(Clase dubierta de duración) EUR 5 de julio de
TOTAL DE BONOS DEL ESTADO
(coste USD 89.710.570) 88.804.621 31,14
Supranacionales – 2,13%
2.700.000 Fondo Europeo de Estabilidad Financiera EUR 0,875% 16/04/2018 3.489.642 1,22 200.000 Fondo Europeo de Estabilidad Financiera EUR 2,625% 02/05/2019 280.836 0,10
695.000 Banco Europeo de Inversión CHF 2,375% 10/07/2020 800.521 0,28
2.500.000 Banco Europeo de Inversión SEK 5,000% 01/12/2020 442.315 0,16
760.000 Banco Interamericano de Desarrollo USD 7,000% 15/06/2025 1.058.133 0,37 6.071.447 2,13 TOTAL SUPRANACIONALES
(coste USD 5.806.506) 6.071.447 2,13
Fondos de inversión – 3,46%
Irlanda
9.853.905 Goldman Sachs US$ Liquid Reserves Fund (Clase de acciones de distribución X)(e)(f) 9.853.905 3,46
TOTAL DE FONDOS DE INVERSIÓN
(coste USD 9.853.905) 9.853.905 3,46
TOTAL DE TÍTULOS TRANSFERIBLES ADMITIDOS A COTIZACIÓN EN UN MERCADO OFICIAL
(coste USD 170.031.697) 171.418.053 60,11
Títulos transferibles negociados en otro mercado regulado Bonos de empresa – 11,56%
Australia
350.000 Newcrest Finance Pty Ltd. 144A(d) USD 4,200% 01/10/2022 341.432 0,12
200.000 QBE Insurance Group Ltd. 144A(d) USD 2,400% 01/05/2018 198.220 0,07
1.000.000 Westpac Banking Corp. USD 2,000% 14/08/2017 1.024.638 0,36
1.564.290 0,55 Canadá
Valor de
Tipo de interés Fecha de mercado en % del
Tenencias Descripción del valor Divisa según cupón(a)
vencimiento(b)
Bonos de empresa – (continuación)
Colombia
300.000 Transportadora de Gas Internacional S.A. ESP USD 5,700% 20/03/2022 327.000 0,12 Francia
950.000 Crédit Agricole S.A. 144A(d) USD 2,125% 17/04/2018 940.284 0,33
200.000 Pernod-Ricard S.A. 144A(d) USD 5,750% 07/04/2021 233.838 0,08
150.000 Pernod-Ricard S.A. 144A(d) USD 4,450% 15/01/2022 162.202 0,06
1.050.000 Pernod-Ricard S.A. 144A(d) USD 4,250% 15/07/2022 1.123.292 0,39
300.000 Pernod-Ricard S.A. 144A(d) USD 5,500% 15/01/2042 328.369 0,12
2.787.985 0,98 Italia
350.000 Intesa Sanpaolo SpA USD 3,875% 16/01/2018 346.058 0,12
Luxemburgo
200.000 Schlumberger Investment S.A. 144A(d) USD 3,300% 14/09/2021 209.692 0,07
México
380.000 Petroleos Mexicanos USD 5,500% 21/01/2021 425.600 0,15
Países Bajos
800.000 ING Bank NV 144A(d) USD 4,000% 15/03/2016 852.967 0,30
Noruega
2.000.000 DNB Boligkreditt AS USD 2,900% 29/03/2016 2.111.400 0,74
1.100.000 DNB Boligkreditt AS 144A(d) USD 1,450% 21/03/2018 1.089.401 0,38
1.500.000 Sparebank 1 Boligkreditt AS USD 2,300% 30/06/2017 1.547.550 0,54
2.000.000 Sparebank 1 Boligkreditt AS USD 1,750% 15/11/2019 1.954.000 0,69
6.702.351 2,35 Catar
145.425 Ras Laffan Liquefied Natural Gas Co., Ltd. III USD 5,832% 30/09/2016 156.332 0,06 Emiratos Árabes Unidos
200.000 Dolphin Energy Ltd. USD 5,500% 15/12/2021 231.008 0,08
249.579 Dolphin Energy Ltd. 144A(d) USD 5,888% 15/06/2019 278.195 0,10
509.203 0,18
Reino Unido
800.000 Anglo American Capital Plc. 144A(d) USD 9,375% 08/04/2014 855.128 0,30
650.000 Barclays Bank Plc. 144A(d) USD 6,050% 04/12/2017 729.267 0,26
650.000 HSBC Bank Plc. 144A(d) USD 4,750% 19/01/2021 739.159 0,26
350.000 Imperial Tobacco Finance Plc. 144A(d) USD 2,050% 11/02/2018 348.279 0,12
800.000 Standard Chartered Plc. 144A(d) USD 3,200% 12/05/2016 841.848 0,29
3.513.681 1,23 Estados Unidos
550.000 AbbVie, Inc. 144A(d) USD 1,750% 06/11/2017 552.006 0,19
100.000 American General Capital II USD 8,500% 01/07/2030 136.000 0,05
600.000 Apple, Inc. USD 3,850% 04/05/2043 554.400 0,19
