0000928816-24-000712.txt : 20240626 0000928816-24-000712.hdr.sgml : 20240626 20240626165939 ACCESSION NUMBER: 0000928816-24-000712 CONFORMED SUBMISSION TYPE: N-CSRS PUBLIC DOCUMENT COUNT: 8 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240626 DATE AS OF CHANGE: 20240626 EFFECTIVENESS DATE: 20240626 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM FUNDS TRUST CENTRAL INDEX KEY: 0001005942 ORGANIZATION NAME: IRS NUMBER: 043299786 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-CSRS SEC ACT: 1940 Act SEC FILE NUMBER: 811-07513 FILM NUMBER: 241074357 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6177601000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 0001005942 S000024274 Putnam Short Duration Bond Fund C000071705 Class A C000071706 Class B C000071707 Class C C000071709 Class R C000071710 Class Y C000118004 Class R6 N-CSRS 1 a_shortdurationbond.htm PUTNAM FUNDS TRUST a_shortdurationbond.htm


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

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES




Investment Company Act file number: (811-07513)
Exact name of registrant as specified in charter: Putnam Funds Trust
Address of principal executive offices: 100 Federal Street, Boston, Massachusetts 02110
Name and address of agent for service: 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
        James E. Thomas, Esq.
Ropes & Gray LLP
800 Boylston Street
Boston, Massachusetts 02199
Registrant’s telephone number, including area code: (617) 292-1000
Date of fiscal year end: October 31, 2024
Date of reporting period: November 1, 2023 – April 30, 2024



Item 1. Report to Stockholders:

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



 


 

Message from the Trustees

June 14, 2024

Dear Fellow Shareholder:

We are pleased to report that on January 1, 2024, Franklin Resources, Inc., a leading global asset management firm operating as Franklin Templeton, acquired Putnam Investments. With complementary capabilities and an established infrastructure serving over 150 countries, Franklin Templeton enhances Putnam’s investment, risk management, operations, and technology platforms. Together, our firms are committed to delivering strong fund performance and more choices for our investors.

We are also pleased to welcome Jane E. Trust and Gregory G. McGreevey to your Board of Trustees. Ms. Trust is an interested trustee who has served as Senior Vice President, Fund Board Management, at Franklin Templeton since 2020. Mr. McGreevey joins the Board as an independent trustee, most recently serving as Senior Managing Director, Investments, at Invesco Ltd., until 2023.

As we enter this new chapter, you can rest assured that your fund continues to be actively managed by the same experienced investment professionals. Your investment team is exploring new and attractive opportunities for your fund while monitoring changing market conditions.

Thank you for investing with Putnam.



 


Allocations are shown as a percentage of the fund’s net assets as of 4/30/24. Cash and net other assets, if any, represent the market value weights of cash, derivatives, short-term securities, and other unclassified assets in the portfolio. Summary information may differ from the portfolio schedule included in the financial statements due to the inclusion of derivative securities, any interest accruals, the use of different classifications of securities for presentation purposes, and rounding. Allocations may not total 100% because the chart includes the notional value of certain derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities. Holdings and allocations may vary over time.

2 Short Duration Bond Fund 

 


 

Your fund’s expenses

As a mutual fund investor, you pay ongoing expenses, such as management fees, distribution fees (12b-1 fees), and other expenses. Using the following information, you can estimate how these expenses affect your investment and compare them with the expenses of other funds. You may also pay one-time transaction expenses, including sales charges (loads) and redemption fees, which are not shown in this section and would have resulted in higher total expenses. For more information, see your fund’s prospectus or talk to your financial representative.

Expense ratios

  Class A  Class B  Class C  Class R  Class R6  Class Y 
Total annual operating expenses for the             
fiscal year ended 10/31/23  0.62%  0.82%  1.37%  0.87%  0.37%  0.37% 
Annualized expense ratio for the             
six-month period ended 4/30/24  0.62%  0.82%  1.37%  0.87%  0.37%  0.37% 

 

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

Expenses are shown as a percentage of average net assets.

Expenses per $1,000

The following table shows the expenses you would have paid on a $1,000 investment in each class of the fund from 11/1/23 to 4/30/24. It also shows how much a $1,000 investment would be worth at the close of the period, assuming actual returns and expenses.

  Class A  Class B  Class C  Class R  Class R6  Class Y 
Expenses paid per $1,000*†  $3.14  $4.15  $6.93  $4.41  $1.88  $1.88 
Ending value (after expenses)  $1,038.50  $1,036.40  $1,034.70  $1,037.10  $1,039.70  $1,039.80 

 

* Expenses for each share class are calculated using the fund’s annualized expense ratio for each class, which represents the ongoing expenses as a percentage of average net assets for the six months ended 4/30/24. The expense ratio may differ for each share class.

Expenses are calculated by multiplying the expense ratio by the average account value for the period; then multiplying the result by the number of days in the period (182); and then dividing that result by the number of days in the year (366).

Short Duration Bond Fund 3 

 


 

Estimate the expenses you paid

To estimate the ongoing expenses you paid for the six months ended 4/30/24, use the following calculation method. To find the value of your investment on 11/1/23, call Putnam at 1-800-225-1581.


Compare expenses using the SEC’s method

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

  Class A  Class B  Class C  Class R  Class R6  Class Y 
Expenses paid per $1,000*†  $3.12  $4.12  $6.87  $4.37  $1.86  $1.86 
Ending value (after expenses)  $1,021.78  $1,020.79  $1,018.05  $1,020.54  $1,023.02  $1,023.02 

 

* Expenses for each share class are calculated using the fund’s annualized expense ratio for each class, which represents the ongoing expenses as a percentage of average net assets for the six months ended 4/30/24. The expense ratio may differ for each share class.

Expenses are calculated by multiplying the expense ratio by the average account value for the six-month period; then multiplying the result by the number of days in the six-month period (182); and then dividing that result by the number of days in the year (366).

4 Short Duration Bond Fund 

 


 

Other information for shareholders

Important notice regarding delivery of shareholder documents

In accordance with Securities and Exchange Commission (SEC) regulations, your fund’s manager sends a single notice of internet availability, or a single printed copy, of annual and semiannual shareholder reports, prospectuses, and proxy statements to shareholders who share the same address, unless a shareholder requests otherwise. If you prefer to receive your own copy of these documents, please call 1-800-225-1581 or, for exchange-traded funds only, 1-833-228-5577. We will begin sending individual copies within 30 days.

Proxy voting

The Putnam Funds’ proxy voting guidelines and procedures, as well as information regarding how your fund voted proxies relating to portfolio securities during the 12-month period ended June 30, 2023, are available in the Individual Investors section of putnam.com and on the SEC’s website, www.sec.gov. If you have questions about finding forms on the SEC’s website, you may call the SEC at 1-800-SEC-0330. You may also obtain The Putnam Funds’ proxy voting guidelines and procedures at no charge by calling Shareholder Services at 1-800-225-1581 or, for exchange-traded funds only, 1-833-228-5577.

Fund portfolio holdings

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

Liquidity risk management program

Putnam Investment Management, LLC (“Putnam Management”), as the administrator of the fund’s liquidity risk management program (appointed by the Board of Trustees), presented the most recent annual report on the program to the Trustees in April 2024. The report covered the structure of the program, including the program documents and related policies and procedures adopted to comply with Rule 22e-4 under the Investment Company Act of 1940, and reviewed the operation of the program from January 2023 through December 2023. The report included a description of the annual liquidity assessment of the fund that Putnam Management performed in November 2023. The report noted that there were no material compliance exceptions identified under Rule 22e-4 during the period. The report included a review of the governance of the program and the methodology for classification of the fund’s investments. Putnam Management concluded that the program has been operating effectively and adequately to ensure compliance with Rule 22e-4.

Short Duration Bond Fund 5 

 


 

Important notice regarding Putnam’s privacy policy

In order to conduct business with our shareholders, we must obtain certain personal information such as account holders’ names, addresses, Social Security numbers, and dates of birth. Using this information, we are able to maintain accurate records of accounts and transactions.

It is our policy to protect the confidentiality of our shareholder information, whether or not a shareholder currently owns shares of our funds. In particular, it is our policy not to sell information about you or your accounts to outside marketing firms. We have safeguards in place designed to prevent unauthorized access to our computer systems and procedures to protect personal information from unauthorized use.

Under certain circumstances, we must share account information with outside vendors who provide services to us, such as mailings and proxy solicitations. In these cases, the service providers enter into confidentiality agreements with us, and we provide only the information necessary to process transactions and perform other services related to your account. Finally, it is our policy to share account information with your financial representative, if you’ve listed one on your Putnam account.

6 Short Duration Bond Fund 

 


 

Financial statements

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

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

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

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

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

Financial highlights provide an overview of the fund’s investment results, per-share distributions, expense ratios, net investment income ratios, and portfolio turnover (not required for money market funds) in one summary table, reflecting the five most recent reporting periods. In a semiannual report, the highlights table also includes the current reporting period.

Short Duration Bond Fund 7 

 


 

The fund’s portfolio 4/30/24 (Unaudited)
CORPORATE BONDS AND NOTES (65.1%)* Principal
amount
Value
Banking (16.2%)
ABN AMRO Bank NV 144A sr. unsec. FRN 6.339%, 9/18/27 (Netherlands)   $4,100,000 $4,135,747
AIB Group PLC 144A sr. unsec. FRN 7.583%, 10/14/26 (Ireland)   1,458,000 1,487,549
Banco Bilbao Vizcaya Argentaria SA sr. unsec. unsub. notes 5.381%, 3/13/29 (Spain)   3,800,000 3,760,855
Banco Santander SA sr. unsec. unsub. FRN 1.722%, 9/14/27 (Spain)   19,600,000 17,740,461
Bank of America Corp. sr. unsec. notes 6.204%, 11/10/28   20,802,000 21,237,017
Bank of America Corp. unsec. sub. notes Ser. MTN, 4.20%, 8/26/24   14,565,000 14,490,802
Banque Federative du Credit Mutuel SA 144A sr. unsec. notes 1.604%, 10/4/26 (France)   5,000,000 4,553,644
Barclays PLC sr. unsec. unsub. FRN 6.496%, 9/13/27 (United Kingdom)   2,300,000 2,327,579
BNP Paribas SA company guaranty unsec. sub. notes Ser. MTN, 4.25%, 10/15/24 (France)   3,375,000 3,351,456
BPCE SA 144A sr. unsec. unsub. FRN 5.975%, 1/18/27 (France)   1,415,000 1,412,375
BPCE SA 144A unsec. sub. notes 4.50%, 3/15/25 (France)   1,060,000 1,043,698
CaixaBank SA 144A sr. unsec. notes 5.673%, 3/15/30 (Spain)   1,295,000 1,272,524
Citigroup, Inc. sr. unsec. FRN 5.61%, 9/29/26   3,825,000 3,816,587
Citigroup, Inc. unsec. sub. bonds 4.45%, 9/29/27   10,945,000 10,533,177
Citizens Bank NA sr. unsec. FRN 4.119%, 5/23/25   4,825,000 4,813,253
Credit Agricole SA/London 144A sr. unsec. notes 5.335%, 1/10/30 (France)   1,880,000 1,845,545
Credit Suisse AG/New York, NY sr. unsec. unsub. notes 1.25%, 8/7/26   7,094,000 6,436,126
Danske Bank A/S 144A sr. unsec. notes 1.549%, 9/10/27 (Denmark)   2,111,000 1,916,115
Deutsche Bank AG unsec. sub. notes 4.50%, 4/1/25 (Germany)   5,914,000 5,816,031
Fifth Third Bancorp sr. unsec. sub. notes 2.375%, 1/28/25   4,248,000 4,142,188
Fifth Third Bancorp sr. unsec. unsub. FRN 6.339%, 7/27/29   880,000 890,030
First-Citizens Bank & Trust Co. unsec. sub. notes 6.125%, 3/9/28   6,917,000 7,025,672
ING Groep NV sr. unsec. unsub. FRN 6.083%, 9/11/27 (Netherlands)   4,000,000 4,018,728
Intesa Sanpaolo SpA 144A unsec. sub. notes 5.71%, 1/15/26 (Italy)   3,750,000 3,695,105
JPMorgan Chase & Co. sr. unsec. unsub. FRN 2.083%, 4/22/26   2,313,000 2,230,006
JPMorgan Chase & Co. sr. unsec. unsub. notes 3.54%, 5/1/28   6,250,000 5,897,631
JPMorgan Chase & Co. sr. unsec. unsub. notes 1.47%, 9/22/27   3,250,000 2,947,502
KeyCorp sr. unsec. unsub. FRN Ser. MTN, 3.878%, 5/23/25   2,113,000 2,100,347
Lloyds Banking Group PLC sr. unsec. unsub. bonds 5.462%, 1/5/28 (United Kingdom)   5,000,000 4,956,277
NatWest Group PLC sr. unsec. unsub. FRN 5.847%, 3/2/27 (United Kingdom)   1,765,000 1,763,593
PNC Bank NA unsec. sub. notes Ser. BKNT, 4.05%, 7/26/28   6,300,000 5,901,937
Royal Bank of Canada sr. unsec. notes Ser. GMTN, 5.20%, 8/1/28 (Canada)   3,410,000 3,390,519
Santander Holdings USA, Inc. sr. unsec. FRN 2.49%, 1/6/28   4,000,000 3,624,548
Truist Bank sr. unsec. notes Ser. BKNT, 2.15%, 12/6/24   2,500,000 2,448,819
Truist Bank sr. unsec. notes Ser. BKNT, 1.50%, 3/10/25   5,000,000 4,824,856
Truist Financial Corp. sr. unsec. unsub. bonds Ser. MTN, 5.435%, 1/24/30   3,890,000 3,810,546
Truist Financial Corp. sr. unsec. unsub. notes 4.00%, 5/1/25   958,000 941,951


