ABN AMRO Funds - Aia.com.hk

c. Forward Foreign Currency Exchange Contracts (continued)
Purchased Sold Maturity Date Unrealised
gain/(loss)
in Fund
Currency
% of Total Net
Assets
Amount Currency Amount Currency
24,088,638 SEK 4,130,000 CAD 29.05.2008 (55,692) (0.01)
38,337,833 SEK 6,450,000 USD 29.05.2008 (40,413) (0.01)
5,310,002 EUR 8,800,000 AUD 04.06.2008 (274) 0.00
1,196,025 EUR 1,800,000 CAD 04.06.2008 46,734 0.01
22,142,505 EUR 17,100,288 GBP 04.06.2008 409,011 0.08
201,289 EUR 53,500,000 HUF 04.06.2008 (10,125) 0.00
64,020,487 EUR 10,000,000,000 JPY 04.06.2008 2,336,795 0.47
48,933,781 EUR 74,352,000 USD 04.06.2008 1,108,472 0.22
4,833,737,500 KRW 4,945,000 USD 04.06.2008 (82,278) (0.02)
4,838,896 USD 3,100,000 EUR 04.06.2008 12,515 0.00
2,136,887 0.43
Global Emerging Markets Bond Fund
4,193,205,206 RUB 171,344,530 USD 07.05.2008 5,670,962 0.25
951,914,054 TRY 718,346,004 USD 04.06.2008 17,399,612 0.79
728,889,489 USD 951,914,054 TRY 04.06.2008 (6,856,127) (0.31)
16,214,447 0.73
High Yield Bond Fund
355,760,829 EUR 545,310,000 USD 04.06.2008 5,002,019 1.17
18,000,000 USD 11,595,846 EUR 04.06.2008 (17,737) 0.00
4,984,282 1.17
Interest Growth Fund (Euro)
57,684,123 EUR 87,335,702 USD 04.06.2008 1,507,330 0.49
49,053,082 USD 31,170,163 EUR 04.06.2008 382,167 0.13
1,576,678 USD 999,241 EUR 06.06.2008 15,024 0.00
1,904,521 0.62
Interest Growth Fund (USD)
2,141,500 EUR 3,375,756 USD 04.06.2008 (46,457) (0.04)
6,112,519 USD 4,033,000 EUR 04.06.2008 (157,415) (0.15)
(203,872) (0.19)
Currency Fund
90,756,922 CHF 90,458,409 USD 29.05.2008 (2,112,042) (1.23)
83,163,934 EUR 131,243,630 USD 29.05.2008 (1,231,983) (0.72)
14,102,063 GBP 27,746,062 USD 29.05.2008 83,320 0.05
9,945,461,446 JPY 98,081,474 USD 29.05.2008 (1,762,727) (1.02)
302,595,836 NOK 60,223,203 USD 29.05.2008 (752,175) (0.44)
28,584,243 NZD 22,238,541 USD 29.05.2008 (3,661) 0.00
219,740,937 SEK 37,108,186 USD 29.05.2008 (320,841) (0.19)
95,725,570 USD 96,883,628 CAD 29.05.2008 (289,385) (0.17)
21,700,173 USD 13,769,146 EUR 29.05.2008 185,101 0.11
22,053,545 USD 28,584,244 NZD 29.05.2008 (115,302) (0.07)
(6,319,695) (3.68)
Global TAA Fund
53,485,950 CHF 53,620,000 USD 29.05.2008 (1,444,022) (0.95)
16,817,869 EUR 26,880,000 CAD 29.05.2008 (340,932) (0.22)
52,101,813 EUR 82,380,000 USD 29.05.2008 (872,458) (0.57)
13,750,000 GBP 27,783,250 CAD 29.05.2008 (257,541) (0.17)
9,230,000 GBP 23,603,048 NZD 29.05.2008 (72,970) (0.05)
7,717,950,100 JPY 76,643,000 USD 29.05.2008 (1,708,157) (1.12)
61,849,632 NOK 12,480,000 CAD 29.05.2008 (204,776) (0.14)
49,300,000 NOK 6,214,155 EUR 29.05.2008 (27,259) (0.02)
49,920,000 NOK 59,005,440 SEK 29.05.2008 (56,724) (0.04)
88,670,504 NOK 17,680,000 USD 29.05.2008 (241,392) (0.16)
23,331,594 NZD 9,230,000 GBP 29.05.2008 (62,801) (0.04)
88,422,216 SEK 15,160,000 CAD 29.05.2008 (204,427) (0.13)
134,331,010 SEK 22,600,000 USD 29.05.2008 (141,602) (0.09)
8,170,425 EUR 12,370,298 USD 04.06.2008 213,499 0.14
6,947,918 USD 4,414,967 EUR 04.06.2008 54,130 0.03
223,322 USD 141,534 EUR 06.06.2008 2,128 0.00
(5,365,304) (3.53)
d. Written Options
Number
of
contracts
Description
Maturity
Date
Currency Premium Market
Value in
Fund
Currency
Unrealised
gain/(loss)
in Fund
Currency
% of Total
Net Assets
Euro Plus Fund
(300) Euribor Futures Call 95.75 16.06.2008 EUR 26,250 (1,875) 24,375 0.00
24,375 0.00
e. Purchased Options
Number
of
contracts
Description
Maturity
Date
Currency Premium Market
Value in
Fund
Currency
Unrealised
gain/(loss)
in Fund
Currency
% of Total
Net Assets
ARBF V300
4,808,595 Option USD/BRL Call - Str. 2 15.07.2008 USD (47,718) 3,935 (43,783) 0.00
(43,783) 0.00
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