有価証券報告書(内国投資信託受益証券)-第29期(平成30年9月11日-平成31年3月11日)
(4)【附属明細表】
① 有価証券明細表
(ア) 株式
該当事項はありません。
(イ) 株式以外の有価証券
(注) 1.通貨種類毎の小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係るもので、内書きであります。
外貨建有価証券の内訳
② 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
該当事項はありません。
(参考情報)
本ファンドは「ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ・FOF1・シェアクラス」を主要投資対象としております。
「ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ・FOF1・シェアクラス」は、アイルランド籍の会社型の外国投資信託です。同投資証券は、平成29年12月31日に計算期間が終了し、アイルランドにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。
なお、この投資証券について、以下に記載する「資産負債計算書」及び「投資有価証券明細表」等の情報は、財務書類から抜粋・翻訳したものであり、全てのクラスが対象となっております。また、以下に記載する情報は監査対象外です。
ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ
① 有価証券明細表
(ア) 株式
該当事項はありません。
(イ) 株式以外の有価証券
| 通貨 | 種類 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 米ドル | 投資証券 | ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ・FOF1・シェアクラス | 118,706.381 | 464,311,699.83 | |
| ゴールドマン・サックス・ファンズ・ピーエルシー-ゴールドマン・サックス US$リキッド・リザーブズ・ファンド インスティテューショナル・アキュムレーション・シェアクラス | 1,090.15 | 13,872,442.18 | |||
| 小計 | 478,184,142.01 | ||||
| (53,054,530,556) | |||||
| 合計 | 53,054,530,556 | ||||
| (53,054,530,556) | |||||
(注) 1.通貨種類毎の小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係るもので、内書きであります。
外貨建有価証券の内訳
| 通貨 | 銘柄数 | 組入投資証券比率 | 合計金額に対する比率 |
| 米ドル | 投資証券 2銘柄 | 100.0% | 100.0% |
② 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
該当事項はありません。
(参考情報)
本ファンドは「ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ・FOF1・シェアクラス」を主要投資対象としております。
「ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ・FOF1・シェアクラス」は、アイルランド籍の会社型の外国投資信託です。同投資証券は、平成29年12月31日に計算期間が終了し、アイルランドにおいて一般に公正妥当と認められる会計原則に準拠した財務書類が作成されております。
なお、この投資証券について、以下に記載する「資産負債計算書」及び「投資有価証券明細表」等の情報は、財務書類から抜粋・翻訳したものであり、全てのクラスが対象となっております。また、以下に記載する情報は監査対象外です。
ゴールドマン・サックス・インスティテューショナル・ファンズ・ピーエルシー-グローバル・ハイ・イールド・ポートフォリオⅡ
| 資産負債計算書 平成29年12月31日現在 | |
| (単位:米ドル) | |
| 資産 | |
| 損益を通じて公正価値で測定する金融資産 | 1,005,659,139 |
| 現金 | 17,732,753 |
| 差入保証金 | 759,561 |
| 未収収益 | 15,918,627 |
| 資産合計 | 1,040,070,080 |
| 負債 | |
| 損益を通じて公正価値で測定する金融負債 | 15,211,878 |
| 未払管理事務報酬 | 8,769 |
| 未払投資顧問報酬 | 354,424 |
| 未払管理事務代行報酬および保管費用 | 169,978 |
| 未払名義書換事務代行報酬 | 8,029 |
| 未払監査報酬 | 61,482 |
| 未払取締役報酬 | 8,746 |
| 未払弁護士報酬 | 1,952 |
| 未払保険料 | 27,241 |
| 未払印刷費 | 466 |
| その他負債 | 37,924 |
| 負債合計(買戻可能参加受益証券保有者に帰属する純資産を除く) | 15,890,889 |
| 買戻可能参加受益証券保有者に帰属する純資産 | 1,024,179,191 |
| 投資有価証券明細表 平成29年12月31日現在 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| ユーロ | |||||
| 1,750,000 | ARD Finance SA | 6.63% | 15/09/2023 | 2,251,105 | 0.22 |
| 500,000 | Infor US Inc | 5.75% | 15/05/2022 | 618,563 | 0.06 |
| 1,000,000 | LyondellBasell Industries AF SCA | 8.37% | 15/08/2030 | 11,993 | 0.00 |
