| Instrument |
Pos Notional |
Mkt Cap |
Duration |
YTM |
Stripped Spread |
Spread Duration |
Price |
| AE DP World 6.85% due 37 |
| 1,627,657,990 |
11.173 |
7.632 |
523.21 |
10.530 |
90.25 |
| AE Nat Bank of Abu Dhabi 4 1/4% due 15 |
1000000 |
776,964,038 |
3.073 |
3.016 |
256.85 |
3.067 |
102.85 |
| AE Taqa Abu Dhabi 5 7/8% due 16 |
| 1,105,385,420 |
4.307 |
3.421 |
260.18 |
4.272 |
110.00 |
| BR BFF Intl Ltd 7 1/4% due 20 |
| 258,733,808 |
6.207 |
5.554 |
409.09 |
6.067 |
110.00 |
| BR Banco Brasil 8 1/2% due 20 Perp |
1000000 |
532,364,885 |
12.477 |
7.238 |
475.48 |
11.712 |
114.75 |
| BR Banco Safra 6 3/4% due 21 |
| 164,972,401 |
6.848 |
5.789 |
416.10 |
6.665 |
105.25 |
| BR Banco Santander 4 1/4% due 01/16 |
| 255,810,383 |
3.691 |
4.789 |
414.97 |
3.671 |
96.50 |
| BR Banco Votorantim 5 1/4% due 16 |
1000000 |
388,592,814 |
3.696 |
4.915 |
426.16 |
3.674 |
99.75 |
| BR CSN 7% due 15 Perp |
| 303,092,225 |
12.719 |
7.138 |
462.93 |
11.925 |
97.50 |
| BR Cosan 8 1/4% due 15 Perp |
| 153,877,739 |
11.273 |
8.226 |
581.21 |
10.611 |
99.75 |
| BR Eletrobras 6 7/8% due 19 |
| 353,674,345 |
6.036 |
4.679 |
329.35 |
5.914 |
113.00 |
| BR Itau 6.2% due 20 |
| 312,566,146 |
6.543 |
5.874 |
435.77 |
6.388 |
100.88 |
| BR Marfrig Overseas 9 1/2% due 20 |
| 112,254,643 |
5.169 |
15.039 |
1365.01 |
5.059 |
72.50 |
| BR OGX Petroleo 8 1/2% due 18 |
| 779,784,686 |
4.711 |
9.388 |
825.79 |
4.643 |
95.00 |
| BR Odebrecht 6% due 23 |
| 154,788,447 |
8.312 |
5.756 |
386.46 |
8.025 |
100.00 |
| CL Cel Arauco 7 1/4% due 19 |
| 605,890,875 |
6.028 |
4.147 |
276.50 |
5.907 |
118.74 |
| CL Cencosud 5 1/2% due 21 |
| 782,221,035 |
7.184 |
4.978 |
332.02 |
6.986 |
102.31 |
| CL Colbun 6% due 20 |
| 533,250,000 |
6.443 |
5.017 |
353.12 |
6.296 |
104.50 |
| CL Inversiones 4 3/4% due 18 |
| 530,281,430 |
5.299 |
3.748 |
263.19 |
5.224 |
104.33 |
| CL Santander 3 3/4% due 15 |
| 499,791,665 |
3.516 |
3.537 |
297.14 |
3.501 |
99.25 |
| CN CNOOC Fin 4 1/4% due 21 |
1000000 |
1,133,987,664 |
7.642 |
3.760 |
206.22 |
7.426 |
102.21 |
| CN CNOOC Fin 5 3/4% due 41 |
| 425,248,149 |
15.361 |
4.610 |
196.94 |
14.319 |
114.65 |
| CN CNPC Overseas Capital 3 1/8% due 16 |
| 526,215,226 |
4.127 |
2.249 |
153.08 |
4.102 |
102.81 |
| CN CNPC Overseas Capital 4 1/2% due 21 |
| 493,950,381 |
7.832 |
3.810 |
208.16 |
7.606 |
103.81 |
| CN China Oriental 8% due 15 |
| 352,013,034 |
3.000 |
12.279 |
1175.69 |
2.989 |
85.50 |
| CN China Overseas 5 1/2% due 20 |
| 675,082,234 |
7.020 |
6.360 |
474.02 |
6.834 |
92.27 |
| CN Country Garden 11 1/8% due 18 |
| 558,068,515 |
4.058 |
15.312 |
1428.98 |
4.004 |
82.00 |
| CN ENN Energy Holdings 6% due 21 |
1000000 |
559,925,287 |
7.326 |
