FAO - long terme
TITRES À REVENU FIXE (DOLLARS E.-U.)
(Au 30 juin 2001)
Plus-values |
||||
Parts |
Description des titres |
Valeur boursière |
Valeur d'achat |
moins-values latentes |
500,000 |
CHILE(REP OF) 6.875% SR NTS 28/4/2009 USD |
494,090.00 |
491,400.00 |
- 2,690.00 |
650,000 |
FINLAND REP NT DTD 07/28/1994 7.875 DUE 07-28-2004 REG |
706,062.50 |
700,732.50 |
- 5,330.00 |
1,344,000 |
US TREAS BDS 5.25 DUE 02-15-2029 REG |
1,195,913.59 |
1,228,913.28 |
32,999.69 |
1,005,000 |
US TREAS BDS 6 DUE 02-15-2026 REG |
1,008,046.52 |
1,016,778.60 |
8,732.08 |
125,000 |
US TREAS NTS DTD 08/15/1999 6 DUE 08-15-2009 REG |
131,410.61 |
129,921.88 |
- 1,488.73 |
495,000 |
US TREAS NTS DTD 08/15/2000 5.75 DUE 08-15-2010 REG |
509,004.17 |
506,156.85 |
- 2,847.32 |
620,000 |
US TREAS SER A-2003 6.25 NT DUE 2-15-03 REG |
637,437.50 |
639,181.25 |
1,743.75 |
355,000 |
FHLMC DEB DTD 07/10/2000 7 07-15-2005 |
361,816.00 |
375,078.80 |
13,262.80 |
500,000 |
FNMA 6.625 DUE 11-15-2010 REG |
498,242.79 |
516,560.00 |
18,317.21 |
250,000 |
FNMA PREASSIGN 00052 6.25 02-01-2011 |
249,210.00 |
246,835.00 |
- 2,375.00 |
125,000 |
AXA 8.6% SUB NT 15.12.2030 |
124,643.75 |
139,485.74 |
14,841.99 |
200,000 |
FRANCE TELECOM 7.75% BDS 1/3/11 USD1000'3' |
199,612.00 |
203,470.00 |
3,858.00 |
195,000 |
BARCLAYS BANK 7.375% SUB NTS 29/6/2049 US |
194,050.35 |
193,908.00 |
- 142.35 |
225,000 |
STANDARD CHARTERED 8.0% 30/05/2031 |
223,155.00 |
231,592.50 |
8,437.50 |
210,000 |
6.664 DUE 09-15-2013 BEO |
210,000.00 |
210,000.00 |
- |
250,000 |
AIG SUNAMERICA GLOBAL FINANCING IV 5.85% BDS 02-01-2006 USD REGS |
249,867.50 |
251,096.62 |
1,229.12 |
250,000 |
ALLST FIN GLBAL FD 6.15% BONDS 01/02/2006 |
249,925.00 |
253,350.60 |
3,425.60 |
400,000 |
BOEING CAP CORP BOEING CAP CORP 5.65 DUE05-15-2006 BEO |
399,272.00 |
395,360.00 |
- 3,912.00 |
275,000 |
CITIGROUP INC SUB NT 7.25 DUE 10-01-2010BEO |
279,938.30 |
285,463.75 |
5,525.45 |
105,000 |
DUKE ENERGY FIELD SVCS LLC NT 7.875 DUE 08-16-2010 BEO |
104,878.20 |
110,028.45 |
5,150.25 |
400,000 |
GEN ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY TR 00483 5.35 DUE 03-30-2006 BEO |
399,652.00 |
394,628.00 |
- 5,024.00 |
130,000 |
KEYSPAN CORP NT 8 DUE 11-15-2030 BEO |
129,797.20 |
139,306.70 |
9,509.50 |
340,000 |
NATL RURAL UTILS COOP FIN CORP COLL TR BD DTD 05/23/2001 6 DUE 05-15-2006 BEO |
338,436.00 |
