Chapter 11. CICS problem diagnosis
11.4 Analyzing CICS SVC dumps
Temasek Financial III Pte Ltd
Regs 0% 24/10/2014 4,000,000 2,460,644 1.51
2,460,644 1.51
Renta fija en USD
YTL Corp Fin Labuan Ltd
1.875% 18/03/2015 1,000,000 768,516 0.47
768,516 0.47
TOTAL OTROS VALORES MOBILIARIOS 3,229,160 1.98
Total Cartera de inversión 160,098,900 98.44
Tresoría y equivalentes de
tesorería 5,877,902 3.61
Otros Passivos Netos (3,348,544) (2.05)
% del patrimonio neto
Inmobiliarias
10.06
Productos farmacéuticos y biotecnología
9.55
Servicios financieros
9.28
Petróleo y gas
7.81
Tecnología
6.83
Sociedades financieras y de inversión y otras sociedades diversificadas
6.62
Internet, software y servicios de TI
4.88
Comercio al por menor
3.75
Metales y minería
3.62
Alimentación y bebidas
3.40
Bancos
3.39
Atención sanitaria
3.35
Publicidad
3.16
Aparatos y componentes eléctricos
2.71
Productos y equipos de semiconductores
2.49
Automóviles
2.45
Comunicaciones
2.44
Papel y embalaje
2.19
Materiales básicos
2.07
Agricultura
2.01
Servicios y suministros comerciales
1.32
Sociedades Holding
1.17
Deuda soberana
1.12
Ingeniería mecánica y equipos industriales
0.74
Tráfico y transporte
0.62
Entretenimiento
0.56
Ingeniería y construcción
0.47
Distribución y comercio al por mayor
0.29
Industriales
0.09
Cartera de inversiones y otros activos netos
a 31 de diciembre de 2011 (en EUR)
Las notas adjuntas forman parte integrante de estos estados financieros. Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
I. VALORES MOBILIARIOS ADMITIDOS A COTIZACIÓN OFICIAL EN BOLSA O NEGOCIADOS EN OTRO MERCADO REGULADO
Renta fija en CAD
Kreditanstalt fuer Wiederaufbau
4.95% 14/10/2014 6,000,000 4,969,103 0.55 Kreditanstalt fuer Wiederaufbau
KFW 4.375% 09/02/2016 1,900,000 1,575,284 0.18
6,544,387 0.73
Renta fija en EUR
Aviva 5.25% 02/10/2023 5,000,000 4,812,575 0.54 AyT Cedulas Cajas VI 4%
07/04/2014 500,000 474,138 0.05 Banco Bilbao Vizcaya
Argentaria 4.75% 10/02/2016 4,000,000 4,025,120 0.45 Banque PSA Fin 3.875%
14/01/2015 1,038,000 976,582 0.11 Bayer AG 6% 10/04/2012 500,000 506,325 0.06 Cedulas Intermoney Titulizacio
4% 31/03/2020 500,000 373,425 0.04 CEZ A.S 4.125% 17/10/2013 3,000,000 3,120,780 0.35 Cie de St-Gobain Emtn 3.5%
30/09/2015 5,349,000 5,419,954 0.60 Conti-Gummi Fin Bv Regs 7.5%
15/09/2017 2,000,000 2,036,040 0.23 CP Comboios de Portugal
4.17% 16/10/2019 6,000,000 3,090,000 0.34 Crédit Agricole SA 4.13%
29/11/2049 1,100,000 726,143 0.08 Credit Mutuel CIC Home Loan
2.75% 11/02/2014 3,000,000 3,022,620 0.34 Dong Energy A/S 3.5%
29/06/2012 1,000,000 1,009,700 0.11 Electricité de France 4.625% 11/09/2024 1,100,000 1,153,004 0.13 Eurohypo AG 3.25% 26/10/2015 1,000,000 1,038,875 0.12 Fortum Oyj 5% 19/11/2013 2,500,000 2,670,500 0.30 Gas Natural Capital Markets
