Informe semestral (pdf) - Cajastur
Informe semestral (pdf) - Cajastur
Informe semestral (pdf) - Cajastur
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European High Yield Fund - continuación<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 />
Empresas de servicios públicos<br />
Enel Finance 6,00% 07/10/2039 Reg S LU USD 44.708 30.591 0,00<br />
EDF 6,95% 26/01/2039 144A FR USD 22.354 18.042 0,00<br />
Dominion Resources 6,30% VRN (Perpetuo) US USD 17.883 10.442 0,00<br />
59.075 0,00<br />
Materiales<br />
Ineos Group 7,875% 15/02/2016 Reg S GB EUR 18.848.604 10.134.894 0,83<br />
Hanson Australia Funding 5,25% 15/03/2013 AU USD 15.701.366 9.994.249 0,82<br />
Hanson 6,125% 15/08/2016 GB USD 8.606.896 5.290.303 0,43<br />
Lecta 4,873% FRN 15/02/2014 Reg S LU EUR 7.213.872 5.193.988 0,43<br />
Pregis 5,742% FRN 15/04/2013 Reg S US EUR 3.980.067 3.731.313 0,31<br />
Solutia 8,75% 01/11/2017 US USD 3.681.562 2.593.354 0,21<br />
Nova Chemicals 8,375% 01/11/2016 144A CA USD 3.746.238 2.575.324 0,21<br />
Impress Holdings 3,867% FRN 15/09/2013 Reg S NL EUR 2.636.795 2.468.040 0,20<br />
Goldcorp 2,00% 01/08/2014 144A CA USD 2.835.798 2.112.725 0,17<br />
Prime Dig 11,75% 03/11/2014 Reg S SG USD 2.985.050 2.026.712 0,17<br />
Rhodia 3,492% FRN 15/10/2013 Reg S FR EUR 1.990.034 1.781.080 0,15<br />
Stichting Participatie 17,00% (Perpetuo) Reg S NL EUR 1.900.623 1.729.567 0,14<br />
Yioula Glassworks 9,00% 01/12/2015 Reg S GR EUR 1.990.034 1.154.220 0,09<br />
Zlomrex International Finance 8,50% 01/02/2014 Reg S FR EUR 2.985.050 1.044.768 0,09<br />
ArcelorMittal 9,00% 15/02/2015 LU USD 22.354 17.287 0,00<br />
Nova Chemicals 8,625% 01/11/2019 144A CA USD 17.883 12.354 0,00<br />
51.860.178 4,26<br />
Empresas industriales<br />
IFCO Systems 10,00% 30/06/2016 Reg S NL EUR 4.975.084 5.323.340 0,44<br />
Navios Maritime 8,875% 01/11/2017 144A MH USD 3.582.061 2.474.622 0,20<br />
Mecachrome Int’l 9,00% 15/05/2014 Reg S (Impago) CA EUR 5.895.475 442.161 0,04<br />
LyondellBasell 8,375% 15/08/2015 144A (Impago) LU USD 1.300.487 189.839 0,02<br />
8.429.962 0,69<br />
Bienes de consumo discrecional<br />
Nielsen Finance 9,00% 01/08/2014 US EUR 14.625.752 14.242.558 1,17<br />
Nielsen Finance 0,00% step 01/08/2016 US USD 11.989.953 7.082.363 0,58<br />
Central European Media 3,50% 15/03/2013 144A BM USD 11.940.202 6.228.875 0,51<br />
Kabel Deutschland 10,625% 01/07/2014 DE USD 8.572.070 6.052.859 0,50<br />
NET Servicos de Comunica 7,50% 27/01/2020 144A BR USD 7.960.135 5.337.022 0,44<br />
Gallery Capital 10,125% 15/05/2013 (Impago) LU USD 9.353.158 3.048.183 0,25<br />
Virgin Media 6,50% 15/11/2016 144A US USD 2.985.050 2.117.920 0,17<br />
NET Servicos de Comunicacao 9,25% (Perpetuo) BR USD 2.985.050 2.019.117 0,17<br />
Gallery Capital 10,125% 15/05/2013 144A LU USD 995.017 324.275 0,03<br />
COX Communications 8,375% 01/03/2039 144A US USD 22.354 17.954 0,00<br />
46.471.126 3,82<br />
Bienes de consumo básico<br />
Tereos Europe 6,375% 15/04/2014 Reg S FR EUR 5.323.340 5.057.173 0,42<br />
Central European Distribution 3,00% 15/03/2013 US USD 7.462.626 4.204.821 0,35<br />
9.261.994 0,76<br />
Asistencia sanitaria<br />
Fresenius US Finance II 9,00% 15/07/2015 144A US USD 19.960.038 14.907.181 1,22<br />
HCA 7,875% 15/02/2020 144A US USD 5.970.101 4.154.770 0,34<br />
