a_ultrashortdurinc.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
Asset-backed securities	$—	$590,120,863	$—
Certificates of deposit	—	291,869,538	—
Commercial paper	—	2,307,394,710	—
Corporate bonds and notes	—	7,737,324,621	—
Mortgage-backed securities	—	309,135,765	—
Repurchase agreements	—	100,000,000	—
U.S. government agency obligations	—	21,961,804	—
U.S. government and agency mortgage obligations	—	1	—
Totals by level	$—	$11,357,807,302	$—

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


Ultra Short Duration Income Fund 39

Statement of assets and liabilities 1/31/23 (Unaudited)


ASSETS
Investment in securities, at value (Note 1):
Unaffiliated issuers (identified cost $11,420,534,360)	$11,357,807,302
Cash	36,059,660
Interest and other receivables	53,129,790
Receivable for shares of the fund sold	41,162,986
Prepaid assets	299,136
Total assets	11,488,458,874

LIABILITIES
Payable for investments purchased	101,948,334
Payable for shares of the fund repurchased	33,453,094
Payable for compensation of Manager (Note 2)	1,309,339
Payable for custodian fees (Note 2)	46,861
Payable for investor servicing fees (Note 2)	1,447,850
Payable for Trustee compensation and expenses (Note 2)	368,779
Payable for administrative services (Note 2)	23,374
Payable for distribution fees (Note 2)	296,290
Distributions payable to shareholders	4,442,187
Other accrued expenses	427,262
Total liabilities	143,763,370

Net assets	$11,344,695,504

REPRESENTED BY
Paid-in capital (Unlimited shares authorized) (Notes 1 and 4)	$11,437,910,847
Total distributable earnings (Note 1)	(93,215,343)
Total — Representing net assets applicable to capital shares outstanding	$11,344,695,504

COMPUTATION OF NET ASSET VALUE AND OFFERING PRICE
Net asset value, offering price and redemption price per class A share
($3,354,194,062 divided by 334,512,850 shares)	$10.03
Net asset value and offering price per class C share ($13,159,362 divided by 1,313,779 shares)^*	$10.02
Net asset value and redemption price per class N share ($7,908,949 divided by 789,569 shares)	$10.02
Offering price per class N share (100/98.50 of $10.02)^**	$10.17
Net asset value, offering price and redemption price per class R share
($5,133,225 divided by 512,655 shares)	$10.01
Net asset value, offering price and redemption price per class R6 share
($552,764,976 divided by 55,050,319 shares)	$10.04
Net asset value, offering price and redemption price per class Y share
($7,411,534,930 divided by 738,372,604 shares)	$10.04

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

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

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

40 Ultra Short Duration Income Fund

Statement of operations Six months ended 1/31/23 (Unaudited)


INVESTMENT INCOME
Interest (including interest income of $5,438 from investments in affiliated issuers) (Note 5)	$213,485,776
Total investment income	213,485,776

EXPENSES
Compensation of Manager (Note 2)	16,842,237
Investor servicing fees (Note 2)	4,441,377
Custodian fees (Note 2)	64,283
Trustee compensation and expenses (Note 2)	279,488
Distribution fees (Note 2)	1,944,916
Administrative services (Note 2)	261,379
Other	1,232,281
Fees waived and reimbursed by Manager (Note 2)	(4,230,217)
Total expenses	20,835,744
Expense reduction (Note 2)	(35,519)
Net expenses	20,800,225

Net investment income	192,685,551

REALIZED AND UNREALIZED GAIN (LOSS)
Net realized loss on:
Securities from unaffiliated issuers (Notes 1 and 3)	(4,614,754)
Total net realized loss	(4,614,754)
Change in net unrealized appreciation on:
Securities from unaffiliated issuers	55,285,761
Total change in net unrealized appreciation	55,285,761

Net gain on investments	50,671,007

Net increase in net assets resulting from operations	$243,356,558

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

Ultra Short Duration Income Fund 41

Statement of changes in net assets


DECREASE IN NET ASSETS	Six months ended 1/31/23*	Year ended 7/31/22
Operations
Net investment income	$192,685,551	$79,301,267
Net realized loss on investments	(4,614,754)	(6,439,412)
Change in net unrealized appreciation (depreciation)
of investments	55,285,761	(137,654,235)
Net increase (decrease) in net assets resulting
from operations	243,356,558	(64,792,380)
Distributions to shareholders (Note 1):
From ordinary income
Net investment income
Class A	(58,797,884)	(25,728,550)
Class B	—	(129)
Class C	(198,358)	(34,973)
Class N	(115,283)	(30,261)
Class R	(70,449)	(11,190)
Class R6	(7,599,485)	(896,417)
Class Y	(125,961,375)	(51,891,719)
Decrease from capital share transactions (Note 4)	(1,340,194,109)	(2,940,533,054)
Total decrease in net assets	(1,289,580,385)	(3,083,918,673)

NET ASSETS
Beginning of period	12,634,275,889	15,718,194,562
End of period	$11,344,695,504	$12,634,275,889

^*Unaudited.

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

42 Ultra Short Duration Income Fund

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Ultra Short Duration Income Fund 43

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

INVESTMENT OPERATIONS

LESS DISTRIBUTIONS

RATIOS AND SUPPLEMENTAL DATA

Ratio

Ratio of net

Net asset

Net realized

of expenses

investment

value,

and unrealized

Total from

From net

Net asset

Total return

Net assets,

to average

income (loss)

Portfolio

beginning

Net investment

gain (loss)

investment

investment

realized gain

Total

value, end

at net asset

end of period

net assets

to average

turnover

Period ended

of period

income (loss)^a

on investments

operations

income

on investments

distributions

of period

value (%)^b

(in thousands)

(%)^c,d

net assets (%)^d

(%)

Class A

January 31, 2023^**

$9.98

.16

.05

.21

(.16)

—

(.16)

$10.03

2.12^*

$3,354,194

.21^*

1.57^*

15^*

July 31, 2022

10.08

.05

(.10)

(.05)

(.05)

—

(.05)

9.98

(.49)

4,297,725

.40

.46

July 31, 2021

10.08

.04

—^e

.04

(.04)

—

(.04)

10.08

.36

6,611,459

.40

.37

July 31, 2020

10.05

.17

.03

.20

(.17)

—

(.17)

10.08

2.01

7,373,343

.40

1.73

July 31, 2019

10.05

.25

—^e

.25

(.25)

—^e

(.25)

10.05

2.53

8,257,742

.40

2.50

July 31, 2018

10.06

.17

(.01)

.16

(.17)

—^e

(.17)

10.05

1.61

6,002,162

.40

1.71

Class C

January 31, 2023^**

$9.97

.14

.05

.19

(.14)

—

(.14)

$10.02

1.92^*

$13,159

.41^*

1.38^*

15^*

July 31, 2022

10.07

.02

(.10)

(.08)

(.02)

—

(.02)

9.97

(.78)

15,421

.68^f

.20^f

July 31, 2021

10.07

—^e

—

—^e

10.07

.02

22,031

.75^f

.02^f

July 31, 2020

10.04

.13

.03

.16

(.13)

—

(.13)

10.07

1.61

27,790

.80

1.24

July 31, 2019

10.04

.21

—^e

.21

(.21)

—^e

(.21)

10.04

2.13

19,754

.80

2.10

July 31, 2018

10.04

.13

—^e

.13

(.13)

—^e

(.13)

10.04

1.31

15,434

.80

1.21

Class N

January 31, 2023^**

$9.97

.15

.05

.20

(.15)

—

(.15)

$10.02

2.04^*

$7,909

.29 ^*

1.53^*

15^*

July 31, 2022

10.07

.04

(.10)

(.06)

(.04)

—

(.04)

9.97

(.64)

7,791

.55

.30

July 31, 2021

10.07

.02

—^e

.02

(.02)

—

(.02)

10.07

.21

14,369

.55

.22

July 31, 2020

10.04

.15

.03

.18

(.15)

—

(.15)

10.07

1.86

19,303

.55

1.48

July 31, 2019 ^†

10.03

.18

.01

.19

(.18)

