Mise en page 1 - UniCredit Bank Slovakia as
Mise en page 1 - UniCredit Bank Slovakia as Mise en page 1 - UniCredit Bank Slovakia as
Pioneer Funds - Euro Bond Schedule of Investments as at 31 December 2012 (expressed in EUR) (continued) Outstanding Options Contracts as at 31 December 2012 (expressed in EUR) Maturity Date Quantity Contract Strike Price (in Trade Ccy) Commitment (in Trade Ccy) Trade Currency Market Price (in Fund Ccy) Unrealised Gain/(Loss) Short Positions 02-Aug-22 (11,030,000) 02-Aug-22 (11,030,000) 16-Oct-13 (39,500,000) Call Swaption IRS 2.76% / Euribor 6M 2/Aug/2022 Put Swaption IRS 2.76% / Euribor 6M 2/Aug/2022 Call Swaption IRS 2.10% / Euribor 6M 16/Oct/2013 2.76 2.76 2.10 30,442,800 EUR (612,202) 194,593 30,442,800 EUR (766,495) 40,300 82,950,000 EUR (409,966) 601,234 (1,788,663) 836,127 Long Positions 02-Aug-22 49,200,000 Call Swaption IRS 3.03% / Euribor 3M 2/Aug/2022 02-Aug-22 2,310,000 Call Swaption IRS 2.60% / Euribor 6M 2/Aug/2022 02-Aug-22 49,200,000 Put Swaption IRS 3.03% / Euribor 3M 2/Aug/2022 02-Aug-22 2,310,000 Put Swaption IRS 2.60% / Euribor 6M 2/Aug/2022 16-Oct-13 79,000,000 Call Swaption IRS 2.50% / Euribor 6M 16/Oct/2013 16-Jun-14 499 Put 90 Day Euro$ Total Net Unrealised Gain/(Loss) on Options Contracts 3.03 2.60 3.03 2.60 2.50 99.00 EUR EUR EUR EUR EUR USD 402,627 266,937 300,879 327,174 314,878 61,504 1,673,999 11,513 (86,503) (90,235) (26,267) (672,623) (231,588) (1,095,703) (259,576) Outstanding Swaps as at 31 December 2012 (expressed in EUR) Maturity Date Contract Underlying 20-Mar-22 Credit Default Swap Buyer Ireland Republic 20-Dec-17 Credit Default Swap Buyer iTraxx Europe Series 18 20-Dec-17 Credit Default Swap Seller iTraxx Europe Series 18 04-Aug-21 Cross Currency Swap Seller - 16-Apr-20 Cross Currency Swap Seller - 14-Nov-15 Interest Rate Swap - 14-Feb-14 Interest Rate Swap - 11-Jul-17 Interest Rate Swap - 03-Sep-14 Interest Rate Swap - 11-Jul-14 Interest Rate Swap - 03-Sep-17 Interest Rate Swap - 18-Oct-20 Interest Rate Swap - 22-Jun-17 Interest Rate Swap - 03-Oct-15 Interest Rate Swap - 16-Oct-16 Interest Rate Swap - 17-Oct-21 Interest Rate Swap - 03-Oct-15 Interest Rate Swap - 18-Oct-20 Interest Rate Swap - 04-Jun-42 Interest Rate Swap - 04-Jun-42 Interest Rate Swap - 31-Jul-13 Interest Rate Swap - 28-May-15 Interest Rate Swap - 28-Nov-42 Interest Rate Swap - 28-Nov-32 Interest Rate Swap - 30-Jul-17 Interest Rate Swap - 26-Nov-17 Interest Rate Swap - 26-Nov-22 Interest Rate Swap - 26-Nov-22 Interest Rate Swap - 26-Nov-17 Interest Rate Swap - 26-Nov-22 Interest Rate Swap - 26-Nov-17 Interest Rate Swap - 29-Oct-15 Interest Rate Swap - 29-Oct-14 Interest Rate Swap - Total Net Unrealised Gain/(Loss) on