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Statement of Net Assets as at April 30, 2008 ARBF V150 ARBF V300 Asia Bond Fund EMU Government Bond - Passive Fund Euro Bond Fund Euro Credit Bond Fund Euro Government Bond Fund EUR EUR USD EUR EUR EUR EUR Assets - Investments at fair value 71,853,491 869,028,337 95,601,226 90,876,119 221,585,175 496,817,122 180,104,631 - Unrealised gain on written options 0 0 0 0 0 0 0 - Unrealised gain on forward foreign exchange 47,344 11,661,409 6,827 0 0 0 0 contracts - Unrealised gain on swap contracts 0 0 0 0 7,063 46,641 0 - Unrealised gain on futures contracts 0 0 0 0 0 0 0 - Upfront fee paid on swap contracts 0 0 0 0 15,477 102,197 0 - Interest receivable on swap contracts 11,814 813,074 0 0 11,869 78,375 0 - Accrued interest 624,586 11,983,216 1,495,661 1,734,676 4,706,404 10,676,640 3,802,185 - Receivable for investment securities sold 0 25,247,912 0 0 906,953 0 1,116,162 - Dividends receivable 0 5,881 0 0 0 0 0 - Receivable for shares subscribed 0 1,724,554 969,229 0 754,763 2,711,930 1,971,351 - Premium paid on options purchased 0 47,718 0 0 0 0 0 - Other receivables 0 0 0 0 0 0 0 - Cash at banks 21,180,732 130,010,553 1,430,101 1,016,460 2,064,600 8,027,049 1,045,039 Total Assets 93,717,967 1,050,522,654 99,503,044 93,627,255 230,052,304 518,459,954 188,039,368 Liabilities - Bank overdraft 0 875,294 0 0 0 0 0 - Premium received on written options 0 0 0 0 0 0 0 - Payable for investment securities purchased 1,481,452 47,202,152 0 0 45,254,351 102,199,579 36,645,869 - Payable for shares redeemed 108,616 16,084,910 1,116,618 0 1,512,245 1,881,390 3,058,354 - Accrued expenses and others payables 35,821 931,804 116,555 10,676 166,034 343,714 138,390 - Unrealised loss on options contracts 0 43,784 0 0 0 0 0 - Unrealised loss on futures contracts 83,730 3,415,813 39,687 0 139,149 683,124 43,929 - Unrealised loss on forward foreign exchange 0 0 0 0 0 0 0 contracts - Unrealised loss on swap contracts 23,486 3,271,642 0 0 0 0 0 - Upfront fee received on swap contracts 0 3,159,376 0 0 0 0 0 - Interest payable on swap contracts 14,132 1,178,607 0 0 25,631 169,247 0 Total Liabilities 1,747,237 76,163,382 1,272,860 10,676 47,097,410 105,277,054 39,886,542 TOTAL NET ASSETS 91,970,730 974,359,272 98,230,184 93,616,579 182,954,894 413,182,900 148,152,826 Statement of operations and changes in Net Assets for the financial year 2007/2008 ARBF V150 ARBF V300 Asia Bond Fund EMU Government Bond - Passive Fund Euro Bond Fund Euro Credit Bond Fund Euro Government Bond Fund EUR EUR USD EUR EUR EUR EUR Income - Bank Interest 211,419 9,830,479 312,990 4,523 93,300 97,954 52,469 - Interest on bonds, net of withholding taxes 1,549,352 139,722,419 7,916,384 1,417,969 10,344,759 13,284,012 7,005,853 - Interest on swap contracts 123,557 22,900,291 0 0 19,394 128,008 0 - Dividends, net of withholding taxes 0 0 0 0 0 0 0 - Security lending income 0 7,016 0 0 0 0 0 - Other Income 33 9,427 18,960 5 0 218 0 Total income 1,884,361 172,469,632 8,248,334 1,422,497 10,457,453 13,510,192 7,058,322 Expenses - Interest 1,892 417,518 135 12 40,351 32,818 41,256 - Interest paid on swap contracts 112,840 27,997,064 0 0 42,931 283,363 0 - Management fee 157,499 19,776,486 1,677,733 17,316 2,151,478 2,440,561 1,459,611 - Service fee 60,193 3,433,079 201,335 31,169 363,661 434,088 243,282 - Subscription Tax 8,421 738,117 63,439 4,510 107,736 132,121 76,858 - Distribution fee on class -D- shares 619 962,757 0 0 0 0 0 - Performance fees 0 0 0 0 0 0 0 - Other expenses* 3,691 277,873 212 0 15,364 457 18,825 Total expenses 345,155 53,602,894 1,942,854 53,007 2,721,521 3,323,408 1,839,832 Net profit(loss) 1,539,206 118,866,738 6,305,480 1,369,490 7,735,932 10,186,784 5,218,490 - Realised results on investments 209,680 (212,219,533) (887,066) 328,213 (12,730,972) (2,227,501) (7,447,846) - Realised results on swap contracts (244,799) (20,621,413) 0 0 91,465 603,711 0 - Realised results on options contracts 17,598 55,279 0 0 0 0 0 - Realised results on futures contracts 174,006 18,638,432 238,677 0 129,086 207,549 46,218 - Realised results on forward foreign exchange (124,659) (15,517,691) 1,181,343 0 (2,402) (23,216) 0 contracts and foreign currencies - Capital gain tax 0 0 (62,650) 0 0 0 0 - Net change in unrealised results on investments (79,886) 24,370,831 (5,197,242) (178,681) 7,067,913 (9,675,829) 4,913,779 - Net change in unrealised results on swap contracts (23,486) (3,307,056) 0 0 7,063 46,641 0 - Net change in unrealised results on foreign currency 2,708 (10,735,655) (10,465) 0 4,864 2,386 (3,332) - Net change in unrealised results on options and (83,730) (4,651,292) (39,688) 0 (75,852) (721,776) 84,533 futures contracts - Net change in unrealised results on forward foreign 47,344 (11,935,548) 6,827 0 0 0 0 exchange contracts Result from operations 1,433,982 (117,056,908) 1,535,216 1,519,022 2,227,097 (1,601,251) 2,811,842 - Dividends Distributed 0 (3,576,627) (1,090,710) 0 (1,153,102) (2,930,747) (4,812,538) - Net proceeds from issued/redeemed shares 90,536,748 (2,045,348,024) (87,892,707) 92,097,557 (147,575,526) 269,778,472 (49,157,639) - Increase (decrease) in net assets 91,970,730 (2,165,981,559) (87,448,201) 93,616,579 (146,501,531) 265,246,474 (51,158,335) Total Exchange net assets Difference as at April 30, 2007 0 3,140,340,831 185,678,385 0 329,456,425 147,936,426 199,311,161 Total net assets as at April 30, 2008 91,970,730 974,359,272 98,230,184 93,616,579 182,954,894 413,182,900 148,152,826 * Other expenses are made up of claims payable and other sundry items. The accompanying notes to the financial statements form an integral part of these financial statements. 172
Statement of Net Assets as at April 30, 2008 Euro Inflation- Linked Bond Fund Euro Plus Fund Europe Bond Fund Europe Convertible Bond Fund Global Bond Fund Global Bond Fund Alrenta Global Emerging Markets Bond Fund EUR EUR EUR EUR USD EUR USD Assets - Investments at fair value 229,689,766 1,111,175,626 132,596,036 302,079,456 46,299,612 602,634,640 1,838,809,010 - Unrealised gain on written options 0 24,375 0 0 0 0 0 - Unrealised gain on forward foreign exchange 46,885 0 9,900 542,716 0 2,136,887 83,122,431 contracts - Unrealised gain on swap contracts 0 0 0 0 0 0 1,352,914 - Unrealised gain on futures contracts 0 0 0 0 0 250,209 0 - Upfront fee paid on swap contracts 0 0 12,893 0 44,309 1,641,685 0 - Interest receivable on swap contracts 0 0 7,190 0 1,373 197,296 0 - Accrued interest 2,786,734 4,812,192 2,413,321 1,622,796 570,891 8,694,258 16,263,316 - Receivable for investment securities sold 0 26,250 4,782,534 6,080,416 1,866,290 42,261,028 0 - Dividends receivable 0 0 0 0 0 0 0 - Receivable for shares subscribed 228,397 2,808,894 399,174 157,754 86,803 441,646 8,295,830 - Premium paid on options purchased 0 111,250 0 0 0 0 1,470,707 - Other receivables 0 0 0 62,093 0 0 0 - Cash at banks 2,543,094 138,721,665 7,422,652 8,001,848 5,377,032 22,165,898 282,818,629 Total Assets 235,294,876 1,257,680,252 147,643,700 318,547,079 54,246,310 680,423,547 2,232,132,837 Liabilities - Bank overdraft 1,115,103 5,916 0 295,638 319,760 674,568 411,410 - Premium received on written options 0 26,250 0 0 0 0 0 - Payable for investment securities purchased 16,104,363 54,866,743 20,096,243 10,140,444 12,156,804 172,019,608 0 - Payable for shares redeemed 421,479 4,562,492 671,805 3,202,485 521,634 1,737,348 16,838,286 - Accrued expenses and others payables 197,946 1,130,173 