6.375% 09/07/2019 3,000,000 3,124,215 0.35 GE Capital European Funding
3.375% 08/02/2012 300,000 300,880 0.03 Glencore Fin Europe 5.25%
22/03/2017 1,800,000 1,812,537 0.20 Goldman Sachs Group 3.75%
04/02/2013 1,400,000 1,383,242 0.15 Hutchison Whampoa Fin Ltd
5.875% 08/07/2013 1,500,000 1,582,312 0.18 Morgan Stanley 3.375%
20/07/2012 100,000 99,592 0.01 Nomura Europe Fin NV 5.125%
09/12/2014 260,000 265,873 0.03 Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en EUR (continuación)
Pemex Project Funding Master
6.25% 05/08/2013 1,000,000 1,051,650 0.12 PPR SA 8.625% 03/04/2014 760,000 854,916 0.10 RCI Banque SA Emtn 5.625%
05/10/2015 4,523,000 4,559,320 0.51 Rodamco Europe Fin BV 3.75%
12/12/2012 1,000,000 1,017,810 0.11 RWE Fin BV 6.125% 26/10/2012 100,000 103,918 0.01 SFR SA 3.375% 18/07/2012 5,300,000 5,343,635 0.60 Standard Chartered Plc 3.625% 03/02/2017 200,000 197,220 0.02 TPSA Eurofinance France 6%
22/05/2014 958,000 1,031,191 0.12 Unicredit Bank Austria AG Emtn
1.875% 27/09/2013 10,000,000 9,975,500 1.11
67,159,592 7.50
Renta fija en GBP
Alliance & Leicester 9.625%
30/10/2023 200,000 229,283 0.03 Amlin 6.5% 19/12/2026 100,000 94,789 0.01 Aspire Defence Fin 4.674%
31/03/2040 250,000 285,714 0.03 AT&T Inc 5.875% 28/04/2017 50,000 69,020 0.01 Aust & Nz Banking Group
6.54% 29/06/2049 100,000 117,091 0.01 Aviva 6.875% 20/05/2058 50,000 46,560 0.01 BAA Funding Ltd 6.45%
10/12/2033 103,000 137,308 0.02 Bank Nederlandse Gemeenten
5.25% 26/02/2016 122,000 163,440 0.02 Barclays Bank Plc 5.75%
17/08/2021 80,000 96,500 0.01 British American Tobacco Intl
Fin 7.25% 12/03/2024 50,000 77,352 0.01 British Telecom 8.625% 26/03/2020 10,000 15,494 0.00 BTMU (Curacao) Hlg 5.5% 20/01/2017 250,000 298,207 0.03 Citigroup Inc 7.625% 03/04/2018 140,000 189,553 0.02 Co Operative Bank 5.625% 16/11/2021 150,000 129,774 0.01 Coventry BS 6.092% 29/06/2049 180,000 163,614 0.02 Deutsche Telekom Intl Fin BV
6.5% 08/04/2022 34,000 47,952 0.01 Deutsche Telekom Intl Fin BV
8.875% 27/11/2028 50,000 87,244 0.01 DNB NOR Bank ASA 6.0116%
Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en GBP (continuación)
DNB NOR Bank ASA 6.17%
29/01/2018 300,000 358,535 0.04 E.On Intl Fin BV 5.875%
30/10/2037 150,000 209,092 0.02 East Japan Railway 4.75%
08/12/2031 250,000 323,383 0.04 EDF Energy Network 5.75%
08/03/2024 40,000 54,100 0.01 Electricité de France 6.875%
12/12/2022 100,000 146,646 0.02 Enterprise Inns Plc 6.375%
26/09/2031 150,000 110,834 0.01 European Investment Bank
4.5% 07/06/2029 67,000 87,499 0.01 European Investment Bank
4.75% 15/10/2018 350,000 469,327 0.05 European Investment Bank 6%
07/12/2028 144,000 219,833 0.02 GE Capital UK Funding 8%
14/01/2039 40,000 62,876 0.01 HSBC Holdings Bank Plc
6.375% 18/10/2022 50,000 59,477 0.01 Kreditanstalt fuer Wiederaufbau