250.000 Avon Products, Inc. USD 5,000% 15/03/2023 264.352 0,09
300.000 Burlington Northern Santa Fe LLC USD 3,000% 15/03/2023 296.842 0,10
300.000 Comcast Corp. USD 6,400% 15/05/2038 379.445 0,13
350.000 COX Communications, Inc. 144A(d) USD 3,250% 15/12/2022 349.020 0,12
250.000 Eaton Corp. 144A(d) USD 1,500% 02/11/2017 247.940 0,09
550.000 Eaton Corp. 144A(d) USD 2,750% 02/11/2022 533.263 0,19
350.000 Eaton Corp. 144A(d) USD 4,150% 02/11/2042 334.301 0,12
300.000 Energy Transfer Partners LP USD 5,150% 01/02/2043 292.237 0,10
850.000 Express Scripts Holding Co. USD 3,500% 15/11/2016 910.985 0,32
1.050.000 Express Scripts Holding Co. USD 3,900% 15/02/2022 1.114.065 0,39
550.000 Ford Motor Credit Co., LLC USD 4,207% 15/04/2016 586.989 0,21
500.000 Ford Motor Credit Co., LLC USD 3,984% 15/06/2016 531.501 0,19
350.000 Ford Motor Credit Co., LLC USD 4,250% 03/02/2017 374.733 0,13
450.000 HCP, Inc. USD 2,625% 01/02/2020 445.337 0,16
450.000 Kraft Foods Group, Inc. USD 3,500% 06/06/2022 463.906 0,16
325.000 Mondelez International, Inc. USD 6,500% 09/02/2040 414.948 0,15
300.000 NBCUniversal Media LLC USD 5,950% 01/04/2041 361.910 0,13
750.000 News America, Inc. USD 3,000% 15/09/2022 733.557 0,26
650.000 News America, Inc. USD 6,400% 15/12/2035 766.899 0,27
100.000 Phillips 66 USD 4,300% 01/04/2022 108.601 0,04
Valor de
Tipo de interés Fecha de mercado en % del
Tenencias Descripción del valor Divisa según cupón(a)
vencimiento(b)
Bonos de empresa – (continuación)
Estados Unidos – (continuación)
500.000 Precision Castparts Corp. USD 2,500% 15/01/2023 483.494 0,17
450.000 Regions Financial Corp. USD 2,000% 15/05/2018 441.338 0,15
400.000 SABMiller Holdings, Inc. 144A(d) USD 2,450% 15/01/2017 413.687 0,14
650.000 SABMiller Holdings, Inc. 144A(d) USD 3,750% 15/01/2022 686.040 0,24
550.000 Santander Holdings USA, Inc. USD 3,000% 24/09/2015 563.295 0,20
400.000 Staples, Inc. USD 2,750% 12/01/2018 407.054 0,14
600.000 WEA Finance LLC 144A(d) USD 4,625% 10/05/2021 663.282 0,23
250.000 WEA Finance LLC 144A(d) USD 3,375% 03/10/2022 251.008 0,09
14.662.435 5,14 TOTAL DE BONOS DE EMPRESA
(coste USD 32.130.917) 32.952.409 11,56
Bonos del Estado – 7,48%
Estados Unidos
1.900.000 Pagarés/Bonos del Tesoro de EE.UU. USD 0,375% 15/01/2016 1.897.853 0,67 5.700.000 Pagarés/Bonos del Tesoro de EE.UU. USD 1,000% 31/05/2018 5.695.554 2,00 3.000.000 Pagarés/Bonos del Tesoro de EE.UU. USD 1,375% 31/05/2020 2.972.010 1,04
600.000 Pagarés/Bonos del Tesoro de EE.UU. USD 1,625% 15/11/2022 577.932 0,20
5.000.000 Pagarés/Bonos del Tesoro de EE.UU. USD 2,000% 15/02/2023 4.963.700 1,74
600.000 Pagarés/Bonos del Tesoro de EE.UU. USD 1,750% 15/05/2023 579.888 0,20
2.100.000 Pagarés/Bonos del Tesoro de EE.UU. USD 3,125% 15/02/2042 2.048.151 0,72 1.500.000 Pagarés/Bonos del Tesoro de EE.UU. USD 3,000% 15/05/2042 1.424.850 0,50 1.200.000 Pagarés/Bonos del Tesoro de EE.UU. USD 3,125% 15/02/2043 1.166.184 0,41 21.326.122 7,48 TOTAL DE BONOS DEL ESTADO
(coste USD 21.764.868) 21.326.122 7,48
Obligaciones respaldadas con activos de agencias – 12,58%
Estados Unidos
