German - World Trust Annual Report - Putnam Investments

Putnam Total Return Fund
Anlagenverzeichnis Forts.
30. Juni 2014
AUSSTEHENDE OTC-TOTAL RETURN SWAP-KONTRAKTE (-0,39%) Forts.
Im Voraus
erhaltene/
Swap-
(gezahlte)
Kontrahent
Nennwert
Prämie Ablauftermin
Barclays Bank PLC Forts.
USD 1.503 USD - 12/01/2039
2.912 - 12/01/2039
7.703 - 12/01/2039
2.912 - 12/01/2039
476.767 - 12/01/2041
Festzahlungen
an den Teilfonds/
(vom Teilfonds) pro Jahr
(5.50%) 1 month USD-
LIBOR
(5.50%) 1 month USD-
LIBOR
(5.50%) 1 month USD-
LIBOR
(5.50%) 1 month USD-
LIBOR
4.00% (1 month USD-
LIBOR)
7.400.000 - 08/05/2023 (2,59%)
5.00% (1 month USD-
2.701 - 12/01/2041
LIBOR)
(5.50%) 1 month USD-
5.918 - 12/01/2039
LIBOR
14.900.000 - 19/07/2023 (2,569%)
(5.00%) 1 month USD-
70.238 - 12/01/2041
LIBOR
1.000.000 - 07/08/2023 (2,555%)
Anteile 48.538 - 11/05/2015 (0,15%)
Vom Teilfonds
vereinnahmte oder
gezahlte Gesamtrendite
Nicht realisierter
Wertzuwachs/
(Wertverlust)
USD
% vom
Teilfonds
Synthetic MBX Index 5.50%
30 year Fannie Mae pools USD (12) -
Synthetic MBX Index 5.50%
30 year Fannie Mae pools (23) -
Synthetic MBX Index 5.50%
30 year Fannie Mae pools (60) -
Synthetic MBX Index 5.50%
30 year Fannie Mae pools (23) -
Synthetic TRS Index 4.00%
30 year Fannie Mae pools (269) -
USA Non Revised Consumer
Price Index- Urban (CPI-U) (128.908) (0,04)
Synthetic MBX Index 5.00%
30 year Ginnie Mae II pools 25 -
Synthetic MBX Index 5.50%
30 year Fannie Mae pools (46) -
USA Non Revised Consumer
Price Index- Urban (CPI-U) (94.511) (0,03)
Synthetic TRS Index 5.00%
30 year Fannie Mae pools (250) -
USA Non Revised Consumer
Price Index- Urban (CPI-U) (4.436) -
S&P GSCI Light Energy
Excess Return Index (CPW
4) 213.624 0,06
Citibank, N.A.
USD 5.000.000 - 07/08/2022 2,515%
USA Non Revised Consumer
Price Index- Urban (CPI-U) 79.850 0,02
Körbe 124 - 19/12/2014
(3 month USD-LIBOR-BBA
plus 0.15%)
A basket (CGPUTQL2) of
common stocks 5.833 -
Körbe 44.204 - 30/01/2015
1 month USD-LIBOR plus
0.65% KKR and Co., LP (25) -
Anteile 16.284 - 30/01/2015
1 month USD-LIBOR plus
0.50% Carlyle Group LP 48.443 0,01
1 month USD-LIBOR less Apollo Global Management,
Anteile 18.100 - 30/01/2015
0.55%
LLC (52.443) (0,02)
Anteile 54.590 - 30/01/2015
1 month USD-LIBOR less
0.55%
Apollo Global Management,
LLC (158.171) (0,05)
1 month USD-LIBOR plus
Anteile 16.100 - 30/01/2015
0.50% Carlyle Group LP 47.896 0,01
3 month USD-LIBOR-BBA Russell 1000 Total Return
Anteile 2.714 - 19/12/2014
minus 0.10%
Index (18.986) (0,01)
Credit Suisse International
Synthetic MBX Index 4.50%
USD 292.796 - 12/01/20414.50% (1 month USD-LIBOR) 30 year Ginnie Mae II pools 2.317 -
USA Non Revised Consumer
1.600.000 - 09/01/2023 (2,76%) Price Index- Urban (CPI-U) (60.950) (0,02)
6.200.000 - 07/08/2022 (2,515%)
USA Non Revised Consumer
Price Index- Urban (CPI-U) (89.683) (0,03)
1.400.000 - 08/08/2022 (2,5325%)
USA Non Revised Consumer
Price Index- Urban (CPI-U) (24.325) (0,01)
13.500.000 - 31/08/2022 (2,575%)
USA Non Revised Consumer
Price Index- Urban (CPI-U) (254.151) (0,08)
5.000.000 - 08/02/2023 (2,81%)
USA Non Revised Consumer
Price Index- Urban (CPI-U) (196.550) (0,06)
Synthetic TRS Index 4.50%
133.748 - 12/01/20414.50% (1 month USD-LIBOR) 30 year Fannie Mae pools (19) -
USA Non Revised Consumer
1.000.000 - 07/06/2023 (2,505%) Price Index- Urban (CPI-U) (5.140) -
USA Non Revised Consumer
7.400.000 - 19/07/2023 (2,57%) Price Index- Urban (CPI-U) (45.073) (0,01)
4.00% (1 month USD- Synthetic TRS Index 4.00%
311.767 - 12/01/2041
LIBOR) 30 year Fannie Mae pools (176) -
Anteile 44.100 - 26/05/2015
(3 month USD-LIBOR-BBA
plus 0.15%)
Vanguard Index Funds -
MSCI Emerging Markets ETF 27.918 0,01
Der beigefügte Anhang ist ein integraler Teil dieses Abschlusses.
94 Putnam World Trust