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 Aggregate Bond Schedule of Investments as at 31 December 2012 (expressed in EUR) (continued) Holding 16,600,000 3,700,000 2,100,000 2,500,000 2,650,000 Currency EUR EUR EUR EUR EUR Description of Securities Spain Government Bond 4.85% 31/Oct/2020 Spain Government Bond 4.9% 30/Jul/2040 Spain Government Bond 5.75% 30/Jul/2032 Spain Government Bond 5.9% 30/Jul/2026 Spain Government Bond 6% 31/Jan/2029 Market Value 16,469,690 3,252,670 2,113,230 2,561,563 2,758,385 Net Assets % 1.14% 0.22% 0.15% 0.18% 0.19% 4,300,000 2,600,000 12,100,000 12,000,000 4,200,000 12,100,000 EUR EUR EUR EUR EUR EUR Local Public Authorities Caisse d’Amortissement de la Dette Sociale 4% 25/Oct/2014 Cassa Depositi e Prestiti SpA 3% 31/Jan/2013 Fondo de Reestructuracion Ordenada Bancaria 3% 19/Nov/2014 Instituto de Credito Oficial 3.25% 10/Feb/2015 Instituto de Credito Oficial 4.875% 30/Jul/2017 Instituto de Credito Oficial 5% 05/Jul/2016 4,592,615 2,603,489 12,043,432 12,018,600 4,271,232 12,505,047 0.32% 0.18% 0.83% 0.83% 0.29% 0.86% Total Supranationals, Governments and Local Public Authorities, Debt Instruments Total Transferable Securities and Money Market Instruments Admitted to an Official Exchange Listing or Dealt in on Other Regulated Markets 828,560,255 1,334,008,972 57.14% 92.00% 42,265 EUR Investment funds Pioneer Institutional Currency High Alpha - X ND 43,046,480 2.97% Total Investment funds 43,046,480 2.97% Total Securities 1,377,055,452 94.97% Net Asset Value 1,450,062,090 100.00% Outstanding Financial Futures Contracts as at 31 December 2012 (expressed in EUR) Maturity Date Long/(Short) Quantity Contract 11-Mar-13 205 Euro Bobl 11-Mar-13 (372) Euro Bund 11-Mar-13 284 Euro Buxl 11-Mar-13 1,478 Euro Schatz 11-Mar-13 (168) Euro-Oat Futures 21-Mar-13 (14) Japanese 10y Bond 28-Mar-13 50 Long Gilt 28-Mar-13 (70) US Long Bond 28-Mar-13 (99) US 10 Yr Note Future 31-Mar-13 495 US 2 Yr Note Future 31-Mar-13 (425) US 5 Yr Note Future 16-Jun-14 95 90 Day Euro$ Total Net Unrealised Gain/(Loss) on Financial Futures Contracts Trade Currency EUR EUR EUR EUR EUR JPY GBP USD USD USD USD USD Commitment (in Trade Ccy) 26,203,100 (54,178,080) 38,890,960 163,843,690 (22,874,880) (2,011,100,000) 5,946,500 (10,338,125) (13,143,797) 109,139,768 (52,866,018) 23,643,125 Market Price (in Trade Ccy) 127.82 145.64 136.94 110.86 136.16 143.65 118.93 147.69 132.77 110.24 124.39 99.55 Unrealised Gain/(Loss) (in Fund Ccy) 182,450 (528,240) 1,101,920 132,740 (302,400) 115,443 59,469 139,373 (29,333) 23,534 65,478 17,906 978,340 Outstanding Forward Foreign Exchange Contracts as at 31 December 2012 (expressed in EUR) Maturity Date Currency Amount Purchased 31-Jan-13 USD 4,684,233 04-Mar-13 EUR 12,346,355 04-Mar-13 EUR 1,833,349 04-Mar-13 EUR 14,339,057 04-Mar-13 EUR 9,872,571 04-Mar-13 EUR 1,512,465 Total Net Unrealised Gain/(Loss) on Forward Foreign Exchange Contracts Currency EUR DKK GBP NOK USD USD Amount Sold 3,529,471 92,000,000 1,485,000 105,999,873 12,744,887 2,000,000 Unrealised Gain/(Loss) 23,069 12,680 3,783 (66,851) 209,186 (3,968) 177,899 The accompanying notes form an integral part of these financial statements. Any differences in the percentage of net assets are the results of roundings. 212 Pioneer Funds - Annual Report