4.875% 15/01/2013 225,000 279,348 0.03 Kreditanstalt fuer Wiederaufbau
6% 07/12/2028 300,000 487,320 0.05 Legal & General Group 6.385%
29/05/2049 100,000 94,149 0.01 Lloyds Banking Group Capital
No 1 Plc 7.5884% 12/05/2020 250,000 219,484 0.02 Lloyds Banking Group Capital
No 1 Plc 7.869% 25/08/2020 75,000 66,009 0.01 London & Continental Railways
Fin Plc 4.5% 07/12/2028 180,000 254,000 0.03 Mufg Capital Fin 5 6.299%
09/01/2049 50,000 56,624 0.01 National Australia Bank Ltd
7.125% 12/06/2023 250,000 316,153 0.04 National Grid Electricity
Transmission Plc 7.375%
13/01/2031 75,000 121,849 0.01 Nationwide Building Society
6.024% 29/01/2049 50,000 39,403 0.00 Network Rail Infra 4.75%
22/01/2024 100,000 141,577 0.02 Pearson Funding One 6%
15/12/2015 50,000 67,461 0.01 Portman Building Society
5.25% 23/11/2020 167,000 187,334 0.02 Roche Holdings Inc 5.5%
04/03/2015 5,000 6,720 0.00 Royal & Sun Alliance Group
8.5% 29/07/2049 173,000 204,407 0.02 Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en GBP (continuación)
Royal Bank of Scotland 5.625%
29/06/2049 40,000 29,316 0.00 RWE Fin BV 5.5% 06/07/2022 100,000 134,477 0.02 Scottish & Southern Energy
5.75% 05/02/2014 50,000 64,384 0.01 Spirit Issuer 6.582% 28/12/2027 151,000 140,366 0.02 Standard Chartered Plc 5.375% 29/06/2049 50,000 49,633 0.01 Svenska Handelsbanken AB 5.5% 29/12/2049 165,000 194,674 0.02 Telecom Italia SpA 5.875%
19/05/2023 50,000 48,913 0.01 Telefonica Emisiones 5.888% 31/01/2014 100,000 122,336 0.01 Tesco Plc 6.125% 24/02/2022 120,000 169,453 0.02 Unilever Plc 4% 19/12/2014 25,000 32,260 0.00 Vattenfall AB 6.125% 16/12/2019 50,000 72,180 0.01 Verizon Wireless Capital
8.875% 18/12/2018 178,000 288,821 0.03 Vodafone Group Plc 5.9%
26/11/2032 112,000 159,906 0.02 W & Db Issuer Plc 5.641%
15/07/2035 250,000 229,865 0.03 Wal Mart Stores Inc 5.625%
27/03/2034 50,000 74,962 0.01
8,759,094 1.01
Renta fija en JPY
AS Eksportfinans 1.6%
20/03/2014 480,000,000 4,197,262 0.47 Aust & Nz Banking Group
1.314% 17/11/2014 300,000,000 3,000,538 0.33 Bayerische Landesbank 1.4%
22/04/2013 110,000,000 1,103,824 0.12 Commonwealth Bank of
Australia 2.07% 15/04/2013 200,000,000 2,020,413 0.23 Crédit Suisse Group Fin
(Guernsey) Ltd 1.29%
10/03/2015 200,000,000 1,938,572 0.22 Dexia Municipal Agency 0.8%
21/05/2012 40,000,000 394,375 0.04 Dexia Municipal Agency 1.8%
09/05/2017 100,000,000 885,005 0.10 European Investment Bank
1.4% 20/06/2017 490,000,000 5,003,269 0.56 European Investment Bank
1.9% 26/01/2026 70,000,000 680,184 0.08 GDF Suez 1.17% 15/12/2014 100,000,000 1,000,294 0.11 General Electric Capital Corp
1% 21/03/2012 400,000,000 3,985,287 0.44 Industrial Bank of Korea 2.39%
Cartera de inversiones y otros activos netos
a 31 de diciembre de 2011 (en EUR)
