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
RF MICRO DEVICES INC-SUB 1.00000% 07-15.04.14 0 315'000 0 315'000 349'618.50 0.06%
RIGHTNOW TECHNOLOGIES INC-144A 2.50000% 10-
15.11.30 0 480'000 0 480'000 494'203.20 0.08%
RITE AID CORP 8.50000% 08-15.05.15 890'000 375'000 525'000 740'000 691'900.00 0.11%
ROVI CORP-144A 2.62500% 10-15.02.40 0 3'310'000 1'320'000 1'990'000 2'639'237.50 0.39%
SAFEGUARD SCIENTIFIC INC 2.62500% 04-15.03.24 1'480'000 0 1'480'000 0 0.00 0.00%
SAFEGUARD SCIENTIFIC INC 10.12500% 10-15.03.14 0 1'480'000 0 1'480'000 1'890'700.00 0.28%
SAKS INC REG-S 2.00000% 04-15.03.24 1'275'000 170'000 635'000 810'000 848'475.00 0.13%
SALESFORCE.COM INC-144A 0.75000% 10-15.01.15 0 2'155'000 1'605'000 550'000 945'560.00 0.14%
SANDISK CORP 1.00000% 06-15.05.13 855'000 720'000 1'575'000 0 0.00 0.00%
SANDISK CORP 1.50000% 10-15.08.17 0 3'127'000 0 3'127'000 3'359'336.10 0.49%
SAVVIS INC 3.00000% 07-15.05.12 1'005'000 840'000 1'845'000 0 0.00 0.00%
SBA COMMUNICATIONS CORP-144A 4.00000% 09-
01.10.14 1'035'000 0 1'035'000 0 0.00 0.00%
SBA COMMUNICATIONS CORP 1.87500% 09-01.05.13 3'605'000 1'635'000 1'305'000 3'935'000 4'288'756.50 0.62%
SCHLUMBERGER NV 2.12500% 03-01.06.23 0 650'000 650'000 0 0.00 0.00%
SEADRILL LTD 3.62500% 08-08.11.12 1'600'000 2'600'000 1'000'000 3'200'000 3'681'600.00 0.54%
SEADRILL LTD 4.87500% 09-29.09.14 1'200'000 1'600'000 2'800'000 0 0.00 0.00%
SESI LLC-REG-S STEP-DOWN 06-15.12.26 1'045'000 0 1'045'000 0 0.00 0.00%
SHANDA INTERACTIVE ENTERTAINMENT LTD
2.00000% 08-15.09.11 0 965'000 0 965'000 1'112'162.50 0.17%
SINO-FOREST CORP-144A 4.25000% 09-15.12.16 0 3'090'000 0 3'090'000 3'904'925.70 0.57%
SIRIUS XM RADIO INC 3.25000% 04-15.10.11 1'214'000 525'000 1'739'000 0 0.00 0.00%
SM ENERGY CO 3.50000% 07-01.04.27 2'335'000 2'095'000 3'130'000 1'300'000 1'459'510.00 0.22%
SMITHFIELD FOODS INC 7.00000% 04-01.08.11 0 500'000 500'000 0 0.00 0.00%
SMITHFIELD FOODS INC 4.00000% 08-30.06.13 1'320'000 0 845'000 475'000 515'565.00 0.08%
SMITHFIELD FOODS INC-144A 10.00000% 09-
15.07.14 0 250'000 0 250'000 282'500.00 0.05%
SOLARFUN POWER HOLDINGS CO LTD 3.500000% 08-
15.01.18 0 500'000 0 500'000 420'000.00 0.07%
SONIC AUTOMOTIVE INC 5.00000% 09-01.10.29 175'000 75'000 250'000 0 0.00 0.00%
SPARTAN STORES INC 3.37500% 07-15.05.27 765'000 75'000 0 840'000 769'650.00 0.12%
STANLEY BLACK & DECKER 3M LIBOR+350BP 07-
17.05.12 0 2'250'000 1'355'000 895'000 976'534.50 0.15%
STEEL DYNAMICS INC 5.12500% 09-15.06.14 2'610'000 2'030'000 1'160'000 3'480'000 4'106'400.00 0.60%
STERLITE INDUSTRIES INDIA LTD 4.00000% 09-
30.10.14 0 1'950'000 0 1'950'000 1'868'490.00 0.28%
STEWART ENTREPRISES INC 3.37500% 08-15.07.16 1'810'000 0 1'810'000 0 0.00 0.00%
STILLWATER MINING CO 1.87500% 09-15.03.28 0 1'725'000 0 1'725'000 1'880'250.00 0.28%
SUNPOWER CORP 4.75000% 09-15.04.14 280'000 555'000 430'000 405'000 355'387.50 0.06%
SUNPOWER CORP-144A 4.50000% 10-15.03.15 0 845'000 0 845'000 738'361.00 0.11%
SUNTECH POWER HOLDINGS CO LTD 3.00000% 08-
15.03.13 5'131'000 1'095'000 1'065'000 5'161'000 4'563'356.20 0.66%
SURGICAL CARE AFFILIATES LLC-144A-SUB
10.00000% 07-15-.07.17 0 385'000 0 385'000 390'775.00 0.06%
SVB FINANCIAL GROUP-144A 3.87500% 08-15.04.11 810'000 0 810'000 0 0.00 0.00%
SYMANTEC CORP 0.75000% 06-15.06.11 2'915'000 515'000 3'430'000 0 0.00 0.00%
SYMANTEC CORP 1.00000% 06-15.06.13 1'600'000 3'658'000 3'823'000 1'435'000 1'644'510.00 0.24%
SYNNEX CORP-144A 4.00000% 08-15.05.18 495'000 2'005'000 845'000 1'655'000 1'942'556.25 0.29%
TATA MOTORS LTD-REG-S 0.00000% 07-12.07.12 0 500'000 0 500'000 677'500.00 0.10%
TELECOMMUNICATION SYSTEMS INC-144A
4.50000% 09-01.11.14 0 1'470'000 0 1'470'000 1'370'775.00 0.20%
TELEFLEX INC-SUB 3.87500% 10-01.08.17 0 1'580'000 0 1'580'000 1'593'825.00 0.24%
164