—^e

(.18)

10.04

1.94^*

13,070

.42^*

1.81^*

Class R

January 31, 2023^**

$9.97

.14

.04

.18

(.14)

—

(.14)

$10.01

1.82^*

$5,133

.41^*

1.40^*

15^*

July 31, 2022

10.07

.02

(.10)

(.08)

(.02)

—

(.02)

9.97

(.78)

5,240

.69^f

.24^f

July 31, 2021

10.07

—^e

—

—^e

10.07

.02

4,207

.75^f

.02^f

July 31, 2020

10.04

.13

.03

.16

(.13)

—

(.13)

10.07

1.61

5,118

.80

1.30

July 31, 2019

10.04

.21

—^e

.21

(.21)

—^e

(.21)

10.04

2.13

5,411

.80

2.09

July 31, 2018

10.05

.13

(.01)

.12

(.13)

—^e

(.13)

10.04

1.21

5,019

.80

1.26

Class R6

January 31, 2023^**

$10.00

.17

.04

.21

(.17)

—

(.17)

$10.04

2.09^*

$552,765

.15^*

1.82^*

15^*

July 31, 2022

10.10

.06

(.10)

(.04)

(.06)

—

(.06)

10.00

(.37)

177,358

.29

.69

July 31, 2021

10.09

.05

.01

.06

(.05)

—

(.05)

10.10

.57

121,669

.29

.46

July 31, 2020

10.06

.18

.03

.21

(.18)

—

(.18)

10.09

2.12

92,676

.29

1.80

July 31, 2019

10.06

.26

—^e

.26

(.26)

—^e

(.26)

10.06

2.64

97,971

.29

2.68

July 31, 2018

10.07

.18

(.01)

.17

(.18)

—^e

(.18)

10.06

1.72

3,680

.29

1.75

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

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


44 Ultra Short Duration Income Fund	Ultra Short Duration Income Fund 45

Financial highlights cont.

INVESTMENT OPERATIONS

LESS DISTRIBUTIONS

RATIOS AND SUPPLEMENTAL DATA

Ratio

Ratio of net

Net asset

Net realized

of expenses

investment

value,

and unrealized

Total from

From net

Net asset

Total return

Net assets,

to average

income (loss)

Portfolio

beginning

Net investment

gain (loss)

investment

investment

realized gain

Total

value, end

at net asset

end of period

net assets

to average

turnover

Period ended

of period

income (loss)^a

on investments

operations

income

on investments

distributions

of period

value (%)^b

(in thousands)

(%)^c,d

net assets (%)^d

(%)

Class Y

January 31, 2023^**

$9.99

.17

.05

.22

(.17)

—

(.17)

$10.04

2.17^*

$7,411,535

.16^*

1.64^*

15^*

July 31, 2022

10.09

.06

(.10)

(.04)

(.06)

—

(.06)

9.99

(.39)

8,130,742

.30

.60

July 31, 2021

10.09

.05

—^e

.05

(.05)

—

(.05)

10.09

.46

8,944,133

.30

.46

July 31, 2020

10.06

.18

.03

.21

(.18)

—

(.18)

10.09

2.11

8,857,867

.30

1.79

July 31, 2019

10.06

.26

—^e

.26

(.26)

—^e

(.26)

10.06

2.63

8,052,123

.30

2.61

July 31, 2018

10.07

.18

(.01)

.17

(.18)

—^e

(.18)

10.06

1.71

4,952,524

.30

1.82

^*Not annualized.

^** Unaudited.

^† For the period November 1, 2018 (commencement of operations) to July 31, 2019.

^aPer share net investment income (loss) 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 arrangements, if any (Note 2). Also excludes acquired fund fees and expenses, if any.

^dReflects an involuntary contractual expense limitation in effect during the period. As a result of such limitation, the expenses of each class reflect a reduction of the following amounts as a percentage of net assets (Note 2):


	1/31/23	7/31/22	7/31/21	7/31/20	7/31/19	7/31/18
Class A	0.04%	0.06%	0.06%	0.09%	0.14%	0.14%
Class C	0.04	0.06	0.06	0.09	0.14	0.14
Class N	0.04	0.06	0.06	0.09	0.10	N/A
Class R	0.04	0.06	0.06	0.09	0.14	0.14
Class R6	0.04	0.06	0.06	0.09	0.14	0.14
Class Y	0.04	0.06	0.06	0.09	0.14	0.14

^eAmount represents less than $0.01 per share.

^fReflects a voluntary waiver of certain fund expenses in effect during the period relating to the enhancement of certain annualized net yields for the fund. As a result of such waiver, the expenses reflect a reduction of the following amounts as a percentage of average net assets (Note 2):


	7/31/22	7/31/21
Class C	0.12%	0.05%
Class R	0.11	0.05

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


46 Ultra Short Duration Income Fund	Ultra Short Duration Income Fund 47

Notes to financial statements 1/31/23 (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 August 1, 2022 through January 31, 2023.

Putnam Ultra Short Duration Income 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 as high a rate of current income as Putnam Management believes is consistent with preservation of capital and maintenance of liquidity. The fund invests in a diversified portfolio of fixed income securities comprised of short duration, investment-grade money market and other fixed income securities. The fund’s investments may include obligations of the U.S. government, its agencies and instrumentalities, which are backed by the full faith and credit of the United States (e.g., U.S. Treasury bonds and Ginnie Mae mortgage-backed bonds) or by only the credit of a federal agency or government sponsored entity (e.g., Fannie Mae or Freddie Mac mortgage-backed bonds), domestic corporate debt obligations, taxable municipal debt securities, securitized debt instruments (such as mortgage- and asset backed securities), repurchase agreements, certificates of deposit, bankers acceptances, commercial paper (including asset-backed commercial paper), time deposits, Yankee Eurodollar securities and other money market instruments. The fund may also invest in U.S.-dollar denominated foreign securities of these types. Under normal circumstances, the effective duration of the fund’s portfolio will generally not be greater than one year. Effective duration provides a measure of a fund’s interest-rate sensitivity. The longer a fund’s duration, the more sensitive the fund is to shifts in interest rates. Under normal circumstances, the dollar-weighted average portfolio maturity of the fund is not expected to exceed three and one-half years. Putnam Management may consider, among other factors, credit, interest rate and prepayment risks, as well as general market conditions, when deciding whether to buy or sell investments. The fund may also use derivatives, such as futures, options and swap contracts, for both hedging and non-hedging purposes.

The fund offers the following share classes. The expenses for each class of shares may differ based on the distribution and investor servicing fees of each class, which are identified in Note 2.


Share class	Sales charge	Contingent deferred sales charge	Conversion feature
		1.00% on certain redemptions of shares
Class A	None	bought with no initial sales charge	None
			Converts to class A shares
Class C	None	1.00% eliminated after one year	after 8 years
		0.25% on certain redemptions of shares
Class N	Up to 1.50%	bought with no initial sales charge	None
Class R^*	None	None	None
Class R6^*	None	None	None
Class Y^*	None	None	None

^*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.

48 Ultra Short Duration Income Fund

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 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.

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. Securities quoted in foreign currencies, if any, are translated into U.S. dollars at the current exchange rate.

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.

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. Certain securities may be valued on the basis of a price provided by a single source. 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.

Joint trading account Pursuant to an exemptive order from the SEC, the fund may transfer uninvested cash balances into a joint trading account along with the cash of other registered investment companies and certain other accounts managed by Putnam Management. These balances may be invested in issues of short-term investments having maturities of up to 90 days.

Repurchase agreements The fund, or any joint trading account, through its custodian, receives delivery of the underlying securities, the fair value of which at the time of purchase is required to be in an amount at least equal

Ultra Short Duration Income Fund 49

to the resale price, including accrued interest. Collateral for certain tri-party repurchase agreements, which totaled $105,006,444 at the end of the reporting period, is held at the counterparty’s custodian in a segregated account for the benefit of the fund and the counterparty. Putnam Management is responsible for determining that the value of these underlying securities is at all times at least equal to the resale price, including accrued interest. In the event of default or bankruptcy by the other party to the agreement, retention of the collateral may be subject to legal proceedings.

