Prospetto di composizione del portafoglio titoli e altre
Prospetto di composizione del portafoglio titoli e altre
Prospetto di composizione del portafoglio titoli e altre
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AXA World Funds - US Libor Plus<br />
<strong>Prospetto</strong> <strong>di</strong> <strong>composizione</strong> <strong>del</strong> <strong>portafoglio</strong> <strong>titoli</strong> e <strong>altre</strong> attività nette<br />
al 31 <strong>di</strong>cembre 2011 (in USD)<br />
Descrizione Quantità/<br />
Valore<br />
nominale<br />
ALTRI VALORI MOBILIARI (*)<br />
Valore <strong>di</strong><br />
mercato<br />
% <strong>del</strong><br />
patrimonio<br />
netto<br />
Mortgage e Asset Backed Securities in USD<br />
Acacia Cdo 11 Ltd 1.79625%<br />
15/03/2047<br />
American Home Mtg Invt Tr<br />
1,089,403 65,146 0.35<br />
1.3436% 25/02/2045<br />
Ameriquest Mtg Secs Inc<br />
92,281 6,017 0.03<br />
0.9736% 25/11/2033<br />
Ameriquest Mtg Secs Inc<br />
839,036 295,592 1.59<br />
1.3436% 25/04/2034<br />
Ameriquest Mtg Secs Inc<br />
395,427 25,782 0.14<br />
1.4436% 25/05/2034<br />
Ameriquest Mtg Secs Inc<br />
134,281 17,040 0.09<br />
1.4936% 25/11/2034<br />
Ameriquest Mtg Secs Inc<br />
2,384,257 155,454 0.84<br />
1.9936% 25/04/2034<br />
Ameriquest Mtg Secs Inc<br />
262,776 17,133 0.09<br />
2.1336% 25/05/2034<br />
Ameriquest Mtg Secs Inc<br />
962,200 62,735 0.34<br />
2.7686% 25/01/2034<br />
Argent Secs Inc 1.7436%<br />
387,018 49,113 0.26<br />
25/02/2034<br />
Argent Secs Inc 2.2436%<br />
351,103 22,892 0.12<br />
25/04/2034<br />
Argent Secs Inc 4.0436%<br />
231,901 15,120 0.08<br />
25/10/2033<br />
Asset Backed Fdg Corp<br />
100,238 6,536 0.04<br />
1.7936% 25/07/2033<br />
Asset Backed Fdg Corp<br />
161,953 20,552 0.11<br />
2.0186% 25/07/2034<br />
Asset Backed Fdg Corp<br />
206,110 26,155 0.14<br />
2.6936% 25/05/2033<br />
Asset Backed Fdg Corp<br />
140,228 17,795 0.10<br />
3.0686% 25/08/2033<br />
Asset Backed Fdg Corp<br />
89,556 5,839 0.03<br />
4.4936% 25/07/2033<br />
Asset Backed Secs Corp Hm<br />
49,344 3,217 0.02<br />
Eqty 1.7936% 25/03/2035<br />
Ayresome Cdo I Ltd 1%<br />
808,319 52,702 0.28<br />
08/12/2045<br />
Bank of America Fdg Corp<br />
2,250,000 146,700 0.79<br />
1.38485% 20/12/2034<br />
Bank of America Fdg Corp<br />
1,073,467 69,990 0.38<br />
2.694916% 25/05/2035<br />
Bank of America Inc<br />
1,831,363 56,223 0.30<br />
2.819542% 25/08/2033<br />
Bank of America Inc<br />
375,678 19,911 0.11<br />
2.891278% 25/03/2033<br />
Bayview Coml Asset Tr<br />
159,552 7,228 0.04<br />
1.0936% 25/07/2037<br />
Bayview Coml Asset Tr<br />
1,082,649 129,918 0.70<br />
1.2436% 25/07/2037<br />
Bayview Finl Asset Tr 6.072%<br />
1,202,944 104,055 0.56<br />
25/02/2033 409,824 52,007 0.28<br />
