FC 97/8 |
FAO Long Term |
ANNEX C-5 |
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FIXED INCOME - NON-US DOLLAR |
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(As of 31 December 2000) |
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Unrealized |
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Units |
Security Description |
Market Value |
Cost |
Gain/Loss |
11,500,000 |
DENMARK(KINGDOM) 7% BDS 15/12/04 DKK0.01 |
1,552,013.23 |
1,902,240.25 |
-350227.02 |
4,630,000 |
FRANCE(GOVT OF) 5.5% OAT 25/4/2029 EUR1 |
4,353,407.57 |
4,169,493.65 |
183913.92 |
2,180,020 |
FRANCE(GOVT OF) 8.5% OAT 25/10/08 EUR1 |
2,519,509.00 |
3,445,038.02 |
-925529.02 |
3,891,779 |
GERMANY(FED REP) 5.625% BDS 4/1/28 EUR0.01 |
3,757,940.06 |
3,897,509.11 |
-139569.05 |
3,809,124 |
GERMANY(FED REP) 6.5% BDS 14/10/05 EUR0.01 |
3,859,798.83 |
4,699,018.56 |
-839219.73 |
2,608,102 |
ITALY(REP OF) 8.5% BTP 1/8/2004 EUR0.01 |
2,732,663.46 |
3,286,949.80 |
-554286.34 |
3,260,000 |
NEW ZEALAND(GOVT) 8% LN 15/4/2004 NZD100 |
1,524,340.57 |
1,696,586.06 |
-172245.49 |
2,614,402 |
SPAIN(KINGDOM OF) 8% BDS 30/5/04 EUR |
2,704,164.45 |
3,282,282.12 |
-578117.67 |
15,900,000 |
SWEDEN(KINGDOM OF) 8% BDS 15/8/2007 SEK '1037' |
1,999,738.22 |
2,432,647.58 |
-432909.36 |
1,000,000 |
JAPAN FINANCE CORP 9.125% GTD BDS 16/2/05 GBP |
1,660,293.09 |
1,935,672.22 |
-275379.13 |
170,000,000 |
INTL BANK RECON&DV 4.5% BDS 20/3/03 JPY |
1,619,844.15 |
1,721,162.45 |
-101318.3 |
3,000,000 |
BIRKA ENERGI AB 6.375% MTN 03/11/2006 EUR |
2,883,310.02 |
2,752,923.44 |
130386.58 |
3,600,000 |
BAT INTL FINANCE 4.875% GTD MTN 25/02/09 EUR |
2,985,269.40 |
3,598,579.26 |
-613309.86 |
280,000,000 |
GEN MTRS ACCEP CORP NT CPN RT=3MO YLIBOR+10BP DUE 07-26-2002 BEO |
2,441,541.16 |
2,458,098.79 |
-16557.63 |
666,000,000 |
KFW INTERNATIONAL 1.75% BK GUAR 23.03.2010 |
5,937,822.81 |
6,152,448.85 |
-214626.04 |
Subtotal |
42,531,656.02 |
47,430,650.16 |
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Accrued Income |
1,071,884.74 |
1,071,884.74 |
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Total |
43,603,540.76 |
48,502,534.90 |
(4,898,994.14) |