8 Short Duration Bond Fund



CORPORATE BONDS AND NOTES (65.1%)* cont. Principal
amount
Value
Banking cont.
UBS Group AG sr. unsec. unsub. notes 4.55%, 4/17/26 (Switzerland)   $8,750,000 $8,553,588
UBS Group AG 144A sr. unsec. bonds 5.428%, 2/8/30 (Switzerland)   5,750,000 5,654,725
UBS Group AG 144A sr. unsec. FRB 9.016%, 11/15/33 (Switzerland)   2,270,000 2,682,324
UBS Group AG 144A sr. unsec. unsub. FRN 1.305%, 2/2/27 (Switzerland)   5,500,000 5,068,536
Wells Fargo & Co. sr. unsec. unsub. FRN Ser. MTN, 3.908%, 4/25/26   5,345,000 5,242,361
Wells Fargo & Co. sr. unsec. unsub. FRN Ser. MTN, 2.164%, 2/11/26   3,000,000 2,914,826
206,717,156
Basic materials (3.7%)
Celanese US Holdings, LLC company guaranty sr. unsec. notes 6.33%, 7/15/29 (Germany)   265,000 268,818
Celanese US Holdings, LLC company guaranty sr. unsec. notes 6.165%, 7/15/27 (Germany)   1,369,000 1,377,035
Celanese US Holdings, LLC company guaranty sr. unsec. notes 6.05%, 3/15/25 (Germany)   232,000 232,031
Celanese US Holdings, LLC company guaranty sr. unsec. notes 3.50%, 5/8/24 (Germany)   530,000 529,773
Celanese US Holdings, LLC company guaranty sr. unsec. notes 1.40%, 8/5/26 (Germany)   10,693,000 9,698,881
CF Industries, Inc. 144A company guaranty sr. notes 4.50%, 12/1/26   5,369,000 5,194,879
Georgia-Pacific, LLC 144A sr. unsec. notes 1.75%, 9/30/25   4,244,000 4,024,598
Georgia-Pacific, LLC 144A sr. unsec. notes 0.95%, 5/15/26   8,790,000 8,022,953
Glencore Funding, LLC 144A company guaranty sr. unsec. notes 6.125%, 10/6/28   2,500,000 2,531,587
Glencore Funding, LLC 144A company guaranty sr. unsec. notes 5.40%, 5/8/28   1,429,000 1,413,812
Glencore Funding, LLC 144A company guaranty sr. unsec. notes 1.625%, 4/27/26   2,500,000 2,308,234
Graphic Packaging International, LLC 144A company guaranty sr. notes 1.512%, 4/15/26   7,461,000 6,837,268
International Flavors & Fragrances, Inc. 144A sr. unsec. unsub. notes 1.23%, 10/1/25   4,600,000 4,305,890
46,745,759
Capital goods (2.9%)
BAE Systems PLC 144A sr. unsec. notes 5.125%, 3/26/29 (United Kingdom)   3,760,000 3,680,100
Berry Global, Inc. company guaranty sr. notes 5.50%, 4/15/28   870,000 860,083
Berry Global, Inc. 144A company guaranty sr. notes 4.875%, 7/15/26   5,000 4,893
Berry Global, Inc. 144A company guaranty sr. notes 1.65%, 1/15/27   10,380,000 9,360,289
Boeing Co. (The) sr. unsec. notes 2.75%, 2/1/26   10,330,000 9,732,550
Boeing Co. (The) 144A sr. unsec. notes 6.298%, 5/1/29   1,752,000 1,758,959
Boeing Co. (The) 144A sr. unsec. notes 6.259%, 5/1/27   858,000 860,716
Howmet Aerospace, Inc. sr. unsec. unsub. notes 3.00%, 1/15/29   1,599,000 1,418,129
Northrop Grumman Corp. sr. unsec. notes 2.93%, 1/15/25   5,224,000 5,123,812
Republic Services, Inc. sr. unsec. notes 0.875%, 11/15/25   5,098,000 4,745,871
37,545,402


Short Duration Bond Fund 9



CORPORATE BONDS AND NOTES (65.1%)* cont. Principal
amount
Value
Communication services (4.3%)
American Tower Corp. sr. unsec. sub. notes 2.75%, 1/15/27 R   $4,403,000 $4,095,059
AT&T, Inc. company guaranty sr. unsec. unsub. notes 2.30%, 6/1/27   8,161,000 7,442,897
AT&T, Inc. sr. unsec. unsub. notes 4.25%, 3/1/27   7,247,000 7,038,773
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. company guaranty sr. sub. notes 4.908%, 7/23/25   2,213,000 2,182,704
Crown Castle, Inc. sr. unsec. notes 3.20%, 9/1/24 R   6,840,000 6,778,396
Equinix, Inc. sr. unsec. sub. notes 2.90%, 11/18/26 R   718,000 670,881
Equinix, Inc. sr. unsec. sub. notes 1.00%, 9/15/25 R   6,000,000 5,612,831
Rogers Communications, Inc. company guaranty sr. unsec. notes 5.00%, 2/15/29 (Canada)   4,205,000 4,091,901
Sprint Capital Corp. company guaranty sr. unsec. unsub. notes 6.875%, 11/15/28   1,484,000 1,554,023
T-Mobile USA, Inc. company guaranty sr. notes 1.50%, 2/15/26   8,000,000 7,442,703
T-Mobile USA, Inc. company guaranty sr. unsec. notes 2.25%, 2/15/26   1,257,000 1,185,082
Verizon Communications, Inc. sr. unsec. unsub. notes 2.625%, 8/15/26   7,000,000 6,580,805
54,676,055
Consumer cyclicals (5.8%)
Block, Inc. sr. unsec. notes 2.75%, 6/1/26   10,575,000 9,935,835
D.R. Horton, Inc. company guaranty sr. unsec. unsub. notes 1.30%, 10/15/26   10,620,000 9,588,153
Gartner, Inc. 144A company guaranty sr. unsec. notes 4.50%, 7/1/28   8,368,000 7,869,248
Hyatt Hotels Corp. sr. unsec. notes 5.75%, 1/30/27   3,362,000 3,378,179
Hyatt Hotels Corp. sr. unsec. unsub. notes 1.80%, 10/1/24   750,000 736,748
Hyundai Capital America 144A sr. unsec. notes 5.30%, 1/8/29 (South Korea)   8,255,000 8,096,567
Hyundai Capital America 144A sr. unsec. notes 6.50%, 1/16/29 (South Korea)   1,411,000 1,453,526
Hyundai Capital America 144A sr. unsec. notes 5.35%, 3/19/29 (South Korea)   1,288,000 1,265,810
Netflix, Inc. 144A sr. unsec. bonds 5.375%, 11/15/29   10,000,000 9,971,453
Omnicom Group, Inc./Omnicom Capital, Inc. sr. unsec. unsub. notes 3.60%, 4/15/26   5,960,000 5,757,029
Paramount Global sr. unsec. unsub. notes 3.70%, 6/1/28   2,420,000 2,163,463
Stellantis Finance US, Inc. 144A company guaranty sr. unsec. notes 1.711%, 1/29/27   4,700,000 4,234,160
Tapestry, Inc. sr. unsec. notes 7.05%, 11/27/25   750,000 761,446
VF Corp. sr. unsec. notes 2.40%, 4/23/25   1,138,000 1,097,714
Warnermedia Holdings, Inc. company guaranty sr. unsec. notes 3.755%, 3/15/27   8,828,000 8,318,596
74,627,927
Consumer finance (4.8%)
AerCap Ireland Capital DAC/AerCap Global Aviation Trust company guaranty sr. unsec. notes 6.10%, 1/15/27 (Ireland)   10,000,000 10,077,989
AerCap Ireland Capital DAC/AerCap Global Aviation Trust company guaranty sr. unsec. notes 2.45%, 10/29/26 (Ireland)   2,900,000 2,679,402
Air Lease Corp. sr. unsec. sub. bonds 4.625%, 10/1/28   2,100,000 2,009,093


10 Short Duration Bond Fund



CORPORATE BONDS AND NOTES (65.1%)* cont. Principal
amount
Value
Consumer finance cont.
Air Lease Corp. sr. unsec. unsub. notes 4.25%, 9/15/24   $5,539,000 $5,503,773
Aircastle, Ltd. 144A sr. unsec. notes 6.50%, 7/18/28   2,805,000 2,825,020
American Express Co. sr. unsec. unsub. notes 5.098%, 2/16/28   6,485,000 6,412,002
American Express Co. sr. unsec. unsub. notes 3.375%, 5/3/24   6,485,000 6,484,551
Ford Motor Co. sr. unsec. unsub. notes 5.80%, 3/5/27   8,280,000 8,225,133
General Motors Financial Co., Inc. sr. unsec. sub. notes 2.75%, 6/20/25   4,070,000 3,931,107
General Motors Financial Co., Inc. sr. unsec. sub. notes 1.50%, 6/10/26   15,000,000 13,756,929
61,904,999
Consumer staples (3.2%)
Ashtead Capital, Inc. 144A company guaranty sr. unsec. notes 1.50%, 8/12/26   9,275,000 8,403,876
Campbell Soup Co. sr. unsec. unsub. notes 5.20%, 3/21/29   1,375,000 1,355,543
ERAC USA Finance, LLC 144A company guaranty sr. unsec. unsub. notes 3.30%, 12/1/26   3,000,000 2,841,779
Haleon US Capital, LLC company guaranty sr. unsec. unsub. notes 3.375%, 3/24/27   4,040,000 3,815,653
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. company guaranty sr. unsec. notes 3.00%, 2/2/29 (Luxembourg)   1,660,000 1,443,743
JDE Peet’s NV 144A company guaranty sr. unsec. notes 1.375%, 1/15/27 (Netherlands)   6,850,000 6,113,759
Kenvue, Inc. company guaranty sr. unsec. unsub. notes 5.35%, 3/22/26   1,365,000 1,366,217
Kenvue, Inc. company guaranty sr. unsec. unsub. notes 5.05%, 3/22/28   2,000,000 1,992,356
Keurig Dr Pepper, Inc. company guaranty sr. unsec. unsub. notes 4.417%, 5/25/25   1,392,000 1,375,770
Keurig Dr Pepper, Inc. company guaranty sr. unsec. unsub. notes 3.40%, 11/15/25   3,456,000 3,343,376
Mondelez International Holdings Netherlands BV 144A company guaranty sr. unsec. unsub. notes 1.25%, 9/24/26 (Netherlands)   10,000,000 9,059,025
41,111,097
Energy (1.1%)
Cheniere Energy Partners LP company guaranty sr. unsec. notes 4.50%, 10/1/29   5,380,000 5,033,753
Columbia Pipelines Operating Co., LLC 144A sr. unsec. notes 5.927%, 8/15/30   1,800,000 1,805,638
Diamondback Energy, Inc. company guaranty sr. unsec. sub. notes 5.15%, 1/30/30   2,195,000 2,152,910
ONEOK, Inc. company guaranty sr. unsec. notes 5.65%, 11/1/28   3,000,000 3,009,531
Ovintiv, Inc. company guaranty sr. unsec. notes 5.65%, 5/15/28   766,000 765,315
Ovintiv, Inc. company guaranty sr. unsec. notes 5.65%, 5/15/25   1,194,000 1,190,014
Sabine Pass Liquefaction, LLC sr. notes 5.75%, 5/15/24   165,000 164,985
14,122,146
Financial (1.5%)
Ally Financial, Inc. sr. unsec. notes 4.75%, 6/9/27   2,715,000 2,611,545
Ally Financial, Inc. sub. unsec. notes 5.75%, 11/20/25   10,200,000 10,116,765
Jefferies Financial Group, Inc. sr. unsec. notes 6.05%, 3/12/25   2,520,000 2,522,539


Short Duration Bond Fund 11



CORPORATE BONDS AND NOTES (65.1%)* cont. Principal
amount
Value
Financial cont.
LPL Holdings, Inc. company guaranty sr. unsec. notes 6.75%, 11/17/28   $399,000 $410,074
LPL Holdings, Inc. 144A company guaranty sr. unsec. notes 4.625%, 11/15/27   2,000,000 1,905,794
Nasdaq, Inc. sr. unsec. notes 5.35%, 6/28/28   1,080,000 1,074,396
18,641,113
Health care (4.4%)
AbbVie, Inc. sr. unsec. notes 4.80%, 3/15/29   925,000 908,143
AbbVie, Inc. sr. unsec. unsub. notes 3.20%, 5/14/26   9,905,000 9,499,094
Amgen, Inc. sr. unsec. unsub. notes 5.25%, 3/2/25   2,000,000 1,991,424
Amgen, Inc. sr. unsec. unsub. notes 5.15%, 3/2/28   4,720,000 4,664,469
Bristol-Myers Squibb Co. sr. unsec. notes 4.90%, 2/22/29   4,525,000 4,456,649
CVS Health Corp. sr. unsec. unsub. notes 2.875%, 6/1/26   8,500,000 8,049,876
DH Europe Finance II SARL company guaranty sr. unsec. notes 2.20%, 11/15/24 (Luxembourg)   4,414,000 4,330,765
Elevance Health, Inc. sr. unsec. unsub. notes 1.50%, 3/15/26   2,305,000 2,140,363
GE Healthcare Holding, LLC company guaranty sr. unsec. notes 5.65%, 11/15/27   2,020,000 2,030,591
HCA, Inc. company guaranty sr. unsec. notes 5.20%, 6/1/28   4,800,000 4,717,036
Icon Investments Six DAC company guaranty sr. notes 5.849%, 5/8/29 (Ireland)   543,000 543,000
Icon Investments Six DAC company guaranty sr. notes 5.809%, 5/8/27 (Ireland)   1,267,000 1,267,000
Pfizer Investment Enterprises PTE, Ltd. company guaranty sr. unsec. notes 4.45%, 5/19/28 (Singapore)   5,735,000 5,562,166
Pfizer Investment Enterprises PTE, Ltd. company guaranty sr. unsec. notes 4.45%, 5/19/26 (Singapore)   1,502,000 1,476,339
UnitedHealth Group, Inc. company guaranty sr. unsec. unsub. notes 1.25%, 1/15/26   4,211,000 3,931,614
55,568,529
Insurance (2.7%)
AEGON Funding Co., LLC 144A company guaranty sr. unsec. notes 5.50%, 4/16/27   2,580,000 2,552,014
Athene Global Funding 144A notes 1.73%, 10/2/26   12,044,000 10,895,886
CNO Global Funding 144A notes 1.75%, 10/7/26   3,340,000 3,020,841
Corebridge Financial, Inc. sr. unsec. notes 3.65%, 4/5/27   4,715,000 4,464,939
MassMutual Global Funding II 144A notes 5.10%, 4/9/27   5,760,000 5,722,484
Pricoa Global Funding I 144A notes 2.40%, 9/23/24   5,000,000 4,936,282
Willis North America, Inc. company guaranty sr. unsec. unsub. notes 4.65%, 6/15/27   2,635,000 2,560,924
34,153,370
Investment banking/Brokerage (5.2%)
Ares Capital Corp. sr. unsec. notes 2.875%, 6/15/27   4,581,000 4,180,612
Ares Capital Corp. sr. unsec. notes 2.15%, 7/15/26   4,299,000 3,947,564
Ares Capital Corp. sr. unsec. sub. notes 7.00%, 1/15/27   765,000 778,640
Deutsche Bank AG sr. unsec. unsub. notes 6.819%, 11/20/29 (Germany)   2,000,000 2,055,536
Deutsche Bank AG/New York, NY sr. unsec. unsub. FRN 2.311%, 11/16/27 (Germany)   5,145,000 4,680,417