5.510 |
382.33 |
7.121 |
102.09 |
| CN Evergrande 13% due 15 |
| 816,531,563 |
2.257 |
21.831 |
2144.12 |
2.250 |
78.50 |
| CN Shimao PPTY 9.65% due 17 |
| 292,190,081 |
3.905 |
15.308 |
1437.75 |
3.861 |
77.00 |
| CN Sino Forest 6 1/4% due 17 |
| 164,928,246 |
3.822 |
27.264 |
2628.46 |
3.777 |
37.00 |
| CN Winsway 8 1/2% due 16 |
| 283,408,392 |
3.341 |
15.454 |
1479.15 |
3.322 |
76.50 |
| CO Bancolombia 5.95% due 21 |
| 1,024,254,170 |
7.136 |
5.881 |
418.77 |
6.933 |
99.50 |
| CO Bancolombia 6 1/8% due 20 |
1000000 |
636,180,276 |
6.654 |
5.900 |
433.68 |
6.489 |
100.50 |
| CO Ecopetrol 7 5/8% due 19 |
| 1,844,098,965 |
5.945 |
4.330 |
295.73 |
5.827 |
120.25 |
| CO TGI International 9 1/2% due 17 |
| 828,781,253 |
4.495 |
7.410 |
641.94 |
4.441 |
109.00 |
| HK Bank of China 5.55% due 20 |
| 1,756,689,304 |
6.545 |
5.240 |
373.82 |
6.391 |
101.78 |
| HK Bank of East Asia 6 1/8% due 20 |
| 412,960,837 |
6.656 |
5.858 |
430.24 |
6.492 |
100.64 |
| HK China Lt Pwr 4 3/4% due 20 |
| 359,801,639 |
6.954 |
3.825 |
228.20 |
6.787 |
105.05 |
| HK Hong Kong Electric Finance 4 1/4% due 20 |
| 524,284,509 |
7.528 |
3.858 |
218.11 |
7.320 |
102.05 |
| HK Hutchison 4 5/8% due 15 |
500000 |
1,577,799,505 |
3.451 |
2.971 |
241.60 |
3.437 |
105.13 |
| IL Electric Corp 7 1/4% due 19 |
| 1,070,937,500 |
5.502 |
6.215 |
493.88 |
5.402 |
104.38 |
| IL Electric Corp 9 3/8% due 20 |
| 601,510,415 |
5.834 |
6.406 |
498.40 |
5.708 |
117.13 |
| IN Axis Bank 4 3/4% due 16 |
| 402,783,222 |
3.939 |
5.272 |
456.30 |
3.916 |
96.81 |
| IN Bank of Baroda 5% due 16 |
| 415,274,999 |
4.144 |
4.972 |
418.92 |
4.113 |
98.86 |
| IN Indian Oil 5 5/8% due 21 |
1000000 |
409,971,464 |
7.398 |
5.726 |
400.26 |
7.181 |
97.07 |
| IN Indian Overseas Bk 5% due 16 |
| 405,021,380 |
4.283 |
5.373 |
455.46 |
4.248 |
97.15 |
| IN Natl Thermal 5 5/8% due 21 |
| 414,162,829 |
7.359 |
5.625 |
390.85 |
7.147 |
97.80 |
| KR Kia Motors 3 5/8% due 16 |
| 395,263,981 |
4.043 |
4.323 |
358.04 |
4.016 |
98.36 |
| KR Korea Elec 3% due 15 |
| 550,975,607 |
3.607 |
2.972 |
239.42 |
3.592 |
99.37 |
| KR Korea Gas Corp 4 1/4% due 20 |
500000 |
381,932,961 |
7.478 |
4.526 |
286.86 |
7.274 |
96.55 |
| KR LG Caltex 5 1/2% due 17 |
| 427,385,577 |
4.723 |
3.370 |
243.50 |
4.675 |
107.86 |
| KR Natl Agri 3 1/2% due 17 |
| 384,961,966 |
4.682 |
4.093 |
318.75 |
4.632 |
96.56 |
| KR Natl Agri 5 3/8% due 17 |
| 395,515,303 |
0.417 |
2.749 |
178.39 |
4.983 |
100.00 |
| KR Posco 4 1/4% due 20 |
| 531,103,313 |
7.449 |
4.676 |
302.22 |
7.248 |
95.85 |
| KR Posco 5 1/4% due 21 |
| 573,011,136 |
7.511 |
4.676 |
297.70 |
7.299 |
103.15 |
| KR Shinhan 4 1/8% due 16 |
| 394,944,591 |
4.358 |
4.080 |
326.32 |