Las notas adjuntas forman parte integrante de estos estados financieros. Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en JPY (continuación)
Landwirtschafliche Rentenbank
1.375% 25/04/2013 15,000,000 151,580 0.02 Landwirtschafliche Rentenbank
1.5% 20/06/2014 700,000,000 7,178,804 0.80 Pfizer Inc 1.8% 22/02/2016 200,000,000 2,083,686 0.23 Procter & Gamble Co 0.95%
20/05/2015 100,000,000 1,007,890 0.11 Rabobank Nederland NV 1.8%
18/02/2020 400,000,000 4,047,142 0.45 Westpac Banking Corp 1.07%
03/09/2015 100,000,000 991,871 0.11 Westpac Banking Corp 1.63%
27/01/2017 300,000,000 3,039,675 0.34
44,716,156 4.98
Renta fija en MXN
Inter American Devel Bk 8%
26/01/2016 3,000,000 185,015 0.02
185,015 0.02
Renta fija en USD
Abbott Laboratories 4.125%
27/05/2020 1,000,000 858,459 0.10 ABX Financing Co 5.75%
15/10/2016 2,000,000 1,774,166 0.20 Acuity Brands Lighting Inc 6%
15/12/2019 1,000,000 872,029 0.10 Allegheny Technologies Inc
9.375% 01/06/2019 1,000,000 988,996 0.11 Altria Group Inc 9.25%
06/08/2019 1,000,000 1,039,869 0.12 America Movil SAB de CV 5%
30/03/2020 1,500,000 1,296,566 0.14 American Express Co 7%
19/03/2018 1,300,000 1,216,564 0.14 American Intl Group Inc 5.45%
18/05/2017 1,000,000 740,400 0.08 AmerisourceBergen Corp 3.5%
15/11/2021 1,700,000 1,351,892 0.15 Amgen Inc 5.15% 15/11/2041 1,775,000 1,399,458 0.16 Amgen Inc 6.4% 01/02/2039 1,000,000 913,395 0.10 Anheuser Busch InBev
Worlwide 7.75% 15/01/2019 1,400,000 1,404,211 0.16 Apache Corp 3.625%
01/02/2021 1,000,000 833,445 0.09 ArcelorMittal 9.85%
01/06/2019 1,000,000 861,287 0.10 Aristotle Holding Inc 4.75%
15/11/2021 1,700,000 1,362,238 0.15 Arrow Electronics Inc 3.375%
01/11/2015 1,000,000 774,989 0.09 Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en USD (continuación)
AT&T Inc 2.5% 15/08/2015 3,000,000 2,404,429 0.27 Autozone Inc 6.5% 15/01/2014 1,000,000 850,893 0.09 Aviation Capital Group Corp
7.125% 15/10/2020 1,000,000 749,735 0.08 Bank of America Corp 4.5%
01/04/2015 2,600,000 1,942,001 0.22 Bank of America Corp 5.625%
01/07/2020 1,500,000 1,068,738 0.12 Bank of America Corp 6%
01/09/2017 1,000,000 738,941 0.08 Barclays Bank Plc 6.05%
04/12/2017 2,000,000 1,404,580 0.16 BB&T Corp 5.2% 23/12/2015 1,000,000 827,477 0.09 Bemis Company Inc 5.65%
01/08/2014 1,500,000 1,256,818 0.14 Black & Decker 8.95%
15/04/2014 1,100,000 984,023 0.11 Blackstone Holdings Fin Co Llc
5.875% 15/03/2021 1,000,000 755,632 0.08 Boeing Co 4.875% 15/02/2020 1,500,000 1,356,276 0.15 Bottling Group Llc 5.125% 15/01/2019 1,000,000 903,472 0.10 BP Capital Plc 3.561% 01/11/2021 1,300,000 1,048,073 0.12 Brandywine Oper Partners
7.5% 15/05/2015 1,000,000 848,979 0.09 Broadcom Corp 2.7%
01/11/2018 1,120,000 876,856 0.10 Burlington Northern Santa Fe
4.95% 15/09/2041 850,000 726,428 0.08 Burlington Resources Fin Co
