unaffiliated issuers (identified cost $1,868,166,985)  $2,502,676,910 
Affiliated issuers (identified cost $119,019,425) (Notes 1 and 5)  119,019,425 
Foreign currency (cost $285) (Note 1)  288 
Dividends, interest and other receivables  2,929,983 
Receivable for shares of the fund sold  875,757 
Receivable for investments sold  18,048,840 
Prepaid assets  80,871 
Total assets  2,643,632,074 
 
LIABILITIES   
Payable for investments purchased  3,051,369 
Payable for shares of the fund repurchased  2,056,637 
Payable for compensation of Manager (Note 2)  1,206,895 
Payable for custodian fees (Note 2)  35,991 
Payable for investor servicing fees (Note 2)  568,079 
Payable for Trustee compensation and expenses (Note 2)  794,563 
Payable for administrative services (Note 2)  9,123 
Payable for distribution fees (Note 2)  541,996 
Written options outstanding, at value (premiums $168,232) (Note 1)  100,190 
Collateral on securities loaned, at value (Note 1)  102,975,028 
Other accrued expenses  248,083 
Total liabilities  111,587,954 
 
Net assets  $2,532,044,120 
 
REPRESENTED BY   
Paid-in capital (Unlimited shares authorized) (Notes 1 and 4)  $1,744,893,338 
Total distributable earnings (Note 1)  787,150,782 
Total — Representing net assets applicable to capital shares outstanding  $2,532,044,120 
 
COMPUTATION OF NET ASSET VALUE AND OFFERING PRICE   
Net asset value and redemption price per class A share   
($1,746,499,494 divided by 69,257,775 shares)  $25.22 
Offering price per class A share (100/94.25 of $25.22)*  $26.76 
Net asset value and offering price per class B share ($34,356,942 divided by 1,414,790 shares)**  $24.28 
Net asset value and offering price per class C share ($162,648,270 divided by 6,706,364 shares)**  $24.25 
Net asset value and redemption price per class M share ($20,509,419 divided by 829,748 shares)  $24.72 
Offering price per class M share (100/96.50 of $24.72)*  $25.62 
Net asset value, offering price and redemption price per class R share   
($3,915,439 divided by 156,450 shares)  $25.03 
Net asset value, offering price and redemption price per class R6 share   
($37,663,701 divided by 1,480,165 shares)  $25.45 
Net asset value, offering price and redemption price per class Y share   
($526,450,855 divided by 20,716,474 shares)  $25.41 

 

* On single retail sales of less than $50,000. On sales of $50,000 or more the offering price is reduced.

** Redemption price per share is equal to net asset value less any applicable contingent deferred sales charge.

The accompanying notes are an integral part of these financial statements.

Multi-Cap Core Fund 27 

 


Statement of operations Six months ended 10/31/19 (Unaudited)

INVESTMENT INCOME   
Dividends (net of foreign tax of $261,252)  $26,464,143 
Interest (including interest income of $87,032 from investments in affiliated issuers) (Note 5)  91,429 
Securities lending (net of expenses) (Notes 1 and 5)  184,492 
Total investment income  26,740,064 
 
EXPENSES   
Compensation of Manager (Note 2)  6,861,627 
Investor servicing fees (Note 2)  2,024,930 
Custodian fees (Note 2)  19,093 
Trustee compensation and expenses (Note 2)  49,339 
Distribution fees (Note 2)  3,229,883 
Administrative services (Note 2)  28,184 
Other  324,226 
Total expenses  12,537,282 
Expense reduction (Note 2)  (67,187) 
Net expenses  12,470,095 
 
Net investment income  14,269,969 
 
REALIZED AND UNREALIZED GAIN (LOSS)   
Net realized gain (loss) on:   
Securities from unaffiliated issuers (Notes 1 and 3)  21,974,733 
Foreign currency transactions (Note 1)  47,303 
Written options (Note 1)  280,449 
Total net realized gain  22,302,485 
Change in net unrealized appreciation (depreciation) on:   
Securities from unaffiliated issuers  73,819,370 
Assets and liabilities in foreign currencies  11 
Written options  (93,707) 
Total change in net unrealized appreciation  73,725,674 
 
Net gain on investments  96,028,159 
 
Net increase in net assets resulting from operations  $110,298,128 

 

The accompanying notes are an integral part of these financial statements.

28 Multi-Cap Core Fund 

 


Statement of changes in net assets

INCREASE (DECREASE) IN NET ASSETS  Six months ended 10/31/19*  Year ended 4/30/19 
Operations     
Net investment income  $14,269,969  $21,674,731 
Net realized gain on investments     
and foreign currency transactions  22,302,485  99,555,897 
Change in net unrealized appreciation of investments     
and assets and liabilities in foreign currencies  73,725,674  14,670,521 
Net increase in net assets resulting from operations  110,298,128  135,901,149 
Distributions to shareholders (Note 1):     
From ordinary income     
Net realized short-term gain on investments     
Class A  —  (1,488,292) 
Class B  —  (135,617) 
Class C  —  (1,104,760) 
Class M  —  (14,545) 
Class R  —  (20,812) 
Class R6  —  (69,479) 
Class Y  —  (2,627,987) 
From net realized long-term gain on investments     
Class A  —  (6,263,664) 
Class B  —  (282,082) 
Class C  —  (1,917,621) 
Class M  —  (69,362) 
Class R  —  (37,901) 
Class R6  —  (190,888) 
Class Y  —  (5,162,742) 
Increase (decrease) from capital share transactions     
(Notes 4 and 8)  (149,166,082)  1,812,756,272 
Total increase (decrease) in net assets  (38,867,954)  1,929,271,669 
 
NET ASSETS     
Beginning of period  2,570,912,074  641,640,405 
End of period  $2,532,044,120  $2,570,912,074 

 

* Unaudited.

The accompanying notes are an integral part of these financial statements.

Multi-Cap Core Fund 29 

 


Financial highlights (For a common share outstanding throughout the period)

