AMUNDI TRESO EONIA ISR

Transcription

1 AMUNDI TRESO EONIA ISR Semi-annual report as at 30 June 2014 French mutual fund (FCP). Management Company: AMUNDI Sub-delegation of accounting function in title: CACEIS FUND ADMINISTRATION FRANCE Custodian: CACEIS BANK FRANCE Auditor: PWC Sellam The period report is not certified by the Statutory Auditor of the UCITS. A company owned by Crédit Agricole/Société Générale

2 AMUNDI TRESO EONIA ISR PERIODIC REPORT AS AT 30/06/2014 MUTUAL FUND LEGAL FORM General Mutual Fund CLASSIFICATION Money market APPROPRIATION OF PROFITS Profit to capitalise 2

3 ASSETS STATEMENT Assets statement elements Sum on the periodic statement * a) Eligible securities mentioned in 1 of I of article L ,955,753, b) Bank assets 617,281, c) Other assets held by the mutual fund 12,789,970, d) Total assets held by the mutual fund 21,363,004, e) Liabilities -22,340, f) Unknown net asset value 21,340,664, * The amounts are signed 3

4 NUMBER OF UNITS IN CIRCULATION AND NET ASSET VALUE Unit Type of unit Net Assets per Unit Number of Units in circulation Net asset value AMUNDI TRESO EONIA ISR I - C C1 15,734,588, , , AMUNDI TRESO EONIA ISR E - C C2 174,944, , , AMUNDI TRESO EONIA ISR P - C C3 419,076, ,166, AMUNDI TRESO EONIA ISR S C4 5,011,974, ,964, , AMUNDI TRESO EONIA ISR DP C5 80, ,

5 SECURITIES PORTFOLIO ELEMENTS Percentage Elements of the securities portfolio Net assets Total assets Eligible securities and money market instruments admitted to trading on a regulated market, in regular operation, recognised, open to the public and whose headquarters is situated in a European Union country or in another State which is party to the Agreement on the European Economic Area Eligible securities and money market instruments admitted to an official listing on a stock exchange in a third country or traded on another market in a third country, regulated, in regular operation, recognised and open to the public, insofar as this stock exchange or this market is not on a list drawn up by the Financial Markets Authority or the choice of this stock exchange or this market is legislated or provided for by law, regulations or the of the collective investment bodies in securities Newly issued securities mentioned in 4 of I of article R of the monetary and financial code Other assets

6 MOVEMENTS IN THE SECURITIES PORTFOLIO DURING THE PERIOD Movements (by amount) Elements of the securities portfolio Acquisitions Transfers Eligible securities and money market instruments admitted to trading on a regulated market, in regular operation, recognised, open to the public and whose headquarters is situated in a European Union country or in another State which is party to the Agreement on the European Economic Area. Eligible securities and money market instruments admitted to an official listing on a stock exchange in a third country or traded on another market in a third country, regulated, in regular operation, recognised and open to the public, insofar as this stock exchange or this market is not on a list drawn up by the Financial Markets Authority or the choice of this stock exchange or this market is legislated or provided for by law, regulations or the of the collective investment bodies in securities 10,578,520, ,128,347, ,564, ,000, Newly issued securities mentioned in 4 of I of article R of the monetary and financial code Other assets