Swaps The accompanying notes form an integral part of these financial statements. Any differences in the percentage of net assets are the results of roundings. Received Rate - - 1.000% Euribor 3M Stibor 3M +0.36% 3.210% BBSW 3M China IRS 1W 2.860% 2.370% China IRS 1W Euribor 6M EUR-EXT-CPI 0.353% Euribor 6M 2.360% Euribor 6M Euribor 6M Euribor 6M 3.473% Indian OIS 1D Libor 6M Libor 6M 2.505% KRW3MCD 3.350% Klibor 3M Klibor 3M 3.340% Klibor 3M 3.345% BKBM 3M 2.650% Paid Rate Currency Nominal Unrealised Gain/(Loss) 1.000% USD 35,250,000 2,985,514 1.000% EUR 36,000,000 281,230 - EUR 22,500,000 (175,769) Libor 3M -0.36% EUR 53,846,154 34,244 Euribor 3M EUR 36,000,000 297,548 BBSW 3M AUD 40,595,000 (65,834) 2.940% AUD 38,740,000 (55,215) 2.600% CNY 85,700,000 453,587 China IRS 1W CNY 208,600,000 (214,825) China IRS 1W CNY 205,900,000 (378,010) 2.850% CNY 86,800,000 367,081 1.582% EUR 9,700,000 (235,517) 1.579% EUR 10,535,000 124,716 Eonia 1D EUR 180,000,000 512,991 1.000% EUR 119,000,000 (578,341) Euribor 6M EUR 49,300,000 644,560 0.680% EUR 180,000,000 (765,718) 1.575% EUR 15,000,000 (355,602) 1.800% EUR 11,100,000 801,241 Libor 6M GBP 9,800,000 (440,515) 7.650% INR 3,700,000,000 151,545 0.390% JPY 11,000,000,000 (174,419) 2.343% JPY 1,418,000,000 202,343 Libor 6M JPY 1,132,000,000 (195,350) 2.788% KRW 15,000,000,000 41,147 Klibor 3M MYR 19,400,000 (20,379) 3.680% MYR 10,761,000 47,939 3.685% MYR 10,339,000 44,821 Klibor 3M MYR 49,400,000 (57,580) 3.675% MYR 26,300,000 119,748 Klibor 3M MYR 20,200,000 (22,579) 2.830% NZD 49,780,550 12,962 BKBM 3M NZD 98,442,400 (34,395) 3,353,169 206 Pioneer Funds - Annual Report
Pioneer Funds - Euro Aggregate Bond Schedule of Investments as at 31 December 2012 (expressed in EUR) Holding Currency Description of Securities Transferable Securities and Money Market Instruments Admitted to an Official Exchange Listing or Dealt in on Other Regulated Markets Market Value Net Assets % Bonds 4,000,000 EUR Consumer Goods Automobiles and Parts BMW Finance NV 1.5% 05/Jun/2018 4,051,640 0.28% 1,000,000 EUR Beverages Carlsberg Breweries A/S 3.375% 13/Oct/2017 1,091,635 0.08% 4,359,000 EUR Tobacco Imperial Tobacco Finance PLC 8.375% 17/Feb/2016 5,293,590 0.37% 2,000,000 1,400,000 6,000,000 EUR EUR EUR Consumer Services Food and Drug Retailers Casino Guichard Perrachon SA 5.5% 30/Jan/2015 Delhaize Group SA 3.125% 27/Feb/2020 Groupe Auchan SA 4.75% 15/Apr/2015 2,177,030 1,445,388 6,551,910 0.15% 0.10% 0.45% 1,300,000 3,000,000 EUR EUR Travel, Leisure and Catering Lottomatica Group SpA 3.5% 05/Mar/2020 Lottomatica Group SpA 5.375% 05/Dec/2016 1,334,782 3,294,780 0.09% 0.23% 4,600,000 3,000,000 10,250,000 3,500,000 800,000 4,600,000 