  INVESTMENT OPERATIONS      LESS DISTRIBUTIONS          RATIOS AND SUPPLEMENTAL DATA   
                        Ratio of  Ratio of net   
  Net asset    Net realized      From            expenses  investment   
  value,    and unrealized  Total from  From net  net realized  From    Net asset  Total return  Net assets,  to average  income (loss)  Portfolio 
  beginning  Net investment  gain (loss) on  investment  investment  gain on  return of  Total  value, end  at net asset  end of period  net assets  to average  turnover 
Period ended­  of period­  income (loss)a  investments­  operations­  income­  investments­  capital­  distributions  of period­  value (%)b  (in thousands)  (%)c  net assets (%)  (%) 
Class A                             
October 31, 2019**   $24.11­  .14­  .97­  1.11­  —­  —­  —­  —­  $25.22­  4.60*  $1,746,499­  .50*  .58*  11* 
April 30, 2019­  22.66­  .21­  1.73­  1.94­  —­  (.49)  —­  (.49)  24.11­  8.66­  1,746,453­  1.03­d  .91­  41­ 
April 30, 2018  20.17­  .18­  2.88­  3.06­  (.24)  (.33)  —­  (.57)  22.66­  15.22­  172,995­  1.06­e  .80­  80­ 
April 30, 2017  16.65­  .18­  3.52­  3.70­  (.18)  —­  —­  (.18)  20.17­  22.28­  138,053­  1.05­  1.01­  76­ 
April 30, 2016  17.98­  .17­  (1.32)  (1.15)  (.13)  (.04)  (.01)  (.18)  16.65­  (6.46)  144,502­  1.07­f  .99­f  72­ 
April 30, 2015  16.17­  .12­  1.97­  2.09­  (.06)  (.22)  —­  (.28)  17.98­  12.98­  174,471­  1.14­  .69­  52­ 
Class B                             
October 31, 2019**   $23.30­  .05­  .93­  .98­  —­  —­  —­  —­  $24.28­  4.21*  $34,357­  .88*  .20*  11* 
April 30, 2019­  22.09­  .04­  1.66­  1.70­  —­  (.49)  —­  (.49)  23.30­  7.79­  38,063­  1.78­d  .19­  41­ 
April 30, 2018  19.68­  .01­  2.81­  2.82­  (.08)  (.33)  —­  (.41)  22.09­  14.41­  16,059­  1.81­e  .05­  80­ 
April 30, 2017  16.28­  .04­  3.43­  3.47­  (.07)  —­  —­  (.07)  19.68­  21.31­  14,546­  1.80­  .22­  76­ 
April 30, 2016  17.62­  .04­  (1.29)  (1.25)  (.05)  (.04)  —­g  (.09)  16.28­  (7.13)  10,786­  1.82­f  .23­f  72­ 
April 30, 2015  15.91­  (.01)  1.94­  1.93­  —­  (.22)  —­  (.22)  17.62­  12.16­  7,691­  1.89­  (.03)  52­ 
Class C                             
October 31, 2019**  $23.27­  .05­  .93­  .98­  —­  —­  —­  —­  $24.25­  4.21*  $162,648­  .88*  .20*  11* 
April 30, 2019­  22.06­  .05­  1.65­  1.70­  —­  (.49)  —­  (.49)  23.27­  7.80­  172,982­  1.78­d  .21­  41­ 
April 30, 2018  19.65­  .01­  2.81­  2.82­  (.08)  (.33)  —­  (.41)  22.06­  14.41­  129,480­  1.81­e  .05­  80­ 
April 30, 2017  16.23­  .04­  3.42­  3.46­  (.04)  —­  —­  (.04)  19.65­  21.35­  113,298­  1.80­  .24­  76­ 
April 30, 2016  17.57­  .04­  (1.29)  (1.25)  (.05)  (.04)  —­g  (.09)  16.23­  (7.13)  108,812­  1.82­f  .22­f  72­ 
April 30, 2015  15.88­  (.01)  1.93­  1.92­  (.01)  (.22)  —­  (.23)  17.57­  12.14­  78,033­  1.89­  (.08)  52­ 
Class M                             
October 31, 2019**   $23.69­  .08­  .95­  1.03­  —­  —­  —­  —­  $24.72­  4.35*  $20,509­  .75*  .33*  11* 
April 30, 2019­  22.39­  .09­  1.70­  1.79­  —­  (.49)  —­  (.49)  23.69­  8.09­  20,314­  1.53­d  .41­  41­ 
April 30, 2018  19.94­  .06­  2.86­  2.92­  (.14)  (.33)  —­  (.47)  22.39­  14.69­  1,654­  1.56­e  .27­  80­ 
April 30, 2017  16.46­  .11­  3.45­  3.56­  (.08)  —­  —­  (.08)  19.94­  21.64­  1,151­  1.55­  .60­  76­ 
April 30, 2016  17.75­  .08­  (1.31)  (1.23)  (.02)  (.04)  —­g  (.06)  16.46­  (6.91)  2,513­  1.57­f  .49­f  72­ 
April 30, 2015  16.03­  .03­  1.96­  1.99­  (.05)  (.22)  —­  (.27)  17.75­  12.43­  3,575­  1.64­  .18­  52­ 
Class R                             
October 31, 2019**  $23.96­  .11­  .96­  1.07­  —­  —­  —­  —­  $25.03­  4.47*  $3,915­  .63*  .45*  11* 
April 30, 2019­  22.58­  .16­  1.71­  1.87­  —­  (.49)  —­  (.49)  23.96­  8.38­  4,395­  1.28­d  .69­  41­ 
April 30, 2018  20.10­  .12­  2.88­  3.00­  (.19)  (.33)  —­  (.52)  22.58­  15.00­  2,334­  1.31­e  .53­  80­ 
April 30, 2017  16.61­  .13­  3.50­  3.63­  (.14)  —­  —­  (.14)  20.10­  21.89­  1,868­  1.30­  .72­  76­ 
April 30, 2016  17.93­  .13­  (1.32)  (1.19)  (.09)  (.04)  —­g  (.13)  16.61­  (6.64)  1,855­  1.32­f  .75­f  72­ 
April 30, 2015  16.16­  .07­  1.97­  2.04­  (.05)  (.22)  —­  (.27)  17.93­  12.66­  2,222­  1.39­  .42­  52­ 
Class R6                             
October 31, 2019**  $24.28­  .18­  .99­  1.17­  —­  —­  —­  —­  $25.45­  4.82*  $37,664­  .32*  .76*  11* 
April 30, 2019†  23.57­  .28­  .92­  1.20­  —­  (.49)  —­  (.49)  24.28­  5.19*  39,959­  .62*d  1.23*  41­ 

 

See notes to financial highlights at the end of this section.

The accompanying notes are an integral part of these financial statements.

30 Multi-Cap Core Fund  Multi-Cap Core Fund 31 

 


Financial highlights cont.

  INVESTMENT OPERATIONS      LESS DISTRIBUTIONS          RATIOS AND SUPPLEMENTAL DATA   
                        Ratio of  Ratio of net   
  Net asset    Net realized      From            expenses  investment   
  value,    and unrealized  Total from  From net  net realized  From    Net asset  Total return  Net assets,  to average  income (loss)  Portfolio 
  beginning  Net investment  gain (loss) on  investment  investment  gain on  return of  Total  value, end  at net asset  end of period  net assets  to average  turnover 
Period ended­  of period­  income (loss)a  investments­  operations­  income­  investments­  capital­  distributions  of period­  value (%)b  (in thousands)  (%)c  net assets (%)  (%) 
Class Y                             
October 31, 2019**   $24.26­  .17­  .98­  1.15­  —­  —­  —­  —­  $25.41­  4.74*  $526,451­  .38*  .71*  11* 
April 30, 2019­  22.75­  .28­  1.72­  2.00­  —­  (.49)  —­  (.49)  24.26­  8.90­  548,746­  .78­d  1.20­  41­ 
April 30, 2018  20.24­  .24­  2.89­  3.13­  (.29)  (.33)  —­  (.62)  22.75­  15.54­  319,118­  .81­e  1.11­  80­ 
April 30, 2017  16.71­  .22­  3.54­  3.76­  (.23)  —­  —­  (.23)  20.24­  22.58­  306,524­  .80­  1.19­  76­ 
April 30, 2016  18.04­  .21­  (1.32)  (1.11)  (.17)  (.04)  (.01)  (.22)  16.71­  (6.22)  207,093­  .82­f  1.23­f  72­ 
April 30, 2015  16.20­  .16­  1.98­  2.14­  (.08)  (.22)  —­  (.30)  18.04­  13.24­  179,176­  .89­  .91­  52­ 

 

* Not annualized.