12 Short Duration Bond Fund



CORPORATE BONDS AND NOTES (65.1%)* cont. Principal
amount
Value
Investment banking/Brokerage cont.
Deutsche Bank AG/New York, NY sr. unsec. unsub. FRN 2.129%, 11/24/26 (Germany)   $5,270,000 $4,958,427
Goldman Sachs Group, Inc. (The) sr. unsec. FRN 1.948%, 10/21/27   15,000,000 13,696,135
Goldman Sachs Group, Inc. (The) sr. unsec. unsub. FRN 1.431%, 3/9/27   4,000,000 3,696,094
Morgan Stanley sr. unsec. notes 5.123%, 2/1/29   2,445,000 2,406,272
Morgan Stanley sr. unsec. unsub. notes 4.21%, 4/20/28   6,435,000 6,198,508
Morgan Stanley sr. unsec. unsub. notes Ser. GMTN, 3.875%, 1/27/26   10,900,000 10,588,685
Morgan Stanley unsec. unsub. notes 3.95%, 4/23/27   10,000,000 9,576,209
66,763,099
Real estate (0.5%)
Public Storage sr. unsec. notes 5.125%, 1/15/29 R   1,745,000 1,734,056
VICI Properties LP sr. unsec. unsub. notes 4.75%, 2/15/28 R   2,339,000 2,246,512
VICI Properties LP/VICI Note Co., Inc. 144A company guaranty sr. unsec. notes 4.50%, 9/1/26 R   1,410,000 1,358,415
VICI Properties LP/VICI Note Co., Inc. 144A company guaranty sr. unsec. notes 3.75%, 2/15/27 R   876,000 821,625
6,160,608
Technology (3.5%)
Broadcom Corp./Broadcom Cayman Finance, Ltd. company guaranty sr. unsec. unsub. notes 3.875%, 1/15/27   5,295,000 5,081,299
Dell International, LLC/EMC Corp. company guaranty sr. notes 4.00%, 7/15/24   1,500,000 1,494,171
Marvell Technology, Inc. sr. unsec. notes 5.75%, 2/15/29   1,750,000 1,758,085
Meta Platforms, Inc. sr. unsec. notes 4.60%, 5/15/28   2,500,000 2,455,615
Meta Platforms, Inc. sr. unsec. unsub. notes 3.50%, 8/15/27   4,600,000 4,371,628
MSCI, Inc. 144A company guaranty sr. unsec. notes 4.00%, 11/15/29   3,200,000 2,891,715
Oracle Corp. sr. unsec. notes 2.50%, 4/1/25   6,500,000 6,310,120
Oracle Corp. sr. unsec. notes 1.65%, 3/25/26   3,400,000 3,158,700
Oracle Corp. sr. unsec. unsub. notes 2.65%, 7/15/26   3,000,000 2,818,059
VMware, Inc. sr. unsec. notes 1.40%, 8/15/26   13,989,000 12,721,305
Workday, Inc. sr. unsec. notes 3.50%, 4/1/27   1,600,000 1,519,654
44,580,351
Transportation (0.8%)
Penske Truck Leasing Co. LP/PTL Finance Corp. 144A sr. unsec. notes 3.95%, 3/10/25   1,541,000 1,516,519
Penske Truck Leasing Co. LP/PTL Finance Corp. 144A sr. unsec. notes 3.45%, 7/1/24   2,300,000 2,290,798
Penske Truck Leasing Co. LP/PTL Finance Corp. 144A sr. unsec. notes 2.70%, 11/1/24   5,000,000 4,921,130
Penske Truck Leasing Co. LP/PTL Finance Corp. 144A sr. unsec. notes 1.20%, 11/15/25   1,385,000 1,289,203
10,017,650
Utilities and power (4.5%)
AES Corp. (The) sr. unsec. notes 1.375%, 1/15/26   6,000,000 5,556,200
Alexander Funding Trust II 144A sr. notes 7.467%, 7/31/28   1,250,000 1,304,195
American Electric Power Co., Inc. sr. unsec. unsub. notes 1.00%, 11/1/25   4,000,000 3,723,582


Short Duration Bond Fund 13




CORPORATE BONDS AND NOTES (65.1%)* cont. Principal
amount
Value
Utilities and power cont.
Boardwalk Pipelines LP company guaranty sr. unsec. unsub. notes 5.95%, 6/1/26   $3,805,000 $3,814,292
Constellation Energy Generation, LLC sr. unsec. notes 5.60%, 3/1/28   3,000,000 3,002,379
Electricite De France SA 144A sr. unsec. notes 5.70%, 5/23/28 (France)   3,500,000 3,514,169
Electricite De France SA 144A sr. unsec. notes 5.65%, 4/22/29 (France)   430,000 428,925
Enbridge, Inc. company guaranty sr. unsec. notes 1.60%, 10/4/26 (Canada)   1,900,000 1,729,144
Energy Transfer LP sr. unsec. notes 6.05%, 12/1/26   5,000,000 5,058,810
Eversource Energy sr. unsec. unsub. notes 5.45%, 3/1/28   1,000,000 992,095
Eversource Energy sr. unsec. unsub. notes Ser. Q, 0.80%, 8/15/25   1,000,000 936,627
FirstEnergy Corp. sr. unsec. unsub. bonds Ser. B, 4.15%, 7/15/27   3,500,000 3,297,595
Georgia Power Co. sr. unsec. unsub. notes 5.004%, 2/23/27   780,000 772,791
NextEra Energy Capital Holdings, Inc. company guaranty sr. unsec. unsub. notes 6.051%, 3/1/25   2,220,000 2,224,395
NextEra Energy Capital Holdings, Inc. company guaranty sr. unsec. unsub. notes 5.749%, 9/1/25   1,653,000 1,654,058
NRG Energy, Inc. 144A company guaranty sr. notes 3.75%, 6/15/24   2,855,000 2,844,112
NRG Energy, Inc. 144A sr. notes 2.00%, 12/2/25   2,000,000 1,871,322
Pacific Gas and Electric Co. sr. notes 6.10%, 1/15/29   785,000 791,394
Pacific Gas and Electric Co. sr. notes 3.00%, 6/15/28   8,686,000 7,815,877
Southern Co. (The) sr. unsec. notes 5.50%, 3/15/29   1,960,000 1,953,980
Southern Co. (The) sr. unsec. unsub. notes 3.25%, 7/1/26   4,950,000 4,720,258
58,006,200
Total corporate bonds and notes (cost $869,271,121) $831,341,461

MORTGAGE-BACKED SECURITIES (13.2%)* Principal
amount
Value
Agency collateralized mortgage obligations (—%)
Federal Home Loan Mortgage Corporation      
REMICs Ser. 3724, Class CM, 5.50%, 6/15/37   $10,986 $11,041
REMICs Ser. 3539, Class PM, 4.50%, 5/15/37   4,183 3,973
Federal National Mortgage Association      
REMICs Ser. 11-60, Class PA, 4.00%, 10/25/39   3,848 3,461
REMICs Ser. 10-81, Class AP, 2.50%, 7/25/40   9,049 8,327
Government National Mortgage Association Ser. 09-32, Class AB, 4.00%, 5/16/39   4,354 4,176
30,978
Commercial mortgage-backed securities (6.5%)
ACRE Commercial Mortgage, Ltd. 144A FRB Ser. 21-FL4, Class A, 6.263%, 12/18/37 (Cayman Islands)   113,437 112,280
ACRES Commercial Realty, Ltd. 144A FRB Ser. 21-FL1, Class A, (CME Term SOFR 1 Month + 1.31%), 6.631%, 6/15/36   1,968,870 1,949,337
AREIT Trust 144A FRB Ser. 20-CRE4, Class C, 8.539%, 4/15/37   3,763,140 3,644,225
BANK      
FRB Ser. 17-BNK9, Class XA, IO, 0.896%, 11/15/54 W   52,227,593 1,123,113
FRB Ser. 17-BNK8, Class XA, IO, 0.846%, 11/15/50 W   25,516,045 510,168


14 Short Duration Bond Fund



MORTGAGE-BACKED SECURITIES (13.2%)* cont. Principal
amount
Value
Commercial mortgage-backed securities cont.
BDS, Ltd. 144A      
FRB Ser. 21-FL10, Class A, (CME Term SOFR 1 Month + 1.46%), 6.783%, 12/16/36 (Cayman Islands)   $2,669,612 $2,654,462
FRB Ser. 21-FL9, Class A, (CME Term SOFR 1 Month + 1.18%), 6.503%, 11/16/38 (Cayman Islands)   696,078 690,738
FRB Ser. 21-FL8, Class A, 6.353%, 1/18/36 (Cayman Islands)   2,579,493 2,547,249
CD Commercial Mortgage Trust      
FRB Ser. 16-CD1, Class XA, IO, 1.495%, 8/10/49 W   7,587,296 151,804
FRB Ser. 17-CD6, Class XA, IO, 1.013%, 11/13/50 W   17,426,305 359,092
CFCRE Commercial Mortgage Trust FRB Ser. 16-C4, Class XA, IO, 1.759%, 5/10/58 W   29,906,133 637,315
CFCRE Commercial Mortgage Trust 144A FRB Ser. 11-C2, Class D, 5.08%, 12/15/47 W   152,737 143,619
COMM Mortgage Trust      
FRB Ser. 12-LC4, Class C, 5.468%, 12/10/44 W   332,000 283,127
FRB Ser. 13-CR13, Class C, 5.112%, 11/10/46 W   1,008,743 934,658
FRB Ser. 14-CR17, Class C, 4.825%, 5/10/47 W   1,040,000 946,027
FRB Ser. 15-CR25, Class B, 4.666%, 8/10/48 W   3,315,000 3,208,283
Ser. 14-CR16, Class B, 4.582%, 4/10/47   2,744,000 2,693,873
FRB Ser. 14-CR20, Class XA, IO, 1.069%, 11/10/47 W   49,055,510 49,056
FRB Ser. 15-CR26, Class XA, IO, 1.039%, 10/10/48 W   38,331,991 304,126
FRB Ser. 15-LC21, Class XA, IO, 0.763%, 7/10/48 W   56,752,289 268,711
CSAIL Commercial Mortgage Trust      
Ser. 16-C6, Class AS, 3.346%, 1/15/49   1,876,000 1,713,064
Ser. 15-C1, Class XA, IO, 0.944%, 4/15/50 W   42,468,053 95,201
FRB Ser. 18-CX12, Class XA, IO, 0.701%, 8/15/51 W   169,815,395 4,107,766
CSMC Trust FRB Ser. 16-NXSR, Class XA, IO, 0.824%, 12/15/49 W   66,334,206 844,242
DBUBS Mortgage Trust 144A FRB Ser. 11-LC3A, Class D, 5.516%, 8/10/44 W   3,007,567 2,824,076
Federal Home Loan Mortgage Corporation      
Multifamily Structured Pass-Through Certificates FRB Ser. K739, Class XAM, IO, 1.665%, 9/25/27 W   36,816,638 1,610,360
Multifamily Structured Pass-Through Certificates Ser. K738, Class XAM, IO, 1.48%, 3/25/27 W   17,882,000 597,100
Multifamily Structured Pass-Through Certificates FRB Ser. KC06, Class X1, IO, 1.01%, 6/25/26 W   30,825,391 158,597
Multifamily Structured Pass-Through Certificates FRB Ser. K737, Class X1, IO, 0.742%, 10/25/26 W   65,325,500 738,897
FREMF Mortgage Trust 144A Ser. 15-K48, Class X2A, IO, 0.10%, 8/25/48   371,772,936 242,396
FS Rialto Issuer, Ltd. 144A FRB Ser. 21-FL3, Class A, (CME Term SOFR 1 Month + 1.36%), 6.684%, 11/16/36 (Cayman Islands)   3,026,905 3,015,305
Government National Mortgage Association FRB Ser. 21-17, IO, 1.051%, 1/16/61   17,944,766 1,295,092
GS Mortgage Securities Corp., II 144A Ser. 13-GC10, Class C, 4.285%, 2/10/46 W   2,968,543 2,794,884
GS Mortgage Securities Trust FRB Ser. 14-GC24, Class XA, IO, 0.797%, 9/10/47 W   70,638,804 3,701
GS Mortgage Securities Trust 144A Ser. 10-C1, Class B, 5.148%, 8/10/43   165,016 164,576


Short Duration Bond Fund 15



MORTGAGE-BACKED SECURITIES (13.2%)* cont. Principal
amount
Value
Commercial mortgage-backed securities cont.
JPMBB Commercial Mortgage Securities Trust FRB Ser. 13-C12, Class C, 4.09%, 7/15/45 W   $2,633,743 $2,388,085
JPMorgan Chase Commercial Mortgage Securities Trust 144A      
FRB Ser. 12-C6, Class E, 5.129%, 5/15/45 W   532,000 479,197
FRB Ser. 11-C3, Class B, 5.013%, 2/15/46 W   1,226,305 1,154,203
FRB Ser. 12-LC9, Class D, 3.715%, 12/15/47 W   173,000 148,884
LB-UBS Commercial Mortgage Trust FRB Ser. 06-C6, Class AJ, 5.452%, 9/15/39 W   94,429 36,006
MF1 Multifamily Housing Mortgage, Ltd. 144A FRB Ser. 21-FL6, Class A, (CME Term SOFR 1 Month + 1.21%), 6.533%, 7/16/36 (Cayman Islands)   2,336,833 2,323,223
Morgan Stanley Bank of America Merrill Lynch Trust      
FRB Ser. 13-C9, Class C, 3.853%, 5/15/46 W   3,168,000 2,767,070
FRB Ser. 15-C26, Class XA, IO, 1.105%, 10/15/48 W   45,838,746 289,939
FRB Ser. 14-C17, Class XA, IO, 0.994%, 8/15/47 W   1,588,466 1,153
FRB Ser. 17-C34, Class XA, IO, 0.906%, 11/15/52 W   227,848,981 4,446,655
FRB Ser. 16-C32, Class XA, IO, 0.789%, 12/15/49 W   92,205,092 1,281,254
Morgan Stanley Bank of America Merrill Lynch Trust 144A      
FRB Ser. 12-C5, Class E, 4.79%, 8/15/45 W   2,277,141 2,081,375
FRB Ser. 13-C9, Class D, 3.941%, 5/15/46 W   1,837,000 1,545,998
FRB Ser. 13-C7, Class XB, IO, 0.116%, 2/15/46 W   1,899,532 6
Morgan Stanley Capital I Trust      
FRB Ser. 18-H4, Class XA, IO, 0.974%, 12/15/51 W   58,964,802 1,820,686
FRB Ser. 16-UB12, Class XA, IO, 0.785%, 12/15/49 W   25,681,967 337,102
FRB Ser. 18-L1, Class XA, IO, 0.646%, 10/15/51 W   76,333,492 1,329,424
Ready Capital Mortgage Financing, LLC 144A      
FRB Ser. 22-FL8, Class AS, 7.43%, 1/25/37   1,751,000 1,740,474
FRB Ser. 22-FL8, Class A, 6.98%, 1/25/37   1,560,706 1,559,985
Shelter Growth CRE Issuer, Ltd. 144A FRB Ser. 23-FL5, Class A, 8.073%, 5/19/38 (Bermuda)   2,205,000 2,207,506
UBS Commercial Mortgage Trust FRB Ser. 17-C7, Class XA, IO, 1.139%, 12/15/50 W   16,872,612 485,913
VMC Finance, LLC 144A FRB Ser. 21-FL4, Class AS, 6.883%, 6/16/36   4,199,000 4,130,800
Wachovia Bank Commercial Mortgage Trust FRB Ser. 06-C29, IO, 0.488%, 11/15/48 W   19,857 66
Wells Fargo Commercial Mortgage Trust      
FRB Ser. 16-BNK1, Class XA, IO, 1.851%, 8/15/49 W   21,502,759 586,372
FRB Ser. 19-C50, Class XA, IO, 1.571%, 5/15/52 W   15,413,878 818,767
FRB Ser. 17-C41, Class XA, IO, 1.302%, 11/15/50 W   23,150,442 748,516
FRB Ser. 18-C48, Class XA, IO, 1.105%, 1/15/52 W   19,678,021 656,522
FRB Ser. 16-C37, Class XA, IO, 0.926%, 12/15/49 W   5,081,508 75,888
FRB Ser. 18-C44, Class XA, IO, 0.865%, 5/15/51 W   70,998,024 1,548,027
FRB Ser. 15-LC20, Class XB, IO, 0.628%, 4/15/50 W   10,567,000 38,041
Wells Fargo Commercial Mortgage Trust 144A FRB Ser. 13-LC12, Class D, 4.084%, 7/15/46 W   763,000 153,492


