AMUNDI PATRIMOINE UCITS governed by French law Management Company Amundi Asset Management Sub-delegation of accounting function in title CACEIS Fund Administration France Custodian: CACEIS BANK Auditor S.F.P.B. AUDIT & COMPTABILITE HALF-YEARLY INFORMATION DECEMBER 2017
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AMUNDI PATRIMOINE
UCITS governed by French law
Management Company
Amundi Asset Management
Sub-delegation of accounting function in title
CACEIS Fund Administration France
Custodian:
CACEIS BANK
Auditor S.F.P.B. AUDIT & COMPTABILITE
HALF-YEARLY INFORMATION
DECEMBER 2017
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 2
Asset statement in EUR
Asset statement elements Sum on the periodic statement *
a) Eligible securities mentioned in section 1 of part I of article L.214-20 of the monetary and financial code. 1,927,250,865.22
b) Bank assets 193,892,795.00
c) Other assets held by the UCI 4,153,869,378.91
d) Total assets held by the UCI (lines a+b+c) 6,275,013,039.13
e) Liabilities -2,567,289,330.61
f) Net asset value (lines d+e = net assets of the UCI) 3,707,723,708.52
* The amounts are signed
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 per
unit
AMUNDI PATRIMOINE I C 2,953,596.17 58.823 50,211.58
AMUNDI PATRIMOINE M-C C 39,320,006.91 356,555.202 110.27
AMUNDI PATRIMOINE C C 2,831,400,556.12 23,956,037.608 118.19
AMUNDI PATRIMOINE S-C C 643,511,434.87 5,716,123.605 112.57
AMUNDI PATRIMOINE O-C C 190,537,914.39 1,664,862.017 114.44
AMUNDI PATRIMOINE
RETRAITE-C C 100.13 1.000 100.13
AMUNDI PATRIMOINE R-C C 99.93 1.000 99.93
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 3
Elements of the securities portfolio
Elements of the securities portfolio Percentage of net assets *
Total percentage of
assets **
A) Qualifying financial securities and money market instruments listed for trading on
a regulated market within the meaning of article L. 422-1 of the Monetary and
Financial Code. And B) Qualifying financial securities and money market instruments listed for
trading on another regulated market, legally approved, recognised, open to the
public and with a registered office located in a Member State of the European Union
or in another State that is a party to the European Economic Area agreement.
30.70 18.14
C) Qualifying financial securities and money market instruments listed officially on a
securities market in a third country or traded on another market in a third country,
that is regulated, legally approved, recognised and open to the public, even if this
stock market or market does not appear on the list drawn up by the Financial
Markets Authority, or where the choice of this stock market or market is required by
law or by the regulations or articles of association of the undertaking for collective
investment in transferable securities.
20.85 12.32
D) Newly issued financial securities as detailed in section 4 of part I of article R.
214-11 of the Monetary and Financial Code.
E) Other assets: These are the assets listed in part II of article R. 214-11 of the
Monetary and Financial Code.