Elan Finance 8,75% 15/10/2016 144A IE USD 3.502.459 2.211.554 0,18<br />
Merck & Co 5,85% 30/06/2039 US USD 22.354 16.391 0,00<br />
21.289.896 1,75<br />
Servicios de telecomunicaciones<br />
Nordic Telephone Holdings 6,399% FRN 01/05/2016 DK EUR 22.711.259 22.593.470 1,86<br />
BCM Ireland Preferred 7,873% 15/02/2017 Reg S IE EUR 36.359.306 16.634.382 1,37<br />
Ono Finance II 8,00% 16/05/2014 Reg S IE EUR 13.233.724 8.635.005 0,71<br />
HTCC Holdco I 8,992% 15/04/2013 Reg S NL EUR 13.030.088 6.971.097 0,57<br />
Virgin Media Finance 9,50% 15/08/2016 GB USD 6.965.118 4.984.409 0,41<br />
Virgin Media Finance 9,50% 15/08/2016 GB EUR 2.736.296 2.914.156 0,24<br />
Global Crossing 12,00% 15/09/2015 144A BM USD 1.895.507 1.373.836 0,11<br />
True Move 10,375% 01/08/2014 Reg S TH USD 1.990.034 1.263.320 0,10<br />
Hellas Telecommunication II 6,742% 15/01/2015 Reg S LU EUR 13.681.481 1.026.111 0,08<br />
Hellas Telecomm. Finance 8,742% 15/07/2015 Reg S LU EUR 12.273.822 1.021.182 0,08<br />
Vodafone Group 0,66% FRN 27/02/2012 GB USD 67.061 45.026 0,00<br />
CenturyTel 7,60% 15/09/2039 US USD 8.942 5.911 0,00<br />
PTV (Pref.) US USD 20 2 0,00<br />
67.467.907 5,54<br />
Servicios financieros<br />
Boats Investments 11,00% 31/03/2017 EMTN NL EUR 37.290.700 24.719.850 2,03<br />
Signum Luxembourg VRN 18/06/2015 EMTN LU EUR 21.641.616 17.570.287 1,44<br />
Reynolds Group Escrow 7,75% 15/10/2016 144A US USD 19.900.337 13.511.448 1,11<br />
ISS Financing 11,00% 15/06/2014 Reg S GB EUR 6.965.118 7.590.585 0,62<br />
Reynolds Group Escrow 7,75% 15/10/2016 Reg S US EUR 6.965.118 6.965.118 0,57<br />
Signum Luxembourg 0,00% payup 15/01/2015 EMTN LU EUR 7.838.526 6.481.481 0,53<br />
Clondalkin Acquisition 2,773% FRN 15/12/2013 Reg S NL EUR 3.867.630 3.494.404 0,29<br />
Smurfit Kappa Funding 7,75% 01/04/2015 IE USD 2.985.050 1.884.847 0,15<br />
SPARF 2007-1 C 1,556% FRN 15/07/2013 FR EUR 1.492.525 1.210.737 0,10<br />
Código Cód. Acciones o Valor de %<br />
del país div nominal mercado en PN<br />
EUR<br />
Resona Bank 5,986% VRN (Perpetuo) EMTN JP GBP 1.194.020 1.182.268 0,10<br />
BLUGA 2006-1 A2 0,861% FRN 28/04/2099 NL EUR 447.076 420.908 0,03<br />
Northern Rock 5,60% VRN (Perpetuo) 144A GB USD 4.975.084 405.343 0,03<br />
IMMEO 2 A 0,933% FRN 15/12/2016 IE EUR 209.994 178.402 0,01<br />
PERMA 7 3B 0,908% FRN 10/06/2042 GB EUR 178.830 173.399 0,01<br />
Northern Rock 5,60% VRN (Perpetuo) Reg S GB USD 1.990.034 162.137 0,01<br />
Kaupthing Bank 6,125% 04/10/2016 144A (Impago) IS USD 1.012.927 154.740 0,01<br />
ARRMF 2006-1X BC 0,883% FRN 12/04/2056 GB EUR 193.279 135.280 0,01<br />
GMFM 2007-1X 2D2 1,259% FRN 20/11/2056 GB EUR 134.123 130.169 0,01<br />
PBRK 2007-1 B 1,024% FRN 30/01/2040 DE EUR 89.415 86.085 0,01<br />
Mapfre 5,921% VRN 24/07/2037 ES EUR 89.415 76.333 0,01<br />
ARRCL 2006-1X A2 0,936% FRN 20/06/2025 NL EUR 65.134 61.586 0,01<br />
GMFM 2006-1 C3 1,129% FRN 20/11/2056 GB EUR 67.061 58.785 0,00<br />
LAMBD 2005-1X C2 1,493% FRN 15/11/2029 NL EUR 89.415 54.618 0,00<br />
Banco Santander 3,875% 27/05/2014 ES EUR 44.708 46.194 0,00<br />
PROMS IM06-1 D 1,458% FRN 10/03/2017 DE EUR 89.415 36.996 0,00<br />
Barclays 5,20% 10/07/2014 GB USD 44.708 31.957 0,00<br />
Banco Do Brasil (Caimán) 8,50% VRN (Perpetuo) BR USD 44.708 30.895 0,00<br />
