- 有報資料
- 54項目
有価証券報告書(内国投資信託受益証券)-第24期(平成27年12月8日-平成28年6月7日)
LA米国ドル建てハイイールド債マザーファンド
なお、以下に記載した情報は監査の対象外であります。
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引等に関する注記)
附属明細表
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
なお、以下に記載した情報は監査の対象外であります。
貸借対照表
| (平成28年 6月 7日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 1,888,085,283 |
| コール・ローン | 687,488,212 |
| 株式 | 449,353,086 |
| 社債券 | 107,560,134,886 |
| 派生商品評価勘定 | 11,824,340 |
| 未収入金 | 1,241,543,856 |
| 未収利息 | 1,554,491,703 |
| 前払費用 | 138,785,055 |
| 流動資産合計 | 113,531,706,421 |
| 資産合計 | 113,531,706,421 |
| 負債の部 | |
| 流動負債 | |
| 未払金 | 1,900,138,148 |
| 未払解約金 | 784,100,000 |
| 未払利息 | 1,730 |
| 流動負債合計 | 2,684,239,878 |
| 負債合計 | 2,684,239,878 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 45,531,409,240 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 65,316,057,303 |
| 元本等合計 | 110,847,466,543 |
| 純資産合計 | 110,847,466,543 |
| 負債純資産合計 | 113,531,706,421 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 項目 | (自 平成27年12月 8日 至 平成28年 6月 7日) |
| 1有価証券の評価基準及び評価方法 | 株式、社債券 |
| 原則として時価で評価しております。 | |
| 2派生商品等の評価基準及び評価方法 | 為替予約取引 |
| 原則として時価で評価しております。 | |
| 3外貨建資産・負債の本邦通貨への換算基準 | 信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算し、為替予約の評価は計算期間末日に残高がある場合、原則として、わが国における計算期間末日の対顧客先物売買相場の仲値によって計算しております。 |
| 4収益・費用の計上基準 | 有価証券売買等損益及び為替差損益 |
| 約定日基準で計上しております。 |
| (貸借対照表に関する注記) |
| 項目 | (平成28年 6月 7日現在) | ||
| 1 | 計算期間末日における受益権の総数 | 45,531,409,240口 | |
| 2 | 計算期間末日における1単位当たりの純資産の額 | 1口当たり純資産の額 | 2.4345円 |
| (1万口当たり純資産の額) | (24,345円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 項目 | (自 平成27年12月 8日 至 平成28年 6月 7日) |
| 1金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める投資を目的とする証券投資信託であり、証券投資信託約款および投資ガイドラインに基づいて運用しております。 |
| 2金融商品の内容及び当該金融商品に係るリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 なお、詳細は附属明細表をご参照下さい。 これらは、市場リスク(価格変動リスク、為替変動リスク、金利変動リスク)、信用リスク、及び流動性リスクを有しております。 また、当ファンドは、外貨建証券の売買等の決済に伴い必要となる外貨の売買のために、為替予約取引を行っております。 |
| 3金融商品に係るリスク管理体制 | 運用部門がポジション管理を行っておりますが、取引の執行・記録・管理については、トレーディング部門が行っております。また、コンプライアンス・リスク管理部門においてデリバティブに関する法令・約款など運用に関する諸規則の遵守状況のチェックを行うとともにポートフォリオのリスク状況の分析・チェックを行い、上記プロセスを通じ、適正なリスク管理が行われているかをチェックし、必要に応じて関連部署へ報告、注意、勧告を行っております。 なお具体的には以下のリスクの管理を行っております。 ①市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析・把握し、投資方針に沿っているか等の管理を行っております。 ②信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集・分析を常時継続し、格付等の信用度に応じた組入制限等の管理を行っております。 ③流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行っております。 |
| 4金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には、合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等については、その金額自体がデリバティブ取引に係る市場リスクを示すものではありません。 |
| 2.金融商品の時価等に関する事項 |
| 項目 | (平成28年 6月 7日現在) |
| 1貸借対照表日における貸借対照表の科目ごとの計上額・時価・時価との差額 | 貸借対照表に計上している金融商品は、原則として時価評価としているため、貸借対照表計上額と時価との差額はありません。 |
| 2貸借対照表の科目ごとの時価の算定方法 | (1)有価証券 |
| 株式、社債券 | |
| ①わが国の金融商品取引所または海外取引所に上場されている有価証券 当該有価証券については、原則として上記の取引所における計算期間末日の最終相場(外貨建証券の場合は計算期間末日において知りうる直近の日の最終相場)で評価しております。 ②わが国の金融商品取引所または海外取引所に上場されていない有価証券 当該有価証券については、原則として、日本証券業協会が発表する売買参考統計値(平均値)(外貨建証券を除く)、金融商品取引業者、銀行等の提示する価額(売気配相場を除く)または価格情報会社の提供する価額のいずれかから入手した価額で評価しております。 ③時価が入手できなかった有価証券 適正な評価額を入手できない場合または入手した評価額が時価と認定できない事由が認められた場合は、委託会社が忠実義務に基づいて合理的事由をもって時価と認めた価額もしくは受託者と協議のうえ両者が合理的事由をもって時価と認めた価額で評価しております。 | |
| (2)デリバティブ取引 | |
| 為替予約取引 | |
| デリバティブ取引等に関する注記に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| コール・ローン等の金銭債権及び金銭債務は短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額を時価としております。 |
(有価証券に関する注記)
| ① 売買目的有価証券 |
| (自 平成27年12月 8日 至 平成28年 6月 7日) |
| 種類 | 当計算期間の損益に含まれた評価差額 (円) |
| 株式 | 83,334,934 |
| 社債券 | 3,263,808,005 |
| 合計 | 3,347,142,939 |
(デリバティブ取引等に関する注記)
| ヘッジ会計が適用されていないデリバティブ取引 |
| (通貨関連) |
| (平成28年 6月 7日現在) |
| 区分 | 種類 | 契約額等(円) | 時価(円) | 評価損益(円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 売建 | 774,151,340 | - | 762,327,000 | 11,824,340 | |
| 米・ドル | 774,151,340 | - | 762,327,000 | 11,824,340 | |
| 合計 | 774,151,340 | - | 762,327,000 | 11,824,340 | |
| (注)時価の算定方法 |
| (1) 計算期間末日に対顧客先物売買相場の仲値が発表されている外貨については、以下のように評価しております。 |
| ①計算期間末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。 |
| ②計算期間末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算期間末日に為替予約の受渡日を超える対顧客先物売買相場が発表されている場合には、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算しております。 |
| ・計算期間末日に為替予約の受渡日を超える対顧客先物売買相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物売買相場の仲値を用いております。 |
| (2) 計算期間末日に対顧客先物売買相場の仲値が発表されていない外貨については、計算期間末日の対顧客電信売買相場の仲値で評価しております。 |
| (その他の注記) |
| 期別 項目 | (平成28年 6月 7日現在) |
| 期首 | 平成27年12月 8日 |
| 親投資信託の期首における元本額 | 48,625,397,483円 |
| 期中追加設定元本額 | 1,550,064,034円 |
| 期中一部解約元本額 | 4,644,052,277円 |
| 期末元本額及びその内訳として当該親投資信託受益証券を投資対象とする委託者指図型投資信託ごとの元本額 | |
| 期末元本額 | 45,531,409,240円 |
| みずほUSハイイールドオープンAコース(為替ヘッジあり) | 12,460,655,205円 |
| みずほUSハイイールドオープンBコース(為替ヘッジなし) | 32,223,242,861円 |