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, if any, is recorded on the accrual basis. Amortization and accretion of premiums and discounts on debt securities, if any, is recorded on the accrual basis.

Stripped securities The fund may invest in stripped securities which represent a participation in securities that may be structured in classes with rights to receive different portions of the interest and principal. Interest-only securities receive all of the interest and principal-only securities receive all of the principal. If the interest-only securities experience greater than anticipated prepayments of principal, the fund may fail to recoup fully its initial investment in these securities. Conversely, principal-only securities increase in value if prepayments are greater than anticipated and decline if prepayments are slower than anticipated. The fair value of these securities is highly sensitive to changes in interest rates.

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 $100 million ($317.5 million prior to October 14, 2022) 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.

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.

Under the Regulated Investment Company Modernization Act of 2010, the fund will be permitted to carry forward capital losses incurred for an unlimited period and the carry forwards will retain their character as either short-term or long-term capital losses. At July 31, 2022, the fund had the following capital loss carryovers available, to the extent allowed by the Code, to offset future net capital gain, if any:


	Loss carryover
Short-term	Long-term	Total
$21,434,907	$4,687,974	$26,122,881

50 Ultra Short Duration Income Fund

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 $11,420,535,548, resulting in gross unrealized appreciation and depreciation of $7,114,010 and $69,842,256, respectively, or net unrealized depreciation of $62,728,246.

Distributions to shareholders Income dividends are recorded daily by the fund and are paid monthly. 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:


0.440%	of the first $5 billion,	0.240%	of the next $50 billion,
0.390%	of the next $5 billion,	0.220%	of the next $50 billion,
0.340%	of the next $10 billion,	0.210%	of the next $100 billion and
0.290%	of the next $10 billion,	0.205%	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 0.142% of the fund’s average net assets.

Putnam Management has contractually agreed, through November 30, 2023, 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 Management has also contractually agreed to waive fees (and, to the extent necessary, bear other expenses) of the fund through November 30, 2023, to the extent that total expenses of the fund (excluding brokerage, interest, taxes, investment-related expenses, payments under distribution plans, extraordinary expenses, payments under the fund’s investor servicing contract and acquired fund fees and expenses, but including payments under the fund’s investment management contract) would exceed an annual rate of 0.24% of the fund’s average net assets. During the reporting period, the fund’s expenses were reduced by $4,230,217 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 0.20% 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.

Ultra Short Duration Income Fund 51

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 C, class N, 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	$1,415,667	Class R	1,906
Class C	5,444	Class R6	105,392
Class N	2,855	Class Y	2,910,113
		Total	$4,441,377

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 $35,519 under the expense offset arrangements.

Each Independent Trustee of the fund receives an annual Trustee fee, of which $10,281, 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%	0.10%	$1,886,466
Class C	1.00%	0.50%	36,270
Class N	1.00%	0.25%	9,499
Class R	1.00%	0.50%	12,681
Total			$1,944,916

52 Ultra Short Duration Income Fund

For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received net commissions of $259 from the sale of class N shares and received no monies in contingent deferred sales charges from redemptions of class C shares purchased by exchange from another Putnam fund.

A deferred sales charge of up to 1.00% for class A shares may be assessed on certain redemptions. For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received no monies in contingent deferred sales charges from redemptions of class A shares purchased by exchange from another Putnam fund.

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)	$1,273,150,798	$2,440,130,767
U.S. government securities (Long-term)	—	—
Total	$1,273,150,798	$2,440,130,767

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 1/31/23		YEAR ENDED 7/31/22
Class A	Shares	Amount	Shares	Amount
Shares sold	57,569,023	$575,004,526	164,765,264	$1,656,859,113
Shares issued in connection with
reinvestment of distributions	5,837,429	58,326,651	2,551,045	25,552,605
	63,406,452	633,331,177	167,316,309	1,682,411,718
Shares repurchased	(159,434,889)	(1,592,064,845)	(392,467,776)	(3,941,671,658)
Net decrease	(96,028,437)	$(958,733,668)	(225,151,467)	$(2,259,259,940)

			YEAR ENDED 7/31/22^*
Class B			Shares	Amount
Shares sold			4,402	$44,198
Shares issued in connection with reinvestment of distributions			6	61
			4,408	44,259
Shares repurchased			(36,794)	(368,407)
Net decrease			(32,386)	$(324,148)

Ultra Short Duration Income Fund 53


	SIX MONTHS ENDED 1/31/23		YEAR ENDED 7/31/22
Class C	Shares	Amount	Shares	Amount
Shares sold	167,310	$1,668,773	302,857	$3,038,270
Shares issued in connection with
reinvestment of distributions	19,640	196,029	3,469	34,617
	186,950	1,864,802	306,326	3,072,887
Shares repurchased	(419,678)	(4,184,944)	(947,115)	(9,506,923)
Net decrease	(232,728)	$(2,320,142)	(640,789)	$(6,434,036)

	SIX MONTHS ENDED 1/31/23		YEAR ENDED 7/31/22
Class N	Shares	Amount	Shares	Amount
Shares sold	81,097	$808,797	316,748	$3,181,901
Shares issued in connection with
reinvestment of distributions	11,531	115,119	3,018	30,161
	92,628	923,916	319,766	3,212,062
Shares repurchased	(84,318)	(840,805)	(965,062)	(9,702,188)
Net increase (decrease)	8,310	$83,111	(645,296)	$(6,490,126)

	SIX MONTHS ENDED 1/31/23		YEAR ENDED 7/31/22
Class R	Shares	Amount	Shares	Amount
Shares sold	39,517	$393,635	258,224	$2,588,428
Shares issued in connection with
reinvestment of distributions	7,055	70,405	1,122	11,190
	46,572	464,040	259,346	2,599,618
Shares repurchased	(59,558)	(594,000)	(151,478)	(1,521,170)
Net increase (decrease)	(12,986)	$(129,960)	107,868	$1,078,448

	SIX MONTHS ENDED 1/31/23		YEAR ENDED 7/31/22
Class R6	Shares	Amount	Shares	Amount
Shares sold	54,758,294	$547,247,589	11,364,655	$114,035,027
Shares issued in connection with
reinvestment of distributions	347,312	3,475,196	89,295	895,244
	55,105,606	550,722,785	11,453,950	114,930,271
Shares repurchased	(17,799,398)	(177,993,656)	(5,760,286)	(57,895,840)
Net increase	37,306,208	$372,729,129	5,693,664	$57,034,431

	SIX MONTHS ENDED 1/31/23		YEAR ENDED 7/31/22
Class Y	Shares	Amount	Shares	Amount
Shares sold	324,904,615	$3,248,351,295	678,744,880	$6,822,754,347
Shares issued in connection with
reinvestment of distributions	10,935,530	109,394,879	4,286,098	42,976,448
	335,840,145	3,357,746,174	683,030,978	6,865,730,795
Shares repurchased	(411,119,119)	(4,109,568,753)	(755,480,563)	(7,591,868,478)
Net decrease	(75,278,974)	$(751,822,579)	(72,449,585)	$(726,137,683)

^*Effective May 25, 2022, Class B shares converted to Class A shares.

54 Ultra Short Duration Income 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 7/31/22	cost	proceeds	income	of 1/31/23
Short-term investments
Putnam Short Term
Investment Fund^*	$—	$26,992,000	$26,992,000	$5,438	$—
Total Short-term
investments	$—	$26,992,000	$26,992,000	$5,438	$—

^*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. The fund may invest a significant portion of its assets in securitized debt instruments, including mortgage-backed and asset-backed investments. The yields and values of these investments are sensitive to changes in interest rates, the rate of principal payments on the underlying assets and the market’s perception of the issuers. The market for these investments may be volatile and limited, which may make them difficult to buy or sell.