1.100.000 Federal Home Loan Mortgage Corp. (FHLMC)(c) USD 3,882% 25/11/2017 1.211.116 0,43 4.433 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/12/2017 4.737 0,00 45.373 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,000% 01/05/2018 48.137 0,02 249.840 Federal Home Loan Mortgage Corp. (FHLMC) USD 4,000% 15/05/2018 253.082 0,09 5.191 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/09/2018 5.584 0,00 9.973 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/09/2018 10.742 0,00 8.878 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/09/2018 9.555 0,00 12.164 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/09/2018 13.087 0,01 35.800 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/09/2018 38.514 0,01 37.347 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,500% 01/09/2018 40.140 0,02 600.000 Federal Home Loan Mortgage Corp. (FHLMC) USD 4,333% 25/10/2020 676.996 0,24 1.400.000 Federal Home Loan Mortgage Corp. (FHLMC)(c) USD 4,186% 25/12/2020 1.571.312 0,55 500.000 Federal Home Loan Mortgage Corp. (FHLMC) USD 2,375% 13/01/2022 510.081 0,18 1.145.587 Federal Home Loan Mortgage Corp. (FHLMC) USD 3,000% 15/12/2027 112.291 0,04 8.848 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,000% 01/02/2037 9.508 0,00 58.306 Federal Home Loan Mortgage Corp. (FHLMC) USD 6,500% 01/08/2037 65.287 0,02 100.680 Federal Home Loan Mortgage Corp. (FHLMC) USD 6,500% 01/10/2037 112.892 0,04 778.919 Federal Home Loan Mortgage Corp. (FHLMC) USD 5,000% 01/03/2038 832.622 0,29 11.853 Federal National Mortgage Association (FNMA) USD 6,000% 01/11/2018 12.893 0,01 100.000 Federal National Mortgage Association (FNMA) USD 1,520% 25/12/2019 100.877 0,04 200.000 Federal National Mortgage Association (FNMA) USD 1,801% 25/12/2019 200.813 0,07 1.255.831 Federal National Mortgage Association (FNMA) USD 3,416% 01/10/2020 1.355.293 0,48 870.340 Federal National Mortgage Association (FNMA) USD 3,632% 01/12/2020 946.986 0,33 1.090.720 Federal National Mortgage Association (FNMA) USD 4,375% 01/06/2021 1.232.446 0,43 300.000 Federal National Mortgage Association (FNMA) USD 3,957% 01/07/2021 333.115 0,12 8.888 Federal National Mortgage Association (FNMA) USD 6,000% 01/04/2022 9.836 0,00 100.000 Federal National Mortgage Association (FNMA) USD 2,349% 25/05/2022 98.359 0,04 1.100.000 Federal National Mortgage Association (FNMA) USD 2,377% 25/05/2022 1.079.497 0,38 11.180 Federal National Mortgage Association (FNMA) USD 6,000% 01/09/2022 12.363 0,01 300.000 Federal National Mortgage Association (FNMA) USD 6,625% 15/11/2030 435.306 0,15 1.895 Federal National Mortgage Association (FNMA) USD 5,500% 01/09/2033 2.079 0,00 24.303 Federal National Mortgage Association (FNMA) USD 5,500% 01/01/2034 26.638 0,01 12.600 Federal National Mortgage Association (FNMA) USD 5,500% 01/02/2034 13.807 0,01 2.661 Federal National Mortgage Association (FNMA) USD 5,500% 01/02/2034 2.916 0,00 442 Federal National Mortgage Association (FNMA) USD 5,500% 01/04/2034 484 0,00 122.185 Federal National Mortgage Association (FNMA)(c) USD 2,925% 01/07/2034 131.238 0,05
Valor de
Tipo de interés Fecha de mercado en % del
Tenencias Descripción del valor Divisa según cupón(a)
vencimiento(b)
Obligaciones respaldadas con activos de agencias – (continuación)
Estados Unidos – (continuación)
