ABN AMRO Funds - Aia.com.hk

More documents

Recommendations

Info

Statement of investments - ARBF V300 30-04-2008 Statement of investments - ARBF V300 30-04-2008 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 BONDS Brazilian Real BRL 23,562,114 10.00% Brazil 07 - 01.01.2017 7,687,686 0.79 7,687,686 0.79 Egyptian Pound EGP 9,617,189 8.75% Egypt 07 - 18.07.2012 1,156,476 0.12 1,156,476 0.12 Euro 179,580 6.88% AGCO 04 - 15.04.2014 174,425 0.02 6,700,000 4.13% American General 5,739,304 0.59 Finance 06 - 29.11.2013 115,931 8.88% Ardagh Glass Finance 03 116,222 0.01 - 01.07.2013 261,413 6.25% Chesapeake Energy 06 - 249,650 0.03 15.01.2017 170,487 9.75% FMG Finance 06 - 178,159 0.02 01.09.2013 4,200,038 5.75% Ford Motor Credit 03 - 4,162,710 0.43 12.01.2009 60,000,000 3.00% France 03 - 12.07.2008 59,865,600 6.14 294,374 5.38% GMAC 04 - 06.06.2011 220,268 0.02 7,817,000 5.13% Goldman Sachs Group 07 7,455,664 0.76 - 16.10.2014 31,615,000 5.00% KPN 07 - 13.11.2012 30,940,581 3.18 16,250,000 5.50% Morgan Stanley 07 - 15,012,046 1.54 02.10.2017 247,774 8.75% NTL Cable 05 - 235,695 0.02 15.04.2014 2,836,389 6.88% OI European Group 07 - 2,793,844 0.29 31.03.2017 32,250,000 4.63% OTE 06 - 20.05.2016 29,594,430 3.04 87,176 9.63% Safilo Capital 87,129 0.01 International 03 - 15.05.2013 10,000,000 5.88% Standard Chartered Bank 9,734,804 1.00 07 - 26.09.2017 220,496 6.13% Stena 07 - 01.02.2017 185,217 0.02 131,843 6.38% Tereos Europe 07 - 112,730 0.01 15.04.2014 113,658 6.38% TRW Automotive 07 - 101,724 0.01 15.03.2014 2,240,000 5.75% UniCredito Italiano 07 - 2,280,548 0.23 26.09.2017 3,159,121 9.75% Wind Acquisition Finance 3,305,230 0.34 05 - 01.12.2015 5,050,000 6.63% WPP Group - 12.05.2016 5,039,294 0.52 177,585,274 18.23 Malaysian Ringgit MYR 9,617,189 3.76% Malaysia 05 - 28.04.2011 1,974,612 0.20 1,974,612 0.20 New Russian Ruble RUB 32,880,365 8.38% Red Arrow International 891,375 0.09 Leasing 06 - 30.06.2012 891,375 0.09 Turkish Lira TRY 3,366,016 10.00% Turkey 07 - 15.02.2012 1,904,360 0.20 TRY 18,032,230 16.00% Turkey 07 - 07.03.2012 8,689,777 0.89 10,594,137 1.09 US Dollar USD 126,160 7.50% Advanced Medical Optics 73,740 0.01 07 - 01.05.2017 USD 112,521 7.75% AK Steel 03 - 15.06.2012 74,170 0.01 USD 279,598 6.50% Allied Waste North 182,056 0.02 America 04 - 15.11.2010 USD 23,081,254 1.33% Argentina 05 - 31.12.2038 5,459,238 0.56 USD 4,789,600 8.28% Argentina 05 - 31.12.2033 2,482,606 0.26 Nominal in EUR unless specified Transferable securities and money market instruments admitted to an official stock exchange listing Fair value x EUR % of Total Net Assets US Dollar (continued) USD 6,010,743 7.00% Argentina 07 - 17.04.2017 2,688,986 0.28 USD 212,540 8.75% ArvinMeritor 02 - 134,467 0.01 01.03.2012 USD 204,584 7.00% AutoNation 06 - 123,849 0.01 15.04.2014 USD 215,723 7.00% Belden 07 - 15.03.2017 138,040 0.01 USD 149,346 8.00% Bombardier 06 - 102,640 0.01 15.11.2014 USD 117,068 7.50% Bristow Group 08 - 78,012 0.01 15.09.2017 USD 1,987,536 8.75% CCO Holdings 04 - 1,180,853 0.12 15.11.2013 USD 36,371 10.88% Charter Communications 24,821 0.00 08 - 15.09.2014 USD 235,272 9.00% Citizens Communications 140,160 0.01 02 - 15.08.2031 USD 202,311 8.13% Constellation Brands 02 - 133,031 0.01 15.01.2012 USD 114,794 7.25% Constellation Brands 06 - 74,654 0.01 01.09.2016 USD 3,100,000 8.13% CSC Holdings 97 - 2,035,937 0.21 15.08.2009 USD 7,580,047 8.13% CSC Holdings 99 - 4,978,225 