3,500,000 3,500,000 3,500,000 5,000,000 200,000 3,350,000 3,000,000 5,100,000 2,500,000 2,500,000 1,500,000 1,700,000 656,000 6,750,000 500,000 1,000,000 2,067,000 1,417,000 5,000,000 5,000,000 5,000,000 6,500,000 1,929,000 3,000,000 9,000,000 EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR USD EUR EUR Financials Banks ABN Amro Bank NV 3.5% 12/Jan/2018 ABN Amro Bank NV 3.625% 22/Jun/2020 ABN Amro Bank NV 6.375% 27/Apr/2021 Banco Bilbao Vizcaya Argentaria SA 3.5% 26/Jul/2013 Banco Bilbao Vizcaya Argentaria SA 4.25% 18/Jan/2017 Banco Bilbao Vizcaya Argentaria SA 4.25% 30/Mar/2015 Banco Espanol de Credito SA 3.5% 27/Jan/2015 Banco Santander SA 3.125% 28/Jan/2015 Banco Santander SA 3.125% 28/Sep/2015 Banco Santander SA 4.125% 09/Jan/2017 Bank of America Corp Floating 06/May/2019 Bank of America Corp 4.75% 03/Apr/2017 Banque Federative du Credit Mutuel SA 4.125% 20/Jul/2020 Barclays Bank PLC 2.25% 22/Feb/2017 Barclays Bank PLC 4% 12/Jan/2021 Barclays Bank PLC 6% 23/Jan/2018 BBVA Senior Finance SAU 3.25% 23/Apr/2015 Belfius Bank SA/NV 1.25% 27/Nov/2017 BNP Paribas Capital Trust VI - Pfd - Floating Perpetual BNP Paribas SA 2.5% 23/Aug/2019 BPCE SA Floating Perpetual BPCE SA Floating Perpetual BPCE SA 9.25% Perpetual Cie de Financement Foncier SA 2.25% 21/Aug/2015 Cie de Financement Foncier SA 4.375% 25/Apr/2019 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/Netherlands 4.375% 22/Jan/2014 Credit Mutuel - CIC Home Loan SFH - SFH - 4.375% 17/Mar/2021 Credit Mutuel - CIC Home Loan SFH 3.375% 18/Jul/2016 Danske Bank A/S Floating 21/Sep/2037 Danske Bank Oyj 1.625% 27/Sep/2019 Deutsche Bank AG 2.125% 01/Mar/2019 5,160,280 3,445,005 11,734,968 3,530,422 832,786 4,769,188 3,564,400 3,547,600 3,555,650 5,206,625 194,500 3,775,986 3,450,855 5,404,827 2,963,535 2,841,025 1,501,455 1,720,692 658,385 7,020,472 415,500 700,000 2,184,561 1,474,849 5,860,930 5,207,350 6,017,025 7,097,090 1,530,807 3,056,190 9,626,130 0.36% 0.24% 0.80% 0.24% 0.06% 0.33% 0.25% 0.24% 0.25% 0.36% 0.01% 0.26% 0.24% 0.37% 0.20% 0.20% 0.10% 0.12% 0.05% 0.48% 0.03% 0.05% 0.15% 0.10% 0.40% 0.36% 0.41% 0.49% 0.11% 0.21% 0.65% The accompanying notes form an integral part of these financial statements. Any differences in the percentage of net assets are the results of roundings. Pioneer Funds - Annual Report 207
- Page 157 and 158: Statement of Unit Statistics as at
- Page 159 and 160: Statement of Unit Statistics as at
- Page 161 and 162: Statement of Unit Statistics as at
- Page 163 and 164: Statement of Unit Statistics as at
- Page 165 and 166: Statement of Unit Statistics as at
- Page 167 and 168: Statement of Unit Statistics as at
- Page 169 and 170: Statement of Unit Statistics as at