| 2,881,661 | 0.28 | ||||
| 米ドル | |||||
| 3,150,000 | 1011778 BC ULC / New Red Finance Inc | 4.25% | 15/05/2024 | 3,157,875 | 0.31 |
| 4,000,000 | 1011778 BC ULC / New Red Finance Inc | 5.00% | 15/10/2025 | 4,050,000 | 0.40 |
| 2,500,000 | Acadia Healthcare Co Inc | 5.63% | 15/02/2023 | 2,543,750 | 0.25 |
| 1,150,000 | Acadia Healthcare Co Inc | 6.50% | 01/03/2024 | 1,203,187 | 0.12 |
| 1,331,000 | Advanced Micro Devices Inc | 7.50% | 15/08/2022 | 1,469,091 | 0.14 |
| 1,950,000 | Advanced Micro Devices Inc | 7.00% | 01/07/2024 | 2,030,437 | 0.20 |
| 1,350,000 | AECOM | 5.75% | 15/10/2022 | 1,415,812 | 0.14 |
| 2,150,000 | AECOM | 5.13% | 15/03/2027 | 2,193,000 | 0.21 |
| 1,950,000 | AK Steel Corp | 7.63% | 01/10/2021 | 2,032,875 | 0.20 |
| 1,850,000 | AK Steel Corp | 7.50% | 15/07/2023 | 2,011,875 | 0.20 |
| 550,000 | AK Steel Corp | 6.38% | 15/10/2025 | 545,875 | 0.05 |
| 3,930,000 | Alcatel-Lucent USA Inc | 6.45% | 15/03/2029 | 4,293,525 | 0.42 |
| 1,500,000 | Ally Financial Inc | 3.60% | 21/05/2018 | 1,505,625 | 0.15 |
| 1,000,000 | Ally Financial Inc | 3.75% | 18/11/2019 | 1,013,750 | 0.10 |
| 2,300,000 | Ally Financial Inc | 4.13% | 13/02/2022 | 2,357,500 | 0.23 |
| 4,150,000 | Ally Financial Inc | 8.00% | 01/11/2031 | 5,415,750 | 0.53 |
| 4,900,000 | Altice Financing SA | 6.63% | 15/02/2023 | 5,120,500 | 0.50 |
| 8,500,000 | Altice Financing SA | 7.50% | 15/05/2026 | 9,073,750 | 0.89 |
| 4,500,000 | Altice Finco SA | 8.13% | 15/01/2024 | 4,725,000 | 0.46 |
| 8,355,000 | Altice US Finance I Corp | 5.50% | 15/05/2026 | 8,532,544 | 0.83 |
| 1,600,000 | AMC Entertainment Holdings Inc | 5.88% | 15/11/2026 | 1,572,000 | 0.15 |
| 2,550,000 | AMC Networks Inc | 5.00% | 01/04/2024 | 2,588,250 | 0.25 |
| 1,968,000 | AMC Networks Inc | 4.75% | 01/08/2025 | 1,960,620 | 0.19 |
| 4,500,000 | American Axle & Manufacturing Inc | 6.25% | 01/04/2025 | 4,770,000 | 0.47 |
| 2,200,000 | AmeriGas Partners LP / AmeriGas Finance Corp | 5.75% | 20/05/2027 | 2,227,500 | 0.22 |
| 1,800,000 | Anixter Inc | 5.50% | 01/03/2023 | 1,944,540 | 0.19 |
| 1,900,000 | Antero Resources Corp | 5.38% | 01/11/2021 | 1,957,000 | 0.19 |
| 750,000 | Antero Resources Corp | 5.63% | 01/06/2023 | 783,750 | 0.08 |
| 2,550,000 | Antero Resources Corp | 5.00% | 01/03/2025 | 2,620,125 | 0.26 |
| 1,700,000 | ArcelorMittal | 5.13% | 01/06/2020 | 1,785,000 | 0.17 |
| 250,000 | ArcelorMittal | 5.75% | 05/08/2020 | 265,625 | 0.03 |
| 850,000 | ArcelorMittal | 6.00% | 01/03/2021 | 920,125 | 0.09 |
| 1,350,000 | Arconic Inc | 6.15% | 15/08/2020 | 1,456,447 | 0.14 |
| 350,000 | Arconic Inc | 5.40% | 15/04/2021 | 372,662 | 0.04 |
