Informe semestral (pdf) - Cajastur
Informe semestral (pdf) - Cajastur
Informe semestral (pdf) - Cajastur
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European High Yield Fund<br />
Lista de inversiones a 31 de octubre de 2009<br />
Código Cód. Acciones o Valor de %<br />
del país div nominal mercado en PN<br />
EUR<br />
Valores admitidos o negociados en un mercado de valores oficial<br />
Energía<br />
TNK-BP Finance 7,50% 18/07/2016 Reg S LU USD 7.596.953 5.171.406 0,42<br />
Petroplus Finance 9,375% 15/09/2019 144A BM USD 4.975.084 3.310.305 0,27<br />
Raspadskaya Secs (Raspadskaya) 7,50% 22/05/2012 RU USD 4.223.778 2.847.111 0,23<br />
Adaro Indonesia 7,625% 22/10/2019 Reg S ID USD 3.980.067 2.659.323 0,22<br />
DDI Holding 5,428% FRN 15/03/2012 NO USD 3.482.559 2.049.236 0,17<br />
Gaz Capital 6,51% 07/03/2022 Reg S LU USD 2.985.050 1.833.976 0,15<br />
Sevan Drilling 7,41% FRN 07/12/2012 NO NOK 15.920.269 1.606.481 0,13<br />
DNO International 5,52% FRN 12/10/2012 NO NOK 19.900.337 1.476.545 0,12<br />
Skeie Drilling & Production NO NOK 12.586.405 851.692 0,07<br />
DDI Holding 9,30% 26/04/2012 NO USD 1.074.734 665.848 0,05<br />
Gaz Capital 6,212% 22/11/2016 Reg S LU USD 111.769 72.517 0,01<br />
Gaz Capital 6,605% 13/02/2018 LU EUR 67.061 68.006 0,01<br />
Indo Integrated Energy 8,50% 01/06/2012 NL USD 78.238 52.945 0,00<br />
Petromena 9,75% 24/05/2012 NO NOK 400.867 44.972 0,00<br />
Pemex Project FMT 5,50% 24/02/2025 Reg S US EUR 22.354 19.161 0,00<br />
Petrobras International 7,875% 15/03/2019 KY USD 22.354 17.340 0,00<br />
22.746.864 1,87<br />
Empresas de servicios públicos<br />
Intergen 8,50% 30/06/2017 Reg S NL EUR 1.990.034 2.022.372 0,17<br />
Korea Hydro & Nuclear 6,25% 17/06/2014 Reg S KR USD 44.708 32.385 0,00<br />
Abu Dhabi Energy 4,75% 15/09/2014 Reg S AE USD 44.708 30.291 0,00<br />
ENW Finance 6,125% 21/07/2021 EMTN GB GBP 22.354 25.622 0,00<br />
2.110.670 0,17<br />
Materiales<br />
Evraz Group 8,25% 10/11/2015 Reg S LU USD 23.945.012 15.708.097 1,29<br />
Steel Capital (Oao Severstal) 9,75% 29/07/2013 Reg S LU USD 15.771.017 10.708.894 0,88<br />
Evraz Group 8,875% 24/04/2013 Reg S LU USD 16.207.829 10.663.263 0,88<br />
Rexam 6,75% VRN 29/06/2067 GB EUR 10.397.926 9.125.220 0,75<br />
Ardagh Glass Group 10,75% 01/03/2015 IE EUR 9.913.193 8.029.687 0,66<br />
HeidelbergCement 8,50% 31/10/2019 DE EUR 7.960.135 7.980.831 0,66<br />
HeidelbergCement 8,00% 31/01/2017 DE EUR 6.965.118 6.827.208 0,56<br />
Ardagh Glass Finance 9,25% 01/07/2016 Reg S IE EUR 5.223.838 5.584.283 0,46<br />
Cognis 9,50% 15/05/2014 Reg S DE EUR 4.676.579 4.653.196 0,38<br />
HeidelbergCement 7,625% 25/01/2012 EMTN NL EUR 4.527.327 4.595.689 0,38<br />
Consol Glass 7,625% 15/04/2014 Reg S ZA EUR 3.482.559 3.214.054 0,26<br />
Ineos Vinyls Finance 9,125% 01/12/2011 Reg S GB EUR 3.781.064 2.840.713 0,23<br />
