a_multicapcore.htm

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	$320,431,865	$—	$—
Consumer discretionary	383,587,971	—	—
Consumer staples	145,846,789	—	—
Energy	63,031,703	—	—
Financials	491,088,395	—	3,713,392
Health care	354,517,144	—	—
Industrials	279,130,243	—	—
Information technology	920,922,801	—	—
Materials	82,418,903	—	—
Real estate	96,382,488	—	—
Utilities	72,284,155	—	—
Total common stocks	3,209,642,457	—	3,713,392
Convertible bonds and notes	—	11,850,629	—
Investment companies	75,019,312	—	—
Units	7,296,955	—	—
Short-term investments	—	327,222,943	—
Totals by level	$3,291,958,724	$339,073,572	$3,713,392


		Valuation inputs
Other financial instruments:	Level 1	Level 2	Level 3
Futures contracts	$5,126,197	$—	$—
Totals by level	$5,126,197	$—	$—
* 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 10/31/21 (Unaudited)


ASSETS
Investment in securities, at value, including $70,854,931 of securities on loan (Note 1):
Unaffiliated issuers (identified cost $1,760,044,456)	$3,320,123,712
Affiliated issuers (identified cost $314,621,976) (Notes 1 and 5)	314,621,976
Foreign currency (cost $8,410) (Note 1)	8,365
Dividends, interest and other receivables	3,609,703
Receivable for shares of the fund sold	3,398,147
Receivable for variation margin on futures contracts (Note 1)	247,448
Prepaid assets	90,976
Total assets	3,642,100,327

LIABILITIES
Payable for investments purchased	2,464,169
Payable for purchases of delayed delivery securities (Note 1)	4,113,650
Payable for shares of the fund repurchased	1,773,425
Payable for compensation of Manager (Note 2)	1,643,489
Payable for custodian fees (Note 2)	8,642
Payable for investor servicing fees (Note 2)	772,043
Payable for Trustee compensation and expenses (Note 2)	830,333
Payable for administrative services (Note 2)	4,655
Payable for distribution fees (Note 2)	681,762
Collateral on securities loaned, at value (Note 1)	72,052,522
Other accrued expenses	221,182
Total liabilities	84,565,872

Net assets	$3,557,534,455

REPRESENTED BY
Paid-in capital (Unlimited shares authorized) (Notes 1 and 4)	$1,615,614,476
Total distributable earnings (Note 1)	1,941,919,979
Total — Representing net assets applicable to capital shares outstanding	$3,557,534,455

COMPUTATION OF NET ASSET VALUE AND OFFERING PRICE
Net asset value and redemption price per class A share
($2,497,683,973 divided by 65,944,593 shares)	$37.88
Offering price per class A share (100/94.25 of $37.88)^*	$40.19
Net asset value and offering price per class B share ($28,339,284 divided by 778,168 shares)^**	$36.42
Net asset value and offering price per class C share ($165,475,489 divided by 4,554,023 shares)^**	$36.34
Net asset value, offering price and redemption price per class R share
($4,781,310 divided by 127,035 shares)	$37.64
Net asset value, offering price and redemption price per class R6 share
($64,135,819 divided by 1,676,414 shares)	$38.26
Net asset value, offering price and redemption price per class Y share
($797,118,580 divided by 20,859,218 shares)	$38.21

^*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 10/31/21 (Unaudited)


INVESTMENT INCOME
Dividends (net of foreign tax of $52,900)	$22,616,329
Interest (including interest income of $94,328 from investments in affiliated issuers) (Note 5)	147,993
Securities lending (net of expenses) (Notes 1 and 5)	67,380
Total investment income	22,831,702

EXPENSES
Compensation of Manager (Note 2)	9,192,483
Investor servicing fees (Note 2)	2,283,306
Custodian fees (Note 2)	22,552
Trustee compensation and expenses (Note 2)	60,238
Distribution fees (Note 2)	4,032,617
Administrative services (Note 2)	29,599
Other	336,348
Total expenses	15,957,143
Expense reduction (Note 2)	(2,487)
Net expenses	15,954,656

Net investment income	6,877,046

REALIZED AND UNREALIZED GAIN (LOSS)
Net realized gain on:
Securities from unaffiliated issuers (Notes 1 and 3)	113,814,634
Foreign currency transactions (Note 1)	976
Futures contracts (Note 1)	11,175,528
Written options (Note 1)	723,690
Total net realized gain	125,714,828
Change in net unrealized appreciation (depreciation) on:
Securities from unaffiliated issuers	139,977,625
Assets and liabilities in foreign currencies	(147)
Futures contracts	797,830
Total change in net unrealized appreciation	140,775,308

