Nonconvertible Bonds - 44.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Azerbaijan - 0.7%
|
|||
Southern Gas Corridor CJSC 6.875% 3/24/26 (b)
|
12,290,000
|
12,215,523
|
|
State Oil Co. of Azerbaijan Republic 6.95% 3/18/30 (Reg. S)
|
2,715,000
|
2,735,553
|
|
TOTAL AZERBAIJAN
|
14,951,076
|
||
Bahrain - 0.4%
|
|||
The Oil and Gas Holding Co.:
|
|||
7.5% 10/25/27 (b)
|
5,980,000
|
6,065,454
|
|
8.375% 11/7/28 (b)
|
2,065,000
|
2,171,575
|
|
TOTAL BAHRAIN
|
8,237,029
|
||
Brazil - 3.4%
|
|||
Adecoagro SA 6% 9/21/27 (b)
|
5,690,000
|
5,345,755
|
|
Aegea Finance SARL 9% 1/20/31 (b)
|
1,810,000
|
1,819,955
|
|
Azul Secured Finance LLP:
|
|||
11.5% 5/28/29 (b)
|
7,187,629
|
6,163,392
|
|
11.93% 8/28/28 (b)
|
2,970,000
|
2,942,914
|
|
Braskem Netherlands BV:
|
|||
7.25% 2/13/33 (b)
|
1,330,000
|
1,220,408
|
|
8.5% 1/12/31 (b)
|
3,295,000
|
3,255,872
|
|
CSN Islands XI Corp. 6.75% 1/28/28 (b)
|
4,940,000
|
4,569,500
|
|
CSN Resources SA 5.875% 4/8/32 (b)
|
3,945,000
|
3,179,670
|
|
Embraer Netherlands Finance BV:
|
|||
5.4% 2/1/27
|
1,950,000
|
1,896,356
|
|
6.95% 1/17/28 (b)
|
2,840,000
|
2,838,097
|
|
7% 7/28/30 (b)
|
4,900,000
|
4,846,468
|
|
Guara Norte SARL 5.198% 6/15/34 (b)
|
4,978,384
|
4,206,734
|
|
MARB BondCo PLC 3.95% 1/29/31 (b)
|
4,085,000
|
3,012,892
|
|
MC Brazil Downstream Trading SARL 7.25% 6/30/31 (b)
|
10,039,354
|
7,637,439
|
|
NBM U.S. Holdings, Inc. 6.625% 8/6/29 (b)
|
6,775,000
|
6,146,619
|
|
Nexa Resources SA 6.5% 1/18/28 (b)
|
5,960,000
|
5,642,988
|
|
Petrorio Luxembourg SARL 6.125% 6/9/26 (b)
|
2,315,000
|
2,226,741
|
|
Sitios Latinoamerica S.A.B. de CV 5.375% 4/4/32 (b)
|
2,775,000
|
2,377,134
|
|
TOTAL BRAZIL
|
69,328,934
|
||
Burkina Faso - 0.2%
|
|||
Endeavour Mining PLC 5% 10/14/26 (b)
|
5,435,000
|
4,823,236
|
|
Cambodia - 0.3%
|
|||
NagaCorp Ltd. 7.95% 7/6/24 (Reg. S)
|
5,630,000
|
5,410,880
|
|
Chile - 1.9%
|
|||
Antofagasta PLC:
|
|||
2.375% 10/14/30 (b)
|
8,065,000
|
6,273,683
|
|
5.625% 5/13/32 (b)
|
2,750,000
|
2,607,000
|
|
Chile Electricity LUX MPC SARL 6.01% 1/20/33 (b)
|
1,820,000
|
1,806,350
|
|
Corporacion Nacional del Cobre de Chile (Codelco):
|
|||
3% 9/30/29 (b)
|
1,225,000
|
1,038,335
|
|
3.15% 1/14/30 (b)
|
3,200,000
|
2,704,448
|
|
3.7% 1/30/50 (b)
|
7,485,000
|
4,846,463
|
|
5.125% 2/2/33 (b)
|
2,890,000
|
2,663,540
|
|
5.95% 1/8/34 (b)
|
3,110,000
|
3,009,373
|
|
Empresa Nacional de Petroleo 6.15% 5/10/33 (b)
|
1,245,000
|
1,189,112
|
|
Sable International Finance Ltd. 5.75% 9/7/27 (b)
|
5,512,000
|
4,981,470
|
|
VTR Comunicaciones SpA:
|
|||
4.375% 4/15/29 (b)
|
1,715,000
|
947,143
|
|
5.125% 1/15/28 (b)
|
7,875,000
|
4,409,449
|
|
VTR Finance BV 6.375% 7/15/28 (b)
|
3,655,000
|
1,315,800
|
|
TOTAL CHILE
|
37,792,166
|
||
China - 3.5%
|
|||
Alibaba Group Holding Ltd. 2.125% 2/9/31
|
3,395,000
|
2,648,915
|
|
Baidu, Inc.:
|
|||
1.72% 4/9/26
|
4,835,000
|
4,363,878
|
|
2.375% 10/9/30
|
2,715,000
|
2,140,832
|
|
ENN Clean Energy International Investment Ltd. 3.375% 5/12/26 (b)
|
7,010,000
|
6,396,555
|
|
ENN Energy Holdings Ltd. 4.625% 5/17/27 (b)
|
6,780,000
|
6,491,395
|
|
JD.com, Inc. 3.375% 1/14/30
|
9,535,000
|
8,183,318
|
|
Lenovo Group Ltd.:
|
|||
3.421% 11/2/30 (b)
|
5,555,000
|
4,521,492
|
|
5.875% 4/24/25 (Reg. S)
|
1,295,000
|
1,288,551
|
|
Meituan:
|
|||
2.125% 10/28/25 (b)
|
5,835,000
|
5,358,456
|
|
3.05% 10/28/30 (b)
|
3,860,000
|
2,991,500
|
|
Prosus NV:
|
|||
2.031% 8/3/32 (Reg. S)
|
EUR
|
2,395,000
|
1,763,313
|
3.061% 7/13/31 (b)
|
1,925,000
|
1,429,216
|
|
3.68% 1/21/30 (b)
|
4,225,000
|
3,399,984
|
|
4.027% 8/3/50 (b)
|
6,840,000
|
3,899,484
|
|
4.193% 1/19/32 (b)
|
2,090,000
|
1,664,246
|
|
Sinopec Group Overseas Development Ltd.:
|
|||
1.45% 1/8/26 (b)
|
4,035,000
|
3,686,457
|
|
2.7% 5/13/30 (b)
|
2,555,000
|
2,195,077
|
|
Tencent Holdings Ltd.:
|
|||
1.81% 1/26/26 (b)
|
2,715,000
|
2,490,062
|
|
2.39% 6/3/30 (b)
|
5,625,000
|
4,510,238
|
|
3.975% 4/11/29 (b)
|
2,040,000
|
1,850,810
|
|
TOTAL CHINA
|
71,273,779
|
||
Colombia - 1.9%
|
|||
Colombia Telecomunicaciones SA 4.95% 7/17/30 (b)
|
2,420,000
|
1,724,250
|
|
Ecopetrol SA:
|
|||
4.625% 11/2/31
|
3,380,000