16 Short Duration Bond Fund



MORTGAGE-BACKED SECURITIES (13.2%)* cont. Principal
amount
Value
Commercial mortgage-backed securities cont.
WF-RBS Commercial Mortgage Trust      
FRB Ser. 12-C10, Class C, 4.479%, 12/15/45 W   $267,000 $207,207
FRB Ser. 14-C22, Class XA, IO, 0.902%, 9/15/57 W   20,946,857 22,099
FRB Ser. 14-C23, Class XA, IO, 0.686%, 10/15/57 W   65,852,399 359,771
WF-RBS Commercial Mortgage Trust 144A Ser. 11-C4, Class D, 5.144%, 6/15/44 W   2,130,000 1,806,410
82,992,636
Residential mortgage-backed securities (non-agency) (6.7%)
A&D Mortgage Trust 144A Ser. 23-NQM4, Class A1, 7.472%, 9/25/68   6,050,995 6,123,685
Angel Oak Mortgage Trust 144A      
Ser. 23-3, Class A1, 4.80%, 9/26/67   808,910 772,157
Ser. 20-5, Class A3, 2.041%, 5/25/65 W   558,238 520,130
Ser. 21-5, Class A2, 1.208%, 7/25/66 W   3,578,274 2,934,185
Arroyo Mortgage Trust 144A      
Ser. 19-1, Class A3, 4.208%, 1/25/49 W   510,551 473,493
Ser. 19-3, Class A3, 3.416%, 10/25/48 W   139,746 127,272
BankUnited Trust FRB Ser. 05-1, Class 1A1, (CME Term SOFR 1 Month + 0.71%), 6.031%, 9/25/45   77,436 72,517
Bellemeade Re, Ltd. 144A FRB Ser. 21-3A, Class M1B, (US 30 Day Average SOFR + 1.40%), 6.73%, 9/25/31 (Bermuda)   1,139,000 1,141,359
BRAVO Residential Funding Trust 144A      
Ser. 24-NQM2, Class A1, stepped-coupon 6.285% (7.285%, 2/1/28), 2/25/64 ††   2,656,991 2,650,005
Ser. 21-B, Class A1, 5.115%, 4/1/69   2,899,202 2,794,013
Ser. 20-NQM1, Class A3, 2.406%, 5/25/60 W   183,123 174,847
Ser. 21-C, Class A1, 1.62%, 3/1/61   3,960,521 3,765,545
Bunker Hill Loan Depositary Trust 144A Ser. 20-1, Class A2, 2.60%, 2/25/55 W   3,766,000 3,437,908
Cascade Funding Mortgage Trust, LLC 144A Ser. 21-HB7, Class M2, 2.679%, 10/27/31 W   1,712,000 1,588,984
Citigroup Mortgage Loan Trust, Inc. FRB Ser. 05-2, Class 1A2A, 5.983%, 5/25/35 W   56,392 54,484
Countrywide Home Loans Mortgage Pass-Through Trust FRB Ser. 05-3, Class 1A1, (CME Term SOFR 1 Month + 0.73%), 6.051%, 4/25/35   70,984 61,274
CSMC Trust 144A Ser. 20-RPL5, Class A1, 4.683%, 8/25/60 W   536,029 530,030
Federal Home Loan Mortgage Corporation      
Structured Agency Credit Risk Debt FRN Ser. 15-DNA3, Class M3, (US 30 Day Average SOFR + 4.81%), 10.145%, 4/25/28   4,417,561 4,603,085
Structured Agency Credit Risk FRN Ser. 15-HQA1, Class M3, (US 30 Day Average SOFR + 4.81%), 10.145%, 3/25/28   206,896 213,223
Structured Agency Credit Risk Debt FRN Ser. 17-HQA2, Class M2, (US 30 Day Average SOFR + 2.76%), 8.095%, 12/25/29   176,507 182,332
Structured Agency Credit Risk Debt FRN Ser. 17-HQA3, Class M2, (US 30 Day Average SOFR + 2.46%), 7.795%, 4/25/30   275,951 284,747


Short Duration Bond Fund 17



MORTGAGE-BACKED SECURITIES (13.2%)* cont. Principal
amount
Value
Residential mortgage-backed securities (non-agency) cont.
Federal Home Loan Mortgage Corporation 144A      
Structured Agency Credit Risk Debt FRN Ser. 22-DNA5, Class M1A, (US 30 Day Average SOFR + 2.95%), 8.28%, 6/25/42   $1,869,578 $1,921,964
Structured Agency Credit Risk Debt FRN Ser. 22-HQA2, Class M1A, (US 30 Day Average SOFR + 2.65%), 7.98%, 7/25/42   2,545,749 2,607,802
Structured Agency Credit Risk Debt FRN Ser. 21-DNA2, Class M2, (US 30 Day Average SOFR + 2.30%), 7.63%, 8/25/33   51,696 52,896
Structured Agency Credit Risk Trust REMICs FRB Ser. 22-HQA3, Class M1A, (US 30 Day Average SOFR + 2.30%), 7.63%, 8/25/42   255,214 260,447
Structured Agency Credit Risk Trust REMICs FRB Ser. 22-DNA4, Class M1A, (US 30 Day Average SOFR + 2.20%), 7.53%, 5/25/42   1,524,415 1,548,234
Structured Agency Credit Risk Trust REMICs FRB Ser. 22-DNA6, Class M1A, (US 30 Day Average SOFR + 2.15%), 7.48%, 9/25/42   74,143 75,023
Structured Agency Credit Risk Trust REMICs FRB Ser. 22-HQA1, Class M1A, (US 30 Day Average SOFR + 2.10%), 7.43%, 3/25/42   9,936 10,026
Structured Agency Credit Risk Trust REMICs FRB Ser. 21-DNA3, Class M2, (US 30 Day Average SOFR + 2.10%), 7.43%, 10/25/33   750,000 765,938
Structured Agency Credit Risk Debt FRN Ser. 23-HQA2, Class M1A, (US 30 Day Average SOFR + 2.00%), 7.33%, 6/25/43   157,789 159,071
Structured Agency Credit Risk Trust REMICs FRB Ser. 22-DNA3, Class M1A, (US 30 Day Average SOFR + 2.00%), 7.33%, 4/25/42   361,554 365,397
Structured Agency Credit Risk Trust REMICs FRB Ser. 23-HQA3, Class A1, (US 30 Day Average SOFR + 1.85%), 7.18%, 11/25/43   203,337 205,964
Structured Agency Credit Risk Debt FRN Ser. 21-DNA7, Class M2, (US 30 Day Average SOFR + 1.80%), 7.13%, 11/25/41   293,000 294,859
Structured Agency Credit Risk Trust REMICs FRB Ser. 21-DNA1, Class M2, (US 30 Day Average SOFR + 1.80%), 7.13%, 1/25/51   18,002 18,189
Structured Agency Credit Risk Trust REMICs FRB Ser. 21-DNA5, Class M2, (US 30 Day Average SOFR + 1.65%), 6.98%, 1/25/34   81,308 81,778
Structured Agency Credit Risk Trust REMICs FRB Ser. 24-DNA1, Class A1, (US 30 Day Average SOFR + 1.35%), 6.68%, 2/25/44   244,978 245,284
Structured Agency Credit Risk Debt FRN Ser. 22-DNA2, Class M1A, (US 30 Day Average SOFR + 1.30%), 6.63%, 2/25/42   10,806 10,837
Structured Agency Credit Risk Trust REMICs FRB Ser. 22-DNA1, Class M1A, (US 30 Day Average SOFR + 1.00%), 6.33%, 1/25/42   387,148 387,148
Structured Agency Credit Risk Trust REMICs FRB Ser. 21-HQA3, Class M1, (US 30 Day Average SOFR + 0.85%), 6.18%, 9/25/41   433,955 431,645
Federal National Mortgage Association      
Connecticut Avenue Securities FRB Ser. 16-C01, Class 2M2, (US 30 Day Average SOFR + 7.06%), 12.395%, 8/25/28   37,832 39,989
Connecticut Avenue Securities FRB Ser. 16-C01, Class 1M2, (US 30 Day Average SOFR + 6.86%), 12.195%, 8/25/28   1,931 2,053
Connecticut Avenue Securities FRB Ser. 16-C03, Class 2M2, (US 30 Day Average SOFR + 6.01%), 11.345%, 10/25/28   94,222 99,404
Connecticut Avenue Securities FRB Ser. 15-C04, Class 1M2, (US 30 Day Average SOFR + 5.81%), 11.145%, 4/25/28   3,652,929 3,848,857
Connecticut Avenue Securities FRB Ser. 14-C03, Class 2M2, (US 30 Day Average SOFR + 3.01%), 8.345%, 7/25/24   336,616 338,127
Connecticut Avenue Securities Trust FRB Ser. 17-C06, Class 2M2C, (US 30 Day Average SOFR + 2.91%), 8.245%, 2/25/30   177,000 183,879


18 Short Duration Bond Fund



MORTGAGE-BACKED SECURITIES (13.2%)* cont. Principal
amount
Value
Residential mortgage-backed securities (non-agency) cont.
Federal National Mortgage Association      
Connecticut Avenue Securities FRB Ser. 17-C06, Class 1M2B, (US 30 Day Average SOFR + 2.76%), 8.095%, 2/25/30   $579,340 $585,352
Connecticut Avenue Securities Trust FRB Ser. 18-C05, Class 1M2, (US 30 Day Average SOFR + 2.46%), 7.795%, 1/25/31   650,453 665,088
Connecticut Avenue Securities FRB Ser. 18-C02, Class 2M2, (US 30 Day Average SOFR + 2.31%), 7.645%, 8/25/30   39,712 40,642
Federal National Mortgage Association 144A      
Connecticut Avenue Securities Trust FRB Ser. 22-R02, Class 2M2, (US 30 Day Average SOFR + 3.00%), 8.33%, 1/25/42   2,400,000 2,463,000
Connecticut Avenue Securities Trust FRB Ser. 22-R07, Class 1M1, (US 30 Day Average SOFR + 2.95%), 8.28%, 6/25/42   539,353 555,614
Connecticut Avenue Securities Trust FRB Ser. 22-R06, Class 1M1, (US 30 Day Average SOFR + 2.75%), 8.08%, 5/25/42   163,709 168,259
Connecticut Avenue Securities Trust FRB Ser. 19-R01, Class 2M2, (US 30 Day Average SOFR + 2.56%), 7.895%, 7/25/31   19,174 19,216
Connecticut Avenue Securities Trust FRB Ser. 22-R08, Class 1M1, (US 30 Day Average SOFR + 2.55%), 7.88%, 7/25/42   264,186 271,451
Connecticut Avenue Securities Trust FRB Ser. 22-R09, Class 2M1, (US 30 Day Average SOFR + 2.50%), 7.83%, 9/25/42   2,516,835 2,560,959
Connecticut Avenue Securities Trust FRB Ser. 19-HRP1, Class M2, (US 30 Day Average SOFR + 2.26%), 7.595%, 11/25/39   277,341 279,348
Connecticut Avenue Securities Trust FRB Ser. 22-R03, Class 1M1, (US 30 Day Average SOFR + 2.10%), 7.43%, 3/25/42   1,241,082 1,259,311
Connecticut Avenue Securities Trust FRB Ser. 22-R04, Class 1M1, (US 30 Day Average SOFR + 2.00%), 7.33%, 3/25/42   2,013,268 2,038,987
Connecticut Avenue Securities Trust FRB Ser. 23-R07, Class 2M1, (US 30 Day Average SOFR + 1.95%), 7.28%, 9/25/43   91,477 92,109
Connecticut Avenue Securities Trust FRB Ser. 22-R01, Class 1M2, (US 30 Day Average SOFR + 1.90%), 7.23%, 12/25/41   326,000 329,171
Connecticut Avenue Securities Trust FRB Ser. 21-R03, Class 1M2, (US 30 Day Average SOFR + 1.65%), 6.98%, 12/25/41   133,000 133,561
Connecticut Avenue Securities Trust FRB Ser. 22-R02, Class 2M1, (US 30 Day Average SOFR + 1.10%), 6.53%, 1/25/42   1,547,123 1,552,403
Connecticut Avenue Securities Trust FRB Ser. 24-R03, Class 2M1, (US 30 Day Average SOFR + 1.15%), 6.48%, 3/25/44   117,084 117,231
Connecticut Avenue Securities FRB Ser. 24-R02, Class 1M1, (US 30 Day Average SOFR + 1.10%), 6.43%, 2/25/44   25,758 25,758
Connecticut Avenue Securities Trust FRB Ser. 22-R01, Class 1M1, (US 30 Day Average SOFR + 1.00%), 6.33%, 12/25/41   1,664,022 1,664,022
Connecticut Avenue Securities Trust FRB Ser. 21-R03, Class 1M1, (US 30 Day Average SOFR + 0.85%), 6.18%, 12/25/41   16,703 16,675
Finance of America HECM Buyout 144A Ser. 22-HB2, Class A1A, 4.00%, 8/1/32 W   869,510 857,339
First Franklin Mortgage Loan Trust FRB Ser. 06-FF15, Class A5, (CME Term SOFR 1 Month + 0.27%), 5.591%, 11/25/36   291,167 285,580
Galton Funding Mortgage Trust 144A FRB Ser. 20-H1, Class A3, 2.617%, 1/25/60 W   1,583,153 1,449,520
GCAT Trust 144A Ser. 20-NQM2, Class A3, 2.935%, 4/25/65   1,049,967 981,755
GS Mortgage-Backed Securities Trust 144A Ser. 20-NQM1, Class A3, 2.352%, 9/27/60 W   330,969 306,012