339,024.20 |
588.20 |
500,000 |
NEWS AMER HLDGS INC 10.125 DUE 10-15-2012/10-15-2002 REG |
567,335.00 |
542,975.00 |
- 24,360.00 |
195,000 |
PITNEY BOWES INC 5.87500 04/30/01 05/01/06 5.875 DUE 05-01-2006 BEO |
194,816.70 |
193,299.60 |
- 1,517.10 |
265,000 |
SBC COMMUNICATIONS INC SBC COMMUNICATIONS INC 6.25 3-15-11 BEO |
263,121.15 |
257,503.15 |
- 5,618.00 |
275,000 |
WORLDCOM INC GA NEW 7.50000 05/16/01 05/15/11 7.5 DUE 05-15-2011 BEO |
271,986.00 |
268,908.75 |
- 3,077.25 |
52 |
FHLMC GOLD POOL C00921 7.5 02-01-2030 |
50.47 |
52.59 |
2.12 |
400,000 |
FNMA 30 YR PASS-THROUGHS 7.5 30 YEARS SETTLES JUN |
408,750.00 |
407,875.00 |
- 875.00 |
186,026 |
FNMA POOL #535039 8 DUE 12-01-2029 REG |
188,903.84 |
192,129.76 |
3,225.92 |
431,708 |
FNMA POOL #535095 8 DUE 01-01-2030 REG |
440,814.28 |
445,872.27 |
5,057.99 |
400,000 |
FNMA POOL #535425 7.5 DUE 08-01-2030 REG |
408,750.28 |
408,124.28 |
- 626.00 |
1 |
GNMA, POOL # 780250 SERIES 2025 7.5% DUE 09-15-2025 |
1.09 |
1.11 |
0.02 |
750,000 |
DISCOVER CARD MASTER TR I 1998-7 CR CARDPASSTHRU CTF CL A 5.6 05-15-06 BEO |
705,468.76 |
757,260.00 |
51,791.24 |
325,000 |
CMO LB-UBS COML MTG TR 2000-C5 COML MTG PASSTHRU CTF CL A-2 6.51 DUE 12-15-2026 |
326,459.90 |
322,200.78 |
- 4,259.12 |
348,976 |
CMO LB-UBS COML MTG TR 2001-C2 CL A-1 6.27 DUE 06-15-2020 |
351,811.89 |
348,624.69 |
- 3,187.20 |
338,970 |
CMO PRUDENTIAL MTG CAP FDG L L C 01-C1 CL A-1 6.232 05-01-11 BEO |
339,817.56 |
339,817.56 |
- |
501,978 |
DLJ MTG ACCEP CORP SER 1998-2 6.75 CTF DUE 06-19-2028 BEO |
504,135.15 |
497,741.52 |
- 6,393.63 |
TOTAL |
13,866,683.05 |
13,980,658.78 |
113,975.73 |
FAO - long terme
TITRES À REVENU FIXE-AUTRES MONNAIES
(Au 30 juin 2001)
Plus-values |
||||
Unités |
Description des titres |
Valeur boursière |
Valeur d'achat |
moins-values latentes |
3,700,000 |
AUSTRALIA (CMNWTH) 5.75% BDS'611' 15/06/2011 |
2,147,237.60 |
1,837,479.42 |
- 309,758.18 |
1,000,000 |
JAPAN FIN CORP ME 9.125% GTD BDS 16/02/05 GBP |
1,935,672.22 |
1,535,946.33 |
- 399,725.89 |
11,500,000 |
DENMARK(KINGDOM) 7% BDS 15/12/04 DKK0.01 |
1,902,240.25 |
1,391,795.54 |
- 510,444.71 |
2,300,000 |
FRANCE(GOVT OF) 3% OATI 25/7/2009 EUR1 |
2,027,770.13 |
2,013,023.27 |
- 14,746.86 |
3,200,000 |
FRANCE(GOVT OF) 5.5% OAT 25/4/2029 EUR1 |
2,881,723.47 |
2,605,737.89 |
-275,985.58 |
2,608,102 |
ITALY(REP OF) 8.5% BTP 1/8/2004 EUR0.01 |