On July 27, 2017, the United Kingdom’s Financial Conduct Authority (“FCA”), which regulates LIBOR, announced its intention to cease compelling banks to provide the quotations needed to sustain LIBOR after 2021. ICE Benchmark Administration, the administrator of LIBOR, ceased publication of most LIBOR settings on a representative basis at the end of 2021 and is expected to cease publication of a majority of U.S. dollar LIBOR settings on a representative basis after June 30, 2023. In addition, global regulators have announced that, with limited exceptions, no new LIBOR-based contracts should be entered into after 2021. LIBOR has historically been a common benchmark interest rate index used to make adjustments to variable-rate loans. It is used throughout global banking and financial industries to determine interest rates for a variety of financial instruments and borrowing arrangements. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR in most major currencies. Various financial industry groups have been planning for the transition away from LIBOR, but there are obstacles to converting certain longer-term securities and transactions to new reference rates. Markets are developing slowly and questions around liquidity in these rates and how to appropriately adjust these rates to mitigate any economic value transfer at the time of transition remain a significant concern. Neither the effect of the transition process nor its ultimate success can yet be known. The transition process might lead to increased volatility and illiquidity in markets that rely on LIBOR to determine interest rates. It could also lead to a reduction in the value of some LIBOR-based investments and reduce the effectiveness of related transactions, such as hedges. While some LIBOR-based instruments may contemplate a scenario where LIBOR is no longer available by providing for an alternative rate-setting methodology, not all may have such provisions and there may be significant uncertainty regarding the effectiveness of any such alternative methodologies. Since the usefulness of LIBOR as a benchmark could deteriorate during the transition period, these effects could occur at any time.

The Covid–19 pandemic and efforts to contain its spread have resulted in, among other effects, significant market volatility, exchange trading suspensions and closures, declines in global financial markets, higher default rates, significant changes in fiscal and monetary policies, and economic downturns and recessions. The effects of the Covid–19 pandemic have negatively affected, and may continue to negatively affect, the global economy, the economies of the United States and other individual countries, the financial performance of individual issuers, sectors, industries, asset classes, and markets, and the value, volatility, and liquidity of particular securities and other assets. The effects of the Covid–19 pandemic also are likely to exacerbate other risks that apply to the fund, which could negatively impact the fund’s performance and lead to losses on your investment in the fund. The duration of the Covid–19 pandemic and its effects cannot be determined with certainty.

Ultra Short Duration Income Fund 55

Note 7: 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.


		RBC Capital
	BNP Paribas	Markets, LLC	Total
Assets:
Repurchase agreements ^**	$75,000,000	$25,000,000	$100,000,000
Total Assets	$75,000,000	$25,000,000	$100,000,000
Liabilities:
Total Liabilities	$—	$—	$—
Total Financial and Derivative Net Assets	$75,000,000	$25,000,000	$100,000,000
Total collateral received (pledged)^†##	$75,000,000	$25,000,000
Net amount	$—	$—
Controlled collateral received (including
TBA commitments)^**	$—	$—	$—
Uncontrolled collateral received	$78,760,049	$26,246,395	$105,006,444
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.

56 Ultra Short Duration Income Fund

Fund information

Founded over 85 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, and asset allocation categories.


Investment Manager	Trustees	Richard T. Kircher
Putnam Investment	Kenneth R. Leibler, Chair	Vice President and
Management, LLC	Barbara M. Baumann, Vice Chair	BSA Compliance Officer
100 Federal Street	Liaquat Ahamed
Boston, MA 02110	Katinka Domotorffy	Martin Lemaire
	Catharine Bond Hill	Vice President and
Investment Sub-Advisor	Jennifer Williams Murphy	Derivatives Risk Manager
Putnam Investments Limited	Marie Pillai
16 St James’s Street	George Putnam III	Susan G. Malloy
London, England SW1A 1ER	Robert L. Reynolds	Vice President and
	Manoj P. Singh	Assistant Treasurer
Marketing Services	Mona K. Sutphen
Putnam Retail Management		Alan G. McCormack
Limited Partnership	Officers	Vice President and
100 Federal Street	Robert L. Reynolds	Derivatives Risk Manager
Boston, MA 02110	President
		Denere P. Poulack
Custodian	James F. Clark	Assistant Vice President,
State Street Bank	Vice President, Chief Compliance	Assistant Clerk, and
and Trust Company	Officer, and Chief Risk Officer	Assistant Treasurer

Legal Counsel	Nancy E. Florek	Janet C. Smith
Ropes & Gray LLP	Vice President, Assistant Clerk,	Vice President,
	and Assistant Treasurer	Principal Financial Officer,
		Principal Accounting Officer,
	Michael J. Higgins	and Assistant Treasurer
	Vice President, Treasurer,
	and Clerk	Stephen J. Tate
		Vice President and
	Jonathan S. Horwitz	Chief Legal Officer
	Executive Vice President,
	Principal Executive Officer,	Mark C. Trenchard
	and Compliance Liaison	Vice President

This report is for the information of shareholders of Putnam Ultra Short Duration Income 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 90 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: March 29, 2023


	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: March 29, 2023


	By (Signature and Title):


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


	Date: March 29, 2023

EX-99.CERT 2 b_lu7certifications.htm CERTIFICATIONS b_lu7certifications.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 90 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 period covered by the registrant’s report 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: March 29, 2023
	/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 90 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 period covered by the registrant’s report 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: March 29, 2023
	/s/ Janet C. Smith
	_______________________
	Janet C. Smith
	Principal Financial Officer
	Attachment A
	Period (s) ended January 31, 2023
	George Putnam Balanced Fund
	Putnam Growth Opportunities Fund
	Putnam Premier Income Trust
	Putnam Research Fund
	Putnam Ultra Short Duration Income Fund
	Putnam Short Term Investment Fund
	Putnam Strategic Intermediate Municipal Fund
	Putnam Tax-Free High Yield Fund
	Putnam Sustainable Retirement 2065 Fund
	Putnam Sustainable Retirement 2060 Fund
	Putnam Sustainable Retirement 2055 Fund
	Putnam Sustainable Retirement 2050 Fund
	Putnam Sustainable Retirement 2045 Fund
	Putnam Sustainable Retirement 2040 Fund
	Putnam Sustainable Retirement 2035 Fund
	Putnam Sustainable Retirement 2030 Fund
	Putnam Sustainable Retirement 2025 Fund
	Putnam Sustainable Retirement Maturity Fund

EX-99.906 CERT 3 c_lu7noscertification.htm 906 CERTIFICATIONS c_lu7noscertification.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 January 31, 2023 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 January 31, 2023 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.
	Date: March 29, 2023
	/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 January 31, 2023 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 January 31, 2023 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.
	Date: March 29, 2023
	/s/ Janet C. Smith
	______________________
	Janet C. Smith
	Principal Financial Officer
	Attachment A
	Period (s) ended January 31, 2023
	George Putnam Balanced Fund
	Putnam Growth Opportunities Fund
	Putnam Premier Income Trust
	Putnam Research Fund
	Putnam Ultra Short Duration Income Fund
	Putnam Short Term Investment Fund
	Putnam Strategic Intermediate Municipal Fund
	Putnam Tax-Free High Yield Fund
	Putnam Sustainable Retirement 2065 Fund
	Putnam Sustainable Retirement 2060 Fund
	Putnam Sustainable Retirement 2055 Fund
	Putnam Sustainable Retirement 2050 Fund
	Putnam Sustainable Retirement 2045 Fund
	Putnam Sustainable Retirement 2040 Fund
	Putnam Sustainable Retirement 2035 Fund
	Putnam Sustainable Retirement 2030 Fund
	Putnam Sustainable Retirement 2025 Fund
	Putnam Sustainable Retirement Maturity Fund

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Message from the Trustees	1
About the fund	2
Interview with your fund’s portfolio manager	5
Your fund’s performance	9
Your fund’s expenses	11
Consider these risks before investing	13
Terms and definitions	14
Other information for shareholders	16
Financial statements	17