7 DISTRIBUTION DURING THE PERIOD No dividend or advance payment was distributed over the period. 7

8 DETAILED SECURITIES PORTFOLIO Name of security Currency No. or nominal qty Current value % Net Assets Deposits Depo EUR 50,000,000 50,137, Depo EUR 719,000, ,997, Depo EUR 500,000, ,519, D EUR 250,000, ,009, TOTAL deposits 1,522,664, Bonds and related securities Bonds and similar securities traded on a regulated market or GERMANY VOLKS E3R+0.3% 11/04/2016 EUR 100,000, ,139, VOLKSWAGEN BANK GMBH TV 12/14 EUR 27,500,000 27,497, GERMANY TOTAL 127,636, AUSTRALIA CBAAU TR 01/14/16 EUR 170,000, ,003, WESTPAC BANKING TV 01/16 EUR 150,000, ,088, AUSTRALIA TOTAL 320,092, CANADA BANK OF NOVA TV 10/15 EUR 133,000, ,109, DAIGR 0 01/15/16 EUR 50,000,000 50,025, CANADA TOTAL 183,135, SPAIN INSTITUT CREDITO OFICIAL E3M 26/02/2016 EUR 127,000, ,051, SANTAN E3R 07/20/15 EUR 146,500, ,531, SANTANDER INTL DEBT SA TV 06/11/14 EUR 200,000, ,774, SANTANDER INTL TV 02/15 EUR 160,000, ,513, SANTANDER INTL TV 10/04/15 EUR 75,000,000 75,252, SPAIN TOTAL 710,124, UNITED STATES OF AMERICA NATI GRID NORT AM FLO EUR 40,000,000 39,992, UNITED STATES OF AMERICA TOTAL 39,992, FRANCE AIR LIQUIDE FINANCE TV 06/15 EUR 36,000,000 35,990, BFCM TR 05/15/15 EUR 200,000, ,149, BFCM TV 01/15 EUR 85,200,000 85,391, BNP E3R+0.3% 13/11/2015 EUR 292,000, ,247, BNP PARIBAS TV 12/14 EUR 103,000, ,177, BPCE EURIBOR 3M REV /05/2016 EUR 165,000, ,993, BPCE E3M +0.3% 03/10/15 EUR 120,000, ,983, BPCE E3R 05/12/2014 EUR 50,000,000 50,007,

9 DETAILED SECURITIES PORTFOLIO (continued) Name of security Currency No. or nominal qty Current value % Net Assets BPCE SA E3R 16/01/15 EUR 100,000, ,283, BPCE SA TV 10/14 EUR 100,000, ,170, BPCEGP E3R 11/27/14 EUR 150,000, ,111, CACIB E3R 20/10/2014 EUR 223,000, ,462, CFCM NORD EUROPE E3R 27/04/15 EUR 60,000,000 60,077, CRED D E3R+0.45% EUR 100,000, ,012, CREDIT DU NORD TV 05/15 EUR 100,000, ,067, CREDIT DU NORD TV 30/01/2015 EUR 43,000,000 43,064, CREDIT DU NORD VAR 28/01/2015 EUR 50,000,000 50,073, CREDIT MUTUEL ARKEA E3R 10/12/2014 EUR 28,000,000 28,079, HSBC FRANCE 0.25% 27/01/2016 EUR 198,600, ,684, SOCIETE GENERALE E3R 14/01/2015 EUR 127,000, ,533, SOCIETE GENERALE OIS +0.43% 02/02/2015 EMTN EUR 400,000, ,026, VINCI E3R 20/02/2015 EUR 75,000,000 75,065, TOTAL FRANCE 2,809,655, Ireland INTE S E3R+0.0% EUR 350,000, ,015, INTESA SAN PAOLO E3R / E3R 17/12/2014 EUR 100,000, ,028, INTESA SP IRLD TF 17/10/14 EUR 200,000, ,298, UNICREDITO BANK IRELAND E3R-06/11/2014 EUR 450,000, ,918, IRELAND TOTAL 1,101,261, ITALY ENEL 4,25%03-13 EMTN SR EUR -40,000, UNICREDIT SPA E3R 29/12/2014 EUR 185,000, ,000, ITALY TOTAL 185,000, Luxembourg SOCI EURO DE AUTRE R EUR 250,000, ,000, STE EUROPEENNE BANQUE E3R 03/15 EUR 300,000, ,119, LUXEMBOURG TOTAL 550,119, NETHERLANDS ABNANV TR 12/03/15 EUR 50,000,000 50,003, BMW TR 10/22/15 EUR 43,000,000 43,042, BMW 0 01/27/16 EUR 50,000,000 49,977, ING EURIBOR 3 MOIS REV /05/2016 EUR 160,000, ,933, ING BANK E3M 28/11/2014 EUR 41,700,000 41,774, ING BANK TV 06/15 EUR 200,000, ,928, ING BANK TV 10/15 EUR 78,300,000 78,302, RABOBANK E3M /04/2015 EUR 92,000,000 92,037, RABOBANK TR 09/11/14 EUR 100,000, ,019,

