Skandia Global Funds plc - Self Bank

Skandia Global Funds plc
Memoria anual y estados financieros auditados del periodo finalizado el 31 de diciembre de
2011
CARTERA DE INVERSIONES del Skandia Total Return USD Bond Fund
% Tasa de
Nominal Descripción del valor
cupón
Fecha de
vencimiento Valor en USD
% de
Patrimonio
Valores respaldados por activos- 63,16% (2010 - 32,89%)
32.454 American Home Mortgage Investment Trust 2,51 25/10/2034 27.670 0,01%
1.000.000 American Municipal Power Inc 8,08 15/02/2050 1.425.025 0,31%
1.000.000 Arran Residential Mortgages Funding PLC 2,40 16/05/2047 1.288.286 0,28%
651.432 Arran Residential Mortgages Funding PLC 2,20 16/05/2047 843.030 0,18%
608.810 Banc of America Funding Corp 2,86 25/05/2035 595.622 0,13%
Banc of America Merrill Lynch Commercial
1.800.000 Mortgage Inc 5,89 10/07/2044 1.982.968 0,43%
Banc of America Merrill Lynch Commercial
2.000.000 Mortgage Inc 5,66 10/06/2049 2.158.800 0,46%
12.489 Bear Stearns Adjustable Rate Mortgage Trust 5,67 25/02/2033 11.907 0,00%
9.931 Bear Stearns Adjustable Rate Mortgage Trust 3,10 25/02/2033 8.007 0,00%
128.402 Bear Stearns Adjustable Rate Mortgage Trust 3,63 25/08/2033 121.686 0,03%
76.260 Bear Stearns Adjustable Rate Mortgage Trust 2,96 25/07/2034 61.272 0,01%
20.672 Bear Stearns Adjustable Rate Mortgage Trust 3,61 25/11/2034 19.430 0,00%
474.926 Bear Stearns Adjustable Rate Mortgage Trust 2,53 25/08/2035 438.891 0,09%
259.763 Bear Stearns Adjustable Rate Mortgage Trust 2,52 25/02/2036 158.060 0,03%
7.855 Bear Stearns Alt-A Trust 2,79 25/10/2033 5.933 0,00%
91.468 Bear Stearns Alt-A Trust 3,04 25/09/2034 62.154 0,01%
331.796 Bear Stearns Alt-A Trust 2,95 25/09/2035 211.143 0,05%
1.566.719 Bear Stearns Alt-A Trust 5,30 25/11/2036 763.524 0,16%
425.219 Bear Stearns Asset Backed Securities Trust 1,35 25/10/2037 235.919 0,05%
563.606 Citigroup Mortgage Loan Trust Inc 2,51 25/09/2035 504.307 0,11%
37.806 Citigroup Mortgage Loan Trust Inc 3,16 25/09/2035 30.238 0,01%
6.300.000 City of Los Angeles Department of Airports 5,00 15/05/2040 6.750.892 1,45%
73.561 Countrywide Alternative Loan Trust 6,25 25/12/2033 77.749 0,02%
207.342 Countrywide Alternative Loan Trust 5,86 25/08/2036 201.685 0,04%
Countrywide Home Loan Mortgage Pass
81.668 Through Trust 3,94 25/08/2034 58.808 0,01%
Countrywide Home Loan Mortgage Pass
521.043 Through Trust 6,50 25/11/2034 534.320 0,11%
Countrywide Home Loan Mortgage Pass
273.372 Through Trust 0,69 25/06/2035 230.516 0,05%
Countrywide Home Loan Mortgage Pass
301.763 Through Trust 7,50 25/06/2035 303.106 0,07%
Credit Suisse First Boston Mortgage Securities
272.323 Corp 2,51 25/06/2033 250.135 0,05%
614.539 Driver One GmbH 1,84 21/02/2017 796.559 0,17%
54.467 European Loan Conduit 1,61 15/05/2019 58.275 0,01%
396.090 Fannie Mae Grantor Trust 6,50 25/08/2041 444.437 0,10%
290.798 Fannie Mae Grantor Trust 6,00 25/01/2044 326.013 0,07%
2.000.000 Fannie Mae Pool 4,50 15/01/2027 2.130.313 0,46%
28.000.000 Fannie Mae Pool 4,50 15/01/2041 29.771.876 6,41%
15.600.000 Fannie Mae Pool 3,50 15/01/2026 16.299.562 3,51%
38.000.000 Fannie Mae Pool 3,00 25/10/2026 39.062.812 8,41%
167.445 Fannie Mae Pool 4,00 01/06/2013 177.135 0,04%
54.363 Fannie Mae Pool 4,00 01/08/2013 57.464 0,01%
65.289 Fannie Mae Pool 4,00 01/10/2013 67.710 0,01%
351.598 Fannie Mae Pool 4,00 01/11/2013 365.791 0,08%
813.874 Fannie Mae Pool 4,00 01/12/2013 862.084 0,19%
138.895 Fannie Mae Pool 4,00 01/01/2014 146.951 0,03%
325.946 Fannie Mae Pool 4,00 01/03/2014 344.852 0,07%
971.084 Fannie Mae Pool 4,00 01/05/2014 1.027.411 0,23%
10.880 Fannie Mae Pool 4,00 01/11/2014 11.512 0,00%
238.256 Fannie Mae Pool 4,00 01/04/2015 252.114 0,05%
15.223 Fannie Mae Pool 4,00 01/05/2021 16.103 0,00%
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