| みずほUSハイイールドファンド | 241,588,763円 |
| MHAM USハイイールドファンド(毎月決算型) | 495,455,548円 |
| みずほUSハイイールドオープン(年1回決算型)為替ヘッジあり | 62,152,466円 |
| みずほUSハイイールドオープン(年1回決算型)為替ヘッジなし | 48,314,397円 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
| (平成28年 6月 7日現在) |
| 通貨 | 銘柄 | 株式数 | 評価額 | 備考 | |
| 単価 | 金額 | ||||
| 米・ドル | UC HOLDINGS INC | 144,300 | 29.00 | 4,184,700.00 | |
| 小計 | 銘柄数:1 | 144,300 | 4,184,700.00 | ||
| (449,353,086) | |||||
| 組入時価比率:0.4% | 100.0% | ||||
| 合 計 | 144,300 | 449,353,086 | |||
| (449,353,086) | |||||
| (注1)比率は左より組入時価の純資産総額に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (注2)通貨種類毎の小計欄の( )内は、邦貨換算額であります。 |
| (注3)合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。 |
| (2)株式以外の有価証券 |
| (平成28年 6月 7日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米・ドル | 1011778 BC/NEW RED 6% | 1,225,000.00 | 1,273,234.37 | |
| ABC SUPPLY 5.75% | 1,403,000.00 | 1,459,120.00 | |||
| ACADIA HEALTHCARE 5.625% | 1,899,000.00 | 1,929,621.37 | |||
| ACADIA HEALTHCARE 6.125% | 1,117,000.00 | 1,160,144.12 | |||
| ACADIA HEALTHCARE 6.5% | 377,000.00 | 393,022.50 | |||
| ADS TACTICAL INC 11% | 1,054,000.00 | 1,090,890.00 | |||
| ADS WASTE HOLDINGS 8.25% | 1,091,000.00 | 1,126,457.50 | |||
| ADVANCED MICRO 7.5% | 2,655,000.00 | 2,296,575.00 | |||
| AECOM 5.875% | 1,049,000.00 | 1,107,345.38 | |||
| AERCAP IRELAND 5% | 1,594,000.00 | 1,677,685.00 | |||
| AEROJET ROCKET 7.125% | 1,947,000.00 | 2,054,085.00 | |||
| AES CORP/VA 5.5% | 807,000.00 | 815,070.00 | |||
| AES CORP/VA 7.375% | 530,000.00 | 605,525.00 | |||
| AES RED OAK LLC 9.2% | 1,500,000.00 | 1,560,000.00 | |||
| AFREN PLC 10.25% | 1,951,671.98 | 19,516.71 | |||
| AFREN PLC 11.5% | 3,439,821.86 | 34,398.21 | |||
| AFREN PLC 6.625% | 2,171,235.07 | 21,712.35 | |||
| AHERN RENTALS INC 7.375% | 1,379,000.00 | 1,027,355.00 | |||
| AIR CANADA 5% SI | 3,500,000.00 | 3,416,875.00 | |||
| AIR CANADA 7.75% | 1,164,000.00 | 1,216,380.00 | |||
| AIR CANADA 8.75% | 1,494,000.00 | 1,615,387.50 | |||
| AIR MEDICAL MERGER6.375% | 2,250,000.00 | 2,188,125.00 | |||
| AK STEEL CORP 8.75% | 2,874,000.00 | 2,953,035.00 | |||
| ALAMOS GOLD INC 7.75% | 2,385,000.00 | 2,307,487.50 | |||
| ALERIS INTL INC 7.875% | 1,148,000.00 | 1,015,980.00 | |||
| ALERIS INTL INC 9.5% | 2,025,000.00 | 2,098,406.25 | |||
| ALLEGHENY TECH 5.95% | 588,000.00 | 485,100.00 | |||
| ALLEGION PLC 5.875% | 1,029,000.00 | 1,093,312.50 | |||
| ALLIANCE DATA SYS 5.375% | 2,265,000.00 | 2,208,375.00 | |||
| ALLIANCE DATA SYS 6.375% | 1,427,000.00 | 1,464,458.75 | |||
| ALLY FINANCIAL INC 5.75% | 3,987,000.00 | 4,066,740.00 | |||
| ALLY FINANCIAL INC 8% | 1,300,000.00 | 1,530,750.00 | |||
| ALTICE FINCO SA 8.125% | 2,325,000.00 | 2,313,375.00 | |||
| ALTICE SA 6.625% | 1,600,000.00 | 1,604,000.00 | |||
| ALTICE SA 7.75% | 2,467,000.00 | 2,528,675.00 | |||
| ALTRA INDUSTRIAL 2.75% | 893,000.00 | 1,050,949.37 | ※ | ||
| AMC NETWORKS 4.75% | 6,152,000.00 | 6,205,830.00 | |||
| AMERICAN ENERGY 13% | 1,269,000.00 | 1,440,315.00 | |||
| AMERICAN EQUITY 6.625% | 1,924,000.00 | 1,981,720.00 | |||
| AMERICAN TIRE 10.25% | 1,108,000.00 | 969,500.00 | |||
| AMSURG 5.625% | 1,525,000.00 | 1,570,750.00 | |||
| AMSURG 5.625% | 1,390,000.00 | 1,415,888.75 | |||
| ANGLO AMERICAN 3.625% | 731,000.00 | 706,328.75 | |||
| ANGLO AMERICAN 4.875% | 224,000.00 | 203,840.00 | |||
| ANGLO AMERICAN 9.375% | 1,447,000.00 | 1,642,345.00 | |||
| APEX TOOL GROUP 7% | 1,313,000.00 | 1,162,005.00 | |||
| APX GROUP INC 8.75% | 1,725,000.00 | 1,574,062.50 | |||
| ARCELORMITTAL 6.125% | 8,134,000.00 | 7,981,487.50 | |||
| ARDAGH PKG FIN 4.625% | 1,133,000.00 | 1,130,167.50 | |||
| ARDAGH PKG FIN 7.25% | 1,385,000.00 | 1,430,012.50 | |||
| ARGOS MERGER SUB 7.125% | 3,175,000.00 | 3,238,500.00 | |||
| ASHLAND INC 6.875% | 1,787,000.00 | 1,778,065.00 | |||
| ASHTON WOODS USA 6.875% | 1,774,000.00 | 1,574,425.00 | |||
| ASPECT SOFTWARE 10.625% | 969,000.00 | 3,633.75 | |||
| ASSOCIATED ASPHALT 8.5% | 1,443,000.00 | 1,468,252.50 | |||
| ATWOOD OCEANICS INC 6.5% | 1,225,000.00 | 753,375.00 | |||
| AUTOMATION TOOLING 6.5% | 961,000.00 | 992,232.50 | |||
| BAKER CORP 8.25% MC | 779,000.00 | 634,885.00 | |||
| BANKUNITED 4.875% | 3,290,000.00 | 3,347,887.55 | |||
| BELO(A.H.)CORP 7.25% | 2,200,000.00 | 2,277,000.00 | |||
| BI-LO LLC/BI 9.25% | 1,046,000.00 | 933,555.00 | |||
| BILL BARRETT CORP 7% | 1,985,000.00 | 1,439,125.00 | |||
| BLOCK COMMUNICATION7.25% | 1,490,000.00 | 1,516,075.00 | |||
| BLUE COAT HOLDINGS8.375% | 963,000.00 | 1,042,640.10 | |||
| BLUE CUBE SPINCO 10% | 2,621,000.00 | 3,079,675.00 | |||
| BLUE RACER MID 6.125% | 170,000.00 | 155,975.00 | |||
| BLUELINE RENTAL FIN 7% | 623,000.00 | 527,992.50 | |||
| BLUESCOPE STEEL 6.5% | 1,869,000.00 | 1,920,397.50 | |||