** Unaudited.

† For the period May 22, 2018 (commencement of operations) to April 30, 2019.

a Per share net investment income has been determined on the basis of the weighted average number of shares outstanding during the period.

b Total return assumes dividend reinvestment and does not reflect the effect of sales charges.

c Includes amounts paid through expense offset and brokerage/service arrangements, if any (Note 2). Also excludes acquired fund fees and expenses, if any.

d Includes one-time merger costs of 0.01% as a percentage of average net assets.

e Includes one-time merger costs of 0.04% as a percentage of average net assets.

f Reflects a voluntary waiver of certain fund expenses in effect during the period. As a result of such waivers, the expenses of each class reflects a reduction of less than 0.01% as a percentage of average net assets.

g Amount represents less than $0.01 per share.

The accompanying notes are an integral part of these financial statements.

32 Multi-Cap Core Fund  Multi-Cap Core Fund 33 

 


Notes to financial statements 10/31/19 (Unaudited)

Within the following Notes to financial statements, references to “State Street” represent State Street Bank and Trust Company, references to “the SEC” represent the Securities and Exchange Commission, references to “Putnam Management” represent Putnam Investment Management, LLC, the fund’s manager, an indirect wholly-owned subsidiary of Putnam Investments, LLC and references to “OTC”, if any, represent over-the-counter. Unless otherwise noted, the “reporting period” represents the period from May 1, 2019 through October 31, 2019.

Putnam Multi-Cap Core Fund (the fund) is a diversified series of Putnam Funds Trust (the Trust), a Massachusetts business trust registered under the Investment Company Act of 1940, as amended, as an open-end management investment company. The goal of the fund is to seek capital appreciation. The fund invests mainly in common stocks (growth or value stocks or both) of U.S. companies of any size that Putnam Management believes have favorable investment potential. For example, the fund may purchase stocks of companies with stock prices that reflect a value lower than that which Putnam Management places on the company. Putnam Management may also consider other factors that it believes will cause the stock price to rise. Putnam Management may consider, among other factors, a company’s valuation, financial strength, growth potential, competitive position in its industry, projected future earnings, cash flows and dividends when deciding whether to buy or sell investments.

The fund offers class A, class B, class C, class M, class R, class R6 and class Y shares. Purchases of class B shares are closed to new and existing investors except by exchange from class B shares of another Putnam fund or through dividend and/or capital gains reinvestment. Effective November 25, 2019, class M shares will no longer be available for purchase and will convert automatically to class A shares. Class A and class M shares are sold with a maximum front-end sales charge of 5.75% and 3.50%, respectively. Class A shares generally are not subject to a contingent deferred sales charge, and class M, class R, class R6 and class Y shares are not subject to a contingent deferred sales charge. Class B shares, which convert to class A shares after approximately eight years, are not subject to a front-end sales charge and are subject to a contingent deferred sales charge if those shares are redeemed within six years of purchase. Class C shares are subject to a one-year 1.00% contingent deferred sales charge and generally convert to class A shares after approximately ten years. Class R shares, which are not available to all investors, are sold at net asset value. The expenses for class A, class B, class C, class M and class R shares may differ based on the distribution fee of each class, which is identified in Note 2. Class R6 and class Y shares, which are sold at net asset value, are generally subject to the same expenses as class A, class B, class C, class M and class R shares, but do not bear a distribution fee, and in the case of class R6 shares, bear a lower investor servicing fee, which is identified in Note 2. Class R6 and class Y shares are not available to all investors.

In the normal course of business, the fund enters into contracts that may include agreements to indemnify another party under given circumstances. The fund’s maximum exposure under these arrangements is unknown as this would involve future claims that may be, but have not yet been, made against the fund. However, the fund’s management team expects the risk of material loss to be remote.

The fund has entered into contractual arrangements with an investment adviser, administrator, distributor, shareholder servicing agent and custodian, who each provide services to the fund. Unless expressly stated otherwise, shareholders are not parties to, or intended beneficiaries of these contractual arrangements, and these contractual arrangements are not intended to create any shareholder right to enforce them against the service providers or to seek any remedy under them against the service providers, either directly or on behalf of the fund.

Under the fund’s Amended and Restated Agreement and Declaration of Trust, any claims asserted against or on behalf of the Putnam Funds, including claims against Trustees and Officers, must be brought in state and federal courts located within the Commonwealth of Massachusetts.

Note 1: Significant accounting policies

The following is a summary of significant accounting policies consistently followed by the fund in the preparation of its financial statements. The preparation of financial statements is in conformity with accounting principles generally accepted in the United States of America and requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements and the reported amounts of increases and decreases in net assets from operations. Actual results could differ from those estimates. Subsequent events after the Statement of assets and liabilities date through the date that the financial statements were issued have been evaluated in the preparation of the financial statements.

Investment income, realized and unrealized gains and losses and expenses of the fund are borne pro-rata based on the relative net assets of each class to the total net assets of the fund, except that each class bears expenses unique to that class (including the distribution fees applicable to such classes). Each class votes as a class only

34 Multi-Cap Core Fund 

 


with respect to its own distribution plan or other matters on which a class vote is required by law or determined by the Trustees. If the fund were liquidated, shares of each class would receive their pro-rata share of the net assets of the fund. In addition, the Trustees declare separate dividends on each class of shares.

Security valuation Portfolio securities and other investments are valued using policies and procedures adopted by the Board of Trustees. The Trustees have formed a Pricing Committee to oversee the implementation of these procedures and have delegated responsibility for valuing the fund’s assets in accordance with these procedures to Putnam Management. Putnam Management has established an internal Valuation Committee that is responsible for making fair value determinations, evaluating the effectiveness of the pricing policies of the fund and reporting to the Pricing Committee.

Investments for which market quotations are readily available are valued at the last reported sales price on their principal exchange, or official closing price for certain markets, and are classified as Level 1 securities under Accounting Standards Codification 820 Fair Value Measurements and Disclosures (ASC 820). If no sales are reported, as in the case of some securities that are traded OTC, a security is valued at its last reported bid price and is generally categorized as a Level 2 security.

Investments in open-end investment companies (excluding exchange-traded funds), if any, which can be classified as Level 1 or Level 2 securities, are valued based on their net asset value. The net asset value of such investment companies equals the total value of their assets less their liabilities and divided by the number of their outstanding shares.

Market quotations are not considered to be readily available for certain debt obligations (including short-term investments with remaining maturities of 60 days or less) and other investments; such investments are valued on the basis of valuations furnished by an independent pricing service approved by the Trustees or dealers selected by Putnam Management. Such services or dealers determine valuations for normal institutional-size trading units of such securities using methods based on market transactions for comparable securities and various relationships, generally recognized by institutional traders, between securities (which consider such factors as security prices, yields, maturities and ratings). These securities will generally be categorized as Level 2.

Many securities markets and exchanges outside the U.S. close prior to the scheduled close of the New York Stock Exchange and therefore the closing prices for securities in such markets or on such exchanges may not fully reflect events that occur after such close but before the scheduled close of the New York Stock Exchange. Accordingly, on certain days, the fund will fair value certain foreign equity securities taking into account multiple factors including movements in the U.S. securities markets, currency valuations and comparisons to the valuation of American Depository Receipts, exchange-traded funds and futures contracts. The foreign equity securities, which would generally be classified as Level 1 securities, will be transferred to Level 2 of the fair value hierarchy when they are valued at fair value. The number of days on which fair value prices will be used will depend on market activity and it is possible that fair value prices will be used by the fund to a significant extent. At the close of the reporting period, fair value pricing was used for certain foreign securities in the portfolio. Securities quoted in foreign currencies, if any, are translated into U.S. dollars at the current exchange rate.

