Statement of investments - Global TAA Fund 30-04-2008 Statement of investments - Global TAA Fund 30-04-2008 Nominal in EUR unless specified COMMERCIAL PAPER Financial Institutions Transferable securities and money market instruments admitted to an official stock exchange listing Fair value x EUR % of Total Net Assets 1,240,678 Rabobank Nederland - 02.05.2008 1,240,541 0.82 1,240,678 Dexia Financial Products - 1,239,663 0.81 08.05.2008 1,240,678 Deutsche Bank - 02.05.2008 1,240,539 0.82 1,240,678 Danske Bank - 08.05.2008 1,239,714 0.82 1,240,678 Caisse Nationale des Caisses 1,238,712 0.81 d’Epargne et de Prevoyance 08 - 16.05.2008 1,240,678 Banque Federative du Credit 1,240,536 0.82 Mutuel - 02.05.2008 1,240,677 Banque et Caisse d’Epargne - 1,240,543 0.82 02.05.2008 1,240,677 Rabobank Nederland 08 - 1,238,744 0.81 16.05.2008 1,240,677 Landesbank Baden-Wurttemberg 1,240,532 0.82 08 - 02.05.2008 1,240,677 Deutsche Bank 08 - 09.05.2008 1,239,682 0.81 1,240,677 Caisse Nationale des Caisses 1,240,538 0.82 d’Epargne et de Prevoyance 08 - 02.05.2008 1,240,677 Banque Federative du Credit 1,238,715 0.81 Mutuel 08 - 16.05.2008 1,240,677 Banque et Caisse d’Epargne de 1,238,720 0.81 l’Etat Luxembourg 08 - 16.05.2008 1,240,677 Banco Bilbao Vizcaya Argentaria 1,239,660 0.81 08 - 08.05.2008 17,356,839 11.41 TOTAL COMMERCIAL PAPER 17,356,839 11.41 FLOATING RATE NOTES Corporate Bonds 291,559 5.01% DaimlerChrysler NA Holding 06 - 16.03.2010 Financial Institutions 1,222,067 4.90% HBOS Treasury Services 06 - 24.10.2013 806,440 4.79% ING Verzekeringen 06 - 18.09.2013 347,390 5.19% International Lease Finance 04 - 06.07.2010 USD 1,315,118 3.01% Macquarie Bank 05 - 18.09.2015 USD 744,406 2.88% Nomura Europe Finance 06 - 05.07.2011 992,542 5.00% Nomura Europe Finance 06 - 25.10.2011 USD 136,475 2.94% Pillar Funding 04 - 15.06.2011 USD 868,474 2.92% Royal Bank of Scotland 06 - 11.04.2016 USD 1,195,020 3.29% Standard Chartered Bank 05 - 09.06.2016 1,116,610 4.89% Volkswagen Bank 06 - 07.07.2010 Supranationals 1,004,949 4.74% Corp Andina de Fomento 06 - 16.11.2011 291,164 0.19 291,164 0.19 1,134,826 0.75 769,088 0.50 336,161 0.22 832,317 0.55 477,488 0.31 953,504 0.63 86,109 0.06 518,273 0.34 727,088 0.48 1,104,104 0.72 6,938,958 4.56 1,007,183 0.66 1,007,183 0.66 Nominal in EUR unless specified Transferable securities and money market instruments admitted to an official stock exchange listing Fair value % of Total Net Assets x EUR UNDERTAKINGS FOR COLLECTIVE INVESTMENT Luxembourg 120,000 db x-trackers II EONIA 16,088,400 10.58 16,088,400 10.58 TOTAL UNDERTAKINGS FOR COLLECTIVE INVESTMENT TOTAL TRANSFERABLE SECURITIES AND MONEY MARKET INSTRUMENTS ADMITTED TO AN OFFICIAL STOCK EXCHANGE LISTING Nominal in EUR unless specified Transferable securities and money market instruments dealt in on another regulated market FLOATING RATE NOTES Financial Institutions USD 388,084 3.27% Credit Suisse First Boston USA 05 - 15.08.2010 381,010 4.50% Granite Master 05 - 20.12.2054 79,955 4.81% Granite Mortgages 04 - 20.03.2044 301,148 4.88% Interstar Millennium Trust 05 - 20.01.2038 479,216 4.52% Paragon Mortgages 05 - 15.05.2041 309,564 4.87% Paragon Mortgages 06 - 15.10.2041 992,542 4.50% Permanent Financing 05 - 10.09.2032 16,088,400 10.58 41,682,544 27.40 Fair value x EUR % of Total Net Assets 244,818 0.16 374,073 0.25 79,114 0.05 299,160 0.20 473,329 0.31 305,960 0.20 976,365 0.64 2,752,819 1.81 TOTAL FLOATING RATE NOTES 2,752,819 1.81 TOTAL TRANSFERABLE SECURITIES AND MONEY MARKET INSTRUMENTS DEALT IN ON ANOTHER REGULATED MARKET 2,752,819 1.81 TOTAL FLOATING RATE NOTES 8,237,305 5.41 The ac<strong>com</strong>panying notes to the financial statements form an integral part of these financial statements. 164
Statement of investments - Global TAA Fund 30-04-2008 Nominal in EUR unless specified Other transferable securities and money market instruments FLOATING RATE NOTES Financial Institutions USD 620,339 2.91% Monumental Global Funding III 07 - 15.01.2014 Fair value x EUR % of Total Net Assets 375,094 0.25 375,094 0.25 TOTAL FLOATING RATE NOTES 375,094 0.25 TOTAL OTHER TRANSFERABLE SECURITIES AND MONEY MARKET INSTRUMENTS 375,094 0.25 TOTAL INVESTMENTS IN SECURITIES 44,810,457 29.46 TOTAL DERIVATIVE INSTRUMENTS* (16,253,472) (10.69) OTHER ASSETS LESS LIABILITIES 123,561,743 81.23 TOTAL NET ASSETS 152,118,728 100.00 * Derivative instruments listed on page 189 to 197 The ac<strong>com</strong>panying notes to the financial statements form an integral part of these financial statements. 165
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