Stichting Pensioenfonds Productschappen - PFP

Stichting Pensioenfonds ProductschappenPositie overzicht februari 2010bedragen in mln euroVerplichtingen portefeuille31-Jan-10marktwaarde perRendementMutaties Aankopen Verkopen 28-Feb-10Vastrentend 257.3 2.4 0.0 0.0 259.6Obligaties Europa 28.5 0.3 0.0 0.0 28.8Inflatie Obligaties 72.4 0.0 0.0 0.0 72.4Onderhandse Leningen 0.1 0.0 0.0 0.0 0.1Langlopende Obligaties Europa 94.6 1.7 0.0 0.0 96.2Bedrijfsobligaties 61.8 0.3 0.0 0.0 62.1Duration Overlay 0.0 0.6 0.0 0.0 0.6Interest rate swaps 0.0 0.6 0.0 0.0 0.6Inflatieswaps 0.0 0.0 0.0 0.0 0.0Liquiditeiten 2.9 0.0 13.9 -16.8 0.0Liquiditeiten 2.9 0.0 13.9 -16.8 0.0Return portefeuilleAandelen 67.5 1.6 0.0 0.0 69.2Aandelen Europa 14.0 0.0 0.0 0.0 13.9Aandelen Noord Amerika 18.7 1.0 0.0 0.0 19.7Aandelen Verre Oosten 7.8 0.3 0.0 0.0 8.1Aandelen Opkomenden landen 16.7 0.4 0.0 0.0 17.1Private Equity 10.3 0.1 0.0 0.0 10.4Hoogrentend 54.4 0.9 0.0 0.0 55.3EU High Yield 10.2 -0.1 0.0 0.0 10.1US High Yield 13.1 0.3 0.0 0.0 13.4Emerging Market Debt 21.8 0.7 0.0 0.0 22.5Bank loans 9.3 0.0 0.0 0.0 9.3Onroerend Goed 20.7 0.1 0.6 -0.5 20.9Onroerend Goed Direct 20.7 0.1 0.6 -0.5 20.9Alternatieve beleggingen 19.9 1.1 1.5 0.0 22.5Commodities 11.4 0.9 0.0 0.0 12.3Hedge Funds 8.5 0.2 1.5 0.0 10.2Valuta afdekking -3.3 -1.5 0.0 0.0 -4.8USD Hedge -2.9 -1.4 0.0 0.0 -4.4GBP Hedge -0.1 0.2 0.0 0.0 0.0JPY Hedge -0.3 -0.2 0.0 0.0 -0.5TOTAAL PORTEFEUILLE 419.3 5.3 16.0 -17.4 423.2februari 2010 • • 3