7.4% 01/12/2031 250,000 267,174 0.03 CA Inc 5.375% 01/12/2019 1,000,000 844,683 0.09 Capital One Cap IV 6.745%
17/02/2037 1,500,000 1,152,773 0.13 Capital One Fin Corp 5.25%
21/02/2017 1,400,000 1,141,181 0.13 Cargill Inc 4.307% 14/05/2021 1,610,000 1,355,207 0.15 Caterpillar Financial SE 6.125%
17/02/2014 1,000,000 857,594 0.10 CBS Corp 5.75% 15/04/2020 1,000,000 870,643 0.10 CeLlco Part/Veri Wireless 8.5%
15/11/2018 1,000,000 1,045,261 0.12 Choice Hotels Intl Inc 5.7%
28/08/2020 1,000,000 805,222 0.09 Citigroup Inc 5.5% 15/10/2014 3,000,000 2,387,754 0.27 Citigroup Inc 6.375% 12/08/2014 500,000 406,285 0.05 Citigroup Inc 6.875% 05/03/2038 1,500,000 1,276,512 0.14 Citizens Communications Co 6.25% 15/01/2013 1,500,000 1,190,522 0.13
Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en USD (continuación)
City National Corp 5.25%
15/09/2020 900,000 691,940 0.08 CME Group Inc 5.75%
15/02/2014 1,000,000 843,994 0.09 Comcast Corp 6.4% 01/03/2040 2,000,000 1,925,916 0.21 Commonwealth Edison Co 1.95% 01/09/2016 1,700,000 1,313,422 0.15 Commonwealth REIT 5.875% 15/09/2020 1,250,000 974,550 0.11 Conocophillips 6.5% 01/02/2039 1,500,000 1,605,004 0.18 Corn Products Intl Inc 3.2%
01/11/2015 1,000,000 799,702 0.09 Crédit Suisse New York Branch
3.5% 23/03/2015 1,000,000 766,152 0.09 Danske Bank AS 3.875%
14/04/2016 1,500,000 1,077,646 0.12 Devon Energy Corporation
5.6% 15/07/2041 1,400,000 1,287,909 0.14 DirecTV Holdings Llc 3.55% 15/03/2015 1,000,000 805,704 0.09 Discovery Communications 3.7% 01/06/2015 1,000,000 814,105 0.09 Dow Chemical Co 8.55% 15/05/2019 1,000,000 1,013,206 0.11 Duke Realty LP 7.375% 15/02/2015 1,000,000 850,139 0.09 Ecolab Inc 5.5% 08/12/2041 890,000 761,688 0.09 Embarq Corp 7.995% 01/06/2036 1,500,000 1,203,915 0.13 Enel Fin Intl SA 6% 07/10/2039 1,000,000 627,157 0.07 Ensco Plc 3.25% 15/03/2016 1,300,000 1,026,428 0.11 Enterprise Products Operating
5.2% 01/09/2020 1,000,000 857,145 0.10 EOG Resources Inc 2.5%
01/02/2016 1,000,000 797,078 0.09 Equity One Inc 6.25%
15/12/2014 750,000 610,655 0.07 Erac USA Fin Co 2.75%
01/07/2013 1,000,000 787,524 0.09 European Bank Recon & Dev
Euro 5% 19/05/2014 2,000,000 1,702,685 0.19 Fidelity National Financial Inc
6.6% 15/05/2017 1,000,000 820,376 0.09 Fifth Third Bank Cincinnati
4.75% 01/02/2015 2,200,000 1,764,079 0.20 First Niagara Financial Group
Inc 6.75% 19/03/2020 1,500,000 1,223,173 0.14 First Tenn Bank 5.65%
01/04/2016 1,000,000 778,884 0.09 Ford Motor Credit Co Llc
3.875% 15/01/2015 1,650,000 1,275,400 0.14 Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en USD (continuación)
France Telecom SA 2.75%
14/09/2016 750,000 582,002 0.06 France Telecom SA 4.375%
08/07/2014 1,000,000 817,842 0.09 Freeport Mcmoran Copper &
Gold 8.375% 01/04/2017 1,000,000 823,590 0.09 GATX Corp 4.75% 15/05/2015 1,000,000 825,057 0.09 General Electric Capital Corp
