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 Investment Grade Corporate Bond Fund
% Tasa de
Nominal Descripción del valor
cupón
Fecha de
vencimiento Valor en USD
% de
Patrimonio
Valores respaldados por activos- 9,16% (2010 - 4,33%)
1.000.000 Bank of America Auto Trust 3,52 15/06/2016 1.019.171 0,63%
275.000 Bear Stearns Commercial Mortgage Securities 5,44 11/03/2039 306.865 0,19%
660.000 Bear Stearns Commercial Mortgage Securities 5,41 11/12/2040 731.163 0,46%
300.000 Bear Stearns Commercial Mortgage Securities 4,83 11/11/2041 322.953 0,20%
180.043 GE Capital Commercial Mortgage Corp 5,35 11/08/2036 182.773 0,11%
695.000 GE Equipment Transportation LLC 0,77 21/10/2013 694.498 0,44%
755.000 GMAC Commercial Mortgage Securities Inc 5,64 10/05/2040 800.017 0,50%
500.000 GS Mortgage Securities Corp II 0,53 06/03/2020 497.335 0,31%
410.000 Harley-Davidson Motorcycle Trust 2,40 15/07/2014 413.206 0,26%
JP Morgan Chase Commercial Mortgage
250.000 Securities Corp 5,48 12/12/2044 273.439 0,17%
Los Angeles County Metropolitan Transportation
715.000 Authority 5,74 01/06/2039 846.810 0,53%
86.218 Merrill Lynch Mortgage Investors Inc 0,49 25/12/2036 54.108 0,03%
342.840 Merrill Lynch Mortgage Investors Inc 0,40 25/03/2037 175.982 0,11%
976.606 Morgan Stanley ABS Capital I 0,43 25/08/2036 486.393 0,31%
350.000 Morgan Stanley Capital I 4,78 13/12/2041 376.568 0,23%
785.000 Morgan Stanley Capital I 4,99 13/08/2042 859.555 0,55%
640.175 Morgan Stanley Capital I 5,20 14/11/2042 708.400 0,44%
800.000 Navistar Financial Dealer Note Master Trust 1,70 26/10/2015 804.883 0,50%
272.695 NCUA Guaranteed Notes 0,70 06/02/2020 272.803 0,17%
317.805 NCUA Guaranteed Notes 0,72 07/10/2020 318.318 0,20%
592.644 NCUA Guaranteed Notes 2,65 29/10/2020 620.423 0,38%
145.000 NCUA Guaranteed Notes 2,90 29/10/2020 153.360 0,10%
395.000 New Jersey State Turnpike Authority 7,10 01/01/2041 554.609 0,35%
785.000 North Texas Tollway Authority 6,72 01/01/2049 972.225 0,61%
255.000 Ohio State University/The 4,80 01/06/2111 263.557 0,16%
153.085 Securitized Asset Backed Receivables LLC 0,42 25/05/2037 69.350 0,04%
90.000 State of Illinois 5,88 01/03/2019 98.685 0,06%
1.255.000 University of California 6,55 15/05/2048 1.502.656 0,93%
141.219 Wells Fargo Mortgage Backed Securities Trust 2,73 25/02/2035 124.815 0,08%
213.125 Wells Fargo Mortgage Backed Securities Trust 2,72 25/03/2035 180.563 0,11%
14.685.483 9,16%
Bonos corporativos- 87,28% (2010 - 88,88%)
831.000 ABN Amro Bank NV 6,25 27/04/2022 780.713 0,49%
500.000 Aegon NV 4,63 01/12/2015 519.413 0,32%
300.000 AES Corp/The 7,75 01/03/2014 332.885 0,21%
185.000 Alcoa Inc 6,15 15/08/2020 198.178 0,12%
135.000 Altria Group Inc 9,70 10/11/2018 183.847 0,11%
1.195.000 Altria Group Inc 9,25 06/08/2019 1.648.687 1,02%
155.000 Altria Group Inc 4,75 05/05/2021 171.303 0,11%
110.000 American Express Co 6,15 28/08/2017 128.145 0,08%
890.000 American Express Co 7,00 19/03/2018 1.099.083 0,69%
300.000 American Express Co 8,13 20/05/2019 391.652 0,24%
350.000 American International Group Inc 5,00 26/06/2017 417.430 0,26%
525.000 American International Group Inc 6,40 15/12/2020 532.351 0,33%
250.000 American International Group Inc 5,00 26/04/2023 325.519 0,20%
425.000 Amgen Inc 4,95 01/10/2041 423.258 0,27%
125.000 Amgen Inc 5,65 15/06/2042 135.145 0,08%
525.000 Anadarko Petroleum Corp 5,95 15/09/2016 601.694 0,38%
275.000 Anadarko Petroleum Corp 6,95 15/06/2019 324.975 0,20%
1.360.000 Anheuser-Busch InBev Worldwide Inc 7,75 15/01/2019 1.820.280 1,13%
500.000 AON Financial Services Luxembourg SA 6,25 01/07/2014 716.425 0,45%
475.000 AT&T Inc 5,50 01/02/2018 563.285 0,35%
1.085.000 AT&T Inc 5,80 15/02/2019 1.305.118 0,81%
149