LA FRANÇAISE TRESORERIE Mutual Fund

Transcription

1 LA FRANÇAISE TRESORERIE Mutual Fund Management Company: La Française Asset Management 128, boulevard Raspail Paris Statutory Auditor's report on the breakdown of assets as at 30 March 2017

2 Deloitte & Associés 185, avenue Charles de Gaulle Neuilly-sur-Seine Cedex France Telephone: + 33 (0) Fax: + 33 (0) STATUTORY AUDITOR'S REPORT on the breakdown of assets of the Fonds Commun de Placement (Mutual Fund) LA FRANÇAISE TRESORERIE as at 30 March 2017 In our capacity as statutory auditor for the LA FRANÇAISE TRESORERIE and pursuant to the provisions of Article L of the Monetary and Financial Code on the auditing of the breakdown of assets, we have drawn up this report based on the information appearing in the breakdown of assets as at 30 March 2017, as attached. All information in this document is the responsibility of the Management Company. It is our role to give a statement as to the consistency of the information contained in the breakdown of assets, based on the knowledge of the UCI that we have acquired during our assignment to certify the annual accounts. We have exercised the due diligence we deemed necessary with regard to the professional standards of the National Auditors' Association (Compagnie Nationale des Commissaires aux Comptes) relating to this assignment. This due diligence, which constitutes neither an audit nor a limited review, mainly includes analytical procedures and interviews with the people responsible for producing and verifying the information published. Based on our work, we have no remarks to make on the consistency of the information appearing in the attached document, based on the knowledge of the UCI that we have acquired during our assignment to certify the annual accounts. Statutory Auditor, Deloitte & Associés Neuilly-sur-Seine, 23 May 2017 Jean-Pierre VERCAMER Jean-Marc LECAT Société anonyme (public limited company) with a capital of EUR 1,723,040 Accountancy firm duly registered with the Regional Council (Tableau de l'ordre du Conseil Régional) of Paris/Île-de-France Audit firm, member of the Compagnie régionale de Versailles RCS Nanterre VAT: FR A member of the Deloitte network

3 LA FRANÇAISE TRESORERIE Breakdown of Assets 30 March 2017 Management company: LA FRANÇAISE ASSET MANAGEMENT Registered office: 128, boulevard Raspail, Paris Custodian: BNP Paribas Securities Services

4 Inventory of financial instruments as at 30 March 2017 Asset and denomination of securities Quantity Price Listing currency Current value Rounded % of the net assets Bonds and similar securities 448,614, Traded on a regulated market or similar BANCA MPS 0.5 % ,000, EUR 100,320, EXANE 0 % ,000, EUR 100,134, EXANE FIN.0 % INDX 75,000, EUR 74,997, INTESA SANPAOLO TV ,200, EUR 28,997, INTESA TV STEP UP 8,663, EUR 9,033, INTESA TV STEP UP 8,419, EUR 8,783, ITALY 0 % BOT 50,000, EUR 50,123, LLOYDS BANK TV ,000, EUR 42,093, UNICREDIT TV ,000, EUR 5,043, UNICREDIT TV ,000, EUR 14,172, VOLKSWAGEN INTL TV ,900, EUR 14,914, Debt securities Negotiable debt securities 4,465,077, Traded on a regulated market 2,197,047, BMTCRED LYON EUR /11/18 20,000, EUR 19,997, BMTN AXA BANQUE 12/02/18 25,000, EUR 24,998, BMTN AXA BANQUE 22/08/ ,000, EUR 41,000, BMTN AXA EURIB+3M 21/11/ ,000, EUR 19,999, BMTN DIAC EUR /04/17 13,500, EUR 13,501, BNP PARIBAS EO /03/ ,000, EUR 49,987, BNP PARIBAS FORTIS 0 % 12/01/18 100,000, EUR 100,214, BPCE 0 % 12/01/ ,000, EUR 100,214, BQ EDEL E3M /02/ ,000, EUR 10,000, BT BANCO BILBAO VIZCA A 0 % ,000, EUR 30,054, BT BANCO BILBAO VIZCA A 0 % ,000, EUR 50,094, BT CGP 0 % 13/06/17 30,000, EUR 29,996, BT CGP 0 % 21/06/17 10,000, EUR 9,998, BT COFACE SA 0 % 16/06/ ,000, EUR 35,006, BT PALATINE OIS /03/18 20,000, EUR 19,991, BT PALATINE OIS /03/18 40,000, EUR 39,983, BTR CASINO GUICHARD-PER0 % 10/04/17 50,000, EUR 49,998, BTR CGP 0 % 24/05/17 10,000, EUR 9,998, BTR GECINA 0 % 20/06/ ,000, EUR 24,007, BTR LAGARDERE 0 % 24/04/17 10,000, EUR 10,001, BT ROQUETTE FRERES 0 % 05/04/17 13,000, EUR 13,000, BTR REGION 0 % 06/06/ ,000, EUR 20,009,