Descrizione Quantità/<br />
Valore<br />
nominale<br />
Valore <strong>di</strong><br />
mercato<br />
La nota integrativa costituisce parte integrante <strong>del</strong> presente bilancio.<br />
(*) Questa categoria comprende i <strong>titoli</strong> che non sono ammessi alla quotazione in una borsa valori ufficiale né scambiati su un altro mercato<br />
regolamentato.<br />
% <strong>del</strong><br />
patrimonio<br />
netto<br />
Mortgage e Asset Backed Securities in USD (segue)<br />
Bayview Finl Revolving Asset<br />
4.6936% 28/05/2039<br />
Bayview Finl Revolving Asset<br />
2,410,764 157,182 0.85<br />
6.2936% 28/02/2040<br />
Bayview Finl Revolving Asset<br />
2,231,066 145,466 0.78<br />
7.2936% 28/12/2040<br />
Bayview Finl Revolvng Asset Tr<br />
2,431,379 158,526 0.85<br />
4.0936% 28/05/2039<br />
Bayview Finl Secs Co Llc<br />
6,861,405 447,364 2.41<br />
1.3436% 28/08/2044<br />
Bayview Finl Secs Co Llc<br />
1,312,502 166,557 0.90<br />
1.5436% 28/08/2044<br />
Bear Stearns Alt A Tr 1.8686%<br />
656,251 83,278 0.45<br />
25/11/2034<br />
Bear Stearns Alt A Tr 2.0186%<br />
943,193 61,496 0.33<br />
25/04/2034<br />
Bear Stearns Arm Tr 3.09013%<br />
455,151 57,759 0.31<br />
25/01/2034<br />
Bear Stearns Asset Backed<br />
645,663 30,451 0.16<br />
Secs 2.8936% 25/01/2034<br />
Bear Stearns Asst Bck Secs I<br />
440,139 55,854 0.30<br />
1.4936% 25/11/2034<br />
Boams 2003 6 2A4 0.7436%<br />
228,963 29,055 0.16<br />
25/08/2018<br />
C Bass Cbo V Ltd 1.1236%<br />
304,430 270,243 1.45<br />
25/01/2035<br />
C Bass Cbo V Ltd 7.469%<br />
172,609 11,254 0.06<br />
22/09/2036<br />
C Bass Cbo XI Ltd 3.24625%<br />
4,058,665 1,217,599 6.56<br />
15/09/2039<br />
Cederwoods Cre Cdo II Ltd<br />
684,000 34,200 0.18<br />
0.8936% 25/02/2052<br />
Chase Fdg Loan Acquisition Tr<br />
3,256,918 122,134 0.66<br />
1.4936% 25/05/2034<br />
Chase Fun<strong>di</strong>ng Mortgage Loan<br />
461,389 58,550 0.31<br />
1.6136% 25/07/2033<br />
Chase Fun<strong>di</strong>ng Mortgage Loan<br />
627,622 40,921 0.22<br />
2.1386% 25/11/2032<br />
Citigroup Fun<strong>di</strong>ng Mortgage<br />
Loan Trust 1.8936%<br />
1,061,886 134,753 0.72<br />
25/12/2033<br />
Citigroup Fun<strong>di</strong>ng Mortgage<br />
Loan Trust 2.3186%<br />
1,500,000 528,450 2.84<br />
25/11/2034<br />
Citigroup Fun<strong>di</strong>ng Mortgage<br />
Loan Trust B1 1.933767%<br />
566,818 36,957 0.20<br />
25/08/2035<br />
Citigroup Fun<strong>di</strong>ng Mortgage<br />
Loan Trust B2 1.933767%<br />
895,672 257,464 1.38<br />
25/08/2035<br />
Conseco Fin Securitizations Co<br />
413,433 52,988 0.28<br />
3.0283% 15/04/2032<br />
Cré<strong>di</strong>t Suisse First Boston<br />
667,036 84,647 0.46<br />
Mortgage 0% 25/04/2033 582,621 40,376 0.22<br />
215
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