WONDA Bond and Currency Fund

19 Apr 2013 (all figures as at 16:30)

NFA Star rating
NFA Star Rating
7 star
6 star
5 star
4 star
3 star
2 star
1 star
Cash
Total

Entity type allocation

Country allocation
% of NAV
46.85%
12.94%
0.00%
54.17%
-18.65%
0.00%
0.00%
4.70%
100.00%

Country
Russia

Region

Abu Dhabi

19.93%

United States

19.26%

Switzerland

16.02%

Japan

12.94%

Qatar

10.89%

Brazil
Philippines
Cash
Total

Regional allocation

% of NAV
54.17%

-11.12%
-26.79%
4.70%
100.00%

% of NAV

Africa

0.00%

Asia

71.14%

Australia

0.00%

Europe

16.02%

North America

19.26%

South America

-11.12%

Cash

4.70%

Total

100.00%

Summary statistics/performance
Statistic
Weighted average spread of bonds
Weighted average yield of bonds
Average rating
Duration

Value
355
5.2%
Aaa
8.65
6.79%

Performance since inception

Performance YTD (2013)
Performance this month

-2.24%

Performance today

-1.77%

Portfolio value
Statistic
BOND
CASH
FX p&l
Total portfolio value

Value

% total

1,539,158
-299,475
-90,703
1,148,981

133.96%
-26.06%
-7.89%
100%

Quasi/Sov/Corporate
Quasi
Corporate
Sovereign
Supra
Cash
Total

% of NAV
74.10%
28.97%
-7.76%
0.00%
4.70%
100.00%

WONDA Bond and Currency Fund

19 Apr 2013 (all figures as at 16:30)
Current portfolio
Currency

Nominal Description

Spread

Japanese
Singapor

56,000,000.00 Sell/Buy JPY against USD 26 Apr 2013

849,000.00 Sell/Buy SGD against USD 26 Apr 2013

34.96%
42.55%

0
0

US Dollar

591,876.21 Buy/Sell EUR against USD 26 Apr 2013

36.65%

US Dollar

467,164.64 Buy/Sell GBP against USD 26 Apr 2013

28.93%

US Dollar

393,332.08 Buy/Sell PLN against USD 26 Apr 2013

24.36%

US Dollar

378,254.75 Buy/Sell HUF against USD 26 Apr 2013

23.42%

US Dollar

372,251.09 Buy/Sell TRY against USD 26 Apr 2013

23.05%

US Dollar

347,604.60 Buy/Sell NZD against USD 26 Apr 2013

21.52%

US Dollar

326,592.00 Buy/Sell AUD against USD 26 Apr 2013

20.22%

US Dollar

300,000.00 US Treasury 3% 15-May-2042

19.26%

US Dollar

284,265.22 Buy/Sell MXN against USD 26 Apr 2013

17.60%

US Dollar

230,000.00 IPIC 6.875% 01-Nov-2041

19.93%

181

US Dollar
US Dollar

200,000.00 Nippon Life Insurance 5% 18-Oct-2042

200,000.00 Russian Agricultural Bank 6% 03-Jun-2021

12.94%
13.17%

284
455

EURO

200,000.00 Swiss Life 5.849% PERP (CALL 12-Apr-2017)

16.02%

604

US Dollar

200,000.00 VTB Capital SA 6.95% 17-Oct-2022

13.01%

471

US Dollar

160,000.00 Gaz Capital (Gazprom) 8.625% 28-Apr-2034

13.95%

334

Sterling

120,000.00 RZD Capital Ltd (Russian Railways) 7.487% 25-Mar-2031

14.04%

304

US Dollar

100,000.00 State of Qatar 9.75% 15-Jun-2030

10.89%

182

US Dollar

-150,000.00 Fed Republic of Brazil 4.875 22-Jan-2021

-11.12%

99

Sterling

-308,500.00 Buy/Sell GBP against USD 26 Apr 2013

-29.32%

Australia

-320,000.00 Buy/Sell AUD against USD 26 Apr 2013

-20.49%

US Dollar

-360,000.00 Republic of Philippines 5% 13-Jan-2037

-26.79%

130

New Zeal

-420,000.00 Buy/Sell NZD against USD 26 Apr 2013

-22.03%

EURO
US Dollar

-453,000.00 Buy/Sell EUR against USD 26 Apr 2013

-608,986.91 Sell/Buy JPY against USD 26 Apr 2013

-36.71%
-37.71%

0
0

New Turk

-680,000.00 Buy/Sell TRY against USD 26 Apr 2013

-23.42%

US Dollar

-685,556.48 Sell/Buy SGD against USD 26 Apr 2013

-42.45%

Polish Zlo

-1,260,000.00 Buy/Sell PLN against USD 26 Apr 2013

-24.87%

Mexican

-3,660,000.00 Buy/Sell MXN against USD 26 Apr 2013

-18.54%

Hungaria

-86,000,000.00 Buy/Sell HUF against USD 26 Apr 2013

-23.34%