|
2,580,461
|
|
8.875% 1/13/33
|
8,275,000
|
8,061,712
|
|
EnfraGen Energia Sur SA 5.375% 12/30/30 (b)
|
10,800,000
|
7,654,500
|
|
Gcm Mining Corp. 6.875% 8/9/26 (b)
|
6,975,000
|
5,545,125
|
|
GeoPark Ltd. 5.5% 1/17/27 (b)
|
5,105,000
|
4,352,013
|
|
Oleoducto Central SA 4% 7/14/27 (b)
|
4,870,000
|
4,339,170
|
|
Termocandelaria Power Ltd. 7.875% 1/30/29 (b)
|
5,091,750
|
4,748,057
|
|
TOTAL COLOMBIA
|
39,005,288
|
||
Costa Rica - 0.2%
|
|||
Liberty Costa Rica SR SF 10.875% 1/15/31 (b)
|
4,245,000
|
4,241,986
|
|
Czech Republic - 0.2%
|
|||
Energo-Pro A/S 8.5% 2/4/27 (b)
|
4,800,000
|
4,697,184
|
|
Egypt - 0.3%
|
|||
Energean PLC 6.5% 4/30/27 (b)
|
5,960,000
|
5,390,224
|
|
Ghana - 1.2%
|
|||
Kosmos Energy Ltd. 7.125% 4/4/26 (b)
|
15,770,000
|
14,811,499
|
|
Tullow Oil PLC:
|
|||
7% 3/1/25 (b)
|
1,935,000
|
1,473,019
|
|
10.25% 5/15/26 (b)
|
9,030,000
|
7,811,040
|
|
TOTAL GHANA
|
24,095,558
|
||
Guatemala - 0.9%
|
|||
Central American Bottling Corp. 5.25% 4/27/29 (b)
|
5,010,000
|
4,499,606
|
|
CT Trust 5.125% 2/3/32 (b)
|
7,665,000
|
5,932,710
|
|
Investment Energy Resources Ltd. 6.25% 4/26/29 (b)
|
5,490,000
|
4,995,900
|
|
Millicom International Cellular SA 4.5% 4/27/31 (b)
|
3,485,000
|
2,483,063
|
|
TOTAL GUATEMALA
|
17,911,279
|
||
Hungary - 0.1%
|
|||
Magyar Export-Import Bank 6.125% 12/4/27 (b)
|
1,900,000
|
1,866,465
|
|
India - 0.5%
|
|||
CA Magnum Holdings 5.375% 10/31/26 (b)
|
6,630,000
|
5,849,914
|
|
Shriram Transport Finance Co. Ltd. 4.15% 7/18/25 (b)
|
5,420,000
|
5,100,328
|
|
TOTAL INDIA
|
10,950,242
|
||
Indonesia - 2.0%
|
|||
Medco Laurel Tree PTE Ltd. 6.95% 11/12/28 (b)
|
6,895,000
|
6,400,353
|
|
Medco Oak Tree Pte Ltd. 7.375% 5/14/26 (b)
|
1,225,000
|
1,214,183
|
|
Medco Platinum Road Pte Ltd. 6.75% 1/30/25 (b)
|
5,841,000
|
5,819,447
|
|
PT Adaro Indonesia 4.25% 10/31/24 (b)
|
9,045,000
|
8,699,933
|
|
PT Freeport Indonesia:
|
|||
4.763% 4/14/27 (b)
|
2,445,000
|
2,319,449
|
|
5.315% 4/14/32 (b)
|
4,145,000
|
3,731,329
|
|
6.2% 4/14/52 (b)
|
2,830,000
|
2,366,276
|
|
PT Indonesia Asahan Aluminium 5.45% 5/15/30 (b)
|
6,710,000
|
6,244,494
|
|
PT Pertamina Geothermal Energy 5.15% 4/27/28 (b)
|
2,020,000
|
1,967,197
|
|
PT Pertamina Persero 4.175% 1/21/50 (b)
|
2,465,000
|
1,718,697
|
|
TOTAL INDONESIA
|
40,481,358
|
||
Israel - 1.8%
|
|||
Delek Overriding Royalty Levia 7.494% 12/30/23 (Reg. S) (b)
|
10,440,000
|
10,361,700
|
|
Energean Israel Finance Ltd. 4.875% 3/30/26 (Reg. S) (b)
|
6,420,000
|
5,962,896
|
|
Israel Electric Corp. Ltd. 3.75% 2/22/32 (Reg. S) (b)
|
6,545,000
|
5,376,718
|
|
Leviathan Bond Ltd.:
|
|||
6.125% 6/30/25 (Reg. S) (b)
|
6,470,000
|
6,287,546
|
|
6.5% 6/30/27 (Reg. S) (b)
|
910,000
|
862,225
|
|
Teva Pharmaceutical Finance Netherlands III BV:
|
|||
4.75% 5/9/27
|
3,015,000
|
2,756,071
|
|
7.875% 9/15/29
|
5,455,000
|
5,525,102
|
|
TOTAL ISRAEL
|
37,132,258
|
||
Jamaica - 0.0%
|
|||
Digicel Group Ltd. 6.75% (b)(c)
|
3,120,000
|
156,000
|
|
Kazakhstan - 0.8%
|
|||
KazMunaiGaz National Co.:
|
|||
3.5% 4/14/33 (b)
|
3,900,000
|
2,917,122
|
|
5.375% 4/24/30 (b)
|
715,000
|
648,820
|
|
5.75% 4/19/47 (b)
|
1,965,000
|
1,527,945
|
|
Nostrum Oil & Gas Finance BV:
|
|||
5% 6/30/26 (b)
|
6,929,000
|
4,162,666
|
|
14% 6/30/26 pay-in-kind (b)(d)
|
4,552,561
|
1,172,284
|
|
Tengizchevroil Finance Co. International Ltd. 3.25% 8/15/30 (b)
|
7,235,000
|
5,479,066
|
|
TOTAL KAZAKHSTAN
|
15,907,903
|
||
Korea (South) - 0.2%
|
|||
POSCO:
|
|||
5.75% 1/17/28 (b)
|
3,070,000
|
3,051,955
|
|
5.875% 1/17/33 (b)
|
1,820,000
|
1,812,486
|
|
TOTAL KOREA (SOUTH)
|
4,864,441
|
||
Kuwait - 0.5%
|
|||
Meglobal BV:
|
|||
2.625% 4/28/28 (b)
|
3,085,000
|
2,660,597
|
|
4.25% 11/3/26 (b)
|
2,525,000
|
2,393,776
|
|
MEGlobal Canada, Inc. 5% 5/18/25 (b)
|
4,905,000
|
4,780,070
|
|
TOTAL KUWAIT
|
9,834,443
|
||
Malaysia - 1.0%
|
|||
GENM Capital Labuan Ltd. 3.882% 4/19/31 (b)
|
6,685,000
|
5,248,327
|
|
MISC Capital Two (Labuan) Ltd.:
|
|||
3.625% 4/6/25 (b)
|
3,845,000
|
3,696,352
|
|
3.75% 4/6/27 (b)
|
6,135,000
|
5,668,127
|
|
Petronas Capital Ltd.:
|
|||
3.404% 4/28/61 (b)
|
5,195,000
|
3,207,029
|
|
3.5% 4/21/30 (b)
|
