BAWAG P.S.K. Euro Cash

Transkript

1 Miteigentumsfonds gemäß 20 InvFG Halbjahresbericht vom 16. Februar 2011 bis 15. August

2 Sehr geehrter Anteilsinhaber! Wir erlauben uns, Ihnen hiermit den Halbjahresbericht des, Miteigentumsfonds gemäß 20 InvFG, der BAWAG P.S.K. INVEST GmbH vom 16. Februar 2011 bis 15. August 2011 vorzulegen. Entwicklung des Fondsvolumens in im Berichtszeitraum Fondsvermögen Anteilsumlauf in Stück Errechneter Wert (A) Errechneter Wert (T) Errechneter Wert (VT) Rechnungsjahr Wertentwicklung in % , ,16 93,87 97,75 + 0,63 101% + 0,63 % 100% 99% 02/11 03/11 04/11 05/11 06/11 07/ '11 Die Erwartungen und Prognosen der Fondsmanager beruhen auf den gegebenen wirtschaftlichen Rahmenbedingungen. Fondsanteile können im Kurs sowohl steigen, als auch fallen. Erträge der Vergangenheit lassen keine direkten Rückschlüsse auf die künftige Entwicklung zu

3 Vermögensaufstellung ISIN WP-Bezeichnung Zinssatz % Einstandsbetrag Zugänge Abgänge Akt. Betrag Kurs Kurswert () %-FV Amtlich gehandelt Anleihen Kreditinstitute XS RZB FLR.MTN 07-12/ ,00 0,000 0, ,000 98, ,00 0,2601 AT OOE.LB.ANLEIHE 05/ , , , , , ,00 8,6531 XS OEVAG SCHULDV , ,000 0, , , ,00 3,0037 DE000LBW3F62 LBBW IS.R , ,000 0, , , ,40 0,2605 ES CAIXA CATALUNYA 09/ ,00 0,000 0, ,000 99, ,00 0,6608 ES CAJA AHOR.GALIC ,00 0,000 0, ,000 99, ,00 0,6627 XS UNICREDIT 08/13 MTN ,00 0,000 0, ,000 99, ,00 0,3303 XS UNICREDIT 09/12 MTN ,00 0,000 0, ,000 99, ,00 0,5299 XS UBS AG LONDON 09/12 MTN ,00 0,000 0, , , ,00 0,2037 XS NOV.LJUBL.BKA 09/ , ,000 0, , , ,50 1,1748 XS NORDEA BK 09/12 MTN ,00 0,000 0, , , ,00 0,1676 Summe ,90 15,9072 SKK Umrechnungskurs: 30, XS HYPO ALPE-A. ANL. 02/ , ,000 0, , , ,62 1,0059 Summe SKK ,62 1,0059 AT000B OEVAG FLR NTS 07/ ,00 0,000 0, ,000 98, ,00 0,3279 XS FRN HYPO ALPE-A. MTN 01/11FLR , ,000 0, ,000 99, ,00 0,6617 XS HAAB FRN ,00 0,000 0, , , ,00 0,6654 DE000CB4GRK6 COMMERZBANK 07/12VAR ,00 0,000 0, ,000 99, ,00 1,3254 DE000DR6D420 COBA ANL. 05/ ,00 0,000 0, ,000 97, ,00 0,6489 ES BANKINTER 10/13 FLR ,00 0,000 0, ,000 97, ,00 0,3237 ES BCO VALENCIA 07-12FLR ,00 0, , ,000 95, ,00 0,2852 FR BPCE S.A. 10/12 FLR ,00 0,000 0, ,000 99, ,00 0,3300 FR BPCE S.A. 10/11 FLR , ,000 0, , , ,00 0,3320 FR SOCRAM BQE 10/12 FLR ,00 0,000 0, , , ,50 0,1660 PTBERHOM0013 BCO ESPIRITO STO 07-12FLR ,00 0,000 0, ,000 94, ,00 0,6301 XS HSH N Finance FLR ,00 0,000 0, ,000 99, ,00 0,9900 XS SPBKN ROGAL. 