Net gain on investments	266,490,136

Net increase in net assets resulting from operations	$273,367,182

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

28 Multi-Cap Core Fund

Statement of changes in net assets


INCREASE IN NET ASSETS	Six months ended 10/31/21*	Year ended 4/30/21
Operations
Net investment income	$6,877,046	$18,051,943
Net realized gain on investments
and foreign currency transactions	125,714,828	236,657,862
Change in net unrealized appreciation of investments
and assets and liabilities in foreign currencies	140,775,308	954,243,760
Net increase in net assets resulting from operations	273,367,182	1,208,953,565
Distributions to shareholders (Note 1):
From ordinary income
Net investment income
Class A	—	(17,229,544)
Class B	—	(38,728)
Class C	—	(251,437)
Class R	—	(15,435)
Class R6	—	(474,431)
Class Y	—	(5,523,382)
From net realized long-term gain on investments
Class A	—	(26,712,472)
Class B	—	(418,686)
Class C	—	(2,139,889)
Class R	—	(41,435)
Class R6	—	(540,662)
Class Y	—	(6,882,718)
Increase (decrease) from capital share transactions (Note 4)	69,640,779	(140,512,216)
Total increase in net assets	343,007,961	1,008,172,530

NET ASSETS
Beginning of period	3,214,526,494	2,206,353,964
End of period	$3,557,534,455	$3,214,526,494

^*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 net
	Net asset		Net realized								Ratio	investment
	value,		and unrealized	Total from	From net	From net		Net asset	Total return	Net assets,	of expenses	income (loss)	Portfolio
	beginning	Net investment	gain (loss)	investment	investment	realized gain	Total	value, end	at net asset	end of period	to average	to average	turnover
Period ended	of period	income (loss)^a	on investments	operations	income	on investments	distributions	of period	value (%)^b	(in thousands)	neta ssets (%)^c	net assets (%)	(%)
Class A
October 31, 2021^**	$34.95	.07	2.86	2.93	—	—	—	$37.88	8.38^*	$2,497,684	.48^*	.20^*	9^*
April 30, 2021	22.64	.19	12.78	12.97	(.26)	(.40)	(.66)	34.95	57.85	2,338,484	.98	.68	46
April 30, 2020	24.11	.25	(.54)	(.29)	(.21)	(.97)	(1.18)	22.64	(1.62)	1,583,575	1.00	1.04	26
April 30, 2019	22.66	.21	1.73	1.94	—	(.49)	(.49)	24.11	8.66	1,746,453	1.03^d	.91	41
April 30, 2018	20.17	.18	2.88	3.06	(.24)	(.33)	(.57)	22.66	15.22	172,995	1.06^e	.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
Class B
October 31, 2021^**	$33.73	(.06)	2.75	2.69	—	—	—	$36.42	7.98^*	$28,339	.86^*	(.18)^*	9^*
April 30, 2021	21.87	(.01)	12.31	12.30	(.04)	(.40)	(.44)	33.73	56.61	30,911	1.73	(.04)	46
April 30, 2020	23.30	.07	(.52)	(.45)	(.01)	(.97)	(.98)	21.87	(2.30)	27,496	1.75	.30	26
April 30, 2019	22.09	.04	1.66	1.70	—	(.49)	(.49)	23.30	7.79	38,063	1.78^d	.19	41
April 30, 2018	19.68	.01	2.81	2.82	(.08)	(.33)	(.41)	22.09	14.41	16,059	1.81^e	.05	80
April 30, 2017	16.28	.04	3.43	3.47	(.07)	—	(.07)	19.68	21.31	14,546	1.80	.22	76
Class C
October 31, 2021^**	$33.65	(.06)	2.75	2.69	—	—	—	$36.34	7.99^*	$165,475	.86^*	(.18)^*	9^*
April 30, 2021	21.83	(.01)	12.28	12.27	(.05)	(.40)	(.45)	33.65	56.59	163,875	1.73	(.05)	46
April 30, 2020	23.27	.07	(.52)	(.45)	(.02)	(.97)	(.99)	21.83	(2.30)	136,476	1.75	.30	26
April 30, 2019	22.06	.05	1.65	1.70	—	(.49)	(.49)	23.27	7.80	172,982	1.78^d	.21	41
April 30, 2018	19.65	.01	2.81	2.82	(.08)	(.33)	(.41)	22.06	14.41	129,480	1.81^e	.05	80
April 30, 2017	16.23	.04	3.42	3.46	(.04)	—	(.04)	19.65	21.35	113,298	1.80	.24	76
Class R
October 31, 2021^**	$34.77	.03	2.84	2.87	—	—	—	$37.64	8.25^*	$4,781	.61^*	.07^*	9^*
April 30, 2021	22.50	.13	12.69	12.82	(.15)	(.40)	(.55)	34.77	57.45	3,796	1.23	.45	46
April 30, 2020	23.96	.19	(.55)	(.36)	(.13)	(.97)	(1.10)	22.50	(1.89)	3,043	1.25	.80	26
April 30, 2019	22.58	.16	1.71	1.87	—	(.49)	(.49)	23.96	8.38	4,395	1.28^d	.69	41
April 30, 2018	20.10	.12	2.88	3.00	(.19)	(.33)	(.52)	22.58	15.00	2,334	1.31^e	.53	80
April 30, 2017	16.61	.13	3.50	3.63	(.14)	—	(.14)	20.10	21.89	1,868	1.30	.72	76
Class R6
October 31, 2021^**	$35.24	.13	2.89	3.02	—	—	—	$38.26	8.57^*	$64,136	.31^*	.37^*	9^*
April 30, 2021	22.82	.29	12.88	13.17	(.35)	(.40)	(.75)	35.24	58.37	51,886	.63	1.03	46
April 30, 2020	24.28	.34	(.53)	(.19)	(.30)	(.97)	(1.27)	22.82	(1.23)	35,151	.63	1.40	26
April 30, 2019 ^†	23.57	.28	.92	1.20	—	(.49)	(.49)	24.28	5.19 ^*	39,959	.62^*d	1.23^*	41
Class Y
October 31, 2021^**	$35.22	.12	2.87	2.99	—	—	—	$38.21	8.49^*	$797,119	.35^*	.32^*	9^*
April 30, 2021	22.80	.26	12.88	13.14	(.32)	(.40)	(.72)	35.22	58.26	625,574	.73	.93	46
April 30, 2020	24.26	.32	(.54)	(.22)	(.27)	(.97)	(1.24)	22.80	(1.35)	420,613	.75	1.30	26
April 30, 2019	22.75	.28	1.72	2.00	—	(.49)	(.49)	24.26	8.90	548,746	.78^d	1.20	41
April 30, 2018	20.24	.24	2.89	3.13	(.29)	(.33)	(.62)	22.75	15.54	319,118	.81^e	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