	Life of fund	10 years	5 years	3 years	1 year	6 months
Class A (10/17/11)
Net asset value	1.09%	1.12%	1.48%	0.94%	1.72%	2.12%
Class C (10/17/11)
Net asset value	0.80	0.81	1.13	0.59	1.32	1.92
Class N (11/1/18)
Before sales charge	0.95	0.98	1.35	0.79	1.56	2.04
After sales charge	0.81	0.83	1.05	0.28	0.04	0.51
Class R (10/17/11)
Net asset value	0.69	0.73	1.11	0.56	1.32	1.82
Class R6 (7/2/12)
Net asset value	1.20	1.23	1.60	1.06	1.84	2.09
Class Y (10/17/11)
Net asset value	1.19	1.22	1.58	1.04	1.82	2.17


	Life of fund	10 years	5 years	3 years	1 year	6 months
ICE BofA U.S. Treasury
Bill Index	0.73%	0.81%	1.31%	0.77%	1.69%	1.54%


	Life of fund	10 years	5 years	3 years	1 year	6 months
Class A (10/17/11)
Net asset value	1.03%	1.05%	1.38%	0.78%	0.98%	1.50%
Class C (10/17/11)
Net asset value	0.74	0.73	1.01	0.43	0.60	1.29
Class N (11/1/18)
Before sales charge	0.89	0.91	1.25	0.62	0.82	1.42
After sales charge	0.75	0.76	0.94	0.12	–0.69	–0.10
Class R (10/17/11)
Net asset value	0.64	0.67	1.01	0.43	0.60	1.29
Class R6 (7/2/12)
Net asset value	1.14	1.16	1.47	0.89	1.00	1.56
Class Y (10/17/11)
Net asset value	1.13	1.15	1.48	0.88	1.08	1.55


	Class A	Class C	Class N	Class R	Class R6	Class Y
Net expenses for the fiscal year
ended 7/31/22^*	0.40%	0.80%	0.55%	0.80%	0.29%	0.30%
Total annual operating expenses for the
fiscal year ended 7/31/22	0.46%	0.86%	0.61%	0.86%	0.35%	0.36%
Annualized expense ratio for the
six-month period ended 1/31/23	0.41%	0.81%	0.56%	0.81%	0.29%	0.31%


	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


	Date of reporting period:	August 1, 2022 – January 31, 2023


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


CORPORATE BONDS AND NOTES (68.2%)*	Principal amount	Value
Banking (36.2%)
ANZ New Zealand Int’l, Ltd./London 144A company guaranty sr. unsec. FRN (US SOFR + 0.60%), 4.767%, 2/18/25 (United Kingdom)	$28,032,000	$27,960,322
Australia and New Zealand Banking Group, Ltd. 144A sr. unsec. notes 4.829%, 2/3/25 (Australia)	46,914,000	46,980,432
Banco Bilbao Vizcaya Argentaria SA sr. unsec. unsub. notes 0.875%, 9/18/23 (Spain)	28,200,000	27,452,294
Banco Santander SA sr. unsec. unsub. FRN (ICE LIBOR USD 3 Month + 1.12%), 5.926%, 4/12/23 (Spain)	58,074,000	58,079,667
Banco Santander SA sr. unsec. unsub. FRN (ICE LIBOR USD 3 Month + 1.09%), 5.782%, 2/23/23 (Spain)	35,450,000	35,467,260
Bank of America Corp. sr. unsec. FRN 5.08%, 1/20/27	46,963,000	47,135,605
Bank of America Corp. sr. unsec. FRN Ser. GMTN, (ICE LIBOR USD 3 Month + 0.96%), 5.775%, 7/23/24	11,340,000	11,369,611
Bank of America Corp. sr. unsec. FRN Ser. MTN, (Bloomberg 3 Month Short Term Bank Yield Index + 0.43%), 4.963%, 5/28/24	71,000,000	70,586,777
Bank of America Corp. sr. unsec. FRN Ser. MTN, 0.81%, 10/24/24	12,012,000	11,619,608
Bank of America Corp. sr. unsec. unsub. FRN Ser. MTN, 3.458%, 3/15/25	4,690,000	4,599,175
Bank of America Corp. sr. unsec. unsub. FRN Ser. MTN, 3.093%, 10/1/25	12,834,000	12,416,458
Bank of Montreal sr. unsec. FRN Ser. MTN, (US SOFR Compounded Index + 0.47%), 4.789%, 1/10/25 (Canada)	46,935,000	46,609,710
Bank of Montreal sr. unsec. unsub. FRN Ser. MTN, (US SOFR Compounded Index + 0.71%), 4.984%, 3/8/24 (Canada)	37,475,000	37,533,949
Bank of Montreal sr. unsec. unsub. FRN Ser. MTN, (US SOFR Compounded Index + 0.32%), 4.644%, 7/9/24 (Canada)	37,695,000	37,548,743
Bank of Montreal sr. unsec. unsub. FRN Ser. MTN, (US SOFR Compounded Index + 0.27%), 4.593%, 4/14/23 (Canada)	28,038,000	28,037,141
Bank of New York Mellon Corp. (The) sr. unsec. unsub. FRN (US SOFR + 0.62%), 4.942%, 4/25/25	51,384,000	51,161,459
Bank of New York Mellon Corp. (The) sr. unsec. unsub. FRN (US SOFR + 0.20%), 4.522%, 10/25/24	34,593,000	34,320,013
Bank of Nova Scotia (The) sr. unsec. FRN (US SOFR Compounded Index + 0.45%), 4.768%, 4/15/24 (Canada)	74,000,000	73,893,440
Bank of Nova Scotia (The) sr. unsec. notes 1.625%, 5/1/23 (Canada)	5,040,000	5,000,537
Bank of Nova Scotia (The) sr. unsec. unsub. FRN (US SOFR + 0.26%), 4.573%, 9/15/23 (Canada)	22,930,000	22,912,850
Bank of Nova Scotia (The) sr. unsec. unsub. FRN (US SOFR + 0.38%), 4.559%, 7/31/24 (Canada)	46,700,000	46,521,861
Banque Federative du Credit Mutuel SA 144A sr. unsec. FRN (ICE LIBOR USD 3 Month + 0.96%), 5.768%, 7/20/23 (France)	7,635,000	7,647,079


CORPORATE BONDS AND NOTES (68.2%)* cont.	Principal amount	Value
Banking cont.
Banque Federative du Credit Mutuel SA 144A sr. unsec. FRN (US SOFR Compounded Index + 0.41%), 4.49%, 2/4/25 (France)	$70,375,000	$69,409,611
Banque Federative du Credit Mutuel SA 144A sr. unsec. notes 0.65%, 2/27/24 (France)	35,500,000	33,904,273
Barclays PLC sr. unsec. unsub. FRN (ICE LIBOR USD 3 Month + 1.38%), 6.024%, 5/16/24 (United Kingdom)	61,379,000	61,482,976
Barclays PLC sr. unsec. unsub. FRN 4.338%, 5/16/24 (United Kingdom)	28,052,000	27,934,040
Barclays PLC sr. unsec. unsub. FRN 3.932%, 5/7/25 (United Kingdom)	8,914,000	8,734,754
BNP Paribas company guaranty sr. unsec. unsub. notes Ser. MTN, 3.25%, 3/3/23 (France)	18,750,000	18,730,733
BNP Paribas SA 144A sr. unsec. unsub. notes 3.50%, 3/1/23 (France)	10,214,000	10,203,631
BPCE SA 144A sr. unsec. FRN (ICE LIBOR USD 3 Month + 1.24%), 5.975%, 9/12/23 (France)	69,767,000	69,871,371
BPCE SA 144A sr. unsec. FRN (US SOFR + 0.57%), 4.893%, 1/14/25 (France)	24,822,000	24,513,959
BPCE SA 144A sr. unsec. notes 2.375%, 1/14/25 (France)	6,836,000	6,444,166
BPCE SA 144A sr. unsec. unsub. FRN 5.975%, 1/18/27 (France)	28,882,000	29,248,304
Canadian Imperial Bank of Commerce sr. unsec. unsub. FRN (US SOFR Compounded Index + 0.42%), 4.743%, 10/18/24 (Canada)	37,396,000	37,229,731
Canadian Imperial Bank of Commerce sr. unsec. unsub. FRN (US SOFR + 0.34%), 4.664%, 6/22/23 (Canada)	47,455,000	47,439,342
Canadian Imperial Bank of Commerce sr. unsec. unsub. FRN Ser. BKNT, (ICE LIBOR USD 3 Month + 0.66%), 5.393%, 9/13/23 (Canada)	20,445,000	20,492,626
Capital One Bank USA NA unsec. sub. notes 3.375%, 2/15/23	24,166,000	24,151,500
Citigroup, Inc. sr. unsec. FRN (ICE LIBOR USD 3 Month + 1.02%), 5.784%, 6/1/24	89,440,000	89,610,914
Citigroup, Inc. sr. unsec. unsub. FRN (US SOFR + 1.37%), 5.572%, 5/24/25	13,997,000	14,039,243
Citigroup, Inc. sr. unsec. unsub. FRN (US SOFR + 0.67%), 4.991%, 5/1/25	39,605,000	39,235,089
Citizens Bank NA sr. unsec. FRN 4.119%, 5/23/25	19,435,000	19,146,406
Citizens Bank NA sr. unsec. FRN Ser. BKNT, (ICE LIBOR USD 3 Month + 0.95%), 5.676%, 3/29/23	17,893,000	17,902,783
Citizens Bank NA sr. unsec. unsub. FRN 5.284%, 1/26/26	41,686,000	41,671,866
Commonwealth Bank of Australia 144A sr. unsec. unsub. FRN (US SOFR + 0.74%), 5.047%, 3/14/25 (Australia)	65,581,000	65,778,399
Commonwealth Bank of Australia/New York, NY sr. unsec. notes 5.079%, 1/10/25	18,783,000	18,929,017
Cooperatieve Rabobank UA sr. unsec. FRN (US SOFR Compounded Index + 0.38%), 4.704%, 1/10/25 (Netherlands)	63,599,000	63,111,806