06/11 FLRMTN ,00 0,000 0, , , ,00 0,6635 XS DNB NOR BANK 07/12 FLRMTN ,00 0,000 0, , , ,00 0,6663 XS CS LONDON 07/12 FLR MTN ,00 0,000 0, ,000 99, ,00 0,6620 XS ING BK NV 08/11 FLR MTN ,00 0,000 0, , , ,00 1,7915 XS BQUE F.C.MTL 10/13FLR MTN ,00 0,000 0, ,000 98, ,00 0,3277 XS NORDEA BK 10/13 FLR MTN ,00 0,000 0, , , ,00 0,1667 XS BCA POP.D ALT.ADIGE 10/ ,00 0,000 0, ,000 98, ,00 0,1958 XS ABBEY NATL.TR.11/12FLRMTN , ,000 0, ,000 99, ,00 0,6633 XS VOLKSWAGEN BK. 11/12 VAR , ,000 0, , , ,00 0,6636 XS JYSKE BK 11/13 MTN FLR , ,000 0, ,000 99, ,00 0,3307 XS ABANKA VIPA 09/12 FLR ,00 0,000 0, , , ,00 0,6652 Summe ,50 13,4826 Summe Anleihen Kreditinstitute ,02 30,3956 Asset Backed Securities ES FRN. RURAL HIP.V FLR A ,50 0, , ,500 86, ,76 0,1685 IT SUNRISE 06/30 A FLR * ,00 0,000 0, ,000 95, ,99 0,3171 IT CREDICO FDG FLR A1 * ,00 0,000 0, ,000 88, ,59 0,5839 Summe ,34 1,0695 Summe Asset Backed Securities ,34 1,0695 Pfand- u. Kommunalanleihen XS HYPINVBK PFBR 10-12/ , ,000 0, , , ,00 1,9934 Summe ,00 1,9934 Summe Pfand- u. Kommunalanleihen ,00 1,9934 Pfand- u. Kommunalbriefe DE000A0DXH13 DEPFA ACS BK 05/12 REGS ,00 0,000 0, , , ,00 0,6646 ES BCO ESP.CRED , ,000 0, ,000 99, ,00 0,6607 ES BCO SANT.CEN.HISP. 05/ ,00 0,000 0, , , ,00 1,9986 FR CIF OMORTGAGE 09/12MTN , ,000 0, , , ,00 0,6648 PTCMKROE0009 CAIXA ECO MONTEP.09-12MTN ,00 0,000 0, ,000 93, ,00 0,1552 XS NORTHN ROCK 06/ , ,000 0, , , ,00 1,3311 XS YORKSHIRE BLDG 06/11 MTN , ,000 0, , , ,00 0,1333 XS WM COV.BOND.PROG.06/11MTN ,00 0,000 0, , , ,00 0,7978 AT BACA PFANDBR R88/05-11/P , ,000 0, , , ,00 1,9943 Summe ,00 8,

4 Vermögensaufstellung ISIN WP-Bezeichnung Zinssatz % Einstandsbetrag Zugänge Abgänge Akt. Betrag Kurs Kurswert () %-FV DEM Umrechnungskurs: 1, DE COREALCREDIT OE.PF ,00 0,000 0, ,000 99, ,89 0,6782 Summe DEM ,89 0,6782 DE000DHY2493 DT.HYP.BK.MTN.OPF.S , ,000 0, ,000 99, ,00 1,3258 DE000DXA0TQ2 DEX.KOMM.DEU.OP.1546 VAR ,00 0,000 0, ,000 99, ,00 0,3298 XS OPERA F.