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Pioneer Funds - Absolute Return 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
28,716,651
24,786,721
DKK
DKK
Financials
Banks
Nykredit Realkredit A/S 3.5% 01/Oct/2044
Realkredit Danmark A/S 3.5% 01/Oct/2044
3,912,434
3,377,010
2.42%
2.09%
Total Bonds
7,289,444
4.51%
Supranationals, Governments and Local Public Authorities, Debt Instruments
8,200,000
32,770,000
3,155,000
2,000,000
14,200,000
3,500,000
10,600,000
7,000,000
8,500,000
14,000,000
9,200,000
53,950,000
11,000,000
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
EUR
NOK
EUR
Governments
Belgium Treasury Bill 0% 14/Nov/2013
Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond Floating 15/Apr/2013
Deutsche Bundesrepublik Inflation Linked Bond Floating 15/Apr/2023
France Government Bond OAT 4% 25/Apr/2055
France Treasury Bill BTF 0% 10/Jan/2013
French Treasury Note BTAN 4.5% 12/Jul/2013
Ireland Government Bond 5% 18/Oct/2020
Italy Buoni Ordinari del Tesoro BOT 0% 12/Jul/2013
Italy Buoni Ordinari del Tesoro BOT 0% 14/Jun/2013
Italy Buoni Ordinari del Tesoro BOT 0% 30/Apr/2013
Italy Certificati di Credito del Tesoro Zero Coupon 0% 30/Sep/2013
Norway Government Bond 4.5% 22/May/2019
Spain Letras del Tesoro 0% 20/Sep/2013
8,198,155
37,064,812
3,402,458
2,394,800
14,200,000
3,580,763
10,977,890
6,965,455
8,470,250
13,974,100
9,125,250
8,582,169
10,850,400
5.08%
22.96%
2.11%
1.48%
8.79%
2.22%
6.80%
4.31%
5.24%
8.65%
5.65%
5.31%
6.72%
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
137,786,502
145,075,946
85.32%
89.83%
10,100
EUR
Investment funds
Pioneer Institutional Currency High Alpha - X ND
10,286,749
6.37%
Total Investment funds
10,286,749
6.37%
Total Securities
155,362,695
96.20%
Net Asset Value
161,499,274
100.00%
Outstanding Financial Futures Contracts as at 31 December 2012 (expressed in EUR)
Maturity Date
Long/(Short)
Quantity Contract
11-Mar-13 (112)
Euro Bobl
11-Mar-13 (145)
Euro Bund
11-Mar-13 43
Euro Buxl
11-Mar-13 128
Euro Schatz
11-Mar-13 (30)
Euro-Oat Futures
21-Mar-13 (4)
Japanese 10y Bond
28-Mar-13 11
Long Gilt
28-Mar-13 (20)
US Long Bond
28-Mar-13 (1)
US 10 Yr Note Future
31-Mar-13 143
US 2 Yr Note Future
31-Mar-13 (122)
US 5 Yr Note Future
16-Jun-14 53
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)
(14,315,840)
(21,117,800)
5,888,420
14,189,440
(4,084,800)
(574,600,000)
1,308,230
(2,953,750)
(132,766)
31,529,266
(15,175,657)
13,190,375
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)
(92,865)
(205,901)
166,840
16,640
(54,000)
32,984
13,083
39,821
(296)
6,799
18,796
9,990
(48,109)
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 351