3,286,949.80 |
2,442,577.26 |
- 844,372.54 |
2,614,402 |
SPAIN(KINGDOM OF) 8% BDS 30/5/04 EUR |
3,282,282.12 |
2,414,393.95 |
- 867,888.17 |
3,000,000 |
FHLMC 5.25% EURO BD 15.01.2006 |
2,748,762.06 |
2,579,511.88 |
- 169,250.18 |
2,600,000 |
PHILIPS ELEC(KON) 5.75% BDS 16/5/2008 EUR1000 |
2,304,157.75 |
2,168,005.62 |
- 136,152.13 |
4,500,000 |
UNILEVER UNILEVER 5.125% 07/06/2006 |
3,973,333.98 |
3,811,364.04 |
- 161,969.94 |
3,600,000 |
BAT INTL FINANCE 4.875% GTD MTN 25/02/09 EUR |
3,598,579.26 |
2,800,866.86 |
- 797,712.40 |
3,500,000 |
TRANSCO 5.25% EURO MTN 23/5/06 EUR |
3,080,272.35 |
2,948,542.67 |
- 131,729.68 |
1,500,000 |
WPP GROUP PLC UNSORDINAT 6.0% 18/06/2008 |
1,266,716.91 |
1,261,819.91 |
- 4,897.00 |
280,000,000 |
GEN MOTORS ACCEPT FRN 26/07/2002 |
2,458,098.79 |
2,235,711.99 |
- 222,386.80 |
666,000,000 |
KFW INTERNATIONAL 1.75% BK GUAR 23.03.2010 |
6,152,448.85 |
5,771,920.65 |
- 380,528.20 |
3,260,000 |
NEW ZEALAND(GOVT) 8% LN 15/4/2004 NZD100 |
1,696,586.06 |
1,363,388.96 |
- 333,197.10 |
15,900,000 |
SWEDEN(KINGDOM OF) 8% BDS 15/8/2007 SEK '1037' |
2,432,647.58 |
1,664,881.70 |
- 767,765.88 |
TOTAL |
47,175,479.18 |
40,846,967.94 |
- 6,328,511.24 |
FAO - long terme
CAPITAUX À RISQUE
(Au 30 juin 2001)
Plus-values |
||||
Parts |
Description des titres |
Valeur boursière |
Valeur d'achat |
moins-values latentes |
618,366 |
FIDUCIARY INTL EMERG MKTS BD |
6,154,515.96 |
6,480,475.89 |
325,959.93 |
309,733 |
FIDUCIARY TST GBL US HIGH GWTH EQ FD |
3,430,368.00 |
9,716,318.88 |
6,285,950.88 |
32,500 |
ASIA EX JAPAN EQT FD UNT 10 PLAC |
325,000.00 |
251,550.00 |
- 73,450.00 |
9,909,883.96 |
16,448,344.77 |
6,538,460.81 |
FAO - long terme
Placements temporaires
(Au 30 juin 2001)
Plus-values |
||||
Parts |
Description des titres |
Valeur boursière |
Valeur d'achat |
moins-values latentes |
- |
Livre sterling |
- 510,991.52 |
- 507,578.01 |
3,413.51 |
- |
Dollar canadien |
1,410,934.74 |
1,449,094.94 |
38,160.20 |
- |
Euro |
302,267.64 |
297,062.76 |
- 5,204.88 |
- |
Euro |
526,440.00 |
520,626.11 |
- 5,813.89 |
- |
Euro |
- 82,984.65 |
- 81,529.76 |
1,454.89 |
- |
Yen japonais |
- 953,733.27 |
- 948,441.31 |
5,291.96 |
- |
Dollar des Etats-Unis |
- 409,750.00 |
- 409,750.00 |
- |
- |
Dollar des Etats-Unis |
- 1,410,934.74 |
- 1,410,934.74 |
- |
- |
Dollar des Etats-Unis |
- 526,440.00 |
- 526,440.00 |
- |
- |
Livre sterling |