124,258 277,577 37,409 461,777 2,592,309 - Unrealised loss on options contracts 0 70,000 0 0 0 0 1,349,392 - Unrealised loss on futures contracts 367,308 2,380 135,315 0 4,337 0 0 - Unrealised loss on forward foreign exchange 0 0 0 0 145,546 0 0 contracts - Unrealised loss on swap contracts 0 0 192,574 0 97,893 1,194,574 0 - Upfront fee received on swap contracts 0 0 0 0 0 0 0 - Interest payable on swap contracts 0 0 37,491 0 6,018 381,427 512,989 Total Liabilities 18,206,199 60,663,954 21,257,686 13,916,144 13,289,401 176,469,302 21,704,386 TOTAL NET ASSETS 217,088,677 1,197,016,298 126,386,014 304,630,935 40,956,909 503,954,245 2,210,428,451 Statement of operations and changes in Net Assets for the financial year 2007/2008 Euro Inflation- Linked Bond Fund Euro Plus Fund Europe Bond Fund Europe Convertible Bond Fund Global Bond Fund Global Bond Fund Alrenta Global Emerging Markets Bond Fund EUR EUR EUR EUR USD EUR USD Income - Bank Interest 103,058 235,318 606,599 616,817 314,111 2,008,551 15,288,494 - Interest on bonds, net of withholding taxes 5,935,359 44,132,678 5,557,316 0 1,336,639 19,873,766 178,061,272 - Interest on swap contracts 0 0 7,923 0 1,389 803,511 839,913 - Dividends, net of withholding taxes 0 0 0 74,674 0 0 0 - Security lending income 0 0 0 1,398 0 0 7,613 - Other Income 122 76 702 62,618 65 10,974 329,541 Total income 6,038,539 44,368,072 6,172,540 755,507 1,652,204 22,696,802 194,526,833 Expenses - Interest 3,034 61,783 4 2,434,141 2,557 1,407 728,368 - Interest paid on swap contracts 0 0 39,762 0 6,242 1,192,401 1,705,579 - Management fee 1,234,910 7,428,680 1,325,496 3,799,208 390,087 5,101,253 22,402,937 - Service fee 205,964 1,002,161 221,166 635,331 65,041 850,209 2,742,549 - Subscription Tax 85,066 510,376 68,788 209,149 21,092 276,509 847,932 - Distribution fee on class -D- shares 0 1,506,797 113,048 0 0 0 462,199 - Performance fees 0 0 0 0 0 0 0 - Other expenses* 2 12,025 21 4,940 4,427 7,386 3,070 Total expenses 1,528,976 10,521,822 1,768,285 7,082,769 489,446 7,429,165 28,892,634 Net profit(loss) 4,509,563 33,846,250 4,404,255 (6,327,262) 1,162,758 15,267,637 165,634,199 - Realised results on investments 700,605 (27,038) (3,033,375) 3,617,029 (11,707) (568,787) (155,292,301) - Realised results on swap contracts 0 0 57,910 0 54,677 394,597 (3,838,812) - Realised results on options contracts 0 (14,818) 0 0 (1,175) (14,426) 0 - Realised results on futures contracts (671,747) (235,309) 321,891 0 (293,497) 298,264 (5,945,657) - Realised results on forward foreign exchange (72,590) (12,515) (433,849) 1,237,181 1,250,758 (4,419,870) (4,505,307) contracts and foreign currencies - Capital gain tax 0 0 0 0 0 0 0 - Net change in unrealised results on investments 1,587,195 (4,932,314) (2,231,739) (32,074,569) 1,571,320 (14,717,241) (190,278,541) - Net change in unrealised results on swap contracts 0 0 (192,574) 0 (97,893) (1,194,574) 1,352,913 - Net change in unrealised results on foreign currency 5,094 (9,460) 190,236 5,556 (102,334) 1,638,956 144,038 - Net change in unrealised results on options and (407,721) (43,425) (297,037) 0 (44,424) (886,806) (1,349,392) futures contracts - Net change in unrealised results on forward foreign (139,229) 0 407,704 83,310 39,646 (538,794) 83,323,422 exchange contracts Result from operations 5,511,170 28,571,371 (806,578) (33,458,755) 3,528,129 (4,741,044) (110,755,438) - Dividends Distributed (2,824,936) (1,710) 0 (311,747) 0 0 (44,580,918) - Net proceeds from issued/redeemed shares 163,325,708 328,008,782 (72,295,280) (39,141,428) (14,134,612) (87,734,362) (681,840,196) - Increase (decrease) in net assets 166,011,942 356,578,443 (73,101,858) (72,911,930) (10,606,483) (92,475,406) (837,176,552) Total Exchange net assets Difference as at April 30, 2007 51,076,735 840,437,855 199,487,872 377,542,865 51,563,392 596,429,651 3,047,605,003 Total net assets as at April 30, 2008 217,088,677 1,197,016,298 126,386,014 304,630,935 40,956,909 503,954,245 2,210,428,451 * Other expenses are made up of claims payable and other sundry items. The accompanying notes to the financial statements form an integral part of these financial statements. 173