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.

^*Not annualized.

^** Unaudited.

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

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

^bTotal return assumes dividend reinvestment and does not reflect the effect of sales charges.

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

^dIncludes one-time merger costs of 0.01% as a percentage of average net assets.

^eIncludes one-time merger costs of 0.04% as a percentage of average net assets.

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

32 Multi-Cap Core Fund

Notes to financial statements 10/31/21 (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, 2021 through October 31, 2021.

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 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. Class A shares are sold with a maximum front-end sales charge of 5.75%. Class A shares generally are not subject to a contingent deferred sales charge, and 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 eight 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 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 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 with respect to its own distribution plan or other matters on which a class vote is required by law or determined

Multi-Cap Core Fund 33

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. 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.

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.

34 Multi-Cap Core Fund

Interest income, net of any applicable withholding taxes, if any, 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.

Securities purchased or sold on a delayed delivery basis may be settled at a future date beyond customary settlement time; interest income is accrued based on the terms of the securities. Losses may arise due to changes in the fair value of the underlying securities or if the counterparty does not perform under the contract.

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 manage downside risks.

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.

Futures contracts The fund uses futures contracts to equitize cash.

The potential risk to the fund is that the change in value of futures 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. With futures, there is minimal counterparty credit risk to the fund since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default. Risks may exceed amounts recognized on the Statement of assets and liabilities. When the contract is closed, the fund records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Futures contracts are valued at the quoted daily settlement prices established by the exchange on which they trade. The fund and the broker agree to exchange an amount of cash equal to the daily fluctuation in the value of the futures contract. Such receipts or payments are known as “variation margin.”

Multi-Cap Core Fund 35

Futures 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 pledged 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.

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 did not have a net liability position on open derivative contracts subject to the Master 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 $72,052,522 and the value of securities loaned amounted to $70,854,931.

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 Bank Funding Rate for the committed line of credit and 1.30% plus the higher of (1) the Federal Funds rate and (2) the Overnight Bank Funding Rate 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.