19.257 Federal National Mortgage Association (FNMA) USD 5,500% 01/12/2034 21.017 0,01 60.811 Federal National Mortgage Association (FNMA) USD 5,500% 01/12/2034 66.370 0,02 509.217 Federal National Mortgage Association (FNMA) USD 5,000% 01/07/2035 550.869 0,19 3.303 Federal National Mortgage Association (FNMA) USD 5,500% 01/07/2035 3.594 0,00 3.612 Federal National Mortgage Association (FNMA) USD 5,500% 01/09/2035 3.930 0,00 480 Federal National Mortgage Association (FNMA) USD 5,500% 01/05/2037 521 0,00 1.501.453 Federal National Mortgage Association (FNMA) USD 6,000% 01/11/2037 1.636.466 0,57 485 Federal National Mortgage Association (FNMA) USD 5,500% 01/06/2038 525 0,00 379 Federal National Mortgage Association (FNMA) USD 5,500% 01/09/2038 411 0,00 2.318.956 Federal National Mortgage Association (FNMA) USD 5,000% 01/04/2039 2.501.393 0,88 20.595 Federal National Mortgage Association (FNMA) USD 4,500% 01/05/2039 22.527 0,01 21.170 Federal National Mortgage Association (FNMA) USD 4,500% 01/05/2039 23.157 0,01 33.257 Federal National Mortgage Association (FNMA) USD 4,500% 01/06/2039 36.378 0,01 15.313 Federal National Mortgage Association (FNMA) USD 4,500% 01/08/2039 16.750 0,01 33.520 Federal National Mortgage Association (FNMA) USD 4,500% 01/08/2039 36.665 0,01 24.665 Federal National Mortgage Association (FNMA) USD 5,000% 01/06/2040 26.606 0,01 16.782 Federal National Mortgage Association (FNMA) USD 4,000% 01/10/2040 17.731 0,01 75.558 Federal National Mortgage Association (FNMA) USD 4,000% 01/10/2040 79.832 0,03 79.778 Federal National Mortgage Association (FNMA) USD 4,000% 01/11/2040 84.290 0,03 1.496.068 Federal National Mortgage Association (FNMA)(c) USD 4,802% 25/11/2040 169.076 0,06 36.369 Federal National Mortgage Association (FNMA) USD 4,000% 01/03/2041 38.448 0,01 28.235 Federal National Mortgage Association (FNMA) USD 4,000% 01/08/2041 29.903 0,01 180.002 Federal National Mortgage Association (FNMA) USD 4,500% 01/08/2041 192.953 0,07 21.500 Federal National Mortgage Association (FNMA) USD 4,000% 01/09/2041 22.777 0,01 764.009 Federal National Mortgage Association (FNMA) USD 4,500% 01/09/2041 818.982 0,29 42.570 Federal National Mortgage Association (FNMA) USD 4,000% 01/10/2041 44.986 0,02 47.909 Federal National Mortgage Association (FNMA) USD 4,500% 01/10/2041 51.446 0,02 24.232 Federal National Mortgage Association (FNMA) USD 4,000% 01/01/2042 25.671 0,01 500.912 Federal National Mortgage Association (FNMA) USD 4,000% 25/04/2042 84.842 0,03 586.525 Federal National Mortgage Association (FNMA) USD 3,000% 01/10/2042 592.390 0,21 1.350.866 Federal National Mortgage Association (FNMA)(c) USD 5,957% 25/11/2042 293.911 0,10 1.580.937 Federal National Mortgage Association (FNMA)(c) USD 5,957% 25/11/2042 344.343 0,12 194.045 Federal National Mortgage Association (FNMA) USD 3,000% 01/01/2043 196.029 0,07 641.527 Federal National Mortgage Association (FNMA)(c) USD 5,957% 25/03/2043 139.783 0,05 99.883 Federal National Mortgage Association (FNMA) USD 3,000% 01/05/2043 100.866 0,04 100.000 Federal National Mortgage Association (FNMA) USD 3,000% 01/05/2043 101.035 0,04 1.000.000 Federal National Mortgage Association (FNMA) TBA(g) USD 2,500% 01/12/2099 1.022.656 0,36 1.000.000 Federal National Mortgage Association (FNMA) TBA(g) USD 2,500% 01/12/2099 966.563 0,34 7.000.000 Federal National Mortgage Association (FNMA) TBA(g) USD 3,000% 01/12/2099 7.062.891 2,48 3.000.000 Federal National Mortgage Association (FNMA) TBA(g) USD 4,000% 01/12/2099 3.170.156 1,11 2.000.000 Federal National Mortgage Association (FNMA) TBA(g) USD 4,000% 01/12/2099 2.110.078 0,74 4.491 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/06/2023 4.626 0,00 2.460 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/07/2023 