5.5% 08/01/2020 2,000,000 1,704,118 0.19 General Electric Capital Corp
5.625% 15/09/2017 1,800,000 1,541,758 0.17 Genworth Finl Inc 6.515%
22/05/2018 750,000 532,987 0.06 Gilead Sciences Inc 5.65%
01/12/2041 1,675,000 1,430,189 0.16 Goldman Sachs Group Inc
3.7% 01/08/2015 1,000,000 758,294 0.08 Goldman Sachs Group Inc
5.375% 15/03/2020 2,000,000 1,528,645 0.17 Harley Davidson Funding
5.75% 15/12/2014 1,500,000 1,253,761 0.14 Hess Corp 5.6% 15/02/2041 1,000,000 865,524 0.10 Host Marriott LP O 6.375%
15/03/2015 1,300,000 1,029,269 0.11 HSBC USA Inc 5% 27/09/2020 1,800,000 1,317,204 0.15 Huntington National Bank 6.6%
15/06/2018 1,500,000 1,253,409 0.14 Hyatt Hotels Corps 5.75%
15/08/2015 1,000,000 828,915 0.09 Hyundai Capital Services Inc
4.375% 27/07/2016 1,000,000 789,319 0.09 Icahn Enterprises Fin Corp 8%
15/01/2018 1,000,000 809,168 0.09 Indiana Michigan Power Co 7%
15/03/2019 1,400,000 1,333,540 0.15 ING Bank NV 2% 18/10/2013 1,000,000 756,394 0.08 Interstate Pwr & Lt Co 7.25%
01/10/2018 1,200,000 1,193,385 0.13 Intl Game Technology 7.5%
15/06/2019 1,400,000 1,249,256 0.14 Intl Lease Finance Corp
5.625% 20/09/2013 1,500,000 1,139,707 0.13 Jefferies Group Inc 8.5%
15/07/2019 1,000,000 789,809 0.09 Joy Global Inc 5.125%
15/10/2021 1,400,000 1,157,288 0.13 JP Morgan Chase Bank
4.625% 10/05/2021 1,400,000 1,121,707 0.13 JP Morgan Chase Bank 6%
05/07/2017 2,900,000 2,408,179 0.27 JP Morgan Chase Capital XXII
Cartera de inversiones y otros activos netos
a 31 de diciembre de 2011 (en EUR)
Las notas adjuntas forman parte integrante de estos estados financieros. Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en USD (continuación)
Keycorp Mtn 3.75%
13/08/2015 2,000,000 1,605,285 0.18 Kinder Morgan Ener Part 6.5%
01/09/2039 1,000,000 861,008 0.10 Kohls Corp 6.25% 15/12/2017 1,000,000 926,823 0.10 Kraft Food Inc 5.375%
10/02/2020 1,500,000 1,340,323 0.15 Landwirtschaftliche
Rentenbank 5.125%
01/02/2017 5,000,000 4,536,379 0.51 Lexmark Intl Inc 6.65%
01/06/2018 1,000,000 871,520 0.10 Lloyds TSB Bank Plc 4.875%
21/01/2016 1,600,000 1,195,442 0.13 Lorillard Tobacco Company
6.875% 01/05/2020 1,000,000 865,338 0.10 M&I Marshall & Ilsley Bank
4.85% 16/06/2015 1,000,000 817,059 0.09 Manulife Financial Corp 3.4%
17/09/2015 1,250,000 972,902 0.11 Marsh & Mclennan Cos Inc
5.75% 15/09/2015 182,000 156,017 0.02 Mattel Inc 5.625% 15/03/2013 1,000,000 813,758 0.09 MDC Holdings Inc 5.625%
01/02/2020 1,400,000 991,816 0.11 Merck & Co Inc 5% 30/06/2019 1,000,000 913,242 0.10 Merrill Lynch & Co 6.875%
25/04/2018 1,500,000 1,145,206 0.13 Morgan Stanley 4.2% 20/11/2014 1,500,000 1,112,191 0.12 Morgan Stanley 6.625% 01/04/2018 1,000,000 764,635 0.09 Motiva Enterprises Llc 5.75% 15/01/2020 2,000,000 1,799,982 0.20 Mutual of Omaha Insurance Co.