(CMH) 07/22 FLR A * ,50 0, , ,200 91, ,20 0,2659 AT LHB OOE STERL.CMS-FL.PFDBR.R146/ ,00 0,000 0, , , ,00 0,69 AT000B UCBA FLR Oeff PF10/13S , ,000 0, ,000 99, ,00 1,3242 Summe ,20 3,9406 Staat Summe Pfand- u. Kommunalbriefe ,09 13,0193 ES GEN. CATALUNYA , ,000 0, , , ,00 0,1329 IT % ITALIEN B.T.P.ANL , ,000 0, , , ,00 1,3427 XS OEBB-INFRAST 08/11 MTN , ,000 0, , , ,00 0,6665 Summe ,00 2,1421 Summe Staat ,00 2,1421 Unternehmensanleihen XS DEUT.BOERSE MTN 08/ ,00 0,000 0, , , ,00 0,3470 XS DAIMLER INTL FIN.08/12MTN ,00 0,000 0, , , ,00 0,1369 XS TOYOTA MOTOR CRED09/12MTN , ,000 0, , , ,00 0,3377 XS AEGON 09/12 MTN ,00 0,000 0, , , ,00 0,0343 XS CATERP.INTL F. 09/12 MTN ,00 0,000 0, , , ,00 0,0683 IT LOCAT SV 06/28 FLR A2 * ,04 0, , ,710 92, ,33 0,0225 XS ING VERZEK. 06/13 FLR MTN ,00 0,000 0, ,000 96, ,00 0,3204 XS DIAGEO FIN. 07/12 FLR MTN ,00 0,000 0, ,000 99, ,00 0,5970 Summe ,33 1,8641 SKK Umrechnungskurs: 30, XS LEASEPLAN FIN.05/12FLRMTN ,00 0,000 0, ,000 94, ,39 0,1144 Summe SKK ,39 0,1144 Summe Unternehmensanleihen ,72 1,9786 Summe Amtlich gehandelt ,17 50,5984 In organisierte Märkte einbezogen Anleihen Kreditinstitute XS SOC GENERALE 08/13 MTN ,00 0,000 0, , , ,00 0,6794 XS MEDIOBCA 09/12 MTN , ,000 0, , , ,00 0,1333 XS SKAND.ENSK. 09/12 MTN ,00 0,000 0, , , ,00 0,0676 XS BCO POP.SOC. 09/ ,00 0,000 0, ,000 98, ,00 0,2609 Summe ,00 1,1412 SKK Umrechnungskurs: 30, XS ERSTE ABW. MTN.05/12 SN , ,000 0, , , ,41 0,6647 Summe SKK ,41 0,6647 XS HYPO ALPE-A. ANL.05/12 VA , ,000 0, ,000 99, ,50 2,0115 XS ERSTE FRN 07-12/ ,00 0,000 0, ,000 99, ,00 0,1654 AT BGLD FLR.SCHV /PP ,00 0,000 0, , , ,00 1,3269 ES CAJA AHOR.MONTE P ,00 0,000 0, ,000 98, ,00 0,3270 FR COFIDIS 07/12 FLR ,00 0,000 0, ,000 99, ,00 0,4626 FR CR.MUT.ARKEA 10/12FLR MTN , ,000 0, , , ,00 0,6644 XS BCP FIN. BK 03/13FLR MTN ,00 0,000 0, ,000 81, ,00 0,2715 XS SNS BANK NV 04/11 FLRMTN , ,000 0, ,000 99, ,00 0,9942 XS ALLIED IRISH 06/11FLR MTN ,00 0,000 0, ,000 98, ,25 0,0490 XS BRADFORD+BINGLEY 06/11FLR , ,000 0, ,000 99, ,00 0,3291 XS DNB NOR BANK 06/11 FLRMTN , ,000 0, , , ,00 0,6636 XS ASB FIN.(LDN) 07/12 FLR ,00 0,000 0, ,000 99, ,00 0,6629 XS BANQUE PSA F.07/12FLR MTN ,00 0,000 0, ,000 99, ,00 0,0663 XS LANDSBANKI ISL. 07/ ,00 0,000 0, ,000 6, ,00 0,0199 XS CLYDESDALE BK 07/12FLRMTN ,00 0,000 0, ,000 99, ,00 0,1651 XS GLITNIR BKI 07/11 FLRMTN ,00 0,000 0, ,000 25, ,00 0,1692 XS BCA D. MARCHE07/17FLR MTN ,00 0,000 0, ,000 82, ,00 0,0549 XS NATIONWIDE BLDG 07/12 FLR ,00 0,000 0, ,000 99, ,50 0,