Short Duration Bond Fund 19




MORTGAGE-BACKED SECURITIES (13.2%)* cont. Principal
amount
Value
Residential mortgage-backed securities (non-agency) cont.
GSAA Home Equity Trust FRB Ser. 06-8, Class 2A2, (CME Term SOFR 1 Month + 0.47%), 5.791%, 5/25/36   $460,712 $104,408
Imperial Fund Mortgage Trust 144A Ser. 21-NQM1, Class A3, 1.617%, 6/25/56 W   1,634,352 1,357,154
JPMorgan Mortgage Trust 144A FRB Ser. 23-HE2, Class A1, (US 30 Day Average SOFR + 1.70%), 7.03%, 3/25/54   1,180,963 1,187,347
Legacy Mortgage Asset Trust 144A      
Ser. 21-GS1, Class A1, 4.892%, 10/25/66   3,480,374 3,367,374
Ser. 21-GS3, Class A1, 1.75%, 7/25/61   1,691,538 1,626,906
Ser. 21-GS4, Class A1, 1.65%, 11/25/60   2,757,495 2,636,973
LHOME Mortgage Trust 144A Ser. 21-RTL2, Class A1, 3.09%, 6/25/26   741,156 715,329
MFRA Trust 144A Ser. 20-NQM1, Class A3, 2.30%, 8/25/49 W   601,790 542,708
Morgan Stanley Resecuritization Trust 144A Ser. 15-R4, Class CB1, 4.675%, 8/26/47 W   674,313 641,709
Morgan Stanley Residential Mortgage Loan Trust 144A Ser. 24-NQM1, Class A1, stepped-coupon 6.152% (7.152%, 2/1/28), 12/25/68 ††   2,660,554 2,639,253
New Residential Mortgage Loan Trust 144A      
FRB Ser. 18-4A, Class A1M, (CME Term SOFR 1 Month + 1.01%), 6.331%, 1/25/48   153,403 152,470
Ser. 19-NQM4, Class A3, 2.797%, 9/25/59 W   1,578,348 1,448,281
Ser. 19-NQM4, Class A2, 2.644%, 9/25/59 W   619,765 567,234
Onslow Bay Financial, LLC Trust 144A Ser. 18-EXP1, Class 1A3, 4.00%, 4/25/48 W   175,123 153,133
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates FRB Ser. 04-WCW2, Class M3, (CME Term SOFR 1 Month + 1.16%), 6.481%, 10/25/34   80,831 78,798
Residential Mortgage Loan Trust 144A      
Ser. 19-3, Class A2, 2.941%, 9/25/59 W   66,257 64,723
Ser. 21-1R, Class A1, 0.859%, 1/25/65 W   132,720 123,161
ROC Mortgage Trust 144A Ser. 21-RTL1, Class A1, 3.487%, 8/25/26 W   1,156,992 1,130,960
Structured Asset Mortgage Investments II Trust FRB Ser. 07-AR7, Class 1A1, (CME Term SOFR 1 Month + 0.96%), 6.281%, 5/25/47   378,257 293,536
Toorak Mortgage Corp., Ltd. 144A Ser. 21-1, Class A1, 3.24%, 6/25/24   684,078 677,615
VCAT Asset Securitization, LLC 144A Ser. 21-NPL1, Class A1, 5.289%, 12/26/50   185,200 183,331
Verus Securitization Trust 144A      
FRB Ser. 24-1, Class A1, 5.712%, 1/25/69   726,126 713,703
Ser. 19-INV3, Class A3, 4.10%, 11/25/59 W   672,464 650,523
86,235,078
Total mortgage-backed securities (cost $178,871,708) $169,258,692

ASSET-BACKED SECURITIES (5.4%)* Principal
amount
Value
American Express Credit Account Master Trust Ser. 21-1, Class A, 0.90%, 11/15/26   $2,313,000 $2,255,129
Bank of America Auto Trust 144A Ser. 23-2A, Class A2, 5.85%, 8/17/26   4,131,000 4,136,118
Capital One Multi-Asset Execution Trust Ser. 22-A2, Class A, 3.49%, 5/15/27   6,387,000 6,252,613


20 Short Duration Bond Fund




ASSET-BACKED SECURITIES (5.4%)* cont. Principal
amount
Value
Citizens Auto Receivables Trust 144A Ser. 24-1, Class A3, 5.11%, 4/17/28   $5,902,000 $5,867,816
Discover Card Execution Note Trust Ser. 22-A3, Class A3, 3.56%, 7/15/27   6,412,000 6,263,567
Ford Credit Auto Owner Trust Ser. 24-A, Class A3, 5.09%, 12/15/28   3,573,000 3,547,125
Ford Credit Auto Owner Trust 144A Ser. 18-1, Class A, 3.19%, 7/15/31   6,328,000 6,218,674
Golden Credit Card Trust 144A Ser. 22-4A, Class A, 4.31%, 9/15/27   4,175,000 4,102,789
Honda Auto Receivables Owner Trust      
Ser. 23-4, Class A2, 5.87%, 6/22/26   6,124,000 6,134,925
Ser. 24-1, Class A3, 5.21%, 8/15/28   5,500,000 5,491,376
Hyundai Auto Receivables Trust Ser. 23-C, Class A2A, 5.80%, 1/15/27   6,116,000 6,125,914
Mello Warehouse Securitization Trust 144A FRB Ser. 21-3, Class A, (CME Term SOFR 1 Month + 0.96%), 6.281%, 10/22/24   2,828,000 2,821,515
Prodigy Finance Designated Activity Co. 144A FRB Ser. 21-1A, Class A, (CME Term SOFR 1 Month + 1.36%), 6.681%, 7/25/51 (Ireland)   323,434 321,202
Station Place Securitization Trust 144A FRB Ser. 23-2, Class A1, (CME Term SOFR 1 Month + 0.95%), 6.266%, 6/29/24   4,465,000 4,464,263
Toyota Auto Loan Extended Note Trust 144A Ser. 19-1A, Class A, 2.56%, 11/25/31   2,525,000 2,520,326
Volkswagen Auto Loan Enhanced Trust      
Ser. 23-2, Class A2A, 5.72%, 3/22/27   1,006,000 1,006,679
Ser. 21-1, Class A3, 1.02%, 6/22/26   1,541,866 1,509,060
Total asset-backed securities (cost $69,000,353) $69,039,091

COLLATERALIZED LOAN OBLIGATIONS (1.8%)* Principal
amount
Value
AB BSL CLO 3, Ltd. 144A FRB Ser. 21-3A, Class B, (CME Term SOFR 3 Month + 1.96%), 7.286%, 10/20/34 (Cayman Islands)   $1,600,000 $1,602,766
AIMCO CLO 17, Ltd. 144A FRB Ser. 22-17A, Class A, (CME Term SOFR 3 Month + 1.52%), 6.845%, 7/20/35 (Jersey)   1,200,000 1,201,118
Ares LXIV CLO, Ltd. 144A FRB Ser. 22-64A, Class A1, (CME Term SOFR 3 Month + 1.44%), 6.769%, 4/15/35 (Cayman Islands)   2,000,000 2,000,172
Balboa Bay Loan Funding, Ltd. 144A FRB Ser. 21-1A, Class B, (CME Term SOFR 3 Month + 1.91%), 7.236%, 7/20/34   1,350,000 1,342,339
Birch Grove CLO 4, Ltd. 144A FRB Ser. 22-4A, Class B1, (CME Term SOFR 3 Month + 2.10%), 7.429%, 4/15/34 (Cayman Islands)   1,250,000 1,253,075
Birch Grove CLO 8, Ltd. 144A FRB Ser. 24-8A, Class A1, (CME Term SOFR 3 Month + 1.63%), 6.928%, 4/20/37 (Jersey)   1,500,000 1,509,782
Black Diamond CLO, Ltd. 144A FRB Ser. 21-1A, Class A1A, (CME Term SOFR 3 Month + 1.51%), 6.836%, 11/22/34 (Cayman Islands)   854,000 852,247
BlueMountain CLO XXXII, Ltd. 144A FRB Ser. 21-32A, Class A, (CME Term SOFR 3 Month + 1.43%), 6.76%, 10/15/34 (Cayman Islands)   1,206,000 1,206,637
Hayfin US XII, Ltd. 144A FRB Ser. 18-9A, Class BR, (CME Term SOFR 3 Month + 2.06%), 7.386%, 4/28/31 (Cayman Islands)   2,000,000 2,000,196
Hayfin US XIV, Ltd. 144A FRB Ser. 21-14A, Class A1, (CME Term SOFR 3 Month + 1.49%), 6.816%, 7/20/34 (Cayman Islands)   334,000 334,143
Jamestown CLO IX, Ltd. 144A FRB Ser. 21-9A, Class A2RR, (CME Term SOFR 3 Month + 2.11%), 7.435%, 7/25/34 (Cayman Islands)   1,650,000 1,651,650


Short Duration Bond Fund 21




COLLATERALIZED LOAN OBLIGATIONS (1.8%)* cont. Principal
amount
Value
Nassau, Ltd. 144A FRB Ser. 21-1A, Class A1R, (CME Term SOFR 3 Month + 1.55%), 6.88%, 1/15/35 (Cayman Islands)   $1,655,000 $1,649,188
Palmer Square CLO, Ltd. 144A FRB Ser. 21-2A, Class A, (CME Term SOFR 3 Month + 1.41%), 6.74%, 7/15/34 (Cayman Islands)   1,250,000 1,251,575
Park Avenue Institutional Advisers CLO, Ltd. 144A FRB Ser. 21-1A, Class A1A, (CME Term SOFR 3 Month + 1.65%), 6.976%, 1/20/34 (Cayman Islands)   1,075,000 1,078,015
Rockland Park CLO, Ltd. 144A FRB Ser. 21-1A, Class B, (CME Term SOFR 3 Month + 1.91%), 7.236%, 4/20/34 (Cayman Islands)   1,200,000 1,201,884
RRX 3, Ltd. 144A FRB Ser. 21-3A, Class A1, (CME Term SOFR 3 Month + 1.58%), 6.91%, 4/15/34 (Cayman Islands)   1,250,000 1,252,148
Venture 37 CLO, Ltd. 144A FRB Ser. 21-37A, Class A1R, (CME Term SOFR 3 Month + 1.41%), 6.74%, 7/15/32 (Cayman Islands)   500,000 500,871
Zais CLO 16, Ltd. 144A FRB Ser. 21-16A, Class A1R, (CME Term SOFR 3 Month + 1.68%), 7.006%, 10/20/34   1,500,000 1,500,753
Total collateralized loan obligations (cost $23,298,227) $23,388,559

U.S. GOVERNMENT AND AGENCY
MORTGAGE OBLIGATIONS (0.2%)*
Principal
amount
Value
U.S. Government Agency Mortgage Obligations (0.2%)
Federal National Mortgage Association Pass-Through Certificates    
5.28%, 12/1/28 $1,308,000 $1,308,116
2.73%, 9/1/29 1,594,000 1,413,781
Total U.S. government and agency mortgage obligations (cost $2,751,101) $2,721,897

U.S. TREASURY OBLIGATIONS (—%)* Principal
amount
Value
U.S. Treasury Notes 1.875%, 2/28/27 i $106,000 $97,950
Total U.S. treasury obligations (cost $97,950) $97,950

SHORT-TERM INVESTMENTS (13.7%)* Principal amount/
shares
Value
Alexandria Real Estate Equities, Inc. commercial paper 5.456%, 5/3/24 $2,453,000 $2,451,880
Alimentation Couche-Tard, Inc. commercial paper 5.567%, 5/13/24 (Canada) 1,550,000 1,546,907
Alimentation Couche-Tard, Inc. commercial paper 5.566%, 5/10/24 (Canada) 4,200,000 4,193,568
American Electric Power Co., Inc. commercial paper 5.639%, 5/21/24 3,700,000 3,688,097
American Honda Finance Corp. commercial paper 5.701%, 5/6/24 2,000,000 1,998,197
American Honda Finance Corp. commercial paper 5.640%, 5/3/24 3,000,000 2,998,649
Arrow Electronics, Inc. commercial paper 5.758%, 5/2/24 7,252,000 7,249,695
AT&T, Inc. commercial paper 5.615%, 6/26/24 3,925,000 3,890,901
Autonation, Inc. commercial paper 5.801%, 5/1/24 13,070,000 13,067,850
Aviation Capital Group, LLC commercial paper 5.731%, 5/1/24 13,000,000 12,998,013
Constellation Brands, Inc. commercial paper 5.621%, 5/6/24 1,755,000 1,753,326
Constellation Brands, Inc. commercial paper 5.630%, 5/3/24 2,220,000 2,218,944
Discovery Communications, LLC commercial paper 5.851%, 5/1/24 6,300,000 6,298,974


22 Short Duration Bond Fund




SHORT-TERM INVESTMENTS (13.7%)* cont. Principal amount/
shares
Value
Enbridge US, Inc. commercial paper 5.624%, 5/6/24 $3,170,000 $3,167,079
Enbridge US, Inc. commercial paper 5.498%, 5/2/24 3,117,000 3,116,044
Energy Transfer LP commercial paper 5.651%, 5/1/24 6,400,000 6,398,987
ERP Operating LP commercial paper 5.496%, 5/1/24 5,750,000 5,749,134
FMC Corp. commercial paper 6.133%, 5/13/24 4,780,000 4,769,531
FMC Corp. commercial paper 5.951%, 5/1/24 7,995,000 7,993,658
Microchip Technology, Inc. commercial paper 5.540%, 5/24/24 5,865,000 5,843,086
Microchip Technology, Inc. commercial paper 5.530%, 5/17/24 3,065,000 3,056,897
Ovintiv, Inc. commercial paper 6.070%, 5/16/24 2,770,000 2,762,392
Plains All American Pipeline LP commercial paper 5.601%, 5/1/24 7,270,000 7,268,905
Protective Life Corp. commercial paper 5.538%, 5/3/24 3,550,000 3,548,336
Putnam Short Term Investment Fund Class P 5.48% L Shares 39,337,212 39,337,212
State Street Institutional U.S. Government Money Market Fund, Premier Class 5.25% P Shares 260,000 260,000
Targa Resources Corp. commercial paper 5.801%, 5/1/24 $12,850,000 12,847,967
U.S. Treasury Bills 5.390%, 5/23/24 400,000 398,709
VW Credit, Inc. commercial paper 5.581%, 6/10/24 4,455,000 4,426,702
Total short-term investments (cost $175,321,167) $175,299,640

TOTAL INVESTMENTS
Total investments (cost $1,318,611,627) $1,271,147,290

Key to holding’s abbreviations
BKNT Bank Note
bp Basis Points
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
IO Interest Only
MTN Medium Term Notes
OTC Over-the-counter
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 November 1, 2023 through April 30, 2024 (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 Franklin Resources, Inc., and references to “ASC 820” represent Accounting Standards Codification 820 Fair Value Measurements and Disclosures.
* Percentages indicated are based on net assets of $1,277,688,096.
†† The interest rate and date shown parenthetically represent the new interest rate to be paid and the date the fund will begin accruing interest at this rate.


Short Duration Bond Fund 23




This security, in part or in entirety, was pledged and segregated with the custodian for collateral on certain derivative contracts at the close of the reporting period. Collateral at period end totaled $325,888 and is included in Investments in securities on the Statement of assets and liabilities (Notes 1 and 8).
i This security was pledged, or purchased with cash that was pledged, to the fund for collateral on certain derivative contracts (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.
P This security was pledged, or purchased with cash that was pledged, to the fund for collateral on certain derivative contracts. 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.
W The rate shown represents the weighted average coupon associated with the underlying mortgage pools. Rates may be subject to a cap or floor.
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.
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.

CENTRALLY CLEARED INTEREST RATE SWAP CONTRACTS OUTSTANDING at 4/30/24 (Unaudited)
Notional amount Value Upfront
premium
received
(paid)
Termination
date
Payments
made by fund
Payments
received by fund
Unrealized
appreciation/
(depreciation)
  $199,778,000 $3,831,742 E $1,758,682 6/20/29 4.00% — Annually US SOFR — Annually $5,590,424
  490,018,000 6,321,232 E 288,872 6/20/26 US SOFR — Annually 4.20% — Annually (6,032,360)
Total $2,047,554 $(441,936)
E Extended effective date.