| BONANZA CREEK ENER 6.75% | 3,062,000.00 | 1,270,730.00 | |||
| BOYD GAMING CORP 6.875% | 1,850,000.00 | 1,974,875.00 | |||
| BRAND ENERGY & INFRA8.5% | 1,400,000.00 | 1,337,000.00 | |||
| BRASKEM FINANCE 6.45% | 411,000.00 | 406,376.25 | |||
| BROADSOFT INC 1% | 1,700,000.00 | 2,178,125.00 | ※ | ||
| BROOKFIELD RESIDENTI6.5% | 1,578,000.00 | 1,593,780.00 | |||
| BRUNSWICK CORP 4.625% | 1,470,000.00 | 1,492,050.00 | |||
| BUILDERS FIRSTSOUR10.75% | 772,000.00 | 843,410.00 | |||
| BUILDERS FIRSTSOUR7.625% | 1,056,000.00 | 1,108,800.00 | |||
| BUILDING MATERIALS 6% | 719,000.00 | 767,532.50 | |||
| BUILDING MATERIALS5.375% | 2,573,000.00 | 2,643,757.50 | |||
| BUMBLE BEE HOLDINGS 9% | 1,407,000.00 | 1,431,622.50 | |||
| BWAY HOLDING 9.125% | 1,065,000.00 | 1,033,050.00 | |||
| CABLEVISION SYSTEM5.875% | 3,215,000.00 | 2,933,687.50 | |||
| CAESARS ENT RESORT 11% | 2,705,000.00 | 2,623,850.00 | |||
| CAESARS ENT RESORT 8% | 1,000,000.00 | 1,020,000.00 | |||
| CAESARS GROW PROP 9.375% | 1,686,000.00 | 1,576,410.00 | |||
| CALERES INC 6.25% | 792,000.00 | 811,800.00 | |||
| CANADIAN OIL SANDS 4.5% | 919,000.00 | 919,753.58 | |||
| CARLSON TRAVEL 7.5%(PIK) | 1,125,000.00 | 1,094,062.50 | |||
| CARMIKE CINEMAS INC 6% | 938,000.00 | 987,245.00 | |||
| CARRIZO OIL & GAS 6.25% | 1,838,000.00 | 1,805,835.00 | |||
| CARRIZO OIL & GAS 7.5% | 1,193,000.00 | 1,213,877.50 | |||
| CARROLS RESTAURANT 8% | 2,052,000.00 | 2,234,115.00 | |||
| CCM MERGER INC 9.125% | 1,117,000.00 | 1,171,674.91 | |||
| CCO HLDGS LLC 5.875% | 4,642,000.00 | 4,850,890.00 | |||
| CCO HLDGS LLC/CAP 5.125% | 2,727,000.00 | 2,771,313.75 | |||
| CDW LLC/CDW FINANCE 5.5% | 1,200,000.00 | 1,239,000.00 | |||
| CDW LLC/CDW FINANCE 5% | 1,775,000.00 | 1,792,750.00 | |||
| CDW LLC/CDW FINANCE 6% | 648,000.00 | 682,020.00 | |||
| CEC ENTERTAINMENT 8% | 1,600,000.00 | 1,532,000.00 | |||
| CEDAR FAIR LP/CAN 5.375% | 1,890,000.00 | 1,979,775.00 | |||
| CELANESE US HOL 5.875% | 1,780,000.00 | 1,949,100.00 | |||
| CEMEX FINANCE 6% | 2,272,000.00 | 2,254,960.00 | |||
| CEMEX SAB DE CV 3.72% | 1,131,000.00 | 1,065,260.62 | ※ | ||
| CENGAGE LEARNING 9.5% | 2,349,000.00 | 2,410,661.25 | |||
| CENOVUS ENERGY INC 5.2% | 1,034,000.00 | 845,668.27 | |||
| CENOVUS ENERGY INC 6.75% | 3,757,000.00 | 3,682,915.71 | |||
| CENTENE ESCROW CORP5.625% | 1,097,000.00 | 1,155,963.75 | |||
| CENTENE ESCROW CORP6.125% | 2,598,000.00 | 2,766,870.00 | |||
| CENTRAL GARDEN&PET6.125% | 2,739,000.00 | 2,865,678.75 | |||
| CENTURY INTER 9.75% | 3,225,000.00 | 3,285,468.75 | |||
| CHEMTURA CORP 5.75% | 2,616,000.00 | 2,661,780.00 | |||
| CHENIERE CORP 7% | 1,228,000.00 | 1,260,235.00 | |||
| CHURCHILL DOWNS 5.375% | 1,348,000.00 | 1,398,550.00 | |||
| CHURCHILL DOWNS 5.375% | 907,000.00 | 941,012.50 | |||
| CINEMARK USA INC 4.875% | 1,150,000.00 | 1,154,025.00 | |||
| CIT GROUP INC 5.375% | 1,522,000.00 | 1,598,100.00 | |||
| CIT GROUP INC 6% | 2,115,000.00 | 1,988,100.00 | |||
| CITGO HOLDING 10.75% | 3,600,000.00 | 3,633,750.00 | |||
| CLAYTON WILLIAMS 7.75% | 1,471,000.00 | 1,117,960.00 | |||
| CLEAR CHANNEL 6.5% | 2,503,000.00 | 2,540,545.00 | |||
| CLUBCORP CLUB 8.25% | 1,210,000.00 | 1,216,050.00 | |||
| CNO FINANCIAL GROUP5.25% | 1,976,000.00 | 2,056,265.12 | |||
| CNTL AMR BOTTLING 6.75% | 1,535,000.00 | 1,592,562.50 | |||
| COEUR MINING INC 7.875% | 3,056,000.00 | 2,857,360.00 | |||
| COGECO CABLE INC 4.875% | 1,915,000.00 | 1,972,450.00 | |||
| COGENT COMMUNICATIONS 5.375% | 2,440,000.00 | 2,458,300.00 | |||
| COLUMBUS INTL INC 7.375% | 1,850,000.00 | 1,956,190.00 | |||
| COMCEL TRUST 6.875% | 2,355,000.00 | 2,237,744.55 | |||
| COMMERCIAL METALS 4.875% | 650,000.00 | 624,000.00 | |||
| COMMERZBANK AG 8.125% | 1,345,000.00 | 1,589,117.50 | |||
| COMMSCOPE TECH 6% | 1,574,000.00 | 1,621,220.00 | |||
| COMMUNICATIONS SALE8.25% | 1,100,000.00 | 1,066,890.00 | |||
| COMMUNICATIONS SALES 6% | 2,500,000.00 | 2,506,250.00 | |||
| COMPANIA MINERA 4.625% | 1,213,000.00 | 1,140,220.00 | |||
| CONCHO RESOURCES 5.5% | 3,125,000.00 | 3,156,875.00 | |||
| CONS CNT CO 10.125% | 1,236,000.00 | 1,106,220.00 | |||
| CONSOL ENERGY 8% | 1,280,000.00 | 1,120,000.00 | |||
| CONSOLIDATED COMM 6.5% | 1,120,000.00 | 1,024,800.00 | |||
| CONSTELLATION BRAND 6% | 2,593,000.00 | 2,930,090.00 | |||
| CONTINENTAL RES 3.8% | 523,000.00 | 460,240.00 | |||
| CONTINENTAL RES 5.0% | 3,317,000.00 | 3,200,905.00 | |||
| CONVATEC FINANCE8.25%PIK | 900,000.00 | 904,500.00 | |||
| COSAN LUXEMBOURG 5% | 1,854,000.00 | 1,724,220.00 | |||
| COVERIS HOLDINGS 7.875% | 2,255,000.00 | 2,226,812.50 | |||
| CPG MERGER SUB LLC 8% | 2,100,000.00 | 2,016,000.00 | |||
| CPI INTL INC 8% | 1,386,000.00 | 1,379,070.00 | |||
| CPMPASS MINERALS 4.875% | 2,175,000.00 | 2,068,968.75 | |||