2.535 0,00 2.588 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/08/2023 2.668 0,00 6.659 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/09/2023 6.865 0,00 1.598 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/03/2024 1.648 0,00 9.629 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/04/2024 9.938 0,00 4.805 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/04/2024 4.959 0,00 1.764 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/05/2024 1.821 0,00 3.917 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/06/2024 4.044 0,00 8.089 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/06/2024 8.351 0,00 2.756 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/06/2024 2.885 0,00 4.682 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/07/2024 4.835 0,00 5.115 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/07/2024 5.358 0,00 8.775 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/08/2024 9.064 0,00 4.656 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/08/2024 4.878 0,00 1.656 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/09/2024 1.711 0,00 2.572 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/09/2024 2.658 0,00 4.327 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/11/2024 4.537 0,00 1.635 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/12/2024 1.715 0,00 2.373 Government National Mortgage Association (GNMA)(c) USD 2,500% 20/12/2024 2.521 0,00 2.867 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/01/2025 3.007 0,00 1.520 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/02/2025 1.594 0,00 5.211 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/05/2025 5.472 0,00 411.642 Government National Mortgage Association (GNMA) USD 3,950% 15/07/2025 439.341 0,16 4.999 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/07/2025 5.252 0,00 2.102 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/02/2026 2.178 0,00 129 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/07/2026 133 0,00 2.662 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/01/2027 2.762 0,00
Valor de
Tipo de interés Fecha de mercado en % del
Tenencias Descripción del valor Divisa según cupón(a)
vencimiento(b)
Obligaciones respaldadas con activos de agencias – (continuación)
Estados Unidos – (continuación)
2.971 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/01/2027 3.134 0,00 2.067 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/02/2027 2.145 0,00 6.914 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/04/2027 7.178 0,00 8.275 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/04/2027 8.590 0,00 1.734 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/05/2027 1.800 0,00 1.715 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/06/2027 1.781 0,00 630 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/11/2027 655 0,00 2.464 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/12/2027 2.560 0,00 4.917 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/01/2028 5.110 0,00 2.049 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/02/2028 2.130 0,00 1.798 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/03/2028 1.870 0,00 10.711 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/07/2029 11.142 0,01 5.037 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/08/2029 5.250 0,00 1.375 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/09/2029 