|
ARGENTINA(REPUBLIC OF)FLTG RATE NOTES /03/AUG/2012USD100, 08/03/2012
|
|
2.82
|
|
BANCO NACIONAL DE DESENVOLVIMENTO 5.5% BDS 12/JUL/2020 US, 07/12/2020
|
|
0.76
|
|
BANCO NACIONAL DE DESENVOLVIMENTO 6.369% NTS 16/JUN/2018 US, 06/16/2018
|
|
1.38
|
|
BRAZIL (FEDERATIVE REPUBLIC OF) 8.875% BDS 14/OCT/2019 US, 10/14/2019
|
|
2.22
|
|
BRAZIL(FEDERATIVE REPUBLIC OF) 11% BDS 17/AUG/2040USD1000, 08/17/2040
|
|
3.38
|
|
BRAZIL(FEDERATIVE REPUBLIC OF) 7.125% BDS 20/JAN/2037 US, 01/20/2037
|
|
0.22
|
|
BRAZIL(FEDERATIVE REPUBLIC OF) 8% NTS 15/JAN/2018 USD1000, 01/15/2018
|
|
2.65
|
|
BULGARIA(NATIONAL REPUBLIC OF) 8.25% BDS 15/JAN/2015 US, 01/15/2015
|
|
0.32
|
|
CENTRAL BANK OF NIGERIA WTS 15/NOV/2020(TO PURCHASE OIL), 11/15/2020
|
|
0.05
|
|
COLOMBIA(REPUBLIC OF) 11.75% BDS 25/FEB/2020 USD1000, 02/25/2020
|
|
1.37
|
|
COLOMBIA(REPUBLIC OF) 7.375% BDS 18/MAR/2019 USD1000, 03/18/2019
|
|
1.80
|
|
COTE D'IVOIRE VAR FLIRB 31/MAR/2018 USD1000 SER'YR-20', 03/31/2018
|
|
0.40
|
|
CROATIA(REPUBLIC OF) 6.75% BDS 05/NOV/2019 USD1000'144A', 11/05/2019
|
|
0.46
|
|
Cash
|
CASH
|
1.67
|
|
DOMINICAN REPUBLIC 9.04% NTS 23/JAN/2018 USD1000 'REGS', 01/23/2018
|
|
0.20
|
|
ECUADOR(REPUBLIC OF) 9.375% BDS 15/DEC/2015 USD1000 'REGS', 12/15/2015
|
|
0.43
|
|
EMP NACIONAL DEL PETROLE 6.75% 144A 15/NOV/2012, 11/15/2012
|
|
0.57
|
|
EXPORT-IMPORT BANK OF KOREA 5.875% LN STK 14/JAN/2015 US, 01/14/2015
|
|
0.70
|
|
FED REP OF BRAZIL10.50 PCT 14/JUL/2014, 07/14/2014
|
|
0.92
|
|
FED REPUBLIC OF BRAZIL 5.875% 15/JAN/2019, 01/15/2019
|
|
0.63
|
|
FED REPUBLIC OF BRAZIL 8.875% 15/APR/2024, 04/15/2024
|
|
0.50
|
|
GEORGIA(REPUB. OF) 7.5% BDS 15/APR/2013 USD100000, 04/15/2013
|
|
0.30
|
|
GHANA (REPUBLIC OF) 8.5% NTS 04/OCT/2017 USD100000'144A', 10/04/2017
|
|
0.78
|
|
INDONESIA(REPUBLIC OF) 11.625% NTS 04/MAR/2019 USD1000'144A', 03/04/2019
|
|
0.52
|
|
INDONESIA(REPUBLIC OF) 11.625% SRN 04/MAR/2019 USD1000'REG S', 03/04/2019
|
|
3.38
|
|
INDONESIA(REPUBLIC OF) 6.875% BDS 17/JAN/2018 USD1000 '144A', 01/17/2018
|
|
0.16
|
|
INDONESIA(REPUBLIC OF) 6.875% BDS 17/JAN/2018 USD1000 'REGS', 01/17/2018
|
|
0.93
|
|
INDONESIA(REPUBLIC OF) 7.75% NTS 17/JAN/2038 USD1000 'REGS', 01/17/2038
|
|
0.78
|
|
INTERGAS FINANCE BV 6.375% NTS 14/MAY/2017 USD100000 'REG, 05/14/2017
|
|
0.23
|
|
KAZMUNAIGAZ FINANCE SUB 9.125% NTS 02/JUL/2018 USD100000 '144, 07/02/2018
|
|
3.22
|
|
KOREA DEVELOPMENT BANK 8% BDS 23/JAN/2014 USD1000, 01/23/2014
|
|
0.33
|
|
KOREA(REPUBLIC OF) 5.75% BDS 16/APR/2014 USD1000, 04/16/2014
|
|
0.22
|
|