| 900,000 | Arconic Inc | 5.13% | 01/10/2024 | 963,412 | 0.09 |
| 1,135,000 | Arconic Inc | 6.75% | 15/01/2028 | 1,343,056 | 0.13 |
| 1,100,000 | Arconic Inc | 5.95% | 01/02/2037 | 1,201,750 | 0.12 |
| 4,400,000 | ARD Finance SA | 7.13% | 15/09/2023 | 4,614,500 | 0.45 |
| 900,000 | Ardagh Packaging Finance Plc / Ardagh Holdings USA Inc | 7.25% | 15/05/2024 | 976,500 | 0.10 |
| 2,600,000 | Ardagh Packaging Finance Plc / Ardagh Holdings USA Inc | 6.00% | 15/02/2025 | 2,739,750 | 0.27 |
| 2,750,000 | Atrium Windows & Doors Inc | 7.75% | 01/05/2019 | 2,794,687 | 0.27 |
| 2,480,000 | B&G Foods Inc | 5.25% | 01/04/2025 | 2,535,800 | 0.25 |
| 2,400,000 | Bank of America Corp | 8.00% | 30/01/2018 | 2,406,000 | 0.23 |
| 1,445,000 | Bank of America Corp | 8.13% | 15/05/2018 | 1,468,481 | 0.14 |
| 2,150,000 | Bank of America Corp | 6.25% | 05/09/2024 | 2,375,750 | 0.23 |
| 2,450,000 | Barclays Plc | 7.88% | 15/03/2022 | 2,691,313 | 0.26 |
| 3,050,000 | Beacon Escrow Corp | 4.88% | 01/11/2025 | 3,072,875 | 0.30 |
| 1,800,000 | Beazer Homes USA Inc | 8.75% | 15/03/2022 | 1,984,500 | 0.19 |
| 162,000 | Beazer Homes USA Inc | 7.25% | 01/02/2023 | 168,480 | 0.02 |
| 650,000 | Beazer Homes USA Inc | 6.75% | 15/03/2025 | 687,375 | 0.07 |
| 1,700,000 | Beazer Homes USA Inc | 5.88% | 15/10/2027 | 1,712,750 | 0.17 |
| 150,000 | Berry Pete Corp | 6.75% | 01/11/2020 | 0 | 0.00 |
| 7,240,000 | Berry Pete Corp | 6.38% | 15/09/2022 | 0 | 0.00 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| 米ドル | |||||
| 1,700,000 | BMC East LLC | 5.50% | 01/10/2024 | 1,772,250 | 0.17 |
| 4,500,000 | BMC Software Finance Inc | 8.13% | 15/07/2021 | 4,522,500 | 0.44 |
| 3,450,000 | Bombardier Inc | 8.75% | 01/12/2021 | 3,803,625 | 0.37 |
| 150,000 | Bombardier Inc | 6.00% | 15/10/2022 | 147,562 | 0.01 |
| 3,650,000 | Bombardier Inc | 7.50% | 15/03/2025 | 3,695,625 | 0.36 |
| 1,000,000 | Brookfield Residential Properties Inc | 6.50% | 15/12/2020 | 1,022,500 | 0.10 |
| 1,900,000 | Brookfield Residential Properties Inc | 6.38% | 15/05/2025 | 2,004,500 | 0.20 |
| 1,000,000 | Brookfield Residential Properties Inc / Brookfield Residential US Corp | 6.13% | 01/07/2022 | 1,050,000 | 0.10 |
| 3,250,000 | Caesars Entertainment Resort Properties LLC / Caesars Entertainment Resort Prope | 11.00% | 01/10/2021 | 3,457,187 | 0.34 |
| 1,000,000 | California Resources Corp | 8.00% | 15/12/2022 | 813,750 | 0.08 |
| 2,000,000 | California Resources Corp | 6.00% | 15/11/2024 | 1,400,000 | 0.14 |
| 3,000,000 | Calpine Corp | 5.38% | 15/01/2023 | 2,936,250 | 0.29 |
| 800,000 | Calpine Corp | 5.50% | 01/02/2024 | 764,000 | 0.07 |
| 2,450,000 | Calpine Corp | 5.75% | 15/01/2025 | 2,327,500 | 0.23 |
