Fonds De Compensation De La Sécurité Sociale, SICAV-FIS
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Fonds de Compensation de la Sécurité Sociale, SICAV-FIS Société d’Investissement à Capital Variable – Fonds d’Investissement Spécialisé Annual Report, including audited financial statements as of 31 December 2015 R.C.S. Luxembourg B 129 879 No subscriptions can be received on the basis of this financial report. Subscriptions are only valid if made on the basis of the current Issue Document accompanied with the latest annual and most recent semi-annual report, if published thereafter. Fonds de Compensation de la Sécurité Sociale, SICAV-FIS Société d’Investissement à Capital Variable – Fonds d’Investissement Spécialisé Annual Report, including audited financial statements as of 31 December 2015 Contents General Information 2 FDC SICAV Obligations EUR - Actif 1 179 Schedule of Investments and Other Net Assets 179 Information to the Shareholder 3 Industrial Classification of the Investment Portfolio 188 Report of the Board of Directors 4 FDC SICAV Obligations EUR - Actif 2 189 Schedule of Investments and Other Net Assets 189 Report of the Réviseur d’entreprises agréé 5 Industrial Classification of the Investment Portfolio 192 Statement of Net Assets 6 FDC SICAV Obligations EUR - Actif 3 193 Statement of Operations and Changes in Net Assets 10 Schedule of Investments and Other Net Assets 193 Industrial Classification of the Investment Portfolio 201 Statement of Share Statistics 14 FDC SICAV Obligations EUR - Indexé 202 Notes to the Financial Statements 16 Schedule of Investments and Other Net Assets 202 Industrial Classification of the Investment Portfolio 220 FDC SICAV Actions Monde - Actif 1 31 Schedule of Investments and Other Net Assets 31 FDC SICAV Obligations Monde - Actif 1 221 Industrial Classification of the Investment Portfolio 34 Schedule of Investments and Other Net Assets 221 Industrial Classification of the Investment Portfolio 227 FDC SICAV Actions Monde - Actif 2 35 Schedule of Investments and Other Net Assets 35 FDC SICAV Obligations Monde - Actif 2 228 Industrial Classification of the Investment Portfolio 40 Schedule of Investments and Other Net Assets 228 Industrial Classification of the Investment Portfolio 231 FDC SICAV Actions Monde - Actif 3 41 Schedule of Investments and Other Net Assets 41 FDC SICAV Obligations Monde - Actif 3 232 Industrial Classification of the Investment Portfolio 44 Schedule of Investments and Other Net Assets 232 Industrial Classification of the Investment Portfolio 241 FDC SICAV Actions Monde - Indexé 45 Schedule of Investments and Other Net Assets 45 FDC SICAV Obligations Monde - Indexé 242 Industrial Classification of the Investment Portfolio 78 Schedule of Investments and Other Net Assets 242 Industrial Classification of the Investment Portfolio 270 FDC SICAV Actions Monde Small Cap - Actif 1 80 Schedule of Investments and Other Net Assets 80 FDC SICAV Obligations EMMA - Actif 1 272 Industrial Classification of the Investment Portfolio 84 Schedule of Investments and Other Net Assets 272 Industrial Classification of the Investment Portfolio 276 FDC SICAV Actions Monde Small Cap - Indexé 85 Schedule of Investments and Other Net Assets 85 FDC SICAV Obligations EMMA - Indexé 277 Industrial Classification of the Investment Portfolio 135 Schedule of Investments and Other Net Assets 277 Industrial Classification of the Investment Portfolio 281 FDC SICAV Actions EMMA - Actif 1 137 Schedule of Investments and Other Net Assets 137 FDC SICAV Monétaire EUR - Actif 1 282 Industrial Classification of the Investment Portfolio 154 Schedule of Investments and Other Net Assets 282 Industrial Classification of the Investment Portfolio 285 FDC SICAV Actions EMMA - Actif 2 156 Schedule of Investments and Other Net Assets 156 FDC SICAV Monétaire EUR - Actif 2 286 Industrial Classification of the Investment Portfolio 158 Schedule of Investments and Other Net Assets 286 Industrial Classification of the Investment Portfolio 289 FDC SICAV Actions EMMA - Indexé 159 Schedule of Investments and Other Net Assets 159 Industrial Classification of the Investment Portfolio 177 1 Fonds de Compensation de la Sécurité Sociale, SICAV-FIS General Information Registered Office Mr Carlos Pereira Salarié Fonds de Compensation de la Sécurité Sociale, 60, boulevard J.F. Kennedy SICAV-FIS L-1470 Esch-sur-Alzette, Grand Duchy of Luxembourg Atrium Business Park 31, Z.A. Bourmicht Mr René Pizzaferri L-8070 Bertrange, Grand Duchy of Luxembourg Retraité 87, Grand-Rue L-3927 Mondercange, Grand Duchy of Luxembourg Board of Directors Mr Jean-Marie Schneider Chairman Salarié Mr Robert Kieffer 12, rue Léon Laval Président du Fonds de Compensation L-3372 Leudelange, Grand Duchy of Luxembourg 34, avenue de la Porte-Neuve Mr Claude Seywert L-2227 Luxembourg, Grand Duchy