Regnskaps rapporter - Danske Invest

US Dollar Core Bond Fund fortsatt
Investeringsportefølje per 31. august 2009
Omsettelige verdipapirer notert på godkjent børsliste eller handlet
i annet regulert marked
Beholdning Beskrivelse Verdi (US$) %
US$750.000 JP Morgan Chase Commercial
Mortgage Securities '2007-LD11 A2'
5,992% 15/6/2049 748.541 0,27
US$595.000 JP Morgan Chase Commercial
Mortgage Securities '2007-LD12 A2'
5,827% 15/2/2051 587.886 0,21
US$66.448 JP Morgan Commercial Mortgage
Finance '2000-C10 A2' 7,371%
15/8/2032 67.100 0,02
US$112.724 JP Morgan Mortgage Acquisition
'2006-HE3 A2' FRN 25/11/2036 108.761 0,04
US$179.260 JP Morgan Mortgage Trust '2006-S2 2A2'
5,875% 25/7/2036 163.602 0,06
US$185.519 JP Morgan Mortgage Trust '2007-S1 1A2'
5,5% 25/3/2022 156.252 0,06
US$1.550.000 JPMorgan Chase & Co 2,2% 15/6/2012 1.571.498 0,56
US$850.000 JPMorgan Chase & Co 7,9% 30/4/2018
(Perpetual) 815.005 0,29
US$875.000 JPMorgan Chase Bank NA 6% 5/7/2017 914.347 0,33
US$155.000 Kinder Morgan 6,5% 1/9/2012 158.488 0,06
US$890.000 Kraft Foods 6,5% 11/8/2017 993.904 0,35
US$260.000 L-3 Communications 5,875% 15/1/2015 244.400 0,09
US$25.000 L-3 Communications 6,375% 15/10/2015 23.750 0,01
US$1.168.118 LB-UBS Commercial Mortgage Trust
'2000-C3 A2' 7,95% 15/5/2025 1.182.354 0,42
US$82.956 LB-UBS Commercial Mortgage Trust
'2000-C4 A2' 7,37% 15/8/2026 84.935 0,03
US$450.000 LB-UBS Commercial Mortgage Trust
'2000-C4 B' 7,48% 15/7/2032 458.788 0,16
US$94.404 LB-UBS Commercial Mortgage Trust
'2000-C5 A2' 6,51% 15/12/2026 98.010 0,03
US$34.095 LB-UBS Commercial Mortgage Trust
'2003-C7 A2' 4,064% 15/9/2027 34.410 0,01
US$70.000 LB-UBS Commercial Mortgage Trust
'2006-C6 A4' 5,372% 15/9/2039 60.730 0,02
US$1.650.000 LB-UBS Commercial Mortgage Trust
'2006-C7 A2' 5,3% 15/11/2038 1.644.716 0,59
US$859.544 Lehman XS Trust '2005-5N 3A2' FRN
25/11/2035 235.215 0,08
US$250.000 Lincoln National 6,05% 20/4/2067 158.750 0,06
US$310.000 Lincoln National 7% 17/5/2066 207.700 0,07
US$47.866 Long Beach Mortgage Loan Trust
'2006-11 2A1' FRN 25/12/2036 36.992 0,01
US$229.730 Luminent Mortgage Trust '2006-7 1A1'
FRN 25/12/2036 104.997 0,04
US$370.000 Macy's Retail Holdings 5,35% 15/3/2012 349.053 0,12
US$115.000 Macy's Retail Holdings 5,75% 15/7/2014 104.316 0,04
US$455.000 MeadWestvaco 6,85% 1/4/2012 486.405 0,17
US$1.150.000 Merck & Co 4% 30/6/2015 1.195.635 0,43
US$105.000 Merrill Lynch Mortgage Trust
'2004-MKB1 A4' 5,176% 12/2/2042 102.845 0,04
US$600.000 MetLife 6,4% 15/12/2036 477.000 0,17
US$480.000 Metropolitan Transportation Authority
New York Dedicated Tax Fund 7,336%
15/11/2039 579.228 0,21
US$500.000 Midamerican Energy Holdings 5,95%
15/5/2037 516.978 0,18
US$100.000 Morgan Stanley 5,05% 21/1/2011 103.289 0,04
US$24.414 Morgan Stanley ABS Capital I
'2005-HE1 A2MZ' FRN 25/12/2034 17.885 0,01
US$830.000 Morgan Stanley Capital I '2006-IQ12 A4'
5,332% 15/12/2043 733.265 0,26
Notene på side 236 til 244 utgjør en integrert del av disse regnskapene.