2,620,000
|
2,313,722
|
|
TOTAL MALAYSIA
|
20,133,557
|
||
Mauritius - 0.3%
|
|||
AXIAN Telecom 7.375% 2/16/27 (b)
|
5,710,000
|
5,097,488
|
|
Mexico - 5.1%
|
|||
Braskem Idesa SAPI:
|
|||
6.99% 2/20/32 (b)
|
2,605,000
|
1,563,234
|
|
7.45% 11/15/29 (b)
|
3,650,000
|
2,267,964
|
|
Comision Federal de Electricidad:
|
|||
3.348% 2/9/31 (b)
|
1,365,000
|
1,064,700
|
|
4.688% 5/15/29 (b)
|
6,140,000
|
5,495,300
|
|
FEL Energy VI SARL 5.75% 12/1/40 (b)
|
3,006,950
|
2,502,444
|
|
Fresnillo PLC 4.25% 10/2/50 (b)
|
3,940,000
|
2,738,300
|
|
Metalsa SA de CV 3.75% 5/4/31 (b)
|
5,150,000
|
3,777,525
|
|
Orbia Advance Corp. S.A.B. de CV:
|
|||
1.875% 5/11/26 (b)
|
6,915,000
|
6,154,557
|
|
2.875% 5/11/31 (b)
|
3,575,000
|
2,769,874
|
|
Petroleos Mexicanos:
|
|||
5.95% 1/28/31
|
3,135,000
|
2,232,120
|
|
6.5% 6/2/41
|
2,085,000
|
1,247,487
|
|
6.625% 6/15/35
|
21,915,000
|
14,620,373
|
|
6.7% 2/16/32
|
12,107,000
|
8,965,234
|
|
6.75% 9/21/47
|
8,752,000
|
5,125,390
|
|
6.875% 8/4/26
|
5,035,000
|
4,611,758
|
|
6.95% 1/28/60
|
5,890,000
|
3,469,946
|
|
7.69% 1/23/50
|
41,444,000
|
26,488,518
|
|
TV Azteca SA de CV 8.25% (Reg. S) (c)
|
19,500,000
|
7,141,875
|
|
TOTAL MEXICO
|
102,236,599
|
||
Morocco - 0.7%
|
|||
OCP SA:
|
|||
3.75% 6/23/31 (b)
|
5,750,000
|
4,524,675
|
|
5.625% 4/25/24 (b)
|
7,250,000
|
7,196,640
|
|
6.875% 4/25/44 (b)
|
2,630,000
|
2,201,494
|
|
TOTAL MOROCCO
|
13,922,809
|
||
Nigeria - 0.6%
|
|||
Access Bank PLC 6.125% 9/21/26 (b)
|
6,387,000
|
5,385,646
|
|
IHS Holding Ltd. 5.625% 11/29/26 (b)
|
4,485,000
|
3,683,261
|
|
IHS Netherlands Holdco BV 8% 9/18/27 (b)
|
3,400,000
|
2,834,206
|
|
TOTAL NIGERIA
|
11,903,113
|
||
Oman - 0.3%
|
|||
Lamar Funding Ltd. 3.958% 5/7/25 (b)
|
5,185,000
|
4,934,772
|
|
Panama - 0.9%
|
|||
Aeropuerto Internacional de Tocumen SA:
|
|||
4% 8/11/41 (b)
|
2,990,000
|
2,319,044
|
|
5.125% 8/11/61 (b)
|
2,205,000
|
1,607,820
|
|
C&W Senior Financing Designated Activity Co. 6.875% 9/15/27 (b)
|
6,160,000
|
5,395,359
|
|
Cable Onda SA 4.5% 1/30/30 (b)
|
10,120,000
|
8,197,200
|
|
SPARC EM SPC 0% 12/5/22 (b)
|
132,705
|
132,533
|
|
TOTAL PANAMA
|
17,651,956
|
||
Paraguay - 0.3%
|
|||
Telefonica Celular del Paraguay SA 5.875% 4/15/27 (b)
|
6,440,000
|
5,864,522
|
|
Peru - 0.3%
|
|||
Camposol SA 6% 2/3/27 (b)
|
3,258,000
|
1,881,625
|
|
Compania de Minas Buenaventura SAA 5.5% 7/23/26 (b)
|
2,650,000
|
2,309,687
|
|
Volcan Compania Minera SAA 4.375% 2/11/26 (b)
|
3,580,000
|
2,038,022
|
|
TOTAL PERU
|
6,229,334
|
||
Qatar - 2.1%
|
|||
Qatar Petroleum:
|
|||
1.375% 9/12/26 (b)
|
12,370,000
|
11,018,825
|
|
2.25% 7/12/31 (b)
|
13,585,000
|
10,861,343
|
|
3.125% 7/12/41 (b)
|
13,455,000
|
9,259,058
|
|
3.3% 7/12/51 (b)
|
10,035,000
|
6,482,911
|
|
Qtel International Finance Ltd. 2.625% 4/8/31 (b)
|
5,130,000
|
4,268,519
|
|
TOTAL QATAR
|
41,890,656
|
||
Russia - 0.2%
|
|||
Sibur Securities DAC 2.95% (b)(c)
|
2,610,000
|
2,060,504
|
|
TMK Capital SA 4.3% (Reg. S) (c)(e)
|
4,020,000
|
2,542,650
|
|
TOTAL RUSSIA
|
4,603,154
|
||
Saudi Arabia - 3.9%
|
|||
EIG Pearl Holdings SARL 3.545% 8/31/36 (b)
|
14,270,000
|
11,538,294
|
|
GACI First Investment 5.25% 10/13/32 (Reg. S)
|
2,155,000
|
2,095,565
|
|
Greensaif Pipelines Bidco SARL:
|
|||
6.129% 2/23/38 (b)
|
10,050,000
|
9,834,126
|
|
6.51% 2/23/42 (b)
|
3,075,000
|
3,023,279
|
|
SA Global Sukuk Ltd. 1.602% 6/17/26 (b)
|
8,515,000
|
7,652,005
|
|
Saudi Arabian Oil Co.:
|
|||
2.25% 11/24/30 (b)
|
11,220,000
|
8,972,522
|
|
3.25% 11/24/50 (b)
|
8,735,000
|
5,461,559
|
|
3.5% 4/16/29 (b)
|
14,040,000
|
12,626,172
|
|
3.5% 11/24/70 (b)
|
3,405,000
|
2,009,631
|
|
4.25% 4/16/39 (b)
|
15,565,000
|
12,613,253
|
|
4.375% 4/16/49 (b)
|
2,375,000
|
1,824,974
|
|
TOTAL SAUDI ARABIA
|
77,651,380
|
||
South Africa - 2.6%
|
|||
Eskom Holdings SOC Ltd.:
|
|||
6.35% 8/10/28 (b)
|
6,080,000
|
5,529,091
|
|
7.125% 2/11/25 (b)
|
7,475,000
|
7,273,474
|
|
8.45% 8/10/28 (b)
|
2,445,000
|
2,318,667
|
|
Liquid Telecommunications Financing PLC 5.5% 9/4/26 (b)
|
8,950,000
|
5,644,855
|
|
MTN (Mauritius) Investments Ltd.:
|
|||
4.755% 11/11/24 (b)
|
3,100,000
|
3,013,324
|
|
6.5% 10/13/26 (b)
