Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
Dynamic Risk Allocation Fund (Class Y) (PDRYX)
A globally diversified fund pursuing strong risk-adjusted returns with a dynamic allocation approach
Highlights
Objective
The fund seeks total return. Total return is composed of capital appreciation and income.
Strategy and process
- Risk-based allocationThe fund allocates to four risk sources - equity, credit, interest rate, and inflation - to better balance equity risk and improve downside protection.
- Top-down flexibilityThe portfolio managers dynamically adjust allocations to reflect active top-down views of future risk-adjusted return potential.
- Active approachThe fund invests selectively in a range of lower-volatility and hedging strategies to further diversify sources of returns and manage risk.
Fund price and assets |
Yesterday’s close | 52-week high | 52-week low | Net assets and outstanding shares |
---|---|---|---|---|
Net asset value |
$5.78
-0.52% | $-0.03 |
$11.65
09/02/21 |
$5.62
06/14/22 |
Download CSV |
Fund facts as of 02/28/22
$14.47M
427%
Annually
159
May
746764182 / 1879
09/19/11
Asset Allocation
PDRYX
Management team
Literature
Fund documents |
Prospectuses/SAI |
Fact Sheet (YA share) (PDF) |
Annual Fund Report (PDF) |
Semiannual Fund Report (PDF) |
Quarterly comparison of Putnam's taxable income funds (PDF) |
The end of the Great Moderation
Russia's invasion of Ukraine may stop the string of more moderate business cycles since 1982 and raise the risk of recession.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
5.24%
Best 5-year annualized return
(for period ending 06/30/18)
-1.59%
Worst 5-year annualized return
(for period ending 06/30/22)
3.12%
Average 5-year annualized return
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
---|---|---|---|---|
Before sales charge | -17.39% | -5.47% | -1.59% | 1.09% |
After sales charge | N/A | N/A | N/A | N/A |
Putnam Dynamic Risk Allocation Blended Index | -15.15% | 1.18% | 3.38% | 3.98% |
Performance snapshot
Before sales charge | After sales charge | ||
---|---|---|---|
1 mt. as of 06/30/22 | -4.31% | - | |
YTD as of 07/05/22 | -17.90% | - | |
Risk-adjusted performance as of 02/28/22
Sharpe ratio (3 yrs.) | -0.08 |
---|
Volatility as of 02/28/22
Standard deviation (3 yrs.) | 10.82% |
---|
Fixed income statistics as of 02/28/22
Average effective duration | 8.02 yrs. |
---|
Lipper rankings as of 02/28/22
Time period | Rank/Funds in category | Percentile ranking |
---|---|---|
1 yr. | 161/195 | 83% |
3 yrs. | 173/186 | 93% |
5 yrs. | 150/171 | 88% |
10 yrs. | 95/119 | 80% |
Morningstar Ratings™ as of 05/31/22
Time period | Funds in category | Morningstar Rating™ |
---|---|---|
Overall | 399 | |
3 yrs. | 399 | |
5 yrs. | 353 | |
10 yrs. | 252 |
Distributions
Record/Ex dividend date | 12/16/21 |
---|---|
Payable date | 12/20/21 |
Income | $1.389 |
Extra income | -- |
Short-term cap. gain | $0.716 |
Long-term cap. gain | $2.107 |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
Roche Holding Ag-Genusschein Sedol 7110388 | 0.28% |
---|---|
Shell Plc Sedol Bp6mxd8 | 0.26% |
Novartis Ag-Reg Sedol 7103065 | 0.21% |
Novo Nordisk A/S-B Sedol Bhc8x90 | 0.21% |
Rio Tinto Plc Sedol 0718875 | 0.19% |
Asml Holding Nv Sedol B929f46 | 0.16% |
Allianz Se-Reg Sedol 5231485 | 0.16% |
L Oreal Sedol 4057808 | 0.15% |
Nestle Sa-Reg Sedol 7123870 | 0.15% |
Equinor Asa Sedol 7133608 | 0.15% |
Top 10 holdings, percent of portfolio | 1.92% |
Top 10 holdings as of 02/28/22 | |
---|---|
Roche Holding Ag-Genusschein Sedol 7110388 | |
Shell Plc Sedol Bp6mxd8 | |
Novartis Ag-Reg Sedol 7103065 | |
Novo Nordisk A/S-B Sedol Bhc8x90 | |
Rio Tinto Plc Sedol 0718875 | |
Asml Holding Nv Sedol B929f46 | |
Allianz Se-Reg Sedol 5231485 | |
L Oreal Sedol 4057808 | |
Nestle Sa-Reg Sedol 7123870 | |
Equinor Asa Sedol 7133608 | |
Holdings represent 1.92% of portfolio |
Top 10 holdings as of 01/31/22 | |
---|---|
Roche Holding Ag-Genusschein Sedol 7110388 | |
Shell Plc-New Sedol Bp6mxd8 | |
Novartis Ag-Reg Sedol 7103065 | |
Novo Nordisk A/S-B Sedol Bhc8x90 | |