36 Multi-Cap Core Fund

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.

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 $2,076,942,736, resulting in gross unrealized appreciation and depreciation of $1,576,369,906 and $13,440,757, respectively, or net unrealized appreciation of $1,562,929,149.

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 0.272% of the fund’s average net assets.

Putnam Management has contractually agreed, through August 30, 2022, 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.

Multi-Cap Core Fund 37

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 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 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	$1,649,504	Class R6	14,276
Class B	20,097	Class Y	483,353
Class C	113,316	Total	$2,283,306
Class R	2,760

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. For the reporting period, the fund’s expenses were reduced by $2,487 under the expense offset arrangements.

Each Independent Trustee of the fund receives an annual Trustee fee, of which $2,197, 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%	$3,039,421
Class B	1.00%	1.00%	148,063
Class C	1.00%	1.00%	834,957
Class R	1.00%	0.50%	10,176
Total			$4,032,617

38 Multi-Cap Core Fund

For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received net commissions of $104,340 from the sale of class A shares and received $1,021 and $677 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 $61 on class A redemptions.

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)	$317,070,726	$294,141,822
U.S. government securities (Long-term)	—	—
Total	$317,070,726	$294,141,822

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 10/31/21		YEAR ENDED 4/30/21
Class A	Shares	Amount	Shares	Amount
Shares sold	1,608,087	$58,102,912	2,716,189	$79,322,539
Shares issued in connection with
reinvestment of distributions	—	—	1,409,572	41,159,518
	1,608,087	58,102,912	4,125,761	120,482,057
Shares repurchased	(2,576,378)	(93,563,061)	(7,149,032)	(200,966,683)
Net decrease	(968,291)	$(35,460,149)	(3,023,271)	$(80,484,626)

	SIX MONTHS ENDED 10/31/21		YEAR ENDED 4/30/21
Class B	Shares	Amount	Shares	Amount
Shares sold	4,483	$154,648	9,661	$276,855
Shares issued in connection with
reinvestment of distributions	—	—	15,948	450,855
	4,483	154,648	25,609	727,710
Shares repurchased	(142,732)	(4,977,159)	(366,670)	(9,959,975)
Net decrease	(138,249)	$(4,822,511)	(341,061)	$(9,232,265)

Multi-Cap Core Fund 39


	SIX MONTHS ENDED 10/31/21		YEAR ENDED 4/30/21
Class C	Shares	Amount	Shares	Amount
Shares sold	356,878	$12,329,499	458,655	$12,892,161
Shares issued in connection with
reinvestment of distributions	—	—	82,782	2,335,289
	356,878	12,329,499	541,437	15,227,450
Shares repurchased	(672,217)	(23,350,844)	(1,925,205)	(52,275,378)
Net decrease	(315,339)	$(11,021,345)	(1,383,768)	$(37,047,928)

	SIX MONTHS ENDED 10/31/21		YEAR ENDED 4/30/21
Class R	Shares	Amount	Shares	Amount
Shares sold	21,653	$793,243	15,114	$441,512
Shares issued in connection with
reinvestment of distributions	—	—	1,955	56,864
	21,653	793,243	17,069	498,376
Shares repurchased	(3,790)	(137,072)	(43,118)	(1,145,877)
Net increase (decrease)	17,863	$656,171	(26,049)	$(647,501)

	SIX MONTHS ENDED 10/31/21		YEAR ENDED 4/30/21
Class R6	Shares	Amount	Shares	Amount
Shares sold	323,654	$11,896,659	237,854	$7,346,149
Shares issued in connection with
reinvestment of distributions	—	—	34,296	1,008,633
	323,654	11,896,659	272,150	8,354,782
Shares repurchased	(119,572)	(4,334,792)	(340,248)	(9,314,392)
Net increase (decrease)	204,082	$7,561,867	(68,098)	$(959,610)

	SIX MONTHS ENDED 10/31/21		YEAR ENDED 4/30/21
Class Y	Shares	Amount	Shares	Amount
Shares sold	4,489,812	$163,702,190	3,585,123	$107,997,851
Shares issued in connection with
reinvestment of distributions	—	—	394,144	11,587,826
	4,489,812	163,702,190	3,979,267	119,585,677
Shares repurchased	(1,394,452)	(50,975,444)	(4,660,015)	(131,725,963)
Net increase (decrease)	3,095,360	$112,726,746	(680,748)	$(12,140,286)

40 Multi-Cap Core Fund

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 4/30/21	cost	proceeds	income	of 10/31/21
Short-term investments
Putnam Cash Collateral
Pool, LLC^*	$27,571,769	$541,424,057	$496,943,304	$19,185	$72,052,522
Putnam Short Term
Investment Fund^**	174,470,337	214,908,411	146,809,294	94,328	242,569,454
Total Short-term
investments	$202,042,106	$756,332,468	$643,752,598	$113,513	$314,621,976

^*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.

