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Portfolio Name AFRF: Pension Section

Portfolio Currency Kenyan Shillings

Valuation Date 10/19/2009

Security Code Security Name Interest Rate Holding Market Price

KFUSD Kenya Forbes USD - 13,500.00 0.00

Total for class - Cash

GMAF AA Global Managed Fund - 45,747.14 96.30

Total for class - Unit Trusts

Total for Global

BANKKFRP Barc Call KFRP Pens - -25,416,348.47 0.00


CBACD1D CBA 6.85% 6.85 2,000,000.00 0.00

NICKFRP2 Nic Bank-8.75% 8.75 557,900.00 0.00

Total for class - Cash

ATHI Athi River Mining Company - 29,734.00 98.50


BAMBURI Bamburi Cement Limited - 10,972.00 160.00
BARCLKEN Barclays Bank Kenya - 34,481.00 45.75
BATKENYA British & American Tobacco Kenya - 6,343.00 175.00
ESAFBREW East African Breweries Limited - 17,189.00 142.00
KECOMBNK Kenya Commercial Bank Limited - 142,589.00 19.95
KENGEN Kengen Company Ltd - 70,830.00 10.45
KENOL Kenya Oil Co Ltd - 17,227.00 49.00
KPLC LTD Kenya Power and Lighting Co. - 4,942.00 124.00
MSUG Mumias Sugar Co Ltd - 174,215.00 6.95
NATMEDIA Nation Media Group Limited - 6,744.00 120.00
SAFARI Safaricom Kenya - 1,145,900.00 3.80

STNCHKEN Standard Chartered Bank Kenya Limited - 11,878.00 140.00

Total for class - Equities

SHELFR1 Shelter FL 3yr 24/8/2012 9.62 2,500,000.00 1.01


SHELFX1 Shelter FXD 3YR 31/8/2012 10.71 1,000,000.00 1.01
FRBAR01 BAR FRN 14/07/2015 10.04 3,800,000.00 1.03

MRMFRN MRMFRN 27/10/2016 10.19 2,000,000.00 1.05

Total for class - Fixed Income Corporate

CBAFD2L CBA 15/10/09@ 7% 7.00 5,000,000.00 1.00


KCBFD2L KCB 15/10/09@ 8.75% 8.75 4,000,000.00 1.00
NICFD2V NIC 15/10/09@ 7.5% 7.50 3,500,000.00 1.00
CBAFD3H CBAFD3H21/10/9@7.1@ 7.15 20,000,000.00 1.00
CBAFD3I CBAFD3I 21/10/09@7% 7.00 8,000,000.00 1.00
BBKFD1N FD1N 29/10/09 @5% 5.00 6,000,000.00 1.00
CBAFD2P CBA 29/10/9 @ 7.5 7.50 4,000,000.00 1.00
KCBFD3A FD3A 29/10/09 @7.25% 7.25 6,500,000.00 1.00
KCBFD3B FD3B 30/10/2009 @7.25% 7.25 4,500,000.00 1.00