Allianz Se-Reg Sedol 5231485 | |
Asml Holding Nv Sedol B929f46 | |
Rio Tinto Plc Sedol 0718875 | |
L Oreal Sedol 4057808 | |
Sony Group Corp Sedol 6821506 | |
Ubs Group Ag-Reg Sedol Brjl176 | |
Holdings represent 1.84% of portfolio |
Top 10 holdings as of 12/31/21 | |
---|---|
Roche Holding Ag-Genusschein Sedol 7110388 | |
Novo Nordisk A/S-B Sedol Bhc8x90 | |
Novartis Ag-Reg Sedol 7103065 | |
Royal Dutch Shell Plc-B Shs Sedol B03mm40 | |
Asml Holding Nv Sedol B929f46 | |
L Oreal Sedol 4057808 | |
Sony Group Corp Sedol 6821506 | |
Allianz Se-Reg Sedol 5231485 | |
Diageo Plc Sedol 0237400 | |
Nestle Sa-Reg Sedol 7123870 | |
Holdings represent 1.81% of portfolio |
Top 10 holdings as of 11/30/21 | |
---|---|
Ishares Msci Eafe Etf Sedol 2801290 | |
Roche Holding Ag-Genusschein Sedol 7110388 | |
Novo Nordisk A/S-B Sedol Bhc8x90 | |
Royal Dutch Shell Plc-B Shs Sedol B03mm40 | |
Novartis Ag-Reg Sedol 7103065 | |
Asml Holding Nv Sedol B929f46 | |
Hermes International Sedol 5253973 | |
L Oreal Sedol 4057808 | |
Sony Group Corp Sedol 6821506 | |
Nestle Sa-Reg Sedol 7123870 | |
Holdings represent 2.00% of portfolio |
US 10YR ULTRA FUT SEP22 UXYU2 | 23.64% |
---|---|
SPTR R SOFR P 02/07/23 JP | 11.52% |
JPN 10Y BOND(OSE) JUN22 JBM2 | 9.72% |
CAN 10YR BOND FUT SEP22 CNU2 | 9.24% |
EURO-OAT FUTURE JUN22 OATM2 | 7.76% |
LONG GILT FUTURE SEP22 G U2 | 7.33% |
EURO-BTP FUTURE JUN22 IKM2 | 6.84% |
EURO-BUND FUTURE JUN22 RXM2 | 6.81% |
MLFCF15 R SOFR P 04/27/23 BA | 5.87% |
REPO TRIPA MORTG 0.8 06/01/2022 | 4.62% |
TREASURY BILL 00.0000 06/23/2022 | 3.34% |
SPTR R SOFRRATE P 09/28/22 CI | 3.21% |
TREASURY BILL 00.0000 06/21/2022 | 2.51% |
S&P500 EMINI FUT JUN22 ESM2 | 1.73% |
S&P GSCI ER INDEX | 1.12% |
TREASURY BILL 00.0000 06/28/2022 | 0.84% |
ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.26% |
SHELL PLC SEDOL BP6MXD8 | 0.26% |
NOVARTIS AG-REG SEDOL 7103065 | 0.24% |
NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.22% |
BP PLC SEDOL 0798059 | 0.17% |
L OREAL SEDOL 4057808 | 0.16% |
SONY GROUP CORP SEDOL 6821506 | 0.16% |
UBS GROUP AG-REG SEDOL BRJL176 | 0.15% |
BANCO SANTANDER SA SEDOL 5705946 | 0.15% |
DIAGEO PLC SEDOL 0237400 | 0.15% |
KDDI CORP SEDOL 6248990 | 0.15% |
RIO TINTO PLC SEDOL 0718875 | 0.15% |
ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.14% |
BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.13% |
NESTLE SA-REG SEDOL 7123870 | 0.13% |
VOLKSWAGEN AG PFD SEDOL 5497168 | 0.13% |
EQUINOR ASA SEDOL 7133608 | 0.13% |
STELLANTIS NV SEDOL BMD8F98 | 0.13% |
COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.12% |
SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.12% |
ERICSSON LM-B SHS SEDOL 5959378 | 0.12% |
DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.11% |
E.ON SE SEDOL 4942904 | 0.11% |
GSK PLC SEDOL 0925288 | 0.11% |
BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.11% |
GOODMAN GROUP SEDOL B03FYZ4 | 0.11% |
KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.11% |
PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
SONIC HEALTHCARE LTD SEDOL 6821120 | 0.11% |
UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.11% |
DEUTSCHE POST AG-REG SEDOL 4617859 | 0.10% |
MARUBENI CORP SEDOL 6569464 | 0.10% |
IMPERIAL BRANDS PLC SEDOL 0454492 | 0.10% |
TELSTRA CORP LTD SEDOL 6087289 | 0.10% |
MERCK KGAA SEDOL 4741844 | 0.10% |
MONCLER SPA SEDOL BGLP232 | 0.10% |
NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.10% |
THALES SA SEDOL 4162791 | 0.10% |
FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
WESFARMERS LTD SEDOL 6948836 | 0.09% |
COLES GROUP LTD SEDOL BYWR0T5 | 0.09% |
RIO TINTO LTD SEDOL 6220103 | 0.09% |
YAKULT HONSHA CO LTD SEDOL 6985112 | 0.09% |
STMICROELECTRONICS NV SEDOL 5962332 | 0.09% |
CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
HOYA CORP SEDOL 6441506 | 0.09% |
SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.08% |
CAPGEMINI SE SEDOL 4163437 | 0.08% |
DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.08% |
KONINKLIJKE KPN NV SEDOL 5956078 | 0.08% |
EIFFAGE SEDOL B13X013 | 0.07% |