|
3,630,000
|
3,545,276
|
|
Sasol Financing U.S.A. LLC:
|
|||
4.375% 9/18/26
|
9,305,000
|
8,219,386
|
|
5.5% 3/18/31
|
2,455,000
|
1,923,940
|
|
5.875% 3/27/24
|
3,160,000
|
3,115,002
|
|
Stillwater Mining Co.:
|
|||
4% 11/16/26 (b)
|
6,250,000
|
5,414,500
|
|
4.5% 11/16/29 (b)
|
2,815,000
|
2,159,415
|
|
The Bidvest Group UK PLC 3.625% 9/23/26 (b)
|
3,610,000
|
3,201,492
|
|
TOTAL SOUTH AFRICA
|
51,358,422
|
||
Tanzania - 0.2%
|
|||
HTA Group Ltd. 7% 12/18/25 (b)
|
3,800,000
|
3,655,714
|
|
Thailand - 0.1%
|
|||
PTT Treasury Center Co. Ltd. 3.7% 7/16/70 (b)
|
2,635,000
|
1,595,914
|
|
Turkey - 0.4%
|
|||
Aydem Yenilenebilir Enerji A/S 7.75% 2/2/27 (b)
|
2,625,000
|
2,311,575
|
|
Turkiye Sise ve Cam Fabrikalari A/S 6.95% 3/14/26 (b)
|
5,110,000
|
4,953,762
|
|
TOTAL TURKEY
|
7,265,337
|
||
Ukraine - 0.3%
|
|||
Metinvest BV 8.5% 4/23/26 (Reg. S)
|
1,825,000
|
1,286,625
|
|
NAK Naftogaz Ukraine:
|
|||
7.625% 11/8/28 (b)
|
2,455,000
|
1,227,500
|
|
7.65% (Reg. S) (c)
|
6,445,750
|
4,318,653
|
|
TOTAL UKRAINE
|
6,832,778
|
||
United Arab Emirates - 2.9%
|
|||
Abu Dhabi National Energy Co. PJSC:
|
|||
4% 10/3/49 (b)
|
4,850,000
|
3,722,230
|
|
4.696% 4/24/33 (b)
|
3,455,000
|
3,290,888
|
|
4.875% 4/23/30 (b)
|
2,105,000
|
2,062,626
|
|
DAE Funding LLC 1.55% 8/1/24 (b)
|
7,020,000
|
6,706,908
|
|
DP World Crescent Ltd.:
|
|||
3.7495% 1/30/30 (b)
|
4,335,000
|
3,869,768
|
|
3.875% 7/18/29 (Reg. S)
|
3,215,000
|
2,913,996
|
|
DP World Ltd. 5.625% 9/25/48 (b)
|
4,405,000
|
3,904,196
|
|
Galaxy Pipeline Assets BidCo Ltd.:
|
|||
2.16% 3/31/34 (b)
|
3,747,998
|
3,119,346
|
|
2.625% 3/31/36 (b)
|
11,375,000
|
8,803,795
|
|
GEMS MENASA Cayman Ltd. 7.125% 7/31/26 (b)
|
6,415,000
|
6,229,029
|
|
MDGH GMTN RSC Ltd.:
|
|||
2.875% 11/7/29 (b)
|
6,010,000
|
5,244,687
|
|
4.375% 11/22/33 (b)
|
3,045,000
|
2,778,106
|
|
5.084% 5/22/53 (b)
|
3,925,000
|
3,473,625
|
|
5.5% 4/28/33 (b)
|
3,110,000
|
3,095,445
|
|
TOTAL UNITED ARAB EMIRATES
|
59,214,645
|
||
United Kingdom - 0.0%
|
|||
Celtic Resources Holdings DAC 4.125% (b)(c)(e)
|
5,060,000
|
725,402
|
|
United States of America - 0.5%
|
|||
LCPR Senior Secured Financing DAC 5.125% 7/15/29 (b)
|
7,080,000
|
5,688,753
|
|
Sagicor Financial Co. Ltd. 5.3% 5/13/28 (b)
|
3,745,000
|
3,505,170
|
|
TOTAL UNITED STATES OF AMERICA
|
9,193,923
|
||
Uzbekistan - 0.2%
|
|||
National Bank of Uzbekistan 4.85% 10/21/25 (Reg. S)
|
2,550,000
|
2,350,208
|
|
Uzbekneftegaz JSC 4.75% 11/16/28 (b)
|
1,110,000
|
895,060
|
|
TOTAL UZBEKISTAN
|
3,245,268
|
||
Venezuela - 0.1%
|
|||
Petroleos de Venezuela SA:
|
|||
5.375% (c)
|
5,000,000
|
262,500
|
|
5.5% (c)
|
330,000
|
17,325
|
|
6% (b)(c)
|
9,685,000
|
508,463
|
|
6% (b)(c)
|
12,130,000
|
636,825
|
|
9.75% (b)(c)
|
1,315,000
|
69,038
|
|
12.75% (b)(c)
|
1,310,000
|
68,775
|
|
TOTAL VENEZUELA
|
1,562,926
|
||
Vietnam - 0.2%
|
|||
Mong Duong Finance Holdings BV 5.125% 5/7/29 (b)
|
5,260,000
|
4,759,511
|
|
Zambia - 0.1%
|
|||
First Quantum Minerals Ltd. 7.5% 4/1/25 (b)
|
2,307,000
|
2,298,049
|
|
|
TOTAL NONCONVERTIBLE BONDS
(Cost $1,068,879,502)
|
892,178,958
|
||
Government Obligations - 48.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Angola - 0.8%
|
|||
Angola Republic:
|
|||
8.25% 5/9/28 (b)
|
5,530,000
|
4,776,261
|
|
8.75% 4/14/32 (b)
|
2,770,000
|
2,220,737
|
|
9.375% 5/8/48 (b)
|
965,000
|
709,188
|
|
9.5% 11/12/25 (b)
|
7,880,000
|
7,691,510
|
|
TOTAL ANGOLA
|
15,397,696
|
||
Argentina - 2.4%
|
|||
Argentine Republic:
|
|||
0.75% 7/9/30 (f)
|
72,137,307
|
20,578,610
|
|
1% 7/9/29
|
8,355,564
|
2,290,427
|
|
3.5% 7/9/41 (f)
|
11,525,000
|
2,966,420
|
|
3.625% 7/9/35 (f)
|
32,722,842
|
8,114,610
|
|
4.25% 1/9/38 (f)
|
17,606,530
|
5,151,847
|
|
Buenos Aires Province 6.375% 9/1/37 (b)(f)
|
7,620,000
|
2,475,586
|
|
Provincia de Cordoba:
|
|||
6.875% 12/10/25 (b)
|
3,724,791
|
3,072,953
|
|
6.99% 6/1/27 (b)
|
5,681,546
|
4,245,592
|
|
TOTAL ARGENTINA
|
48,896,045
|
||
Armenia - 0.2%
|
|||
Republic of Armenia 3.6% 2/2/31 (b)
|
5,245,000
|
3,943,716
|
|
Bahamas (Nassau) - 0.1%
|
|||
Bahamian Republic 6% 11/21/28 (b)
|
3,180,000
|
2,603,021
|
|
Bahrain - 0.1%
|
|||