| 4,425,000 | Calpine Corp | 5.25% | 01/06/2026 | 4,358,625 | 0.43 |
| 1,600,000 | CCO Holdings LLC / CCO Holdings Capital Corp | 5.88% | 01/04/2024 | 1,672,000 | 0.16 |
| 8,000,000 | CCO Holdings LLC / CCO Holdings Capital Corp | 5.75% | 15/02/2026 | 8,350,000 | 0.82 |
| 4,500,000 | CCO Holdings LLC / CCO Holdings Capital Corp | 5.50% | 01/05/2026 | 4,623,750 | 0.45 |
| 1,700,000 | CCO Holdings LLC / CCO Holdings Capital Corp | 5.88% | 01/05/2027 | 1,755,250 | 0.17 |
| 4,340,000 | CCO Holdings LLC / CCO Holdings Capital Corp | 5.00% | 01/02/2028 | 4,231,500 | 0.41 |
| 1,400,000 | Cemex SAB de CV | 7.75% | 16/04/2026 | 1,588,998 | 0.16 |
| 2,750,000 | CenturyLink Inc | 6.45% | 15/06/2021 | 2,794,687 | 0.27 |
| 600,000 | CenturyLink Inc | 7.50% | 01/04/2024 | 601,500 | 0.06 |
| 2,100,000 | CenturyLink Inc | 6.88% | 15/01/2028 | 1,903,125 | 0.19 |
| 1,500,000 | CenturyLink Inc | 7.60% | 15/09/2039 | 1,308,750 | 0.13 |
| 900,000 | Cequel Communications Holdings I LLC / Cequel Capital Corp | 7.75% | 15/07/2025 | 961,875 | 0.09 |
| 4,300,000 | Change Healthcare Holdings LLC / Change Healthcare Finance Inc | 5.75% | 01/03/2025 | 4,316,125 | 0.42 |
| 3,400,000 | Cheniere Corpus Christi Holdings LLC | 5.13% | 30/06/2027 | 3,531,750 | 0.34 |
| 5,705,000 | Cheniere Energy Partners LP | 5.25% | 01/10/2025 | 5,840,494 | 0.57 |
| 100,000 | Chesapeake Energy Corp | 6.13% | 15/02/2021 | 102,750 | 0.01 |
| 1,550,000 | Chesapeake Energy Corp | 5.38% | 15/06/2021 | 1,526,750 | 0.15 |
| 2,400,000 | Chobani LLC / Chobani Finance Corp Inc | 7.50% | 15/04/2025 | 2,550,000 | 0.25 |
| 2,650,000 | CHS/Community Health Systems Inc | 8.00% | 15/11/2019 | 2,252,500 | 0.22 |
| 1,800,000 | CHS/Community Health Systems Inc | 7.13% | 15/07/2020 | 1,354,500 | 0.13 |
| 2,550,000 | CHS/Community Health Systems Inc | 6.25% | 31/03/2023 | 2,307,750 | 0.23 |
| 2,250,000 | Cincinnati Bell Inc | 7.00% | 15/07/2024 | 2,241,562 | 0.22 |
| 1,600,000 | Cinemark USA Inc | 4.88% | 01/06/2023 | 1,626,000 | 0.16 |
| 3,375,000 | CIT Group Inc | 5.00% | 15/08/2022 | 3,602,812 | 0.35 |
| 3,550,000 | Citigroup Inc | 5.90% | 15/02/2023 | 3,798,500 | 0.37 |
| 1,250,000 | Citigroup Inc | 6.30% | 15/05/2024 | 1,340,625 | 0.13 |
| 2,600,000 | Clear Channel Worldwide Holdings Inc | 7.63% | 15/03/2020 | 2,554,500 | 0.25 |
| 1,550,000 | Cleaver-Brooks Inc | 7.88% | 01/03/2023 | 1,604,250 | 0.16 |
| 1,020,000 | Cleveland-Cliffs Inc | 5.90% | 15/03/2020 | 1,017,450 | 0.10 |
| 1,450,000 | Cleveland-Cliffs Inc | 4.80% | 01/10/2020 | 1,408,312 | 0.14 |
| 2,450,000 | Cleveland-Cliffs Inc | 5.75% | 01/03/2025 | 2,345,875 | 0.23 |
