ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
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c. Forward Foreign Currency Exchange Contracts (continued)<br />
Purchased Sold Maturity Date Unrealised<br />
gain/(loss)<br />
in Fund<br />
Currency<br />
% of Total Net<br />
Assets<br />
Amount Currency Amount Currency<br />
14,604,016* EUR 11,600,000 GBP 04.06.2008 (138,925) (0.01)<br />
7,302,748 EUR 1,150,000,000 JPY 04.06.2008 209,123 0.02<br />
461,290,277 EUR 700,913,800 USD 04.06.2008 10,442,703 1.07<br />
10,955,370 GBP 13,738,847 EUR 04.06.2008 184,806 0.02<br />
48,085,946 TRY 36,287,254 USD 04.06.2008 564,544 0.06<br />
338,157,355 USD 214,923,124 EUR 04.06.2008 2,589,248 0.26<br />
36,819,858 USD 48,085,946 TRY 04.06.2008 (222,452) (0.02)<br />
10,748,470 1.10<br />
Euro Inflation Linked Bond Fund<br />
3,738,778 EUR 5,670,000 USD 04.06.2008 91,673 0.04<br />
6,800,000 USD 4,418,741 EUR 04.06.2008 (44,788) (0.02)<br />
46,885 0.02<br />
Europe Bond Fund<br />
76,474,320 HUF 7,620,000 CZK 29.05.2008 459 0.00<br />
2,960,000 NOK 373,101 EUR 29.05.2008 (1,637) 0.00<br />
18,950,000 NOK 22,398,900 SEK 29.05.2008 (21,533) (0.02)<br />
1,095,000 PLN 7,939,516 CZK 29.05.2008 2,021 0.00<br />
6,149,332 EUR 4,807,000 GBP 04.06.2008 39,908 0.03<br />
117,764 EUR 31,300,000 HUF 04.06.2008 (5,924) 0.00<br />
615,000 GBP 785,025 EUR 04.06.2008 (3,394) 0.00<br />
9,900 0.01<br />
Europe Convertible Bond Fund<br />
3,900,000 CHF 2,464,800 EUR 29.05.2008 (55,922) (0.02)<br />
2,449,749 EUR 3,900,000 CHF 29.05.2008 40,870 0.01<br />
11,219,233 EUR 8,400,000 GBP 29.05.2008 541,857 0.18<br />
1,860,119 EUR 500,000,000 HUF 29.05.2008 (116,957) (0.04)<br />
2,379,098 EUR 19,100,000 NOK 29.05.2008 (17,854) (0.01)<br />
3,391,003 EUR 4,900,000 USD 29.05.2008 240,070 0.08<br />
800,000 GBP 1,041,938 EUR 29.05.2008 (25,045) (0.01)<br />
9,000,000 USD 5,765,535 EUR 29.05.2008 21,894 0.01<br />
1,271,052 EUR 1,000,000 GBP 20.06.2008 526 0.00<br />
223,755 EUR 60,000,000 HUF 20.06.2008 (12,957) 0.00<br />
3,214,722 EUR 25,600,000 NOK 20.06.2008 5,544 0.00<br />
8,973,603 EUR 13,700,000 USD 20.06.2008 154,296 0.05<br />
2,245,449 EUR 1,800,000 GBP 18.07.2008 (39,837) (0.01)<br />
195,252 EUR 50,000,000 HUF 18.07.2008 (1,464) 0.00<br />
628,220 EUR 5,000,000 NOK 18.07.2008 2,190 0.00<br />
8,057,916 EUR 12,800,000 USD 18.07.2008 (192,948) (0.06)<br />
544,263 0.18<br />
Global Bond Fund<br />
3,620,960 TWD 122,000 USD 15.05.2008 (3,033) (0.01)<br />
122,000 USD 168,016 SGD 15.05.2008 (1,828) (0.01)<br />
840,000 CHF 842,105 USD 29.05.2008 (35,267) (0.09)<br />
230,000 EUR 367,609 CAD 29.05.2008 (7,251) (0.02)<br />
700,000 EUR 1,106,795 USD 29.05.2008 (18,228) (0.04)<br />
180,000 GBP 363,708 CAD 29.05.2008 (5,243) (0.01)<br />
120,000 GBP 306,865 NZD 29.05.2008 (1,475) 0.00<br />
19,871,280 HUF 1,980,000 CZK 29.05.2008 186 0.00<br />
105,070,000 JPY 1,043,396 USD 29.05.2008 (36,162) (0.09)<br />
792,944 NOK 160,000 CAD 29.05.2008 (4,083) (0.01)<br />
634,680 NOK 80,000 EUR 29.05.2008 (546) 0.00<br />
620,000 NOK 732,840 SEK 29.05.2008 (1,096) 0.00<br />
1,220,000 NOK 243,256 USD 29.05.2008 (5,165) (0.01)<br />
303,336 NZD 120,000 GBP 29.05.2008 (1,270) 0.00<br />
276,000 PLN 2,001,193 CZK 29.05.2008 792 0.00<br />
1,166,520 SEK 200,000 CAD 29.05.2008 (4,194) (0.01)<br />
1,830,000 SEK 307,881 USD 29.05.2008 (3,000) (0.01)<br />
53,400 EUR 8,571,351 JPY 04.06.2008 822 0.00<br />
120,000 EUR 187,734 USD 04.06.2008 (1,175) 0.00<br />
498,000,000 KRW 509,463 USD 04.06.2008 (13,178) (0.03)<br />
5,390,000 TWD 178,536 USD 04.06.2008 (1,307) 0.00<br />
302,600 USD 200,000 EUR 04.06.2008 (8,331) (0.02)<br />
1,377,250 USD 700,000 GBP 04.06.2008 (5,867) (0.01)<br />
3,354,651 USD 346,200,000 JPY 04.06.2008 34,694 0.08<br />
758,432 USD 4,700,000 SEK 04.06.2008 (24,341) (0.06)<br />
(145,546) (0.35)<br />
Global Bond Fund Alrenta<br />
79,928,240 TWD 2,693,000 USD 15.05.2008 (43,025) (0.01)<br />
2,693,000 USD 3,708,745 SGD 15.05.2008 (25,927) (0.01)<br />
16,678,200 CHF 16,720,000 USD 29.05.2008 (450,280) (0.09)<br />
4,586,123 EUR 7,330,000 CAD 29.05.2008 (92,970) (0.02)<br />
14,375,749 EUR 22,730,000 USD 29.05.2008 (240,726) (0.05)<br />
3,810,000 GBP 7,698,486 CAD 29.05.2008 (71,362) (0.01)<br />
2,600,000 GBP 6,648,746 NZD 29.05.2008 (20,555) 0.00<br />
410,974,200 HUF 40,950,000 CZK 29.05.2008 2,467 0.00<br />
2,219,428,000 JPY 22,040,000 USD 29.05.2008 (491,210) (0.10)<br />
16,850,060 NOK 3,400,000 CAD 29.05.2008 (55,788) (0.01)<br />
14,000,000 NOK 1,764,669 EUR 29.05.2008 (7,741) 0.00<br />
13,560,000 NOK 16,027,920 SEK 29.05.2008 (15,408) 0.00<br />
25,277,112 NOK 5,040,000 USD 29.05.2008 (68,813) (0.01)<br />
6,572,280 NZD 2,600,000 GBP 29.05.2008 (17,691) 0.00<br />
6,053,000 PLN 43,888,487 CZK 29.05.2008 11,171 0.00<br />
* Figure includes cross currency swaps<br />
193
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