German - World Trust Annual Report - Putnam Investments

Putnam Global Fixed Income Alpha Fund S2
Anlagenverzeichnis Forts.
30. Juni 2014
AUSSTEHENDE OTC-TOTAL RETURN SWAP-KONTRAKTE (-0,07%) Forts.
Im Voraus
erhaltene/
Zahlungen
an den Teilfonds/
Vom Teilfonds
Nicht realisierter
Wertzuwachs/
Swap-
Kontrahent Nennwert
(gezahlte)
Prämie
Ablauftermin
(vom Teilfonds)/
pro Jahr
vereinnahmte oder
gezahlte Gesamtrendite
(Wertverlust)
GBP
% vom
Teilfonds
Credit Suisse International Forts. -
USD 2.422.120 GBP - 12/01/2041 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30
year Fannie Mae pools GBP (7.450) -
1.026.811 (3.190) 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic TRS Index 6.50% 30
year Fannie Mae pools (633) -
4.962.598 (14.511) 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic MBX Index 6.50% 30
year Fannie Mae pools (10.168) -
EUR 1.540.000 - 27/03/2019 (1,1913%) Eurostat Eurozone HICP
excluding tobacco (3.339) -
5.330.000 - 20/02/2019 (1,2225%) Eurostat Eurozone HICP
excluding tobacco (16.632) (0,01)
2.780.000 - 20/02/2024 1,68% Eurostat Eurozone HICP
excluding tobacco 16.994 0,01
1.540.000 - 24/03/2019 (1,1925%) Eurostat Eurozone HICP
excluding tobacco (3.413) -
GBP 1.300.000 - 20/03/2019 3,05% GBP Non-revised UK Retail
Price Index 3.459 -
1.300.000 - 25/03/2019 3,0413% GBP Non-revised UK Retail
Price Index 2.876 -
Deutsche Bank AG -
USD 1.296.128 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30
year Fannie Mae pools 12.361 -
5.056.000 - 27/06/2016 (2,25%) USA Non Revised Consumer
Price Index- Urban (CPI-U) (2.275) -
1.654.000 - 01/07/2016 (2,23%) USA Non Revised Consumer
Price Index- Urban (CPI-U) (280) -
17.221.000 - 25/06/2016 (2,24%) USA Non Revised Consumer
Price Index- Urban (CPI-U) (5.172) -
Goldman Sachs International -
3.079.138 - 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic TRS Index 6.50% 30
year Fannie Mae pools (9.061) -
2.375.248 - 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic TRS Index 6.50% 30
year Fannie Mae pools (6.989) -
USD 7.778.769 - 12/01/2039 6.00% (1 month USD-LIBOR) Synthetic TRS Index 6.00% 30
year Fannie Mae pools (23.590) (0,01)
2.983.502 - 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic TRS Index 6.50% 30
year Fannie Mae pools (8.779) -
2.558.999 - 12/01/2042 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30
year Fannie Mae pools (8.071) -
2.558.999 - 12/01/2042 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30
year Fannie Mae pools (8.071) -
4.173.441 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30
year Fannie Mae pools 39.802 0,01
1.567.852 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30
year Fannie Mae pools 14.952 -
2.280.293 - 12/01/2040 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30
year Fannie Mae pools (8.767) -
209.097 - 12/01/2039 6.00% (1 month USD-LIBOR) Synthetic TRS Index 6.00% 30
year Fannie Mae pools (634) -
3.224.805 - 12/01/2039 6.00% (1 month USD-LIBOR) Synthetic TRS Index 6.00% 30
year Fannie Mae pools (9.779) -
5.717.130 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30
year Fannie Mae pools 54.524 0,02
223.860 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30
year Fannie Mae pools 2.135 -
596.960 - 12/01/2038 (6.50%) 1 month USD-LIBOR Synthetic MBX Index 6.50% 30
year Fannie Mae pools 5.693 -
671.117 - 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic TRS Index 6.50% 30
year Fannie Mae pools (1.975) -
3.374.470 - 12/01/2038 6.50% (1 month USD-LIBOR) Synthetic TRS Index 6.50% 30
year Fannie Mae pools (9.930) -
2.210.276 - 12/01/2042 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30
year Fannie Mae pools (6.971) -
3.801.925 - 12/01/2042 4.00% (1 month USD-LIBOR) Synthetic TRS Index 4.00% 30
year Fannie Mae pools (11.992) -
5.459.576 - 12/01/2039 6.00% (1 month USD-LIBOR) Synthetic TRS Index 6.00% 30
year Fannie Mae pools (16.557) (0,01)
Der beigefügte Anhang ist ein integraler Teil dieses Abschlusses.
46 Putnam World Trust