5 BTR SOCRAM 0 % 31/01/ ,000, EUR 10,007, BT SEB 0 % 03/11/17 20,000, EUR 20,021, BT SEB 0 % 25/10/17 25,000, EUR 25,026, BT SEB 0 % 27/10/17 30,000, EUR 30,030, BT SOCRAM 0 % 23/10/ ,000, EUR 10,005, BT VALEO 0 % 20/10/17 30,000, EUR 30,034, BT VEOLIA 0 % 11/12/17 30,000, EUR 30,047, BT VINCI 0 % 19/05/ ,000, EUR 30,009, CACIB 0 % 11/05/17 100,000, EUR 100,042, CARREFOUR BK EUR /09/17 10,000, EUR 10,000, CD BNPPARIBAS OIS /03/18 50,000, EUR 49,986, CD BPCE OIS /03/18 50,000, EUR 49,994, CD BPCE OIS /03/18 30,000, EUR 29,994, CD BPIFR OIS /03/18 50,000, EUR 49,991, CD CFCMOC OIS /03/18 10,000, EUR , CD CREDIT SUISSE AG LON 0 05/09/17 10,000, EUR 10,009, CD CREDIT SUISSE AG LON 0 07/11/17 20,000, EUR 20,017, CD CREDIT SUISSE AG LON 0 16/05/17 15,000, EUR 15,004, CD IND & COM BK CHINA 0 % 13/03/18 10,000, EUR 10,004, CD JYSKE BANK 03/01/ ,000, EUR 30,064, CD JYSKE OIS /03/18 30,000, EUR 30,000, CD NATIXIS 0 % 07/06/17 50,000, EUR 50,034, CDN AXA 0 % 06/04/17 9,000, EUR 9,000, CDN BANCO BILBAO VIZCA A 0 % 1/1/17 25,000, EUR 25,043, CDN BANK OF CHINA 0 % 03/11/17 25,000, EUR 25,021, CDN BANK OF CHINA 0 % 06/07/ ,000, EUR 20,011, CDN BANK OF CHINA 0 % 07/11/17 35,000, EUR 35,030, CDN BANK OF CHINA 0 % 08/06/17 25,000, EUR 25,010, CDN BANK OF CHINA 0 % 19/12/17 50,000, EUR 50,047, CDN BANK OF CHINA 0 % 22/12/17 10,000, EUR 10,005, CDN BANK OF CHINA 0 % 27/06/17 20,000, EUR 20,013, CDN BBVA0 % 07/06/17 25,000, EUR 25,016, CDN BQ EDEL 0 % 09/08/17 10,000, EUR 10,013, CDN CDTSU 0 % 04/01/18 40,000, EUR 40,018, CDN JYSKE 0 % 24/01/ ,000, EUR 30,064, CDN VOLKSB 0 % 16/05/ ,000, EUR 25,005, CD ONEY BK OIS /01/18 6,000, EUR 5,997, CD PYRGAS OIS+.1 13/03/18 25,000, EUR 24,999, CD ROYAL SCOT 0 % 06/03/18 30,000, EUR 30,017, CD UNICREDIT 0 % 27/07/ ,000, EUR 20,015, COMMERZBANK AG 0 % 13/06/ ,000, EUR 20,015, COMMERZBANK AG 0 % 14/08/ ,000, EUR 20,021, COMMERZBANK AG 0 % 25/08/ ,000, EUR 10,010, HEWLETT-PACKARD 0 % 18/12/2017 4,000, EUR 4,000, IT T BILL 14/03/18 70,000, EUR 70,154, LAGARDERE SCA 0 % 03/04/ ,000, EUR 20,000, LCL E 3M 19/09/18 50,000, EUR 49,997, LCL EUR3M /04/ ,000, EUR 49,993, ONEY BANK EO /11/ ,000, EUR 20,004, ONEY BANK EO /09/ ,000, EUR 40,044, SOFIBCDN 0 % 04/08/ ,000, EUR 20,025, SOFIB CDN 0 % 06/04/ ,000, EUR 20,001, SOFIBCDN 0 % 21/07/ ,000, EUR 40,044, SOFIB CDN 0 % 29/08/ ,000, EUR 10,013,