To the extent a pricing service or dealer is unable to value a security or provides a valuation that Putnam Management does not believe accurately reflects the security’s fair value, the security will be valued at fair value by Putnam Management in accordance with policies and procedures approved by the Trustees. Certain investments, including certain restricted and illiquid securities and derivatives, are also valued at fair value following procedures approved by the Trustees. These valuations consider such factors as significant market or specific security events such as interest rate or credit quality changes, various relationships with other securities, discount rates, U.S. Treasury, U.S. swap and credit yields, index levels, convexity exposures, recovery rates, sales and other multiples and resale restrictions. These securities are classified as Level 2 or as Level 3 depending on the priority of the significant inputs.

To assess the continuing appropriateness of fair valuations, the Valuation Committee reviews and affirms the reasonableness of such valuations on a regular basis after considering all relevant information that is reasonably available. Such valuations and procedures are reviewed periodically by the Trustees. The fair value of securities is generally determined as the amount that the fund could reasonably expect to realize from an orderly disposition of such securities over a reasonable period of time. By its nature, a fair value price is a good faith estimate of the value of a security in a current sale and does not reflect an actual market price, which may be different by a material amount.

Multi-Cap Core Fund 35 

 


Security transactions and related investment income Security transactions are recorded on the trade date (the date the order to buy or sell is executed). Gains or losses on securities sold are determined on the identified cost basis.

Interest income, net of any applicable withholding taxes and including amortization and accretion of premiums and discounts on debt securities, is recorded on the accrual basis. Dividend income, net of any applicable withholding taxes, is recognized on the ex-dividend date except that certain dividends from foreign securities, if any, are recognized as soon as the fund is informed of the ex-dividend date. Non-cash dividends, if any, are recorded at the fair value of the securities received. Dividends representing a return of capital or capital gains, if any, are reflected as a reduction of cost and/or as a realized gain.

Foreign currency translation The accounting records of the fund are maintained in U.S. dollars. The fair value of foreign securities, currency holdings, and other assets and liabilities is recorded in the books and records of the fund after translation to U.S. dollars based on the exchange rates on that day. The cost of each security is determined using historical exchange rates. Income and withholding taxes are translated at prevailing exchange rates when earned or incurred. The fund does not isolate that portion of realized or unrealized gains or losses resulting from changes in the foreign exchange rate on investments from fluctuations arising from changes in the market prices of the securities. Such gains and losses are included with the net realized and unrealized gain or loss on investments. Net realized gains and losses on foreign currency transactions represent net realized exchange gains or losses on disposition of foreign currencies, currency gains and losses realized between the trade and settlement dates on securities transactions and the difference between the amount of investment income and foreign withholding taxes recorded on the fund’s books and the U.S. dollar equivalent amounts actually received or paid. Net unrealized appreciation and depreciation of assets and liabilities in foreign currencies arise from changes in the value of assets and liabilities other than investments at the period end, resulting from changes in the exchange rate.

Options contracts The fund uses options contracts to hedge against changes in values of securities it owns, owned or expects to own.

The potential risk to the fund is that the change in value of options contracts may not correspond to the change in value of the hedged instruments. In addition, losses may arise from changes in the value of the underlying instruments if there is an illiquid secondary market for the contracts, if interest or exchange rates move unexpectedly or if the counterparty to the contract is unable to perform. Realized gains and losses on purchased options are included in realized gains and losses on investment securities. If a written call option is exercised, the premium originally received is recorded as an addition to sales proceeds. If a written put option is exercised, the premium originally received is recorded as a reduction to the cost of investments.

Exchange-traded options are valued at the last sale price or, if no sales are reported, the last bid price for purchased options and the last ask price for written options. OTC traded options are valued using prices supplied by dealers.

Options on swaps are similar to options on securities except that the premium paid or received is to buy or grant the right to enter into a previously agreed upon interest rate or credit default contract. Forward premium swap option contracts include premiums that have extended settlement dates. The delayed settlement of the premiums is factored into the daily valuation of the option contracts. In the case of interest rate cap and floor contracts, in return for a premium, ongoing payments between two parties are based on interest rates exceeding a specified rate, in the case of a cap contract, or falling below a specified rate in the case of a floor contract.

Written option contracts outstanding at period end, if any, are listed after the fund’s portfolio.

Master agreements The fund is a party to ISDA (International Swaps and Derivatives Association, Inc.) Master Agreements (Master Agreements) with certain counterparties that govern OTC derivative and foreign exchange contracts entered into from time to time. The Master Agreements may contain provisions regarding, among other things, the parties’ general obligations, representations, agreements, collateral requirements, events of default and early termination. With respect to certain counterparties, in accordance with the terms of the Master Agreements, collateral posted to the fund is held in a segregated account by the fund’s custodian and, with respect to those amounts which can be sold or repledged, is presented in the fund’s portfolio.

Collateral pledged by the fund is segregated by the fund’s custodian and identified in the fund’s portfolio. Collateral can be in the form of cash or debt securities issued by the U.S. Government or related agencies or other securities as agreed to by the fund and the applicable counterparty. Collateral requirements are determined based on the fund’s net position with each counterparty.

36 Multi-Cap Core Fund 

 


Termination events applicable to the fund may occur upon a decline in the fund’s net assets below a specified threshold over a certain period of time. Termination events applicable to counterparties may occur upon a decline in the counterparty’s long-term and short-term credit ratings below a specified level. In each case, upon occurrence, the other party may elect to terminate early and cause settlement of all derivative and foreign exchange contracts outstanding, including the payment of any losses and costs resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the fund’s counterparties to elect early termination could impact the fund’s future derivative activity.

At the close of the reporting period, the fund had a net liability position of $100,190 on open derivative contracts subject to the Master Agreements. Collateral posted by the fund at period end for these agreements totaled $111,160 and may include amounts related to unsettled agreements.

Securities lending The fund may lend securities, through its agent, to qualified borrowers in order to earn additional income. The loans are collateralized by cash in an amount at least equal to the fair value of the securities loaned. The fair value of securities loaned is determined daily and any additional required collateral is allocated to the fund on the next business day. The remaining maturities of the securities lending transactions are considered overnight and continuous. The risk of borrower default will be borne by the fund’s agent; the fund will bear the risk of loss with respect to the investment of the cash collateral. Income from securities lending, net of expenses, is included in investment income on the Statement of operations. Cash collateral is invested in Putnam Cash Collateral Pool, LLC, a limited liability company managed by an affiliate of Putnam Management. Investments in Putnam Cash Collateral Pool, LLC are valued at its closing net asset value each business day. There are no management fees charged to Putnam Cash Collateral Pool, LLC. At the close of the reporting period, the fund received cash collateral of $102,975,028 and the value of securities loaned amounted to $97,127,718.

Interfund lending The fund, along with other Putnam funds, may participate in an interfund lending program pursuant to an exemptive order issued by the SEC. This program allows the fund to borrow from or lend to other Putnam funds that permit such transactions. Interfund lending transactions are subject to each fund’s investment policies and borrowing and lending limits. Interest earned or paid on the interfund lending transaction will be based on the average of certain current market rates. During the reporting period, the fund did not utilize the program.