CBAFD3G CBAFD3G 9/11/09@7.5% 7.50 3,000,000.00 1.00

Total for class - Fixed Deposits

FXD3/5/4 FXD3/5/4 26/10/2009 12.25 1,000,000.00 1.09


KFX3/5/4 FXD3/5/4 26/10/2009 12.25 200,000.00 1.06
FXD3/7/2 FXD3/7/2 21/12/2009 8.75 3,000,000.00 1.04
FXD2/8/2 FXD2/8/2 24/05/2010 8.75 6,500,000.00 1.01
FXD3/8/2 FXD3/2008/2 23/8/2010 8.75 1,000,000.00 1.01
KFX2/3/7 FXD2/3/7 18/10/2010 6.50 50,000.00 0.98
FXD2/5/5 FXD2/5/5 22/11/2010 13.00 200,000.00 1.09
KFX2/5/5 FXD2/5/5 22/11/2010 13.00 200,000.00 1.09
KFX1/7/4 FXD1/7/4 21/02/2011 11.00 300,000.00 1.04
FXD1/9/2 FXD1/2009/2 8.75 2,000,000.00 1.00
KFX1/3/8 FXD1/3/8 18/04/2011 12.50 150,000.00 1.05
FX2/09/2 FXD2/2009/2 to 23/5/2011 @8.75% 8.75 3,000,000.00 1.03
KF2/9/2 KF 23/5/2011 @ 8.75 8.75 2,000,000.00 1.03
FXD2/4/7 FXD2/4/7-15/8/11 @7% 7.00 2,700,000.00 0.97
FXD2/3/8 FXD2/3/8 19/09/2011 7.00 2,250,000.00 0.96
KFX2/3/8 FXD2/3/8 19/09/2011 7.00 150,000.00 0.96
KFX1/5/6 FXD1/5/6 19/12/2011 13.00 400,000.00 1.11
FX1/7/5A FXD1/2007/5 26/01/2012 11.25 100,000.00 1.00
FXD1/7/5 FXD1/2007/5 26/01/2012 11.25 100,000.00 1.06
IF1/9/12 IFB 01/09/2012 12.50 5,000,000.00 1.08
KFX1/6/6 KFX1/6/6 18/06/2012 11.75 300,000.00 1.08
KFX2/3/9 FXD2/3/9 16/07/2012 9.50 100,000.00 1.02
FX3/7/5A FXD3/7/5A 17/09/2012 9.50 50,000.00 1.00
FX3/7/5C FXD3/7/5C 17/09/2012 9.50 50,000.00 1.00
KFX3/7/5 FXD3/2007/5B 17/9/2012 9.50 100,000.00 1.00
FXD3/8/5 FXD3/2008/5 19/8/2013 9.50 1,500,000.00 1.02
FXD4/8/5 FXD4/8/5 21/10/2013 9.50 2,000,000.00 1.01
KFD1/6/8 KFD1/2006/8 17/02/2014 13.25 200,000.00 1.11
KFD1/7/7 KFX1/2007/7 21/07/2014 9.75 100,000.00 0.98
FX1/7/10 FXD1/7/10 16/10/2017 10.75 100,000.00 1.02
FX1/710A FXD1/7/10A 16/10/2017 10.75 100,000.00 1.02
FX1/710B FXD1/7/10B 16/10/2017 10.75 100,000.00 1.02
KF1/2/12 KF1/2/12 13/05/2019 13.00 200,000.00 1.12
KF1/7/12 KF1/7/12 13/05/2019 13.00 200,000.00 1.12
KF1/7/15 FXD1/7/15 07/03/2022 14.50 100,000.00 1.11
KF2/7/15 KF2/2007/15 06/06/2022 13.50 100,000.00 1.08
FX3/7/15 FXD 3/7/15 7/11/2022 12.50 100,000.00 1.02

FX3/715A FXD 3/7/15A 7/11/2022 12.50 100,000.00 1.02

Total for class - Fixed Income Government

FUNDKESF AA Kenya Shilling Fd 7.80 3,975,634.42 0.00


KT191009 1M TB 19/10/9 @7.2 7.20 982,370.00 1.00
KT10609A Kenya TB 30-11-09 8.67 500,000.00 1.08
KT25110A KT 25/01/10 @8.2% 8.20 1,441,080.00 1.02
KT25110B KT 25/01/10 @8.151% 8.15 1,441,410.00 1.02
ZC1/9/1C ZC TBOND 1/25/2010 10.04 1,834,101.35 1.06
ZC1/9/1 ZC TBOND 1/26/2010 10.04 454,380.00 1.07
ZC1/9/1B ZC TBOND 1/26/2010 10.25 453,515.00 1.07

KT17809 16/08/2010 @8.712 8.71 920,060.00 1.02

Total for class - Money Market

Total for Kenya

BOBU Bank of Baroda Uganda - 24,080.00 13.95

Total for class - Equities

Total for Uganda

Total

Unsettled Creations & Liquidations


TOTAL ASSETS

Signed:
Signatory 1
Market Price YTM Market Value Clean Unrealised
Book Value Profit/Loss

0.00 0.00 1,017,227.06 1,014,402 2,825

1,017,227.06 1,014,402 2,825

96.30 0.00 4,405,369.29 3,994,249 411,120

4,405,369.29 3,994,249 411,120

5,422,596.35 5,008,651 413,945

0.00 0.00 -25,518,297.97 -25,416,348 0


0.00 0.00 2,008,257.53 2,000,000 0

0.00 0.00 605,938.91 557,900 0

-22,904,101.53 -22,858,448 0

98.50 0.00 2,928,799.00 3,029,913 -101,114


160.00 0.00 1,755,520.00 2,088,262 -332,742
45.75 0.00 1,577,505.75 2,146,788 -569,283
175.00 0.00 1,110,025.00 1,022,510 87,515
142.00 0.00 2,440,838.00 2,996,706 -555,868
19.95 0.00 2,844,650.55 3,525,402 -680,752
10.45 0.00 740,173.50 1,548,535 -808,362
49.00 0.00 844,123.00 1,521,013 -676,890
124.00 0.00 612,808.00 825,559 -212,751
6.95 0.00 1,210,794.25 1,236,223 -25,429
120.00 0.00 809,280.00 1,011,598 -202,318
3.80 0.00 4,354,420.00 5,886,108 -1,531,688