10 DETAILED SECURITIES PORTFOLIO (continued) Name of security Currency No. or nominal qty Current value % Net Assets RABOBK 0 01/15/16 EUR 495,000, ,302, VOLKSWAGEN INTL E3M 11/09/2014 EUR 25,000,000 25,018, VW 0 01/21/16 EUR 96,500,000 96,615, NETHERLANDS TOTAL 1,431,956, UNITED KINGDOM ACAFP 0 01/28/16 EUR 155,300, ,459, CREDIT AGRICOLE LONDON E3M /28/15 EUR 41,000,000 41,065, STANLN 0 12/02/15 EUR 270,000, ,138, UNITED KINGDOM TOTAL 466,663, TOTAL Bonds and similar securities traded on a regulated or related market Debt securities 7,925,637, TOTAL Bonds and related securities 7,925,637, Debt securities traded on a regulated market or related market BELGIUM SPAIN KREDIETBANK INT FIX 0.52 EUR 100,000,000 99,565, BELGIUM TOTAL 99,565, SANTANDER CONSUMER FINANCE SPAIN FIX 0.71 EUR 100,000,000 99,422, FRANCE SPAIN TOTAL 99,422, BANQUE PALATINE OIS 0.26 EUR 110,000, ,151, BANQUE SOLFEA OIS /10/2014 EUR 5,000,000 5,042, BFCM OIS 0.4 EUR 125,000, ,414, BFCM(BQUE FEDER.CREDIT MUTUEL) OIS 0.35 EUR 421,500, ,141, BFCM(BQUE FEDER.CREDIT MUTUEL) OIS EUR 97,500,000 97,587, BNP PARIBAS OIS 0.35% 10/11/2014 EUR 200,000, ,681, BNP PARIBAS OIS /04/2014 EUR 200,000, ,717, BNP PARIBAS OIS 0.44 EUR 100,000, ,226, BNP PARIBAS OIS 0.35 EUR 300,000, ,194, BPCE OIS 0.43 EUR 400,000, ,292, CAISSE REGIONA OIS 0.4 EUR 70,000,000 70,173, CAISSE REGIONAL OIS 0.46 EUR 65,000,000 65,008, CAISSE REGIONAL OIS 0.42 EUR 40,000,000 40,069, CEP AUVERGNE LIMOUSIN OIS /11/2014 EUR 40,000,000 40,139, CEP PAC OIS /03/15 EUR 100,000, ,198, CRCAM AQUITAIRE OIS EUR 20,000,000 20,011, CRCAM DU FINISTERE OIS /11/2014 EUR 40,000,000 40,135, CRCAM FINISTERE OIS EUR 50,000,000 50,027, CRCAM MORBIHAN OIS 0.46 EUR 35,000,000 35,004, CREDIT AGRICOLE CORP.INVEST.BK OIS 0.41 EUR 100,000, ,088,

11 DETAILED SECURITIES PORTFOLIO (continued) Name of security Currency No. or nominal qty Current value % Net Assets CREDIT AGRICOLE CORP.INVEST.BK OIS 0.45 EUR 353,000, ,272, CREDIT AGRICOLE SA OIS 0.42 EUR 150,000, ,227, CREDIT AGRICOLE SA OIS 0.4 EUR 380,000, ,067, CREDIT DU NORD OIS STEP-UP 17/04/2015 EUR 102,000, ,061, CREDIT DU NORD TV 22/04/2015 EUR 102,000, ,134, CREDIT DU NORD OIS 0.42 EUR 155,000, ,026, CREDIT DU NORD OIS 0.7 EUR 30,000,000 30,115, DEXIA CLF OIS EUR 489,000, ,036, DEXIA CREDIT L OIS 0.4 EUR 250,000, ,453, DEXIA CREDIT LOCAL DE FRANCE OIS+0.4 EUR 100,000, ,331, DEXIA CREDIT LOCAL DE FRANCE OIS 0.4 EUR 400,000, ,757, DEXIA CREDIT LOCAL DE FRANCE OIS 0.4 EUR 400,000, ,551, L OREAL SA FIX 0.44 EUR 70,000,000 69,848, L OREAL SA FIX 0.51 EUR 70,000,000 69,806, L OREAL SA FIX 0.54 EUR 35,000,000 34,882, LCL - LE CREDIT LYONNAIS OIS 0.45 EUR 150,000, ,113, NATIXIS OIS EUR 150,000, ,109, NATIXIS OIS 0.41 EUR 50,000,000 50,074, NATIXIS OIS 0.22 EUR 250,000, ,138, SOCIETE GENERALE OIS /12/2014 EUR 250,000, ,743, SOCIETE GENERALE OIS /05/2015 EUR 200,000, ,202, SOCIETE GENERALE 01/09/2014 OIS EUR 150,000, ,589, TOTAL FRANCE 6,820,854, ITALY UNICREDIT SPA FIX 0.58 EUR 100,000,000 99,790, ITALY TOTAL 99,790, LUXEMBOURG ENEL FINANCE INTERNATIONAL SA FIX 0.36 EUR 100,000,000 99,908, GENERALE DE BANQUE 0% 30/10/2014 EUR 200,000, ,722, GENERALE DE BANQUE FIX 0.5 EUR 100,000,000 99,923, GENERALE DE BANQUE FIX 0.5 EUR 350,000, ,619, LUXEMBOURG TOTAL 749,173, NETHERLANDS ABN AMRO BANK NV FIX EUR 200,000, ,255, ING BANK NV OIS 0.4 EUR 365,000, ,824, ING BANK NV OIS 0.4 EUR 150,000, ,017, NETHERLANDS TOTAL 715,098, UNITED KINGDOM CREDIT SUISSE F FIX 0.57 EUR 200,000, ,483,