Anglogold Holdings 3,50% 22/05/2014 Reg S GB USD 2.985.050 2.237.496 0,18<br />
Stora Enso 7,375% 15/05/2011 FI USD 1.990.034 1.354.523 0,11<br />
FMG Finance 9,75% 01/09/2013 Reg S AU EUR 995.017 995.017 0,08<br />
Lafarge 8,75% 30/05/2017 EMTN FR GBP 22.354 28.498 0,00<br />
Sovereign Housing Capital 5,705% 10/09/2039 GB GBP 22.354 24.750 0,00<br />
Rio Tinto 9,00% 01/05/2019 AU USD 22.354 18.738 0,00<br />
Dow Chemical 8,55% 15/05/2019 US USD 22.354 17.162 0,00<br />
94.607.319 7,77<br />
Empresas industriales<br />
Wendel 4,375% 09/08/2017 FR EUR 19.452.579 14.735.329 1,21<br />
Concordia Bus 9,125% 01/08/2012 SE EUR 9.740.220 9.350.611 0,77<br />
Aspire Defence Finance 4,674% 31/03/2040 GB GBP 4.975.084 4.462.715 0,37<br />
Blt Finance 10,41% 17/05/2012 NL USD 4.975.084 3.377.862 0,28<br />
LyondellBasell 8,375% 15/08/2015 Reg S (Impago) LU EUR 8.159.138 1.713.419 0,14<br />
Arpeni Pratama Ocean Line 8,75% 03/05/2013 Reg S NL USD 3.380.072 1.629.393 0,13<br />
ISS Global 4,50% 08/12/2014 EMTN DK EUR 1.492.525 1.274.318 0,10<br />
Cie de St Gobain 0,991% FRN 11/04/2012 EMTN FR EUR 67.061 65.646 0,01<br />
Siemens 6,125% VRN (Perpetuo) NL GBP 55.885 59.025 0,00<br />
Noble Group 6,75% 29/01/2020 Reg S BM USD 44.708 29.823 0,00<br />
Glencore Finance Europe 7,125% 23/04/2015 EMTN LU EUR 22.354 23.489 0,00<br />
BAA Funding 4,60% VRN 15/02/2020 Reg S GB EUR 22.354 19.597 0,00<br />
36.741.227 3,02<br />
Tecnología de la información<br />
NXP Funding 3,492% FRN 15/10/2013 NL EUR 14.820.776 10.967.374 0,90<br />
Sensata Technologies 9,00% 01/05/2016 NL EUR 2.985.050 2.626.844 0,22<br />
13.594.218 1,12<br />
Bienes de consumo discrecional<br />
Fiat Finance & Trade 9,00% 30/07/2012 LU EUR 9.950.168 10.711.356 0,88<br />
GKN Holdings 6,75% 28/10/2019 GB GBP 9.452.660 9.740.174 0,80<br />
UPC Holding 8,00% 01/11/2016 Reg S NL EUR 9.502.411 9.122.314 0,75<br />
Unitymedia Hessen 3,778% FRN 15/04/2013 Reg S DE EUR 8.855.650 8.496.996 0,70<br />
Enterprise Inns 6,375% 26/09/2031 GB GBP 8.955.151 7.131.548 0,59<br />
TUI 2,338% FRN 10/12/2010 Reg S DE EUR 7.462.626 6.988.003 0,57<br />
TUI 5,125% 10/12/2012 Reg S DE EUR 7.960.135 6.425.421 0,53<br />
ITV 6,00% 03/10/2011 EMTN GB EUR 6.169.104 6.058.677 0,50<br />
ITV 5,375% 19/10/2015 EMTN GB GBP 6.169.104 5.816.229 0,48<br />
Fiat Finance & Trade 6,625% 15/02/2013 LU EUR 5.671.596 5.761.207 0,47<br />
Daily Mail & General Trust 6,375% 21/06/2027 GB GBP 6.467.609 5.554.811 0,46<br />
Cirsa Finance 8,75% 15/05/2014 Reg S LU EUR 5.472.593 5.276.674 0,43<br />
253<br />
Código Cód. Acciones o Valor de %<br />
del país div nominal mercado en PN<br />
EUR<br />
Lottomatica 8,25% VRN (Perpetuo) Reg S IT EUR 5.099.461 4.859.277 0,40<br />
Hella KG Hueck & Co 7,25% 20/10/2014 DE EUR 4.986.261 4.820.219 0,40<br />
UPC Holding 7,75% 15/01/2014 Reg S NL EUR 4.771.106 4.765.380 0,39<br />
Unitymedia 10,125% 15/02/2015 Reg S DE EUR 4.477.576 4.690.261 0,39<br />
