ABN AMRO Funds - Aia.com.hk

Statement of investments -
US Bond Fund 30-04-2008
Statement of investments -
US Bond Fund 30-04-2008
Nominal in USD
unless
specified
Transferable securities
and money market
instruments admitted to
an official stock exchange
listing
Government (continued)
5,500,000 4.38% US Treasury Notes 02 -
15.08.2012
10,400,000 4.25% US Treasury Notes 04 -
15.11.2014
1,200,000 4.63% US Treasury Notes 06 -
15.11.2016
8,650,000 4.50% US Treasury Notes 07 -
15.05.2017
Fair
value
x USD
% of
Total
Net
Assets
5,850,625 7.44
11,019,125 14.01
1,287,938 1.64
9,181,164 11.67
31,928,180 40.60
TOTAL BONDS 50,228,048 63.87
FLOATING RATE NOTES
Financial Institutions
2,500,000 5.69% Chase Mortgage Finance
07 - 25.03.2037
985,761 3.22% Fannie Mae 07 -
25.06.2037
2,098,308 6.00% Fannie Mae Pool #906455
07 - 01.01.2037
3,747,067 6.16% Freddie Mac 06 -
01.01.2037
2,148,583 2.73
972,039 1.24
2,138,063 2.72
3,818,142 4.85
9,076,827 11.54
TOTAL FLOATING RATE NOTES 9,076,827 11.54
TOTAL TRANSFERABLE SECURITIES AND
MONEY MARKET INSTRUMENTS ADMITTED TO
AN OFFICIAL STOCK EXCHANGE LISTING
Nominal in USD
unless
specified
Transferable securities
and money market
instruments dealt in on
another regulated market
BONDS
Corporate Bonds
700,000 5.10% Albemarle 05 -
01.02.2015
275,000 6.88% Nextel Communications
05 - 31.10.2013
70,000 6.75% Premcor Refining Group
04 - 01.02.2011
360,000 8.38% Western Oil Sands 02 -
01.05.2012
Financial Institutions
806,000 5.55% Bank of America 07 -
10.02.2051
1,673,160 6.03% Bear Stearns Adjustable
Rate Mortgage Trust 06 -
25.07.2036
294,000 9.00% Beaver Valley II Funding
92 - 01.06.2017
1,600,000 6.19% GMAC Mortgage Corp
Loan Trust 07 -
25.12.2037
4,356,068 6.16% HSBC Asset Loan
Obligation 07 -
25.01.2037
700,000 7.83% NB Capital Trust 96 -
15.12.2026
59,304,875 75.41
Fair
value
x USD
% of
Total
Net
Assets
672,875 0.85
227,041 0.29
71,835 0.09
397,768 0.51
1,369,519 1.74
802,263 1.02
1,538,019 1.96
322,501 0.41
724,501 0.92
4,441,958 5.65
685,444 0.87
Nominal in USD
unless
specified
Transferable securities
and money market
instruments dealt in on
another regulated market
Financial Institutions (continued)
600,000 5.13% Principal Life Income
Funding Trusts 06 -
01.03.2011
2,735,000 5.75% Wells Fargo Mortgage
Backed Securities Trust
07 - 25.02.2037
Fair
value
x USD
% of
Total
Net
Assets
598,399 0.76
2,516,537 3.20
11,629,622 14.79
TOTAL BONDS 12,999,141 16.53
FLOATING RATE NOTES
Financial Institutions
5,000,000 5.73% Bank of America
Mortgage Securities 06 -
20.11.2046
987,826 5.60% Wells Fargo Mortgage
Backed Securities Trust
06 - 25.07.2036
4,210,328 5.36
981,846 1.25
5,192,174 6.61
TOTAL FLOATING RATE NOTES 5,192,174 6.61
TOTAL TRANSFERABLE SECURITIES AND
MONEY MARKET INSTRUMENTS DEALT IN ON
ANOTHER REGULATED MARKET
18,191,315 23.14
TOTAL INVESTMENTS IN SECURITIES 77,496,190 98.55
TOTAL DERIVATIVE INSTRUMENTS* (108,141) (0.14)
OTHER ASSETS LESS LIABILITIES 1,251,894 1.59
TOTAL NET ASSETS 78,639,943 100.00
The accompanying notes to the financial statements form an integral part of these financial statements.
88
* Derivative instruments listed on page 189 to 197