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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

000.02 FXD4/8/5 FXD4/8/5 21/10/2013 9.000.75 8.00 300.00 FXD1/7/5 FXD1/2007/5 26/01/2012 11.80 3.03 FXD2/4/7 FXD2/4/7-15/8/11 @7% 7.50 100.000.00 200.01 FXD3/8/2 FXD3/2008/2 23/8/2010 8.000.00 1.000.Fixed Deposits FXD3/5/4 FXD3/5/4 26/10/2009 12.98 FX1/7/10 FXD1/7/10 16/10/2017 10.00 KFX3/7/5 FXD3/2007/5B 17/9/2012 9.000.500.250.000.000.50 5.000.000.00 0.96 KFX1/5/6 FXD1/5/6 19/12/2011 13.50 100.25% 7.000.75 2.00 1.000.08 KFX2/3/9 FXD2/3/9 16/07/2012 9.00 200.000.00 1.75 100.2% 8.151% 8.97 FXD2/3/8 FXD2/3/8 19/09/2011 7.02 FX1/710A FXD1/7/10A 16/10/2017 10.00 1.50 100.50 100.50 150.00 1.500.00 1.634.00 400.000.02 KF1/2/12 KF1/2/12 13/05/2019 13.00 1.25 100.00 0.00 6.96 KFX2/3/8 FXD2/3/8 19/09/2011 7.00 1.00 KCBFD3B FD3B 30/10/2009 @7.06 IF1/9/12 IFB 01/09/2012 12.00 1.00 1.000.000.50 100.00 150.02 .370.08 KFX1/6/6 KFX1/6/6 18/06/2012 11.975.000.410.09 KFX1/7/4 FXD1/7/4 21/02/2011 11.00 200.000.25% 7.05 FX2/09/2 FXD2/2009/2 to 23/5/2011 @8.75 2.50 50.000.25 4.20 1.75 100.00 1.000.02 FX3/715A FXD 3/7/15A 7/11/2022 12.25 200.11 FX1/7/5A FXD1/2007/5 26/01/2012 11.5% 7.00 1.50 2.15 1.50 100.000.700.000.00 FX3/7/5C FXD3/7/5C 17/09/2012 9.75 3.000.00 CBAFD2P CBA 29/10/9 @ 7.000.000.06 FXD3/7/2 FXD3/7/2 21/12/2009 8.00 1.000.12 KF1/7/12 KF1/7/12 13/05/2019 13.25 100.000.75 100.5 7.75 6.50 3.75 100.00 KT10609A Kenya TB 30-11-09 8.50 4.09 KFX2/5/5 FXD2/5/5 22/11/2010 13.000.00 1.000.00 2.000.000.00 0.000.04 FXD2/8/2 FXD2/8/2 24/05/2010 8.00 1.98 FXD2/5/5 FXD2/5/5 22/11/2010 13.441.00 1.00 1.50 50.25 200.000.00 FXD3/8/5 FXD3/2008/5 19/8/2013 9.00 1.000.01 KFX2/3/7 FXD2/3/7 18/10/2010 6.02 FX3/7/5A FXD3/7/5A 17/09/2012 9.00 1.00 1.00 1.000.000.00 1.11 KFD1/7/7 KFX1/2007/7 21/07/2014 9.000.000.00 1.BBKFD1N FD1N 29/10/09 @5% 5.00 1.00 1.02 KT25110B KT 25/01/10 @8.00 1.00 1.441.000.000.25 6.00 KCBFD3A FD3A 29/10/09 @7.11 KF2/7/15 KF2/2007/15 06/06/2022 13.000.02 Total for class .00 Total for class .00 KFX1/3/8 FXD1/3/8 18/04/2011 12.00 0.000.00 200.00 0.01 KFD1/6/8 KFD1/2006/8 17/02/2014 13.00 1.500.000.75% 8.00 KT191009 1M TB 19/10/9 @7.00 1.00 1.000.080.50 1.00 1.000.04 FXD1/9/2 FXD1/2009/2 8.000.08 FX3/7/15 FXD 3/7/15 7/11/2022 12.50 50.00 CBAFD3G CBAFD3G 9/11/09@7.000.000.00 1.75 300.Fixed Income Government FUNDKESF AA Kenya Shilling Fd 7.000.500.00 1.42 0.00 1.00 1.75 1.000.67 500.000.09 KFX3/5/4 FXD3/5/4 26/10/2009 12.00 1.00 1.02 FX1/710B FXD1/7/10B 16/10/2017 10.12 KF1/7/15 FXD1/7/15 07/03/2022 14.03 KF2/9/2 KF 23/5/2011 @ 8.000.00 2.25 1.00 1.00 1.00 1.000.20 982.2 7.00 1.75 3.08 KT25110A KT 25/01/10 @8.000.00 1.000.