Bahrain Kingdom 5.625% 5/18/34 (b)
|
1,330,000
|
1,133,745
|
|
Barbados - 0.3%
|
|||
Barbados Government 6.5% 10/1/29 (b)
|
6,205,000
|
5,768,354
|
|
Benin - 0.1%
|
|||
Republic of Benin 4.875% 1/19/32 (b)
|
EUR
|
3,655,000
|
2,860,433
|
Bermuda - 0.7%
|
|||
Bermuda Government:
|
|||
2.375% 8/20/30 (b)
|
520,000
|
416,546
|
|
3.375% 8/20/50 (b)
|
1,825,000
|
1,135,004
|
|
3.717% 1/25/27 (b)
|
7,540,000
|
7,044,245
|
|
4.75% 2/15/29 (b)
|
4,160,000
|
3,930,742
|
|
5% 7/15/32 (b)
|
1,590,000
|
1,473,564
|
|
TOTAL BERMUDA
|
14,000,101
|
||
Brazil - 1.4%
|
|||
Brazilian Federative Republic:
|
|||
3.875% 6/12/30
|
6,795,000
|
5,912,262
|
|
6% 10/20/33
|
3,380,000
|
3,187,340
|
|
7.125% 1/20/37
|
6,420,000
|
6,435,023
|
|
8.25% 1/20/34
|
12,015,000
|
13,101,757
|
|
TOTAL BRAZIL
|
28,636,382
|
||
Chile - 1.4%
|
|||
Chilean Republic:
|
|||
2.45% 1/31/31
|
14,670,000
|
12,042,016
|
|
2.75% 1/31/27
|
2,835,000
|
2,600,319
|
|
3.1% 1/22/61
|
7,010,000
|
3,979,227
|
|
3.5% 1/31/34
|
2,180,000
|
1,799,394
|
|
4% 1/31/52
|
1,910,000
|
1,385,686
|
|
4.34% 3/7/42
|
2,815,000
|
2,269,369
|
|
5.33% 1/5/54
|
4,970,000
|
4,418,330
|
|
TOTAL CHILE
|
28,494,341
|
||
Colombia - 1.7%
|
|||
Colombian Republic:
|
|||
3% 1/30/30
|
11,350,000
|
8,687,177
|
|
3.125% 4/15/31
|
6,095,000
|
4,501,158
|
|
3.25% 4/22/32
|
3,005,000
|
2,156,328
|
|
4.125% 5/15/51
|
2,555,000
|
1,418,025
|
|
5% 6/15/45
|
9,880,000
|
6,477,921
|
|
5.2% 5/15/49
|
7,200,000
|
4,725,936
|
|
6.125% 1/18/41
|
440,000
|
344,854
|
|
7.375% 9/18/37
|
1,575,000
|
1,449,473
|
|
7.5% 2/2/34
|
2,055,000
|
1,937,146
|
|
8% 4/20/33
|
1,530,000
|
1,511,594
|
|
TOTAL COLOMBIA
|
33,209,612
|
||
Costa Rica - 0.5%
|
|||
Costa Rican Republic:
|
|||
5.625% 4/30/43 (b)
|
2,810,000
|
2,319,290
|
|
6.125% 2/19/31 (b)
|
4,530,000
|
4,364,474
|
|
6.55% 4/3/34 (b)
|
2,050,000
|
1,990,940
|
|
7% 4/4/44 (b)
|
585,000
|
552,199
|
|
TOTAL COSTA RICA
|
9,226,903
|
||
Dominican Republic - 2.2%
|
|||
Dominican Republic:
|
|||
4.5% 1/30/30 (b)
|
2,700,000
|
2,281,959
|
|
4.875% 9/23/32 (b)
|
13,500,000
|
10,957,815
|
|
5.875% 1/30/60 (b)
|
3,120,000
|
2,224,279
|
|
5.95% 1/25/27 (b)
|
6,410,000
|
6,194,880
|
|
6% 7/19/28 (b)
|
4,120,000
|
3,912,187
|
|
6.4% 6/5/49 (b)
|
1,825,000
|
1,439,451
|
|
6.5% 2/15/48 (b)
|
2,285,000
|
1,845,320
|
|
6.85% 1/27/45 (b)
|
3,435,000
|
2,915,113
|
|
6.875% 1/29/26 (b)
|
7,455,000
|
7,437,704
|
|
7.05% 2/3/31 (b)
|
2,235,000
|
2,155,814
|
|
7.45% 4/30/44 (b)
|
3,655,000
|
3,327,073
|
|
TOTAL DOMINICAN REPUBLIC
|
44,691,595
|
||
Ecuador - 0.4%
|
|||
Ecuador Republic:
|
|||
3.5% 7/31/35 (b)(f)
|
7,865,000
|
2,904,545
|
|
6% 7/31/30 (b)(f)
|
11,280,000
|
5,732,496
|
|
TOTAL ECUADOR
|
8,637,041
|
||
Egypt - 0.9%
|
|||
Arab Republic of Egypt:
|
|||
7.5% 1/31/27 (b)
|
7,635,000
|
5,494,680
|
|
7.5% 2/16/61 (b)
|
5,250,000
|
2,635,448
|
|
7.6003% 3/1/29 (b)
|
2,720,000
|
1,743,901
|
|
7.903% 2/21/48 (b)
|
4,875,000
|
2,489,078
|
|
8.5% 1/31/47 (b)
|
7,395,000
|
3,935,767
|
|
8.7002% 3/1/49 (b)
|
4,945,000
|
2,645,179
|
|
TOTAL EGYPT
|
18,944,053
|
||
El Salvador - 0.2%
|
|||
El Salvador Republic:
|
|||
6.375% 1/18/27 (b)
|
810,000
|
657,615
|
|
7.1246% 1/20/50 (b)
|
3,320,000
|
2,141,732
|
|
7.625% 2/1/41 (b)
|
935,000
|
637,277
|
|
TOTAL EL SALVADOR
|
3,436,624
|
||
Gabon - 0.2%
|
|||
Gabonese Republic 7% 11/24/31 (b)
|
4,080,000
|
3,026,340
|
|
Georgia - 0.2%
|
|||
Georgia Republic 2.75% 4/22/26 (b)
|
5,385,000
|
4,793,619
|
|
Ghana - 0.3%
|
|||
Ghana Republic:
|
|||
7.75% (b)(c)
|
6,220,000
|
2,740,905
|
|
8.627% (b)(c)
|
2,150,000
|
905,150
|
|
10.75% 10/14/30 (b)
|
4,745,000
|
3,172,744
|
|
TOTAL GHANA
|
6,818,799
|
||
Guatemala - 0.4%
|
|||
Guatemalan Republic:
|
|||
4.9% 6/1/30 (b)
|
2,510,000
|
2,275,792
|
|
5.375% 4/24/32 (b)
|
1,340,000
|
1,223,179
|
|
6.125% 6/1/50 (b)
|
2,620,000
|
2,253,881
|
|
6.6% 6/13/36 (b)
|
1,465,000
|
1,406,400
|
|
TOTAL GUATEMALA
|
7,159,252
|
||
Honduras - 0.1%
|
|||
Republic of Honduras 6.25% 1/19/27 (b)
|
1,065,000
|
1,000,035
|
|
Hungary - 0.6%
|
|||
Hungarian Republic:
|
|||
2.125% 9/22/31 (b)
|
2,190,000
|
1,610,636
|
|
3.125% 9/21/51 (b)
|
3,370,000
