Silvercrest SWE 100 B1 User Manual download pdf (Page 112)

Nennwert Wertpapierbezeichnung

Nicht realisierter

Wertzuwachs/

(-verlust)

EUR Nennwert Wertpapierbezeichnung

Nicht realisierter

Wertzuwachs/

(-verlust)

EUR

110 BlackRock Strategic Funds (BSF)

Swaps zum 31. Mai 2014

EUR 11.157.124 Total Return Swap (Citibank) (Fund receives

3Month LIB0R and pays Telecom

ItaliaSpA)(22/5/2015) (890.338)

USD 163.080 Total Return Swap (Citibank) (Fund receives

3Month LIBOR and pays ArcelorMittal)

(10/2/2015) 152.657

EUR 2.415.492 Total Return Swap (Citibank) (Fund receives

3Month LIBOR and pays on Telecom

ItaliaSpA)(7/5/2015) 56.764

EUR 2.399.352 Total Return Swap (Citibank) (Fund receives

3Month LIBOR and pays Telecom Italia SpA)

(4/5/2015) 56.385

EUR 5.513.895 Total Return Swap (Citibank) (Fund receives

3Month LIBOR and pays Telecom Italia SpA)

(9/1/2015) (559.660)

EUR 45.269 Total Return Swap (Citigroup Global Markets)

(Fund receives 1 Month LIBOR and pays

Acciona SA) (16/1/2015) (526.202)

EUR 98.731 Total Return Swap (Citigroup Global Markets)

(Fund receives 1 Month LIBOR and pays

Acciona SA) (19/1/2015) (1.128.485)

USD 163.080 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

ArcelorMittal) (10/2/2015) 171.814

USD 163.080 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

ArcelorMittal) (10/2/2015) 133.500

EUR 1.081.292 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

Bancode Sabadell SA) (26/1/2015) (311.304)

NOK 334.400 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

Golden Ocean Group Ltd) (4/2/2015) 78.021

NOK 334.400 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

Golden Ocean Group Ltd) (4/2/2015) 119.389

EUR 8.794 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

RepsolSA) (19/1/2015) (173.594)

EUR 2.737.500 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

Telecom Italia SpA) (14/1/2015) (301.125)

EUR 1.368.750 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month LIBOR and pays

Telecom Italia SpA) (14/1/2015) (150.562)

NOK 1.083.916 Total Return Swap (Citigroup Global Markets)

(Fund receives 3 Month NIBOR and pays

Golden Ocean Group Ltd) (17/4/2015) (99.749)

EUR 9.715 Total Return Swap (Citigroup Global Markets)

(Fund receives Fixed 0,000% and pays

Bancode Sabadell SA) (26/1/2015) (13.776)

EUR 3.970.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Barclays Bank Plc

4,875% (Perpetual)) (15/5/2015) (26.104)

EUR 300.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Barclays Bank Plc

4,875% (Perpetual)) (16/5/2015) (1.558)

EUR 2.300.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Barclays Bank Plc

4,875% (Perpetual)) (16/5/2015) (11.941)

GBP 2.150.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Equiniti Newco 2 Plc

7,125% 15/12/2018) (30/9/2014) (82.214)

EUR 4.350.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays HSH Nordbank

AG/Luxembourg 7,408% (Flat Trading)

(Perpetual))(31/3/2015) (411.510)

EUR 4.380.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays HSH Nordbank

AG/Luxembourg 7,408% (Flat Trading)

(Perpetual))(31/3/2015) (429.678)

EUR 854.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Italy Buoni Poliennali

Del Tesoro 3,750% 1/8/2021) (29/8/2014) (81.962)

EUR 700.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Manutencoop Facility

8,500% 1/8/2020) (30/9/2014) (75.314)

EUR 700.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Manutencoop Facility

8,500% 1/8/2020) (30/9/2014) (75.314)

EUR 700.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Manutencoop Facility

8,500% 1/8/2020) (30/9/2014) (71.814)

EUR 1.400.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Manutencoop Facility

8,500% 1/8/2020) (30/9/2014) (136.629)

USD 3.800.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Norddeutsche

Landesbank Girozentrale 6,250% 10/4/2024)

(31/3/2015) (32.938)

EUR 7.020.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Peugeot SA 7,375%

6/3/2018) (29/5/2019) (806.867)

EUR 6.950.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Portugal Obrigacoes

do Tesouro OT 4,350% 16/10/2017)

(30/4/2015) (620.224)

GBP 1.100.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Priory Group No 3 Plc

8,875% 15/2/2019) (31/10/2014) (62.297)

EUR 37.020.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Spain Government

Bond 4,100% 30/7/2018) (31/10/2014) (2.188.531)

EUR 4.770.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays Spain Government

Bond 4,100% 30/7/2018) (29/8/2014) (498.549)

USD 3.750.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOR and pays UniCredit SpA

8,000% (Perpetual)) (31/3/2015) (28.871)

EUR 6.720.000 Total Return Swap (Credit Suisse) (Fund receives

1 Month LIBOT and pays Spain Government

Bond 4,100% 30/7/2018) (30/4/2015) (689.997)

EUR 2.618 Total Return Swap (Credit Suisse) (Fund receives

3 Month LIBOR and pays Acciona SA)

(14/2/2015) (19.666)

EUR 14.037 Total Return Swap (Deutsche Bank) (Fund

receives 3 Month EURIBOR and pays Indra

Sistemas SA) (22/10/2014) (14.806)

EUR 45.017.862 Total Return Swap (Deutsche Bank) (Fund

receives Arianna SPV Srl and pays 3 Month

LIBOR) (20/7/2014) 733.791

EUR 33.250.000 Total Return Swap (Deutsche Bank) (Fund

receives St Pauls CLO 1,849% 25/4/2028

andpays 3 Month LIBOR) (27/6/2014) 109.326

EUR 7.902.047 Total Return Swap (JP Morgan) (Fund receives

3Month EURIBOR and pays Telecom Italia

SpA) (8/11/2014) (1.892.540)

EUR 2.618 Total Return Swap (JP Morgan) (Fund receives

3Month LIBOR and pays Acciona SA)

(6/2/2015) (31.285)

EUR 3.665 Total Return Swap (JP Morgan) (Fund receives

3Month LIBOR and pays Acciona SA)

(6/2/2015) (26.328)

BlackRock European Credit Strategies Fund (Fortsetzung)

1 2 ... 107 108 109 110 111 112 113 114 115 116 117 ... 203 204

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