Lines of credit The fund participates, along with other Putnam funds, in a $317.5 million unsecured committed line of credit and a $235.5 million unsecured uncommitted line of credit, both provided by State Street. Borrowings may be made for temporary or emergency purposes, including the funding of shareholder redemption requests and trade settlements. Interest is charged to the fund based on the fund’s borrowing at a rate equal to 1.25% plus the higher of (1) the Federal Funds rate and (2) the overnight LIBOR for the committed line of credit and the Federal Funds rate plus 1.30% for the uncommitted line of credit. A closing fee equal to 0.04% of the committed line of credit and 0.04% of the uncommitted line of credit has been paid by the participating funds. In addition, a commitment fee of 0.21% per annum on any unutilized portion of the committed line of credit is allocated to the participating funds based on their relative net assets and paid quarterly. During the reporting period, the fund had no borrowings against these arrangements.

Federal taxes It is the policy of the fund to distribute all of its taxable income within the prescribed time period and otherwise comply with the provisions of the Internal Revenue Code of 1986, as amended (the Code), applicable to regulated investment companies. It is also the intention of the fund to distribute an amount sufficient to avoid imposition of any excise tax under Section 4982 of the Code.

The fund is subject to the provisions of Accounting Standards Codification 740 Income Taxes (ASC 740). ASC 740 sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. The fund did not have a liability to record for any unrecognized tax benefits in the accompanying financial statements. No provision has been made for federal taxes on income, capital gains or unrealized appreciation on securities held nor for excise tax on income and capital gains. Each of the fund’s federal tax returns for the prior three fiscal years remains subject to examination by the Internal Revenue Service.

The fund may also be subject to taxes imposed by governments of countries in which it invests. Such taxes are generally based on either income or gains earned or repatriated. The fund accrues and applies such taxes to net investment income, net realized gains and net unrealized gains as income and/or capital gains are earned. In some cases, the fund may be entitled to reclaim all or a portion of such taxes, and such reclaim amounts, if any, are reflected as an asset on the fund’s books. In many cases, however, the fund may not receive such amounts for an extended period of time, depending on the country of investment.

Multi-Cap Core Fund 37 

 


Tax cost of investments includes adjustments to net unrealized appreciation (depreciation) which may not necessarily be final tax cost basis adjustments, but closely approximate the tax basis unrealized gains and losses that may be realized and distributed to shareholders. The aggregate identified cost on a tax basis is $1,987,663,803, resulting in gross unrealized appreciation and depreciation of $686,780,184 and $52,847,842, respectively, or net unrealized appreciation/depreciation of $633,932,342.

Distributions to shareholders Distributions to shareholders from net investment income are recorded by the fund on the ex-dividend date. Distributions from capital gains, if any, are recorded on the ex-dividend date and paid at least annually. The amount and character of income and gains to be distributed are determined in accordance with income tax regulations, which may differ from generally accepted accounting principles. Dividend sources are estimated at the time of declaration. Actual results may vary. Any non-taxable return of capital cannot be determined until final tax calculations are completed after the end of the fund’s fiscal year. Reclassifications are made to the fund’s capital accounts to reflect income and gains available for distribution (or available capital loss carryovers) under income tax regulations.

Expenses of the Trust Expenses directly charged or attributable to any fund will be paid from the assets of that fund. Generally, expenses of the Trust will be allocated among and charged to the assets of each fund on a basis that the Trustees deem fair and equitable, which may be based on the relative assets of each fund or the nature of the services performed and relative applicability to each fund.

Note 2: Management fee, administrative services and other transactions

The fund pays Putnam Management a management fee (based on the fund’s average net assets and computed and paid monthly) at annual rates that may vary based on the average of the aggregate net assets of all open-end mutual funds sponsored by Putnam Management (excluding net assets of funds that are invested in, or that are invested in by, other Putnam funds to the extent necessary to avoid “double counting” of those assets). Such annual rates may vary as follows:

0.710%  of the first $5 billion,  0.510%  of the next $50 billion, 
0.660%  of the next $5 billion,  0.490%  of the next $50 billion, 
0.610%  of the next $10 billion,  0.480%  of the next $100 billion and 
0.560%  of the next $10 billion,  0.475%  of any excess thereafter. 

 

For the reporting period, the management fee represented an effective rate (excluding the impact from any expense waivers in effect) of 0.276% of the fund’s average net assets.

Putnam Management has contractually agreed, through August 30, 2020, to waive fees and/or reimburse the fund’s expenses to the extent necessary to limit the cumulative expenses of the fund, exclusive of brokerage, interest, taxes, investment-related expenses, extraordinary expenses, acquired fund fees and expenses and payments under the fund’s investor servicing contract, investment management contract and distribution plans, on a fiscal year-to-date basis to an annual rate of 0.20% of the fund’s average net assets over such fiscal year-to-date period. During the reporting period, the fund’s expenses were not reduced as a result of this limit.

Putnam Investments Limited (PIL), an affiliate of Putnam Management, is authorized by the Trustees to manage a separate portion of the assets of the fund as determined by Putnam Management from time to time. PIL did not manage any portion of the assets of the fund during the reporting period. If Putnam Management were to engage the services of PIL, Putnam Management would pay a quarterly sub-management fee to PIL for its services at an annual rate of 0.35% of the average net assets of the portion of the fund managed by PIL.

The fund reimburses Putnam Management an allocated amount for the compensation and related expenses of certain officers of the fund and their staff who provide administrative services to the fund. The aggregate amount of all such reimbursements is determined annually by the Trustees.

Custodial functions for the fund’s assets are provided by State Street. Custody fees are based on the fund’s asset level, the number of its security holdings and transaction volumes.

Putnam Investor Services, Inc., an affiliate of Putnam Management, provides investor servicing agent functions to the fund. Putnam Investor Services, Inc. received fees for investor servicing for class A, class B, class C, class M, class R and class Y shares that included (1) a per account fee for each direct and underlying non-defined contribution account (retail account) of the fund; (2) a specified rate of the fund’s assets attributable to defined contribution plan accounts; and (3) a specified rate based on the average net assets in retail accounts. Putnam Investor Services, Inc. has agreed that the aggregate investor servicing fees for each fund’s retail and defined contribution

38 Multi-Cap Core Fund 

 


accounts for these share classes will not exceed an annual rate of 0.25% of the fund’s average assets attributable to such accounts.

Class R6 shares paid a monthly fee based on the average net assets of class R6 shares at an annual rate of 0.05%.

During the reporting period, the expenses for each class of shares related to investor servicing fees were as follows:

Class A  $1,401,485  Class R  3,432 
Class B  29,156  Class R6  9,430 
Class C  134,397  Class Y  430,660 
Class M  16,370  Total  $2,024,930 

 

The fund has entered into expense offset arrangements with Putnam Investor Services, Inc. and State Street whereby Putnam Investor Services, Inc.’s and State Street’s fees are reduced by credits allowed on cash balances. The fund also reduced expenses through brokerage/service arrangements. For the reporting period, the fund’s expenses were reduced by $17,002 under the expense offset arrangements and by $50,185 under the brokerage/service arrangements.

Each Independent Trustee of the fund receives an annual Trustee fee, of which $1,708, as a quarterly retainer, has been allocated to the fund, and an additional fee for each Trustees meeting attended. Trustees also are reimbursed for expenses they incur relating to their services as Trustees.