- Page 171 and 172: Statement of Unit Statistics as at
- Page 173 and 174: Statement of Unit Statistics as at
- Page 175 and 176: Statement of Unit Statistics as at
- Page 177 and 178: Statement of Unit Statistics as at
- Page 179 and 180: Statement of Unit Statistics as at
- Page 181 and 182: Statement of Unit Statistics as at
- Page 183 and 184: Statement of Unit Statistics as at
- Page 185 and 186: Statement of Unit Statistics as at
- Page 187 and 188: Pioneer Funds - Euro Short-Term Sch
- Page 189 and 190: Pioneer Funds - Euro Cash Plus Sche
- Page 191 and 192: Pioneer Funds - Euro Cash Plus Sche
- Page 193 and 194: Pioneer Funds - Euro Corporate Shor
- Page 195 and 196: Pioneer Funds - Euro Corporate Shor
- Page 197 and 198: Pioneer Funds - U.S. Dollar Short-T
- Page 199 and 200: Pioneer Funds - U.S. Dollar Short-T
- Page 201 and 202: Pioneer Funds - U.S. Dollar Short-T
- Page 203 and 204: Pioneer Funds - U.S. Dollar Short-T
- Page 205 and 206: Pioneer Funds - Euro Bond Schedule
- Page 207: Pioneer Funds - Euro Bond Schedule
- Page 211 and 212: Pioneer Funds - Euro Aggregate Bond
- Page 213 and 214: Pioneer Funds - Euro Aggregate Bond
- Page 215 and 216: Pioneer Funds - Euro Aggregate Bond
- Page 217 and 218: Pioneer Funds - Euro Corporate Bond
- Page 219 and 220: Pioneer Funds - Euro Corporate Bond
- Page 221 and 222: Pioneer Funds - Euro Corporate Bond
- Page 223 and 224: Pioneer Funds - Euro Corporate Tren
- Page 225 and 226: Pioneer Funds - Euro Corporate Tren
- Page 227 and 228: Pioneer Funds - U.S. Dollar Aggrega
- Page 229 and 230: Pioneer Funds - U.S. Dollar Aggrega
- Page 231 and 232: Pioneer Funds - U.S. Dollar Aggrega
- Page 233 and 234: Pioneer Funds - U.S. Dollar Aggrega
- Page 235 and 236: Pioneer Funds - U.S. Dollar Aggrega
- Page 237 and 238: Pioneer Funds - U.S. Dollar Aggrega
- Page 239 and 240: Pioneer Funds - U.S. Dollar Aggrega
- Page 241 and 242: Pioneer Funds - U.S. Dollar Aggrega
- Page 243 and 244: Pioneer Funds - Global Aggregate Bo
- Page 245 and 246: Pioneer Funds - Global Aggregate Bo
- Page 247 and 248: Pioneer Funds - Global Aggregate Bo
- Page 249 and 250: Pioneer Funds - Global Aggregate Bo
- Page 251 and 252: Pioneer Funds - Obbligazionario Eur
- Page 253 and 254: Pioneer Funds - Obbligazionario Eur
- Page 255 and 256: Pioneer Funds - Obbligazionario Eur
- Page 257 and 258: Pioneer Funds - Obbligazionario Eur
Pioneer Funds - Euro Bond<br />
Schedule of Investm<strong>en</strong>ts <strong>as</strong> at 31 December 2012 (expressed in EUR) (continued)<br />
Outstanding Options Contracts <strong>as</strong> at 31 December 2012 (expressed in EUR)<br />
Maturity Date<br />
Quantity<br />
Contract<br />
Strike Price<br />