LITHUANIA(REPUBLIC OF) 6.75% BDS 15/JAN/2015 USD1000'144A', 01/15/2015
|
|
0.46
|
|
MEXICO (UNITED MEXICAN STATES 8.5% BDS 18/NOV/2038MXN1000, 11/18/2038
|
|
1.97
|
|
MEXICO(UNITED MEXICAN STATES) 10% BDS 05/DEC/2024 MXN100, 12/05/2024
|
|
0.96
|
|
MEXICO(UNITED MEXICAN STATES) 5.625% NTS 15/JAN/2017 US, 01/15/2017
|
|
0.41
|
|
MEXICO(UNITED MEXICAN STATES) 8.50% BDS 31/MAY/2029 MX, 05/31/2029
|
|
0.98
|
|
NATIONAL GAS 6.05% NTS 15/JAN/2036 USD1000 '144A', 01/15/2036
|
|
1.08
|
|
NOTA DO TESOURO 10% 01/17, 01/01/2017
|
|
1.93
|
|
Net Other Assets
|
NETOTHERASSET
|
1.59
|
|
PAKISTAN(REPUBLIC OF) 6.875% BDS 01/JUN/2017 USD100000 'REG, 06/01/2017
|
|
0.18
|
|
PAKISTAN(REPUBLIC OF) 7.125% BDS 31/MAR/2016 USD100000 'REG, 03/31/2016
|
|
0.15
|
|
PAKISTAN(REPUBLIC OF) 7.125% NTS 31/MAR/2016 USD1000 '144A', 03/31/2016
|
|
0.06
|
|
PANAMA(REPUBLIC OF) 8.875% BDS 30/SEP/2027 USD1000, 09/30/2027
|
|
0.28
|
|
PANAMA(REPUBLIC OF) 9.375% BDS 01/APR/2029 USD1000, 04/01/2029
|
|
0.56
|
|
PEMEX PROJECT FDG FRN GTD SNR 15/JUN/2010 USD, 06/15/2010
|
|
0.73
|
|
PEMEX PROJECT FUNDING MASTER TRUST VAR BDS 01/DEC/2023 US, 12/01/2023
|
|
0.90
|
|
PERU(REPUBLIC OF) 7.125% BDS 30/MAR/2019 USD1000, 03/30/2019
|
|
1.33
|
|
PERU(REPUBLIC OF) 7.35% BDS 21/JUL/2025 USD1000000, 07/21/2025
|
|
1.38
|
|
PHILIPPINES(REPUBLIC OF) 9.5% BDS 02/FEB/2030 USD, 02/02/2030
|
|
0.97
|
|
PHILIPPINES(REPUBLIC OF) GLBL BD 8.375% 17/JUN/2019, 06/17/2019
|
|
0.46
|
|
PINDO DELI FIN 144A A VAR 28/APR/2015, 04/28/2015
|
|
0.03
|
|
PINDO DELI FIN 144A B VAR 28/APR/2018, 04/28/2018
|
|
0.12
|
|
PINDO DELI FIN 144A C VAR 28/APR/2025, 04/28/2025
|
|
0.03
|
|
QATAR(STATE OF) 9.75% BDS 15/JUN/2030 USD1000 REG'S, 06/15/2030
|
|
0.51
|
|
REPUBLIC OF ARGENTINA 8.28% BDS 31/DEC/2033 USD1000, 12/31/2033
|
|
0.45
|
|
REPUBLIC OF INDONESIA 7.75% 17/JAN/2038 144A, 01/17/2038
|
|
1.85
|
|
REPUBLIC OF PANAMA 5.2% 30/JAN/2020, 01/30/2020
|
|
0.85
|
|
REPUBLIC OF PERU 8.75% 21/NOV/2033, 11/21/2033
|
|
2.17
|
|
REPUBLIC OF PHILIPPINES 8.875% DUE 17/MAR/2015, 03/17/2015
|
|
1.46
|
|
REPUBLIC OF PHILIPPINES SOV-BOND 9% DUE 15/FEB/2013, 02/15/2013
|
|
1.45
|
|
REPUBLIC OF TURKEY 11% 14/JAN/2013, 01/14/2013
|
|
0.43
|
|
REPUBLIC OF TURKEY 6.75% 30/MAY/2040, 05/30/2040
|
|
0.74
|
|
REPUBLIC OF TURKEY 7.5% 14/JUL/2017, 07/14/2017
|
|
0.64
|
|
REPUBLIC OF URUGUAY 8% 18/NOV/2022, 11/18/2022
|
|
0.22
|
|
REPUBLIC OF VENEZUELA 6% 09/DEC/2020 REGS, 12/09/2020
|
|
0.29
|
|
RSHB CAPITAL 6.299% NTS 15/MAY/2017 USD1000 '144A', 05/15/2017
|
|
0.79
|
|