JPY/USD 08/17/2022 JPMCB | 0.07% |
DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.07% |
NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.07% |
NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.07% |
SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.07% |
AVIVA PLC SEDOL BPQY8M8 | 0.06% |
MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.06% |
TOKYO GAS CO LTD SEDOL 6895448 | 0.06% |
INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.06% |
ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
DCC PLC SEDOL 0242493 | 0.06% |
NITTO DENKO CORP SEDOL 6641801 | 0.06% |
RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.06% |
SHIMADZU CORP SEDOL 6804369 | 0.06% |
PANDORA A/S SEDOL B44XTX8 | 0.06% |
CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
ASML HOLDING NV SEDOL B929F46 | 0.06% |
NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.06% |
SARTORIUS AG-PFD PCT 0.000 | 0.05% |
SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
GEA GROUP AG SEDOL 4557104 | 0.05% |
ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.05% |
AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.05% |
ENEL SPA SEDOL 7144569 | 0.05% |
SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.05% |
BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.05% |
CRH PLC SEDOL 4182249 | 0.05% |
IPSEN SEDOL B0R7JF1 | 0.05% |
EXOR NV SEDOL BYSLCX9 | 0.04% |
LEGRAND SA SEDOL B11ZRK9 | 0.04% |
GLENCORE PLC SEDOL B4T3BW6 | 0.04% |
ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.04% |
GETINGE AB-B SHS SEDOL 7698356 | 0.04% |
EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
FUJI ELECTRIC CO LTD SEDOL 6356365 | 0.04% |
NTT DATA CORP SEDOL 6125639 | 0.04% |
ASTRAZENECA PLC SEDOL 0989529 | 0.04% |
DEXUS/AU SEDOL B033YN6 | 0.04% |
RWE AG SEDOL 4768962 | 0.04% |
VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
BLUESCOPE STEEL LTD SEDOL 6533232 | 0.04% |
COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
ALLIANZ SE-REG SEDOL 5231485 | 0.04% |
COVESTRO AG SEDOL BYTBWY9 | 0.04% |
ARKEMA SEDOL B0Z5YZ2 | 0.03% |
CIE FINANCIERE RICHEMO-A REG SEDOL BCRWZ18 | 0.03% |
LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
DASSAULT AVIATION SA SEDOL BMT9L19 | 0.03% |
OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
SOUTH32 LTD SEDOL BWSW5D9 | 0.03% |
TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.03% |
BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.03% |
FORTUM OYJ SEDOL 5579550 | 0.03% |
YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
EUR/USD 06/15/2022 SSBT | 0.03% |
LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
BRENNTAG SE SEDOL B4YVF56 | 0.03% |
IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.03% |
GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
ITOCHU CORP SEDOL 6467803 | 0.02% |
CHOW TAI FOOK JEWEL SEDOL B4R39F7 | 0.02% |
SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
ORSTED A/S SEDOL BYT16L4 | 0.02% |
KOMATSU LTD SEDOL 6496584 | 0.02% |
POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
3I GROUP PLC SEDOL B1YW440 | 0.02% |
LLOYDS BANKING GROUP PLC SEDOL 0870612 | 0.02% |
BHP GROUP LTD-DI SEDOL 0144403 | 0.02% |
SG HOLDINGS CO LTD SEDOL BFFY885 | 0.02% |
EUR/USD 06/15/2022 MSCIL | 0.01% |
EUR/USD 06/15/2022 RBSF | 0.01% |
FISHER PAYKEL SEDOL 6340250 | 0.01% |
SCSK CORP SEDOL 6858474 | 0.01% |
TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
CHF/USD 06/15/2022 MSCIL | 0.01% |
VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
BOLLORE SE SEDOL 4572709 | 0.01% |
ENI SPA SEDOL 7145056 | 0.01% |
SOFINA SEDOL 4820301 | 0.01% |
MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
AUD/USD 07/20/2022 HSBCB | 0.01% |
EUR/USD 06/15/2022 TDBK | 0.01% |
SEK/USD 06/15/2022 HSBCB | 0.01% |
EUR/USD 06/15/2022 HSBCB | 0.01% |
NATIONAL AUSTRALIA BANK LTD SEDOL 6624608 | 0.01% |
NOK/USD 06/15/2022 CITI | 0.01% |
SPX 20220617 P 3500.00JPMCB | 0.01% |
CNH/USD 08/17/2022 UBS | 0.00% |
COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.00% |
GBP/USD 06/15/2022 BANKAM | 0.00% |
JPY/USD 08/17/2022 WPAC | 0.00% |