| 2,000,000 | Constellium NV | 5.75% | 15/05/2024 | 2,040,000 | 0.20 |
| 550,000 | Constellium NV | 6.63% | 01/03/2025 | 580,937 | 0.06 |
| 2,000,000 | Continental Resources Inc | 5.00% | 15/09/2022 | 2,040,000 | 0.20 |
| 2,400,000 | Continental Resources Inc | 4.50% | 15/04/2023 | 2,457,000 | 0.24 |
| 3,200,000 | Cooper-Standard Automotive Inc | 5.63% | 15/11/2026 | 3,296,000 | 0.32 |
| 5,500,000 | Core & Main LP | 6.13% | 15/08/2025 | 5,582,500 | 0.54 |
| 2,800,000 | Credit Suisse Group AG | 7.50% | 11/12/2023 | 3,220,000 | 0.31 |
| 3,075,000 | CSC Holdings LLC | 7.88% | 15/02/2018 | 3,088,453 | 0.30 |
| 6,000,000 | CSC Holdings LLC | 10.13% | 15/01/2023 | 6,780,000 | 0.66 |
| 800,000 | CSC Holdings LLC | 5.25% | 01/06/2024 | 790,000 | 0.08 |
| 3,650,000 | CSC Holdings LLC | 5.50% | 15/04/2027 | 3,723,000 | 0.36 |
| 2,500,000 | CURO Financial Technologies Corp | 12.00% | 01/03/2022 | 2,762,500 | 0.27 |
| 2,600,000 | DAE Funding LLC | 4.00% | 01/08/2020 | 2,639,000 | 0.26 |
| 2,000,000 | DCP Midstream Operating LP | 9.75% | 15/03/2019 | 2,167,500 | 0.21 |
| 250,000 | DCP Midstream Operating LP | 6.75% | 15/09/2037 | 274,375 | 0.03 |
| 3,581,000 | DCP Midstream Operating LP | 5.60% | 01/04/2044 | 3,576,524 | 0.35 |
| 2,000,000 | Dell International LLC / EMC Corp | 5.88% | 15/06/2021 | 2,080,000 | 0.20 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| 米ドル | |||||
| 2,600,000 | Dell International LLC / EMC Corp | 5.45% | 15/06/2023 | 2,811,251 | 0.27 |
| 2,650,000 | Delphi Technologies Plc | 5.00% | 01/10/2025 | 2,684,608 | 0.26 |
| 1,150,000 | Denbury Resources Inc | 9.00% | 15/05/2021 | 1,178,750 | 0.12 |
| 600,000 | Denbury Resources Inc | 5.50% | 01/05/2022 | 413,250 | 0.04 |
| 3,100,000 | Deutsche Bank AG/New York NY | 4.88% | 01/12/2032 | 3,079,436 | 0.30 |
| 5,800,000 | Digicel Group Ltd | 8.25% | 30/09/2020 | 5,720,241 | 0.56 |
| 5,000,000 | Digicel Ltd | 6.75% | 01/03/2023 | 4,931,242 | 0.48 |
| 4,600,000 | DISH DBS Corp | 7.88% | 01/09/2019 | 4,910,500 | 0.48 |
| 2,800,000 | DISH DBS Corp | 6.75% | 01/06/2021 | 2,954,000 | 0.29 |
| 2,085,000 | DISH DBS Corp | 5.88% | 15/07/2022 | 2,105,850 | 0.21 |
| 4,165,000 | DISH DBS Corp | 5.88% | 15/11/2024 | 4,071,287 | 0.40 |
| 550,000 | DISH DBS Corp | 7.75% | 01/07/2026 | 580,937 | 0.06 |
| 5,750,000 | Dynegy Inc | 7.38% | 01/11/2022 | 6,080,625 | 0.59 |
| 1,850,000 | Dynegy Inc | 7.63% | 01/11/2024 | 1,995,687 | 0.19 |
| 1,300,000 | Dynegy Inc | 8.00% | 15/01/2025 | 1,408,875 | 0.14 |
| 3,700,000 | Endo Dac / Endo Finance LLC / Endo Finco Inc | 6.00% | 15/07/2023 | 2,904,500 | 0.28 |
| 1,000,000 | Energy Transfer Equity LP | 7.50% | 15/10/2020 | 1,105,000 | 0.11 |