12 DETAILED SECURITIES PORTFOLIO (continued) Name of security Currency No. or nominal qty Current value % Net Assets CREDIT SUISSE (UK) LIMITED FIX 0.59 EUR 100,000,000 99,622, DEUTSCHE BANK AG LONDON BRANCH FIX 0.6 EUR 140,000, ,403, UNITED KINGDOM TOTAL 438,509, TOTAL Debt secs traded on regul. or rel. mkts 9,022,414, Debt securities traded on a regulated market or related market UNITED KINGDOM DEUTSCHE ZCP 20/11 /2014 EUR 300,000, ,547, UNITED KINGDOM TOTAL 299,547, TOTAL Debt securities not traded on a regulated or related market 299,547, TOTAL Debt securities 9,321,962, Undertakings for collective investment French general UCITS FRANCE AMUNDI TRESO CORPORATE IC EUR ,114, AMUNDI TRESO COURT TERME I C EUR 34, ,136, AMUNDI TRESO 3 MOIS I EUR ,249, MONETAIRE BIO EUR 2, ,319, TOTAL FRANCE 1,330,819, TOTAL French general UCITS 1,330,819, Coordinated European and related UCITS LUXEMBOURG AMUNDI M.M SHORT OV EUR EUR 343, ,082, LUXEMBOURG TOTAL 350,082, TOTAL Coordinated European UCITS and related funds 350,082, TOTAL Undertakings for Collective Investment 1,680,902, Securities received under repurchase agreements AUSTRALIA NAB E3M /17/19 EUR 38,000,000 38,000, AUSTRALIA TOTAL 38,000, FRANCE BFCM 1 5/8 01/11/18 EUR 128,200, ,263, BNP PARIBAS 3.875% 12/07/2021 EUR 8,000,000 9,698, CCCI 1.125% 04/19 EUR 20,400,000 20,706, TOTAL FRANCE 162,668, NETHERLANDS ING BANK E3R 27/11/17 EUR 75,000,000 75,000, ING BK NV 2.25% EUR 15,400,000 16,036, NETHERLANDS TOTAL 91,036, TOTAL Securities received under repurchase agreements 291,704, Payments for securities received under repurchase agreements 6,