5 Vermögensaufstellung ISIN WP-Bezeichnung Zinssatz % Einstandsbetrag Zugänge Abgänge Akt. Betrag Kurs Kurswert () %-FV XS DANSKE BK 07/12 FLR MTN , ,000 0, ,000 99, ,00 0,3304 XS STE GENERALE 08/11FLR MTN ,00 0,000 0, , , ,00 0,3317 XS POHJOLA BK 09/12 FLR MTN ,00 0,000 0, , , ,00 0,3336 XS BCA D. MARCHE 09/11 FLR , ,000 0, ,000 99, ,00 0,1324 XS INTESA SAN.10/12 FLR MTN , ,000 0, ,000 99, ,00 0,9905 XS BCO POP.SOC.COOP. 10/ ,00 0,000 0, ,000 99, ,00 0,3303 XS DEXIA CLF 10/13 FLR MTN ,00 0,000 0, ,000 99, ,00 1,3178 XS POHJOLA BK 10/13 FLR MTN ,00 0,000 0, , , ,00 0,3326 XS UBI BANCA 10/13 FLR MTN ,00 0,000 0, ,000 97, ,00 0,6445 XS SBAB 10/12 FLR MTN ,00 0,000 0, , , ,00 0,6642 XS RABOBK NEDERLD10/13FLRMTN ,00 0,000 0, , , ,00 0,3330 XS BCA POP MILANO 10/12 FLR , ,000 0, ,000 98, ,00 0,4582 XS BNP PARIBAS 10/11 FLR MTN ,00 0,000 0, ,000 99, ,00 1,3266 Summe ,25 16,0943 Summe Anleihen Kreditinstitute ,66 17,9003 Asset Backed Securities FR FLR FCC LOGGIAS OBL * ,22 0, , ,220 96, ,80 0,3751 Summe ,80 0,3751 Summe Asset Backed Securities ,80 0,3751 Pfand- u. Kommunalbriefe DE000A0E9EZ0 WESTDT.IMMOB.BK.PF R , ,000 0, ,000 99, ,00 0,0663 DE000A1EL5H9 WESTDT.IMMOB.BK.PF 10/ ,00 0,000 0, ,000 99, ,00 0,3312 ES BCO SANTANDER HISP. 07/ ,00 0,000 0, , , ,00 0,6774 XS ACHMEA HYPOBK 07/12 MTN ,00 0,000 0, , , ,00 0,1364 XS NATIONWIDE BLDG 07/12 MTN , ,000 0, , , ,00 0,0684 ES AYT CED.CA.GL.XXI , ,000 0, ,000 99, ,00 0,0663 DE000DXA0Q10 DEX.KOMM.DEU.OP.1459 VAR ,00 0,000 0, ,000 98, ,00 1,3042 DE000HBE1N78 OHYPO AG PF.E.HBE1N , ,000 0, , , ,50 0,3118 ES AYT CEDUL.CAJ.GLO.05/ ,00 0,000 0, ,000 95, ,00 0,0633 Summe ,50 3,0253 Staat Summe Pfand- u. Kommunalbriefe ,50 3,0253 BE FLEMISH COMM MTN ,00 0,000 0, , , ,00 0,2014 ES % SPANIEN , ,000 0, , , ,45 0,1984 Summe ,45 0,3997 Summe Staat ,45 0,3997 Supranationale Emittenten XS CRP.AND. FOM.06/11FLR MTN ,00 0,000 0, ,000 99, ,00 0,3303 Summe ,00 0,3303 Summe Supranationale Emittenten ,00 0,3303 Unternehmensanleihen FR VIVENDI S.A , ,000 0, , , ,40 0,3434 XS GLENCORE FIN. 04/11 MTN ,00 0,000 0, , , ,00 0,1330 XS B.A.T. INTL FIN. 05/12MTN , ,000 0, , , ,00 0,3374 XS DONG ENERGY 05/ , ,000 0, , , ,00 0,2329 XS SYNGENTA FINANCE 06/ ,00 0,000 0, , , ,00 0,3325 XS MORGAN STANLEY 07/12 MTN , ,000 