During a long lasting period of northward interplanetary magnetic field and high solar wind speed (above 700 km/s), the Cluster spacecraft go across a number of very large rolled-up Kelvin-Helmholtz (KH) vortices at the dusk magnetopause, close to the terminator. The peculiarity of the present event is a particular sequence of ions and electrons distribution functions observed repeatedly inside each vortex. In particular, whenever Cluster crosses the current layer inside the vortices, multiple field-aligned ion populations appear, suggesting the occurrence of reconnection. In addition, the ion data display a clear velocity filter effect both at the leading and at the trailing edge of each vortex. This effect is not present in the simultaneous electron data. Unlike other KH studies reported in the literature in which reconnection occurs within the vortices, in the present event the observations are not compatible with local reconnection, but are accounted for by lobe reconnection occurring along an extended X-line at the terminator in the Southern Hemisphere. The reconnected field lines "sink" across the magnetopause and then convect tailward-duskward where they become embedded in the vortices. Another observational evidence is the detected presence of solar wind plasma on the magnetospheric side of the vortices, which confirms unambiguously the occurrence of mass transport across the magnetopause already reported in the literature. The proposed reconnection scenario accounts for all the observational aspects, regarding both the transport process and the kinetic signatures.