| CROWNROCK LP 7.125% | 2,360,000.00 | 2,454,400.00 | |||
| CROWNROCK LP 7.75% | 700,000.00 | 733,250.00 | |||
| CST BRANDS INC 5% | 2,510,000.00 | 2,566,475.00 | |||
| CVR REF LLC/COFF FIN6.5% | 1,139,000.00 | 979,540.00 | |||
| CYRUSONE LP 6.375% | 950,000.00 | 1,004,625.00 | |||
| DAVITA HEALTHCARE 5.125% | 2,375,000.00 | 2,423,984.37 | |||
| DELL INC 7.1% | 515,000.00 | 496,975.00 | |||
| DEMATIC SA/DH 7.75% | 1,494,000.00 | 1,486,530.00 | |||
| DENBURY RESOURCE 5.5% | 3,130,000.00 | 2,206,650.00 | |||
| DIAMOND 1 FIN 6.02% | 1,900,000.00 | 1,941,104.60 | |||
| DIAMOND OFFSHORE 4.875% | 1,415,000.00 | 1,018,478.78 | |||
| DIAMOND OFFSHORE 5.875% | 557,000.00 | 563,080.76 | |||
| DIAMONDBACK ENERGY7.625% | 2,450,000.00 | 2,615,375.00 | |||
| DIGICEL GROUP 7.125% | 1,725,000.00 | 1,327,732.50 | |||
| DIGICEL LIMITED 6.75% | 775,000.00 | 687,812.50 | |||
| DOLLAR TREE INC 5.75% | 2,275,000.00 | 2,411,500.00 | |||
| DUPONT FABROS TECH5.625% | 1,000,000.00 | 1,027,500.00 | |||
| DYNAGAS LNG PARTNER6.25% | 2,035,000.00 | 1,760,275.00 | |||
| ECLIPSE RESOURCES 8.875% | 977,000.00 | 796,255.00 | |||
| EDGEWELL PERSONAL 4.7% | 2,050,000.00 | 2,129,437.50 | |||
| ELDORADO RESORTS 7% | 2,714,000.00 | 2,849,700.00 | |||
| ELIZABETH ARDEN 7.375% | 2,212,000.00 | 1,692,180.00 | |||
| ELWOOD ENERGY 8.159% | 2,819,570.00 | 3,122,673.77 | |||
| EMI MUSIC PUBLISHI7.625% | 1,026,000.00 | 1,068,322.50 | |||
| ENABLE OKLAHOMA 6.25% | 581,000.00 | 535,373.47 | |||
| ENERGEN CORP 4.625% | 1,837,000.00 | 1,733,668.75 | |||
| ENERGY TRANSFER 5.5% | 2,815,000.00 | 2,463,125.00 | |||
| ENERGY TRANSFER 5.875% | 1,284,000.00 | 1,187,058.00 | |||
| ENSCO PLC 5.2% | 2,791,000.00 | 1,796,706.25 | |||
| ENSEMBLE S MERGER 9% | 1,327,000.00 | 1,338,611.25 | |||
| EQUINIX INC 4.75% | 415,000.00 | 2,014,825.00 | ※ | ||
| EQUINIX INC 5.375% | 1,140,000.00 | 1,179,900.00 | |||
| EQUINIX INC 5.875% | 2,822,000.00 | 2,956,045.00 | |||
| EURONET WORLDWIDE 1.5% | 849,000.00 | 1,076,638.12 | ※ | ||
| EXAMWORKS GROUP 5.625% | 1,042,000.00 | 1,131,872.50 | |||
| FAIRPOINT COM 8.75% | 1,325,000.00 | 1,286,906.25 | |||
| FGI OPERATING CO 7.875% | 2,343,000.00 | 1,686,960.00 | |||
| FIRST CASH FINANCIA6.75% | 1,602,000.00 | 1,618,020.00 | |||
| FIRST DATA CORP 5.75% | 1,873,000.00 | 1,878,375.51 | |||
| FIRST DATA CORP 5% | 878,000.00 | 882,390.00 | |||
| FIRST DATA CORP 7% | 4,437,000.00 | 4,544,242.29 | |||
| FLORIDA EAST COAST 6.75% | 3,350,000.00 | 3,370,937.50 | |||
| FLORIDA EAST COAST 9.75% | 1,702,000.00 | 1,408,405.00 | |||
| FMG RESOURCES 9.75% | 2,752,000.00 | 2,951,520.00 | |||
| FORUM ENERGY TECHN 6.25% | 1,248,000.00 | 1,179,360.00 | |||
| FREEPORT-MCMORAN 2.3% | 3,929,000.00 | 3,870,065.00 | |||
| FREEPORT-MCMORAN 3.55% | 10,250,000.00 | 8,674,062.50 | |||
| FRESENIUS MED CARE5.875% | 5,775,000.00 | 6,352,500.00 | |||
| FRONTIER COMMUNICA 11% | 6,683,000.00 | 6,808,306.25 | |||
| FRONTIER COMMUNICA 9.25% | 1,801,000.00 | 1,902,306.25 | |||
| FRONTIER COMMUNICA10.5% | 6,571,000.00 | 6,821,552.23 | |||
| FRONTIER COMMUNICA6.875% | 1,879,000.00 | 1,585,030.45 | |||
| FTS INTL 6.25% | 735,000.00 | 279,300.00 | |||
| FTS INTL 7.78275% VAR | 1,574,000.00 | 1,354,351.44 | |||
| GARDNER DENVER 6.875% | 1,875,000.00 | 1,650,000.00 | |||
| GATES GLOBAL LLC 6% | 2,582,000.00 | 2,297,980.00 | |||
| GCI INC 6.875% | 2,652,000.00 | 2,711,670.00 | |||
| GCP APPLIED TECH 9.5% | 921,000.00 | 1,024,612.50 | |||
| GENERAL CABLE 5.75% | 1,950,000.00 | 1,835,437.50 | |||
| GENESIS ENERGY 5.625% | 950,000.00 | 859,750.00 | |||
| GENESIS ENERGY 6.75% | 1,235,000.00 | 1,188,687.50 | |||
| GIBSON BRANDS INC 8.875% | 1,527,000.00 | 878,025.00 | |||
| GLENCORE FIN CAN 4.25 RT | 3,040,000.00 | 2,739,724.00 | |||
| GLENCORE FUNDING 4.125% | 1,627,000.00 | 1,421,643.31 | |||
| GLP CAPITAL LP 5.375% | 965,000.00 | 1,006,012.50 | |||
| GOL LUXCO SA 8.875% | 1,425,000.00 | 470,250.00 | |||
| GRAPHIC PACKAGING 4.75% | 3,525,000.00 | 3,710,062.50 | |||
| GRAPHIC PACKAGING 4.875% | 1,130,000.00 | 1,166,725.00 | |||
| GREEKTOWN HOLDINGS8.875% | 1,625,000.00 | 1,706,250.00 | |||
| GRIFFON CORP 5.25% | 2,325,000.00 | 2,298,843.75 | |||
| GRIFOLS WORLDWIDE 5.25% | 1,544,000.00 | 1,586,460.00 | |||
| GRUPO IDESA SA 7.875% | 1,930,000.00 | 1,944,475.00 | |||
| GTL TRADE FIN 5.893% | 1,200,000.00 | 1,020,000.00 | |||
| GULFPORT ENERGY 6.625% | 694,000.00 | 685,325.00 | |||
| GULFPORT ENERGY 7.75% | 2,751,000.00 | 2,847,285.00 | |||
| HANESBRANDS INC 4.625% | 1,450,000.00 | 1,480,848.75 | |||
| HANESBRANDS INC 4.875% | 1,553,000.00 | 1,572,257.20 | |||
| HAWAIIAN AIRLINES 4.95% | 1,670,108.68 | 1,605,391.95 | |||
| HCA INC 5.25% | 1,412,000.00 | 1,461,420.00 | |||
| HCA INC 5.375% | 496,000.00 | 505,610.00 | |||