0.51 15.07.2009 USD 178,443 7.88% Domtar 07 - 15.10.2011 117,480 0.01 USD 82,288 9.75% DR Horton 00 - 52,986 0.01 15.09.2010 USD 8,050,000 6.00% DR Horton 06 - 4,854,934 0.50 15.04.2011 USD 6,437,564 5.80% Ford Motor Credit 99 - 4,069,892 0.42 12.01.2009 USD 6,819 6.63% Ford Motor Credit 05 - 4,356 0.00 16.06.2008 USD 159,121 8.00% Forest Oil 02 - 15.12.2011 108,464 0.01 USD 3,606,446 8.20% Gabon 07 - 12.12.2017 2,442,962 0.25 USD 485,319 7.20% General Motors 01 - 276,653 0.03 15.01.2011 USD 1,081,934 7.50% Georgia 08 - 15.04.2013 701,098 0.07 USD 4,551,239 8.50% Indonesia 05 - 12.10.2035 3,221,575 0.33 USD 1,442,578 6.63% Indonesia 07 - 17.02.2037 829,536 0.09 USD 1,202,149 11.25% Industrias Metalurgicas 700,719 0.07 Pescarmona 07 - 22.10.2014 USD 227,316 6.38% KB Home 04 - 139,435 0.01 15.08.2011 USD 132,980 8.38% Key Energy Services 07 - 88,830 0.01 01.12.2014 USD 10,668,261 7.63% L-3 Communications 02 - 7,057,813 0.72 15.06.2012 USD 44,781 6.63% Lamar Media 08 - 27,254 0.00 15.08.2015 USD 292,101 8.38% MGM Mirage 01 - 187,617 0.02 01.02.2011 USD 9,178,000 6.00% MGM Mirage 03 - 5,909,785 0.61 01.10.2009 USD 110,248 6.75% MGM Mirage 06 - 65,502 0.01 01.04.2013 USD 42,053 6.88% MGM Mirage 06 - 23,770 0.00 01.04.2016 USD 162,531 12.00% NewPage 05 - 01.05.2013 111,179 0.01 USD 152,756 10.00% NewPage 07 - 01.05.2012 105,229 0.01 USD 188,672 7.38% Nextel Communications 97,013 0.01 05 - 01.08.2015 USD 503,505 8.25% OPTI Canada 08 - 15.12.2014 335,529 0.03 The accompanying notes to the financial statements form an integral part of these financial statements. 62
Statement of investments - ARBF V300 30-04-2008 Statement of investments - ARBF V300 30-04-2008 Nominal in EUR unless specified Transferable securities and money market instruments admitted to an official stock exchange listing Fair value x EUR % of Total Net Assets US Dollar (continued) USD 9,000,000 7.35% Owens-Illinois 98 - 5,780,718 0.59 15.05.2008 USD 4,813,403 9.50% Philippines 05 - 4,077,125 0.42 02.02.2030 USD 300,057 8.88% Qwest 05 - 15.03.2012 204,291 0.02 USD 144,346 6.75% Reliant Energy 04 - 96,190 0.01 15.12.2014 USD 234,135 9.63% Rogers Wireless 168,080 0.02 Communications 01 - 01.05.2011 USD 115,931 8.25% Shaw Communications 00 77,814 0.01 - 11.04.2010 USD 67,058 8.63% Sierra Pacific Resources 45,282 0.00 04 - 15.03.2014 USD 181,853 6.75% Southern Star Central 08 - 113,008 0.01 01.03.2016 USD 152,302 7.50% Southwestern Energy 08 - 104,182 0.01 01.02.2018 USD 92,063 7.63% SPX 07 - 15.12.2014 61,867 0.01 USD 259,140 6.50% Trinity Industries 04 - 166,030 0.02 15.03.2014 USD 134,116 6.50% United Rentals North 81,190 0.01 America 04 - 15.02.2012 USD 4,044,028 9.38% Venezuela 04 - 2,344,232 0.24 13.01.2034 USD 3,053,458 7.00% Venezuela 07 - 1,353,747 0.14 31.03.2038 USD 153,438 8.25% Visteon 00 - 01.08.2010 87,220 0.01 USD 80,152 7.25% Whiting Petroleum 04 - 51,868 0.01 01.05.2012 USD 219,587 7.00% Whiting Petroleum 06 - 142,099 0.01 01.02.2014 USD 76,151 7.25% Williams Partners LP/ 50,746 0.01 Williams Partners Finance 07 - 01.02.2017 66,640,785 6.84 TOTAL BONDS 266,530,345 27.36 FLOATING RATE NOTES Australian Dollar AUD 1,558,000 8.05% ABN Amro Bank 06 - 17.05.2018 862,750 0.09 862,750 0.09 Euro 14,577,000 4.68% ABN Amro Bank 05 - 13,830,131 1.42 08.06.2015 4,850,000 4.63% ABN Amro Bank 06 - 4,324,389 0.44 31.05.2018 5,130,000 4.31% ABN Amro Bank 06 - 4,146,115 0.43 28.02.2049 81,834 7.47% Avis Finance 