4.322 |
99.54 |
| KR Shinhan 4 3/8% due 15 |
| 565,618,816 |
3.459 |
3.673 |
311.45 |
3.444 |
101.57 |
| KR Woori Bank 6.208% due 37 |
| 744,960,885 |
3.710 |
5.718 |
320.24 |
12.366 |
94.00 |
| KW Kipco 8 7/8% due 16 |
| 532,553,820 |
3.941 |
7.266 |
647.92 |
3.910 |
105.50 |
| KW Kipco 9 3/8% due 20 |
| 538,828,125 |
5.817 |
8.501 |
702.34 |
5.683 |
104.25 |
| KZ Halyk Bank 7 1/4% due 17 |
| 622,357,413 |
4.425 |
7.476 |
655.70 |
4.380 |
97.00 |
| KZ Halyk Bank 7 1/4% due 21 |
| 496,659,720 |
6.551 |
7.419 |
581.51 |
6.379 |
96.88 |
| MO Melco Crown 10 1/4% due 18 |
| 631,812,498 |
4.768 |
8.657 |
755.38 |
4.702 |
104.88 |
| RU Evraz 9 1/2% due 18 |
| 267,691,587 |
4.743 |
9.129 |
803.13 |
4.678 |
100.75 |
| RU Gazprom 6.212% due 16 |
1000000 |
716,928,067 |
4.286 |
5.287 |
445.63 |
4.249 |
103.00 |
| RU Gazprom 9 1/4% due 19 |
| 1,431,655,414 |
5.492 |
5.898 |
459.79 |
5.391 |
118.00 |
| RU Gazprombank 6 1/2% due 15 |
| 499,503,161 |
3.318 |
5.940 |
538.60 |
3.305 |
101.13 |
| RU Lukoil 6 1/8% due 20 |
| 500,005,483 |
6.881 |
6.459 |
485.45 |
6.701 |
96.75 |
| RU Lukoil 7 1/4% due 19 |
| 628,520,832 |
6.097 |
6.395 |
497.56 |
5.966 |
104.25 |
| RU Metalloinvest 6 1/2% due 16 |
| 238,666,895 |
3.813 |
8.589 |
784.25 |
3.788 |
90.38 |
| RU Mobtel 8 5/8% due 20 |
| 419,619,396 |
5.951 |
7.675 |
618.66 |
5.812 |
104.88 |
| RU Novatek Finance Ltd 5.326% due 16 |
| 318,921,720 |
3.677 |
4.658 |
401.07 |
3.655 |
101.50 |
| TR Akbank 6 1/2% due 18 |
| 497,312,500 |
5.072 |
6.497 |
538.09 |
5.002 |
98.00 |
| TR Finansbank 5 1/2% due 16 |
| 426,451,390 |
3.801 |
9.120 |
841.20 |
3.779 |
85.00 |
| TR Garanti Bank 6 1/4% due 21 |
| 473,472,220 |
7.042 |
6.833 |
517.13 |
6.849 |
94.00 |
| UA Donbass Fuel & Energy 9 1/2% due 15 |
| 474,222,220 |
2.811 |
10.930 |
1047.81 |
2.804 |
94.00 |
| UA Ferrexpo Finance 7 7/8% due 16 |
| 450,796,875 |
3.524 |
10.498 |
982.74 |
3.504 |
89.00 |
| UA MHP 10 1/4% due 15 |
| 537,299,352 |
2.750 |
12.838 |
1238.90 |
2.744 |
91.00 |
| UA Metinvest 10 1/4% due 15 |
| 481,423,610 |
2.845 |
10.955 |
1049.31 |
2.838 |
96.00 |
| UA Metinvest 8 3/4% due 18 |
| 666,197,918 |
4.482 |
11.439 |
1037.75 |
4.420 |
86.25 |
| VE Elecar 8 1/2% due 18 |
| 391,173,614 |
4.161 |
19.430 |
1836.92 |
4.105 |
59.00 |
| ZA Anglogold 5 3/8% due 20 |
1000000 |
680,203,125 |
6.736 |
5.601 |
406.61 |
6.574 |
96.50 |
| ZA Gold Fields 4 7/8% due 20 |
| 862,177,080 |
7.019 |
6.774 |
515.64 |
6.834 |
85.50 |
| ZA Myriad Int 6 3/8% due 17 |
| 762,372,919 |
4.714 |
4.794 |
380.87 |
4.661 |
106.75 |
| ZA Standard Bank 8 1/8% due 19 |
| 532,586,805 |
5.723 |
7.535 |
612.48 |
5.602 |
102.50 |
|
| 10,000,000 |
paredan
SampleBondIndexPortfolio-questions.xls