RSHB CAPITAL 7.175% NTS 16/MAY/2013 USD100000 '144A', 05/16/2013
|
|
0.74
|
|
RSHB CAPITAL 7.175% NTS 16/MAY/2013 USD100000 'REGS', 05/16/2013
|
|
0.01
|
|
RUSSIAN FEDERATION MINISTRY FINANCE 12.75% BDS 24/JUN/2028 US, 06/24/2028
|
|
2.64
|
|
RUSSIAN FEDERATION MINISTRY FINANCE VAR BDS 31/MAR/2030 US, 03/31/2030
|
|
7.40
|
|
RUSSIAN FEDERATION STEP COUPON 31/MAR/2030 USD 144A, 03/31/2030
|
|
0.38
|
|
SOUTH AFRICA(REPUBLIC OF) 6.875% BDS 27/MAY/2019 USD100000, 05/27/2019
|
|
0.20
|
|
SRI LANKA(REPUBLIC 8.25% BDS 24/OCT/2012 USD'REGS, 10/24/2012
|
|
0.12
|
|
SRI LANKA(REPUBLIC OF) 7.4% BDS 22/JAN/2015 USD1000'144A', 01/22/2015
|
|
0.33
|
|
TJIWI KIMIA FIN 144A B VAR 28/APR/2018, 04/28/2018
|
|
0.14
|
|
TJIWI KIMIA FIN 144A C VAR 28/APR/2027, 04/28/2027
|
|
0.03
|
|
TJIWI KIMIA FINANCE BV FLTG RATE NTS 28/APR/2015 'REGS', 04/28/2015
|
|
0.10
|
|
TURKEY(REP OF) 11.875% BDS 15/JAN/2030 USD, 01/15/2030
|
|
2.11
|
|
TURKEY(REPUBLIC OF) 0% CNV BDS 11/MAY/2011 TRY100, 05/11/2011
|
|
1.88
|
|
TURKEY(REPUBLIC OF) 11% BDS 06/AUG/2014 TRY100, 08/06/2014
|
|
0.87
|
|
TURKEY(REPUBLIC OF) 16% BDS 07/MAR/2012 TRL100, 03/07/2012
|
|
0.80
|
|
TURKEY(REPUBLIC OF) 6.75% BDS 03/APR/2018 REPUBLICOFTURKY USD, 04/03/2018
|
|
1.78
|
|
TURKEY(REPUBLIC OF) 6.875% NTS 17/MAR/2036 USD1000, 03/17/2036
|
|
0.38
|
|
TURKEY(REPUBLIC OF) 7.5% BDS 07/NOV/2019 USD1000, 11/07/2019
|
|
1.55
|
|
UKRAINE REPUBLIC OF 7.65% 11/JUN/2013, 06/11/2013
|
|
0.41
|
|
UKRAINE(REPUBLIC OF) 6.58% BDS 21/NOV/2016 USD100000 'REG, 11/21/2016
|
|
0.57
|
|
UKRAINE(REPUBLIC OF) 6.75% BDS 14/NOV/2017 USD100000 'REG, 11/14/2017
|
|
0.59
|
|
UNITED MEXICAN STATES 5.95% 19/MAR/2019, 03/19/2019
|
|
3.06
|
|
UNITED MEXICAN STATES 6.05% 11/JAN/2040, 01/11/2040
|
|
0.63
|
|
UNITED MEXICAN STATES 6.75% NTS 27/SEP/2034 USD1000'GMTN', 09/27/2034
|
|
2.15
|
|
VENEZUELA (REPUBLIC OF) 8.5% NTS 08/OCT/2014 USD1000, 10/08/2014
|
|
0.36
|
|
VENEZUELA(REPUBLIC OF) 10.75% NTS 19/SEP/2013 USD1000, 09/19/2013
|
|
1.95
|
|
VENEZUELA(REPUBLIC OF) 5.75% BDS 26/FEB/2016 USD500, 02/26/2016
|
|
0.66
|
|
VENEZUELA(REPUBLIC OF) 7% BDS 31/MAR/2038 USD500, 03/31/2038
|
|
0.35
|
|
VENEZUELA(REPUBLIC OF) 7.65% BDS 21/APR/2025 USD1000 REGS, 04/21/2025
|
|
0.65
|
|
VENEZUELA(REPUBLIC OF) 9% BDS 07/MAY/2023 USD100 'REGS', 05/07/2023
|
|
0.57
|
|
VENEZUELA(REPUBLIC OF) 9.25% BDS 07/MAY/2028 USD1000 REGS, 05/07/2028
|
|
1.53
|
|
VENEZUELA(REPUBLIC OF) 9.25% BDS 15/SEP/2027 USD1000, 09/15/2027
|
|
2.27
|
|
VENEZUELA(REPUBLIC OF) WTS 15/APR/2020-OIL OBLG, 04/15/2020
|
|
0.06
|