	UNITED STATES SECURITIES AND EXCHANGE COMMISSION


	Washington, D.C. 20549


	FORM N-CSR


	Investment Company Act file number:	(811-07513)


COMMERCIAL PAPER (20.3%)*	Yield (%)	Maturity date	Principal amount	Value
Amcor Finance (USA), Inc.	4.949	2/2/23	$27,023,000	$27,016,019
Amcor Flexibles North America, Inc.	4.788	2/7/23	43,000,000	42,960,535
Amcor Flexibles North America, Inc.	4.868	2/2/23	42,000,000	41,989,304
American Honda Finance Corp.	4.730	2/7/23	20,000,000	19,981,528
Arrow Electronics, Inc.	5.017	2/8/23	51,000,000	50,942,960
Arrow Electronics, Inc.	5.060	2/7/23	56,050,000	55,995,180
Arrow Electronics, Inc.	4.960	2/1/23	6,000,000	5,999,190
AT&T, Inc.	4.749	2/13/23	22,000,000	21,962,598
Autonation, Inc.	5.010	2/7/23	23,500,000	23,477,107
Autonation, Inc.	4.851	2/1/23	92,175,000	92,162,610
Aviation Capital Group, LLC	4.981	2/1/23	118,700,000	118,685,348
Bell Canada (Canada)	4.721	2/16/23	30,000,000	29,938,853
Bell Canada (Canada)	4.720	2/13/23	25,000,000	24,958,644
BPCE SA (France)	4.267	9/8/23	26,150,000	25,357,364
Conagra Brands, Inc.	4.851	2/1/23	24,750,000	24,746,673
Crown Castle, Inc.	5.328	2/22/23	23,500,000	23,427,922
Crown Castle, Inc.	5.327	2/21/23	17,000,000	16,950,238
Crown Castle, Inc.	5.166	2/8/23	40,000,000	39,955,547
Crown Castle, Inc.	5.146	2/7/23	32,295,000	32,263,602
Enbridge US, Inc.	4.841	2/21/23	23,500,000	23,432,815
Enbridge US, Inc.	4.831	2/2/23	14,150,000	14,146,255
Energy Transfer LP	5.001	2/1/23	106,414,000	106,399,696
ERAC USA Finance, LLC	4.767	2/16/23	25,400,000	25,346,558
Fidelity National Information Services, Inc.	4.876	3/6/23	23,500,000	23,394,665
Fidelity National Information Services, Inc.	4.818	2/21/23	23,500,000	23,435,297
Fidelity National Information Services, Inc.	4.913	2/1/23	23,400,000	23,397,051
Fiserv, Inc.	4.758	2/22/23	56,500,000	56,336,304
Fiserv, Inc.	4.849	2/2/23	23,400,000	23,394,041
FMC Corp.	4.801	2/1/23	118,250,000	118,234,105
General Motors Financial Co., Inc.	4.273	6/22/23	14,000,000	13,688,160
General Motors Financial Co., Inc.	3.905	2/22/23	28,000,000	27,914,462
General Motors Financial Co., Inc.	5.256	2/10/23	14,100,000	14,080,569
Glencore Funding, LLC	5.020	3/23/23	8,840,000	8,778,523
Glencore Funding, LLC	4.988	3/7/23	18,800,000	18,710,841
Glencore Funding, LLC	4.817	2/8/23	15,300,000	15,283,938


COMMERCIAL PAPER (20.3%)* cont.	Yield (%)	Maturity date	Principal amount	Value
Glencore Funding, LLC	4.819	2/7/23	$23,500,000	$23,478,432
Healthpeak Properties, Inc.	4.882	2/1/23	33,000,000	32,995,820
Hewlett Packard Enterprise Co.	4.684	2/6/23	47,000,000	46,963,395
Humana, Inc.	4.815	2/23/23	30,000,000	29,907,272
Humana, Inc.	4.868	2/15/23	16,190,000	16,157,458
Humana, Inc.	4.872	2/13/23	23,500,000	23,459,088
Humana, Inc.	4.995	2/2/23	13,400,000	13,396,515
Hyundai Capital America (South Korea)	4.720	2/13/23	30,000,000	29,948,802
International Flavors & Fragrances, Inc.	5.726	4/28/23	20,000,000	19,758,960
International Flavors & Fragrances, Inc.	5.602	3/20/23	21,600,000	21,460,896
Mohawk Industries, Inc.	4.751	2/2/23	56,900,000	56,885,563
Nutrien, Ltd. (Canada)	4.770	2/13/23	23,500,000	23,459,708
Nutrien, Ltd. (Canada)	4.770	2/10/23	18,800,000	18,775,226
Oracle Corp.	4.656	2/9/23	50,360,000	50,300,789
Ovintiv, Inc.	5.320	2/21/23	56,250,000	56,084,396
Ovintiv, Inc.	5.320	2/14/23	27,000,000	26,947,206
Ovintiv, Inc.	5.208	2/7/23	4,250,000	4,245,860
Ovintiv, Inc.	5.208	2/6/23	28,000,000	27,976,755
Penske Truck Leasing Co.	4.708	2/9/23	28,000,000	27,966,449
Penske Truck Leasing Co.	4.699	2/6/23	17,850,000	17,835,860
Penske Truck Leasing Co.	4.658	2/2/23	13,400,000	13,396,543
Protective Life Corp.	4.658	2/7/23	23,500,000	23,478,432
Raytheon Technologies Corp.	4.449	5/12/23	23,400,000	23,057,898
S&P Global, Inc.	4.604	2/3/23	35,000,000	34,986,420
Societe Generale SA (France)	5.806	11/13/23	40,000,000	38,401,040
Suncor Energy, Inc. (Canada)	4.800	2/21/23	21,500,000	21,440,465
Suncor Energy, Inc. (Canada)	4.767	2/13/23	17,500,000	17,470,134
Suncor Energy, Inc. (Canada)	4.990	2/3/23	22,500,000	22,491,383
Suncor Energy, Inc. (Canada)	4.990	2/2/23	37,000,000	36,990,612
Targa Resources Corp.	5.105	2/3/23	7,600,000	7,597,279
Targa Resources Corp.	5.216	2/2/23	10,300,000	10,297,558
Targa Resources Corp.	5.059	2/1/23	89,441,000	89,430,468
UDR, Inc.	4.819	2/24/23	31,000,000	30,901,730
UDR, Inc.	4.718	2/10/23	28,000,000	27,963,304
Westpac Banking Corp. (Australia)	4.800	3/21/23	46,850,000	46,871,547
Westpac Banking Corp. (Australia)	4.690	9/13/23	41,125,000	39,870,945
Total commercial paper (cost $2,307,856,109)				$2,307,394,710