6.95% 15/10/2040 1,000,000 823,424 0.09 Nasdaq OMX Group Inc 5.25%
16/01/2018 1,000,000 812,214 0.09 National City Corp 4.9%
15/01/2015 1,000,000 835,340 0.09 National Rural Utilities
Cooperative Fin 5.45%
01/02/2018 2,000,000 1,783,794 0.20 Nationwide Financial Services
Inc 5.375% 25/03/2021 1,600,000 1,217,004 0.14 News America Inc 6.15%
01/03/2037 1,000,000 846,763 0.09 Nissan Motor Acceptance Corp
4.5% 30/01/2015 1,000,000 804,254 0.09 Noble Energy Inc 8.25%
01/03/2019 1,400,000 1,409,885 0.16 Noble Holding Intl Ltd 3.05%
01/03/2016 1,300,000 1,034,377 0.12 Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en USD (continuación)
Norfolk Southern Corp 5.75%
15/01/2016 1,000,000 896,064 0.10 Occidental Petroleum Corp
1.75% 15/02/2017 1,700,000 1,332,491 0.15 Omnicom Group Inc 4.45%
15/08/2020 1,000,000 798,225 0.09 Philip Morris Intl Inc 6.875%
17/03/2014 1,000,000 871,137 0.10 PNC Preferred Funding Trust
6.517% 31/12/2049 1,000,000 561,384 0.06 ProLogis Inc 7.625%
15/08/2014 1,250,000 1,060,017 0.12 Protective Life Corp 7.375%
15/10/2019 1,000,000 859,365 0.10 Prudential Financial Inc 5.1%
20/09/2014 1,000,000 827,665 0.09 Ras Laffan Lng 3 4.5%
30/09/2012 1,000,000 786,906 0.09 Raymond James Financial
8.6% 15/08/2019 1,250,000 1,124,868 0.13 Realty Income Corp 5.75%
15/01/2021 1,000,000 842,649 0.09 Regions Financial Corp 7.75%
10/11/2014 1,500,000 1,184,714 0.13 Rio Tinto Fin USA Ltd 3.5%
02/11/2020 1,000,000 791,504 0.09 Roche Holdings Inc 5%
01/03/2014 636,000 532,916 0.06 Roper Industries Inc 6.25%
01/09/2019 1,250,000 1,143,794 0.13 Royal Bank of Scotland Plc
4.375% 16/03/2016 1,800,000 1,320,682 0.15 Ryder System Inc 3.15%
02/03/2015 1,250,000 994,345 0.11 Santander US Debt SA Unipersonal 2.991% 07/10/2013 1,000,000 742,206 0.08 Sempra Energy 6% 15/10/2039 1,000,000 955,840 0.11 Snap-On Inc 4.25% 15/01/2018 1,000,000 833,038 0.09 Statoil ASA 3.125% 17/08/2017 750,000 612,145 0.07 SunTrust Banks Inc 3.5%
20/01/2017 1,700,000 1,322,411 0.15 SVB Financial Group 5.375%
15/09/2020 1,000,000 793,336 0.09 Svenska Handelsbanken AB
3.125% 12/07/2016 1,700,000 1,329,934 0.15 Talisman Energy Inc 3.75%
01/02/2021 1,000,000 761,310 0.08 Teck Resources Ltd 10.25%
15/05/2016 1,000,000 891,268 0.10 Teco Fin Inc 4% 15/03/2016 1,500,000 1,221,022 0.14
Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Renta fija en USD (continuación)
Telefonica Emisiones SA
3.729% 27/04/2015 1,000,000 742,261 0.08 Thermo Fisher Scientific Inc
3.2% 01/03/2016 1,300,000 1,062,860 0.12 Time Warner Inc 6.1%
15/07/2040 1,000,000 908,167 0.10 Timken Co 6% 15/09/2014 1,250,000 1,047,363 0.12 Transatlantic Holdings Inc
5.75% 14/12/2015 1,000,000 817,541 0.09 Transcanada Pipelines Ltd 3.8% 01/10/2020 1,000,000 835,735 0.09 Transocean Inc 5.05% 15/12/2016 1,000,000 787,493 0.09 UDR Inc 4.25% 01/06/2018 1,600,000 1,281,606 0.14 Union Bank of California 3%
06/06/2016 1,700,000 1,338,208 0.15 Vale Overseas Ltd 6.875%
10/11/2039 1,000,000 876,586 0.10 Valero Energy Corp 6.125%
01/02/2020 1,000,000 861,379 0.10 Validus Holdings Ltd 8.875%
26/01/2040 1,000,000 825,861 0.09 Valspar Corp 7.25%
15/06/2019 1,000,000 939,388 0.10 Verizon Global Fdg Corp 5.85%
15/09/2035 2,000,000 1,851,045 0.21 Viacom Inc 4.375%
15/09/2014 1,250,000 1,036,750 0.12 Vornado Realty Lp 5%