| HCA INC 5.875% | 2,775,000.00 | 3,010,597.50 | |||
| HCA INC 7.5% | 652,000.00 | 743,280.00 | |||
| HCA INC 7.5% | 5,516,000.00 | 5,846,960.00 | |||
| HCA INC 8.36% | 3,695,000.00 | 4,221,537.50 | |||
| HD SUPPLY INC 5.75% | 982,000.00 | 1,021,280.00 | |||
| HEARTHSIDE GROUP 6.5% | 2,225,000.00 | 1,891,250.00 | |||
| HECLA MINING 6.875% | 1,885,000.00 | 1,781,325.00 | |||
| HERC SPINOFF ESCROW7.75% | 2,128,000.00 | 2,120,020.00 | |||
| HEXION US FIN 6.625% | 3,048,000.00 | 2,634,996.00 | |||
| HILCORP ENERGY 5% | 3,200,000.00 | 3,064,000.00 | |||
| HILL-ROM HOLD 5.75% | 1,589,000.00 | 1,624,752.50 | |||
| HILLMAN GROUP INC 6.375% | 2,397,000.00 | 2,163,292.50 | |||
| HOLLY ENERGY PARTNE 6.5% | 1,528,000.00 | 1,554,740.00 | |||
| HOLOGIC INC 5.25% | 1,264,000.00 | 1,330,360.00 | |||
| HOT TOPIC INC 9.25% | 1,960,000.00 | 1,974,700.00 | |||
| HUB INTERNATIONAL 9.25% | 966,000.00 | 1,009,470.00 | |||
| HUGHES SATELLITE 7.625% | 900,000.00 | 975,375.00 | |||
| HUNTINGTON INGALLS 5% | 650,000.00 | 687,375.00 | |||
| HUNTINGTON INGALLS 5% | 1,587,000.00 | 1,678,252.50 | |||
| HUNTSMAN INTERNATI5.125% | 1,117,000.00 | 1,130,962.50 | |||
| IFM US COLONIAL 6.45% | 2,050,000.00 | 2,213,526.45 | |||
| IHEARTCOMMUNICATION 9% | 4,075,000.00 | 3,040,968.75 | |||
| ILLINOIS PWR 7.0% | 2,531,000.00 | 1,037,710.00 | |||
| ILLINOIS PWR 7.95% | 1,500,000.00 | 592,500.00 | |||
| IMPERIAL METALS 7% | 2,010,000.00 | 1,829,100.00 | |||
| INFINITY ACQ LLC/F 7.25% | 2,468,000.00 | 2,174,308.00 | |||
| INGLES MARKETS 5.75% | 1,030,000.00 | 1,053,175.00 | |||
| INTELSAT LUXEMBOUR 6.75% | 4,240,000.00 | 3,074,000.00 | |||
| INTERNATIONAL GAME 6.5% | 381,000.00 | 385,762.50 | |||
| INTESA SANPAOLO 5.71% | 2,834,000.00 | 2,796,647.88 | |||
| INTL AUTOMOTIVE 9.125% | 1,090,000.00 | 1,035,500.00 | |||
| ITALICS MERGER 7.125% | 1,079,000.00 | 1,027,747.50 | |||
| JAGUAR HL/PPDI 6.375% | 1,276,000.00 | 1,304,710.00 | |||
| JAMES HARDIE INTL 5.875% | 2,600,000.00 | 2,652,000.00 | |||
| JAZZ INVESTMENTS 1.875% | 900,000.00 | 1,009,125.00 | ※ | ||
| JBS USA LLC 5.875% | 1,654,000.00 | 1,641,595.00 | |||
| JC PENNEY CORP 5.65% | 2,365,000.00 | 2,229,012.50 | |||
| JO-ANN STORES INC 8.125% | 1,589,000.00 | 1,555,233.75 | |||
| JONES ENERGY HLDGS 6.75% | 2,663,000.00 | 2,130,400.00 | |||
| JOSEPH T RYERSON 11% | 1,228,000.00 | 1,270,980.00 | |||
| JURASSIC HOLDINGS 6.875% | 1,531,000.00 | 1,014,287.50 | |||
| K HOVNANIAN ENTERP 7.25% | 2,006,000.00 | 1,760,265.00 | |||
| KAISER ALUMINUM 5.875% | 1,495,000.00 | 1,548,251.90 | |||
| KEHE DISTRIBUTORS 7.625% | 1,515,000.00 | 1,496,062.50 | |||
| KINETICS CONCEPT 10.5% | 964,000.00 | 968,820.00 | |||
| KINETICS CONCEPT 7.875% | 728,000.00 | 783,510.00 | |||
| KINROSS GOLD CORP 5.125% | 1,584,000.00 | 1,552,320.00 | |||
| KINROSS GOLD CORP 5.95% | 2,345,000.00 | 2,233,612.50 | |||
| KISSNER MILLING 7.25% | 617,000.00 | 620,085.00 | |||
| KOSMOS ENERGY 7.875% | 2,625,000.00 | 2,447,812.50 | |||
| KOSMOS ENERGY 7.875% | 935,000.00 | 871,887.50 | |||
| KRATON POLYMERS 10.5% | 1,050,000.00 | 1,118,250.00 | |||
| L BRANDS INC 6.875% | 5,633,000.00 | 5,985,062.50 | |||
| LAMAR MEDIA CORP 5.75% | 949,000.00 | 1,001,195.00 | |||
| LAND O'LAKES 6% | 1,625,000.00 | 1,718,437.50 | |||
| LBC TANK TERMINAL 6.875% | 1,485,000.00 | 1,434,970.35 | |||
| LEIDOS HOLDINGS 4.45% | 2,037,000.00 | 2,042,092.50 | |||
| LENNAR CORP 4.75% MC | 1,125,000.00 | 1,127,812.50 | |||
| LIN TELEVISION 6.375% | 1,650,000.00 | 1,730,437.50 | |||
| LLOYDS BANK PLC 12% | 2,050,000.00 | 2,815,224.00 | |||
| LUNDIN MINING CORP7.875% | 2,994,000.00 | 3,080,077.50 | |||
| MANITOWOC FOODSERVICE9.5% | 1,918,000.00 | 2,124,185.00 | |||
| MARFRIG HOLDING 8% | 800,000.00 | 812,400.00 | |||
| MASONITE INTERNATI5.625% | 1,300,000.00 | 1,365,000.00 | |||
| MASTEC INC 4.875% | 2,825,000.00 | 2,637,843.75 | |||
| MATADOR RESOURCES 6.875% | 1,867,000.00 | 1,881,002.50 | |||
| MCE FINANCE LTD 5% | 2,015,000.00 | 1,981,982.21 | |||
| MEDIACOM LLC 7.25% | 2,000,000.00 | 2,107,500.00 | |||
| MEDNAX INC 5.25% | 1,052,000.00 | 1,075,670.00 | |||
| MEG ENERGY CORP 7% | 6,052,000.00 | 4,690,300.00 | |||
| MEMORIAL RESOURCE 5.875% | 2,885,000.00 | 2,881,393.75 | |||
| MERCADOLIBRE INC 2.25% | 900,000.00 | 1,130,062.49 | ※ | ||
| MGM RESORTS INTL 6% | 4,946,000.00 | 5,205,665.00 | |||
| MGM RESORTS INTL 7.75% | 1,098,000.00 | 1,244,857.50 | |||
| MGP ESCROW ISSUER 5.625% | 688,000.00 | 725,840.00 | |||
| MICROCHIP TECH 1.625% | 950,000.00 | 1,074,687.50 | ※ | ||
| MICRON TECHNOLOGY 7.5% | 2,724,000.00 | 2,887,440.00 | |||
| MIDAS INT HOLDCO 7.875% | 2,175,000.00 | 2,088,000.00 | |||
| MIDCONTINENT COMM 6.875% | 2,981,000.00 | 3,085,335.00 | |||
| MILACRON LLC/MCRON 7.75% | 1,836,000.00 | 1,900,260.00 | |||