ASSET-BACKED SECURITIES (5.2%)*	Principal amount	Value
1Sharpe Mortgage Trust 144A FRB Ser. 20-1, Class NOTE, (ICE LIBOR USD 3 Month + 2.90%), 3.025%, 7/25/24	$12,254,104	$12,100,928
American Express Credit Account Master Trust FRB Ser. 18-7, Class A, (ICE LIBOR USD 1 Month + 0.36%), 4.814%, 2/17/26	39,000,000	39,019,500
AmeriCredit Automobile Receivables Trust Ser. 22-1, Class A3, 2.45%, 11/18/26	4,160,000	4,012,341
BMW Vehicle Lease Trust Ser. 22-1, Class A2, 0.67%, 5/28/24	1,513,416	1,504,999


ASSET-BACKED SECURITIES (5.2%)* cont.	Principal amount	Value
Capital One Multi-Asset Execution Trust FRB Ser. 17-A5, Class A5, (ICE LIBOR USD 1 Month + 0.58%), 5.039%, 7/15/27	$57,731,000	$57,886,874
Capital One Prime Auto Receivables Trust Ser. 20-1, Class A3, 1.60%, 11/15/24	2,851,625	2,826,584
CarMax Auto Owner Trust
Ser. 22-4, Class A2A, 5.34%, 12/15/25	10,000,000	10,029,560
Ser. 22-2, Class A3, 3.49%, 2/16/27	14,000,000	13,684,664
Ser. 19-3, Class A3, 2.18%, 8/15/24	1,781,805	1,775,080
Ser. 20-1, Class A3, 1.89%, 12/16/24	4,648,021	4,596,035
Ser. 20-3, Class A3, 0.62%, 3/17/25	6,591,327	6,498,113
Carvana Auto Receivables Trust
Ser. 22-P2, Class A3, 3.75%, 4/12/27	13,000,000	12,723,750
Ser. 21-P4, Class A3, 1.31%, 1/11/27	34,305,000	32,733,485
First Investors Auto Owner Trust 144A
Ser. 22-2A, Class A, 6.26%, 7/15/27	25,269,958	25,469,388
Ser. 22-1A, Class A, 2.03%, 1/15/27	7,867,769	7,635,025
Ford Credit Auto Owner Trust
Ser. 22-C, Class A2A, 4.52%, 4/15/25	10,250,000	10,215,068
Ser. 20-A, Class A3, 1.04%, 8/15/24	6,728,023	6,665,870
Ford Credit Auto Owner Trust 144A Ser. 18-2, Class A, 3.47%, 1/15/30	12,955,000	12,851,106
Ford Credit Floorplan Master Owner Trust Ser. 20-1, Class A1, 0.70%, 9/15/25	31,000,000	30,156,955
Foursight Capital Automobile Receivables Trust 144A Ser. 22-2, Class A2, 4.49%, 3/16/26	19,500,000	19,387,407
General Motors Financial Floorplan Owner Revolving Trust 144A Ser. 20-1, Class A, 0.68%, 8/15/25	26,500,000	25,867,949
GM Financial Automobile Leasing Trust Ser. 21-3, Class A2, 0.24%, 12/20/23	296,393	295,696
GM Financial Consumer Automobile Receivables Trust
Ser. 22-2, Class A3, 3.10%, 2/16/27	15,000,000	14,609,819
Ser. 20-4, Class A3, 0.38%, 8/18/25	1,667,875	1,623,583
Golden Credit Card Trust 144A Ser. 18-4A, Class A, 3.44%, 8/15/25	1,250,000	1,238,433
Honda Auto Receivables Owner Trust
Ser. 22-2, Class A2, 3.81%, 3/18/25	7,000,000	6,937,688
Ser. 19-4, Class A3, 1.83%, 1/18/24	641,576	640,263
Ser. 20-2, Class A3, 0.82%, 7/15/24	3,443,303	3,398,905
Ser. 20-3, Class A3, 0.37%, 10/18/24	5,649,645	5,533,262
Mercedes-Benz Auto Receivables Trust Ser. 21-1, Class A2, 0.21%, 7/15/24	2,027,321	2,017,844
Mortgage Repurchase Agreement Financing Trust II 144A FRN Ser. 22-S1, Class A1, (US 30 Day Average SOFR + 2.00%), 6.228%, 3/30/25	25,200,000	25,200,000
MRA Issuance Trust 144A FRB Ser. 22-2, Class A3, (US SOFR + 1.25%), 5.55%, 6/15/23	49,037,000	49,037,000
NewRez Warehouse Securitization Trust 144A FRB Ser. 21-1, Class A, (ICE LIBOR USD 1 Month + 0.75%), 5.256%, 5/25/55	30,497,000	28,720,062


MORTGAGE-BACKED SECURITIES (2.7%)*	Principal amount	Value
Agency collateralized mortgage obligations (—%)
Federal Home Loan Mortgage Corporation
REMICs Ser. 1619, Class PZ, 6.50%, 11/15/23	$2,126	$2,125
REMICs Ser. 3724, Class CM, 5.50%, 6/15/37	58,392	59,314
REMICs Ser. 3316, Class CD, 5.50%, 5/15/37	19,997	20,777
REMICs Ser. 3539, Class PM, 4.50%, 5/15/37	5,665	5,627
REMICs Ser. 3611, PO, zero %, 7/15/34	19,149	16,410
Federal National Mortgage Association
REMICs FRB Ser. 10-90, Class GF, (ICE LIBOR USD 1 Month + 0.50%), 5.006%, 8/25/40	210,273	206,154
REMICs FRB Ser. 06-74, Class FL, (ICE LIBOR USD 1 Month + 0.35%), 4.856%, 8/25/36	159,835	157,745
REMICs FRB Ser. 05-63, Class FC, (ICE LIBOR USD 1 Month + 0.25%), 4.756%, 10/25/31	253,874	250,553
REMICs Ser. 11-60, Class PA, 4.00%, 10/25/39	4,260	4,069
REMICs Ser. 10-81, Class AP, 2.50%, 7/25/40	12,365	11,901
Government National Mortgage Association Ser. 09-32, Class AB, 4.00%, 5/16/39	4,847	4,801
		739,476
Residential mortgage-backed securities (non-agency) (2.7%)
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
FRB Ser. 04-R5, Class M1, (ICE LIBOR USD 1 Month + 0.87%), 5.376%, 7/25/34	301,696	295,835
FRB Ser. 05-R11, Class M2, (ICE LIBOR USD 1 Month + 0.71%), 5.211%, 1/25/36	1,564,030	1,553,144
FRB Ser. 05-R9, Class M1, (ICE LIBOR USD 1 Month + 0.71%), 5.211%, 11/25/35	5,806,979	5,698,671