6 Other debt securities 2,268,029, ABBEY NAT TREA SER TV ,000, EUR 29,047, ABN BANK TV MTN 20,000, EUR 20,054, AIR LIQ FIN TV EMTN 9,000, EUR 9,021, BANK OF CHINA (LUX) 0 % 06/04/17 30,000, EUR 30,000, BANK OF CHINA (LUX) 0 % 08/11/17 20,000, EUR 20,017, BANK OF CHINA (LUX) 0 % 19/05/17 25,000, EUR 25,008, BANK OF CHINA (LUX) 0 % 26/01/ ,000, EUR 10,007, BANK OF CHINA (LUX) 0 % 27/04/17 30,000, EUR 30,005, BELFIUS BANQUE TV ,000, EUR 25,067, BELFIUS BANQUE TV EMTN 10,000, EUR 10,059, BFCM TV EMTN 30,000, EUR 30,030, BMW FINANCE TV ,000, EUR 22,013, BMW FINANCE TV ,700, EUR 15,709, BNP PARIBAS FORTIS 5 % ,000, EUR 1,048, COMMERZBANK AG 0 % 02/06/ ,000, EUR 20,011, COMMERZBANK AG 0 % 05/06/ ,000, EUR 30,019, COMMERZBANK AG 0 % 05/07/ ,000, EUR 50,045, COMMERZBANK AG 0 % 26/04/ ,000, EUR 25,005, COMMERZBANK AG 0 % 31/10/ ,000, EUR 40,039, COOP. RABOBK TV ,000, EUR 34,081, CP DEUTSCHE BANK AG 0 % 05/02/ ,000, EUR 9,990, CP DEUTSCHE BANK AG 0 % 08/01/ ,000, EUR 9,993, CP DEUTSCHE BANK AG 0 % 27/04/17 40,000, EUR 40,004, CP DEUTSCHE BK AG 19/03/18 25,000, EUR 24,968, CP INT SANPAOLO 0 % 19/03/18 50,000, EUR 49,995, CP NATIONAL GRID 0 % PLC 06/04/17 26,000, EUR 26,001, CP SANTANDER CON FIN 0 % 19/03/18 50,000, EUR 50,098, DANONE TV EMTN 4,000, EUR 4,012, DB LONDON TV ,000, EUR 25,003, DEUTCHE BANK TV FR 20,500, EUR 20,622, DEUTSCHE BANK AG 0 % 08/03/ ,000, EUR 29,963, DEUTSCHE BANK AG LONDON 0 07/04/17 30,000, EUR 30,001, DEUTSCHE BANK AG LONDON 0 15/05/17 30,000, EUR 30,005, DEUTSCHE BANK AG LONDON 0 19/01/18 15,000, EUR 14,989, DEUTSCHE BANK AG LONDON 0 21/09/17 30,000, EUR 29,996, DEUTSCHE BANK AG LONDON 0 29/05/17 20,000, EUR 20,005, ECP BANQUE FEDERATIVE 02/02/18 100,000, EUR 100,227, ECP HEWLE 0 % 10/10/17 8,000, EUR 8,000, ECP HEWLE 0 % 19/05/17 7,000, EUR 7,001, ECP HEWLETT-PACKARD 0 % 10/10/17 15,000, EUR 15,001, ECP RBS 0 % 15/01/18 50,000, EUR 50,043, ECP SANTANDER CONS FIN 0 % 26/01/18 10,000, EUR 10,019, ECP VOLKI 0 % 28/08/17 17,900, EUR 17,898, GLDM SACHS GRP TV ,000, EUR 21,079, GOLDMAN SACHS GRP TV ,000, EUR 20,038, HSBC HLDGS TV ,100, EUR 44,371, ICO 0.5 % ,262, EUR 28,438, ING TV ,000, EUR 35,052, ING TV ,000, EUR 55,166, INTESA SANPAOLO 4 % ,998, EUR 17,674, INTESA SANPAOLO BK 0 % 08/11/ ,000, EUR 20,020, JPMORGAN CHASE TV ,000, EUR 20,022, MERCK FIN SERV TV ,000, EUR 20,014, NATL BK CANADA TV ,000, EUR 26,033,

