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 (continuación)
% Tasa de Fecha de
% de
Nominal Descripción del valor
cupón vencimiento Valor en USD Patrimonio
Valores respaldados por activos- 63,16% (2010 - 32,89%)(continuación)
2.700.000 Fosse Master Issuer PLC 2,38 18/10/2054 3.511.903 0,76%
3.200.000 Fosse Master Issuer PLC 2,26 18/10/2054 4.954.974 1,08%
3.000.000 Freddie Mac Gold Pool 4,50 15/01/2041 3.176.719 0,69%
2.880 Freddie Mac Gold Pool 6,00 01/06/2017 3.104 0,00%
33.093 Freddie Mac Gold Pool 6,00 01/03/2026 36.514 0,01%
936.764 Freddie Mac Gold Pool 6,00 01/12/2027 1.032.409 0,22%
298.196 Freddie Mac Gold Pool 6,00 01/02/2028 328.643 0,07%
392.489 Freddie Mac Gold Pool 6,00 01/03/2028 432.562 0,09%
1.000.000 Freddie Mac Gold Pool 5,50 15/01/2034 1.083.906 0,23%
143.954 Freddie Mac Gold Pool 5,50 01/06/2035 156.671 0,03%
159.134 Freddie Mac Gold Pool 5,50 01/07/2038 173.191 0,04%
1.000.000 Freddie Mac Gold Pool 4,50 01/07/2039 1.062.531 0,23%
727.504 Freddie Mac Gold Pool 4,50 01/04/2040 772.996 0,17%
272.396 Freddie Mac Gold Pool 4,50 01/10/2041 289.430 0,06%
485.235 Freddie Mac Non Gold Pool 3,11 01/06/2035 511.282 0,11%
266.714 Freddie Mac Reference REMIC 6,00 15/04/2036 322.547 0,07%
15.540 Freddie Mac REMICS 0,80 15/12/2031 15.616 0,00%
1.196.862 Freddie Mac REMICS 5,50 15/12/2032 1.321.090 0,28%
1.300.000 Freddie Mac REMICS 5,00 15/09/2034 1.482.464 0,33%
400.000 Freddie Mac REMICS 5,50 15/03/2035 466.946 0,10%
25.300 Globaldrive BV 4,00 20/10/2016 32.975 0,01%
1.233.038 Globaldrive BV 2,41 20/04/2018 1.614.149 0,35%
53.574 GMAC Mortgage Corp Loan Trust 4,53 25/06/2034 48.857 0,01%
280.123 Gosforth Funding PLC 2,28 24/04/2047 432.475 0,09%
910.399 Gosforth Funding PLC 2,88 24/04/2047 1.183.485 0,25%
18.569 Government National Mortgage Association 0,75 16/03/2032 18.663 0,00%
2.619.142 Granite Master Issuer PLC 0,35 20/12/2054 2.504.238 0,54%
1.151 GSR Mortgage Loan Trust 6,00 25/03/2032 1.166 0,00%
81.738 GSR Mortgage Loan Trust 2,86 25/09/2035 74.833 0,02%
411.063 GSR Mortgage Loan Trust 2,82 25/09/2035 360.514 0,08%
544.139 GSR Mortgage Loan Trust 3,31 25/04/2036 390.961 0,08%
184.911 Harborview Mortgage Loan Trust 3,07 19/07/2035 120.790 0,03%
53.853 Impac CMB Trust 1,35 25/07/2033 49.171 0,01%
JP Morgan Chase Commercial Mortgage
2.100.000 Securities Corp 5,44 12/06/2047 2.264.958 0,49%
JP Morgan Chase Commercial Mortgage
1.500.000 Securities Corp 5,42 15/01/2049 1.631.766 0,35%
20.072 JP Morgan Mortgage Trust 5,04 25/02/2035 19.621 0,00%
73.206 JP Morgan Mortgage Trust 5,75 25/01/2036 67.746 0,01%
1.100.792 Louisiana Public Facilities Authority 0,92 26/04/2021 1.092.695 0,23%
Merrill Lynch/Countrywide Commercial
1.500.000 Mortgage Trust 5,38 12/08/2048 1.561.572 0,34%
Merrill Lynch/Countrywide Commercial
1.700.000 Mortgage Trust 5,96 12/08/2049 1.857.609 0,40%
Merrill Lynch/Countrywide Commercial
2.100.000 Mortgage Trust 5,49 12/03/2051 2.222.938 0,48%
Metropolitan Government of Nashville &
2.600.000 Davidson County TN 6,57 01/07/2037 3.339.479 0,72%
700.000 Morgan Stanley Capital I 5,33 15/12/2043 788.558 0,17%
400.000 Morgan Stanley Capital I 5,73 12/07/2044 445.364 0,10%
520.199 Morgan Stanley Mortgage Loan Trust 5,50 25/08/2035 514.406 0,11%
4.000.000 New Jersey Economic Development Authority 0,00 15/02/2017 3.322.360 0,72%
700.000 New York State Dormitory Authority 5,05 15/09/2027 766.494 0,16%
439.552 Nomura Asset Acceptance Corp 7,50 25/03/2034 470.778 0,10%
324.108 Nomura Asset Acceptance Corp 4,98 25/05/2035 272.314 0,06%
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