of Luxembourg Fonctionnaire Members 125, route d’Esch L-1471 Luxembourg, Grand Duchy of Luxembourg Mr André Birget Salarié Mr Yves Wagner 12, rue Léon Laval Directeur de Sociétés L-3372 Leudelange, Grand Duchy of Luxembourg 19, rue de Bitbourg L-1273 Luxembourg, Grand Duchy of Luxembourg Mr Claude Bizjak Salarié Administration and Management 7, rue Alcide de Gasperi Administrative Agent L-1615 Luxembourg, Grand Duchy of Luxembourg (since 21 May 2015) Citibank International Limited, Luxembourg Branch11 Atrium Business Park Mr Serge de Cillia 31, Z.A. Bourmicht Salarié L-8070 Bertrange, Grand Duchy of Luxembourg 12, rue Erasme L-1468 Luxembourg, Grand Duchy of Luxembourg Custodian Agent Mr Gabriel Di Letizia Citibank International Limited, Luxembourg Branch1 Salarié Atrium Business Park 50, avenue J.F. Kennedy 31, Z.A. Bourmicht L-2951 Luxembourg, Grand Duchy of Luxembourg L-8070 Bertrange, Grand Duchy of Luxembourg Mr Marc Flammang Investment Managers Directeur de Banque 48, avenue Charles Martel FDC SICAV Actions Monde - Actif 1 L-1243 Luxembourg, Grand Duchy of Luxembourg J.P. Morgan Asset Management UK Limited 60, Victoria Embankment Mr Armand Gobber London EC4Y 0JP, United Kingdom Salarié 2, Domaine du Schlassgoard FDC SICAV Actions Monde - Actif 2 L-4327 Esch-sur-Alzette, Grand Duchy of Luxembourg Kleinwort Benson Investors Dublin Ltd 3rd Floor, 2 Harbourmaster Place, IFSC Mr Marc Hengen Dublin 1, Ireland Salarié 12, rue Erasme FDC SICAV Actions Monde - Actif 3 2 L-1468 Luxembourg, Grand Duchy of Luxembourg NN Investment Partners Schenkkade 65 Mr Fernand Lepage NL-2595 AS, The Hague, Netherlands Fonctionnaire 1a, boulevard Prince Henri L-1724 Luxembourg, Grand Duchy of Luxembourg Mr Jean Olinger 1 Effective 1 January 2016, Citibank International Limited, Luxembourg Branch has Fonctionnaire been merged into Citibank Europe plc and changed its name to Citibank Europe plc, 2, rue de la Congrégation Luxembourg Branch. L-1352 Luxembourg, Grand Duchy of Luxembourg 2 Effective 7 April 2015, ING Asset Management B.V. changed its name to NN Investment Partners. 2 Fonds de Compensation de la Sécurité Sociale, SICAV-FIS General Information (continued) FDC SICAV Actions Monde - Indexé FDC SICAV Obligations Monde Actif 1 State Street Global Advisors France S.A. Natixis Asset Management 23-25, rue Delarivière – Lefoullon 21, quai d’Austerlitz F-92064 Paris la Défense, France F-75013 Paris, France FDC SICAV Actions Monde Small Cap - Actif 1 FDC SICAV Obligations Monde - Actif 2 Allianz Global Investors GmbH UK Branch Franklin Templeton Investment Management Limited 199 Bishopsgate Cannon Place, 78 Cannon Street London EC2M 3TY, United Kingdom London EC4N 6NQ, United Kingdom FDC SICAV Actions Monde Small Cap - Indexé FDC SICAV Obligations Monde - Actif 3 BlackRock Investment Management UK Limited Wellington Management International Limited 12 Throgmorton Avenue 80, Victoria Street, Cardinal Place London EC2N 2DL, United Kingdom London SW1E 5JL, United Kingdom FDC SICAV Actions EMMA - Actif 1 FDC SICAV Obligations Monde - Indexé Dimensional Fund Advisors Limited BlackRock Investment Management UK Limited 20, Triton Street, Regent’s Place 33, King William Street London NW1 3BF, United Kingdom London EC4R 9AS, United Kingdom FDC SICAV Actions EMMA - Actif 2 FDC SICAV Obligations EMMA - Actif 1 AllianceBernstein Limited Pictet Asset Management Limited 50, Berkeley Street Moor House, Level 11 London W1J 8HA, United Kingdom 120 London Wall London EC2Y 5ET, United Kingdom FDC SICAV Actions EMMA - Indexé State Street Global Advisors France S.A. FDC SICAV Obligations EMMA - Indexé 23-25, rue Delarivière – Lefoullon UBS Asset Management (UK) Limited3 F-92064 Paris la Défense, France 21 Lombard Street London EC3V 9AH, United Kingdom FDC SICAV Obligations EUR - Actif 1 Allianz Global Investors GmbH France Branch FDC SICAV Monétaire EUR - Actif 1 3, boulevard des Italiens AXA Investment Managers Paris S.A. F-75113 Paris, France Cœur Défense - Tour B - La Défense 4 100, esplanade du Général de Gaulle FDC SICAV Obligations EUR - Actif 2 F-92932 Paris la Défense, France BNP Paribas Asset Management 1, boulevard Haussmann FDC SICAV Monétaire EUR - Actif 2 F-75009 Paris, France Amundi S.A. 90, boulevard Pasteur FDC SICAV Obligations EUR - Actif 3 F-75015 Paris, France Amundi S.A. 90, boulevard Pasteur Cabinet de Révision agréé F-75015 Paris, France Deloitte Audit, Société à Responsabilité Limitée FDC SICAV Obligations EUR - Indexé 560, rue de Neudorf Credit Suisse AG L-2220 Luxembourg, Grand Duchy of Luxembourg Paradeplatz 8 CH-8001 Zurich, Switzerland Legal Advisor Allen & Overy Luxembourg 33, avenue J.F. Kennedy L-1855 Luxembourg, Grand Duchy of Luxembourg 3 Effective 5 October 2015, UBS Global Asset Management (UK) Limited changed its name to UBS Asset Management (UK) Limited. Information to