140.00 0.00 1,662,920.00 2,202,147 -539,227

22,891,857.05 29,040,765 -6,148,908

1.01 100.00 2,537,255.23 2,500,000 0


1.01 100.00 1,014,789.36 1,000,000 0
1.03 100.00 3,903,439.54 3,800,000 0

1.05 100.00 2,098,270.68 2,000,000 0

9,553,754.81 9,300,000 0

1.00 0.00 5,000,000.00 5,000,000 0


1.00 0.00 4,000,000.00 4,000,000 0
1.00 0.00 3,500,000.00 3,500,000 0
1.00 0.00 20,050,931.51 20,000,000 0
1.00 0.00 8,019,945.21 8,000,000 0
1.00 0.00 6,018,082.19 6,000,000 0
1.00 0.00 4,017,260.27 4,000,000 0
1.00 0.00 6,528,404.11 6,500,000 0
1.00 0.00 4,517,876.71 4,500,000 0

1.00 0.00 3,008,013.70 3,000,000 0

64,660,513.70 64,500,000 0

1.09 102.98 1,088,981.24 1,029,917 -132


1.06 2.21 212,173.09 209,005 -8,678
1.04 3.24 3,113,953.98 3,039,843 -12,191
1.01 97.35 6,557,901.93 6,441,964 -114,344
1.01 100.00 1,013,790.76 977,840 22,160
0.98 8.80 48,934.43 46,406 2,519
1.09 103.57 217,710.78 207,211 -71
1.09 8.88 218,936.53 215,345 -6,980
1.04 9.05 312,320.97 309,227 -2,073
1.00 9.11 2,004,436.55 1,963,600 26,817
1.05 9.16 156,912.92 160,481 -3,620
1.03 9.23 3,079,315.87 2,951,749 26,674
1.03 9.23 2,056,999.87 1,948,820 37,026
0.97 9.39 2,627,778.31 2,639,620 -45,738
0.96 9.45 2,167,371.29 2,195,568 -40,745
0.96 9.45 144,491.42 136,846 6,809
1.11 9.59 443,209.24 435,612 -9,545
1.00 97.86 100,483.86 97,895 -31
1.06 9.63 105,820.83 97,271 5,930
1.08 9.65 5,410,469.45 4,839,903 446,586
1.08 9.81 324,939.48 314,948 -1,629
1.02 9.84 101,570.40 97,229 1,940
1.00 9.92 49,853.31 48,939 536
1.00 9.92 49,853.31 48,673 802
1.00 9.92 99,706.62 98,914 36
1.02 100.00 1,524,008.15 1,431,675 68,325
1.01 10.52 2,026,646.51 1,912,680 22,098
1.11 10.65 221,756.18 222,571 -4,964
0.98 10.84 98,284.87 95,670 338
1.02 11.38 101,957.09 98,829 -2,070
1.02 11.38 101,957.09 98,829 -2,070
1.02 11.38 101,957.09 98,829 -2,070
1.12 11.80 224,058.36 226,095 -12,608
1.12 11.80 224,058.36 226,095 -12,608
1.11 12.82 111,434.43 125,186 -14,907
1.08 12.88 108,232.29 118,203 -14,421
1.02 12.97 102,103.66 118,427 -21,405

1.02 12.97 102,103.66 120,595 -23,574

36,756,474.18 35,446,508 312,122

0.00 0.00 3,975,634.42 3,975,634 0


1.00 0.00 982,370.00 982,370 0
1.08 0.00 538,498.30 479,270 20,730
1.02 0.00 1,468,598.71 1,441,080 0
1.02 0.00 1,468,770.53 1,441,410 0
1.06 0.00 1,951,087.87 1,834,101 0
1.07 0.00 487,751.16 454,380 0
1.07 0.00 487,519.31 453,515 0

1.02 0.00 934,114.69 920,060 0

12,294,344.99 11,981,821 20,730

123,252,843.20 127,410,645 -5,816,056

13.95 0.00 336,005.19 443,758 -107,753

336,005.19 443,758 -107,753

336,005.19 443,758 -107,753

129,011,444.74 132,863,055 -5,509,864

0.00
129,011,444.74

Signed:
Signatory 1
Accrued Average Region Exch % Class % of Mkt. Val.
Interest Cost Rate Mkt. Val. By Class

0 0.00 USD 0.01 0.79% CA 100.00%

0 0.79%

0 87.31 USD 0.01 3.41% UT 100.00%

0 3.41%

0 4.20%
-101,950 0.00 KES 1.00 -19.78% CA 111.41%
8,258 0.00 KES 1.00 1.56% CA -8.77%

48,039 0.00 KES 1.00 0.47% CA -2.65%

-45,653 -17.75%
0 101.90 KES 1.00 2.27% EQ 12.79%
0 190.33 KES 1.00 1.36% EQ 7.67%
0 62.26 KES 1.00 1.22% EQ 6.89%
0 161.20 KES 1.00 0.86% EQ 4.85%
0 174.34 KES 1.00 1.89% EQ 10.66%
0 24.72 KES 1.00 2.20% EQ 12.43%
0 21.86 KES 1.00 0.57% EQ 3.23%
0 88.29 KES 1.00 0.65% EQ 3.69%
0 167.05 KES 1.00 0.48% EQ 2.68%
0 7.10 KES 1.00 0.94% EQ 5.29%
0 150.00 KES 1.00 0.63% EQ 3.54%
0 5.14 KES 1.00 3.38% EQ 19.02%