0, , , ,00 0,3340 DE000A1GSKZ1 DAIMLER INTL FIN.11/12MTN , ,000 0, , , ,00 0,3320 XS VODAFONE GRP 06/12 FLR ,00 0,000 0, , , ,00 0,0664 XS NATIONAL GRID 06/12FLRMTN ,00 0,000 0, , , ,00 0,9956 XS TELENOR ASA 06/11 FLR MTN ,00 0,000 0, ,000 99, ,00 0,9254 XS NOM..FIN. 06/11 MTN ,00 0,000 0, ,000 99, ,00 0,3314 XS DT.TELEK.INTL F.06/12 FLR ,00 0,000 0, ,000 99, ,00 0,1322 XS KBC IFIMA 07/12 FLR MTN ,00 0,000 0, ,000 99, ,00 0,3306 XS MTE PASCHI SI.07/12FLRMTN ,00 0,000 0, ,000 98, ,00 0,6559 XS REPSOL INTL F. 07/12 FLR ,00 0,000 0, ,000 99, ,00 0,6626 XS TELIASONERA AB07/13MTNFLR , ,000 0, , , ,00 0,6634 XS EFG HELLAS 07/12 FLR MTN ,00 0,000 0, ,000 84, ,00 0,2787 XS STATKRAFT 07/13 FLR MTN ,00 0,000 0, ,000 99, ,00 0,6629 XS COMP.DE ST.-GOBAIN 07/ ,00 0,000 0, ,000 99, ,50 0,

6 Vermögensaufstellung ISIN WP-Bezeichnung Zinssatz % Einstandsbetrag Zugänge Abgänge Akt. Betrag Kurs Kurswert () %-FV XS GOLDM.S.GRP 07/15 FLR ,00 0,000 0, ,000 90, ,00 0,6000 XS SANTANDER INTL. 10/13 FLR ,00 0,000 0, ,000 96, ,00 0,3197 XS BBVA SEN.F.UNIP.10/13 FLR , ,000 0, ,000 96, ,00 0,3837 XS BMW (UK) CAPITAL 10/11FLR , ,000 0, , , ,00 0,6635 Summe ,90 9,8832 Summe Unternehmensanleihen ,90 9,8832 Summe In organisierte Märkte einbezogen ,31 31,9138 Nicht amtlich gehandelt Asset Backed Securities FR FLR FCC GIAC 4/01-11/CL.MB * ,71 0, , ,710 93, ,70 0,2050 Summe ,70 0,2050 Summe Asset Backed Securities ,70 0,2050 Summe Nicht amtlich gehandelt ,70 0,2050 Swaps Zinsswaps IRS Bawag fix payer ,96-0,0187- Summe Swaps ,96-0,0187- Anlagevermögen Bankguthaben ,75 16,5990 Summe Anlagevermögen ,75 16,5990 Zinsansprüche KESt Zinsansprüche 0, ,940 0, ,940 1, ,94 0,0647 Zinsansprüche 0, ,620 0, ,620 1, ,62 0,4731 Summe Zinsansprüche ,56 0,5377 KESt 0, ,650 0, ,650 1, ,65 0,0216 KESt 0, ,200 0, ,200 1, ,20 0,1577 Summe KESt ,85 0,1792 Kosten Buchungskosten 0,00 0, , ,790-1, ,79-0,0146- Summe Kosten ,79-0,0146- Wertpapiere ,18 82,7173 Finanzterminkontrakte 0,00 0,0000 Optionen 0,00 0,0000 Devisentermingeschäfte 0,00 0,0000 Abgegrenzte Gebühren ,79-0,0146- Bankguthaben ,75 16,5990 Swaps ,96-0,0187- Zinsenansprüche ,41 0,7170 Fondswert gesamt ,59 Anzahl umlaufender Anteile gesamt ,00 Stücke Tranche A Tranche T Tranche V AT AT AT Fondswert , , ,45 Anzahl umlaufender Anteile , , ,00 Stücke Anteilswert 69,16 93,87 97,75 *)=Anleihen mit Poolfaktor - 6 -