Beginning in January 2020, global financial markets have experienced, and may continue to experience, significant volatility resulting from the spread of a virus known as Covid–19. The outbreak of Covid–19 has resulted in travel and border restrictions, quarantines, supply chain disruptions, lower consumer demand, and general market uncertainty. The effects of Covid–19 have adversely affected, and may continue to adversely affect, the global economy, the economies of certain nations, and individual issuers, all of which may negatively impact the fund’s performance.

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)	$18,000
Futures contracts (number of contracts)	1,000
Warrants (number of warrants)	—^*

^*For the reporting period, there were no holdings at the end of each fiscal quarter and the transactions were considered minimal.

Multi-Cap Core Fund 41

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
	Receivables, Net
	assets — Unrealized
Equity contracts	appreciation	$5,126,197^*	Payables	$—
Total		$5,126,197		$—

^*Includes cumulative appreciation/depreciation of futures contracts as reported in the fund’s portfolio. Only current day’s variation margin is reported within the Statement of assets and liabilities.

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	Futures	Total
Equity contracts	$1,298	$723,690	$11,175,528	$11,900,516
Total	$1,298	$723,690	$11,175,528	$11,900,516

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		Futures		Total
Equity contracts		$797,830		$797,830
Total		$797,830		$797,830

42 Multi-Cap Core Fund

Note 8: 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.


	BofA Securities, Inc.	Total
Assets:
Futures contracts^§	$247,448	$247,448
Total Assets	$247,448	$247,448
Liabilities:
Futures contracts^§	—	—
Total Liabilities	$—	$—
Total Financial and Derivative Net Assets	$247,448	$247,448
Total collateral received (pledged)^†##	$—
Net amount	$247,448
Controlled collateral received (including
TBA commitments)^**	$—	$—
Uncontrolled collateral received	$—	$—
Collateral (pledged) (including TBA commitments)^**	$—	$—

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

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

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

§ Includes current day’s variation margin only as reported on the Statement of assets and liabilities, which is not collateralized. Cumulative appreciation/(depreciation) for futures contracts is represented in the tables listed after the fund’s portfolio. Collateral pledged for initial margin on futures contracts, which is not included in the table above, amounted to $12,479,224.

Multi-Cap Core Fund 43

Services for shareholders

Investor services

Systematic investment plan Tell us how much you wish to invest regularly — weekly, semimonthly, or monthly — and the amount you choose will be transferred automatically from your checking or savings account. There’s no additional fee for this service, and you can suspend it at any time. This plan may be a great way to save for college expenses or to plan for your retirement.

Please note that regular investing does not guarantee a profit or protect against loss in a declining market. Before arranging a systematic investment plan, consider your financial ability to continue making purchases in periods when prices are low.

Systematic exchange You can make regular transfers from one Putnam fund to another Putnam fund. There are no additional fees for this service, and you can cancel or change your options at any time.

Dividends PLUS You can choose to have the dividend distributions from one of your Putnam funds automatically reinvested in another Putnam fund at no additional charge.

Free exchange privilege You can exchange money between Putnam funds free of charge, as long as they are the same class of shares. A signature guarantee is required if you are exchanging more than $500,000. The fund reserves the right to revise or terminate the exchange privilege.

Reinstatement privilege If you’ve sold Putnam shares or received a check for a dividend or capital gain, you may reinvest the proceeds with Putnam within 90 days of the transaction and they will be reinvested at the fund’s current net asset value — with no sales charge. However, reinstatement of class B shares may have special tax consequences. Ask your financial or tax representative for details.

Check-writing service You have ready access to many Putnam accounts. It’s as simple as writing a check, and there are no special fees or service charges. For more information about the check-writing service, call Putnam or visit our website.

Dollar cost averaging When you’re investing for long-term goals, it’s time, not timing, that counts. Investing on a systematic basis is a better strategy than trying to figure out when the markets will go up or down. This means investing the same amount of money regularly over a long period. This method of investing is called dollar cost averaging. When a fund’s share price declines, your investment dollars buy more shares at lower prices. When it increases, they buy fewer shares. Over time, you will pay a lower average price per share.