| 1,745,000 | Energy Transfer Equity LP | 4.25% | 15/03/2023 | 1,736,275 | 0.17 |
| 1,800,000 | Energy Transfer Equity LP | 5.88% | 15/01/2024 | 1,899,000 | 0.19 |
| 650,000 | Energy Transfer Equity LP | 5.50% | 01/06/2027 | 664,625 | 0.06 |
| 1,000,000 | Ensco Plc | 4.50% | 01/10/2024 | 840,000 | 0.08 |
| 1,200,000 | Ensco Plc | 5.75% | 01/10/2044 | 831,000 | 0.08 |
| 300,000 | Equinix Inc | 5.38% | 01/01/2022 | 313,875 | 0.03 |
| 2,800,000 | Equinix Inc | 5.75% | 01/01/2025 | 2,985,500 | 0.29 |
| 1,100,000 | Equinix Inc | 5.88% | 15/01/2026 | 1,185,250 | 0.12 |
| 4,110,000 | Equinix Inc | 5.38% | 15/05/2027 | 4,407,975 | 0.43 |
| 1,600,000 | Exterran Energy Solutions LP / EES Finance Corp | 8.13% | 01/05/2025 | 1,728,000 | 0.17 |
| 1,200,000 | Fidelity & Guaranty Life Holdings Inc | 6.38% | 01/04/2021 | 1,227,750 | 0.12 |
| 3,800,000 | First Data Corp | 5.00% | 15/01/2024 | 3,933,000 | 0.38 |
| 3,600,000 | First Data Corp | 5.75% | 15/01/2024 | 3,744,000 | 0.37 |
| 1,850,000 | First Quantum Minerals Ltd | 7.25% | 01/04/2023 | 1,988,750 | 0.19 |
| 700,000 | First Quantum Minerals Ltd | 7.50% | 01/04/2025 | 761,670 | 0.07 |
| 3,200,000 | FMG Resources August 2006 Pty Ltd | 9.75% | 01/03/2022 | 3,548,800 | 0.35 |
| 5,250,000 | Freeport-McMoRan Inc | 3.55% | 01/03/2022 | 5,210,625 | 0.51 |
| 1,900,000 | Freeport-McMoRan Inc | 3.88% | 15/03/2023 | 1,900,000 | 0.19 |
| 1,850,000 | Frontier Communications Corp | 9.25% | 01/07/2021 | 1,470,750 | 0.14 |
| 2,500,000 | Frontier Communications Corp | 7.63% | 15/04/2024 | 1,687,500 | 0.16 |
| 2,400,000 | Frontier Communications Corp | 11.00% | 15/09/2025 | 1,773,000 | 0.17 |
| 2,900,000 | Gates Global LLC / Gates Global Co | 6.00% | 15/07/2022 | 2,972,500 | 0.29 |
| 1,000,000 | GBC Jefferson Smurfit (Escrow Bonds) | 8.25% | 01/10/2012 | 0 | 0.00 |
| 1,460,000 | Genesis Energy LP / Genesis Energy Finance Corp | 6.00% | 15/05/2023 | 1,487,375 | 0.15 |
| 3,100,000 | Genesis Energy LP / Genesis Energy Finance Corp | 6.50% | 01/10/2025 | 3,162,000 | 0.31 |
| 2,550,000 | GLP Capital LP / GLP Financing II Inc | 5.38% | 15/04/2026 | 2,744,437 | 0.27 |
| 850,000 | Gulfport Energy Corp | 6.00% | 15/10/2024 | 855,312 | 0.08 |
| 3,100,000 | Gulfport Energy Corp | 6.38% | 15/05/2025 | 3,131,000 | 0.31 |
| 1,200,000 | Gulfport Energy Corp | 6.38% | 15/01/2026 | 1,209,000 | 0.12 |
| 2,550,000 | H&E Equipment Services Inc | 5.63% | 01/09/2025 | 2,683,875 | 0.26 |
| 533,000 | Halcon Resources Corp | 6.75% | 15/02/2025 | 558,317 | 0.05 |
| 8,850,000 | HCA Inc | 6.50% | 15/02/2020 | 9,403,125 | 0.92 |
| 2,500,000 | HCA Inc | 7.50% | 15/02/2022 | 2,812,500 | 0.27 |
