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 />
216<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 />
Mortgage e Asset Backed Securities in USD (segue)<br />
Valore <strong>di</strong><br />
mercato<br />
% <strong>del</strong><br />
patrimonio<br />
netto<br />
Cré<strong>di</strong>t Suisse First Boston<br />
Mortgage 2.54264%<br />
25/11/2032<br />
Cré<strong>di</strong>t Suisse First Boston<br />
Mortgage 2.58426%<br />
98,868 48,182 0.26<br />
01/01/2033<br />
Cré<strong>di</strong>t Suisse First Boston<br />
Mortgage 2.64225%<br />
164,863 58,081 0.31<br />
25/06/2033<br />
Cré<strong>di</strong>t Suisse First Boston<br />
453,326 31,415 0.17<br />
Mortgage 6.144% 25/04/2035<br />
Cwabs Inc 1.1436%<br />
1,157,618 75,477 0.41<br />
25/04/2036<br />
Cwabs Inc 1.3936%<br />
1,900,000 123,880 0.67<br />
25/06/2035<br />
Cwabs Inc 1.9936%<br />
1,920,000 125,184 0.67<br />
25/11/2033<br />
Cwabs Inc 2.0936%<br />
139,328 9,084 0.05<br />
25/01/2034<br />
Cwabs Inc 2.6936%<br />
395,726 25,801 0.14<br />
25/10/2033<br />
Cwabs Inc 2.7936%<br />
1,155,238 75,322 0.40<br />
25/10/2034<br />
Cwabs Inc 2.9186%<br />
566,547 36,939 0.20<br />
25/12/2033<br />
Cwabs Inc 3.0686%<br />
496,536 32,374 0.17<br />
25/09/2033 61,862 4,033 0.02<br />
Cwalt Inc 1.3936% 25/08/2034<br />
Cwalt Inc 1.39834%<br />
3,332,381 217,271 1.17<br />
20/07/2035 733,075 47,796 0.26<br />
Cwalt Inc 2.0436% 25/02/2035<br />
Cwalt Inc 2.40722%<br />
826,936 53,916 0.29<br />
25/06/2034<br />
Cwalt Inc J9 2.1436%<br />
922,564 60,151 0.32<br />
25/10/2034<br />
Cwmbs Inc 0.9436%<br />
399,115 26,022 0.14<br />
25/11/2035<br />
Cwmbs Inc 1.3436%<br />
755,928 49,287 0.27<br />
25/09/2034<br />
Empire Fdg Home Ln Owner Tr<br />
3,177,356 207,164 1.11<br />
7.46% 25/06/2024<br />
Empire Fdg Home Ln Owner Tr<br />
310,827 20,266 0.11<br />
7.49% 25/06/2024<br />
Empire Fdg Home Ln Owner Tr<br />
179,183 11,683 0.06<br />
7.73% 25/06/2024<br />
Fed Hm Ln Owner Tr 7.81%<br />
5,995 391 0.00<br />
11/09/2023<br />
Fieldstone Mortgage<br />
Investment Trust 2.8436%<br />
4,468 291 0.00<br />
25/10/2035<br />
Finance America Mortgage<br />
Loan Trust 2.3936%<br />
1,320,000 86,064 0.46<br />
25/08/2034<br />
First Franklin Mtg Ln Tr<br />
253,218 16,510 0.09<br />
1.4936% 25/09/2034<br />
First Franklin Mtg Ln Tr<br />
337,535 22,007 0.12<br />
1.5436% 25/01/2035 657,915 42,896 0.23<br />
La nota integrativa costituisce parte integrante <strong>del</strong> presente bilancio.<br />
Descrizione Quantità/<br />
Valore<br />
nominale<br />
Valore <strong>di</strong><br />
mercato<br />
% <strong>del</strong><br />
patrimonio<br />
netto<br />
Mortgage e Asset Backed Securities in USD (segue)<br />
First Franklin Mtg Ln Tr<br />
1.7436% 25/09/2034<br />
First Republic Mortgage Loan<br />
508,406 33,148 0.18<br />
Trust 1.3283% 15/11/2032<br />
Firstplus Home Ln Owner Tr<br />
290,433 195,699 1.05<br />
7.67% 10/05/2024<br />
Firstplus Home Ln Owner Tr<br />
209,750 13,676 0.07<br />
7.89% 10/05/2024<br />
GS Mtg Secs Corp 4.7186%<br />
322,754 21,044 0.11<br />
25/08/2033<br />
GS Mtg Secs Corp 5.08368%<br />
142,784 9,309 0.05<br />
25/06/2034<br />
GSAA Home Equity Trust<br />
1,766,298 115,163 0.62<br />
0.9936% 25/03/2035<br />
Harborview Mortgage Loan<br />
1,000,000 65,200 0.35<br />
Trust 0.9846% 19/05/2035<br />
Harborview Mortgage Loan<br />
826,366 53,879 0.29<br />
Trust 1.2146% 19/02/2034<br />
Harborview Mortgage Loan<br />
667,198 43,501 0.23<br />
Trust 1.43485% 20/06/2035<br />
Home Equity Mtg Ln Asset<br />
1,229,498 80,163 0.43<br />
Back 1.1236% 25/03/2035<br />
Homebanc Mortgage Trust<br />
2,000,000 130,400 0.70<br />
1.0936% 25/03/2036<br />
Homebanc Mortgage Trust<br />
776,833 98,580 0.53<br />
2.0186% 25/08/2029<br />
Homestar Mortgage<br />
Acceptance 1.9436%<br />
254,589 16,599 0.09<br />
25/06/2034<br />
Impac Cmb Tr 1.0436%<br />
578,261 73,381 0.39<br />
25/02/2036<br />
Impac Cmb Tr 2.5436%<br />
1,007,742 127,882 0.69<br />
25/10/2033<br />
Impac Cmb Tr 4.7936%<br />
350,275 44,450 0.24<br />
25/10/2033<br />
Impac Secd Assets Corp<br />
491,815 32,066 0.17<br />
5.172289% 25/03/2034<br />
Irwin Whole Ln Home Equity Tr<br />
454,388 29,626 0.16<br />
3.2936% 25/01/2035<br />
JP Morgan Mortgage<br />
Acquisition Corp 0.9436%<br />
240,599 30,532 0.16<br />
25/07/2035<br />
Keystone Owner Tr 7.91%<br />
3,400,000 431,460 2.32<br />
25/01/2029<br />
Lehman Bros Small Balance<br />
753,048 49,099 0.26<br />
Coml 6.22% 25/09/2036<br />
Long Beach Mortgage Loan<br />
1,000,000 37,500 0.20<br />
Trust 1.7936% 25/03/2034<br />
Long Beach Mortgage Loan<br />
305,456 38,762 0.21<br />
Trust 1.9436% 25/10/2034<br />
Long Beach Mortgage Loan<br />
175,767 11,460 0.06<br />
Trust 2.3936% 25/02/2034<br />
Long Beach Mortgage Loan<br />
238,637 15,559 0.08<br />
Trust 2.9186% 25/08/2033<br />
Long Beach Mortgage Loan<br />
427,552 27,876 0.15<br />
Trust 2.9186% 25/10/2034 263,645 17,190 0.09
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