ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
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Statement of investments -<br />
Global Bond Fund 30-04-2008<br />
Statement of investments -<br />
Global Bond Fund 30-04-2008<br />
Nominal in USD<br />
unless<br />
specified<br />
Transferable securities<br />
and money market<br />
instruments admitted to<br />
an official stock exchange<br />
listing<br />
Fair<br />
value<br />
x USD<br />
% of<br />
Total<br />
Net<br />
Assets<br />
Japanese Yen (continued)<br />
JPY 65,000,000 2.20% Japan 06 - 20.09.2026 627,448 1.53<br />
JPY 83,000,000 1.40% Japan 07 - 20.06.2012 804,102 1.96<br />
10,823,377 26.43<br />
Swedish Krona<br />
SEK 6,300,000 5.00% Sweden 98 - 28.01.2009 1,057,069 2.58<br />
1,057,069 2.58<br />
US Dollar<br />
800,000 5.50% FNMA (TBA) -<br />
814,125 1.99<br />
01.12.2099<br />
2,800,000 5.50% FNMA (TBA) -<br />
2,817,937 6.88<br />
01.12.2099<br />
600,000 5.00% FNMA (TBA) -<br />
603,094 1.47<br />
01.12.2099<br />
1,500,000 6.00% FNMA (TBA) -<br />
1,542,891 3.77<br />
01.12.2099<br />
500,000 4.75% Oesterreichische<br />
526,907 1.28<br />
Kontrollbank 07 -<br />
16.10.2012<br />
130,000 8.75% Sprint Capital 02 -<br />
114,989 0.28<br />
15.03.2032<br />
700,000 3.63% United Kingdom 04 - 713,562 1.74<br />
15.07.2009<br />
300,000 5.25% US Treasury Notes 99 - 330,422 0.81<br />
15.02.2029<br />
900,000 4.38% US Treasury Notes 02 - 957,375 2.34<br />
15.08.2012<br />
500,000 3.13% US Treasury Notes 03 - 503,047 1.23<br />
15.09.2008<br />
1,600,000 4.88% US Treasury Notes 06 - 1,745,000 4.26<br />
15.08.2016<br />
1,300,000 4.63% US Treasury Notes 06 - 1,395,266 3.40<br />
15.11.2016<br />
120,000 5.55% Verizon Communications 121,579 0.30<br />
06 - 15.02.2016<br />
12,186,194 29.75<br />
TOTAL BONDS 41,850,030 102.18<br />
FLOATING RATE NOTES<br />
British Pound<br />
GBP 100,000 6.13% Aviva 03 - 31.12.2049 171,721 0.42<br />
171,721 0.42<br />
Euro<br />
EUR 77,000 4.31% <strong>ABN</strong> Amro Bank 06 -<br />
28.02.2049<br />
96,889 0.24<br />
EUR 100,000 5.78% AXA 06 - 29.07.2049 142,499 0.35<br />
EUR 83,000 5.58% BES Finance 03 -<br />
114,634 0.28<br />
29.07.2049<br />
EUR 100,000 5.02% BNP Paribas 07 -<br />
138,876 0.34<br />
29.04.2049<br />
EUR 100,000 5.01% Commerzbank Capital 125,634 0.31<br />
Funding Trust I 06 -<br />
29.03.2049<br />
EUR 100,000 4.89% Dexia Funding<br />
134,732 0.33<br />
Luxembourg 06 -<br />
30.11.2049<br />
EUR 50,000 5.25% ELM BV for Swiss<br />
66,333 0.16<br />
Reinsurance 06 -<br />
29.05.2049<br />
EUR 100,000 5.48% Generali Finance 07 - 145,971 0.36<br />
28.02.2049<br />
EUR 100,000 4.94% HBOS Capital Funding 06 124,998 0.30<br />
- 29.05.2049<br />
EUR 500,000 6.25% ING Verzekeringen 01 -<br />
21.06.2021<br />
781,428 1.91<br />
Nominal in USD<br />
unless<br />
specified<br />
Transferable securities<br />
and money market<br />
instruments admitted to<br />
an official stock exchange<br />
listing<br />
Fair<br />
value<br />
x USD<br />
% of<br />
Total<br />
Net<br />
Assets<br />
Euro (continued)<br />
EUR 50,000 5.63% Lloyds TSB Bank 08 - 77,864 0.19<br />
05.03.2018<br />
EUR 500,000 6.47% RBS Capital Trust A 02 - 754,521 1.84<br />
29.12.2049<br />
EUR 100,000 7.09% Royal Bank of Scotland 150,051 0.36<br />
07 - 29.10.2049<br />
2,854,430 6.97<br />
US Dollar<br />
418,625 7.50% Russia 00 - 31.03.2030 484,370 1.18<br />
484,370 1.18<br />
TOTAL FLOATING RATE NOTES 3,510,521 8.57<br />
UNDERTAKINGS FOR COLLECTIVE INVESTMENT<br />
Ireland<br />
318 <strong>ABN</strong> <strong>AMRO</strong> Global Liquidity<br />
<strong>Funds</strong> - Euro Fund - Inst.<br />
39,719 <strong>ABN</strong> <strong>AMRO</strong> Global Liquidity<br />
<strong>Funds</strong> - Sterling Fund - Inst.<br />
8,449 <strong>ABN</strong> <strong>AMRO</strong> Global Liquidity<br />
<strong>Funds</strong> - US Dollar Fund - Inst.<br />
TOTAL UNDERTAKINGS FOR COLLECTIVE<br />
INVESTMENT<br />
TOTAL TRANSFERABLE SECURITIES AND<br />
MONEY MARKET INSTRUMENTS ADMITTED TO<br />
AN OFFICIAL STOCK EXCHANGE LISTING<br />
Nominal in USD<br />
unless<br />
specified<br />
Transferable securities<br />
and money market<br />
instruments dealt in on<br />
another regulated market<br />
496 0.00<br />
78,664 0.19<br />
8,449 0.02<br />
87,609 0.21<br />
87,609 0.21<br />
45,448,160 110.96<br />
Fair<br />
value<br />
x USD<br />
% of<br />
Total<br />
Net<br />
Assets<br />
BONDS<br />
Canadian Dollar<br />
CAD 600,000 5.75% Canada 98 - 01.06.2029 734,710 1.79<br />
734,710 1.79<br />
US Dollar<br />
116,000 5.63% Vodafone Group 07 -<br />
27.02.2017<br />
116,742 0.29<br />
116,742 0.29<br />
TOTAL BONDS 851,452 2.08<br />
TOTAL TRANSFERABLE SECURITIES AND<br />
MONEY MARKET INSTRUMENTS DEALT IN ON<br />
ANOTHER REGULATED MARKET<br />
851,452 2.08<br />
TOTAL INVESTMENTS IN SECURITIES 46,299,612 113.04<br />
TOTAL DERIVATIVE INSTRUMENTS* (247,776) (0.60)<br />
NET LIABILITIES (5,094,927) (12.44)<br />
TOTAL NET ASSETS 40,956,909 100.00<br />
The ac<strong>com</strong>panying notes to the financial statements form an integral part of these financial statements.<br />
79<br />
* Derivative instruments listed on page 189 to 197
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