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 />
Mortgage e Asset Backed Securities in USD (segue)<br />
Valore <strong>di</strong><br />
mercato<br />
% <strong>del</strong><br />
patrimonio<br />
netto<br />
Mastr Adj Rate Mortgage Trust<br />
2.0436% 25/03/2034<br />
Mastr Adj Rate Mortgage<br />
1,998,240 130,285 0.70<br />
Trust1.3936% 25/03/2034<br />
Mellon Residential Fdg Corp<br />
5,211,000 661,276 3.57<br />
1.5283% 15/08/2032<br />
Merrill Lynch Mortgage<br />
Investors Inc 0.9436%<br />
278,645 169,546 0.91<br />
25/04/2035<br />
Mlcc Mortgage Investors Inc<br />
2,750,000 179,300 0.96<br />
1.3936% 25/03/2030<br />
Morgan Stanley Abs Cap I<br />
263,596 65,609 0.35<br />
1.5436% 25/09/2034<br />
Morgan Stanley Abs Cap I<br />
645,183 42,066 0.23<br />
3.3686% 25/03/2034<br />
Morgan Stanley Mortgage Loan<br />
197,433 12,873 0.07<br />
Trust Inc 1.0936% 25/04/2035<br />
New Centy Home Equity Ln Tr<br />
1,232,613 80,366 0.43<br />
2.7686% 25/11/2033<br />
New Centy Home Equity Ln Tr<br />
353,942 44,915 0.24<br />
3.0236% 25/10/2033<br />
Newcastle Cdo Viii1 Ltd<br />
317,361 40,273 0.22<br />
1.0436% 25/11/2052<br />
Nomura Asset Accep Corp<br />
6,750,000 1,079,999 5.82<br />
1.4436% 25/11/2034<br />
Nomura Asset Accep Corp<br />
421,940 27,510 0.15<br />
1.6436% 25/11/2034<br />
Novastar Home Equity Ln Tr<br />
28,047 1,829 0.01<br />
3.0686% 25/09/2033<br />
Novastar Mtg Fdg Tr 0.8836%<br />
816,781 53,254 0.29<br />
25/01/2036<br />
Novastar Mtg Fdg Tr 2.7311%<br />
1,000,000 65,200 0.35<br />
25/02/2034<br />
Novastar Mtg Fdg Tr 2.7686%<br />
724,623 47,245 0.25<br />
25/12/2033<br />
Novastar Mtg Fdg Tr 3.2186%<br />
295,606 19,274 0.10<br />
25/09/2034<br />
Novastar Mtg Fdg Tr 3.2936%<br />
1,045,866 72,479 0.39<br />
25/12/2033<br />
Option One Mortgage Loan<br />
202,701 13,216 0.07<br />
Trust 1.2436% 25/03/2037<br />
Option One Mortgage Loan<br />
345,973 20,689 0.11<br />
Trust 1.2936% 25/02/2035<br />
Option One Mortgage Loan<br />
461,681 30,102 0.16<br />
Trust 1.5436% 25/12/2035<br />
Option One Mortgage Loan<br />
254,143 16,570 0.09<br />
Trust 2.9936% 25/05/2034<br />
Option One Mortgage Loan<br />
259,793 16,939 0.09<br />
Trust 4.1936% 25/06/2033<br />
Park Pl Secs Inc 1.3936%<br />
213,645 13,930 0.07<br />
25/02/2035<br />
Park Pl Secs Inc 1.4936%<br />
2,325,000 151,590 0.82<br />
25/01/2035<br />
Park Pl Secs Inc 1.5436%<br />
1,622,494 105,787 0.57<br />
25/09/2034 2,320,000 151,264 0.81<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 />
Resi Fin Ltd Partnership<br />
1.8263% 10/02/2036<br />
Residential Asset Mortgage<br />
857,138 462,855 2.49<br />
Products 4.12% 25/06/2033<br />
Residential Fun<strong>di</strong>ng Sec Corp<br />
515,139 181,484 0.98<br />
2.7936% 25/07/2041<br />
Resix Fin Ltd 15.7763%<br />
1,227,032 155,710 0.84<br />
10/03/2035<br />
Resix Fin Ltd 21.7763%<br />
890,642 863,922 4.66<br />
10/03/2035 463,233 467,866 2.52<br />
Saco I Tr 2.0186% 25/12/2035<br />
Semt B3 1.627351%<br />
1,689,706 214,424 1.15<br />
20/04/2033<br />
Sequoia Mortgage Trust<br />
607,381 121,476 0.65<br />
1.33485% 20/02/2030<br />
Sequoia Mortgage Trust<br />
540,360 19,453 0.10<br />
1.603051% 20/09/2032<br />
Sequoia Mortgage Trust 11<br />
365,010 40,151 0.22<br />
1.607715% 20/10/2033<br />
Structured Adj Rate 1.0436%<br />
524,178 167,737 0.90<br />
25/02/2035<br />
Structured Adj Rate Mtg<br />
1,452,915 94,730 0.51<br />
1.2936% 25/09/2034<br />
Structured Adj Rate Mtg Ln Tr<br />
2,318,193 294,179 1.58<br />
0.7436% 25/03/2035<br />
Structured Adj Rate Mtg Ln Tr<br />
659,741 43,015 0.23<br />
1.0736% 25/02/2035<br />
Structured Adj Rate Mtg Ln Tr<br />
594,282 38,747 0.21<br />
1.3936% 25/09/2034<br />
Structured Adj Rate Mtg Ln Tr<br />
1,153,880 75,233 0.40<br />
2.1436% 25/09/2034<br />
Structured Asset Invt Ln Tr<br />
202,375 13,195 0.07<br />
4.7936% 25/10/2033<br />
Structured Asset Invt Ln Tr<br />
52,207 3,404 0.02<br />
BC13 2.9186% 25/11/2033<br />
Structured Asset Mortgage<br />
Investment 1.4846%<br />
380,465 24,806 0.13<br />
19/03/2034<br />
Structured Asset Mortgage<br />
Investment 1.4846%<br />
771,100 97,853 0.53<br />
19/10/2034<br />
Structured Asset Secs Corp<br />
721,802 91,597 0.49<br />
0.9936% 25/12/2033<br />
Structured Asset Secs Corp<br />
1,100,039 387,544 2.08<br />
1.2436% 25/04/2034<br />
Structured Asset Secs Corp<br />
454,305 57,651 0.31<br />
1.2936% 25/12/2033<br />
Structured Asset Secs Corp<br />
344,348 22,451 0.12<br />
1.3936% 25/03/2034<br />
Structured Asset Secs Corp<br />
429,744 28,019 0.15<br />
1.3936% 25/07/2034<br />
Structured Asset Secs Corp<br />
885,835 57,756 0.31<br />
1.4936% 25/08/2034<br />
Structured Asset Secs Corp<br />
2,103,417 137,143 0.74<br />
2.10722% 25/12/2033 354,554 23,117 0.12<br />
217
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