| MILLAR WESTERN 8.5% | 1,042,000.00 | 484,530.00 | |||
| MIRABELA NICKEL 144-A 1% | 52,225.95 | 5.22 | |||
| MOBILE MINI 5.875% | 1,246,000.00 | 1,277,150.00 | |||
| MOHEGAN TRIBAL 9.75% | 3,671,000.00 | 3,900,437.50 | |||
| MOMENTIVE PERFORMA 3.88% | 1,348,000.00 | 1,095,250.00 | |||
| MPG HOLDCO INC 7.375% | 3,125,000.00 | 3,136,718.75 | |||
| MPH ACQUISITION 7.125% | 1,548,000.00 | 1,602,180.00 | |||
| MPLX 4.5% | 1,934,000.00 | 1,828,415.19 | |||
| MPLX 5.5% | 949,000.00 | 938,981.38 | |||
| MPT OPER PARTNER 6.375% | 2,140,000.00 | 2,244,325.00 | |||
| MSCI INC 5.75% | 3,379,000.00 | 3,556,397.50 | |||
| MURPHY OIL USA INC 6% | 1,572,000.00 | 1,642,740.00 | |||
| NABORS INDUSTRIES 4.625% | 1,878,000.00 | 1,645,321.41 | |||
| NANADEVELOPMENT 9.5% | 2,028,000.00 | 1,759,290.00 | |||
| NATIONAL FINANCIAL 9% | 3,320,000.00 | 3,228,700.00 | |||
| NATIONAL SAVINGS 8.875% | 2,050,000.00 | 2,178,596.50 | |||
| NATIONSTAR MORT/CAP 6.5% | 1,700,000.00 | 1,479,000.00 | |||
| NAVIENT CORP 5.875% | 4,758,000.00 | 4,496,310.00 | |||
| NCI BUILDING SYS 8.25% | 1,923,000.00 | 2,076,840.00 | |||
| NCL CORP 4.625% | 1,967,000.00 | 2,011,257.50 | |||
| NEENAH PAPER INC 5.25% | 1,998,000.00 | 2,012,985.00 | |||
| NEIMAN MARCUS GROUP 8% | 1,954,000.00 | 1,494,810.00 | |||
| NEMAK SAB DE CV 5.5% | 962,000.00 | 1,002,885.00 | |||
| NEPTUNE FINCO 10.875% | 14,554,000.00 | 16,591,560.00 | |||
| NES RENTALS 7.875% | 1,640,000.00 | 1,599,000.00 | |||
| NETFLIX INC 5.875% | 5,536,000.00 | 5,826,640.00 | |||
| NETSUITE INC 0.25% | 1,103,000.00 | 1,114,719.37 | ※ | ||
| NEW ALBERTSONS INC 7.75% | 3,139,000.00 | 3,099,762.50 | |||
| NEW ENTERPRISE 11% | 1,415,000.00 | 1,280,575.00 | |||
| NEW GOLD INC 6.25% | 2,258,000.00 | 2,156,390.00 | |||
| NEWFIELD EXPLOR 5.75% | 1,694,000.00 | 1,719,410.00 | |||
| NEXTEER AUTO GROUP5.875% | 1,450,000.00 | 1,522,500.00 | |||
| NIELSEN FINANCE 5% | 2,000,000.00 | 2,057,500.00 | |||
| NORBORD INC 6.25% | 1,524,000.00 | 1,582,293.00 | |||
| NORTHERN TIER 7.125% | 1,517,000.00 | 1,501,830.00 | |||
| NOVA CHEMICALS CORP5.25% | 1,050,000.00 | 1,053,937.50 | |||
| NOVELLUS SYSTEMS 2.625% | 456,000.00 | 1,111,785.00 | ※ | ||
| NSG HOLDINGS LLC 7.75% | 2,271,990.09 | 2,448,069.32 | |||
| NUMERICABLE GROUP 6% | 3,532,000.00 | 3,545,245.00 | |||
| NVIDIA CORP 1% | 872,000.00 | 2,009,960.00 | ※ | ||
| NXP BV/NXP FUNDING 4.625% | 1,168,000.00 | 1,188,440.00 | |||
| NXP BV/NXP FUNDING 5.75% | 1,100,000.00 | 1,157,750.00 | |||
| NXP SEMICONDUCTOR 1% | 1,772,000.00 | 2,033,370.00 | ※ | ||
| OCEANEERING INTL 4.65% | 2,935,000.00 | 2,770,006.04 | |||
| OMEGA US SUB LLC 8.75% | 2,675,000.00 | 2,648,250.00 | |||
| ONEMAIN FIN 6.75% | 1,595,000.00 | 1,614,937.50 | |||
| ONEMAIN FIN 7.25% | 804,000.00 | 817,668.00 | |||
| ONEOK INC 4.25% | 126,000.00 | 114,975.00 | |||
| ORBITAL ATK INC 5.5% | 2,884,000.00 | 3,028,200.00 | |||
| PACTIV LLC 7.95% | 1,625,000.00 | 1,657,500.00 | |||
| PAPERWORKS INDUST 9.5% | 2,064,000.00 | 1,929,840.00 | |||
| PARSLEY ENERGY LLC 6.25% | 612,000.00 | 625,770.00 | |||
| PARSLEY ENERGY LLC 7.5% | 2,125,000.00 | 2,244,531.25 | |||
| PBF HOLDING CO LLC 7% | 1,549,000.00 | 1,481,231.25 | |||
| PBF LOGISTICS LP 6.875% | 1,235,000.00 | 1,210,300.00 | |||
| PDC ENERGY INC 7.75% | 2,027,000.00 | 2,128,350.00 | |||
| PENN NATIONAL GAM 5.875% | 2,375,000.00 | 2,452,187.50 | |||
| PERFORMANCE FOOD 5.5% | 1,010,000.00 | 1,032,725.00 | |||
| PETRA DIAMONDS US 8.25% | 1,628,000.00 | 1,556,775.00 | |||
| PF CHANGS CHINA 10.25% | 1,580,000.00 | 1,481,250.00 | |||
| PINNACLE FOODS 4.875% | 996,000.00 | 1,023,390.00 | |||
| PLAYA RESORTS HOLDINGS8% | 999,000.00 | 1,013,985.00 | |||
| PLY GEM INDUSTRIES 6.5% | 1,293,000.00 | 1,289,767.50 | |||
| PLY GEM INDUSTRIES 6.5% | 310,000.00 | 304,962.50 | |||
| PNK ENTERTAIMENT 5.625% | 889,000.00 | 866,775.00 | |||
| POPULAR INC 7% | 3,791,000.00 | 3,786,261.25 | |||
| POST HOLDINGS INC 7.75% | 1,512,000.00 | 1,652,797.44 | |||
| POST HOLDINGS INC 8% | 1,626,000.00 | 1,806,892.50 | |||
| PQ CORP 6.75% | 620,000.00 | 647,900.00 | |||
| PRECISION DRILLING 5.25% | 2,660,000.00 | 2,114,700.00 | |||
| PRIDE INTL INC 6.875% | 3,029,000.00 | 2,623,871.25 | |||
| PTC INC 6% | 1,246,000.00 | 1,298,955.00 | |||
| PULTE GROUP INC 6.375% | 1,442,000.00 | 1,481,655.00 | |||
| PULTEGROUP INC 5.5% | 1,811,000.00 | 1,869,857.50 | |||
| QEP RESOURCES 6.875% | 1,081,000.00 | 1,097,215.00 | |||
| QORVO INC 7% | 3,591,000.00 | 3,752,595.00 | |||
| QTS LP 5.875% | 2,868,000.00 | 2,950,455.00 | |||
| QUINTILES TRANSN 4.875% | 1,090,000.00 | 1,109,075.00 | |||
| RADIAN GROUP INC 7% | 2,925,000.00 | 3,122,437.50 | |||
| RANGE RESOURCES 4.875% | 2,185,000.00 | 2,097,600.00 | |||