For more information

Visit the Individual Investors section at putnam.com A secure section of our website contains complete information on your account, including balances and transactions, updated daily. You may also conduct transactions, such as exchanges, additional investments, and address changes. Log on today to get your password.

Call us toll free at 1-800-225-1581 Ask a helpful Putnam representative or your financial advisor for details about any of these or other services, or see your prospectus.

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, growth, sustainable, asset allocation, absolute return, and global sector categories.


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

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 28, 2021


	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 28, 2021


	By (Signature and Title):


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


	Date: December 28, 2021

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 28, 2021
	/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 28, 2021
	/s/ Janet C. Smith
	_______________________
	Janet C. Smith
	Principal Financial Officer
	Attachment A
	Period (s) ended October 31, 2021
	Putnam Convertible Securities Fund
	Putnam Fixed Income Absolute Return Fund
	Putnam Focused International Equity Fund
	Putnam Global Income Trust
	Putnam Income Fund
	Putnam Large Cap Value 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 906 CERTIFICATIONS 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, 2021 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, 2021 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.
	Date: December 28, 2021
	/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, 2021 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, 2021 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.
	Date: December 28, 2021
	/s/ Janet C. Smith
	______________________
	Janet C. Smith
	Principal Financial Officer
	Attachment A
	Period (s) ended October 31, 2021
	Putnam Convertible Securities Fund
	Putnam Fixed Income Absolute Return Fund
	Putnam Focused International Equity Fund
	Putnam Global Income Trust
	Putnam Income Fund
	Putnam Large Cap Value 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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end


Message from the Trustees	1
About the fund	2
Interview with your fund’s portfolio manager	4
Your fund’s performance	8
Your fund’s expenses	10
Consider these risks before investing	12
Terms and definitions	12
Other information for shareholders	14
Trustee approval of management contract	15
Financial statements	19


	Annual
	average		Annual		Annual		Annual
	(life of fund)	10 years	average	5 years	average	3 years	average	1 year	6 months
Class A (9/24/10)
Before sales charge	16.54%	368.32%	16.70%	143.65%	19.50%	80.52%	21.76%	49.72%	8.38%
After sales charge	15.92	341.39	16.01	129.64	18.09	70.14	19.38	41.11	2.15
Class B (9/24/10)
Before CDSC	15.91	341.05	16.00	134.73	18.61	76.50	20.85	48.59	7.98
After CDSC	15.91	341.05	16.00	132.73	18.41	73.50	20.16	43.59	2.98
Class C (9/24/10)
Before CDSC	15.91	340.92	15.99	134.67	18.60	76.44	20.84	48.61	7.99
After CDSC	15.91	340.92	15.99	134.67	18.60	76.44	20.84	47.61	6.99
Class R (9/24/10)
Net asset value	16.25	356.66	16.40	140.71	19.21	79.11	21.44	49.34	8.25
Class R6 (5/22/18)
Net asset value	16.86	381.63	17.02	147.63	19.88	82.38	22.18	50.22	8.57
Class Y (9/24/10)
Net asset value	16.83	379.94	16.98	146.76	19.80	81.82	22.05	50.05	8.49


	Annual
	average		Annual		Annual		Annual
	(life of fund)	10 years	average	5 years	average	3 years	average	1 year	6 months
Russell 3000 Index	15.54%	344.86%	16.10%	137.73%	18.91%	79.88%	21.62%	43.90%	9.78%
Lipper Multi-Cap
Core Funds category	13.58	284.38	14.25	115.67	16.46	68.65	18.86	40.48	8.00
average^*


	Annual
	average		Annual		Annual		Annual
	(life of fund)	10 years	average	5 years	average	3 years	average	1 year	6 months
Class A (9/24/10)
Before sales charge	16.01%	395.92%	17.37%	126.73%	17.79%	56.91%	16.20%	36.94%	7.04%
After sales charge	15.39	367.40	16.67	113.69	16.40	47.89	13.93	29.07	0.89
Class B (9/24/10)
Before CDSC	15.38	367.01	16.66	118.33	16.90	53.46	15.35	35.94	6.64
After CDSC	15.38	367.01	16.66	116.33	16.69	50.46	14.59	30.94	1.64
Class C (9/24/10)
Before CDSC	15.38	366.79	16.66	118.36	16.91	53.45	15.34	35.94	6.65
After CDSC	15.38	366.79	16.66	118.36	16.91	53.45	15.34	34.94	5.65
Class R (9/24/10)
Net asset value	15.73	383.88	17.08	123.96	17.50	55.76	15.92	36.62	6.92
Class R6 (5/22/18)
Net asset value	16.34	410.25	17.70	130.27	18.15	58.56	16.61	37.45	7.22
Class Y (9/24/10)
Net asset value	16.30	408.55	17.66	129.50	18.07	58.10	16.50	37.32	7.17