Pioneer Funds - Euro Aggregate 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 (13,720,000) 02-Aug-22 (13,720,000) 16-Oct-13 (63,350,000) 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 37,867,200 EUR (761,507) 242,050 37,867,200 EUR (953,428) 50,128 133,035,000 EUR (657,503) 964,258 (2,372,438) 1,256,436 Long Positions 02-Aug-22 61,200,000 Call Swaption IRS 3.03% / Euribor 3M 2/Aug/2022 02-Aug-22 2,870,000 Call Swaption IRS 2.60% / Euribor 6M 2/Aug/2022 02-Aug-22 61,200,000 Put Swaption IRS 3.03% / Euribor 3M 2/Aug/2022 02-Aug-22 2,870,000 Put Swaption IRS 2.60% / Euribor 6M 2/Aug/2022 16-Oct-13 126,700,000 Call Swaption IRS 2.50% / Euribor 6M 16/Oct/2013 16-Jun-14 395 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 500,828 331,649 374,264 406,488 505,001 48,686 2,166,916 14,321 (107,474) (112,244) (32,634) (1,078,750) (183,311) (1,500,092) (243,656) Outstanding Swaps as at 31 December 2012 (expressed in EUR) Maturity Date 20-Mar-22 20-Dec-17 20-Dec-17 20-Dec-17 04-Aug-21 04-Aug-21 16-Apr-20 14-Feb-14 14-Nov-15 11-Jul-14 03-Sep-14 03-Sep-17 11-Jul-17 18-Oct-20 18-Oct-20 03-Oct-15 16-Oct-16 04-Jun-42 17-Oct-21 03-Oct-15 17-Apr-23 22-Jun-17 04-Jun-42 31-Jul-13 28-Nov-32 28-May-15 29-Nov-14 28-Nov-42 30-Jul-17 26-Nov-22 26-Nov-22 Contract Credit Default Swap Buyer Credit Default Swap Seller Credit Default Swap Seller Credit Default Swap Seller Cross Currency Swap Seller Cross Currency Swap Seller Cross Currency Swap Seller Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Interest Rate Swap Underlying Ireland Republic iTraxx Europe Series 18 iTraxx Europe Series 18 iTraxx Europe Series 18 - - - - - - - - - - - - - - - - - - - - - - - - - - - Received Rate - 1.000% 1.000% 1.000% Euribor 3M Euribor 3M Stibor 3M +0.36% BBSW 3M 3.210% 2.370% 2.860% China IRS 1W China IRS 1W Euribor 6M Euribor 6M 0.353% Euribor 6M Euribor 6M 2.360% Euribor 6M 2.060% EUR-EXT-CPI 3.473% Indian OIS 1D 2.505% Libor 6M Libor 6M Libor 6M Kikrw 3M Klibor 3M Klibor 3M Paid Rate Currency Nominal Unrealised Gain/(Loss) 1.000% USD 25,750,000 2,180,907 - EUR 17,500,000 (136,709) - EUR 12,500,000 (97,649) - EUR 43,000,000 (335,914) Libor 3M -0.36% EUR 57,692,308 36,720 Libor 3M -0.303% EUR 23,076,923 297,709 Euribor 3M EUR 37,000,000 305,813 2.940% AUD 66,740,000 (95,122) BBSW 3M AUD 69,935,000 (113,416) China IRS 1W CNY 255,300,000 (468,703) China IRS 1W CNY 277,400,000 (285,679) 2.850% CNY 115,500,000 488,454 2.600% CNY 106,200,000 562,088 1.575% EUR 8,500,000 (201,508) 1.582% EUR 9,500,000 (230,661) Eonia 1D EUR 300,000,000 854,985 1.000% EUR 200,000,000 (972,002) 1.800% EUR 14,200,000 1,025,012 Euribor 6M EUR 82,600,000 1,079,931 0.680% EUR 300,000,000 (1,276,197) EUR-EXT-CPI EUR 16,954,500 (95,018) 1.579% EUR 11,210,000 132,707 Libor 6M GBP 12,600,000 (566,376) 7.650% INR 4,800,000,000 196,599 Libor 6M JPY 1,970,000,000 (339,965) 0.390% JPY 11,000,000,000 (174,419) 0.230% JPY 7,300,000,000 (25,773) 2.343% JPY 2,467,000,000 352,031 2.788% KRW 19,400,000,000 53,217 3.685% MYR 17,705,000 76,753 3.680% MYR 18,625,000 82,972 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 213
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Pioneer Funds - Euro Aggregate 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 (13,720,000)<br />
02-Aug-22 (13,720,000)<br />
16-Oct-13 (63,350,000)<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 />
37,867,200 EUR (761,507) 242,050<br />
37,867,200 EUR (953,428)<br />
50,128<br />
133,035,000 EUR (657,503) 964,258<br />
(2,372,438) 1,256,436<br />
Long Positions<br />
02-Aug-22 61,200,000 Call Swaption IRS 3.03% / Euribor 3M 2/Aug/2022<br />
02-Aug-22 2,870,000 Call Swaption IRS 2.60% / Euribor 6M 2/Aug/2022<br />
02-Aug-22 61,200,000 Put Swaption IRS 3.03% / Euribor 3M 2/Aug/2022<br />