(in Trade Ccy)<br />
Commitm<strong>en</strong>t<br />
(in Trade Ccy)<br />
Trade<br />
Curr<strong>en</strong>cy<br />
Market Price<br />
(in Fund Ccy)<br />
Unrealised<br />
Gain/(Loss)<br />
Short Positions<br />
02-Aug-22 (11,030,000)<br />
02-Aug-22 (11,030,000)<br />
16-Oct-13 (39,500,000)<br />
Call Swaption IRS 2.76% / Euribor 6M 2/Aug/2022<br />
Put Swaption IRS 2.76% / Euribor 6M 2/Aug/2022<br />
Call Swaption IRS 2.10% / Euribor 6M 16/Oct/2013<br />
2.76<br />
2.76<br />
2.10<br />
30,442,800 EUR (612,202) 194,593<br />
30,442,800 EUR (766,495)<br />
40,300<br />
82,950,000 EUR (409,966) 601,234<br />
(1,788,663) 836,127<br />
Long Positions<br />
02-Aug-22 49,200,000 Call Swaption IRS 3.03% / Euribor 3M 2/Aug/2022<br />
02-Aug-22 2,310,000 Call Swaption IRS 2.60% / Euribor 6M 2/Aug/2022<br />
02-Aug-22 49,200,000 Put Swaption IRS 3.03% / Euribor 3M 2/Aug/2022<br />
02-Aug-22 2,310,000 Put Swaption IRS 2.60% / Euribor 6M 2/Aug/2022<br />
16-Oct-13 79,000,000 Call Swaption IRS 2.50% / Euribor 6M 16/Oct/2013<br />
16-Jun-14 499<br />
Put 90 Day Euro$<br />
Total Net Unrealised Gain/(Loss) on Options Contracts<br />
3.03<br />
2.60<br />
3.03<br />
2.60<br />
2.50<br />
99.00<br />
EUR<br />
EUR<br />
EUR<br />
EUR<br />
EUR<br />
USD<br />
402,627<br />
266,937<br />
300,879<br />
327,174<br />
314,878<br />
61,504<br />
1,673,999<br />
11,513<br />
(86,503)<br />
(90,235)<br />
(26,267)<br />
(672,623)<br />
(231,588)<br />
(1,095,703)<br />
(259,576)<br />
Outstanding Swaps <strong>as</strong> at 31 December 2012 (expressed in EUR)<br />
Maturity Date Contract<br />
Underlying<br />
20-Mar-22 Credit Default Swap Buyer Ireland Republic<br />
20-Dec-17 Credit Default Swap Buyer iTraxx Europe Series 18<br />
20-Dec-17 Credit Default Swap Seller iTraxx Europe Series 18<br />
04-Aug-21 Cross Curr<strong>en</strong>cy Swap Seller -<br />
16-Apr-20 Cross Curr<strong>en</strong>cy Swap Seller -<br />
14-Nov-15 Interest Rate Swap<br />
-<br />
14-Feb-14 Interest Rate Swap<br />
-<br />
11-Jul-17 Interest Rate Swap<br />
-<br />
03-Sep-14 Interest Rate Swap<br />
-<br />
11-Jul-14 Interest Rate Swap<br />
-<br />
03-Sep-17 Interest Rate Swap<br />
-<br />
18-Oct-20 Interest Rate Swap<br />
-<br />
22-Jun-17 Interest Rate Swap<br />
-<br />
03-Oct-15 Interest Rate Swap<br />
-<br />
16-Oct-16 Interest Rate Swap<br />
-<br />
17-Oct-21 Interest Rate Swap<br />
-<br />
03-Oct-15 Interest Rate Swap<br />
-<br />
18-Oct-20 Interest Rate Swap<br />
-<br />
04-Jun-42 Interest Rate Swap<br />
-<br />
04-Jun-42 Interest Rate Swap<br />
-<br />
31-Jul-13 Interest Rate Swap<br />
-<br />
28-May-15 Interest Rate Swap<br />
-<br />
28-Nov-42 Interest Rate Swap<br />
