FC 97/8 |
FAO Long Term |
ANNEX C-13 |
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FIXED INCOME - Non-US DOLLAR |
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(As of 30 June 2001) |
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Unrealized |
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Shares |
Securities Description |
Cost |
Market Value |
Gain/Loss |
3,700,000 |
AUSTRALIA (CMNWTH) 5.75% BDS'611' 15/06/2011 |
2,147,237.60 |
1,837,479.42 |
- 309,758.18 |
1,000,000 |
JAPAN FIN CORP ME 9.125% GTD BDS 16/02/05 GBP |
1,935,672.22 |
1,535,946.33 |
- 399,725.89 |
11,500,000 |
DENMARK(KINGDOM) 7% BDS 15/12/04 DKK0.01 |
1,902,240.25 |
1,391,795.54 |
- 510,444.71 |
2,300,000 |
FRANCE(GOVT OF) 3% OATI 25/7/2009 EUR1 |
2,027,770.13 |
2,013,023.27 |
- 14,746.86 |
3,200,000 |
FRANCE(GOVT OF) 5.5% OAT 25/4/2029 EUR1 |
2,881,723.47 |
2,605,737.89 |
-275985.58 |
2,608,102 |
ITALY(REP OF) 8.5% BTP 1/8/2004 EUR0.01 |
3,286,949.80 |
2,442,577.26 |
- 844,372.54 |
2,614,402 |
SPAIN(KINGDOM OF) 8% BDS 30/5/04 EUR |
3,282,282.12 |
2,414,393.95 |
- 867,888.17 |
3,000,000 |
FHLMC 5.25% EURO BD 15.01.2006 |
2,748,762.06 |
2,579,511.88 |
- 169,250.18 |
2,600,000 |
PHILIPS ELEC(KON) 5.75% BDS 16/5/2008 EUR1000 |
2,304,157.75 |
2,168,005.62 |
- 136,152.13 |
4,500,000 |
UNILEVER UNILEVER 5.125% 07/06/2006 |
3,973,333.98 |
3,811,364.04 |
- 161,969.94 |
3,600,000 |
BAT INTL FINANCE 4.875% GTD MTN 25/02/09 EUR |
3,598,579.26 |
2,800,866.86 |
- 797,712.40 |
3,500,000 |
TRANSCO 5.25% EURO MTN 23/5/06 EUR |
3,080,272.35 |
2,948,542.67 |
- 131,729.68 |
1,500,000 |
WPP GROUP PLC UNSORDINAT 6.0% 18/06/2008 |
1,266,716.91 |
1,261,819.91 |
- 4,897.00 |
280,000,000 |
GEN MOTORS ACCEPT FRN 26/07/2002 |
2,458,098.79 |
2,235,711.99 |
- 222,386.80 |
666,000,000 |
KFW INTERNATIONAL 1.75% BK GUAR 23.03.2010 |
6,152,448.85 |
5,771,920.65 |
- 380,528.20 |
3,260,000 |
NEW ZEALAND(GOVT) 8% LN 15/4/2004 NZD100 |
1,696,586.06 |
1,363,388.96 |
- 333,197.10 |
15,900,000 |
SWEDEN(KINGDOM OF) 8% BDS 15/8/2007 SEK '1037' |
2,432,647.58 |
1,664,881.70 |
- 767,765.88 |
TOTALS |
47,175,479.18 |
40,846,967.94 |
- 6,328,511.24 |