German - World Trust Annual Report - Putnam Investments
German - World Trust Annual Report - Putnam Investments
German - World Trust Annual Report - Putnam Investments
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<strong>Putnam</strong> Global Fixed Income Alpha Fund S2<br />
Anlagenverzeichnis Forts.<br />
30. Juni 2014<br />
AUSSTEHENDE OTC-TOTAL RETURN SWAP-KONTRAKTE (-0,07%) Forts.<br />
Im Voraus<br />
erhaltene/<br />
(gezahlte) Prämie<br />
Zahlungen<br />
an den Teilfonds/<br />
(vom Teilfonds)/<br />
pro Jahr<br />
Vom Teilfonds<br />
vereinnahmte oder<br />
gezahlte Gesamtrendite<br />
Nicht realisierter<br />
Wertzuwachs/<br />
(Wertverlust)<br />
GBP<br />
Swap-<br />
Kontrahent Nennwert<br />
Ablauftermin<br />
Barclays Bank PLC Forts. -<br />
USD 97.982 GBP - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Ginnie Mae II pools GBP (765) -<br />
2.671.567 - 12/01/2040 4.50% (1 month USD-LIBOR) Synthetic MBX Index 4.50% 30<br />
year Fannie Mae pools (18.201) (0,01)<br />
1.031.424 - 12/01/2042 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30<br />
year Fannie Mae pools (3.253) -<br />
5.358.658 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30<br />
year Fannie Mae pools 51.105 0,02<br />
4.738.028 - 12/01/2040 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (34.418) (0,01)<br />
4.278.203 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (30.350) (0,01)<br />
10.048.107 - 12/01/2041 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30<br />
year Fannie Mae pools (30.905) (0,01)<br />
2.016.458 - 12/01/2041 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30<br />
year Fannie Mae pools (6.202) -<br />
13.948.101 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30<br />
year Fannie Mae pools 133.022 0,05<br />
17.399.167 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (123.432) (0,05)<br />
785.849 - 12/01/2040 4.00% (1 month USD-LIBOR) Synthetic MBX Index 4.00% 30<br />
year Fannie Mae pools (4.283) -<br />
900.485 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (6.388) -<br />
1.094.726 - 12/01/2039 6.00% (1 month USD-LIBOR) Synthetic TRS Index 6.00% 30<br />
year Fannie Mae pools (3.320) -<br />
11.989.188 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30<br />
year Fannie Mae pools 114.340 0,05<br />
14.081.781 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (99.898) (0,04)<br />
4.265.853 - 12/01/2040 4.00% (1 month USD-LIBOR) Synthetic MBX Index 4.00% 30<br />
year Fannie Mae pools (23.250) (0,01)<br />
USD 117.392 - 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic TRS Index 6.50% 30<br />
year Fannie Mae pools (345) -<br />
625.387 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (4.437) -<br />
307.416 - 12/01/2041 4.50% (1 month USD-LIBOR) Synthetic TRS Index 4.50% 30<br />
year Fannie Mae pools (865) -<br />
4.052.182 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (28.747) (0,01)<br />
1.469.347 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30<br />
year Fannie Mae pools 14.013 -<br />
2.272.179 - 12/01/2040 4.00% (1 month USD-LIBOR) Synthetic MBX Index 4.00% 30<br />
year Fannie Mae pools (12.384) -<br />
8.104.363 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (57.494) (0,03)<br />
5.060.271 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30<br />
year Fannie Mae pools 48.259 0,02<br />
3.939.022 - 12/01/2041 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30<br />
year Fannie Mae pools (12.115) -<br />
555.202 - 12/01/2040 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (4.033) -<br />
71.322 - 12/01/2040 4.50% (1 month USD-LIBOR) Synthetic MBX Index 4.50% 30<br />
year Fannie Mae pools (486) -<br />
2.283.629 - 12/01/2041 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (16.200) (0,01)<br />
183.217 - 12/01/2040 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (1.331) -<br />
594.683 - 12/01/2040 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (4.320) -<br />
431.207 - 12/01/2040 5.00% (1 month USD-LIBOR) Synthetic MBX Index 5.00% 30<br />
year Fannie Mae pools (3.132) -<br />
9.986.392 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30<br />
year Fannie Mae pools 95.240 0,04<br />
4.194.187 - 12/01/2039 (6.00%) 1 month USD-LIBOR Synthetic MBX Index 6.00% 30<br />
year Fannie Mae pools 39.432 0,01<br />
% vom<br />
Teilfonds<br />
Der beigefügte Anhang ist ein integraler Teil dieses Abschlusses.<br />
44 <strong>Putnam</strong> <strong>World</strong> <strong>Trust</strong>
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