* Please see under f) in the asset statement
** Please see under d) in the asset statement
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 4
Breakdown of assets from A), B), C), D) from the securities
portfolio, by currency
Securities Curren
cy Amount (EUR) Percentage of net
assets * Total percentage of
assets **
Danish Krone DKK 215,009.27 0.01
Norwegian Krone NOK 10,809.80
Swedish Krona SEK 2,770.60
US Dollar USD 784,684,328.57 21.16 12.50
Euro EUR 1,107,959,860.96 29.88 17.66
Swiss Franc CHF 1,919,628.98 0.05 0.03
Pound Sterling GBP 22,991,824.04 0.62 0.37
TOTAL 1,927,250,865.22 51.98 30.71
* Please see under f) in the asset statement
** Please see under d) in the asset statement
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 5
Breakdown of assets from A), B), C), D) from the securities
portfolio, by issuer's country of residence
Country Percentage of net
assets * Total percentage of
assets **
Italy 15.70 9.28
United States of America 14.35 8.48
France 3.88 2.29
Netherlands 2.76 1.63
United Kingdom 2.42 1.43
Germany 1.82 1.08
Mexico 1.10 0.65
Spain 0.93 0.55
Sweden 0.80 0.48
Croatia 0.67 0.40
Peru 0.67 0.40
Indonesia 0.64 0.38
Romania 0.60 0.35
Switzerland 0.50 0.30
Bulgaria 0.48 0.28
Poland 0.40 0.24
Ireland 0.38 0.22
Colombia 0.36 0.22
British Virgin Islands 0.34 0.20
Denmark 0.31 0.18
Luxembourg 0.31 0.18
Brazil 0.22 0.13
India 0.22 0.13
Japan 0.20 0.12
Uruguay 0.17 0.10
Russia 0.17 0.10
Norway 0.14 0.08
Australia 0.13 0.08
Jersey 0.13 0.08
Austria 0.13 0.08
Canada 0.11 0.06
Singapore 0.09 0.05
Bermuda 0.09 0.05
Guernsey 0.09 0.05
Belgium 0.08 0.05
Kazakhstan 0.06 0.04
Finland 0.06 0.04
Portugal 0.06 0.03
TOTAL 51.98 30.71
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 6
Breakdown of assets from A), B), C), D) from the securities
portfolio, by issuer's country of residence
Lithuania 0.05 0.03
Hungary 0.04 0.02
Oman 0.04 0.02
China 0.01 0.01
TOTAL 51.98 30.71
* Please see under f) in the asset statement
** Please see under d) in the asset statement
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 7
Breakdown of other assets from E) from the securities
portfolio, by type
Type of assets Percentage of net
assets * Total percentage of
assets **
Undertakings for collective investment
UCITS and FIA generally intended for non-professionals and equivalent in other countries
Other funds aimed at non-professionals and equivalent in other EU Member States
Funds aimed at general professionals and equivalent in other EU Member States and
listed securitisation organisations
Other funds aimed at professionals and equivalent other EU Member States and non-listed
securitisation organisations
Other non-European organisations
Others
TOTAL
* Please see under f) in the asset statement
** Please see under d) in the asset statement
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 8
Movements in the securities portfolio during the period in EUR
Elements of the securities portfolio
Movements (in amount)
Acquisitions Transfers
A) Qualifying financial securities and money market instruments listed for trading on
a regulated market within the meaning of article L. 422-1 of the Monetary and
Financial Code. And B) Qualifying financial securities and money market instruments listed for
trading on another regulated market, legally approved, recognised, open to the
public and with a registered office located in a Member State of the European Union
or in another State that is a party to the European Economic Area agreement.
447,819,749.67 751,043,870.41
C) Qualifying financial securities and money market instruments listed officially on a
securities market in a third country or traded on another market in a third country,
that is regulated, legally approved, recognised and open to the public, even if this
stock market or market does not appear on the list drawn up by the Financial
Markets Authority, or where the choice of this stock market or market is required by
law or by the regulations or articles of association of the undertaking for collective
investment in transferable securities.
246,905,440.07 200,607,422.43
D) Newly issued financial securities as detailed in section 4 of part I of article R.
214-11 of the Monetary and Financial Code.
E) Other assets: These are the assets listed in part II of article R. 214-11 of the
Monetary and Financial Code.