02-Aug-22 2,870,000 Put Swaption IRS 2.60% / Euribor 6M 2/Aug/2022<br />
16-Oct-13 126,700,000 Call Swaption IRS 2.50% / Euribor 6M 16/Oct/2013<br />
16-Jun-14 395<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 />
500,828<br />
331,649<br />
374,264<br />
406,488<br />
505,001<br />
48,686<br />
2,166,916<br />
14,321<br />
(107,474)<br />
(112,244)<br />
(32,634)<br />
(1,078,750)<br />
(183,311)<br />
(1,500,092)<br />
(243,656)<br />
Outstanding Swaps <strong>as</strong> at 31 December 2012 (expressed in EUR)<br />
Maturity Date<br />
20-Mar-22<br />
20-Dec-17<br />
20-Dec-17<br />
20-Dec-17<br />
04-Aug-21<br />
04-Aug-21<br />
16-Apr-20<br />
14-Feb-14<br />
14-Nov-15<br />
11-Jul-14<br />
03-Sep-14<br />
03-Sep-17<br />
11-Jul-17<br />
18-Oct-20<br />
18-Oct-20<br />
03-Oct-15<br />
16-Oct-16<br />
04-Jun-42<br />
17-Oct-21<br />
03-Oct-15<br />
17-Apr-23<br />
22-Jun-17<br />
04-Jun-42<br />
31-Jul-13<br />
28-Nov-32<br />
28-May-15<br />
29-Nov-14<br />
28-Nov-42<br />
30-Jul-17<br />
26-Nov-22<br />
26-Nov-22<br />
Contract<br />
Credit Default Swap Buyer<br />
Credit Default Swap Seller<br />
Credit Default Swap Seller<br />
Credit Default Swap Seller<br />
Cross Curr<strong>en</strong>cy Swap Seller<br />
Cross Curr<strong>en</strong>cy Swap Seller<br />
Cross Curr<strong>en</strong>cy Swap Seller<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Interest Rate Swap<br />
Underlying<br />
Ireland Republic<br />
iTraxx Europe Series 18<br />
iTraxx Europe Series 18<br />
iTraxx Europe Series 18<br />
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-<br />
-<br />
Received Rate<br />
-<br />
1.000%<br />
1.000%<br />
1.000%<br />
Euribor 3M<br />
Euribor 3M<br />
Stibor 3M +0.36%<br />
BBSW 3M<br />
3.210%<br />
2.370%<br />
2.860%<br />
China IRS 1W<br />
China IRS 1W<br />
Euribor 6M<br />
Euribor 6M<br />
0.353%<br />
Euribor 6M<br />
Euribor 6M<br />
2.360%<br />
Euribor 6M<br />
2.060%<br />
EUR-EXT-CPI<br />
3.473%<br />
Indian OIS 1D<br />
2.505%<br />
Libor 6M<br />
Libor 6M<br />
Libor 6M<br />
Kikrw 3M<br />
Klibor 3M<br />
Klibor 3M<br />
Paid Rate Curr<strong>en</strong>cy Nominal<br />
Unrealised<br />
Gain/(Loss)<br />
1.000% USD 25,750,000 2,180,907<br />
- EUR 17,500,000 (136,709)<br />
- EUR 12,500,000 (97,649)<br />
- EUR 43,000,000 (335,914)<br />
Libor 3M -0.36% EUR 57,692,308<br />
36,720<br />
Libor 3M -0.303% EUR 23,076,923 297,709<br />
Euribor 3M EUR 37,000,000 305,813<br />
2.940% AUD 66,740,000 (95,122)<br />
BBSW 3M AUD 69,935,000 (113,416)<br />
China IRS 1W CNY 255,300,000 (468,703)<br />
China IRS 1W CNY 277,400,000 (285,679)<br />
2.850% CNY 115,500,000 488,454<br />
2.600% CNY 106,200,000 562,088<br />
1.575% EUR 8,500,000 (201,508)<br />
1.582% EUR 9,500,000 (230,661)<br />
Eonia 1D EUR 300,000,000 854,985<br />
1.000% EUR 200,000,000 (972,002)<br />
1.800% EUR 14,200,000 1,025,012<br />
Euribor 6M EUR 82,600,000 1,079,931<br />
0.680% EUR 300,000,000 (1,276,197)<br />
EUR-EXT-CPI EUR 16,954,500 (95,018)<br />
1.579% EUR 11,210,000 132,707<br />
Libor 6M GBP 12,600,000 (566,376)<br />
7.650% INR 4,800,000,000 196,599<br />
Libor 6M JPY 1,970,000,000 (339,965)<br />
0.390% JPY 11,000,000,000 (174,419)<br />
0.230% JPY 7,300,000,000 (25,773)<br />
2.343% JPY 2,467,000,000 352,031<br />
2.788% KRW 19,400,000,000<br />
53,217<br />
3.685% MYR 17,705,000<br />
76,753<br />
3.680% MYR 18,625,000<br />
82,972<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 />
Pioneer Funds - Annual Report 213
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