COIF Charity Funds - CCLA

COIF Charities Investment FundPortfolio Statementat 30 June 2006 (unaudited)MarketValue %Holding £’000 FundFIXED INTEREST STOCKS 6.15% (31.12.05, 7.93%)UNITED KINGDOM 4.52% (31.12.05, 5.19%)Treasury 5% Stock 2008 1,905,000 1,913 0.18Treasury 5.75%Stock 2009 3,821,150 3,933 0.38Treasury 6.25%Stock 2010 10,665,000 11,279 1.09Conversion 9%Stock 2011 3,040,000 3,606 0.35Treasury 8% Stock 2013 3,035,000 3,633 0.35Treasury 8.75%Stock 2017 3,845,000 5,185 0.50Treasury 8% Stock 2021 2,180,000 2,957 0.28Treasury 5% Stock 2025 2,955,000 3,124 0.30Treasury 6% Stock 2028 5,375,000 6,528 0.63Treasury 4.25%Stock 2036 2,300,000 2,267 0.22Treasury 4.75%Stock 2038 2,350,000 2,526 0.24OVERSEAS 1.63% (31.12.05, 1.76%)Germany 1.08%Bund 4.5% 2009 5,000,000 3,532 0.34Bund 5.25% 2011 5,505,000 4,022 0.39Bund 5.5% 2031 4,500,000 3,636 0.35USA 0.47%US Treasury 5.625%Bond 2008 1,825,000 995 0.10US Treasury 5%Bond 2011 1,185,000 639 0.06US Treasury 5.375%Bond 2031 1,950,000 1,073 0.10US Govt TIPS 3% 2012 3,485,000 2,176 0.21JAPAN 0.08%JGB 0.8% 2010 190,000,000 879 0.08TOTAL VALUE OF INVESTMENTS 1,015,078 97.80NET CURRENT ASSETS 22,838 2.20TOTAL VALUE OF FUND 1,037,916 100.0020