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 9
Transparency of financing operations on securities and the reuse of financial instruments – SFTR regulations – in
UCI accounting currency (EUR)
Securities Lending
Securities borrowing
Repurchase agreement
Reverse repurchase agreement
TRS
a) Securities and commodities loaned
Amount 94,199,551.41
% of net assets* 3.20%
*% excluding cash and cash equivalent
b) Assets committed for each type of operation for the financing of securities and TRS given as an absolute value
Amount 94,199,551.41
% of net assets 2.54%
c) 10 main issuers of guarantees received (excluding cash) for all types of financing operations
AMUNDI ETF GLOBAL EQUITY MULTI SMART ALL FRANCE
86,294,522.91
CASAM ETF MSCI EUROPE TELECOM SERVICES FRANCE
18,640,509.03
AMUNDI ETF MSCI EUROPE BUYBACK UCITS ETF FRANCE
16,743,933.58
AMUNDI ETF DOW JONES STOXX 50 FRANCE
10,824,905.69
AMUNDI ETF SHORT MSCI USA DAILY FRANCE
9,022,471.20
AMUNDI ETF MSCI EUROPE EX UK FRANCE
8,262,934.85
MERCIALYS SA FRANCE
5,665,178.86
CASAM ETF MSCI UK FRANCE
4,613,044.16
CASAM ETF MSCI EUROPE BANKS
4,384,735.01
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 10
Securities Lending
Securities borrowing
Repurchase agreement
Reverse repurchase agreement
TRS
FRANCE
CASAM ETF MSCI FRANCE
FRANCE
3,681,995.24
d) 10 main counterparties as an absolute value of assets and liabilities without compensation
GOLDMAN SACHS INTERNATIONAL LTD
UNITED KINGDOM
39,204,518.55
MERRIL LYNCH INTERNATIONAL LIMITED UNITED KINGDOM
12,419,903.83
MORGAN STANLEY & CO INTL LONDRES
UNITED KINGDOM
10,744,776.58
SOCIETE GENERALE FRANCE
6,366,129.01
CREDIT AGRICOLE CIB FRANCE
5,874,850.00
BNP ARBITRAGE PARIS FRANCE
5,549,385.00
SKANDINAVIA ENSKILDA BANK SWEDEN
4,218,956.76
UNICREDIT BANK AG (HYPOVEREINSBANK) MUENCHEN
GERMANY
3,656,808.67
BANK OF NOVA SCOTIA - TORONTO (TM) CANADA
2,523,882.56
NATIXIS FRANCE
1,917,947.30
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 11
Securities Lending
Securities borrowing
Repurchase agreement
Reverse repurchase agreement
TRS
e) Type and quality of guarantees (collateral)
Type
- Shares 18,003,082.43
- Bonds 1,898,705.99
- UCI 182,912,757.93
- Transferable debt securities
- Cash 94,790,748.22
Rating
Guarantee currency
- SWISS FRANC 1,073,688.06
- EURO 291,040,103.41
- US DOLLAR 4,518,020.75
- POUND STERLING 973,482.35
f) Settlement and compensation of agreements
Triparties X
Central counterparty
Bilateral X X
g) Expiry of the guarantee broken down by tranches
Less than 1 day
1 day to 1 week
1 week to 1 month
1 to 3 months
3 months to 1 year
Over 1 year 1,898,705.99
Open 200,915,840.36
h) Expiry of operations for the financing of securities and TRS broken down by tranches
Less than 1 day
1 day to 1 week 855,600.00
1 week to 1 month
1 to 3 months
3 months to 1 year
Over 1 year
Open 93,343,951.41
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 12
Securities Lending
Securities borrowing
Repurchase agreement
Reverse repurchase agreement
TRS
i) Data on the reuse of guarantees
Maximum amount (%)
Amount used (%)
Income for the UCI following the reinvestment of cash guarantees in euros
j) Data on the conservation of guarantees received by the UCI
Caceis Bank
Securities 202,814,546.35
Cash 101,570,454.33
k) Data on the conservation of guarantees supplied by the UCI
Securities
Cash
l) Data on the income and costs breakdown
Earnings
- UCI 855,855.61 5,626.46
- Investment Manager
- Third parties
Costs
- UCI 144,097.50
- Investment Manager
- Third parties
e) Data Type and quality of guarantees (collateral) Amundi Asset Management takes care to only accept securities with a high credit quality and seeks to increase the value of its guarantees by applying discounts on the valuation of the securities received. This measure is regularly reviewed and updated.
i) Data on the reuse of guarantees "The regulations applicable to UCITS prohibit the reuse of guarantees received in securities. Guarantees received in cash are reinvested in the following five areas: o short term monetary UCITS (as defined by the ESMA in its guidelines on listed funds and other issues relating to UCITS) o Deposit o High quality long-term State securities o High quality short-term State securities o Reverse repurchase agreements" The maximum amount for reuse is 0% for securities and 100% of the amount received for cash. The amount used is 0% for securities and 100% for cash received.