7 RCI BANQ.S.A.TV EMTN 5,550, EUR 5,572, RENAULT % EMTN 21,100, EUR 22,075, REPSOL FIN 0 % 25/04/ ,000, EUR 20,001, REPSOL INTER FIN 0 % 24/10/17 25,000, EUR 25,016, REPSOL INTER FIN 0 % 25/08/17 10,000, EUR 10,004, REPSOL INTER FIN 0 % 27/10/17 10,000, EUR 10,006, REPSOL INTERNATIONAL 0 % 13/07/17 15,000, EUR 15,006, REPSOL INTERNATIONAL 0 % 25/05/17 20,000, EUR 20,002, SANTANDER CONSUMER FIN 0 % 01/06/17 20,000, EUR 20,012, SANTANDER CONSUMER FIN 0 % 03/01/18 25,000, EUR 25,048, SANTANDER CONSUMER FIN 0 % 15/12/17 50,000, EUR 50,094, SANTANDER CONSUM Fl TV ,000, EUR 15,004, SANTANDER CONSUM Fl TV ,000, EUR 15,016, SANTANDER CONSUM Fl TV ,000, EUR 50,116, SOCIETE GENERALE TV ,000, EUR 19,017, TELEF.EM % EMTN 14,800, EUR 15,665, TELEFONICA EUROPE BV 0 % 10/07/17 50,000, EUR 49,998, TERNA %12-16/02/18 4,000, EUR 4,113, UNICREDIT BK IRL TV ,000, EUR 70,022, UNICREDIT TV ,000, EUR 12,018, VODAFONE GROUP PLC 0 % 04/10/ ,000, EUR 30,024, VOLKSWAGEN FIN 0 % 01/09/ ,000, EUR 19,997, VOLKSWAGEN FIN 0 % 22/05/17 9,500, EUR 9,500, VOLKSWAGEN FIN 0 % 30/05/ ,000, EUR 20,001, VOLKSWAGEN GROUP SERV SCS 0 % 18 20,000, EUR 19,979, VOLKSWAGEN GROUP SERV SCS 0 % 18 10,000, EUR 9,986, VOLKSWAGEN GROUP SERV SCS 0 % 18 4,000, EUR 3,993, VOLKSWAGEN GR SERVICES 0 % 02/06/17 30,000, EUR 30,001, VOLKSWAGEN GR SERVICES 0 % 03/07/17 30,000, EUR 30,003, VOLKSWAGEN GR SERVICES 0 % 07/07/17 10,000, EUR 10,001, VOLKSWAGEN INT FIN 0 % 03/11/17 15,000, EUR 14,992, VOLKSWAGEN INT FIN 0 % 13/04/17 20,000, EUR 20,000, VOLKSWAGEN INT FIN 0 % 19/10/17 40,000, EUR 39,983, VOLKSWAGEN INT FIN 0 % 27/10/17 5,000, EUR 4,997, VOLKSWAGEN LEASING TV ,000, EUR 13,996, VOLVO TREASURY TV ,000, EUR 25,026, VOLVO TREASURY TV ,600, EUR 38,639, VOLVO TREASURY TV ,000, EUR 25,037, VOLVO TREASURY TV ,000, EUR 19,995, Not traded on a regulated market 781,484, BPCE TV EMTN 10,000, EUR 10,041, CARREFOUR BANQUE 0 % 27/02/ ,000, EUR 19,998, CD BELFIUS BK S 0 % 24/10/ ,000, EUR 25,041, CD CREDIT SUISSE AG LON 0 24/10/17 10,000, EUR 10,009, ES T BILL 0 % 08/12/ ,000, EUR 140,316, ES T BILL 0 % 17/11/ ,000, EUR 90,187, ES T BILL 0 % 18/08/ ,000, EUR 70,100, IT T BILL 0 % 13/10/ ,000, EUR 65,102, IT T BILL 0 % 14/09/ ,000, EUR 75,118, IT T BILL 0 % 14/11/ ,000, EUR 30,062, IT T BILLS 14/02/18 200,000, EUR 200,444,

8 REPSOL INTER FIN 0 % 25/10/17 15,000, EUR 15,009, SANTANDER CONSUMER FIN 0 % 25/10/17 30,000, EUR 30,051, UCI securities 476,686, General purpose UCITS and AIF intended for non-professionals and equivalent in other Member States of the European Union 476,686, BNPP CASH INVEST CLASSIC 207, , EUR 476,686, Financial futures Margin calls Swaps Receivables 91, Payables -486, Deposits Other financial accounts -35,876, TOTAL NET ASSETS EUR 6,135,591, Number of units outstanding at: 30/03/2017 Class type: B (Currency: EUR) C units 62, Class type: E (Currency: EUR) C units 1, Class type: I (Currency: EUR) C units 53, Class type: R (Currency: EUR) C units 2, Net asset value at: 30/03/2017 Class type: B (Currency: EUR) C units Class type: E (Currency: EUR) C units 103, Class type: I (Currency: EUR) C units 108, Class type: R (Currency: EUR) C units 86,918.69