The fund has adopted a Trustee Fee Deferral Plan (the Deferral Plan) which allows the Trustees to defer the receipt of all or a portion of Trustees fees payable on or after July 1, 1995. The deferred fees remain invested in certain Putnam funds until distribution in accordance with the Deferral Plan.

The fund has adopted an unfunded noncontributory defined benefit pension plan (the Pension Plan) covering all Trustees of the fund who have served as a Trustee for at least five years and were first elected prior to 2004. Benefits under the Pension Plan are equal to 50% of the Trustee’s average annual attendance and retainer fees for the three years ended December 31, 2005. The retirement benefit is payable during a Trustee’s lifetime, beginning the year following retirement, for the number of years of service through December 31, 2006. Pension expense for the fund is included in Trustee compensation and expenses in the Statement of operations. Accrued pension liability is included in Payable for Trustee compensation and expenses in the Statement of assets and liabilities. The Trustees have terminated the Pension Plan with respect to any Trustee first elected after 2003.

The fund has adopted distribution plans (the Plans) with respect to the following share classes pursuant to Rule 12b–1 under the Investment Company Act of 1940. The purpose of the Plans is to compensate Putnam Retail Management Limited Partnership, an indirect wholly-owned subsidiary of Putnam Investments, LLC, for services provided and expenses incurred in distributing shares of the fund. The Plans provide payments by the fund to Putnam Retail Management Limited Partnership at an annual rate of up to the following amounts (Maximum %) of the average net assets attributable to each class. The Trustees have approved payment by the fund at the following annual rate (Approved %) of the average net assets attributable to each class. During the reporting period, the class-specific expenses related to distribution fees were as follows:

  Maximum %  Approved %  Amount 
Class A  0.35%  0.25%  $2,143,734 
Class B  1.00%  1.00%  178,348 
Class C  1.00%  1.00%  822,184 
Class M  1.00%  0.75%  75,121 
Class R  1.00%  0.50%  10,496 
Total      $3,229,883 

 

For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received net commissions of $48,176 and $1,064 from the sale of class A and class M shares, respectively, and received $4,987 and $703 in contingent deferred sales charges from redemptions of class B and class C shares, respectively.

A deferred sales charge of up to 1.00% is assessed on certain redemptions of class A shares. For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received $10 on class A redemptions.

Multi-Cap Core Fund 39 

 


Note 3: Purchases and sales of securities

During the reporting period, the cost of purchases and the proceeds from sales, excluding short-term investments, were as follows:

  Cost of purchases  Proceeds from sales 
Investments in securities (Long-term)  $281,601,981  $436,108,817 
U.S. government securities (Long-term)  —  — 
Total  $281,601,981  $436,108,817 

 

The fund may purchase or sell investments from or to other Putnam funds in the ordinary course of business, which can reduce the fund’s transaction costs, at prices determined in accordance with SEC requirements and policies approved by the Trustees. During the reporting period, purchases or sales of long-term securities from or to other Putnam funds, if any, did not represent more than 5% of the fund’s total cost of purchases and/or total proceeds from sales.

Note 4: Capital shares

At the close of the reporting period, there were an unlimited number of shares of beneficial interest authorized. Transactions, including, if applicable, direct exchanges pursuant to share conversions, in capital shares were as follows:

  SIX MONTHS ENDED 10/31/19  YEAR ENDED 4/30/19 
Class A  Shares  Amount  Shares  Amount 
Shares sold  755,521  $18,134,764  3,205,046  $73,593,435 
Shares issued in connection with         
reinvestment of distributions  —  —  327,533  7,376,876 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  70,558,629  1,628,069,815 
  755,521  18,134,764  74,091,208  1,709,040,126 
Shares repurchased  (3,938,796)  (94,542,588)  (9,282,939)  (211,906,066) 
Net increase (decrease)  (3,183,275)  $(76,407,824)  64,808,269  $1,497,134,060 
 
  SIX MONTHS ENDED 10/31/19  YEAR ENDED 4/30/19 
Class B  Shares  Amount  Shares  Amount 
Shares sold  6,156  $141,407  84,609  $1,886,506 
Shares issued in connection with         
reinvestment of distributions  —  —  17,276  383,248 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  1,188,956  26,691,232 
  6,156  141,407  1,290,841  28,960,986 
Shares repurchased  (224,656)  (5,202,124)  (384,618)  (8,549,627) 
Net increase (decrease)  (218,500)  $(5,060,717)  906,223  $20,411,359 

 

40 Multi-Cap Core Fund 

 


  SIX MONTHS ENDED 10/31/19  YEAR ENDED 4/30/19 
Class C  Shares  Amount  Shares  Amount 
Shares sold  197,476  $4,539,030  1,532,840  $34,161,025 
Shares issued in connection with         
reinvestment of distributions  —  —  128,303  2,859,467 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  1,704,434  38,212,903 
  197,476  4,539,030  3,365,577  75,233,395 
Shares repurchased  (923,352)  (21,317,353)  (1,803,173)  (39,905,873) 
Net increase (decrease)  (725,876)  $(16,778,323)  1,562,404  $35,327,522 
 
  SIX MONTHS ENDED 10/31/19  YEAR ENDED 4/30/19 
Class M  Shares  Amount  Shares  Amount 
Shares sold  11,184  $262,405  41,816  $919,936 
Shares issued in connection with         
reinvestment of distributions  —  —  3,778  83,657 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  821,384  18,704,548 
  11,184  262,405  866,978  19,708,141 
Shares repurchased  (38,890)  (918,139)  (83,404)  (1,863,060) 
Net increase (decrease)  (27,706)  $(655,734)  783,574  $17,845,081 
 
  SIX MONTHS ENDED 10/31/19  YEAR ENDED 4/30/19 
Class R  Shares  Amount  Shares  Amount 
Shares sold  8,551  $203,521  53,589  $1,234,701 
Shares issued in connection with         
reinvestment of distributions  —  —  2,458  56,110 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  59,091  1,357,752 
  8,551  203,521  115,138  2,648,563 
Shares repurchased  (35,548)  (864,013)  (35,051)  (797,188) 
Net increase (decrease)  (26,997)  $(660,492)  80,087  $1,851,375 
 
      FOR THE PERIOD 5/22/18 
      (COMMENCEMENT OF OPERATIONS) 
  SIX MONTHS ENDED 10/31/19  TO 4/30/19 
Class R6  Shares  Amount  Shares  Amount 
Shares sold  55,517  $1,328,437  1,021,052  $24,549,097 
Shares issued in connection with         
reinvestment of distributions  —  —  11,412  260,367 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  981,176  22,739,139 
  55,517  1,328,437  2,013,640  47,548,603 
Shares repurchased  (220,979)  (5,358,293)  (368,013)  (8,398,613) 
Net increase (decrease)  (165,462)  $(4,029,856)  1,645,627  $39,149,990 

 

Multi-Cap Core Fund 41 

 


  SIX MONTHS ENDED 10/31/19  YEAR ENDED 4/30/19 
Class Y  Shares  Amount  Shares  Amount 
Shares sold  1,920,416  $46,634,660  7,719,494  $177,730,000 
Shares issued in connection with         
reinvestment of distributions  —  —  315,047  7,237,683 
Shares issued in connection with the         
merger of Putnam Investors Fund  —  —  14,244,030  330,084,032 
  1,920,416  46,634,660  22,278,571  515,051,715 
Shares repurchased  (3,819,248)  (92,207,796)  (13,689,070)  (314,014,830) 
Net increase (decrease)  (1,898,832)  $(45,573,136)  8,589,501  $201,036,885 

 

Note 5: Affiliated transactions

Transactions during the reporting period with any company which is under common ownership or control were as follows:

          Shares 
          outstanding 
          and fair 
  Fair value as  Purchase  Sale  Investment  value as 
Name of affiliate  of 4/30/19  cost  proceeds  income  of 10/31/19 
Short-term investments           
Putnam Cash Collateral           
Pool, LLC*  $99,589,606  $516,462,734  $513,077,312  $1,141,491  $102,975,028 
Putnam Short Term           
Investment Fund**  7,401,136  106,977,608  98,334,347  87,032  16,044,397 
Total Short-term           
investments  $106,990,742  $623,440,342  $611,411,659  $1,228,523  $119,019,425 

 

* No management fees are charged to Putnam Cash Collateral Pool, LLC (Note 1). Investment income shown is included in securities lending income on the Statement of operations. There were no realized or unrealized gains or losses during the period.