| RCN TELECM SER 8.5% | 2,129,000.00 | 2,206,176.25 | |||
| RED OAK POWER 8.54% | 1,128,005.35 | 1,133,645.37 | |||
| RESTORATION HARDWARE 0% | 2,678,000.00 | 1,928,160.00 | ※ | ||
| REYNOLDS GROUP 5.75% | 2,100,000.00 | 2,160,102.00 | |||
| REYNOLDS GROUP 8.25% | 1,169,000.00 | 1,219,909.95 | |||
| RICE ENERGY INC 6.25% | 2,214,000.00 | 2,186,325.00 | |||
| RITE AID CORP 6.125% | 820,000.00 | 870,225.00 | |||
| RITE AID CORP 7.7% | 1,690,000.00 | 2,044,900.00 | |||
| RIVERBED TECHNO 8.875% | 1,052,000.00 | 1,094,080.00 | |||
| ROC FINANCE LLC 12.125% | 1,546,000.00 | 1,621,367.50 | |||
| ROCKIES EXPRESS 5.625% | 1,700,000.00 | 1,742,500.00 | |||
| ROCKIES EXPRESS 6.875% | 1,900,000.00 | 1,857,250.00 | |||
| ROYAL BK SCOTLND 5.125% | 3,030,000.00 | 3,006,456.90 | |||
| ROYAL BK SCOTLND 6.1% | 100,000.00 | 104,878.10 | |||
| ROYAL BK SCOTLND 6% | 1,770,000.00 | 1,854,763.51 | |||
| ROYAL CARIBBEAN 7.5% | 3,000,000.00 | 3,495,000.00 | |||
| ROYAL GOLD INC 2.875% | 1,950,000.00 | 2,003,625.00 | ※ | ||
| RSP PERMIAN 6.625% | 2,644,000.00 | 2,743,150.00 | |||
| SABINE PASS LIQUE 5.75% | 1,624,000.00 | 1,634,150.00 | |||
| SABINE PASS LIQUE 6.25% | 4,516,000.00 | 4,674,060.00 | |||
| SABLE INTL FINANCE 6.875% | 2,530,000.00 | 2,605,900.00 | |||
| SANCHEZ ENERGY 6.125% | 1,410,000.00 | 1,025,775.00 | |||
| SBA COMMUNICATIONS4.875% | 2,706,000.00 | 2,733,060.00 | |||
| SCOTTS MIRACLE 6% | 2,516,000.00 | 2,685,830.00 | |||
| SEALED AIR CORP 4.875% | 1,725,000.00 | 1,778,906.25 | |||
| SEALED AIR CORP 5.125% | 1,589,000.00 | 1,644,615.00 | |||
| SEMINOLE HARD ROCK5.875% | 2,725,000.00 | 2,779,500.00 | |||
| SENSATA TECHNOLOG 5.625% | 3,675,000.00 | 3,872,531.25 | |||
| SERTA SIMMONS HLD 8.125% | 895,000.00 | 944,225.00 | |||
| SERVICENOW INC 0% | 900,000.00 | 1,071,000.00 | ※ | ||
| SESI LLC 6.375% | 254,000.00 | 241,142.52 | |||
| SESI LLC 7.125% | 1,522,000.00 | 1,381,215.00 | |||
| SEVEN GENERATIONS 6.75% | 3,975,000.00 | 4,034,625.00 | |||
| SEVEN GENERATIONS 8.25% | 5,926,000.00 | 6,222,300.00 | |||
| SHINGLE SPRINGS 9.75% | 2,975,000.00 | 3,287,375.00 | |||
| SIGNODE INDUSTRIAL6.375% | 1,761,000.00 | 1,677,352.50 | |||
| SILGAN HOLDINGS 5.5% | 955,000.00 | 995,587.50 | |||
| SIRIUS XM RADIO INC 6% | 950,000.00 | 1,002,250.00 | |||
| SM ENERGY CO 6.5% | 2,943,000.00 | 2,773,777.50 | |||
| SOLERA LLC/SOLERA 10.5% | 1,951,000.00 | 2,102,202.50 | |||
| SOTHEBY'S 5.25% | 1,104,000.00 | 1,082,008.32 | |||
| SOUTHERN GRAPHICS 8.375% | 2,460,000.00 | 2,435,400.00 | |||
| SOUTHERN STAR CENT5.125% | 2,354,000.00 | 2,271,610.00 | |||
| SOUTHERN STATES COOP 10% | 2,620,000.00 | 1,758,675.00 | |||
| SPRINGLEAF FIN 5.25% | 508,000.00 | 488,950.00 | |||
| SPRINGLEAF FIN 7.75% | 821,000.00 | 826,131.25 | |||
| SPRINGS INDUSTRIES 6.25% | 2,615,000.00 | 2,660,762.50 | |||
| STANDARD INDUSTRIES 5.5% | 1,488,000.00 | 1,547,520.00 | |||
| STEEL DYNAMICS 5.125% | 1,603,000.00 | 1,651,090.00 | |||
| STEEL DYNAMICS 5.5% | 1,737,000.00 | 1,804,308.75 | |||
| STERIGENICS-NORDION 6.5% | 1,032,000.00 | 1,052,640.00 | |||
| STILL WATER MINING 1.75% | 1,000,000.00 | 1,094,375.00 | ※ | ||
| STONEMOR PART/COR 7.875% | 883,000.00 | 878,585.00 | |||
| SUGAR HSP GMNG 6.375% | 3,047,000.00 | 3,047,000.00 | |||
| SUMMIT MATERIALS 6.125% | 1,040,000.00 | 1,045,200.00 | |||
| SURGICAL CARE AFFILIA 6% | 1,641,000.00 | 1,694,332.50 | |||
| SYNOVUS FINANCIAL 7.875% | 845,000.00 | 950,625.00 | |||
| T-MOBILE USA INC 6.5% | 1,609,000.00 | 1,707,551.25 | |||
| T-MOBILE USA INC 6.5% | 3,285,000.00 | 3,505,587.75 | |||
| T-MOBILE USA INC 6.731% | 4,530,000.00 | 4,784,812.50 | |||
| T-MOBILE USA INC 6.836% | 5,257,000.00 | 5,592,133.75 | |||
| TAKE-TWO INTERACTIVE 1% | 550,000.00 | 1,016,468.75 | ※ | ||
| TALEN ENERGY 6.5% | 1,117,000.00 | 865,675.00 | |||
| TECK RESOURCES 3% | 4,038,000.00 | 3,876,480.00 | |||
| TECK RESOURCES 4.75% | 3,200,000.00 | 2,632,000.00 | |||
| TECK RESOURCES 8.5% | 833,000.00 | 860,072.50 | |||
| TELEFLEX INC 4.875% | 1,230,000.00 | 1,236,150.00 | |||
| TELFON CELUAR DEL 6.75% | 370,000.00 | 372,960.00 | |||
| TEMPUR SEALY INTL 5.625% | 1,783,000.00 | 1,849,862.50 | |||
| TENET HEALTHCARE 6.75% | 4,848,000.00 | 4,593,480.00 | |||
| TENET HEALTHCARE 6% | 1,250,000.00 | 1,317,500.00 | |||
| TENET HEALTHCARE 8.125% | 1,785,000.00 | 1,805,081.25 | |||
| TERRAFORM POWER 5.875% | 1,828,000.00 | 1,608,640.00 | |||
| TESARO INC 3% | 1,400,000.00 | 2,149,000.00 | ※ | ||
| TESLA MOTORS INC 0.25% | 1,100,000.00 | 1,037,437.50 | ※ | ||
| TESORO LOGISTICS 6.125% | 2,075,000.00 | 2,152,812.50 | |||
| TESORO LOGISTICS 6.25% | 1,675,000.00 | 1,733,625.00 | |||
| TEXAS CAPITAL BANK 5.25% | 673,000.00 | 633,688.72 | |||
| THE MEN'S WEARHOUSE 7% | 1,800,000.00 | 1,530,000.00 | |||