NOK/USD 06/15/2022 JPMCB | 0.00% |
PLN/USD 06/15/2022 GSFX | 0.00% |
SGD/USD 08/17/2022 RBSF | 0.00% |
VINCI SA SEDOL B1XH026 | 0.00% |
WOODSIDE ENERGY GROUP LTD SEDOL BPXZF78 | 0.00% |
CAD/USD 07/20/2022 MSCIL | 0.00% |
CNH/USD 08/17/2022 GSFX | 0.00% |
GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
HKD/USD 08/17/2022 SSBT | 0.00% |
SGD/USD 08/17/2022 JPMCB | 0.00% |
DKK/USD 06/15/2022 CITI | -0.00% |
EUR/USD 06/15/2022 BANKAM | -0.00% |
ILS/USD 07/20/2022 SSBT | -0.00% |
DKK/USD 06/15/2022 HSBCB | -0.00% |
CAD/USD 07/20/2022 JPMCB | -0.01% |
CHF/USD 06/15/2022 JPMCB | -0.03% |
CAD/USD 07/20/2022 CITI | -0.05% |
AUD/USD 07/20/2022 UBS | -0.06% |
SPX 20220617 P 4000.00JPMCB | -0.11% |
GBP/USD 06/15/2022 CITI | -0.20% |
EUR/USD 06/15/2022 JPMCB | -0.66% |
MSCI EAFE JUN22 MFSM2 | -3.41% |
RU10INTR P SOFR R 04/27/23 BA | -5.83% |
US 10YR ULTRA FUT JUN22 UXYM2 | 24.21% |
---|---|
REPO TRIPA MORTG 0.3 05/02/2022 | 14.40% |
SPTR R SOFR P 02/07/23 JP | 10.74% |
S&P500 EMINI FUT JUN22 ESM2 | 9.68% |
JPN 10Y BOND(OSE) JUN22 JBM2 | 9.02% |
CAN 10YR BOND FUT JUN22 CNM2 | 8.46% |
EURO-OAT FUTURE JUN22 OATM2 | 8.42% |
LONG GILT FUTURE JUN22 G M2 | 8.15% |
EURO-BUND FUTURE JUN22 RXM2 | 7.60% |
EURO-BTP FUTURE JUN22 IKM2 | 7.53% |
MLFCF15 R SOFR P 04/27/23 BA | 5.48% |
TREASURY BILL 00.0000 06/23/2022 | 3.12% |
SPTR R SOFRRATE P 09/28/22 CI | 2.99% |
TREASURY BILL 00.0000 06/21/2022 | 1.56% |
S&P GSCI ER INDEX | 0.93% |
TREASURY BILL 00.0000 05/03/2022 | 0.78% |
MSCI EAFE JUN22 MFSM2 | 0.78% |
ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.29% |
SHELL PLC SEDOL BP6MXD8 | 0.25% |
NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.24% |
NOVARTIS AG-REG SEDOL 7103065 | 0.24% |
ALLIANZ SE-REG SEDOL 5231485 | 0.17% |
L OREAL SEDOL 4057808 | 0.16% |
DIAGEO PLC SEDOL 0237400 | 0.16% |
ASML HOLDING NV SEDOL B929F46 | 0.16% |
UBS GROUP AG-REG SEDOL BRJL176 | 0.15% |
RIO TINTO PLC SEDOL 0718875 | 0.14% |
NESTLE SA-REG SEDOL 7123870 | 0.14% |
SONY GROUP CORP SEDOL 6821506 | 0.13% |
BANCO SANTANDER SA SEDOL 5705946 | 0.13% |
DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.13% |
KDDI CORP SEDOL 6248990 | 0.13% |
ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.13% |
COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.13% |
BP PLC SEDOL 0798059 | 0.13% |
EQUINOR ASA SEDOL 7133608 | 0.13% |
GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.12% |
WESFARMERS LTD SEDOL 6948836 | 0.12% |
ERICSSON LM-B SHS SEDOL 5959378 | 0.12% |
GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.12% |
KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.12% |
SONIC HEALTHCARE LTD SEDOL 6821120 | 0.12% |
NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.12% |
PUBLICIS GROUPE SEDOL 4380429 | 0.11% |
BRENNTAG SE SEDOL B4YVF56 | 0.11% |
BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
TELSTRA CORP LTD SEDOL 6087289 | 0.11% |
SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.11% |
FORTUM OYJ SEDOL 5579550 | 0.11% |
FERGUSON PLC SEDOL BJVNSS4 | 0.11% |
HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
MERCK KGAA SEDOL 4741844 | 0.10% |
COLES GROUP LTD SEDOL BYWR0T5 | 0.10% |
INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.10% |
PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.10% |
STELLANTIS NV SEDOL BMD8F98 | 0.10% |
IMPERIAL BRANDS PLC SEDOL 0454492 | 0.10% |
SANDVIK AB SEDOL B1VQ252 | 0.09% |
NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.09% |
CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.09% |
AVIVA PLC SEDOL 0216238 | 0.08% |
CAPGEMINI SE SEDOL 4163437 | 0.08% |
PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.08% |
HOYA CORP SEDOL 6441506 | 0.08% |
BLUESCOPE STEEL LTD SEDOL 6533232 | 0.08% |
DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
SPX 20220617 P 3500.00JPMCB | 0.08% |
SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.08% |
TOKYO GAS CO LTD SEDOL 6895448 | 0.08% |
EIFFAGE SEDOL B13X013 | 0.07% |
JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.07% |
JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.07% |