06 - 69,968 0.01 31.07.2013 5,000,000 5.78% AXA 06 - 29.07.2049 4,576,362 0.47 21,950,000 4.48% Banco Espirito Santo 07 - 21,053,258 2.16 08.05.2013 15,300,000 4.82% Banco Espirito Santo 07 - 14,586,169 1.50 26.06.2014 13,800,000 4.80% BBVA Bancomer 07 - 12,444,316 1.28 17.05.2017 115,931 7.59% Belvedere 06 - 15.05.2013 99,121 0.01 5,050,000 1.00% BNP Paribas 07 - 4,504,608 0.46 29.04.2049 5,150,000 5.01% Commerzbank Capital Funding Trust I 06 - 29.03.2049 4,155,782 0.43 Nominal in EUR unless specified Transferable securities and money market instruments admitted to an official stock exchange listing Fair value x EUR % of Total Net Assets Euro (continued) 9,400,000 4.74% Corp Andina de Fomento 9,420,899 0.97 06 - 16.11.2011 6,729,102 6.25% Corral Finans 07 - 5,627,211 0.58 15.04.2010 3,547,000 4.88% Danske Bank 07 - 3,163,559 0.32 28.02.2049 5,300,000 4.89% Dexia Funding 4,586,559 0.47 Luxembourg 06 - 30.11.2049 5,300,000 5.25% ELM BV for Swiss 4,516,211 0.46 Reinsurance 06 - 29.05.2049 14,700,000 5.01% Fortis Bank 07 - 13,493,167 1.38 17.01.2017 2,700,000 4.57% GE Capital European 2,396,179 0.25 Funding 06 - 17.05.2021 5,100,000 5.48% Generali Finance 07 - 4,781,641 0.49 28.02.2049 15,900,000 4.72% Goldman Sachs Group 06 14,545,174 1.49 - 23.05.2016 3,099,000 5.13% HBOS 03 - 29.10.2049 2,543,943 0.26 7,300,000 4.88% HBOS 04 - 29.03.2049 6,172,552 0.63 1,950,000 4.94% HBOS Capital Funding 06 1,565,583 0.16 - 29.05.2049 12,250,000 4.90% HBOS Treasury Services 11,375,490 1.17 06 - 24.10.2013 3,496,000 5.38% Henkel 05 - 25.11.2104 3,148,999 0.32 20,950,000 4.79% ING Verzekeringen 06 - 19,979,649 2.05 18.09.2013 3,200,000 5.19% International Lease 3,096,563 0.32 Finance 04 - 06.07.2010 1,049,000 7.38% Linde Finance 06 - 1,054,077 0.11 14.07.2066 5,800,000 5.63% Lloyds TSB Bank 08 - 5,801,401 0.60 05.03.2018 9,950,000 5.00% Nomura Europe Finance 9,558,657 0.98 06 - 25.10.2011 115,931 10.35% Nordic Telephone 115,983 0.01 Holdings 06 - 01.05.2016 10,000,000 7.09% Royal Bank of Scotland 9,637,767 0.99 07 - 29.10.2049 8,098,000 5.37% Santander Central 7,900,996 0.81 Hispano Issuances 01 - 28.03.2011 153,438 5.59% SGL Carbon 07 - 141,163 0.01 15.05.2015 17,000,000 5.02% Standard Chartered Bank 15,071,945 1.55 06 - 28.03.2018 3,735,959 12.75% TIM Hellas 2,166,856 0.22 Telecommunications 06 - 15.07.2015 18,941,000 4.89% Volkswagen Bank 06 - 18,728,866 1.92 07.07.2010 264,381,309 27.13 US Dollar USD 36,064,459 0.00% Argentina 05 - 15.12.2035 2,721,802 0.28 USD 16,913,947 1.32% Argentina Government 1,276,504 0.13 International Bond 05 - 15.12.2035 USD 10,780,000 3.29% BNP Paribas 05 - 6,681,024 0.69 23.11.2015 USD 4,808,595 10.00% Equator 00 - 15.08.2030 3,111,734 0.32 USD 12,400,000 3.01% Macquarie Bank 05 - 18.09.2015 7,847,758 0.81 The accompanying notes to the financial statements form an integral part of these financial statements. 63
Page 1:
ABN AMRO Funds Annual Report 2007/2
Page 4 and 5:
INFORMATION The prospectus of ABN A
Page 6 and 7:
STATISTICS Net asset value per shar
Page 8 and 9:
Page 10 and 11:
Page 12 and 13:
Page 14 and 15: STATISTICS Net asset value per shar
Page 16 and 17: STATEMENT OF THE BOARD OF DIRECTORS
Page 18 and 19: Statement of investments - Asia Pac
Page 20 and 21: Statement of investments - Brazil E
Page 22 and 23: Statement of investments - Clean Te
Page 24 and 25: Statement of investments - Denmark
Page 26 and 27: Statement of investments - Eastern