|
1,861,015
|
|
5.25% 6/16/29 (b)
|
3,080,000
|
2,939,367
|
|
5.5% 6/16/34 (b)
|
3,210,000
|
2,923,315
|
|
6.125% 5/22/28 (b)
|
2,280,000
|
2,270,766
|
|
TOTAL HUNGARY
|
11,605,099
|
||
Indonesia - 2.8%
|
|||
Indonesian Republic:
|
|||
3.2% 9/23/61
|
3,310,000
|
1,964,750
|
|
3.85% 10/15/30
|
3,790,000
|
3,392,808
|
|
4.1% 4/24/28
|
5,525,000
|
5,208,804
|
|
4.35% 1/11/48
|
4,095,000
|
3,246,721
|
|
5.125% 1/15/45 (b)
|
9,585,000
|
8,654,009
|
|
5.25% 1/17/42 (b)
|
3,965,000
|
3,669,211
|
|
5.95% 1/8/46 (b)
|
4,505,000
|
4,471,573
|
|
6.625% 2/17/37 (b)
|
821,000
|
870,835
|
|
6.75% 1/15/44 (b)
|
3,710,000
|
4,013,293
|
|
7.75% 1/17/38 (b)
|
8,865,000
|
10,372,050
|
|
8.5% 10/12/35 (b)
|
9,215,000
|
11,257,320
|
|
TOTAL INDONESIA
|
57,121,374
|
||
Israel - 0.2%
|
|||
Israeli State 3.375% 1/15/50
|
6,775,000
|
4,488,654
|
|
Ivory Coast - 0.7%
|
|||
Ivory Coast:
|
|||
5.875% 10/17/31 (b)
|
EUR
|
9,150,000
|
7,976,659
|
6.375% 3/3/28 (b)
|
5,505,000
|
5,138,367
|
|
TOTAL IVORY COAST
|
13,115,026
|
||
Jamaica - 0.1%
|
|||
Jamaican Government 7.875% 7/28/45
|
1,995,000
|
2,187,956
|
|
Jordan - 0.6%
|
|||
Jordanian Kingdom:
|
|||
4.95% 7/7/25 (b)
|
6,605,000
|
6,370,985
|
|
7.375% 10/10/47 (b)
|
1,240,000
|
1,016,031
|
|
7.5% 1/13/29 (b)
|
1,060,000
|
1,035,228
|
|
7.75% 1/15/28 (b)
|
3,350,000
|
3,327,455
|
|
TOTAL JORDAN
|
11,749,699
|
||
Kenya - 0.4%
|
|||
Republic of Kenya:
|
|||
6.3% 1/23/34 (b)
|
1,480,000
|
982,128
|
|
6.875% 6/24/24 (b)
|
1,930,000
|
1,782,683
|
|
7% 5/22/27 (b)
|
4,265,000
|
3,606,185
|
|
7.25% 2/28/28 (b)
|
1,010,000
|
810,717
|
|
8% 5/22/32 (b)
|
1,210,000
|
937,750
|
|
TOTAL KENYA
|
8,119,463
|
||
Lebanon - 0.1%
|
|||
Lebanese Republic:
|
|||
5.8% (c)
|
7,337,000
|
583,937
|
|
6.375% (c)
|
9,133,000
|
730,275
|
|
TOTAL LEBANON
|
1,314,212
|
||
Mexico - 2.5%
|
|||
United Mexican States:
|
|||
2.659% 5/24/31
|
5,750,000
|
4,538,993
|
|
3.25% 4/16/30
|
7,105,000
|
6,037,474
|
|
3.5% 2/12/34
|
6,600,000
|
5,154,732
|
|
3.75% 4/19/71
|
9,095,000
|
5,147,770
|
|
4.5% 4/22/29
|
3,880,000
|
3,611,388
|
|
4.875% 5/19/33
|
3,625,000
|
3,244,520
|
|
5.75% 10/12/2110
|
9,700,000
|
7,695,204
|
|
6.05% 1/11/40
|
7,695,000
|
7,100,715
|
|
6.338% 5/4/53
|
3,010,000
|
2,731,575
|
|
6.35% 2/9/35
|
4,645,000
|
4,535,332
|
|
TOTAL MEXICO
|
49,797,703
|
||
Morocco - 0.2%
|
|||
Moroccan Kingdom 6.5% 9/8/33 (b)
|
4,925,000
|
4,831,327
|
|
Nigeria - 0.9%
|
|||
Republic of Nigeria:
|
|||
6.125% 9/28/28 (b)
|
9,170,000
|
7,287,766
|
|
6.5% 11/28/27 (b)
|
2,250,000
|
1,873,890
|
|
7.143% 2/23/30 (b)
|
3,780,000
|
2,976,145
|
|
7.625% 11/21/25 (b)
|
5,150,000
|
4,917,220
|
|
7.696% 2/23/38 (b)
|
2,930,000
|
2,042,650
|
|
TOTAL NIGERIA
|
19,097,671
|
||
Oman - 1.8%
|
|||
Sultanate of Oman:
|
|||
5.375% 3/8/27 (b)
|
1,305,000
|
1,269,948
|
|
5.625% 1/17/28 (b)
|
15,315,000
|
14,894,144
|
|
6% 8/1/29 (b)
|
5,765,000
|
5,644,339
|
|
6.25% 1/25/31 (b)
|
3,725,000
|
3,673,930
|
|
6.5% 3/8/47 (b)
|
1,235,000
|
1,100,447
|
|
6.75% 1/17/48 (b)
|
9,840,000
|
9,018,458
|
|
7% 1/25/51 (b)
|
1,060,000
|
996,464
|
|
TOTAL OMAN
|
36,597,730
|
||
Pakistan - 0.2%
|
|||
Islamic Republic of Pakistan:
|
|||
6% 4/8/26 (b)
|
7,700,000
|
3,959,494
|
|
6.875% 12/5/27 (b)
|
1,375,000
|
694,348
|
|
TOTAL PAKISTAN
|
4,653,842
|
||
Panama - 1.0%
|
|||
Panamanian Republic:
|
|||
2.252% 9/29/32
|
4,545,000
|
3,278,172
|
|
3.298% 1/19/33
|
4,785,000
|
3,727,276
|
|
3.87% 7/23/60
|
6,405,000
|
3,673,268
|
|
4.5% 5/15/47
|
2,710,000
|
1,904,453
|
|
4.5% 4/16/50
|
8,410,000
|
5,714,175
|
|
6.853% 3/28/54
|
1,865,000
|
1,731,018
|
|
TOTAL PANAMA
|
20,028,362
|
||
Paraguay - 0.4%
|
|||
Republic of Paraguay:
|
|||
2.739% 1/29/33 (b)
|
2,485,000
|
1,883,208
|
|
4.95% 4/28/31 (b)
|
5,505,000
|
5,076,601
|
|
5.4% 3/30/50 (b)
|
2,220,000
|
1,745,808
|
|
TOTAL PARAGUAY
|
8,705,617
|
||
Peru - 0.6%
|
|||
Peruvian Republic:
|
|||
2.783% 1/23/31
|
6,840,000
|
5,588,896
|
|
3% 1/15/34
|
4,725,000
|
3,626,249
|
|
3.3% 3/11/41
|
4,220,000
|
2,915,640
|
|
TOTAL PERU
|
12,130,785
|
||
Philippines - 0.7%
|
|||
Philippine Republic:
|
|||
2.65% 12/10/45
|
3,525,000
|
2,116,093
|
|
2.95% 5/5/45