04 454.080.Equities Total for Uganda Total Unsettled Creations & Liquidations TOTAL ASSETS Signed: Signatory 1 .101. 24.95 Total for class .06 ZC1/9/1 ZC TBOND 1/26/2010 10.00 13.ZC1/9/1C ZC TBOND 1/25/2010 10.00 1.00 1.71 920.060.834.07 KT17809 16/08/2010 @8.712 8.04 1.07 ZC1/9/1B ZC TBOND 1/26/2010 10.35 1.Money Market Total for Kenya BOBU Bank of Baroda Uganda .25 453.380.00 1.02 Total for class .515.

202.270.008.00 1.101.008.098.000.30 0.000.00 0.838.300.890 124.017.825 1.55 3.800.844.000 0 1.120 5.00 844.000.227.00 1.53 2.688 140.577.00 0.422.402 2.280.00 2.110.00 0.227 22.000.00 0.00 4.97 -25.510 87.00 3.908 1.868 19.00 605.000.000 0 1.35 5.29 3.354.00 1.00 3.00 0.318 3.405.00 1.000 0 1.00 0.68 2.236.00 2.857.742 45.650.00 825.000 0 1.752 10.754.751 6.00 20.108 -1.022.173.945.75 2.45 0.25 1.00 0.01 100.439.014.000 0 0.537.000.794.651 413.000 0 1.402 2.548.06 1.Market Price YTM Market Value Clean Unrealised Book Value Profit/Loss 0.00 0.013 -676.00 1.03 100.559 -212.808.01 100.886.00 2.00 4.891.000.00 2.00 5.535 -808.00 0.662.531.520.402 -680.262 -332.706 -555.900 0 -22.000 0 1.00 740.500.223 -25.91 557.00 3.146.249 411.05 100.000.00 0.553.500.00 2.05 29.029.825 96.00 0.81 9.249 411.903.765 -6.00 4.014.420.019.789.00 5.147 -539.00 0.362 49.00 1.80 0.945 0.994.429 120.00 1.405.799.000.000 0 1.938.00 612.95 0.000 0 1.00 1.515 142.95 0.518.114 160.123.000.920.500.598 -202.011.00 1.210.00 0.00 2.00 5.00 2.000 0 9.505.088.788 -569.00 0.00 2.50 0.931.29 3.596.75 0.00 0.23 2.369.050.755.00 3.416.21 8.858.120 4.00 2.440.148.904.000.06 1.369.54 3.017.000.50 1.227.00 4.913 -101.348 0 0.00 0.025.014.00 1.994.283 175.297.040.51 20.525.448 0 98.521.000 0 .00 809.255.257.36 1.00 8.928.996.00 -25.53 -22.

