Rechenschaftsbericht

Geschäftsbericht per 30. November 2010
LGT Multi Manager Convertible Bonds (USD)
Bezeichnung Bestand Kauf 1 Verkauf 2 Bestand Verkehrswert in Anteil am
30.11.2009 30.11.2010 USD 3 Nettover-
Anzahl/ Anzahl/ mögen
Nominal Nominal in % 3
DOLLAR FINANCIAL CORP 3.00000% 09-01.04.28 0 3'450'000 1'310'000 2'140'000 2'378'075.00 0.35%
DRYSHIPS INC 5.00000% 09-01.12.14 650'000 0 650'000 0 0.00 0.00%
EARTHLINK INC STEP-UP 07-15.11.26 760'000 0 760'000 0 0.00 0.00%
EMC CORP 1.75000% 06-01.12.13 1'735'000 2'875'000 1'828'000 2'782'000 3'986'327.80 0.58%
ENDO PHARMACEUTICALS-SUB 1.75000% 10-
15.04.15 0 460'000 0 460'000 617'471.80 0.09%
ENERSYS INC STEP-DOWN 08-01.06.38 0 1'227'000 250'000 977'000 1'054'036.45 0.16%
EQUINIX INC-SUB 2.50000% 07-15.04.12 1'370'000 621'000 656'000 1'335'000 1'356'693.75 0.20%
EQUINIX INC-SUB 3.00000% 07-15.10.14 610'000 966'000 395'000 1'181'000 1'152'183.60 0.17%
EQUINIX INC-SUB 4.75000% 09-15.06.16 1'045'000 275'000 950'000 370'000 442'612.50 0.07%
EXTERRAN HOLDINGS INC 4.25000% 09-15.06.14 230'000 1'100'000 230'000 1'100'000 1'347'280.00 0.20%
FEIC CO-SUB 2.87500% 06-01.06.13 220'000 0 220'000 0 0.00 0.00%
FERRO CORP 6.50000% 08-15.08.13 0 850'000 850'000 0 0.00 0.00%
FIRST QUANTUM MINERALS LTD 6.00000% 09-
19.06.14 0 100'000 100'000 0 0.00 0.00%
FISHER SCIENTIFIC INTL INC-SUB 3.25000% 04-
01.03.24 0 1'885'000 100'000 1'785'000 2'307'112.50 0.34%
FLEETWOOD ENTERPRISES INC-SUB (PIK)*DEF*
14.000% 08-15.12.11 1'617'000 0 1'617'000 0 0.00 0.00%
FORD MOTOR CO 4.25000% 09-15.11.16 2'825'000 1'750'000 3'330'000 1'245'000 2'391'396.00 0.35%
FOREST CITY ENTERPRISES INC 3.62500% 09-15.10.14 1'240'000 0 860'000 380'000 452'912.50 0.07%
FOREST CITY ENTERPRISES INC-144A 5.00000% 09-
15.10.16 320'000 0 320'000 0 0.00 0.00%
GENCORP INC 5.00000% 10-15.08.15 0 1'275'000 0 1'275'000 1'323'322.50 0.20%
GENCORP INC-144A-SUB 4.06250% 09-31.12.39 0 710'000 710'000 0 0.00 0.00%
GENERAL CABLE CORP 0.87500% 06-15.11.13 0 170'000 170'000 0 0.00 0.00%
GENERAL CABLE CORP-SUB STEP-DOWN 09-15.11.29 0 1'865'000 0 1'865'000 2'128'431.25 0.31%
GENERAL GROWTH PROPERTIES-144A *DEFAULT*
3.9800% 07-15.04.27 810'000 0 810'000 0 0.00 0.00%
GILEAD SCIENCES INC 0.50000% 06-01.05.11 1'460'000 800'000 1'460'000 800'000 823'520.00 0.12%
GILEAD SCIENCES INC 0.62500% 06-01.05.13 135'000 1'759'000 594'000 1'300'000 1'431'625.00 0.21%
GILEAD SCIENCES INC-144A 1.62500% 10-01.05.16 0 2'803'000 963'000 1'840'000 1'932'000.00 0.28%
GLOBAL INDUSTRIES LTD 2.75000% 07-01.08.27 700'000 580'000 415'000 865'000 640'100.00 0.10%
GMX RESOURCES INC 4.50000% 09-01.05.15 530'000 30'000 560'000 0 0.00 0.00%
GMX RESOURCES INC 5.00000% 08-01.02.13 515'000 0 515'000 0 0.00 0.00%
GOLDCORP INC-144A 2.00000% 09-01.08.14 6'033'000 905'000 6'938'000 0 0.00 0.00%
GOLDCORP INC-144A 2.00000% 09-01.08.14 0 6'878'000 125'000 6'753'000 8'221'102.20 1.19%
GOODRICH PETROLEUM CORP 5.00000% 09-01.10.29 1'250'000 15'000 1'265'000 0 0.00 0.00%
GREATBATCH INC-SUB 2.25000% 07-15.06.13 545'000 600'000 545'000 600'000 564'750.00 0.09%
GREEN PLAINS RENEWABLE ENERGY INC-144A
5.75000% 10-01.11.15 0 1'000'000 0 1'000'000 1'012'500.00 0.15%
GRIFFON CORP-144A-SUB 4.00000% 09-15.01.17 0 842'000 200'000 642'000 680'520.00 0.10%
GROUP 1 AUTOMOTIVE INC STEP DOWN 06-15.06.36 795'000 180'000 975'000 0 0.00 0.00%
GSI COMMERCE INC 2.50000% 07-01.06.27 110'000 155'000 0 265'000 287'760.85 0.05%
HANOVER COMPRESSOR CO 4.75000% 03-15.01.14 675'000 0 675'000 0 0.00 0.00%
HARRAHS OPERATING CO INC-144A 12.75000% 10-
15.04.18 0 385'000 385'000 0 0.00 0.00%
HEALTH MANAGEMENT ASSOCIATES-144A-SUB
3.75000% 08-01.05.28 965'000 975'000 700'000 1'240'000 1'440'260.00 0.21%
HELIX ENERGY SOLUTIONS GROUP INC 3.25000% 05-
15.12.25 0 1'350'000 200'000 1'150'000 1'096'640.00 0.16%
HERTZ GLOBAL HOLDINGS INC 5.25000% 09-01.06.14 0 1'260'000 0 1'260'000 2'095'002.00 0.31%
HOLOGIC INC 2.00000% 10-15.12.37 0 805'000 0 805'000 778'837.50 0.12%
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