Rabobank Nederland 11,00% VRN (Perpetuo) 144A NL USD 33.531 28.230 0,00<br />
RIVOL 2006-1 B 1,173% FRN 03/08/2018 IE EUR 44.708 24.142 0,00<br />
Iberdrola Ireland 3,80% 11/09/2014 Reg S IE USD 33.531 22.909 0,00<br />
Iberdrola Ireland 5,00% 11/09/2019 Reg S IE USD 33.531 22.700 0,00<br />
VCL 11 A 1,529% FRN 21/08/2015 LU EUR 22.354 22.378 0,00<br />
US Bank 4,375% VRN 28/02/2017 EMTN US EUR 22.354 21.283 0,00<br />
PBRK 2007-1 C 1,224% FRN 30/01/2040 DE EUR 22.354 21.193 0,00<br />
MERM 2007-1 D 1,224% FRN 30/01/2040 IE EUR 22.354 20.941 0,00<br />
ESTON 2006-1 A2 0,787% FRN 19/04/2021 GB GBP 22.354 20.507 0,00<br />
AMSTC 2007-1 B 1,019% FRN 25/03/2017 NL EUR 41.005 20.353 0,00<br />
LORDS 1 A 0,778% FRN 15/10/2014 GB GBP 22.354 19.992 0,00<br />
BRUNT 2007-1 C 1,058% FRN 15/01/2017 GB GBP 44.708 19.898 0,00<br />
HMI 2007-1 3C2 1,162% FRN 15/07/2040 GB EUR 22.354 19.885 0,00<br />
ARKLE 2006-1X 5M1 1,143% FRN 17/02/2052 GB EUR 22.354 18.569 0,00<br />
ESTON 2006-1 B 0,957% FRN 19/04/2021 GB GBP 22.354 16.760 0,00<br />
Bank of America 7,625% 01/06/2019 US USD 20.118 15.609 0,00<br />
WEA Finance 5,75% 02/09/2015 144A US USD 22.354 15.245 0,00<br />
Commonwealth Bank of Australia 5,00% 15/10/2019 AU USD 22.354 15.154 0,00<br />
SMILE 2007-1 D 1,296% FRN 20/12/2053 NL EUR 33.877 14.699 0,00<br />
Liberty Mutual Group 5,75% 15/03/2014 144A US USD 22.354 14.304 0,00<br />
RMACS 2006-NS4X M1A 0,89% FRN 12/06/2044 GB GBP 89.415 9.035 0,00<br />
Bank of America 7,375% 15/05/2014 US USD 8.942 6.766 0,00<br />
ECL3 III-X B 1,366% FRN 20/12/2060 IE EUR 67.061 1.928 0,00<br />
87.267.332 7,17<br />
Gobierno<br />
US Treasury 2,00% 15/07/2014 US USD 201.184 164.898 0,01<br />
US Treasury 2,375% 31/08/2014 US USD 44.708 30.492 0,00<br />
US Treasury 4,25% 15/05/2039 US USD 6.706 4.546 0,00<br />
199.936 0,02<br />
Fondo de capital variable<br />
Fidelity Institutional Cash Fund - The Euro Fund IE EUR 4.332 60.102.590 4,94<br />
60.102.590 4,94<br />
Instrumentos del mercado monetario<br />
MPU Offshore Lift CD 16,10% 23/07/2008 (Impago)* NO NOK 68.108.220 81 0,00<br />
81 0,00<br />
Valores no admitidos a cotización<br />
Energía<br />
Master Marine 12,766% FRN 20/06/2011* NO EUR 2.487.542 1.492.525 0,12<br />
PetroProd 0,00% 12/01/2012 (Impago)* KY USD 7.860.633 640.443 0,05<br />
Viking Drilling 0,00% 05/10/2011 (Impago)* NO USD 995.017 67.557 0,01<br />
MPF 0,00% 20/09/2011 (Impago)* BM USD 5.064.499 34.386 0,00<br />
Southeast Supply Header 4,85% 15/08/2014 144A US USD 44.708 30.934 0,00<br />
Petromena 0,00% (Perpetuo) (En liquidación) NO NOK 185.110 21.975 0,00<br />
MPF 10,00% 08/05/2013 (Impago)* BM USD 3.482.559 24 0,00<br />
MPU Offshore Lift 8,00% 12/03/2013 (Impago)* NO USD 2.487.542 17 0,00<br />
Viking Drilling 0,00% 20/12/2012 (Impago)* NO USD 589.697 4 0,00<br />
Viking Drilling Wts 20/12/2010* NO NOK 537.309 1 0,00<br />
2.287.866 0,19<br />
Empresas de servicios públicos<br />
AES Drax Energy 11,25% 30/08/2010* KY GBP 746.263 8 0,00<br />
TXU Europe Funding 7,00% 30/11/2005 (Impago)* GB EUR 746.263 7 0,00<br />
15 0,00<br />
Materiales<br />
Chesapeake 10,375% 15/11/2011 (Impago)* US GBP 324.375 18.102 0,00<br />
Teksid Aluminum Lux 12,375% 15/07/2011 (Impago)* LU EUR 3.998.973 40 0,00<br />
18.142 0,00<br />
255
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