	Class A	Class B	Class C	Class R	Class R6	Class Y
Total annual operating expenses for the
fiscal year ended 4/30/21	0.98%	1.73%	1.73%	1.23%	0.63%	0.73%
Annualized expense ratio for the
six-month period ended 10/31/21	0.96%	1.71%	1.71%	1.21%	0.62%	0.71%


	CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES


	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:	Stephen Tate, 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


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


COMMON STOCKS (90.3%)*	Shares	Value
Aerospace and defense (1.9%)
Northrop Grumman Corp.	91,468	$32,674,199
Raytheon Technologies Corp.	404,064	35,905,127
		68,579,326
Airlines (0.8%)
Southwest Airlines Co. ^{† S}	596,103	28,183,750
		28,183,750
Auto components (0.9%)
Magna International, Inc. (Canada)	393,102	31,959,193
		31,959,193
Banks (5.2%)
Bank of America Corp.	2,696,042	128,816,887
Citigroup, Inc.	569,816	39,408,475
KeyCorp ^S	743,621	17,304,061
		185,529,423
Beverages (1.1%)
Coca-Cola Co. (The)	471,665	26,587,756
Molson Coors Beverage Co. Class B ^S	286,818	12,645,806
		39,233,562
Biotechnology (2.4%)
AbbVie, Inc.	375,052	43,007,213
Amgen, Inc.	182,888	37,852,329
Lucid Diagnostics, Inc. ^†	230,480	2,297,886
Vor BioPharma, Inc. ^{† S}	41,396	651,159
		83,808,587
Capital markets (4.1%)
Apollo Global Management, Inc.	192,464	14,810,105
Goldman Sachs Group, Inc. (The)	114,276	47,235,985
KKR & Co., Inc.	449,188	35,786,808
Morgan Stanley	272,924	28,051,129
P10, Inc. Class A ^†	46,104	576,300
Raymond James Financial, Inc.	182,053	17,948,605
		144,408,932
Chemicals (0.5%)
Eastman Chemical Co.	172,119	17,905,540
		17,905,540
Communications equipment (1.4%)
Cisco Systems, Inc./California	886,157	49,598,207
		49,598,207
Construction materials (0.3%)
Summit Materials, Inc. Class A ^†	251,172	8,954,282
		8,954,282
Containers and packaging (0.4%)
Avery Dennison Corp.	58,183	12,667,603
		12,667,603
Distributors (0.2%)
LKQ Corp. ^†	157,668	8,684,353
		8,684,353


*COMMON STOCKS (90.3%) cont.**	Shares	Value
Diversified financial services (3.1%)
Berkshire Hathaway, Inc. Class B ^†	220,792	$63,369,512
FirstMark Horizon Acquisition Corp. Class A ^{† S}	412,176	4,080,542
Pershing Square Tontine Holdings, Ltd. Class A ^†	1,325,470	26,323,834
Senior Connect Acquisition Corp. I Class A ^†	909,766	8,906,609
Switchback Energy (acquired 5/12/21, cost $4,113,650) (Private) ^{† ∆∆ F P1}	411,365	3,713,392
Switchback II Corp. Class A ^{† S}	518,111	5,196,653
		111,590,542
Diversified telecommunication services (1.0%)
AT&T, Inc.	546,985	13,816,841
Liberty Global PLC Class A (United Kingdom) ^†	772,750	22,208,835
		36,025,676
Electric utilities (2.0%)
Exelon Corp.	503,479	26,780,048
NRG Energy, Inc.	602,279	24,024,909
PG&E Corp. ^†	1,851,655	21,479,198
		72,284,155
Entertainment (1.0%)
Universal Music Group NV (Netherlands)	121,602	3,530,463
Walt Disney Co. (The) ^†	192,854	32,605,826
		36,136,289
Equity real estate investment trusts (REITs) (1.8%)
Armada Hoffler Properties, Inc. ^R	970,846	13,310,299
Boston Properties, Inc. ^R	96,483	10,964,328
Gaming and Leisure Properties, Inc. ^R	708,093	34,335,430
Vornado Realty Trust ^R	117,521	5,009,920
		63,619,977
Food and staples retail (1.6%)
Walmart, Inc.	390,781	58,390,497
		58,390,497
Health-care equipment and supplies (0.6%)
Medtronic PLC	148,848	17,840,921
Nyxoah SA (Belgium) ^†	183,630	4,599,932
		22,440,853
Health-care providers and services (4.6%)
Cigna Corp.	77,520	16,559,047
CVS Health Corp.	237,603	21,213,196
HCA Healthcare, Inc.	80,261	20,102,170
McKesson Corp.	112,353	23,355,942
Tenet Healthcare Corp. ^†	335,062	24,010,543
UnitedHealth Group, Inc.	128,969	59,386,355
		164,627,253
Hotels, restaurants, and leisure (0.3%)
Chuy’s Holdings, Inc. ^†	174,323	5,083,259
Kura Sushi USA, Inc. Class A ^{† S}	104,308	4,441,435
		9,524,694
Household durables (1.1%)
HC Brillant Services GmbH (acquired 8/2/13, cost $32) (Private) (Germany) ^{† ∆∆ F}	48	—
PulteGroup, Inc.	786,603	37,819,872
		37,819,872