0 185.40 KES 1.00 1.29% EQ 7.26%

0 17.74%
37,255 1.00 KES 1.00 1.97% FC 26.56%
14,789 1.00 KES 1.00 0.79% FC 10.62%
103,440 1.00 KES 1.00 3.03% FC 40.86%

98,271 1.00 KES 1.00 1.63% FC 21.96%

253,755 7.41%
0 1.00 KES 1.00 3.88% FD 7.73%
0 1.00 KES 1.00 3.10% FD 6.19%
0 1.00 KES 1.00 2.71% FD 5.41%
50,932 1.00 KES 1.00 15.54% FD 31.01%
19,945 1.00 KES 1.00 6.22% FD 12.40%
18,082 1.00 KES 1.00 4.66% FD 9.31%
17,260 1.00 KES 1.00 3.11% FD 6.21%
28,404 1.00 KES 1.00 5.06% FD 10.10%
17,877 1.00 KES 1.00 3.50% FD 6.99%

8,014 1.00 KES 1.00 2.33% FD 4.65%

160,514 50.12%
59,197 1.03 KES 1.00 0.84% FG 2.96%
11,846 1.05 KES 1.00 0.16% FG 0.58%
86,301 1.01 KES 1.00 2.41% FG 8.47%
230,282 0.99 KES 1.00 5.08% FG 17.84%
13,791 0.98 KES 1.00 0.79% FG 2.76%
9 0.93 KES 1.00 0.04% FG 0.13%
10,571 1.04 KES 1.00 0.17% FG 0.59%
10,571 1.08 KES 1.00 0.17% FG 0.60%
5,168 1.03 KES 1.00 0.24% FG 0.85%
14,019 0.98 KES 1.00 1.55% FG 5.45%
52 1.07 KES 1.00 0.12% FG 0.43%
100,893 0.98 KES 1.00 2.39% FG 8.38%
71,154 0.97 KES 1.00 1.59% FG 5.60%
33,897 0.98 KES 1.00 2.04% FG 7.15%
12,548 0.98 KES 1.00 1.68% FG 5.90%
837 0.91 KES 1.00 0.11% FG 0.39%
17,143 1.09 KES 1.00 0.34% FG 1.21%
2,620 0.98 KES 1.00 0.08% FG 0.27%
2,620 0.97 KES 1.00 0.08% FG 0.29%
123,981 0.97 KES 1.00 4.19% FG 14.72%
11,621 1.05 KES 1.00 0.25% FG 0.88%
2,401 0.97 KES 1.00 0.08% FG 0.28%
378 0.98 KES 1.00 0.04% FG 0.14%
378 0.97 KES 1.00 0.04% FG 0.14%
757 0.99 KES 1.00 0.08% FG 0.27%
24,008 0.95 KES 1.00 1.18% FG 4.15%
91,868 0.96 KES 1.00 1.57% FG 5.51%
4,150 1.11 KES 1.00 0.17% FG 0.60%
2,277 0.96 KES 1.00 0.08% FG 0.27%
5,198 0.99 KES 1.00 0.08% FG 0.28%
5,198 0.99 KES 1.00 0.08% FG 0.28%
5,198 0.99 KES 1.00 0.08% FG 0.28%
10,571 1.13 KES 1.00 0.17% FG 0.61%
10,571 1.13 KES 1.00 0.17% FG 0.61%
1,155 1.25 KES 1.00 0.09% FG 0.30%
4,451 1.18 KES 1.00 0.08% FG 0.29%
5,082 1.18 KES 1.00 0.08% FG 0.28%

5,082 1.21 KES 1.00 0.08% FG 0.28%

997,844 28.49%
49,804 0.00 KES 1.00 3.08% MM 32.34%
0 1.00 KES 1.00 0.76% MM 7.99%
38,498 0.96 KES 1.00 0.42% MM 4.38%
27,519 1.00 KES 1.00 1.14% MM 11.95%
27,361 1.00 KES 1.00 1.14% MM 11.95%
116,987 1.00 KES 1.00 1.51% MM 15.87%
33,371 1.00 KES 1.00 0.38% MM 3.97%
34,004 1.00 KES 1.00 0.38% MM 3.97%

14,055 1.00 KES 1.00 0.72% MM 7.60%

341,598 9.53%

1,708,058 95.54%

0 18.43 UGX 0.04 0.26% EQ 100.00%

0 0.26%

0 0.26%

1,708,058 100.00%

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