15/01/2022 1,600,000 1,249,287 0.14 Wachovia Bank Natl Assn 6%
15/11/2017 3,500,000 2,990,922 0.33 Wal-Mart Stores Inc 3.625%
08/07/2020 1,500,000 1,273,081 0.14 Weatherford Intl Ltd 5.125%
15/09/2020 1,000,000 804,723 0.09 Wells Fargo & Company
2.625% 15/12/2016 1,650,000 1,276,147 0.14 Western Union Co 5.93%
01/10/2016 1,020,000 889,535 0.10 Whirlpool Corp 8.6%
01/05/2014 1,000,000 864,218 0.10 Willis North America Inc 7%
29/09/2019 1,000,000 862,028 0.10 Xerox Corp 4.5% 15/05/2021 1,400,000 1,098,736 0.12 XTO Energy Inc 5.5%
15/06/2018 1,000,000 949,528 0.11 194,559,815 21.75 Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Instrumentos de deuda de estados y entidades supranacionales en AUD
Australia (Commonwealth) 5.25% 15/03/2019 1,350,000 1,173,058 0.13 Australia (Commonwealth) 5.75% 15/04/2012 7,900,000 6,216,911 0.69 Australia (Commonwealth) 6.25% 15/04/2015 3,900,000 3,344,893 0.37 New South Wales Treasury 6%
01/05/2012 150,000 118,186 0.01 New South Wales Treasury
Corp 5.25% 01/05/2013 400,000 319,532 0.04 Queensland Treasury Corp
6.25% 14/06/2019 800,000 695,497 0.08
11,868,077 1.32
Instrumentos de deuda de estados y entidades supranacionales en CAD
British Columbia 5.3%
17/06/2019 4,000,000 3,632,543 0.41 Canada Government Bond
3.75% 01/06/2019 3,000,000 2,600,643 0.29 Canada Government Bond 4%
01/06/2016 3,000,000 2,542,523 0.28 Canada Government Bond
4.5% 01/06/2015 1,050,000 885,964 0.10 New Brunswick Prov Cda
6.75% 27/06/2017 4,000,000 3,774,162 0.42
13,435,835 1.50
Instrumentos de deuda de estados y entidades supranacionales en CZK
Czech Republic 3.7%
16/06/2013 56,000,000 2,246,637 0.25 Czech Republic 3.8%
11/04/2015 12,000,000 490,848 0.05
2,737,485 0.30
Instrumentos de deuda de estados y entidades supranacionales en DKK
Denmark (Kingdom of) 4%
15/11/2015 41,800,000 6,421,103 0.72 Denmark (Kingdom of) 5%
15/11/2013 16,500,000 2,424,222 0.27
Cartera de inversiones y otros activos netos
a 31 de diciembre de 2011 (en EUR)
Las notas adjuntas forman parte integrante de estos estados financieros. Descripción Cantidad/ Valor nominal Valor de mercado en % del patrimonio neto
Instrumentos de deuda de estados y entidades supranacionales en EUR
Belgium (Kingdom of) 4.25%
28/09/2014 400,000 416,690 0.05 Belgium (Kingdom of) 4.25%
28/09/2021 7,000,000 7,128,975 0.80 Bundesschatzanweisungen
0.5% 15/06/2012 5,000,000 5,013,500 0.56 Development Bank of Japan
4.75% 26/11/2027 5,000,000 5,671,785 0.63 France Government Bond OAT
4.25% 25/04/2019 6,000,000 6,613,800 0.74 Germany (Fed Rep) 3%
04/07/2020 33,500,000 37,154,011 4.14 Germany (Fed Rep) 4%
04/07/2016 11,500,000 13,176,700 1.47 Germany (Fed Rep) 4.25%
04/01/2014 7,350,000 7,953,068 0.89 Italy Buoni Poliennali Del Tesoro
2% 01/06/2013 13,000,000 12,569,700 1.40 Republic of Italy 4.5% 01/02/2018 7,000,000 6,390,650 0.71 Republic of Italy 4.75% 01/09/2021 6,000,000 5,218,050 0.58 Republic of Italy 9% 01/11/2023 3,800,000 4,201,850 0.47 Republic of Slovakia 5% 22/01/2013 962,626 984,285 0.11 Spain Government Bond 3.8%
31/01/2017 5,000,000 4,896,500 0.55 Spain Government Bond 4.65%
30/07/2025 2,000,000 1,815,900 0.20 Treasury Certificates 0%
19/07/2012 5,000,000 4,995,000 0.56
124,200,464 13.86
Instrumentos de deuda de estados y entidades supranacionales en GBP
SNCF 5.375% 18/03/2027 10,000 13,687 0.00