| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cdx Index Em Series 14, Credit Default Swap (Buy Protection On Cdx.Em.14), |
|
2015-12-20 |
$16,750,000 |
9.03 |
| Argentina Rep 8.28% |
8.28 |
2033-12-31 |
$13,338,469 |
7.72 |
| Venezuela Rep 9.375% |
9.38 |
2034-01-13 |
$12,250,000 |
5.24 |
| Republic Of Turkey 6.875% |
6.88 |
2036-03-17 |
$6,930,000 |
4.87 |
| Brazil, Government Of, Note, 10.00% |
10 |
2017-01-01 |
$14,050 |
4.84 |
| Republic Of Turkey 5.625% |
5.62 |
2021-03-30 |
$6,000,000 |
3.91 |
| Russian Federation 7.5% |
7.5 |
2030-03-31 |
$4,967,250 |
3.59 |
| Republica Oriental Del Uruguay 7.625% |
7.62 |
2036-03-21 |
$4,220,000 |
3.18 |
| Peru Rep 6.55% |
6.55 |
2037-03-14 |
$4,276,000 |
2.93 |
| Russian Fedn 5% |
5 |
2020-04-29 |
$4,600,000 |
2.89 |
| United Mexican Sts Mtn Be 6.75% |
6.75 |
2034-09-27 |
$4,000,000 |
2.84 |
| Panama Rep 6.7% |
6.7 |
2036-01-26 |
$3,750,000 |
2.61 |
| Vale Overseas 6.875% |
6.88 |
2036-11-21 |
$3,250,000 |
2.22 |
| Indonesia Rep 8.5% |
8.5 |
2035-10-12 |
$2,500,000 |
2.07 |
| Turkey, Government Of, 14.00%, 9/26/2012 |
14 |
2012-09-26 |
$4,200,000 |
1.89 |
| Colombia Rep 7.375% |
7.38 |
2037-09-18 |
$2,400,000 |
1.78 |
| Federated Prime Value Obligations Instl |
|
|
$2,855,767 |
1.78 |
| Peru Rep 7.84% |
7.84 |
2020-08-12 |
$6,825,000 |
1.73 |
| Banco De Credito Del Peru 144A 5.375% |
5.38 |
2020-09-16 |
$2,800,000 |
1.73 |
| Dominican Republic, Government Of, Sr. Unsecd. Note, 7.50%, 5/6/2 |
7.5 |
2021-05-06 |
$2,500,000 |
1.69 |
| Grupo Televisa Sa De Cv 8.5% |
8.5 |
2032-03-11 |
$2,000,000 |
1.58 |
| Argentina Rep |
3.17 |
2035-12-15 |
$15,000,000 |
1.42 |
| Alrosa Fin Sa 8.875% |
8.88 |
2014-11-17 |
$2,000,000 |
1.4 |
| Philippines Rep 4.95% |
4.95 |
2021-01-15 |
$88,000,000 |
1.32 |
| Cdx Index Em Series 14, Credit Default Swap (Pay Periodic Fee On Cdx.Em.14) |
|
2015-12-20 |
$16,750,000 |
-10.45 |