Enterprise Inns 6,50% 06/12/2018 GB GBP 4.981.790 4.606.493 0,38<br />
ITV 4,00% 09/11/2016 GB GBP 3.980.067 4.241.502 0,35<br />
Fiat Finance & Trade 7,625% 15/09/2014 EMTN LU EUR 3.980.067 4.158.374 0,34<br />
Independent News & Media 5,75% 23/12/2009 GB EUR 5.472.593 4.049.718 0,33<br />
Daily Mail & Genl Trust 5,75% 07/12/2018 GB GBP 3.631.811 3.453.661 0,28<br />
Matahari International 10,75% 07/08/2012 NL USD 2.985.050 2.097.652 0,17<br />
TUI Travel 6,00% 05/10/2014 GB GBP 1.990.034 2.090.544 0,17<br />
Kabel Deutschland 10,75% 01/07/2014 DE EUR 1.174.120 1.237.288 0,10<br />
Liberty Global (A) US USD 88.340 1.234.361 0,10<br />
UPC Holding 8,625% 15/01/2014 Reg S NL EUR 995.017 1.014.917 0,08<br />
Truvo Subsidiary 8,50% 01/12/2014 Reg S US EUR 3.383.057 517.269 0,04<br />
Thomson 5,75% (Perpetuo) FR EUR 3.781.064 504.772 0,04<br />
Thomas Cook Group GB GBP 83.463 190.690 0,02<br />
Franz Haniel & Cie 6,75% 23/10/2014 EMTN DE EUR 22.354 22.580 0,00<br />
Waterford Wedgwood 9,875% 01/12/2010 (Impago) IE EUR 2.308.439 17.775 0,00<br />
Time Warner Cable 6,75% 15/06/2039 US USD 22.354 16.104 0,00<br />
135.672.247 11,14<br />
Bienes de consumo básico<br />
Pernod-Ricard 7,00% 15/01/2015 EMTN FR EUR 7.960.135 8.438.539 0,69<br />
Allied Domecq 6,625% 12/06/2014 EMTN GB GBP 6.609.897 7.527.304 0,62<br />
Suedzucker Finance 5,25% VRN (Perpetuo) NL EUR 6.965.118 6.030.399 0,50<br />
Foodcorp 8,875% 15/06/2012 Reg S ZA EUR 5.738.262 5.523.077 0,45<br />
Campofrio Food 8,25% 31/10/2016 Reg S ES EUR 5.174.088 5.196.750 0,43<br />
Ciliandra Perkasa 10,75% 08/12/2011 Reg S SG USD 3.263.655 2.285.678 0,19<br />
Central European Distribution 8,00% 25/07/2012 Reg S US EUR 1.337.303 1.350.676 0,11<br />
36.352.423 2,99<br />
Asistencia sanitaria<br />
Eurofins Scientific 8,081% VRN (Perpetuo) FR EUR 5.671.596 4.537.277 0,37<br />
Pfizer 5,75% 03/06/2021 US EUR 22.354 25.100 0,00<br />
Bayer Capital 4,625% 26/09/2014 EMTN NL EUR 11.177 11.785 0,00<br />
4.574.162 0,38<br />
Servicios de telecomunicaciones<br />
Wind Acquisition 11,75% 15/07/2017 Reg S LU EUR 24.875.421 27.850.521 2,29<br />
Virgin Media Finance 9,75% 15/04/2014 GB GBP 12.864.573 14.915.719 1,23<br />
Wind Acquisition Finance 9,75% 01/12/2015 Reg S LU EUR 11.442.694 12.310.050 1,01<br />
VIP Finance(Vimpel) 9,125% 30/04/2018 Reg S IE USD 17.213.791 12.083.606 0,99<br />
VIP Finance(Vimpel) 8,375% 30/04/2013 Reg S IE USD 8.368.092 5.777.014 0,47<br />
Magyar Telecom 3,899% FRN 01/02/2013 Reg S NL EUR 5.213.888 4.118.972 0,34<br />
Global Crossing UK 11,75% 15/12/2014 GB GBP 1.990.034 2.198.936 0,18<br />
Cable & Wireless 8,625% 25/03/2019 NL GBP 1.691.529 1.921.014 0,16<br />
True Move 10,75% 16/12/2013 Reg S TH USD 940.223 612.835 0,05<br />
KPN 7,50% 04/02/2019 GMTN NL EUR 22.354 26.935 0,00<br />
Deutsche Telekom 6,50% 08/04/2022 EMTN NL GBP 22.354 26.609 0,00<br />