Omsettelige verdipapirer notert på godkjent børsliste eller handlet
i annet regulert marked
Beholdning Beskrivelse Verdi (US$) %
US$265.000 Morgan Stanley Capital I '2007-HQ12 A2'
5,812% 12/4/2049 251.957 0,09
US$1.575.000 Morgan Stanley FRN 9/1/2012 1.523.477 0,54
US$195.000 Nevada Power 6,65% 1/4/2036 209.441 0,07
US$102.532 New Century Home Equity Loan Trust
'2005-2 A2MZ' FRN 25/6/2035 78.757 0,03
US$425.000 New York ST Dorm Authority STPers
Income Tax Receivables 5,628%
15/3/2039 434.758 0,16
US$270.000 News America 6,4% 15/12/2035 267.764 0,10
US$140.000 News America 6,75% 9/1/2038 141.805 0,05
US$25.000 News America 7,625% 30/11/2028 25.902 0,01
US$15.000 News America Holdings 8,15%
17/10/2036 17.886 0,01
US$4.486 Nomura Asset Securities '1998-D6 A1B'
6,59% 15/3/2030 4.493 0,00
US$10.000 NRG Energy 7,375% 1/2/2016 9.575 0,00
US$141.631 Option One Mortgage Loan Trust
'2003-4 A2' FRN 25/7/2033 101.199 0,04
US$410.000 Oracle 5,75% 15/4/2018 449.173 0,16
US$325.000 Pacificorp 5,65% 15/7/2018 353.852 0,13
US$3.435 Park Place Securities '2005-WCH1 A1B'
FRN 25/1/2036 3.402 0,00
US$9.715 Park Place Securities '2005-WCH1 A3D'
FRN 25/1/2036 9.623 0,00
US$795.000 Peco Energy Transition Trust '2001-A A1'
6,52% 31/12/2010 828.731 0,30
US$980.000 Pfizer 5,35% 15/3/2015 1.088.258 0,39
US$26.961 Popular ABS Mortgage Pass-Through
Trust '2006-D A1' FRN 25/11/2046 25.807 0,01
US$315.000 Port Authority of New York & New Jersey
6,04% 1/12/2029 336.785 0,12
US$455.000 Progressive 6,7% 15/6/2037 365.127 0,13
US$100.000 Qwest Communications International
7,5% 15/2/2014 97.250 0,03
US$35.000 Qwest Communications International
7,5% 15/2/2014 34.038 0,01
US$20.000 Qwest FRN 15/6/2013 18.600 0,01
US$503.871 RAAC Series '2005-SP2 2A' FRN
25/6/2044 228.892 0,08
US$50.000 Reinsurance Group of America 6,75%
15/12/2065 32.477 0,01
US$1.007.172 Residential Accredit Loans '2006-QA9 A1'
FRN 25/11/2036 525.641 0,19
US$16.335 Residential Asset Mortgage Products
'2005-RS3 AIA2' FRN 25/3/2035 15.979 0,01
US$57.723 Residential Asset Securities
'2003-KS5 AIIB' FRN 25/7/2033 26.240 0,01
US$180.000 Ryland Group 5,375% 15/5/2012 177.750 0,06
US$200.000 SLM 5,125% 27/8/2012 161.887 0,06
US$465.000 SLM 5,4% 25/10/2011 405.161 0,14
US$745.000 SLM FRN 26/7/2010 681.578 0,24
US$562.045 SLM Student Loan Trust '2002-1 A2'
FRN 25/4/2017 554.141 0,20
US$520.000 SLM Student Loan Trust '2005-4 A2'
FRN 26/4/2021 513.105 0,18
US$1.502.061 SLM Student Loan Trust '2008-5 A1'
FRN 25/10/2013 1.506.538 0,54
US$1.020.000 SLM Student Loan Trust '2008-5 A2'
FRN 25/10/2016 1.029.896 0,37
US$1.020.000 SLM Student Loan Trust '2008-5 A4'
FRN 25/7/2023 1.043.113 0,37
Revidert årsberetning og regnskap 187