INVESTMENT COMPANIES (2.1%)*	Shares	Value
Consumer Staples Select Sector SPDR Fund	320,078	$22,805,558
Health Care Select Sector SPDR Fund ^S	390,179	52,213,754
Total investment companies (cost $73,031,816)		$75,019,312


	UNITED STATES SECURITIES AND EXCHANGE COMMISSION


	Washington, D.C. 20549


	FORM N-CSR


	Investment Company Act file number:	(811-07513)


CONVERTIBLE BONDS AND NOTES (0.3%)*	Principal amount	Value
Penn National Gaming, Inc. cv. sr. unsec. notes 2.75%, 5/15/26	$3,761,000	$11,850,629
Total convertible bonds and notes (cost $3,761,000)		$11,850,629


UNITS (0.2%)*	Units	Value
COVA Acquisition Corp. ^†	728,239	$7,296,955
Total units (cost $7,282,390)		$7,296,955


SHORT-TERM INVESTMENTS (9.2%)*		Principal amount/ shares	Value
Putnam Cash Collateral Pool, LLC 0.08% ^d	Shares	72,052,522	$72,052,522
Putnam Short Term Investment Fund Class P 0.09% ^L	Shares	242,569,454	242,569,454
U.S. Treasury Bills 0.058%, 4/7/22 ^#		$304,000	303,924
U.S. Treasury Bills 0.052%, 3/24/22 ^#		5,200,000	5,198,774
U.S. Treasury Bills 0.039%, 4/21/22 ^#		2,500,000	2,499,258
U.S. Treasury Bills 0.038%, 3/10/22 ^#		4,600,000	4,599,011
Total short-term investments (cost $327,223,771)			$327,222,943


TOTAL INVESTMENTS
Total investments (cost $2,074,666,432)	$3,634,745,688


Key to holding’s abbreviations
SPDR	S&P Depository Receipts


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, 2021 through October 31, 2021 (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 $3,557,534,455.
^†	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 $3,713,392, or 0.1% of net assets.
^#	This security, in part or in entirety, was pledged and segregated with the broker to cover margin requirements for futures contracts at the close of the reporting period. Collateral at period end totaled $12,479,224 and is included in Investments in securities on the Statement of assets and liabilities (Notes 1 and 8).
^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 (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).
^P1	The investment is an irrevocable commitment made in a private investment transaction to purchase shares of a special purpose acquisition corporation upon consummation of a merger or other identified acquisition transaction in the aggregate amount of $4,113,650, the deferred settlement of which is included as a payable as a purchase of delayed delivery securities.


	Unless otherwise noted, the rates quoted in Short-term investments security descriptions represent the weighted average yield to maturity.
	Debt obligations are considered secured unless otherwise indicated.
	The dates shown on debt obligations are the original maturity dates.


FUTURES CONTRACTS OUTSTANDING at 10/31/21 (Unaudited)
	Number of contracts	Notional amount	Value	Expiration date	Unrealized appreciation/ (depreciation)
Russell 2000 Index E-Mini (Long)	992	$113,940,674	$113,846,880	Dec-21	$2,528,335
S&P 500 Index E-Mini (Long)	500	115,134,500	114,925,000	Dec-21	2,597,862
Unrealized appreciation					5,126,197
Unrealized (depreciation)					—
Total					$5,126,197