DCC PLC SEDOL 0242493 | 0.07% |
ENTAIN PLC SEDOL B5VQMV6 | 0.07% |
KONINKLIJKE KPN NV SEDOL 5956078 | 0.07% |
3I GROUP PLC SEDOL B1YW440 | 0.07% |
PANDORA A/S SEDOL B44XTX8 | 0.07% |
DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.06% |
MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.06% |
COVESTRO AG SEDOL BYTBWY9 | 0.06% |
ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% |
NTT DATA CORP SEDOL 6125639 | 0.06% |
RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.06% |
INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
SWEDISH MATCH AB SEDOL BP09MR2 | 0.06% |
BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.06% |
NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.06% |
NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.05% |
SHIMADZU CORP SEDOL 6804369 | 0.05% |
GEA GROUP AG SEDOL 4557104 | 0.05% |
ITOCHU CORP SEDOL 6467803 | 0.05% |
SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
CRH PLC SEDOL 4182249 | 0.05% |
ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
LEGRAND SA SEDOL B11ZRK9 | 0.05% |
OMRON CORP SEDOL 6659428 | 0.05% |
ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.05% |
ARKEMA SEDOL B0Z5YZ2 | 0.04% |
BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
EXOR NV SEDOL BYSLCX9 | 0.04% |
GETINGE AB-B SHS SEDOL 7698356 | 0.04% |
SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
YAKULT HONSHA CO LTD SEDOL 6985112 | 0.04% |
DEXUS/AU SEDOL B033YN6 | 0.04% |
MONCLER SPA SEDOL BGLP232 | 0.04% |
CARLSBERG AS-B SEDOL 4169219 | 0.03% |
VOLVO AB-B SHS SEDOL B1QH830 | 0.03% |
MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.03% |
COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% |
LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
SOUTH32 LTD SEDOL BWSW5D9 | 0.03% |
YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
IPSEN SEDOL B0R7JF1 | 0.03% |
OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.03% |
VINCI SA SEDOL B1XH026 | 0.03% |
IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.02% |
E.ON SE SEDOL 4942904 | 0.02% |
TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.02% |
BHP GROUP LTD-DI SEDOL 0144403 | 0.02% |
AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
EUR/USD 06/15/2022 MSCIL | 0.02% |
EUR/USD 06/15/2022 RBSF | 0.02% |
ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
EUR/USD 06/15/2022 BANKAM | 0.02% |
SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
ENEL SPA SEDOL 7144569 | 0.02% |
ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
JPY/USD 05/18/2022 BANKAM | 0.02% |
GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
THALES SA SEDOL 4162791 | 0.02% |
SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
EUR/USD 06/15/2022 SSBT | 0.01% |
FISHER PAYKEL SEDOL 6340250 | 0.01% |
TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
EUR/USD 06/15/2022 HSBCB | 0.01% |
NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
SCSK CORP SEDOL 6858474 | 0.01% |
SOFINA SEDOL 4820301 | 0.01% |
VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
LINK REIT SEDOL B0PB4M7 | 0.01% |
RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
CAD/USD 07/20/2022 MSCIL | 0.01% |
NOK/USD 06/15/2022 JPMCB | 0.00% |
SEK/USD 06/15/2022 HSBCB | 0.00% |
GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
HKD/USD 05/18/2022 HSBCB | 0.00% |
HKD/USD 05/18/2022 UBS | 0.00% |
SGD/USD 05/18/2022 JPMCB | 0.00% |
DKK/USD 06/15/2022 CITI | -0.00% |
HKD/USD 05/18/2022 SSBT | -0.00% |
ILS/USD 07/20/2022 SSBT | -0.00% |
CNH/USD 05/18/2022 GSFX | -0.01% |
PLN/USD 06/15/2022 GSFX | -0.01% |
DKK/USD 06/15/2022 HSBCB | -0.01% |
CNH/USD 05/18/2022 UBS | -0.01% |
CHF/USD 06/15/2022 JPMCB | -0.04% |
AUD/USD 07/20/2022 UBS | -0.07% |
CAD/USD 07/20/2022 CITI | -0.10% |
GBP/USD 06/15/2022 CITI | -0.19% |
SPX 20220617 P 4000.00JPMCB | -0.28% |
EUR/USD 06/15/2022 JPMCB | -0.88% |
JPY/USD 05/18/2022 JPMCB | -1.15% |
RU10INTR P SOFR R 04/27/23 BA | -5.46% |
US 10YR ULTRA FUT JUN22 UXYM2 | 23.47% |
---|---|
REPO TRIPA MORTG 0.3 04/01/2022 | 12.47% |
SPTR R SOFR P 02/07/23 JP | 10.87% |
S&P500 EMINI FUT JUN22 ESM2 | 9.81% |