-<br />
28-Nov-32 Interest Rate Swap<br />
-<br />
30-Jul-17 Interest Rate Swap<br />
-<br />
26-Nov-17 Interest Rate Swap<br />
-<br />
26-Nov-22 Interest Rate Swap<br />
-<br />
26-Nov-22 Interest Rate Swap<br />
-<br />
26-Nov-17 Interest Rate Swap<br />
-<br />
26-Nov-22 Interest Rate Swap<br />
-<br />
26-Nov-17 Interest Rate Swap<br />
-<br />
29-Oct-15 Interest Rate Swap<br />
-<br />
29-Oct-14 Interest Rate Swap<br />
-<br />
Total Net Unrealised Gain/(Loss) on Swaps<br />
The accompanying notes form an integral part of these financial statem<strong>en</strong>ts.<br />
Any differ<strong>en</strong>ces in the perc<strong>en</strong>tage of net <strong>as</strong>sets are the results of roundings.<br />
Received Rate<br />
-<br />
-<br />
1.000%<br />
Euribor 3M<br />
Stibor 3M +0.36%<br />
3.210%<br />
BBSW 3M<br />
China IRS 1W<br />
2.860%<br />
2.370%<br />
China IRS 1W<br />
Euribor 6M<br />
EUR-EXT-CPI<br />
0.353%<br />
Euribor 6M<br />
2.360%<br />
Euribor 6M<br />
Euribor 6M<br />
Euribor 6M<br />
3.473%<br />
Indian OIS 1D<br />
Libor 6M<br />
Libor 6M<br />
2.505%<br />
KRW3MCD<br />
3.350%<br />
Klibor 3M<br />
Klibor 3M<br />
3.340%<br />
Klibor 3M<br />
3.345%<br />
BKBM 3M<br />
2.650%<br />
Paid Rate Curr<strong>en</strong>cy Nominal<br />
Unrealised<br />
Gain/(Loss)<br />
1.000% USD 35,250,000 2,985,514<br />
1.000% EUR 36,000,000 281,230<br />
- EUR 22,500,000 (175,769)<br />
Libor 3M -0.36% EUR 53,846,154<br />
34,244<br />
Euribor 3M EUR 36,000,000 297,548<br />
BBSW 3M AUD 40,595,000 (65,834)<br />
2.940% AUD 38,740,000 (55,215)<br />
2.600% CNY 85,700,000 453,587<br />
China IRS 1W CNY 208,600,000 (214,825)<br />
China IRS 1W CNY 205,900,000 (378,010)<br />
2.850% CNY 86,800,000 367,081<br />
1.582% EUR 9,700,000 (235,517)<br />
1.579% EUR 10,535,000 124,716<br />
Eonia 1D EUR 180,000,000 512,991<br />
1.000% EUR 119,000,000 (578,341)<br />
Euribor 6M EUR 49,300,000 644,560<br />
0.680% EUR 180,000,000 (765,718)<br />
1.575% EUR 15,000,000 (355,602)<br />
1.800% EUR 11,100,000 801,241<br />
Libor 6M GBP 9,800,000 (440,515)<br />
7.650% INR 3,700,000,000 151,545<br />
0.390% JPY 11,000,000,000 (174,419)<br />
2.343% JPY 1,418,000,000 202,343<br />
Libor 6M JPY 1,132,000,000 (195,350)<br />
2.788% KRW 15,000,000,000<br />
41,147<br />
Klibor 3M MYR 19,400,000 (20,379)<br />
3.680% MYR 10,761,000<br />
47,939<br />
3.685% MYR 10,339,000<br />
44,821<br />
Klibor 3M MYR 49,400,000 (57,580)<br />
3.675% MYR 26,300,000 119,748<br />
Klibor 3M MYR 20,200,000 (22,579)<br />
2.830% NZD 49,780,550<br />
12,962<br />
BKBM 3M NZD 98,442,400 (34,395)<br />
3,353,169<br />
206 Pioneer Funds - Annual Report
Change language