** Management fees charged to Putnam Short Term Investment Fund have been waived by Putnam Management. There were no realized or unrealized gains or losses during the period.

Note 6: Market, credit and other risks

In the normal course of business, the fund trades financial instruments and enters into financial transactions where risk of potential loss exists due to changes in the market (market risk) or failure of the contracting party to the transaction to perform (credit risk). The fund may be exposed to additional credit risk that an institution or other entity with which the fund has unsettled or open transactions will default. Investments in foreign securities involve certain risks, including those related to economic instability, unfavorable political developments, and currency fluctuations.

Note 7: Summary of derivative activity

The volume of activity for the reporting period for any derivative type that was held during the period is listed below and was based on an average of the holdings at the end of each fiscal quarter:

Written equity option contracts (contract amount)  $160,000 
Warrants (number of warrants)  1,300,000 

 

42 Multi-Cap Core Fund 

 


The following is a summary of the fair value of derivative instruments as of the close of the reporting period:

Fair value of derivative instruments as of the close of the reporting period   
  ASSET DERIVATIVES  LIABILITY DERIVATIVES 
Derivatives not         
accounted for as  Statement of    Statement of   
hedging instruments  assets and    assets and   
under ASC 815  liabilities location  Fair value  liabilities location  Fair value 
Equity contracts  Investments  $346,713  Payables  $100,190 
Total    $346,713    $100,190 

 

The following is a summary of realized and change in unrealized gains or losses of derivative instruments in the Statement of operations for the reporting period (Note 1):

 

Amount of realized gain or (loss) on derivatives recognized in net gain or (loss) on investments   
Derivatives not accounted for as hedging       
instruments under ASC 815  Warrants  Options  Total 
Equity contracts  $39,103  $280,449  $319,552 
Total  $39,103  $280,449  $319,552 

 

Change in unrealized appreciation or (depreciation) on derivatives recognized in net gain or (loss) 
on investments       
Derivatives not accounted for as hedging       
instruments under ASC 815  Warrants  Options  Total 
Equity contracts  $(232,249)  $(93,707)  $(325,956) 
Total  $(232,249)  $(93,707)  $(325,956) 

 

Note 8: Acquisition of Putnam Investors Fund

On June 25, 2018, the fund issued 70,558,629, 1,188,956, 1,704,434, 821,384, 59,091, 981,176 and 14,244,030 class A, class B, class C, class M, class R, class R6 and class Y shares, respectively, for 55,935,004, 1,024,174, 1,390,034, 683,201, 47,067, 767,037 and 11,182,434 class A, class B, class C, class M, class R, class R6 and class Y shares of Putnam Investors Fund to acquire that fund’s net assets in a tax-free exchange approved by the shareholders. The purpose of the transaction was to combine two Putnam funds with similar investment objectives and substantially similar investment strategies into a single Putnam fund with a larger asset base and therefore potentially lower expenses for fund shareholders. The investment portfolio of Putnam Investors Fund, with a fair value of $2,029,668,326 and an identified cost of $1,599,648,819 at June 22, 2018, was the principal asset acquired by the fund. The net assets of the fund and Putnam Investors Fund on June 22, 2018, were $678,897,926 and $2,065,859,422, respectively. On June 22, 2018, Putnam Investors Fund had distributions in excess of net investment income of $1,139,768, accumulated net realized loss of $21,119,815 and unrealized appreciation of $430,019,507. The aggregate net assets of the fund immediately following the acquisition were $2,744,757,348.

Assuming the acquisition had been completed on 5/1/18, the fund’s pro forma results of operations for the prior reporting period were as follows (unaudited):

Net investment Income  $26,329,845 
Net gain on investments  $185,943,799 
Net Increase in net assets resulting from operations  $212,273,644 

 

Because the combined investment portfolios have been managed as a single portfolio since the acquisition was completed, it is not practicable to separate the amounts of revenue and earnings of Putnam Investors Fund that have been included in the fund’s Statement of operations for the current fiscal period.

 

Multi-Cap Core Fund 43 

 


Note 9: Offsetting of financial and derivative assets and liabilities

The following table summarizes any derivatives, repurchase agreements and reverse repurchase agreements, at the end of the reporting period, that are subject to an enforceable master netting agreement or similar agreement. For securities lending transactions or borrowing transactions associated with securities sold short, if any, see Note 1. For financial reporting purposes, the fund does not offset financial assets and financial liabilities that are subject to the master netting agreements in the Statement of assets and liabilities.

  Barclays Bank PLC  Total 
Assets:     
Purchased options**#  $—  $— 
Total Assets  $—  $— 
Liabilities:     
Written options#  100,190  100,190 
Total Liabilities  $100,190  $100,190 
Total Financial and Derivative Net Assets  $(100,190)  $(100,190) 
Total collateral received (pledged)†##  $(100,190)   
Net amount  $—   
Controlled collateral received (including     
TBA commitments)**  $—  $— 
Uncontrolled collateral received  $—  $— 
Collateral (pledged) (including TBA commitments)**  $(111,160)  $(111,160) 

 

** Included with Investments in securities on the Statement of assets and liabilities.

† Additional collateral may be required from certain brokers based on individual agreements.

# Covered by master netting agreement (Note 1).

## Any over-collateralization of total financial and derivative net assets is not shown. Collateral may include amounts related to unsettled agreements.

44 Multi-Cap Core Fund 

 


Fund information

Founded over 80 years ago, Putnam Investments was built around the concept that a balance between risk and reward is the hallmark of a well-rounded financial program. We manage funds across income, value, blend, sustainable, growth, asset allocation, absolute return, and global sector categories.