OTC CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION SOLD at 4/30/24 (Unaudited)
Swap counterparty/
Referenced debt*
Rating*** Upfront
premium
received
(paid)**
Notional
amount
Value Termi-
nation
date
Payments
received
by fund
Unrealized
appreciation/
(depreciation)
Bank of America N.A.
CMBX NA BBB−.6 Index BB/P $2,939   $19,248 $2,448 5/11/63 300 bp — Monthly $500
CMBX NA BBB−.6 Index BB/P 5,604   41,629 5,295 5/11/63 300 bp — Monthly 330
CMBX NA BBB−.6 Index BB/P 11,483   83,259 10,591 5/11/63 300 bp — Monthly 934
CMBX NA BBB−.6 Index BB/P 10,944   85,945 10,932 5/11/63 300 bp — Monthly 55
Citigroup Global Markets, Inc.
CMBX NA BB.6 Index B/P 20,343   61,163 15,346 5/11/63 500 bp — Monthly 5,048
CMBX NA BB.7 Index B/P 6,533   16,491 5,185 1/17/47 500 bp — Monthly 1,362


24 Short Duration Bond Fund




OTC CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION SOLD at 4/30/24 (Unaudited) cont.
Swap counterparty/
Referenced debt*
Rating*** Upfront
premium
received
(paid)**
Notional
amount
Value Termi-
nation
date
Payments
received
by fund
Unrealized
appreciation/
(depreciation)
Credit Suisse International
CMBX NA BBB−.7 Index BB+/P $38,436   $247,904 $41,995 1/17/47 300 bp — Monthly $(3,435)
Goldman Sachs International
CMBX NA A.7 Index A/P 1,855   9,959 1,662 1/17/47 200 bp — Monthly 196
JPMorgan Securities LLC
CMBX NA BB.6 Index B/P 22,651   23,002 5,771 5/11/63 500 bp — Monthly 16,899
CMBX NA BB.7 Index B/P 627,248   960,238 301,899 1/17/47 500 bp — Monthly 326,149
Merrill Lynch International
CMBX NA BBB−.6 Index BB/P 269   448 57 5/11/63 300 bp — Monthly 213
Morgan Stanley & Co. International PLC
CMBX NA A.7 Index A/P 346   1,757 293 1/17/47 200 bp — Monthly 53
CMBX NA BB.6 Index B/P 20,116   59,072 14,821 5/11/63 500 bp — Monthly 5,344
Upfront premium received 768,767 Unrealized appreciation 357,083
Upfront premium (paid) Unrealized (depreciation) (3,435)
Total $768,767 Total $353,648
* Payments related to the referenced debt are made upon a credit default event.
** Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.
*** Ratings for an underlying index represent the average of the ratings of all the securities included in that index. The Moody’s, Standard & Poor’s or Fitch ratings are believed to be the most recent ratings available at April 30, 2024. Securities rated by Fitch are indicated by “/F.” Securities rated by Putnam are indicated by “/P.” The Putnam rating categories are comparable to the Standard & Poor’s classifications.

OTC CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION PURCHASED at 4/30/24 (Unaudited)
Swap counterparty/
Referenced debt*
Upfront
premium
received
(paid)**
Notional
amount
Value Termi-
nation
date
Payments
(paid)
by fund
Unrealized
appreciation/
(depreciation)
Citigroup Global Markets, Inc.
CMBX NA A.7 Index   $(297)   $11,716 $1,955 1/17/47 (200 bp) — Monthly $1,655
CMBX NA BBB−.6 Index   (9,679)   68,039 8,655 5/11/63 (300 bp) — Monthly (1,059)
Credit Suisse International
CMBX NA BB.7 Index   (52,019)   211,387 66,460 1/17/47 (500 bp) — Monthly 14,265
CMBX NA BB.7 Index   (42,273)   192,647 60,568 1/17/47 (500 bp) — Monthly 18,135


Short Duration Bond Fund 25




OTC CREDIT DEFAULT CONTRACTS OUTSTANDING — PROTECTION PURCHASED at 4/30/24 (Unaudited) cont.
Swap counterparty/
Referenced debt*
Upfront
premium
received
(paid)**
Notional
amount
Value Termi-
nation
date
Payments
(paid)
by fund
Unrealized
appreciation/
(depreciation)
Credit Suisse International cont.
CMBX NA BB.7 Index   $(3,989)   $118,144 $29,642 5/11/63 (500 bp) — Monthly $25,555
CMBX NA BBB−.6 Index   (42,991)   162,489 20,669 5/11/63 (300 bp) — Monthly (22,404)
Goldman Sachs International
CMBX NA BB.6 Index   (8,333)   25,093 6,296 5/11/63 (500 bp) — Monthly (2,058)
CMBX NA BB.7 Index   (42,568)   111,690 35,115 1/17/47 (500 bp) — Monthly (7,545)
CMBX NA BBB−.7 Index   (13,164)   51,488 8,722 1/17/47 (300 bp) — Monthly (4,468)
JPMorgan Securities LLC
CMBX NA BBB−.7 Index   (96,488)   195,940 33,192 1/17/47 (300 bp) — Monthly (63,394)
Merrill Lynch International
CMBX NA BB.7 Index   (58,463)   252,615 79,422 1/17/47 (500 bp) — Monthly 20,749
CMBX NA BBB−.7 Index   (82)   477 81 1/17/47 (300 bp) — Monthly (1)
Morgan Stanley & Co. International PLC
CMBX NA BB.7 Index   (84,058)   208,389 65,517 1/17/47 (500 bp) — Monthly (18,715)
Upfront premium received Unrealized appreciation 80,359
Upfront premium (paid) (454,404) Unrealized (depreciation) (119,644)
Total $(454,404) Total $(39,285)
* Payments related to the referenced debt are made upon a credit default event.
** Upfront premium is based on the difference between the original spread on issue and the market spread on day of execution.


26 Short Duration Bond Fund



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 $— $69,039,091 $—
Collateralized loan obligations 23,388,559
Corporate bonds and notes 831,341,461
Mortgage-backed securities 169,258,692
U.S. government and agency mortgage obligations 2,721,897
U.S. treasury obligations 97,950
Short-term investments 260,000 175,039,640
Totals by level $260,000 $1,270,887,290 $—
Valuation inputs
Other financial instruments: Level 1 Level 2 Level 3
Interest rate swap contracts $— $(2,489,490) $—
Credit default contracts
Totals by level $— $(2,489,490) $—


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


Short Duration Bond Fund 27



Statement of assets and liabilities 4/30/24 (Unaudited)

ASSETS   
Investment in securities, at value (Notes 1 and 8):   
Unaffiliated issuers (identified cost $1,279,274,415)  $1,231,810,078 
Affiliated issuers (identified cost $39,337,212) (Note 5)  39,337,212 
Interest and other receivables  9,982,929 
Receivable for shares of the fund sold  3,100,807 
Receivable for investments sold  125 
Receivable for variation margin on centrally cleared swap contracts (Note 1)  719,544 
Unrealized appreciation on OTC swap contracts (Note 1)  437,442 
Premium paid on OTC swap contracts (Note 1)  454,404 
Deposits with broker (Note 1)  2,837,221 
Receivable from broker (Note 1)  1,854 
Total assets  1,288,681,616 
 
LIABILITIES   
Payable to custodian  540 
Payable for investments purchased  5,259,421 
Payable for shares of the fund repurchased  2,819,675 
Payable for compensation of Manager (Note 2)  612,407 
Payable for Trustee compensation and expenses (Note 2)  45,930 
Payable for distribution fees (Note 2)  120,022 
Payable for variation margin on centrally cleared swap contracts (Note 1)  719,524 
Distributions payable to shareholders  161,964 
Unrealized depreciation on OTC swap contracts (Note 1)  123,079 
Premium received on OTC swap contracts (Note 1)  768,767 
Collateral on certain derivative contracts, at value (Notes 1 and 8)  357,950 
Other accrued expenses  4,241 
Total liabilities  10,993,520 
 
Net assets  $1,277,688,096 
 
REPRESENTED BY   
Paid-in capital (Unlimited shares authorized) (Notes 1 and 4)  $1,403,335,280 
Total distributable earnings (Note 1)  (125,647,184) 
Total — Representing net assets applicable to capital shares outstanding  $1,277,688,096 

 

(Continued on next page)

 

28 Short Duration Bond Fund 

 


 

Statement of assets and liabilities cont.

COMPUTATION OF NET ASSET VALUE AND OFFERING PRICE   
Net asset value and redemption price per class A share   
($520,960,944 divided by 53,779,627 shares)  $9.69 
Offering price per class A share (100/97.75 of $9.69)*  $9.91 
Net asset value and offering price per class B share ($224,071 divided by 23,164 shares)**  $9.67 
Net asset value and offering price per class C share ($17,212,725 divided by 1,781,664 shares)**  $9.66 
Net asset value, offering price and redemption price per class R share   
($366,940 divided by 37,682 shares)  $9.74 
Net asset value, offering price and redemption price per class R6 share   
($8,018,039 divided by 824,271 shares)  $9.73 
Net asset value, offering price and redemption price per class Y share   
($730,905,377 divided by 75,338,029 shares)  $9.70 

 

*On single retail sales of less than $100,000. On sales of $100,000 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.

Short Duration Bond Fund 29 

 


 

Statement of operations Six months ended 4/30/24 (Unaudited)

INVESTMENT INCOME   
Interest (including interest income of $1,498,793 from investments in affiliated issuers) (Note 5)  $24,425,329 
Total investment income  24,425,329 
 
EXPENSES   
Compensation of Manager (Note 2)  2,297,602 
Distribution fees (Note 2)  715,711 
Other  7,875 
Total expenses  3,021,188 
Expense reduction (Note 2)  (8,222) 
Net expenses  3,012,966 
 
Net investment income  21,412,363 
 
REALIZED AND UNREALIZED GAIN (LOSS)   
Net realized loss on:   
Securities from unaffiliated issuers (Notes 1 and 3)  (9,777,242) 
Swap contracts (Note 1)  (1,285,415) 
Total net realized loss  (11,062,657) 
Change in net unrealized appreciation (depreciation) on:   
Securities from unaffiliated issuers  38,913,250 
Swap contracts  (2,381,831) 
Total change in net unrealized appreciation  36,531,419 
 
Net gain on investments  25,468,762 
 
Net increase in net assets resulting from operations  $46,881,125 

 

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

30 Short Duration Bond Fund 

 


 

Statement of changes in net assets

INCREASE (DECREASE) IN NET ASSETS  Six months ended 4/30/24*  Year ended 10/31/23 
Operations     
Net investment income  $21,412,363  $44,025,856 
Net realized loss on investments  (11,062,657)  (31,031,820) 
Change in net unrealized appreciation of investments  36,531,419  57,764,020 
Net increase in net assets resulting from operations  46,881,125  70,758,056 
Distributions to shareholders (Note 1):     
From ordinary income     
Net investment income     
Class A  (11,567,472)  (18,048,607) 
Class B  (5,152)  (9,004) 
Class C  (345,161)  (445,750) 
Class R  (7,257)  (17,800) 
Class R6  (205,582)  (232,765) 
Class Y  (17,638,062)  (28,887,852) 
Increase (decrease) from capital share transactions (Note 4)  38,385,277  (557,820,414) 
Total increase (decrease) in net assets  55,497,716  (534,704,136) 
 
NET ASSETS     
Beginning of period  1,222,190,380  1,756,894,516 
End of period  $1,277,688,096  $1,222,190,380 

 

* Unaudited.

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

Short Duration Bond Fund 31 

 


 

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

  INVESTMENT OPERATIONS      LESS DISTRIBUTIONS          RATIOS AND SUPPLEMENTAL DATA   
                        Ratio of  Ratio of net   
  Net asset    Net realized      From net            expenses  investment   
  value,    and unrealized  Total from  From net  realized  From    Net asset  Total return  Net assets,  to average  income (loss)  Portfolio 
  beginning  Net investment  gain (loss) on  investment  investment  gain on  return of  Total  value, end  at net asset  end of period  net assets  to average  turnover 
Period ended­  of period­  income (loss)  investments­  operations­  income­  investments­  capital­  distributions  of period­  value (%)a  (in thousands)  (%)b  net assets (%)  (%) 
Class A                             
April 30, 2024**   $9.55­  .16­  .21­  .37­  (.23)  —­  —­  (.23)  $9.69­  3.85*  $520,961­  .31*  1.65*  23* 
October 31, 2023­  9.42­  .28­  .16­  .44­  (.31)  —­  —­  (.31)  9.55­  4.66­  485,453­  .62­  2.90­  20­ 
October 31, 2022  10.18­  .17­  (.76)  (.59)  (.16)  (.01)  —­  (.17)  9.42­  (5.79)  729,336­  .62­  1.70­  26­ 
October 31, 2021  10.21­  .16­  (.03)  .13­  (.16)  —­  —­  (.16)  10.18­  1.27­  1,383,392­  .62­  1.52­  24­ 
October 31, 2020  10.15­  .20­  .06­  .26­  (.20)  —­  —­  (.20)  10.21­  2.61­  1,208,656­  .62­  1.89­  19­ 
October 31, 2019  10.01­  .28­c  .19­  .47­  (.32)  —­  (.01)  (.33)  10.15­  4.78­  612,829­  .62­  2.75­  18­ 
Class B                             
April 30, 2024**   $9.54­  .15­  .20­  .35­  (.22)  —­  —­  (.22)  $9.67­  3.64*  $224­  .41*  1.55*  23* 
October 31, 2023­  9.41­  .26­  .16­  .42­  (.29)  —­  —­  (.29)  9.54­  4.46­  253­  .82­  2.68­  20­ 
October 31, 2022  10.17­  .15­  (.76)  (.61)  (.14)  (.01)  —­  (.15)  9.41­  (5.98)  389­  .82­  1.50­  26­ 
October 31, 2021  10.20­  .14­  (.03)  .11­  (.14)  —­  —­  (.14)  10.17­  1.07­  717­  .82­  1.34­  24­ 
October 31, 2020  10.14­  .18­  .06­  .24­  (.18)  —­  —­  (.18)  10.20­  2.41­  1,327­  .82­  1.70­  19­ 
October 31, 2019  10.00­  .26­c  .19­  .45­  (.30)  —­  (.01)  (.31)  10.14­  4.55­  909­  .82­  2.62­  18­ 
Class C                             
April 30, 2024**   $9.52­  .13­  .20­  .33­  (.19)  —­  —­  (.19)  $9.66­  3.47*  $17,213­  .68*  1.27*  23* 
October 31, 2023­  9.40­  .21­  .14­  .35­  (.23)  —­  —­  (.23)  9.52­  3.78­  17,469­  1.37­  2.16­  20­ 
October 31, 2022  10.16­  .10­  (.76)  (.66)  (.09)  (.01)  —­  (.10)  9.40­  (6.51)  20,267­  1.37­  .97­  26­ 
October 31, 2021  10.18­  .08­  (.02)  .06­  (.08)  —­  —­  (.08)  10.16­  .61­  29,701­  1.37­  .77­  24­ 
October 31, 2020  10.12­  .12­  .06­  .18­  (.12)  —­  —­  (.12)  10.18­  1.85­  30,751­  1.37­  1.17­  19­ 
October 31, 2019  9.98­  .21­c  .18­  .39­  (.24)  —­  (.01)  (.25)  10.12­  4.00­  20,930­  1.37­  2.08­  18­ 
Class R                             
April 30, 2024**   $9.60­  .15­  .20­  .35­  (.21)  —­  —­  (.21)  $9.74­  3.71*  $367­  .43*  1.53*  23* 
October 31, 2023­  9.47­  .26­  .15­  .41­  (.28)  —­  —­  (.28)  9.60­  4.39­  301­  .87­  2.62­  20­ 
October 31, 2022  10.24­  .15­  (.77)  (.62)  (.14)  (.01)  —­  (.15)  9.47­  (6.08)  864­  .87­  1.47­  26­ 
October 31, 2021  10.26­  .13­  (.02)  .11­  (.13)  —­  —­  (.13)  10.24­  1.12­  1,265­  .87­  1.26­  24­ 
October 31, 2020  10.20­  .17­  .07­  .24­  (.18)  —­  —­  (.18)  10.26­  2.35­  1,167­  .87­  1.63­  19­ 
October 31, 2019  10.06­  .27­c  .17­  .44­  (.29)  —­  (.01)  (.30)  10.20­  4.49­  426­  .87­  2.64­  18­ 
Class R6                             
April 30, 2024**   $9.59­  .17­  .21­  .38­  (.24)  —­  —­  (.24)  $9.73­  3.97*  $8,018­  .18*  1.77*  23* 
October 31, 2023­  9.46­  .31­  .15­  .46­  (.33)  —­  —­  (.33)  9.59­  4.91­  7,702­  .37­  3.20­  20­ 
October 31, 2022  10.22­  .20­  (.76)  (.56)  (.19)  (.01)  —­  (.20)  9.46­  (5.52)  5,403­  .37­  2.00­  26­ 
October 31, 2021  10.25­  .18­  (.02)  .16­  (.19)  —­  —­  (.19)  10.22­  1.52­  6,941­  .37­  1.78­  24­ 
October 31, 2020  10.19­  .22­  .07­  .29­  (.23)  —­  —­  (.23)  10.25­  2.86­  8,496­  .37­  2.14­  19­ 
October 31, 2019  10.05­  .29­c  .20­  .49­  (.34)  —­  (.01)  (.35)  10.19­  5.01­  4,326­  .37­  2.87­  18­ 

