BBVA International Fund - Banque Privée Edmond de Rothschild ...

BBVA DURBANA INTERNATIONAL FUND
BBVA&PARTNERS EUROPEAN ABSOLUTE
RETURN
STATEMENT OF NET ASSETS
June 30, 2010
(in EUR)
ASSETS
Portfolio:
(see notes)
- Cost 34,660,416.74
- Net unrealised result (400,942.60)
34,259,474.14
Cash:
- Cash at sight (see notes) 247,124,858.99
- Margin accounts 26,304,687.96
Other assets:
- Unrealised gain on futures (see notes) 593,860.38
- Unrealised gain on swaps contracts (see notes) 1,726,187.59
- Prepaid expenses 5,037.90
310,014,106.96
LIABILITIES
Bank overdraft:
- Cash at sight 9,496,762.63
Other liabilities:
- Taxes and expenses payable
- Unrealised loss on futures (see notes)
1,412,608.30
204,560.00
- Unrealised loss on swaps contracts (see notes) 3,626,864.53
14,740,795.46
NET ASSETS 295,273,311.50
CLASS A
Net asset value per share
Shares outstanding
128.63
2,295,502.025
The notes are an integral part of these financial statements
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