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ABN AMRO Funds Annual Report 2007/2
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INFORMATION The prospectus of ABN A
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STATISTICS Net asset value per shar
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STATEMENT OF THE BOARD OF DIRECTORS
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Statement of investments - Asia Pac
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Statement of investments - Brazil E
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Statement of investments - Clean Te
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Statement of investments - Denmark
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Statement of investments - Eastern
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Statement of investments - Europe E
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Statement of investments - Europe E
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Statement of investments - Europe H
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Statement of investments - Financia
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Statement of investments - German E
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Statement of investments - Global E
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Statement of investments - Global E
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Statement of investments - Global P
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Statement of investments - Industri
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Statement of investments - Japan Eq
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Statement of investments - Latin Am
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Statement of investments - Small Co
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Statement of investments - Telecomm
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Statement of investments - US Oppor
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Statement of investments - Utilitie
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Statement of investments - 2001 Eur
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Statement of investments - ARBF V30
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Statement of investments - Euro Bon
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Statement of investments - Global B
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Statement of investments - High Yie
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Statement of investments - High Yie
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Statement of investments - US Bond
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Statement of investments - Statemen
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Statement of investments - Lifecycl
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Page 124 and 125: Statement of investments - Lifecycl
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Page 168 and 169: Statement of Net Assets as at April
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Page 182 and 183: CHANGES IN ISSUED SHARES (continued
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