- |
- |
- |
- |
Euro |
- |
- |
- |
- |
Deutsche mark allemand |
- |
- |
- |
- |
Dollar de Singapour |
- |
- |
- |
- |
Franc suisse |
- |
- |
- |
136 |
Dollar australien |
106.53 |
136.22 |
29.69 |
65,545 |
Dollar australien |
67,674.62 |
65,544.78 |
- 2,129.84 |
138 |
Livre sterling |
8,426.96 |
138.29 |
- 8,288.67 |
690,518 |
Livre sterling |
685,131.14 |
690,518.38 |
5,387.24 |
35,583 |
Canadian dollar |
34,928.85 |
35,582.50 |
653.65 |
473 |
Canadian dollar |
464.62 |
473.32 |
8.70 |
100 |
Couronne danoise |
2,802.08 |
100.06 |
- 2,702.02 |
682,511 |
Couronne danoise |
681,577.91 |
682,510.80 |
932.89 |
- 281,130 |
Euro |
- 273,834.11 |
- 281,130.25 |
- 7,296.14 |
- |
Euro |
- 47,246.67 |
- |
47,246.67 |
3 |
Dollar de Hong Kong |
7.45 |
2.66 |
- 4.79 |
106,924 |
Dollar de Hong Kong |
106,921.72 |
106,924.45 |
2.73 |
474,948 |
Yen japonais |
513,279.51 |
474,947.90 |
- 38,331.61 |
101 |
Peso mexicain |
99.95 |
101.12 |
1.17 |
1,262,063 |
Peso mexicain |
1,247,511.83 |
1,262,063.27 |
14,551.44 |
80 |
Dollar néozélandais |
81.73 |
80.37 |
- 1.36 |
157,123 |
Dollar néozélandais |
159,782.27 |
157,123.40 |
- 2,658.87 |
91 |
Couronne norvégienne |
- 4,577.90 |
91.12 |
4,669.02 |
1,351,243 |
Couronne norvégienne |
1,346,208.54 |
1,351,242.79 |
5,034.25 |
473 |
Dollar de Singapour |
476.20 |
472.75 |
- 3.45 |
1,565,862 |
Dollar de Singapour |
1,577,288.81 |
1,565,861.69 |
- 11,427.12 |
28 |
Couronne suédoise |
502.47 |
27.61 |
- 474.86 |
620,008 |
Couronne suédoise |
625,034.78 |
620,007.62 |
- 5,027.16 |
164 |
Franc suisse |
- 1,168.11 |
163.74 |
1,331.85 |
1,208,935 |
Franc suisse |
1,209,008.98 |
1,208,934.88 |
- 74.10 |
1,481,570 |
Dollar des Etats-Unis |
1,481,570.02 |
1,481,570.02 |
- |
TOTAL |
7,766,868.38 |
7,805,599.48 |
38,731.10 |
Total portefeuille:
Plus-values |
|||
Valeur boursière |
Valeur d'achat |
moins-values latentes |
|
Actions - Dollar E.-U. |
52,887,554.17 |
60,742,794.48 |
7,855,240.31 |
Actions - Autres monnaies |
47,696,335.40 |
49,876,596.44 |
2,180,261.04 |
Revenu fixe - dollar E.-U. |
13,866,683.05 |
13,980,658.78 |
113,975.73 |
Revenu fixe - Autres monnaies |
47,175,479.18 |
40,846,967.94 |
(6,328,511.24) |
Capitaux à risque |
9,909,883.96 |
16,448,344.77 |
6,538,460.81 |
Placements temporaires |
7,766,868.38 |
7,805,599.48 |
38,731.10 |
Total général |
179,302,804.14 |
189,700,961.89 |
10,398,157.75 |