| THOMPSON CREEK 12.5% | 85,000.00 | 51,212.50 | |||
| THOMPSON CREEK 7.375% | 1,151,000.00 | 693,477.50 | |||
| THOMPSON CREEK 9.75% | 1,706,000.00 | 1,714,530.00 | |||
| TOLL BROS FINANCE 4.375% | 2,092,000.00 | 2,102,460.00 | |||
| TONON LUXEMBOURG 10.5% | 1,800,000.00 | 774,000.00 | |||
| TOPS HOLDING 8% | 2,670,000.00 | 2,362,950.00 | |||
| TOWNSQUARE MEDIA 6.5% | 2,240,000.00 | 2,153,200.00 | |||
| TRANSDIGM INC 6.5% | 1,098,000.00 | 1,122,705.00 | |||
| TRANSOCEAN INC 6.5% | 397,000.00 | 326,532.50 | |||
| TRANSOCEAN INC 6% | 319,000.00 | 318,004.72 | |||
| TREEHOUSE FOODS 4.875% | 132,000.00 | 136,290.00 | |||
| TREEHOUSE FOODS 6% | 1,443,000.00 | 1,531,383.75 | |||
| TRINSEO OP/TRINSEO 6.75% | 1,300,000.00 | 1,339,000.00 | |||
| TRIUMPH GROUP 5.25% | 1,178,000.00 | 1,086,705.00 | |||
| TRONOX FINANCE LLC6.375% | 1,248,000.00 | 973,440.00 | |||
| ULTRAPETROL(BAHAMA8.875% | 1,915,000.00 | 404,543.75 | |||
| UNIFRAX I LLC 7.5% | 1,153,000.00 | 971,402.50 | |||
| UNITED CONTINENTAL 6% | 1,708,000.00 | 1,797,670.00 | |||
| UNITED RENTALS 5.5% | 132,000.00 | 132,081.84 | |||
| UNITED RENTALS 6.125% | 1,957,000.00 | 2,040,172.50 | |||
| UNITED STATES STEE8.375% | 1,037,000.00 | 1,060,332.50 | |||
| UNITED STATES STEEL6.05% | 1,100,000.00 | 1,157,750.00 | |||
| UNITYMEDIA HESSEN 5.5% | 1,832,000.00 | 1,889,250.00 | |||
| UNITYMEDIA HESSEN 5% | 1,848,000.00 | 1,880,340.00 | |||
| UNITYMEDIA KABELBW6.125% | 1,204,000.00 | 1,249,150.00 | |||
| UNIVISION COMM 5.125% | 2,486,000.00 | 2,490,648.82 | |||
| UPCB FINANCE IV 5.375% | 3,300,000.00 | 3,380,454.00 | |||
| US CONCRETE INC 6.375% | 2,452,000.00 | 2,452,000.00 | |||
| USG CORP 5.5% | 3,225,000.00 | 3,430,593.75 | |||
| USG CORP 5.875% | 1,394,000.00 | 1,470,670.00 | |||
| VANDER INTER 9.75% | 1,866,000.00 | 1,054,290.00 | |||
| VEREIT OPERATING 4.875% | 1,062,000.00 | 1,088,550.00 | |||
| VERISIGN INC 4.625% | 1,142,000.00 | 1,164,840.00 | |||
| VERISIGN INC 5.25% | 1,971,000.00 | 2,015,347.50 | |||
| VIRGIN MEDIA 5.375% | 1,735,200.00 | 1,800,270.00 | |||
| VIRGIN MEDIA 6% | 1,521,000.00 | 1,541,913.75 | |||
| VISTA OUTDOOR INC 5.875% | 2,630,000.00 | 2,754,925.00 | |||
| VTR FINANCE BV 6.875% | 2,245,000.00 | 2,250,612.50 | |||
| WATCO COS LLC/FIN 6.375% | 2,113,000.00 | 2,120,923.75 | |||
| WAVE HOLDCO 8.25% | 607,375.00 | 608,893.43 | |||
| WAVEDIVISION 8.125% | 2,686,000.00 | 2,786,725.00 | |||
| WAYNE MERGER 8.25% | 1,495,000.00 | 1,480,050.00 | |||
| WCI COMMUNITIES 6.875% | 3,223,000.00 | 3,247,172.50 | |||
| WEATHERFORD INTL 4.5% | 1,739,000.00 | 1,417,285.00 | |||
| WEATHERFORD INTL 5.125% | 2,173,000.00 | 1,901,375.00 | |||
| WESCO DISTRIBUTION5.375% | 2,135,000.00 | 2,140,337.50 | |||
| WHITEWAVE FOODS 5.375% | 6,375,000.00 | 6,877,031.25 | |||
| WILLIAM CARTER 5.25% | 4,202,000.00 | 4,380,585.00 | |||
| WILLIAM LYON HOMES 7% | 1,419,000.00 | 1,422,547.50 | |||
| WILLIAM LYON HOMES 8.5% | 1,765,000.00 | 1,853,250.00 | |||
| WILLIAMS COMPANIES 4.55% | 3,455,000.00 | 3,057,675.00 | |||
| WILLIAMS PARTNERS 4.875% | 1,177,000.00 | 1,095,284.42 | |||
| WIND ACQUISITION 4.75% | 1,100,000.00 | 1,080,057.00 | |||
| WIND ACQUISITION 7.375% | 5,000,000.00 | 4,725,000.00 | |||
| WINDSTREAM SERVICES7.75% | 2,835,000.00 | 2,703,881.25 | |||
| WPX ENERGY INC 5.25% | 2,378,000.00 | 2,104,530.00 | |||
| WPX ENERGY INC 6% | 1,174,000.00 | 1,085,950.00 | |||
| WR GRACE & CO 5.125% | 1,000,000.00 | 1,040,000.00 | |||
| WYNN LAS VEGAS 5.375% | 2,000,000.00 | 2,035,000.00 | |||
| WYNN LAS VEGAS 5.5% | 1,430,000.00 | 1,392,462.50 | |||
| WYNN MACAU LTD 5.25% | 2,891,000.00 | 2,818,725.00 | |||
| XPO LOGISTICS 6.5% | 1,104,000.00 | 1,076,400.00 | |||
| XPO LOGISTICS 7.875% | 2,027,000.00 | 2,118,215.00 | |||
| YAMANA GOLD INC 4.95% | 550,000.00 | 523,227.09 | |||
| YPF SOCIEDAD 8.5% | 1,139,000.00 | 1,203,068.75 | |||
| YPF SOCIEDAD 8.5% | 1,355,000.00 | 1,398,631.00 | |||
| YUM! BRANDS INC 3.75% | 442,000.00 | 429,292.50 | |||
| YUM! BRANDS INC 3.875% | 1,826,000.00 | 1,714,157.50 | |||
| ZAYO GROUP LLC 6% | 961,000.00 | 992,828.32 | |||
| 小計 | 銘柄数:535 | 1,021,877,203.98 | 1,001,677,545.97 | ||
| (107,560,134,886) | |||||
| 組入時価比率:97.0% | 100.0% | ||||
| 合計 | 107,560,134,886 | ||||
| (107,560,134,886) | |||||
| (注1)比率は左より組入時価の純資産総額に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (注2)通貨種類毎の小計欄の( )内は、邦貨換算額であります。 |
| (注3)合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。 |
| (注4)備考欄の※は新株予約権付社債であります。 |
| 有価証券明細表注記 外貨建有価証券の内訳 |
| 通貨 | 銘柄数 | 組入株式 時価比率 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| 米・ドル | 株式 | 1銘柄 | 0.4% | ― | 0.4% |
| 社債券 | 535銘柄 | ― | 99.6% | 99.6% | |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 「デリバティブ取引等に関する注記」に記載しております。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