7 Während des Berichtszeitraumes getätigte Käufe und Verkäufe, soweit sie nicht im Bericht Vermögensaufstellung genannt sind. ISIN WP Bezeichnung Währung Zins- Einstandsbetrag Zugänge Abgänge satz % Anleihen AT RLB.NOE BOND 97-11/1 VA ATS 7, ,000 0, ,000 AT BA FUND 96-11/P6 ATS 7, ,000 0, ,000 DE O-DM SEC.D86/11 NK DEM 0, ,000 0, ,000 AT HYPO AL.A.OEPF R.138/0511 2, ,000 0, ,000 AT ERSTE OEFF.PF.R.20/ , ,000 0, ,000 AT BAWAG OBL /77 3, ,000 0, ,000 AT000B RZB FRN , , , ,000 AT000B OEVAG SCHV , ,000 0, ,000 AT000B RLB NOE-W VAR.OBL09-14/56 3, ,000 0, ,000 DE HAMBG.LDSBK.IS.23 VAR 1, ,000 0, ,000 DE ERSTE ABW. IS.MTN A , ,000 0, ,000 DE000A0E6Z14 PROSCORE-VR 05/48 FLR A 1, ,000 0, ,000 DE000A0EKAF8 DUESSELD.HYP.OEPF.E.290 2, ,000 0, ,000 DE000A0GJ2U2 PROVIDE-A /48FLR A 1, ,000 0, ,000 DE000A0JQF26 BASF ANL.06/11 4, ,000 0, ,000 DE000A0ME817 DUESSELD.HYP.OEPF.E.339 1, ,000 0, ,000 DE000A0WMAW1 DEUT.POSTBK.IS. 09/11 2, ,000 0, ,000 DE000DR6D339 COBA ANL.MTN 811 1, ,000 0, ,000 DE000MHB0923 MUENCH.HYP.BK.PF1282 VAR 1, ,000 0, ,000 DE000NRW2Z79 LAND NRW SCH.R.1021VAR 1, ,000 0, ,000 ES BILBAO BIZK.KUT FLR 2, ,000 0, ,000 FR LA POSTE , ,000 0, ,000 FR BOUYGUES 03/11 4, ,000 0, ,000 FR BELGELEC FIN.07/11FLR MTN 1, ,000 0, ,000 FR DANONE S.A. 08/11 MTN 5, ,000 0, ,000 GR GRIECHENLAND 06/11 3, ,000 0, ,000 HU FHB LD CRED.+MTG.06/11MTN 1, ,000 0, ,000 IT HELICONUS FLR-NOTES CL.A , ,570 0, ,570 IT SCCI SPA FLR 10 1, ,000 0, ,000 IT VOBA FINANCE FLR A2 1, ,430 0, ,430 IT CREDICO FDG FLR A2 1, ,000 0, ,000 PTOTE4OE0040 PORTUGAL , ,000 0, ,000 XS DT. BK AG LDN 00/11MTNFLR 1, ,000 0, ,000 XS PSK FLR-MTN.00/15 1, ,000 0, ,000 XS B.N.G. 01/11 MTN 5, ,000 0, ,000 XS RABOBK NEDERLD 01/11 MTN 5, ,000 0, ,000 XS % TELSTRA -ANL , ,000 0, ,000 XS % CARREFOUR 03/11 MTN 4, ,000 0, ,000 XS FRN EDELWEISS AUTO FD.03/14 A 1, ,180 0, ,180 XS AKZO 03/11 4, ,000 0, ,000 XS BCA NAZ LAV 04/11 FLR MTN 1, ,000 0, ,000 XS THYSSENKRUPP MTN 04/11 5, ,000 0, ,000 XS FRN UNICR.ITAL. 04/11 FLR MTN 1, , , ,000 XS BRIT.AMER.TOBAC.04/11MTN 4, ,000 0, ,000 XS JTI (UK) 04/11 MTN 4, ,000 0, ,000 XS CEZ FINANCE NOTES 04/11 4, ,000 0, ,000 XS ATLANTIA 04/11 FLR MTN 1, , , ,000 XS KON. KPN 04/11 MTN 4, ,000 0, ,000 XS