Stichting Pensioenfonds Productschappen - PFP

Stichting Pensioenfonds ProductschappenPositie overzicht year-to-date 2010bedragen in mln euroVerplichtingen portefeuille31-Dec-09marktwaarde perRendementMutaties Aankopen Verkopen 28-Feb-10Vastrentend 256.0 3.7 0.0 0.0 259.6Obligaties Europa 28.4 0.4 0.0 0.0 28.8Inflatie Obligaties 74.3 -1.9 0.0 0.0 72.4Onderhandse Leningen 0.1 0.0 0.0 0.0 0.1Langlopende Obligaties Europa 92.5 3.7 0.0 0.0 96.2Bedrijfsobligaties 60.7 1.4 0.0 0.0 62.1Duration Overlay -0.1 0.7 0.0 0.0 0.6Interest rate swaps -0.1 0.7 0.0 0.0 0.6Inflatieswaps 0.0 0.0 0.0 0.0 0.0Liquiditeiten 1.4 1.5 24.0 -26.9 0.0Liquiditeiten 1.4 1.5 24.0 -26.9 0.0Return portefeuilleAandelen 68.2 1.0 0.1 -0.2 69.2Aandelen Europa 14.5 -0.4 0.0 -0.2 13.9Aandelen Noord Amerika 18.8 0.9 0.0 0.0 19.7Aandelen Verre Oosten 7.6 0.4 0.0 0.0 8.1Aandelen Opkomenden landen 17.2 -0.1 0.0 0.0 17.1Private Equity 10.0 0.3 0.1 0.0 10.4Hoogrentend 49.7 2.5 4.5 -1.4 55.3EU High Yield 10.2 0.2 0.0 -0.4 10.1US High Yield 13.5 0.8 0.0 -1.0 13.4Emerging Market Debt 16.6 1.4 4.5 0.0 22.5Bank Loans 9.3 0.0 0.0 0.0 9.3Onroerend Goed 20.6 0.3 0.6 -0.5 20.9Onroerend Goed Direct 20.6 0.3 0.6 -0.5 20.9Alternatieve beleggingen 20.7 -0.7 4.3 -1.8 22.5Commodities 13.8 0.3 0.0 -1.8 12.3Hedge Funds 6.9 -1.0 4.3 0.0 10.2Valuta afdekking 4.5 -4.3 1.7 -6.7 -4.8USD Hedge 5.5 -3.9 0.0 -6.0 -4.4GBP Hedge -1.7 0.0 1.7 0.0 0.0JPY Hedge 0.7 -0.5 0.0 -0.7 -0.5TOTAAL PORTEFEUILLE 420.9 4.7 35.2 -37.6 423.2februari 2010 • • 4