AT&T 5,875% 28/04/2017 US GBP 22.354 26.479 0,00<br />
Sprint Capital 8,75% 15/03/2032 US USD 44.708 26.014 0,00<br />
KPN 5,75% 17/09/2029 GMTN NL GBP 22.354 24.575 0,00<br />
81.919.279 6,73<br />
Servicios financieros<br />
ING Group 5,14% VRN (Perpetuo) NL GBP 29.552.000 21.179.047 1,74<br />
Fce Bank 7,875% 15/02/2011 EMTN GB GBP 16.915.286 18.534.250 1,52<br />
Kazkommerts 7,625% 13/02/2012 EMTN NL GBP 11.691.448 11.204.076 0,92<br />
Fortis Hybrid Financing 5,125% VRN (Perpetuo) LU EUR 15.920.269 10.852.290 0,89<br />
Psb Finance(Promsvyazbk) 10,75% 15/07/2013 EMTN RU USD 14.626.747 10.141.450 0,83<br />
RBS 7,50% 29/04/2024 EMTN GB GBP 6.867.606 8.646.202 0,71<br />
Fiat Finance North America 5,625% 12/06/2017 EMTN US EUR 8.955.151 8.325.604 0,68<br />
Lloyds TSB 4,385% VRN (Perpetuo) GB EUR 12.439.700 7.595.681 0,62<br />
National Westminster 2,904% FRN (Perpetuo) EMTN GB EUR 10.497.428 7.514.059 0,62<br />
Lloyds TSB 7,50% 15/04/2024 EMTN GB GBP 5.825.824 7.360.074 0,60<br />
Lighthouse International 8,00% 30/04/2014 Reg S LU EUR 11.343.192 7.274.389 0,60<br />
Or-ICB (I & C Bank) 6,20% VRN 29/09/2015 EMTN LU USD 11.183.853 7.175.708 0,59<br />
RBS 6,375% 29/04/2014 EMTN GB GBP 5.672.591 6.715.701 0,55<br />
Lloyds TSB 13,00% VRN (Perpetuo) EMTN GB GBP 5.074.586 6.046.240 0,50<br />
Rl Finance Bonds 6,125% VRN (Perpetuo) EMTN GB GBP 8.702.417 6.030.755 0,50<br />
Transregional (Transcap) 10,514% VRN 18/07/2017 IE USD 9.557.137 5.831.875 0,48<br />
3i Group 1,003% FRN 08/06/2012 EMTN GB EUR 6.417.859 5.647.716 0,46<br />
Alfa MTN Invest 9,25% 24/06/2013 Reg S CY USD 7.960.135 5.469.975 0,45<br />
Credit Suisse (Ukrsotsbank) 8,00% 22/02/2010 GB USD 8.009.885 5.332.854 0,44<br />
Russian Standard Finance 7,50% 07/10/2010 Reg S LU USD 7.905.341 5.118.867 0,42<br />
Lloyds TSB 6,35% VRN (Perpetuo) GB EUR 6.822.830 4.845.574 0,40<br />
FCE Bank 7,125% 16/01/2012 EMTN GB EUR 4.975.084 4.747.723 0,39<br />
UBS (Vimpel Communications) 8,25% 23/05/2016 LU USD 6.965.118 4.722.386 0,39<br />
Bank Of Ireland FRN 05/07/2018 IE USD 10.487.477 4.414.731 0,36<br />
Northern Rock 5,75% VRN 28/02/2017 EMTN GB GBP 11.044.687 4.358.957 0,36<br />
FCE Bank 7,125% 15/01/2013 EMTN GB EUR 4.577.077 4.290.095 0,35<br />
Ardagh Glass Finance 8,875% 01/07/2013 Reg S NL EUR 4.179.071 4.257.637 0,35<br />
*Valor con precio determinado por los Administradores. **Valor en depósito total o parcial a fecha del final del ejercicio tal y como se describe en las notas adjuntas a los estados financieros.<br />
La lista de notas completa figura en la página 603. Las Notas adjuntas a los Estados Financieros que se acompañan forman parte integrante de los presentes Estados Financieros. El porcentaje del patrimonio neto en la lista de<br />
inversiones y en la distribución geográfica se verá afectado por el redondeo.
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