1.430 0,00 3.250 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/10/2029 3.387 0,00 1.516 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/10/2029 1.580 0,00 2.144 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/11/2029 2.235 0,00 3.200 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/11/2029 3.330 0,00 1.085 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/12/2029 1.131 0,00 391 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/12/2029 408 0,00 2.154 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/01/2030 2.246 0,00 1.067 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/02/2030 1.111 0,00 5.280 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/03/2030 5.506 0,00 1.333 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/04/2030 1.390 0,00 4.090 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/04/2030 4.266 0,00 7.543 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/05/2030 7.868 0,00 5.740 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/05/2030 6.100 0,00 1.357 Government National Mortgage Association (GNMA)(c) USD 1,750% 20/06/2030 1.416 0,00 13.883 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/07/2030 14.755 0,01 2.672 Government National Mortgage Association (GNMA)(c) USD 2,000% 20/09/2030 2.840 0,00 4.038 Government National Mortgage Association (GNMA)(c) USD 1,625% 20/10/2030 4.215 0,00 236.893 Government National Mortgage Association (GNMA) USD 2,500% 15/01/2043 230.068 0,08 439.410 Government National Mortgage Association (GNMA) USD 2,500% 15/02/2043 426.558 0,15 321.681 Government National Mortgage Association (GNMA) USD 2,500% 15/02/2043 312.414 0,11 35.873.202 12,58 TOTAL DE OBLIGACIONES RESPALDADAS CON ACTIVOS DE AGENCIAS
(coste USD 35.281.830) 35.873.202 12,58
Obligaciones respaldadas con activos no de agencias – 7,54%
Islas Caimán
120.000 Yapi Kredi Diversified Payment Rights Finance Co. "A"(c) USD 0,524% 21/11/2014 116.902 0,04 90.000 Yapi Kredi Diversified Payment Rights Finance Co. "A"(c) USD 0,909% 21/11/2014 88.048 0,03
204.950 0,07
Reino Unido
93.389 Aire Valley Mortages Plc. "2A2"(c) EUR 0,466% 20/09/2066 113.892 0,04 1.092.460 Aire Valley Mortages Plc. "2A2"(c) GBP 0,807% 20/09/2066 1.571.598 0,55
499.957 Brass No 2 Plc. "A1"(c) GBP 1,086% 16/07/2050 761.263 0,27
161.549 Darrowby No 2 Plc. "A"(c) GBP 2,206% 20/02/2044 251.802 0,09
3.500.000 Gracechurch Card Funding Plc. "A2"(c) EUR 0,912% 15/02/2017 4.579.868 1,61 972.816 Granite Master Issuer Plc. "A5"(c) EUR 0,312% 20/12/2054 1.243.257 0,44 152.002 Granite Master Issuer Plc. "A5"(c) EUR 0,332% 20/12/2054 194.259 0,07 30.401 Granite Master Issuer Plc. "A6"(c) GBP 0,732% 20/12/2054 45.330 0,01 912.015 Granite Master Issuer Plc. "A7"(c) GBP 0,732% 20/12/2054 1.359.738 0,48 121.602 Granite Master Issuer Plc. "A7"(c) GBP 0,812% 20/12/2054 181.320 0,06 790.413 Granite Master Issuer Plc. ''2A1''(c) USD 0,338% 20/12/2054 776.676 0,27 2.219.236 Granite Master Issuer Plc. ''A4''(c) USD 0,278% 20/12/2054 2.180.668 0,76 85.655 Granite Mortgages Plc. "2A1"(c) EUR 0,486% 20/06/2044 110.465 0,04 210.814 Granite Mortgages Plc. "3A"(c) GBP 0,884% 20/01/2044 317.847 0,11
136.839 Mansard Mortgages "A1"(c) GBP 1,157% 15/12/2049 196.723 0,07
13.884.706 4,87 Valor de
Tipo de interés Fecha de mercado en % del
Tenencias Descripción del valor Divisa según cupón(a)
vencimiento(b)