24 3.903 446.31 48.953.80 48.31 48.528.568 -40.59 443.00 0.227 -2.02 12.013.678 1.570.756.09 98.84 98.082.83 97.284.405 1.88 108.103.71 4.66 120.058.876.500.00 1.209.87 1.09 209.00 0.039.500.00 97.86 97.008.00 982.000 0 1.325 1.05 312.320.29 2.500.026 0.97 9.646.000 0 1.96 9.00 9.45 2.545 1.35 6.93 6.103.52 2.914 36 1.004.095 -12.97 309.40 97.24 1.820.608 1.00 4.48 314.999.27 4.92 99.09 103.65 5.344 1.371.08 12.817 1.088.31 2.620 1.09 8.730 1.056.980 1.42 3.948.634.98 1.981.839.005 -8.829 -2.000.06 2.12 11.660.36 226.670 338 1.000 0 1.070 1.080 0 1.498.03 9.09 102.441.939 536 1.00 6.026.18 222.45 144.608 1.095 -12.01 10.62 98.00 1.66 118.058.639.934.586 1.70 3.738 0.315.098 1.08 0.070 1.02 12.574 36.975.963.30 479.98 10.87 95.441.018.270 20.09 98.76 977.627.16 156.070 1.710.65 221.00 0.964 -114.42 136.483.749 26.620 -45.948 -1.98 3.00 0.951.11 12.271 5.43 125.00 6.18 35.29 118.600 26.675 68.122 0.00 9.013.203 -14.21 212.595 -23.930 1.895 -31 1.853.431.410 0 .820 37.017.481 -3.08 9.680 22.00 9.907 1.370 0 1.00 9.513.441.745 0.000 0 64.80 224.427 -21.15 1.519 1.00 982.63 105.524.491.191 1.53 215.260.71 1.186 -14.38 101.975.964 0.840 22.51 1.11 10.345 -6.05 9.113.98 8.674 1.02 11.1.211 -71 1.571 -4.04 3.474.173.843 -12.901.11 2.81 324.92 160.39 2.404.232.469.03 9.167.809 1.008.557.612 -9.38 101.629 1.406 2.01 97.38 101.00 0.36 226.936.88 218.706.829 -2.00 3.778.53 1.02 9.23 3.84 101.70 64.370.160 0.24 435.195.410.11 9.421 1.02 0.756.97 102.468.079.86 100.770.45 4.02 11.917 -132 1.09 98.43 46.57 217.940 1.02 100.02 0.19 6.000 0 1.673 802 1.96 9.957.446.00 0.000 0 1.11 6.073 1.00 4.912.000.00 3.229 1.00 538.790.436.434.23 2.06 9.508 312.78 207.853.598.000.01 100.80 224.029.517.00 1.92 49.634 0 1.87 2.957.00 0.02 11.08 9.939.829 -2.55 1.92 49.00 1.12 11.957.82 111.468.97 102.04 9.846 6.912.

00 487.20 127.730 123.753 336.344.95 0.509.005.758 -107.005.444.69 920.294.00 1.055 -5.005.00 934.087.101 0 1.981.16 454.19 443.87 1.114.07 0.864 0.758 -107.380 0 1.515 0 1.951.410.863.843.011.816.02 0.74 Signed: Signatory 1 .07 0.011.060 0 12.99 11.834.19 443.751.252. 1.758 -107.519.645 -5.056 13.19 443.74 132.753 129.753 336.821 20.444.00 129.00 336.00 487.31 453.06 0.

86 KES 1.00 KES 1.00 KES 1.86% 98.00 KES 1.01% 19.89% 0 161.00 0.00 0.41% 50.43% 0 21.62% 103.74% 37.22% FD 12.20% EQ 12.40 KES 1.66% 0 24.79% 0 190.85% 0 174.00 0.00 3.79% FC 10.79% CA 100.01 0.00 1.41% 0 4.48% EQ 2.72 KES 1.96% 253.90 KES 1.41% UT 100.02% 0 185.68% 0 7.54% 0 5.63% FC 21.00 KES 1.57% EQ 3.00 KES 1.73% 0 1.00 KES 1.00 1.75% 0 101.00 0.00 3.00 KES 1.755 7. By Class 0 0.41% 8.00 1.86% EQ 4.31 USD 0.00 2.01 3.00 KES 1.00% 0 0.20 KES 1.00 15.65% EQ 3.40% .29% 0 150.00 2.00 3. Interest Cost Rate Mkt.00 3.79% 0 87.00 1. Val.29 KES 1.38% EQ 19.05 KES 1.56% 14.945 1.00 KES 1.00 2.00 KES 1.41% 0 1.47% CA -2.22% EQ 6.54% FD 31.67% 0 62.94% EQ 5.950 0.Accrued Average Region Exch % Class % of Mkt.258 0.00 6.255 1.69% 0 167.20% -101.00 KES 1.00 1.00 -19.89% EQ 10.03% FC 40.14 KES 1.789 1.33 KES 1.27% EQ 12.71% FD 5.65% -45.78% CA 111.00 0.00 1.36% EQ 7.00 0.34 KES 1.10% FD 6.00% 0 3.77% 48.00 USD 0.00 0.88% FD 7.19% 0 1.039 0.00 KES 1.271 1.00 0.56% CA -8.00 KES 1.932 1.00 1.29% EQ 7.97% FC 26.63% EQ 3.26% 0 17.653 -17.23% 0 88. Val.26 KES 1.440 1.10 KES 1.