BAY.LDSBK.IS.04/15 VAR 1, ,000 0, ,000 XS MONASTERY 2004-I 04/37 A2 1, ,386 0, ,386 XS DEXIA CLF 05/15 FLR MTN 2, ,000 0, ,000 XS PREPS /14 A1 FLR 2, ,625 0, ,625 XS ERSTE CAP.FRN05-15 DIP315 2, ,000 0, ,000 XS JPMORGAN CHASE 05/15 MTN 1, ,000 0, ,000 XS NATL AUSTR.BK 06/11FLRMTN 1, ,000 0, ,000 XS LBBW 06/16 CL-MTN 1, ,000 0, ,000 XS KA Finanz AG 3, ,000 0, ,000 XS SCA FINANS 06/11 MTN 3, ,000 0, ,000 XS SANTANDER 06/11 3, ,000 0, ,000 XS KOREA DEV.BK 06/11FLR MTN 1, ,000 0, ,000 XS SES S.A. 06/11 MTN 4, ,000 0, ,000 XS TESCO PLC 06/11 MTN 3, ,000 0, ,000 XS SAUDI BRITISH BK 06/11FLR 1, ,000 0, ,000 XS SACHSEN-ANH.LS06/16 1, ,000 0, ,

8 Während des Berichtszeitraumes getätigte Käufe und Verkäufe, soweit sie nicht im Bericht Vermögensaufstellung genannt sind. ISIN WP Bezeichnung Währung Zins- Einstandsbetrag Zugänge Abgänge satz % XS BHP BILLITON FIN.06/11MTN 4, ,000 0, ,000 XS DONG ENERGY 05/11 MTN 4, ,000 0, ,000 XS BANK AMERI. 06/16 FLRMTN 1, ,000 0, ,000 XS EMIRATES NBD 06/11 FLR 1, ,000 0, ,000 XS POHJOLA BK 06/11 FLR MTN 1, ,000 0, ,000 XS GRIFONAS FIN.1 06/39FLR A 1, ,030 0, ,030 XS OSCAR FDG XV 06/13 FLR 1, ,000 0, ,000 XS ICELD 06/11 MTN 3, ,000 0, ,000 XS ERSTE FRN 07/14 DIP S.224 1, ,000 0, ,000 XS HYPO ALPE-ADR.VA.AN.07/15 1, ,000 0, ,000 XS BAYER AG 07/11 MTN 4, ,000 0, ,000 XS DT.BANK MTN 07/11 1, , , ,000 XS CIBC WORLD MARK.07/17 FLR 1, ,000 0, ,000 XS GRIECHENLD. 08/16 FLR 1, ,000 0, ,000 XS CATERP.INTL F.08/11 MTN 5, ,000 0, ,000 XS RCI BANQUE 08/11 MTN 5,2500 0, , ,000 XS ASB FIN.(LDN) 08/11 MTN 6, ,000 0, ,000 XS SWEDBANK 08/11 FLR MTN 1, ,000 0, ,000 XS MEDIOCR.FRI.-VE. 09/11MTN 3, ,000 0, ,000 XS RZB SCHULDV , ,000 0, ,000 XS KOMMKR.MED.TERM.NTS 09/11 2, ,000 0, ,000 XS EG GUARANT.NTS DIP3 2, ,000 0, ,000 XS BNP PARIBAS 10/11 FLR MTN 1, ,000 0, ,

9 Zusammensetzung des Fondsvermögens Gesamtwert Vermögen () Gesamt %-FV Wertpapiere Anleihen in DEM ,89 0, ,87 80, SKK ,42 1, Wertpapiervermögen ,18 82, Swaps Bankguthaben Abgegrenzte Gebühren Zinsansprüche KESt-Ansprüche ,96-0, ,75 16, ,79-0, ,56 0, KESt-pflichtig ,85 0, Fondsvermögen gesamt ,59 100, Anteilsumlauf gesamt (in Stück) ,00 AT AT AT Tranche A Tranche T Tranche V errechneter Wert je Anteil in 69,16 93,87 97,75 Anteilsumlauf in Stück , , ,00 Fondsvermögen in , , ,45-9 -