|
1,655,000
|
1,054,682
|
|
5.5% 1/17/48
|
1,885,000
|
1,770,449
|
|
5.609% 4/13/33
|
3,205,000
|
3,206,795
|
|
5.95% 10/13/47
|
5,120,000
|
5,076,070
|
|
TOTAL PHILIPPINES
|
13,224,089
|
||
Poland - 0.4%
|
|||
Bank Gospodarstwa Krajowego 5.375% 5/22/33 (b)
|
1,855,000
|
1,743,700
|
|
Polish Government:
|
|||
5.5% 4/4/53
|
2,090,000
|
1,886,392
|
|
5.75% 11/16/32
|
4,375,000
|
4,379,200
|
|
TOTAL POLAND
|
8,009,292
|
||
Qatar - 2.6%
|
|||
State of Qatar:
|
|||
3.75% 4/16/30 (b)
|
16,145,000
|
15,035,839
|
|
4% 3/14/29 (b)
|
3,700,000
|
3,519,736
|
|
4.4% 4/16/50 (b)
|
13,395,000
|
10,892,144
|
|
4.625% 6/2/46 (b)
|
6,030,000
|
5,221,618
|
|
4.817% 3/14/49 (b)
|
9,275,000
|
8,040,405
|
|
5.103% 4/23/48 (b)
|
6,810,000
|
6,147,864
|
|
9.75% 6/15/30 (b)
|
3,415,000
|
4,319,634
|
|
TOTAL QATAR
|
53,177,240
|
||
Romania - 0.8%
|
|||
Romanian Republic:
|
|||
3% 2/27/27 (b)
|
5,066,000
|
4,601,448
|
|
3.375% 1/28/50 (Reg. S)
|
EUR
|
1,830,000
|
1,138,456
|
3.624% 5/26/30 (b)
|
EUR
|
2,590,000
|
2,347,827
|
3.625% 3/27/32 (b)
|
5,066,000
|
4,109,387
|
|
4% 2/14/51 (b)
|
1,510,000
|
957,506
|
|
6.625% 2/17/28 (b)
|
2,280,000
|
2,307,269
|
|
TOTAL ROMANIA
|
15,461,893
|
||
Rwanda - 0.2%
|
|||
Rwanda Republic 5.5% 8/9/31 (b)
|
6,380,000
|
4,928,167
|
|
Saudi Arabia - 1.6%
|
|||
Kingdom of Saudi Arabia:
|
|||
2.25% 2/2/33 (b)
|
7,655,000
|
5,847,348
|
|
3.45% 2/2/61 (b)
|
11,380,000
|
6,946,238
|
|
3.625% 3/4/28 (b)
|
3,515,000
|
3,270,778
|
|
3.75% 1/21/55 (b)
|
5,235,000
|
3,464,052
|
|
4.5% 10/26/46 (b)
|
6,920,000
|
5,443,895
|
|
4.5% 4/22/60 (b)
|
2,545,000
|
1,949,343
|
|
4.625% 10/4/47 (b)
|
3,295,000
|
2,610,629
|
|
5% 1/18/53 (b)
|
3,780,000
|
3,132,751
|
|
TOTAL SAUDI ARABIA
|
32,665,034
|
||
Senegal - 0.1%
|
|||
Republic of Senegal 6.25% 5/23/33 (b)
|
3,495,000
|
2,797,957
|
|
Serbia - 0.3%
|
|||
Republic of Serbia 2.125% 12/1/30 (b)
|
7,675,000
|
5,633,066
|
|
South Africa - 0.8%
|
|||
South African Republic:
|
|||
4.85% 9/27/27
|
2,890,000
|
2,664,609
|
|
4.85% 9/30/29
|
2,510,000
|
2,149,037
|
|
5% 10/12/46
|
4,045,000
|
2,494,835
|
|
5.65% 9/27/47
|
1,905,000
|
1,267,530
|
|
5.75% 9/30/49
|
6,320,000
|
4,186,684
|
|
5.875% 4/20/32
|
2,895,000
|
2,458,000
|
|
TOTAL SOUTH AFRICA
|
15,220,695
|
||
Sri Lanka - 0.3%
|
|||
Democratic Socialist Republic of Sri Lanka:
|
|||
6.2% (b)(c)
|
2,685,000
|
1,234,187
|
|
6.825% (b)(c)
|
1,595,000
|
759,481
|
|
7.55% (b)(c)
|
2,630,000
|
1,212,982
|
|
7.85% (b)(c)
|
5,665,000
|
2,610,772
|
|
TOTAL SRI LANKA
|
5,817,422
|
||
Turkey - 3.8%
|
|||
Turkish Republic:
|
|||
4.25% 4/14/26
|
8,635,000
|
7,893,772
|
|
4.75% 1/26/26
|
10,970,000
|
10,224,918
|
|
4.875% 10/9/26
|
4,595,000
|
4,207,963
|
|
4.875% 4/16/43
|
8,935,000
|
5,652,638
|
|
5.125% 2/17/28
|
5,960,000
|
5,312,148
|
|
5.25% 3/13/30
|
2,170,000
|
1,799,386
|
|
5.75% 5/11/47
|
4,490,000
|
3,033,803
|
|
6% 3/25/27
|
1,900,000
|
1,769,869
|
|
6% 1/14/41
|
4,650,000
|
3,427,980
|
|
6.125% 10/24/28
|
3,895,000
|
3,552,435
|
|
6.625% 2/17/45
|
3,200,000
|
2,440,160
|
|
9.125% 7/13/30
|
2,030,000
|
2,035,704
|
|
9.375% 3/14/29
|
4,950,000
|
5,070,384
|
|
9.375% 1/19/33
|
8,440,000
|
8,573,858
|
|
9.875% 1/15/28
|
10,335,000
|
10,874,487
|
|
TOTAL TURKEY
|
75,869,505
|
||
Ukraine - 0.9%
|
|||
Ukraine Government:
|
|||
6.876% 5/21/31 (b)
|
1,910,000
|
496,600
|
|
7.253% 3/15/35 (b)
|
6,695,000
|
1,750,743
|
|
7.375% 9/25/34 (b)
|
3,310,000
|
865,565
|
|
7.75% 9/1/24 (b)
|
9,062,000
|
3,058,425
|
|
7.75% 9/1/25 (b)
|
12,525,000
|
4,101,938
|
|
7.75% 9/1/26 (b)
|
15,415,000
|
4,547,425
|
|
7.75% 9/1/28 (b)
|
2,195,000
|
625,575
|
|
7.75% 9/1/29 (b)
|
1,360,000
|
386,240
|
|
7.75% 8/1/41 (b)(d)
|
4,080,000
|
1,866,600
|
|
TOTAL UKRAINE
|
17,699,111
|
||
United Arab Emirates - 1.7%
|
|||
Abu Dhabi National Energy Co. PJSC 4.375% 1/24/29 (b)
|
3,095,000
|
2,955,725
|
|
Emirate of Abu Dhabi:
|
|||
3% 9/15/51 (b)
|
4,875,000
|
3,044,389
|
|
3.125% 9/30/49 (b)
|
22,460,000
|
14,579,235
|
|
3.875% 4/16/50 (b)
|
7,190,000
|
5,376,970
|
|
Emirate of Dubai:
|
|||
3.9% 9/9/50 (Reg. S)
|
7,730,000
|
5,252,767
|
|
5.25% 1/30/43 (Reg. S)
|
3,380,000
|
3,007,051