Page 28 and 29: Statement of investments - Europe E
Page 30 and 31: Statement of investments - Europe E
Page 32 and 33: Statement of investments - Europe H
Page 34 and 35: Statement of investments - Financia
Page 36 and 37: Statement of investments - German E
Page 38 and 39: Statement of investments - Global E
Page 40 and 41: Statement of investments - Global E
Page 42 and 43: Statement of investments - Global H
Page 44 and 45: Statement of investments - Global P
Page 46 and 47: Statement of investments - Industri
Page 48 and 49: Statement of investments - Japan Eq
Page 50 and 51: Statement of investments - Latin Am
Page 52 and 53: Statement of investments - Nordic E
Page 54 and 55: Statement of investments - Small Co
Page 56 and 57: Statement of investments - Telecomm
Page 58 and 59: Statement of investments - US Oppor
Page 60 and 61: Statement of investments - Utilitie
Page 62 and 63: Statement of investments - 2001 Eur
Page 66 and 67: Statement of investments - ARBF V30
Page 68 and 69: Statement of investments - ARBF V30
Page 70 and 71: Statement of investments - Euro Bon
Page 72 and 73: Statement of investments - Euro Bon
Page 74 and 75: Statement of investments - Euro Cre
Page 76 and 77: Statement of investments - Euro Plu
Page 78 and 79: Statement of investments - Europe B
Page 80 and 81: Statement of investments - Europe C
Page 82 and 83: Statement of investments - Global B
Page 84 and 85: Statement of investments - Global B
Page 86 and 87: Statement of investments - High Yie
Page 88 and 89: Statement of investments - High Yie
Page 90 and 91: Statement of investments - US Bond
Page 92 and 93: Statement of investments - Statemen
Page 94 and 95: Statement of investments - Lifecycl
Page 114 and 115:
Statement of investments - Lifecycl
Page 116 and 117:
Page 118 and 119:
Page 120 and 121:
Page 122 and 123:
Page 124 and 125:
Page 126 and 127:
Page 128 and 129:
Page 130 and 131:
Page 132 and 133:
Page 134 and 135:
Page 136 and 137:
Page 138 and 139:
Page 140 and 141:
Page 142 and 143:
Statement of investments - Model Fu
Page 144 and 145:
Page 146 and 147:
Page 148 and 149:
Page 150 and 151:
Page 152 and 153:
Page 154 and 155:
Page 156 and 157:
Page 158 and 159:
Page 160 and 161:
Page 162 and 163:
Page 164 and 165:
Page 166 and 167:
Statement of investments - Global T
Page 168 and 169:
Statement of Net Assets as at April
Page 170 and 171:
Page 172 and 173:
Page 174 and 175:
Page 176 and 177:
Page 178 and 179:
Page 180 and 181:
Statement of operations and changes
Page 182 and 183:
CHANGES IN ISSUED SHARES (continued
Page 184 and 185:
CHANGES IN ISSUED SHARES (continued
Page 186 and 187:
3) In the event that any assets are
Page 188 and 189:
The following costs are deducted fr
Page 190 and 191:
5. Other transactions with related
Page 192 and 193:
. Futures Number of contracts Descr
Page 194 and 195:
c. Forward Foreign Currency Exchang
Page 196 and 197:
c. Forward Foreign Currency Exchang
Page 198 and 199:
f. Swap Contracts Swap Type Currenc
Page 200 and 201:
9. Securities lending The SICAV com
Page 202 and 203:
Share Class Specific Forward Exchan
Page 204 and 205:
Share Class Specific Forward Exchan
Page 206 and 207:
Fund Reference Currency Record Date
Page 208 and 209:
Information to Shareholders Total E
Page 210 and 211:
Portfolio Turnover Ratio (unaudited
show all

ABN AMRO Funds - Aia.com.hk

Create successful ePaper yourself

Delete template?

Save as template?