 

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

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

32 Short Duration Bond Fund  Short Duration Bond Fund 33 

 


 

Financial highlights cont.

  INVESTMENT OPERATIONS      LESS DISTRIBUTIONS          RATIOS AND SUPPLEMENTAL DATA   
                        Ratio of  Ratio of net   
  Net asset    Net realized      From net            expenses  investment   
  value,    and unrealized  Total from  From net  realized  From    Net asset  Total return  Net assets,  to average  income (loss)  Portfolio 
  beginning  Net investment  gain (loss) on  investment  investment  gain on  return of  Total  value, end  at net asset  end of period  net assets  to average  turnover 
Period ended­  of period­  income (loss)  investments­  operations­  income­  investments­  capital­  distributions  of period­  value (%)a  (in thousands)  (%)b  net assets (%)  (%) 
Class Y                             
April 30, 2024**   $9.56­  .17­  .21­  .38­  (.24)  —­  —­  (.24)  $9.70­  3.98*  $730,905­  .18*  1.77*  23* 
October 31, 2023­  9.44­  .31­  .14­  .45­  (.33)  —­  —­  (.33)  9.56­  4.81­  711,012­  .37­  3.16­  20­ 
October 31, 2022  10.20­  .20­  (.76)  (.56)  (.19)  (.01)  —­  (.20)  9.44­  (5.53)  1,000,635­  .37­  2.01­  26­ 
October 31, 2021  10.23­  .18­  (.02)  .16­  (.19)  —­  —­  (.19)  10.20­  1.52­  1,077,719­  .37­  1.76­  24­ 
October 31, 2020  10.16­  .22­  .08­  .30­  (.23)  —­  —­  (.23)  10.23­  2.97­  768,824­  .37­  2.11­  19­ 
October 31, 2019  10.02­  .30­c  .19­  .49­  (.34)  —­  (.01)  (.35)  10.16­  5.03­  365,277­  .37­  3.01­  18­ 

 

* Not annualized.

** Unaudited.

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

b Includes amounts paid through expense offset arrangements, if any (Note 2). Also excludes acquired fund fees, if any.

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

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

34 Short Duration Bond Fund  Short Duration Bond Fund 35 

 


 

Notes to financial statements 4/30/24 (Unaudited)

Unless otherwise noted, the “reporting period” represents the period from November 1, 2023 through April 30, 2024. The following table defines commonly used references within the Notes to financial statements:

References to  Represent 
Franklin Templeton  Franklin Resources, Inc. 
JPMorgan  JPMorgan Chase Bank, N.A. 
OTC  Over-the-counter 
PAC  The Putnam Advisory Company, LLC, an affiliate of Putnam Management 
PIL  Putnam Investments Limited, an affiliate of Putnam Management 
Putnam Management  Putnam Investment Management, LLC, the fund’s manager, an indirect wholly-owned 
  subsidiary of Franklin Templeton 
SEC  Securities and Exchange Commission 
State Street  State Street Bank and Trust Company 

 

Putnam Short Duration Bond 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. The fund invests in a diversified portfolio of fixed income securities. The fund’s investments may include corporate credit, including investment-grade debt, below-investment-grade debt (sometimes referred to as “junk bonds”), bank loans and structured credit; sovereign debt, including obligations of governments in developed and emerging markets; and securitized assets, including asset-backed securities, residential mortgage-backed securities (which may be backed by non-qualified or “sub-prime” mortgages), commercial mortgage-backed securities and collateralized mortgage obligations. Under normal circumstances, the fund will invest at least 80% of its net assets in bonds (bonds include any debt instrument, and may be represented by other investment instruments, including derivatives). This policy may be changed only after 60 days’ notice to shareholders. The fund normally maintains an effective duration of three years or less. 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. The fund 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, certain foreign currency transactions and credit default, total return and interest rate swap contracts, for both hedging and non-hedging purposes. The fund may invest in securities that are purchased in private placements, which may be illiquid because they are subject to restrictions on resale.

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 
    0.75% on certain redemptions of shares   
Class A  Up to 2.25%  bought with no initial sales charge  None 
      Converts to class A shares 
Class B*  None  1.00% phased out over two years  after 8 years 
      Converts to class A shares 
Class C  None  1.00% eliminated after one year  after 8 years 
Class R  None  None  None 
Class R6  None  None  None 
Class Y  None  None  None 

 

* 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.

Not available to all investors.

36 Short Duration Bond Fund 

 


 

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 Trust’s Agreement and Declaration of Trust, any claims asserted by a shareholder against or on behalf of the Trust (or its series), including claims against Trustees and Officers, must be brought in courts located within the Commonwealth of Massachusetts.

Note 1: Significant accounting policies

The fund follows the accounting and reporting guidance in Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946, Financial Services – Investment Companies (ASC 946) and applies the specialized accounting and reporting guidance in U.S. Generally Accepted Accounting Principles (U.S. GAAP), including, but not limited to, ASC 946. 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, which has been designated as valuation designee pursuant to Rule 2a–5 under the Investment Company Act of 1940, 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

Short Duration Bond Fund 37 

 


 

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.

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.

Interest rate swap contracts The fund entered into OTC and/or centrally cleared interest rate swap contracts, which are arrangements between two parties to exchange cash flows based on a notional principal amount, for hedging term structure risk, for yield curve positioning and for gaining exposure to rates in various countries.

An OTC and centrally cleared interest rate swap can be purchased or sold with an upfront premium. For OTC interest rate swap contracts, an upfront payment received by the fund is recorded as a liability on the fund’s books. An upfront payment made by the fund is recorded as an asset on the fund’s books. OTC and centrally cleared interest rate swap contracts are marked to market daily based upon quotations from an independent pricing service or market makers. Any change is recorded as an unrealized gain or loss on OTC interest rate swaps. Daily fluctuations in the value of centrally cleared interest rate swaps are settled through a central clearing agent and are recorded in variation margin on the Statement of assets and liabilities and recorded as unrealized gain or loss. Payments, including upfront premiums, received or made are recorded as realized gains or losses at the reset date or the closing of the contract. Certain OTC and centrally cleared interest rate swap contracts may include extended effective dates. Payments related to these swap contracts are accrued based on the terms of the contract.

The fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults, in the case of OTC interest rate contracts, or the central clearing agency or a clearing member defaults, in the case of centrally cleared interest rate swap contracts, on its respective obligation to perform under the contract. The fund’s maximum risk of loss from counterparty risk or central clearing risk is the fair value of the contract. This risk may be mitigated for OTC interest rate swap contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared interest rate swap contracts through the daily exchange of variation margin. There is minimal counterparty risk with respect to centrally cleared interest rate swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default. Risk of loss may exceed amounts recognized on the Statement of assets and liabilities.

OTC and centrally cleared interest rate swap contracts outstanding, including their respective notional amounts at period end, if any, are listed after the fund’s portfolio.

At the close of the reporting period, the fund has deposited cash valued at $2,837,221 in a segregated account to cover margin requirements on open centrally cleared interest rate swap contracts.

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Credit default contracts The fund entered into OTC and/or centrally cleared credit default contracts for hedging credit risk, for gaining liquid exposure to individual names, for hedging market risk and for gaining exposure to specific sectors.

In OTC and centrally cleared credit default contracts, the protection buyer typically makes a periodic stream of payments to a counterparty, the protection seller, in exchange for the right to receive a contingent payment upon the occurrence of a credit event on the reference obligation or all other equally ranked obligations of the reference entity. Credit events are contract specific but may include bankruptcy, failure to pay, restructuring and obligation acceleration. For OTC credit default contracts, an upfront payment received by the fund is recorded as a liability on the fund’s books. An upfront payment made by the fund is recorded as an asset on the fund’s books. Centrally cleared credit default contracts provide the same rights to the protection buyer and seller except the payments between parties, including upfront premiums, are settled through a central clearing agent through variation margin payments. Upfront and periodic payments received or paid by the fund for OTC and centrally cleared credit default contracts are recorded as realized gains or losses at the reset date or close of the contract. The OTC and centrally cleared credit default contracts are marked to market daily based upon quotations from an independent pricing service or market makers. Any change in value of OTC credit default contracts is recorded as an unrealized gain or loss. Daily fluctuations in the value of centrally cleared credit default contracts are recorded in variation margin on the Statement of assets and liabilities and recorded as unrealized gain or loss. Upon the occurrence of a credit event, the difference between the par value and fair value of the reference obligation, net of any proportional amount of the upfront payment, is recorded as a realized gain or loss.

In addition to bearing the risk that the credit event will occur, the fund could be exposed to market risk due to unfavorable changes in interest rates or in the price of the underlying security or index or the possibility that the fund may be unable to close out its position at the same time or at the same price as if it had purchased the underlying reference obligations. In certain circumstances, the fund may enter into offsetting OTC and centrally cleared credit default contracts which would mitigate its risk of loss. Risks of loss may exceed amounts recognized on the Statement of assets and liabilities. The fund’s maximum risk of loss from counterparty risk, either as the protection seller or as the protection buyer, is the fair value of the contract. This risk may be mitigated for OTC credit default contracts by having a master netting arrangement between the fund and the counterparty and for centrally cleared credit default contracts through the daily exchange of variation margin. Counterparty risk is further mitigated with respect to centrally cleared credit default swap contracts due to the clearinghouse guarantee fund and other resources that are available in the event of a clearing member default. Where the fund is a seller of protection, the maximum potential amount of future payments the fund may be required to make is equal to the notional amount.

OTC and centrally cleared credit default contracts outstanding, including their respective notional amounts 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 that govern OTC derivative and foreign exchange contracts and Master Securities Forward Transaction Agreements that govern transactions involving mortgage-backed and other asset-backed securities that may result in delayed delivery (Master Agreements) with certain counterparties 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, are 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.

With respect to ISDA Master Agreements, 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 or 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

Short Duration Bond Fund 39 

 


 

resulting from such early termination, as reasonably determined by the terminating party. Any decision by one or more of the fund’s counterparties to elect early termination could impact the fund’s future derivative activity.

At the close of the reporting period, the fund had a net liability position of $312,802 on open derivative contracts subject to the Master Agreements. Collateral pledged by the fund at period end for these agreements totaled $325,888 and may include amounts related to unsettled agreements.

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 $320 million syndicated unsecured committed line of credit, provided by State Street ($160 million) and JPMorgan ($160 million), and a $235.5 million unsecured uncommitted line of credit, 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 and a $75,000 fee has been paid by the participating funds to State Street as agent of the syndicated committed line of credit. 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 October 31, 2023, 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 
$20,408,231  $38,008,845  $58,417,076 

 

Tax cost of investments includes adjustments to net unrealized appreciation (depreciation) which may not necessarily be final tax cost basis adjustments, but closely approximate the tax basis unrealized gains and losses that may be realized and distributed to shareholders. The aggregate identified cost on a tax basis is $1,323,035,239, resulting in gross unrealized appreciation and depreciation of $2,075,573 and $56,453,012, respectively, or net unrealized depreciation of $54,377,439.

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

40 Short Duration Bond Fund 

 


 

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 monthly base fee equal to 0.37% of the monthly average of the fund’s net asset value. In return for this fee, Putnam Management provides investment management and investor servicing and bears the fund’s organizational and operating expenses, excluding performance fee adjustments, payments under the fund’s distribution plan, brokerage, interest, taxes, investment related expenses, extraordinary expenses and acquired fund fees and expenses.

For the reporting period, the management fee represented an effective rate (excluding the impact of any expense waiver in effect) of 0.184% of the fund’s average net assets.

PIL 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.

PAC is authorized by the Trustees to manage a separate portion of the assets of the fund, as designated from time to time by Putnam Management or PIL. PAC did not manage any portion of the assets of the fund during the reporting period. If Putnam Management or PIL were to engage the services of PAC, Putnam Management or PIL, as applicable, would pay a quarterly sub-advisory fee to PAC for its services at the annual rate of 0.20% of the average net assets of the portion of the fund’s assets for which PAC is engaged as sub-adviser.