|
|
TOTAL UNITED ARAB EMIRATES
|
34,216,137
|
||
United States of America - 4.6%
|
|||
U.S. Treasury Bonds:
|
|||
2.875% 5/15/52
|
45,024,000
|
31,923,043
|
|
3.25% 5/15/42
|
13,692,000
|
10,910,813
|
|
3.625% 2/15/53
|
28,221,000
|
23,339,649
|
|
U.S. Treasury Notes:
|
|||
2.875% 5/15/32
|
11,298,000
|
9,917,084
|
|
3.625% 3/31/30
|
9,786,000
|
9,230,568
|
|
3.75% 5/31/30
|
2,079,000
|
1,973,751
|
|
4% 2/28/30
|
5,019,000
|
4,840,198
|
|
TOTAL UNITED STATES OF AMERICA
|
92,135,106
|
||
Uruguay - 0.3%
|
|||
Uruguay Republic 5.1% 6/18/50
|
7,730,000
|
6,849,167
|
|
Uzbekistan - 0.2%
|
|||
Republic of Uzbekistan:
|
|||
3.7% 11/25/30 (b)
|
1,300,000
|
1,014,559
|
|
3.9% 10/19/31 (b)
|
4,325,000
|
3,364,504
|
|
TOTAL UZBEKISTAN
|
4,379,063
|
||
Venezuela - 0.2%
|
|||
Venezuelan Republic:
|
|||
9.25% (c)
|
32,390,000
|
3,158,025
|
|
11.95% (Reg. S) (c)
|
14,080,000
|
1,372,800
|
|
12.75% (c)
|
2,705,000
|
263,738
|
|
TOTAL VENEZUELA
|
4,794,563
|
||
Vietnam - 0.7%
|
|||
Vietnamese Socialist Republic 5.5% 3/12/28
|
15,136,033
|
14,411,017
|
|
Zambia - 0.1%
|
|||
Republic of Zambia 8.97% (b)(c)
|
3,570,000
|
1,933,119
|
|
|
TOTAL GOVERNMENT OBLIGATIONS
(Cost $1,205,426,244)
|
967,443,870
|
||
Common Stocks - 0.0%
|
|||
Shares
|
Value ($)
|
||
Kazakhstan - 0.0%
|
|||
Nostrum Oil & Gas LP warrants (e)(g)
(Cost $0)
|
521,171
|
5
|
|
Preferred Securities - 3.7%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
Brazil - 0.5%
|
|||
Banco Do Brasil SA 6.25% (b)(d)(h)
|
6,305,000
|
5,818,885
|
|
Cosan Overseas Ltd. 8.25% (h)
|
4,526,000
|
4,504,456
|
|
TOTAL BRAZIL
|
10,323,341
|
||
Georgia - 0.1%
|
|||
Georgia Bank Joint Stock Co. 11.125% (Reg. S) (d)(h)
|
1,300,000
|
1,282,281
|
|
Hong Kong - 0.3%
|
|||
CAS Capital No 1 Ltd. 4% (Reg. S) (d)(h)
|
6,970,000
|
5,610,850
|
|
India - 0.4%
|
|||
Network i2i Ltd.:
|
|||
3.975% (b)(d)(h)
|
2,640,000
|
2,399,786
|
|
5.65% (b)(d)(h)
|
6,338,000
|
6,141,078
|
|
TOTAL INDIA
|
8,540,864
|
||
Kuwait - 0.3%
|
|||
NBK Tier 1 Financing 2 Ltd. 4.5% (b)(d)(h)
|
5,155,000
|
4,733,527
|
|
NBK Tier 1 Ltd. 3.625% (b)(d)(h)
|
2,595,000
|
2,245,454
|
|
TOTAL KUWAIT
|
6,978,981
|
||
Mexico - 1.5%
|
|||
Banco Mercantil del Norte SA:
|
|||
6.75% (b)(d)(h)
|
3,645,000
|
3,521,981
|
|
7.625% (b)(d)(h)
|
6,665,000
|
6,136,199
|
|
BBVA Bancomer SA Texas Branch:
|
|||
5.125% 1/18/33 (b)(d)
|
2,725,000
|
2,337,505
|
|
5.35% 11/12/29 (b)(d)
|
2,030,000
|
1,956,453
|
|
8.45% 6/29/38 (b)(d)
|
3,050,000
|
3,006,072
|
|
CEMEX S.A.B. de CV:
|
|||
5.125% (b)(d)(h)
|
9,220,000
|
8,571,834
|
|
9.125% (b)(d)(h)
|
3,765,000
|
3,906,188
|
|
TOTAL MEXICO
|
29,436,232
|
||
Russia - 0.0%
|
|||
Alfa Bond Issuance PLC 6.95% (Reg. S) (c)(d)(e)(h)
|
982,000
|
49,100
|
|
Tinkoff Credit Systems 6% (b)(c)(d)(e)(h)
|
2,960,000
|
148,000
|
|
TOTAL RUSSIA
|
197,100
|
||
United Arab Emirates - 0.6%
|
|||
DP World Salaam 6% (Reg. S) (d)(h)
|
6,250,000
|
6,153,875
|
|
Emirates NBD Bank PJSC 6.125% (Reg. S) (d)(h)
|
6,975,000
|
6,869,957
|
|
TOTAL UNITED ARAB EMIRATES
|
13,023,832
|
||
|
TOTAL PREFERRED SECURITIES
(Cost $83,958,314)
|
75,393,481
|
||
Money Market Funds - 2.2%
|
|||
Shares
|
Value ($)
|
||
Fidelity Cash Central Fund 5.39% (i)
(Cost $44,558,138)
|
44,549,721
|
44,558,630
|
|
|
TOTAL INVESTMENT IN SECURITIES - 98.2%
(Cost $2,402,822,198)
|
1,979,574,944
|
NET OTHER ASSETS (LIABILITIES) - 1.8%
|
35,896,931
|
NET ASSETS - 100.0%
|
2,015,471,875
|
EUR
|
-
|
European Monetary Unit
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,286,871,285 or 63.8% of net assets.
|
(c)
|
Non-income producing - Security is in default.
|
(d)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(e)
|
Level 3 security
|
(f)
|
Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.
|
(g)
|
Non-income producing
|
(h)
|
Security is perpetual in nature with no stated maturity date.
|
(i)
|
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
% ownership,
end
of period
|
Fidelity Cash Central Fund 5.39%
|
48,702,360
|
629,179,331
|
633,323,061
|
1,517,281
|
-
|
-
|
44,558,630
|
0.1%
|
Total
|
48,702,360
|
629,179,331
|
633,323,061
|
1,517,281
|
-
|
-
|
44,558,630
|
|