JPN 10Y BOND(OSE) JUN22 JBM2 | 8.88% |
EURO-OAT FUTURE JUN22 OATM2 | 8.47% |
CAN 10YR BOND FUT JUN22 CNM2 | 8.29% |
LONG GILT FUTURE JUN22 G M2 | 8.05% |
EURO-BTP FUTURE JUN22 IKM2 | 7.73% |
EURO-BUND FUTURE JUN22 RXM2 | 7.60% |
MLFCF15 R SOFR P 03/24/23 BA | 5.68% |
SPTR R SOFRRATE P 09/28/22 CI | 3.03% |
TREASURY BILL 00.0000 04/26/2022 | 2.89% |
TREASURY BILL 00.0000 04/28/2022 | 2.89% |
CORPORATE ASSET FUNDING CO IN 1247P3DN9 DCP 04/22/2022 | 1.80% |
MSCI EAFE JUN22 MFSM2 | 0.77% |
S&P GSCI ER INDEX | 0.75% |
TREASURY BILL 00.0000 05/03/2022 | 0.72% |
AUD/USD 04/20/2022 UBS | 0.29% |
ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.29% |
CAD/USD 04/20/2022 CITI | 0.26% |
SHELL PLC SEDOL BP6MXD8 | 0.24% |
NOVARTIS AG-REG SEDOL 7103065 | 0.22% |
NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.22% |
1.3265 R ISWP SOFRRATE P 01/03/2032 | 0.18% |
ASML HOLDING NV SEDOL B929F46 | 0.17% |
ALLIANZ SE-REG SEDOL 5231485 | 0.17% |
L OREAL SEDOL 4057808 | 0.16% |
UBS GROUP AG-REG SEDOL BRJL176 | 0.16% |
SONY GROUP CORP SEDOL 6821506 | 0.15% |
RIO TINTO PLC SEDOL 0718875 | 0.15% |
DIAGEO PLC SEDOL 0237400 | 0.15% |
BANCO SANTANDER SA SEDOL 5705946 | 0.14% |
ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.14% |
DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.13% |
DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.13% |
EQUINOR ASA SEDOL 7133608 | 0.13% |
NESTLE SA-REG SEDOL 7123870 | 0.13% |
ERICSSON LM-B SHS SEDOL 5959378 | 0.12% |
COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
WESFARMERS LTD SEDOL 6948836 | 0.12% |
KDDI CORP SEDOL 6248990 | 0.12% |
KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.12% |
BP PLC SEDOL 0798059 | 0.12% |
GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
DEUTSCHE POST AG-REG SEDOL 4617859 | 0.11% |
HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.11% |
BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
STELLANTIS NV SEDOL BMD8F98 | 0.11% |
SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.11% |
SONIC HEALTHCARE LTD SEDOL 6821120 | 0.11% |
FORTUM OYJ SEDOL 5579550 | 0.11% |
PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
BRENNTAG SE SEDOL B4YVF56 | 0.11% |
MERCK KGAA SEDOL 4741844 | 0.11% |
PUBLICIS GROUPE SEDOL 4380429 | 0.11% |
FERGUSON PLC SEDOL BJVNSS4 | 0.10% |
NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.10% |
TELSTRA CORP LTD SEDOL 6087289 | 0.10% |
GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.10% |
INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.10% |
SANDVIK AB SEDOL B1VQ252 | 0.10% |
COLES GROUP LTD SEDOL BYWR0T5 | 0.09% |
NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.09% |
IMPERIAL BRANDS PLC SEDOL 0454492 | 0.09% |
PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.09% |
AVIVA PLC SEDOL 0216238 | 0.09% |
CAPGEMINI SE SEDOL 4163437 | 0.08% |
HOYA CORP SEDOL 6441506 | 0.08% |
CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.08% |
BLUESCOPE STEEL LTD SEDOL 6533232 | 0.08% |
DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.08% |
ENTAIN PLC SEDOL B5VQMV6 | 0.07% |
EIFFAGE SEDOL B13X013 | 0.07% |
JAMES HARDIE INDUSTRIES-CDI SEDOL B60QWJ2 | 0.07% |
3I GROUP PLC SEDOL B1YW440 | 0.07% |
SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.07% |
PANDORA A/S SEDOL B44XTX8 | 0.07% |
DCC PLC SEDOL 0242493 | 0.07% |
COVESTRO AG SEDOL BYTBWY9 | 0.07% |
TOKYO GAS CO LTD SEDOL 6895448 | 0.07% |
ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
KONINKLIJKE KPN NV SEDOL 5956078 | 0.06% |
SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.06% |
NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.06% |
MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.06% |
DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% |
NTT DATA CORP SEDOL 6125639 | 0.06% |
INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.05% |
CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.05% |
GETINGE AB-B SHS SEDOL 7698356 | 0.05% |
NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.05% |
SHIMADZU CORP SEDOL 6804369 | 0.05% |