MORTGAGE-BACKED SECURITIES (2.7%)* cont.	Principal amount	Value
Residential mortgage-backed securities (non-agency) cont.
Angel Oak Mortgage Trust 144A Ser. 19-5, Class A1, 2.593%, 10/25/49 ^W	$809,765	$777,259
Angel Oak Mortgage Trust I, LLC 144A
Ser. 19-1, Class A1, 3.92%, 11/25/48 ^W	94,132	93,614
FRB Ser. 18-3, Class A1, 3.649%, 9/25/48 ^W	70,616	70,333
Ser. 19-4, Class A1, 2.993%, 7/26/49 ^W	586,390	579,060
Angel Oak Mortgage Trust LLC 144A Ser. 20-3, Class A1, 1.691%, 4/25/65 ^W	10,842,206	9,896,765
Arroyo Mortgage Trust 144A
Ser. 19-2, Class A1, 3.347%, 4/25/49 ^W	3,871,582	3,592,898
Ser. 19-3, Class A1, 2.962%, 10/25/48 ^W	5,055,342	4,671,724
Bear Stearns Asset Backed Securities I Trust FRB Ser. 07-HE7, Class 1A1, (ICE LIBOR USD 1 Month + 1.00%), 5.506%, 10/25/37	248,960	248,356
BRAVO Residential Funding Trust 144A
FRB Ser. 21-HE1, Class A1, (US 30 Day Average SOFR + 0.75%), 5.06%, 1/25/70	9,435,328	9,308,329
Ser. 19-1, Class A1C, 3.50%, 3/25/58	1,356,991	1,324,282
Ser. 20-NQM1, Class A1, 1.449%, 5/25/60 ^W	3,729,862	3,574,715
Ser. 21-NQM2, Class A1, 0.97%, 3/25/60 ^W	5,397,073	4,987,062
Ser. 21-NQM1, Class A1, 0.941%, 2/25/49 ^W	3,878,623	3,415,612
Carrington Mortgage Loan Trust FRB Ser. 07-HE1, Class A3, (ICE LIBOR USD 1 Month + 0.19%), 4.696%, 6/25/37	3,978,227	3,844,329
Cascade Funding Mortgage Trust 144A Ser. 21-HB6, Class A, 0.898%, 6/25/36 ^W	5,439,480	5,173,045
Cascade Funding Mortgage Trust, LLC 144A Ser. 21-HB5, Class A, 0.801%, 2/25/31 ^W	8,621,977	8,286,341
COLT Funding, LLC 144A Ser. 21-3R, Class A1, 1.051%, 12/25/64 ^W	2,900,918	2,683,349
COLT Mortgage Loan Trust 144A Ser. 21-HX1, Class A1, 1.11%, 10/25/66 ^W	18,901,741	15,739,272
Countrywide Asset-Backed Certificates FRB Ser. 05-BC3, Class M4, (ICE LIBOR USD 1 Month + 1.50%), 6.006%, 6/25/35	221,212	220,513
Credit Suisse Mortgage Capital Certificates 144A
Ser. 20-SPT1, Class A2, 2.229%, 4/25/65	6,500,000	6,061,217
FRB Ser. 20-SPT1, Class A1, 1.616%, 4/25/65	1,200,075	1,172,483
Credit Suisse Mortgage Trust 144A Ser. 20-AFC1, Class A1, 2.24%, 2/25/50 ^W	9,053,646	8,410,928
CSMC Trust 144A Ser. 19-NQM1, Class A1, 2.656%, 10/25/59	3,759,825	3,608,067
Ellington Financial Mortgage Trust 144A
Ser. 19-2, Class A1, 2.739%, 11/25/59 ^W	3,028,306	2,825,206
Ser. 20-2, Class A1, 1.178%, 10/25/65 ^W	1,456,181	1,309,544
Encore Credit receivables Trust FRB Ser. 05-4, Class M3, (ICE LIBOR USD 1 Month + 0.71%), 5.211%, 1/25/36	2,719,340	2,688,056
Federal Home Loan Mortgage Corporation Structured Agency Credit Risk Debt FRN Ser. 17-DNA3, Class M2AR, (ICE LIBOR USD 1 Month + 0.75%), 5.256%, 3/25/30	5,562,607	5,538,347


CERTIFICATES OF DEPOSIT (2.6%)*	Yield (%)	Maturity date	Principal amount	Value
Barclays Bank PLC/NY FRN (United Kingdom)	5.180	11/28/23	$45,000,000	$45,138,321
BNP Paribas SA/New York, NY (France)	4.170	9/7/23	44,000,000	43,738,269
Canadian Imperial Bank of Commerce/New York, NY	4.020	8/23/23	46,750,000	46,474,899
Citibank, NA	5.000	9/26/23	23,000,000	22,936,448
Credit Suisse AG/New York, NY FRN	4.848	1/19/24	23,750,000	23,661,919
Nordea Bank ABP/New York, NY FRN	4.920	8/14/23	28,000,000	28,058,856
Sumitomo Mitsui Banking Corp./New York FRN (Japan)	5.220	11/21/23	34,700,000	34,850,275
Svenska Handelsbanken/New York, NY FRN (Sweden)	4.700	3/2/23	47,000,000	47,010,551
Total certificates of deposit (cost $292,200,000)				$291,869,538


REPURCHASE AGREEMENTS (0.9%)*	Principal amount	Value
Interest in $25,000,000 tri-party term repurchase agreement dated 2/1/2023 with RBC Capital Markets, LLC, 4.540% (collateralized by Corporate Debt Securities and U.S. Treasuries (including strips) with coupon rates ranging from 1.650% to 7.000% and due dates ranging from 3/22/2024 to 6/1/2077, valued at $26,246,395) (Canada) ^{Ŧ EG}	$25,000,000	$25,000,000
Interest in $75,000,000 tri-party term repurchase agreement dated 2/1/2023 with BNP Paribas, 4.490% (collateralized by Corporate Debt Securities with coupon rates ranging from 2.150% to 10.750% and due dates ranging from 4/2/2025 to perpetual maturity, valued at $78,760,049) (France) ^{Ŧ EG}	75,000,000	75,000,000
Total repurchase agreements (cost $100,000,000)		$100,000,000


U.S. GOVERNMENT AGENCY OBLIGATIONS (0.2%)*	Yield (%)	Maturity date	Principal amount	Value
Federal Home Loan Banks unsec. bonds	4.671	6/14/24	$21,915,000	$21,961,804
Total U.S. government agency obligations (cost $21,982,557)				$21,961,804


U.S. GOVERNMENT AND AGENCY MORTGAGE OBLIGATIONS (—%)*	Principal amount	Value
Federal National Mortgage Association Pass-Through Certificates 6.00%, 5/1/23	$1	$1
Total U.S. government and agency mortgage obligations (cost $2)		$1


TOTAL INVESTMENTS
Total investments (cost $11,420,534,360)	$11,357,807,302


Key to holding’s abbreviations
BKNT	Bank Note
CME	Chicago Mercantile Exchange
DAC	Designated Activity Company
FRB	Floating Rate Bonds: The rate shown is the current interest rate at the close of the reporting period. Rates may be subject to a cap or floor. For certain securities, the rate may represent a fixed rate currently in place at the close of the reporting period.
FRN	Floating Rate Notes: The rate shown is the current interest rate or yield at the close of the reporting period. Rates may be subject to a cap or floor. For certain securities, the rate may represent a fixed rate currently in place at the close of the reporting period.
GMTN	Global Medium Term Notes
ICE	Intercontinental Exchange
LIBOR	London Interbank Offered Rate
MTN	Medium Term Notes


PO	Principal Only
REGS	Securities sold under Regulation S may not be offered, sold or delivered within the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.
REMICs	Real Estate Mortgage Investment Conduits
SOFR	Secured Overnight Financing Rate


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 August 1, 2022 through January 31, 2023 (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 $11,344,695,504.
^R	Real Estate Investment Trust.
^W	The rate shown represents the weighted average coupon associated with the underlying mortgage pools. Rates may be subject to a cap or floor.
^Ŧ	Repurchase agreements with a maturity of more than seven days are considered to be illiquid investments.
^EG	Maturity date of the repurchase agreement is thirty-five days from the purchase date unless both parties agree to roll the transaction. Maturity value of the repurchase agreement will equal the principal amount of the repurchase agreement plus interest.
	Debt obligations are considered secured unless otherwise indicated.
	144A after the name of an issuer represents securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
	The dates shown on debt obligations are the original maturity dates.


DIVERSIFICATION BY COUNTRY
Distribution of investments by country of risk at the close of the reporting period, excluding collateral received, if any (as a percentage of Portfolio Value):
United States	63.3%	Sweden	1.8%
Canada	9.5	Spain	1.1
Japan	4.5	Germany	1.1
United Kingdom	4.1	Ireland	0.7
France	3.8	Denmark	0.6
Australia	3.7	Norway	0.5
Netherlands	2.6	Other	0.7
Switzerland	2.0	Total	100.0%