00 0.14% MM 11.17% FG 0.29% 123.97 KES 1.00 3.47% 230.66% FD 9.06% FD 10.98 KES 1.99 KES 1.95 KES 1.571 1.00 1.00 1.08% FG 0.98 KES 1.05 KES 1.00 2.59% 10.34% 0 1.00 5.59% FG 5.868 0.57% FG 5.571 1.282 0.28% 378 0.60% 2.00 0.97 KES 1.08% FG 0.98 KES 1.99 KES 1.04% FG 0.150 1.25% FG 0.16% FG 0.72% 11.082 1.11 KES 1.168 1.97 KES 1.98 KES 1.01 KES 1.00 0.09% FG 0.08% FG 0.014 1.301 1.84% 13.38% 27.00 0.97 KES 1.08% FG 0.00 KES 1.13% 10.31% 17.00 0.00 KES 1.00 KES 1.277 0.96 KES 1.12% FG 0.00 1.99 KES 1.571 1.13 KES 1.00 3.00 5.34% FG 1.96% 11.198 0.04% FG 7.27% 24.14% 378 0.401 0.00 0.008 0.00 0.04% FG 0.28% 5.00 2.571 1.08% FG 17.620 0.98 KES 1.24% FG 0.981 0.791 0.39% FG 8.00 1.897 0.00 KES 1.07 KES 1.844 28.99 KES 1.082 1.05 KES 1.98 KES 1.804 0.404 1.76% MM 7.154 0.00 0.17% FG 0.11% FG 0.00 0.17% FG 0.85% 14.00 KES 1.15% 91.18% FG 4.197 1.91 KES 1.68% FG 5.04 KES 1.55% FG 5.04% FG 0.28% 997.621 1.76% 9 0.18 KES 1.00 0.88% 2.00 1.97 KES 1.877 1.361 1.10% 17.79% FG 2.12% 59.00 2.15% 12.08 KES 1.00 0.14% MM 11.00 0.498 0.00 KES 1.893 0.00 0.33% FD 4.451 1.00 KES 1.00 0.96 KES 1.30% 4.620 0.198 0.548 0.11% FD 6.13 KES 1.143 1.65% 160.61% 1.96 KES 1.08% MM 32.28% 5.00 0. 18.21% 2.84% FG 2.18 KES 1.00 1.00 0.08% FG 0.00 0.08% FG 0.08% FG 0.43% 100.198 0.00 3.93 KES 1.00 4.58% 86.519 1.514 50.99% 8.49% 49.17% FG 0.00 0.00 0.39% 17.00 0.00 0.082 1.95% 27.260 1.00 0.61% 10.99% 38.90% 837 0.98 KES 1.38% 71.17% FG 0.08% FG 0.08% FG 0.00 4.14% 757 0.21% 28.27% 2.00 KES 1.00 0.155 1.27% 5.00 0.00 0.00 0.41% FG 8.00 1.21 KES 1.00 0.28% 5.25 KES 1.99 KES 1.08% FG 0.03 KES 1.28% 10.45% 52 1.019 0.00 2.03 KES 1.00 0.08% FG 0.00 KES 1.42% MM 4.00 0.51% 4.60% 5.00 0.19% FG 14.50% FD 6.29% 5.95% .846 1.09 KES 1.60% 33.

00 1.00 0.00 KES 1.371 1.87% 33.058 100.987 1.00 KES 1.055 1.00% .708.51% MM 15.54% 0 18.43 UGX 0.04 0.004 1. 116.72% MM 7.26% 1.26% EQ 100.97% 14.00% 0 0.058 95.708.00 KES 1.00 0.53% 1.00 0.00 KES 1.26% 0 0.60% 341.598 9.38% MM 3.97% 34.38% MM 3.