SWEDISH MATCH AB SEDOL BP09MR2 | 0.05% |
GEA GROUP AG SEDOL 4557104 | 0.05% |
ITOCHU CORP SEDOL 6467803 | 0.05% |
OMRON CORP SEDOL 6659428 | 0.05% |
SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% |
LEGRAND SA SEDOL B11ZRK9 | 0.05% |
SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.05% |
ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
CRH PLC SEDOL 4182249 | 0.04% |
ARKEMA SEDOL B0Z5YZ2 | 0.04% |
EXOR NV SEDOL BYSLCX9 | 0.04% |
YAKULT HONSHA CO LTD SEDOL 6985112 | 0.04% |
BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
DEXUS/AU SEDOL B033YN6 | 0.04% |
VOLVO AB-B SHS SEDOL B1QH830 | 0.04% |
MONCLER SPA SEDOL BGLP232 | 0.03% |
MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.03% |
IPSEN SEDOL B0R7JF1 | 0.03% |
LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
CARLSBERG AS-B SEDOL 4169219 | 0.03% |
COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.03% |
SOUTH32 LTD SEDOL BWSW5D9 | 0.03% |
KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
TOYO SUISAN KAISHA LTD SEDOL 6899967 | 0.03% |
VINCI SA SEDOL B1XH026 | 0.03% |
IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.02% |
OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
BHP GROUP LTD-DI SEDOL 0144403 | 0.02% |
E.ON SE SEDOL 4942904 | 0.02% |
AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
AUD/USD 04/20/2022 JPMCB | 0.02% |
SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
ENEL SPA SEDOL 7144569 | 0.02% |
GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
FISHER PAYKEL SEDOL 6340250 | 0.02% |
THALES SA SEDOL 4162791 | 0.02% |
SG HOLDINGS CO LTD SEDOL BFFY885 | 0.01% |
VAT GROUP AG SEDOL BYZWMR9 | 0.01% |
SOFINA SEDOL 4820301 | 0.01% |
TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
AUD/USD 04/20/2022 MSCIL | 0.01% |
NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
SCSK CORP SEDOL 6858474 | 0.01% |
MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
SEK/USD 06/15/2022 HSBCB | 0.01% |
RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
LINK REIT SEDOL B0PB4M7 | 0.01% |
PLN/USD 06/15/2022 GSFX | 0.01% |
DKK/USD 06/15/2022 HSBCB | 0.00% |
ILS/USD 04/20/2022 SSBT | 0.00% |
CNH/USD 05/18/2022 GSFX | 0.00% |
CNH/USD 05/18/2022 UBS | 0.00% |
EUR/USD 06/15/2022 BANKAM | 0.00% |
DKK/USD 06/15/2022 CITI | 0.00% |
GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
HKD/USD 05/18/2022 HSBCB | 0.00% |
HKD/USD 05/18/2022 UBS | 0.00% |
SGD/USD 05/18/2022 JPMCB | 0.00% |
HKD/USD 05/18/2022 SSBT | -0.00% |
NOK/USD 06/15/2022 JPMCB | -0.00% |
CHF/USD 06/15/2022 JPMCB | -0.00% |
EUR/USD 06/15/2022 MSCIL | -0.00% |
EUR/USD 06/15/2022 RBSF | -0.00% |
CAD/USD 04/20/2022 MSCIL | -0.01% |
CAD/USD 04/20/2022 UBS | -0.01% |
GBP/USD 06/15/2022 CITI | -0.05% |
EUR/USD 06/15/2022 JPMCB | -0.06% |
AUD/USD 04/20/2022 SSBT | -0.11% |
AUD/USD 04/20/2022 GSFX | -0.17% |
CAD/USD 04/20/2022 SSBT | -0.18% |
CPURNSA P 2.78 R 01/15/32 | -0.18% |
CPURNSA P 2.7375 R 09/13/26 | -0.44% |
JPY/USD 05/18/2022 JPMCB | -0.54% |
RU10INTR P SOFR R 03/24/23 BA | -5.64% |
US 5YR NOTE (CBT) JUN22 FVM2 | -8.28% |
US 10YR ULTRA FUT JUN22 UXYM2 | 33.20% |
---|---|
JPN 10Y BOND(OSE) MAR22 JBH2 | 18.09% |
LONG GILT FUTURE JUN22 G M2 | 13.69% |
CAN 10YR BOND FUT JUN22 CNM2 | 12.66% |
S&P500 EMINI FUT MAR22 ESH2 | 12.07% |
EURO-OAT FUTURE MAR22 OATH2 | 11.04% |
EURO-BTP FUTURE MAR22 IKH2 | 10.94% |
EURO-BUND FUTURE MAR22 RXH2 | 10.35% |
SPTR R SOFR P 02/07/23 JP | 10.03% |
MLFCF15 R SOFR P 02/15/23 BA | 5.46% |
SPTR R SOFRRATE P 09/28/22 CI | 2.79% |
TREASURY BILL 00.0000 04/26/2022 | 2.76% |
TREASURY BILL 00.0000 04/28/2022 | 2.76% |
CORPORATE ASSET FUNDING CO IN 1247P3DN9 DCP 04/22/2022 | 1.73% |
LIBERTY STREET FUNDING LLC 53127UC16 DCP 03/01/2022 | 1.73% |
NRW BANK 62939MC13 DCP 03/01/2022 | 1.73% |
SKANDINAVISKA ENSKILDA BANKEN 83050UCQ9 DCP 03/24/2022 | 1.73% |
MSCI EAFE MAR22 MFSH2 | 0.75% |
EUR/USD 03/16/2022 SSBT | 0.72% |
CASH MGMT BILL 00.0000 05/03/2022 | 0.69% |
ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.28% |
EUR/USD 03/16/2022 UBS | 0.26% |
SHELL PLC SEDOL BP6MXD8 | 0.26% |
NOVARTIS AG-REG SEDOL 7103065 | 0.21% |
NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
RIO TINTO PLC SEDOL 0718875 | 0.19% |
ASML HOLDING NV SEDOL B929F46 | 0.16% |
ALLIANZ SE-REG SEDOL 5231485 | 0.16% |
L OREAL SEDOL 4057808 | 0.15% |
EQUINOR ASA SEDOL 7133608 | 0.15% |
NESTLE SA-REG SEDOL 7123870 | 0.15% |
UBS GROUP AG-REG SEDOL BRJL176 | 0.15% |
DIAGEO PLC SEDOL 0237400 | 0.15% |
SONY GROUP CORP SEDOL 6821506 | 0.14% |
DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.14% |
KDDI CORP SEDOL 6248990 | 0.14% |
BHP GROUP LTD-DI SEDOL 0144403 | 0.13% |
NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.13% |
DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.13% |
FERGUSON PLC SEDOL BJVNSS4 | 0.12% |
STELLANTIS NV SEDOL BMD8F98 | 0.12% |
SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.12% |
DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% |
ENTAIN PLC SEDOL B5VQMV6 | 0.12% |
KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
PUBLICIS GROUPE SEDOL 4380429 | 0.12% |
GOODMAN GROUP SEDOL B03FYZ4 | 0.11% |
BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.11% |
BP PLC SEDOL 0798059 | 0.11% |
HERMES INTERNATIONAL SEDOL 5253973 | 0.11% |
TELSTRA CORP LTD SEDOL 6087289 | 0.11% |
TOKYO GAS CO LTD SEDOL 6895448 | 0.11% |
COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
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Portfolio composition as of 02/28/22
International bonds | 76.76% |
---|---|
U.S. Investment-grade bonds | 33.19% |
U.S. Equity | 24.82% |
International equity | 10.48% |
Cash and net other assets | 0.00% |
U.S. money markets | -45.25% |
Fixed income statistics as of 02/28/22
Average effective maturity | 9.98 yrs. |
---|---|
Average effective duration | 8.02 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise.
Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings.
Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
---|---|---|---|---|---|---|
Total expense ratio | 1.53% | 2.28% | 2.28% | 1.78% | 1.11% | 1.28% |
What you pay† | 1.18% | 1.93% | 1.93% | 1.43% | 0.76% | 0.93% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 09/30/22
Sales charge
Investment Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
---|---|---|---|---|---|---|
$0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- |
$50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- |
$100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- |
$250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- |
$500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- |
$1M-$4M | 0.00% | -- | -- | -- | -- | -- |
$4M-$50M | 0.00% | -- | -- | -- | -- | -- |
$50M+ | 0.00% | -- | -- | -- | -- | -- |
CDSC
Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
---|---|---|---|---|---|---|
0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
The Putnam Dynamic Risk Allocation Blended Index is an unmanaged index administered by Putnam Management. Effective September 1, 2020, the composition of the Putnam Dynamic Risk Allocation Blended Index is 60% MSCI World Index (ND) and 40% FTSE® World Government Bond Index. Prior to September 1, 2020, the Putnam Dynamic Risk Allocation Blended Index was comprised as follows: 50% MSCI World Index (ND), 40% Bloomberg Global Aggregate Bond Index, and 10% S&P GSCI®. The MSCI World Index is a free float-adjusted market capitalization weighted index of equity securities that is designed to measure the equity market performance of developed markets. The FTSE® World Government Bond Index (WGBI) measures the performance of fixed-rate, local-currency, investment-grade sovereign bonds. The Bloomberg Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. The S&P GSCI® is a composite index of commodity sector returns that represents a broadly diversified, unleveraged, long-only position in commodity futures. You cannot invest directly in an index.
Consider these risks before investing: Emerging market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise.
Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings.
Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.