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 13
k) Data on the conservation of guarantees supplied by the UCI Amundi Asset Management seeks to work with a low number of depositaries, selected to ensure the proper conservation of securities received and cash.
l) Data on the income and costs breakdown Securities lending transactions and repurchase agreements: As part of the securities lending transactions and repurchase agreements, Amundi Asset Management has entrusted Amundi Intermédiation, on behalf of the UCITS, with the following tasks: selecting counterparties, requesting the implementation of market agreements, checking the counterparty risk, performing the qualitative and quantitative monitoring of collateralisation (dispersion checks, ratings, liquid assets), pensions and securities lending. The income arising from these transactions is returned to the UCITS. These transactions incur costs which are borne by the UCITS. Invoicing by Amundi Intermédiation may not exceed 50% of the income generated by these transactions.
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 14
Details of securities portfolio in EUR
Name of security Currency No. or
nominal qty Current value % Net
Assets
Equities and similar securities
Equities and related securities traded on a regulated market or related
market
GERMANY ALLIANZ SE EUR 5,500 1,053,250.00 0.03
BAYER EUR 31,629 3,289,416.00 0.09
BEIERSDORF NOM EUR 7,288 713,495.20 0.02
COMMERZBANK AG EUR 102,201 1,278,023.51 0.03
CONTINENTAL AG O.N. EUR 43 9,677.15 COVESTRO AG EUR 11,320 973,859.60 0.03
DEUTSCHE POST AG NAMEN EUR 73,241 2,911,329.75 0.08
DEUTSCHE TELEKOM AG EUR 357,027 5,282,214.47 0.14
DEUTSCHE WOHNEN SE EUR 20,802 758,440.92 0.02
EVONIK INDUSTRIES AG EUR 26,005 815,776.85 0.02
FRESENIUS EUR 72,656 4,727,725.92 0.13
GEA GROUP EUR 17,220 688,972.20 0.02
HEIDELBERGER ZEMENT EUR 48,355 4,364,038.75 0.12
MERCK KGA EUR 8,703 781,094.25 0.02
OSRAM LICHT AG EUR 12,396 928,832.28 0.03
PUMA AG EUR 3,166 1,149,258.00 0.03
SIEMENS AG NAMEN EUR 12,342 1,433,523.30 0.04
SYMRISE AG EUR 2,119 151,762.78 THYSSENKRUPP AG EUR 49,390 1,195,978.85 0.03
VOLKSWAGEN AG PRIVILIGIEE NON VTG PRF EUR 3,354 558,273.30 0.02
VONOVIA SE EUR 11,723 485,214.97 0.01
ZALANDO SE EUR 20,486 903,739.89 0.02 GERMANY TOTAL 34,453,897.94 0.93
AUSTRIA ANDRITZ AG EUR 37,392 1,760,602.32 0.05
AUSTRIA TOTAL 1,760,602.32 0.05
BELGIUM KBC GROUPE EUR 20,724 1,473,683.64 0.04
SOLVAY EUR 3,501 405,765.90 0.01 BELGIUM TOTAL 1,879,449.54 0.05
BERMUDA BUNGE LTD USD 58,000 3,240,039.97 0.09
BERMUDA TOTAL 3,240,039.97 0.09
UCITS AMUNDI PATRIMOINE
Half-yearly information as at 29/12/2017 15
Details of securities portfolio in EUR
Name of security Currency No. or
nominal qty Current value % Net
Assets
DENMARK
LUNDBECK DKK 5,082 215,009.27 0.01 DENMARK TOTAL 215,009.27 0.01
SPAIN BANCO DE BILBAO VIZCAYA S.A. EUR 774,611 5,509,033.43 0.15
BANCO SANTANDER S.A. EUR 169,978 931,309.46 0.03
CAIXABANK S.A. EUR 208,667 811,505.96 0.02
FERROVIAL EUR 21,425 405,468.13 0.01
IBERDROLA S.A. EUR 458,658 2,962,930.68 0.08
INDITEX EUR 184,492 5,358,570.14 0.14
REPSOL EUR 8,690 128,134.05 SPAIN TOTAL 16,106,951.85 0.43
UNITED STATES OF AMERICA AES CORP USD 372,978 3,363,883.86 0.09