Investment Manager  Trustees  Michael J. Higgins 
Putnam Investment  Kenneth R. Leibler, Chair  Vice President, Treasurer, 
Management, LLC  Liaquat Ahamed  and Clerk 
100 Federal Street  Ravi Akhoury   
Boston, MA 02110  Barbara M. Baumann  Jonathan S. Horwitz 
  Katinka Domotorffy  Executive Vice President, 
Investment Sub-Advisor  Catharine Bond Hill  Principal Executive Officer, 
Putnam Investments Limited  Paul L. Joskow  and Compliance Liaison 
16 St James’s Street  Robert E. Patterson   
London, England SW1A 1ER  George Putnam, III  Richard T. Kircher 
  Robert L. Reynolds  Vice President and BSA 
Marketing Services  Manoj P. Singh  Compliance Officer 
Putnam Retail Management     
100 Federal Street  Officers  Susan G. Malloy 
Boston, MA 02110  Robert L. Reynolds  Vice President and 
  President  Assistant Treasurer 
Custodian     
State Street Bank  Robert T. Burns  Denere P. Poulack 
and Trust Company  Vice President and  Assistant Vice President, Assistant 
  Chief Legal Officer  Clerk, and Assistant Treasurer 
Legal Counsel     
Ropes & Gray LLP  James F. Clark  Janet C. Smith 
  Vice President, Chief Compliance  Vice President, 
  Officer, and Chief Risk Officer  Principal Financial Officer, 
    Principal Accounting Officer, 
  Nancy E. Florek  and Assistant Treasurer 
  Vice President, Director of   
  Proxy Voting and Corporate  Mark C. Trenchard 
  Governance, Assistant Clerk,  Vice President 
  and Assistant Treasurer   

 

This report is for the information of shareholders of Putnam Multi-Cap Core Fund. It may also be used as sales literature when preceded or accompanied by the current prospectus, the most recent copy of Putnam’s Quarterly Performance Summary, and Putnam’s Quarterly Ranking Summary. For more recent performance, please visit putnam.com. Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund, which are described in its prospectus. For this and other information or to request a prospectus or summary prospectus, call 1-800-225-1581 toll free. Please read the prospectus carefully before investing. The fund’s Statement of Additional Information contains additional information about the fund’s Trustees and is available without charge upon request by calling 1-800-225-1581.



Item 2. Code of Ethics:
Not applicable

Item 3. Audit Committee Financial Expert:
Not applicable

Item 4. Principal Accountant Fees and Services:
Not applicable

Item 5. Audit Committee of Listed Registrants
Not applicable

Item 6. Schedule of Investments:
The registrant's schedule of investments in unaffiliated issuers is included in the report to shareholders in Item 1 above.

Item 7. Disclosure of Proxy Voting Policies and Procedures For Closed-End Management Investment Companies:
Not applicable

Item 8. Portfolio Managers of Closed-End Investment Companies
Not Applicable

Item 9. Purchases of Equity Securities by Closed-End Management Investment Companies and Affiliated Purchasers:
Not applicable

Item 10. Submission of Matters to a Vote of Security Holders:
Not applicable

Item 11. Controls and Procedures:
(a) The registrant's principal executive officer and principal financial officer have concluded, based on their evaluation of the effectiveness of the design and operation of the registrant's disclosure controls and procedures as of a date within 180 days of the filing date of this report, that the design and operation of such procedures are generally effective to provide reasonable assurance that information required to be disclosed by the registrant in this report is recorded, processed, summarized and reported within the time periods specified in the Commission's rules and forms.
(b) Changes in internal control over financial reporting: Not applicable

Item 12. Disclosures of Securities Lending Activities for Closed-End Investment Companies:
Not Applicable

Item 13. Exhibits:
(a)(1) Not applicable
(a)(2) Separate certifications for the principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended, are filed herewith.
(b) The certifications required by Rule 30a-2(b) under the Investment Company Act of 1940, as amended, are filed herewith.

SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Putnam Funds Trust
By (Signature and Title):
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer

Date: December 27, 2019
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By (Signature and Title):
/s/ Jonathan S. Horwitz
Jonathan S. Horwitz
Principal Executive Officer

Date: December 27, 2019
By (Signature and Title):
/s/ Janet C. Smith
Janet C. Smith
Principal Financial Officer

Date: December 27, 2019
EX-99.CERT 2 b_hf8certifications.htm CERTIFICATIONS b_hf8certifications.htm

Certifications

I, Jonathan S. Horwitz, the Principal Executive Officer of the funds listed on Attachment A, certify that:

1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:

2. Based on my knowledge, each report does not contain any untrue statements of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by each report;

3. Based on my knowledge, the financial statements, and other financial information included in each report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in each report;

4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:


a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which each report is being prepared;


b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;


c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 180 days prior to the filing date of each report based on such evaluation; and


d) disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal half-year that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer and I have disclosed to each registrant's auditors and the audit committee of each registrant's board of directors (or persons performing the equivalent functions):


a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant's ability to record, process, summarize, and report financial information; and


b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant's internal control over financial reporting.

Date: December 27, 2019

/s/ Jonathan S. Horwitz
_______________________
Jonathan S. Horwitz
Principal Executive Officer













Certifications

I, Janet C. Smith, the Principal Financial Officer of the funds listed on Attachment A, certify that:

1. I have reviewed each report on Form N-CSR of the funds listed on Attachment A:

2. Based on my knowledge, each report does not contain any untrue statements of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by each report;

3. Based on my knowledge, the financial statements, and other financial information included in each report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in each report;

4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:


a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which each report is being prepared;


b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;


c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 180 days prior to the filing date of each report based on such evaluation; and


d) disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal half-year that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer and I have disclosed to each registrant's auditors and the audit committee of each registrant's board of directors (or persons performing the equivalent functions):


a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect each registrant's ability to record, process, summarize, and report financial information; and


b) any fraud, whether or not material, that involves management or other employees who have a significant role in each registrant's internal control over financial reporting.

Date: December 27, 2019

/s/ Janet C. Smith
_______________________
Janet C. Smith
Principal Financial Officer














Attachment A

Period (s) ended October 31, 2019

               Putnam Capital Spectrum Fund
               Putnam Convertible Securities Fund
               Putnam Equity Spectrum Fund
               Putnam Fixed Income Absolute Return Fund
               Putnam Global Equity Fund
               Putnam Global Income Trust
               Putnam Income Fund
               Putnam Managed Municipal Income Trust
               Putnam Multi-Asset Absolute Return Fund
               Putnam Multi-Cap Core Fund
               Putnam Municipal Opportunities Trust
               Putnam Short Duration Bond Fund
               Putnam Sustainable Future Fund
 EX-99.906 CERT 3 c_hf8noscertification.htm 906CERTIFICATIONS c_hf8noscertification.htm

Section 906 Certifications

I, Jonathan S. Horwitz, the Principal Executive Officer of the Funds listed on Attachment A, certify that, to my knowledge:

1. The form N-CSR of the Funds listed on Attachment A for the period ended October 31, 2019 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended October 31, 2019 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.

Date: December 27, 2019

/s/ Jonathan S. Horwitz
______________________
Jonathan S. Horwitz
Principal Executive Officer













Section 906 Certifications

I, Janet C. Smith, the Principal Financial Officer of the Funds listed on Attachment A, certify that, to my knowledge:

1. The form N-CSR of the Funds listed on Attachment A for the period ended October 31, 2019 fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Form N-CSR of the Funds listed on Attachment A for the period ended October 31, 2019 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.

Date: December 27, 2019

/s/ Janet C. Smith
______________________
Janet C. Smith
Principal Financial Officer














Attachment A

Period (s) ended October 31, 2019

               Putnam Capital Spectrum Fund
               Putnam Convertible Securities Fund
               Putnam Equity Spectrum Fund
               Putnam Fixed Income Absolute Return Fund
               Putnam Global Equity Fund
               Putnam Global Income Trust
               Putnam Income Fund
               Putnam Managed Municipal Income Trust
               Putnam Multi-Asset Absolute Return Fund
               Putnam Multi-Cap Core Fund
               Putnam Municipal Opportunities Trust
               Putnam Short Duration Bond Fund
               Putnam Sustainable Future Fund
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