13 DETAILED SECURITIES PORTFOLIO (continued) Name of security Currency No. or nominal qty Current value % Net Assets Futures Other forward-based financial instruments Currency swaps OIS/0.0/FIX/0.037 EUR 146,500, OIS/0.0/FIX/ EUR 100,000, OIS/0.0/FIX/ EUR 350,000, OIS/0.0/FIX/0.055 EUR 176,000,000-1, OIS/0.0/FIX/ EUR 185,000, OIS/0.0/FIX/ EUR 250,000, OIS/0.0/FIX/ EUR 250,000, OIS/0.0/FIX/0.069 EUR 125,000,000-2, OIS/0.0/FIX/0.07 EUR 475,500,000-10, OIS/0.0/FIX/0.077 EUR 99,475,542-21, OIS/0.0/FIX/0.097 EUR 99,704,431-12, OIS/0.0/FIX/ EUR 99,287,228-40, OIS/0.0/FIX/0.107 EUR 270,000,000-10, OIS/0.0/FIX/0.109 EUR 298,671,244 68, OIS/0.0/FIX/0.109 EUR 153,000,000-6, OIS/0.0/FIX/0.109 EUR 200,000,000-9, OIS/0.0/FIX/0.111 EUR 50,000,000-2, OIS/0.0/FIX/0.118 EUR 82,700,000-1, OIS/0.0/FIX/0.12 EUR 150,000,000-1, OIS/0.0/FIX/0.126 EUR 75,000,000 2, OIS/0.0/FIX/ EUR 452,000,000-2, OIS/0.0/FIX/0.14 EUR 34,809,937-21, OIS/0.0/FIX/0.14 EUR 69,730,684-32, OIS/0.0/FIX/0.142 EUR 198,883, , OIS/0.0/FIX/0.148 EUR 139,158, , OIS/0.0/FIX/0.153 EUR 99,406,982-77, OIS/0.0/FIX/0.16 EUR 69,668,378-52, OIS/0.0/FIX/0.16 EUR 348,239,456-79, OIS/0.0/FIX/ EUR 292,000,000-4, OIS/0.0/FIX/0.17 EUR 198,850, , OIS/0.0/FIX/0.171 EUR 650,000,000-8, OIS/0.0/FIX/0.172 EUR 99,496,987-21, OIS/0.0/FIX/0.173 EUR 160,000,000-2, OIS/0.0/FIX/ EUR 198,923,932-83, OIS/0.0/FIX/0.178 EUR 85,200,000 1, OIS/0.0/FIX/0.181 EUR 469,500,000 5, OIS/0.0/FIX/0.181 EUR 135,000,000 1,

14 DETAILED SECURITIES PORTFOLIO (continued) Name of security Currency No. or nominal qty Current value % Net Assets OIS/0.0/FIX/ EUR 200,000,000 1, OIS/0.0/FIX/0.187 EUR 297,000,000 2, OIS/0.0/FIX/0.189 EUR 100,000, OIS/0.0/FIX/0.19 EUR 545,000, OIS/0.0/FIX/ EUR 75,000, OIS/0.0/FIX/0.193 EUR 100,000, OIS/0.0/FIX/0.195 EUR 100,000, OIS/0.0/FIX/ EUR 176,000,000-8, OIS/0.0/FIX/0.2 EUR 592,200,000-23, TOTAL interest-rate swaps -851, TOTAL Other futures -851, TOTAL Futures -851, Debts 2,761, Debts -21,404, Financial accounts 617,281, Net assets 21,340,664, AMUNDI TRESO EONIA ISR I - C EUR 71, , AMUNDI TRESO EONIA ISR P - C EUR 4,166, AMUNDI TRESO EONIA ISR E - C EUR 17, , AMUNDI TRESO EONIA ISR S EUR 4,964, , AMUNDI TRESO EONIA ISR DP EUR ,

15 Additional Information for Investors in the Federal Republic of Germany Marcard, Stein & Co AG, Ballindamm 36, D Hamburg, has undertaken the function of Paying and Information Agent for the Fund in the Federal Republic of Germany (the German Paying and Information Agent ). Applications for the redemption of shares may be sent to the German Paying and Information Agent. All payments to investors, including redemption proceeds and potential distributions, may, upon request, be paid through the German Paying and Information Agent. The prospectus, the key investor information documents, the articles of incorporation of the Fund and the annual and semi-annual reports may be obtained, free of charge, in hardcopy form at the office of the German Paying and Information Agent during normal opening hours. Issue and redemption prices of shares and any notices to the shareholders are also available, free of charge, from the German Paying and Information Agent. The issue and redemption prices of shares will be published in Germany on the following website: Any notices to the unitholders published in France or any notice to be published under German law will be published in Germany on the following website The statement of changes in the composition of the investment portfolio is also free of charge upon request at the office of the German Paying and Information Agent available.