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Pioneer Funds - Absolute Return Curr<strong>en</strong>cies<br />

Schedule of Investm<strong>en</strong>ts <strong>as</strong> at 31 December 2012 (expressed in EUR) (continued)<br />

Outstanding Forward Foreign Exchange Contracts <strong>as</strong> at 31 December 2012 (expressed in EUR) (continued)<br />

Maturity Date Curr<strong>en</strong>cy<br />

Amount Purch<strong>as</strong>ed<br />

04-Mar-13 JPY<br />

264,060,000<br />

04-Mar-13 JPY<br />

15,717,140<br />

04-Mar-13 JPY<br />

267,716,480<br />

04-Mar-13 MXN<br />

27,910,175<br />

04-Mar-13 MXN<br />

41,623,700<br />

04-Mar-13 MXN<br />

28,677,533<br />

04-Mar-13 MXN<br />

26,047,000<br />

04-Mar-13 NZD<br />

5,104,409<br />

04-Mar-13 PLN<br />

6,600,320<br />

04-Mar-13 PLN<br />

6,673,485<br />

04-Mar-13 USD<br />

3,257,017<br />

04-Mar-13 USD<br />

3,222,140<br />

04-Mar-13 USD<br />

4,245,474<br />

04-Mar-13 USD<br />

3,247,570<br />

04-Mar-13 USD<br />

3,096,312<br />

04-Mar-13 USD<br />

3,230,488<br />

04-Mar-13 USD<br />

2,120,640<br />

04-Mar-13 USD<br />

2,073,058<br />

04-Mar-13 USD<br />

1,762,131<br />

04-Mar-13 USD<br />

1,143,992<br />

04-Mar-13 USD<br />

2,098,954<br />

04-Mar-13 USD<br />

3,200,000<br />

04-Mar-13 USD<br />

3,177,636<br />

04-Mar-13 USD<br />

2,100,000<br />

23-Apr-13 CNY<br />

50,000,000<br />

Total Net Unrealised Gain/(Loss) on Forward Foreign Exchange Contracts<br />

Curr<strong>en</strong>cy<br />

EUR<br />

USD<br />

USD<br />

AUD<br />

AUD<br />

USD<br />

USD<br />

AUD<br />

EUR<br />

USD<br />

AUD<br />

AUD<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

GBP<br />

GBP<br />

GBP<br />

GBP<br />

JPY<br />

NZD<br />

PLN<br />

USD<br />

Amount Sold<br />

2,500,000<br />

191,551<br />

3,200,000<br />

2,051,422<br />

3,100,000<br />

2,192,154<br />

2,000,000<br />

4,010,646<br />

1,600,000<br />

2,100,000<br />

3,142,914<br />

3,100,000<br />

3,259,531<br />

2,500,000<br />

2,400,000<br />

2,500,000<br />

1,600,000<br />

1,300,000<br />

1,100,000<br />

710,000<br />

1,290,000<br />

265,046,400<br />

3,800,000<br />

6,732,600<br />

7,880,221<br />

Unrealised Gain/(Loss)<br />

(183,652)<br />

(7,368)<br />

(77,899)<br />

11,688<br />

(14,557)<br />

958<br />

(5,902)<br />

37,858<br />

6,252<br />

31,814<br />

7,601<br />

14,810<br />

(40,542)<br />

(37,639)<br />

(52,325)<br />

(50,591)<br />

7,904<br />

(29,835)<br />

(19,171)<br />

(7,354)<br />

2,143<br />

101,331<br />

42,652<br />

(46,205)<br />

27,433<br />

37,341<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 />

17-Apr-13 (3,100,000)<br />

14-Mar-13 (4,200,000)<br />

07-Feb-13 (6,400,000)<br />

Call USD/MXN<br />

Put USD/INR<br />

Put USD/INR<br />

15.00<br />

54.00<br />

54.00<br />

35,270,024 USD<br />

(6,930)<br />

9,609<br />

172,026,699 USD<br />

(25,555)<br />

63,747<br />

262,135,922 USD<br />

(26,474)<br />

35,242<br />

(58,959)<br />

108,598<br />

Long Positions<br />

11-Feb-13 7,000,000 Call GBP/CAD<br />

18-Jan-13 4,100,000 Call USD/JPY<br />

17-Jun-13 3,300,000 Put EUR/RON<br />

01-Feb-13 4,100,000 Put EUR/USD<br />

23-Jan-13 6,400,000 Put GBP/USD<br />

07-Feb-13 6,400,000 Put USD/INR<br />

14-Mar-13 4,200,000 Put USD/INR<br />

17-Apr-13 3,100,000 Put USD/MXN<br />

Total Net Unrealised Gain/(Loss) on Options Contracts<br />

1.56<br />

81.75<br />

4.47<br />

1.28<br />

1.60<br />

54.90<br />

54.00<br />

12.70<br />

GBP<br />

USD<br />

EUR<br />

EUR<br />

GBP<br />

USD<br />

USD<br />

USD<br />

305,662<br />

152,080<br />

29,912<br />

5,995<br />

24,060<br />

54,000<br />

25,555<br />

16,527<br />

613,791<br />

111,390<br />

117,939<br />

(778)<br />

(46,977)<br />

(75,878)<br />

(46,353)<br />

(18,450)<br />

(21,275)<br />

19,618<br />

128,216<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 355

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