On January 1, 2024, a subsidiary of Franklin Templeton acquired Putnam U.S. Holdings I, LLC (“Putnam Holdings”), the parent company of Putnam Management, PIL and PAC, in a stock and cash transaction (the “Transaction”). As a result of the Transaction, Putnam Management, PIL and PAC became indirect, wholly-owned subsidiaries of Franklin Templeton. The Transaction also resulted in the automatic termination of the investment management contract between the fund and Putnam Management, the sub-management contract for the fund between Putnam Management and PIL, and the sub-advisory contract for the fund among Putnam Management, PIL and PAC that were in place for the fund before the Transaction (together, the “Previous Advisory Contracts”). However, for the period from January 1, 2024 until February 21, 2024, Putnam Management, PIL and PAC continued to provide uninterrupted services with respect to the fund pursuant to interim investment management, sub-management and sub-advisory contracts (together, the “Interim Advisory Contracts”) that were approved by the Board of Trustees. The terms of the Interim Advisory Contracts were identical to those of the Previous Advisory Contracts, except for the term of the contracts and those provisions required by regulation. On February 21, 2024, new investment management, sub-management and sub-advisory contracts were approved by fund shareholders at a shareholder meeting held in connection with the Transaction (together, the “New Advisory Contracts”). The New Advisory Contracts took effect on February 21, 2024 and replaced the Interim Advisory Contracts. The terms of the New Advisory Contracts are substantially similar to those of the Previous Advisory Contracts, and the fee rates payable under the New Advisory Contracts are the same as the fee rates under the Previous Advisory Contracts.

Effective June 1, 2024, under an agreement with Putnam Management, Franklin Templeton Services, LLC, a wholly-owned subsidiary of Franklin Templeton and an affiliate of Putnam Management, will provide certain administrative services to the fund. The fee for those services will be paid by Putnam Management based on the fund’s average daily net assets, and is not an additional expense of the fund.

The aggregate amount of all reimbursements for the compensation and related expenses of certain officers of the fund and their staff who provide administrative services to the fund is determined annually by the Trustees. These fees are being paid by Putnam Management as part of the management contract.

Short Duration Bond Fund 41 

 


 

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. These fees are being paid by Putnam Management as part of the management contract.

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%. These fees are being paid by Putnam Management as part of the management contract.

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 $8,222 under the expense offset arrangements.

Each Independent Trustee of the fund receives an annual Trustee fee, of which $986, 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. These fees are being paid by Putnam Management as part of the management contract.

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 from July 1, 1995 through December 31, 2023. 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. 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. These fees are being paid by Putnam Management as part of the management contract.

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 Franklin Templeton, 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%  $626,140 
Class B  1.00%  0.45%  517 
Class C  1.00%  1.00%  88,214 
Class R  1.00%  0.50%  840 
Total      $715,711 

 

For the reporting period, Putnam Retail Management Limited Partnership, acting as underwriter, received net commissions of $6,797 from the sale of class A shares and received no monies and $567 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 $11,477 on class A redemptions.

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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)  $264,400,250  $246,524,252 
U.S. government securities (Long-term)     
Total  $264,400,250  $246,524,252 

 

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 4/30/24  YEAR ENDED 10/31/23 
Class A  Shares  Amount  Shares  Amount 
Shares sold  14,612,271  $141,915,263  10,422,606  $99,576,518 
Shares issued in connection with         
reinvestment of distributions  1,169,973  11,372,410  1,857,139  17,773,486 
  15,782,244  153,287,673  12,279,745  117,350,004 
Shares repurchased  (12,834,628)  (124,559,020)  (38,850,352)  (370,939,664) 
Net increase (decrease)  2,947,616  $28,728,653  (26,570,607)  $(253,589,660) 
 
  SIX MONTHS ENDED 4/30/24  YEAR ENDED 10/31/23 
Class B  Shares  Amount  Shares  Amount 
Shares sold    $—  153  $1,466 
Shares issued in connection with         
reinvestment of distributions  531  5,152  942  8,997 
  531  5,152  1,095  10,463 
Shares repurchased  (3,901)  (37,621)  (15,900)  (151,856) 
Net decrease  (3,370)  $(32,469)  (14,805)  $(141,393) 
 
  SIX MONTHS ENDED 4/30/24  YEAR ENDED 10/31/23 
Class C  Shares  Amount  Shares  Amount 
Shares sold  262,019  $2,533,575  412,173  $3,935,900 
Shares issued in connection with         
reinvestment of distributions  35,511  344,263  46,621  444,936 
  297,530  2,877,838  458,794  4,380,836 
Shares repurchased  (349,956)  (3,389,184)  (781,316)  (7,444,087) 
Net decrease  (52,426)  $(511,346)  (322,522)  $(3,063,251) 

 

Short Duration Bond Fund 43 

 


 

  SIX MONTHS ENDED 4/30/24  YEAR ENDED 10/31/23 
Class R  Shares  Amount  Shares  Amount 
Shares sold  12,467  $121,919  27,335  $263,265 
Shares issued in connection with         
reinvestment of distributions  738  7,210  1,822  17,519 
  13,205  129,129  29,157  280,784 
Shares repurchased  (6,842)  (66,770)  (89,115)  (856,954) 
Net increase (decrease)  6,363  $62,359  (59,958)  $(576,170) 
 
  SIX MONTHS ENDED 4/30/24  YEAR ENDED 10/31/23 
Class R6  Shares  Amount  Shares  Amount 
Shares sold  169,537  $1,650,041  330,920  $3,177,008 
Shares issued in connection with         
reinvestment of distributions  19,728  192,595  22,941  220,516 
  189,265  1,842,636  353,861  3,397,524 
Shares repurchased  (168,122)  (1,640,722)  (121,785)  (1,169,287) 
Net increase  21,143  $201,914  232,076  $2,228,237 
 
  SIX MONTHS ENDED 4/30/24  YEAR ENDED 10/31/23 
Class Y  Shares  Amount  Shares  Amount 
Shares sold  15,992,111  $155,655,180  31,692,159  $303,614,003 
Shares issued in connection with         
reinvestment of distributions  1,790,201  17,426,488  3,007,362  28,823,283 
  17,782,312  173,081,668  34,699,521  332,437,286 
Shares repurchased  (16,780,535)  (163,145,502)  (66,391,703)  (635,115,463) 
Net increase (decrease)  1,001,777  $9,936,166  (31,692,182)  $(302,678,177) 

 

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 10/31/23  cost  proceeds  income  of 4/30/24 
Short-term investments           
Putnam Short Term           
Investment Fund           
Class P  $28,397,200  $471,247,052  $460,307,040  $1,498,793  $39,337,212 
Total Short-term           
investments  $28,397,200  $471,247,052  $460,307,040  $1,498,793  $39,337,212 

 

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

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involve certain risks, including those related to economic instability, unfavorable political developments, and currency fluctuations. The fund may invest in higher-yielding, lower-rated bonds that may have a higher rate of default. 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.

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:

Centrally cleared interest rate swap contracts (notional)  $707,900,000 
OTC credit default contracts (notional)  $3,500,000 

 

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 
Credit contracts  Receivables  $415,119  Payables  $415,119 
  Receivables, Net       
  assets — Unrealized    Payables, Net assets —   
Interest rate contracts  appreciation  3,831,742*  Unrealized depreciation  6,321,232* 
Total    $4,246,861    $6,736,351 

 

* Includes cumulative appreciation/depreciation of centrally cleared swaps 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  Swaps  Total 
Credit contracts  $52,222  $52,222 
Interest rate contracts  (1,337,637)  $(1,337,637) 
Total  $(1,285,415)  $(1,285,415) 

 

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  Swaps  Total 
Credit contracts  $(52,222)  $(52,222) 
Interest rate contracts  (2,329,609)  $(2,329,609) 
Total  $(2,381,831)  $(2,381,831) 

 

Short Duration Bond Fund 45 

 


 

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.

  Bank of America N.A. Barclays Capital, Inc. (clearing broker) Citigroup Global Markets, Inc. Credit Suisse International Goldman Sachs International JPMorgan Securities LLC Merrill Lynch International Morgan Stanley & Co. International PLC Total
Assets:                   
Centrally cleared interest rate swap contracts§  $—  $719,544  $—  $—  $—  $—  $—  $—  $719,544 
OTC Credit default contracts - protection sold*#                   
OTC Credit default contracts - protection purchased*#      10,572  176,823  49,994  33,094  79,293  65,343  415,119 
Total Assets  $—  $719,544  $10,572  $176,823  $49,994  $33,094  $79,293  $65,343  $1,134,663 
Liabilities:                   
Centrally cleared interest rate swap contracts§    719,524              719,524 
OTC Credit default contracts - protection sold*#  29,151    20,466  41,871  1,659  306,851  56  15,065  415,119 
OTC Credit default contracts - protection purchased*#                   
Total Liabilities  $29,151  $719,524  $20,466  $41,871  $1,659  $306,851  $56  $15,065  $1,134,643 
Total Financial and Derivative Net Assets  $(29,151)  $20  $(9,894)  $134,952  $48,335  $(273,757)  $79,237  $50,278  $20 
Total collateral received (pledged)†##  $(29,151)  $—  $—  $134,952  $48,335  $(273,757)  $79,237  $—   
Net amount  $—  $20  $(9,894)  $—  $—  $—  $—  $50,278   
Controlled collateral received (including TBA commitments)**  $—  $—  $—  $150,000  $110,000  $—  $97,950  $—  $357,950 
Uncontrolled collateral received  $—  $—  $—  $—  $—  $—  $—  $—  $— 
Collateral (pledged) (including TBA commitments)**  $(32,888)  $—  $—  $—  $—  $(293,000)  $—  $—  $(325,888) 

 

* Excludes premiums, if any. Included in unrealized appreciation and depreciation on OTC swap contracts on the Statement of assets and liabilities.

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

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

# Covered by master netting agreement (Note 1).

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

§ Includes current day’s variation margin only as reported on the Statement of assets and liabilities, which is not collateralized. Cumulative appreciation/(depreciation) for centrally cleared swap contracts is represented in the tables listed after the fund’s portfolio. Collateral pledged for initial margin on centrally cleared swap contracts, which is not included in the table above, amounted to $2,837,221.

46 Short Duration Bond Fund  Short Duration Bond Fund 47 

 


 

Shareholder meeting results (Unaudited)

February 21, 2024 special meeting

At the meeting, a new Management Contract for your fund with Putnam Investment Management, LLC was approved, as follows:

Votes for  Votes against  Abstentions/Votes withheld 
56,972,538  1,248,876  10,818,151 

 

At the meeting, a new Sub-Management Contract for your fund between Putnam Investment Management, LLC and Putnam Investments Limited was approved, as follows:

Votes for  Votes against  Abstentions/Votes withheld 
56,833,608  1,435,832  10,770,126 

 

At the meeting, a new Sub-Advisory Contract for your fund between Putnam Investment Management, LLC, Putnam Investments Limited and The Putnam Advisory Company, LLC was approved, as follows:

Votes for  Votes against  Abstentions/Votes withheld 
56,678,929  1,358,850  11,001,787 

 

All tabulations are rounded to the nearest whole number.

48 Short Duration Bond Fund 

 


 

Fund information

Investment Manager  Trustees  Michael J. Higgins 
Putnam Investment  Kenneth R. Leibler, Chair  Vice President, Treasurer, 
Management, LLC  Barbara M. Baumann, Vice Chair  and Clerk 
100 Federal Street  Liaquat Ahamed   
Boston, MA 02110  Katinka Domotorffy  Jonathan S. Horwitz 
  Catharine Bond Hill  Executive Vice President, 
Investment Sub-Advisors  Gregory G. McGreevey  Principal Executive Officer, 
Putnam Investments Limited  Jennifer Williams Murphy  and Compliance Liaison 
Cannon Place, 78 Cannon Street  Marie Pillai   
London, England EC4N 6HL  George Putnam III  Kelley Hunt 
  Robert L. Reynolds  AML Compliance Officer 
The Putnam Advisory Company, LLC  Manoj P. Singh   
100 Federal Street  Mona K. Sutphen  Martin Lemaire 
Boston, MA 02110  Jane E. Trust  Vice President and 
    Derivatives Risk Manager 
Marketing Services  Officers   
Putnam Retail Management  Robert L. Reynolds  Denere P. Poulack 
Limited Partnership  President, The Putnam Funds  Assistant Vice President, 
100 Federal Street    Assistant Clerk, and 
Boston, MA 02110  Kevin R. Blatchford  Assistant Treasurer 
  Vice President and   
Custodian  Assistant Treasurer  Janet C. Smith 
State Street Bank    Vice President, 
and Trust Company  James F. Clark  Principal Financial Officer, 
  Vice President and  Principal Accounting Officer, 
Legal Counsel  Chief Compliance Officer  and Assistant Treasurer 
Ropes & Gray LLP     
    Stephen J. Tate 
    Vice President and 
    Chief Legal Officer 

 

This report is for the information of shareholders of Putnam Short Duration Bond Fund. It may also be used as sales literature when preceded or accompanied by the current prospectus, the most recent copy of the fund’s Quarterly Performance Summary, and the fund’s Quarterly Ranking Summary. For more recent performance, please visit putnam.com or franklintempleton.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. Recovery of Erroneously Awarded Compensation.
Not Applicable

Item 14. Exhibits:
(a)(1) Not applicable

(a)(2) Not applicable

(a)(3) 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: June 26, 2024
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: June 26, 2024
By (Signature and Title):
/s/ Janet C. Smith
Janet C. Smith
Principal Financial Officer

Date: June 26, 2024
EX-99.CERT 2 b_eb3certifications.htm CERTIFICATIONS b_eb3certifications.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: June 26, 2024

/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: June 26, 2024

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















Attachment A

Period (s) ended April 30, 2024

               Putnam BDC Income ETF
               Putnam BioRevolution ETF
               Putnam Convertible Securities Fund
               Putnam Core Equity Fund
               Putnam Core Bond Fund
               Putnam Emerging Markets ex-China ETF
               Putnam ESG Core Bond ETF
               Putnam ESG High Yield ETF
               Putnam ESG Ultra Short ETF
               Putnam Focused International Equity Fund
               Putnam Global Income Trust
               Putnam Income Fund
               Putnam Large Cap Value Fund
               Putnam Managed Municipal Income Trust
               Putnam Municipal Opportunities Trust
               Putnam PanAgora ESG Emerging Markets Equity ETF
               Putnam PanAgora ESG International Equity ETF
               Putnam Short Duration Bond Fund
               Putnam Sustainable Future Fund
EX-99.906 CERT 3 c_eb3noscertification.htm 906 CERTIFICATIONS c_eb3noscertification.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 April 30, 2024 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 April 30, 2024 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.

Date: June 26, 2024

/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 April 30, 2024 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 April 30, 2024 fairly presents, in all material respects, the financial condition and results of operations of the Funds listed on Attachment A.

Date: June 26, 2024

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















Attachment A

Period (s) ended April 30, 2024

               Putnam BDC Income ETF
               Putnam BioRevolution ETF
               Putnam Convertible Securities Fund
               Putnam Core Equity Fund
               Putnam Core Bond Fund
               Putnam Emerging Markets ex-China ETF
               Putnam ESG Core Bond ETF
               Putnam ESG High Yield ETF
               Putnam ESG Ultra Short ETF
               Putnam Focused International Equity Fund
               Putnam Global Income Trust
               Putnam Income Fund
               Putnam Large Cap Value Fund
               Putnam Managed Municipal Income Trust
               Putnam Municipal Opportunities Trust
               Putnam PanAgora ESG Emerging Markets Equity ETF
               Putnam PanAgora ESG International Equity ETF
               Putnam Short Duration Bond Fund
               Putnam Sustainable Future Fund
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