| 5,000,000 | HCA Inc | 5.00% | 15/03/2024 | 5,212,500 | 0.51 |
| 2,850,000 | HCA Inc | 5.38% | 01/02/2025 | 2,964,000 | 0.29 |
| 5,000,000 | HCA Inc | 5.25% | 15/04/2025 | 5,300,000 | 0.52 |
| 1,100,000 | Hertz Corp | 5.88% | 15/10/2020 | 1,101,375 | 0.11 |
| 550,000 | Hertz Corp | 7.38% | 15/01/2021 | 558,250 | 0.05 |
| 2,050,000 | Hertz Corp | 7.63% | 01/06/2022 | 2,162,750 | 0.21 |
| 900,000 | Hudbay Minerals Inc | 7.25% | 15/01/2023 | 959,625 | 0.09 |
| 2,500,000 | Hudbay Minerals Inc | 7.63% | 15/01/2025 | 2,737,500 | 0.27 |
| 1,820,000 | iHeartCommunications Inc | 9.00% | 15/12/2019 | 1,351,350 | 0.13 |
| 2,200,000 | iHeartCommunications Inc | 9.00% | 01/03/2021 | 1,584,000 | 0.15 |
| 2,600,000 | IHO Verwaltungs GmbH | 4.50% | 15/09/2023 | 2,665,000 | 0.26 |
| 1,650,000 | IHS Markit Ltd | 4.00% | 01/03/2026 | 1,662,375 | 0.16 |
| 2,350,000 | Intelsat Connect Finance SA | 12.50% | 01/04/2022 | 2,068,000 | 0.20 |
| 1,650,000 | Intelsat Jackson Holdings SA | 7.25% | 15/10/2020 | 1,546,875 | 0.15 |
| 2,400,000 | Intelsat Jackson Holdings SA | 7.50% | 01/04/2021 | 2,196,000 | 0.21 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| 米ドル | |||||
| 4,000,000 | Intelsat Jackson Holdings SA | 9.75% | 15/07/2025 | 3,855,000 | 0.38 |
| 2,650,000 | Intelsat Luxembourg SA | 7.75% | 01/06/2021 | 1,440,937 | 0.14 |
| 1,000,000 | Intesa Sanpaolo SpA | 5.02% | 26/06/2024 | 1,023,750 | 0.10 |
| 1,650,000 | Intesa Sanpaolo SpA | 5.71% | 15/01/2026 | 1,749,000 | 0.17 |
| 2,055,000 | iStar Inc | 4.63% | 15/09/2020 | 2,096,100 | 0.20 |
| 1,550,000 | iStar Inc | 6.00% | 01/04/2022 | 1,612,000 | 0.16 |
| 750,000 | JC Penney Corp Inc | 6.38% | 15/10/2036 | 455,625 | 0.04 |
| 3,400,000 | JC Penney Corp Inc | 7.40% | 01/04/2037 | 2,244,000 | 0.22 |
| 1,000,000 | Jeferson Smurfit Corp US | 7.50% | 01/06/2013 | 0 | 0.00 |
| 650,000 | Jeld-Wen Inc | 4.63% | 15/12/2025 | 656,500 | 0.06 |
| 650,000 | Jeld-Wen Inc | 4.88% | 15/12/2027 | 657,312 | 0.06 |
| 1,150,000 | Jones Energy Holdings LLC / Jones Energy Finance Corp | 6.75% | 01/04/2022 | 856,750 | 0.08 |
| 205,000 | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC | 5.00% | 01/06/2024 | 212,431 | 0.02 |
| 3,905,000 | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC | 5.25% | 01/06/2026 | 4,129,537 | 0.40 |
| 850,000 | Kraton Polymers LLC / Kraton Polymers Capital Corp | 7.00% | 15/04/2025 | 916,937 | 0.09 |
| 2,500,000 | Laredo Petroleum Inc | 6.25% | 15/03/2023 | 2,606,250 | 0.25 |
| 1,750,000 | Lennar Corp | 4.88% | 15/12/2023 | 1,844,062 | 0.18 |
| 2,175,000 | Lennar Corp | 4.75% | 29/11/2027 | 2,242,969 | 0.22 |
| 300,000 | Level 3 Financing Inc | 5.63% | 01/02/2023 | 303,000 | 0.03 |
| 1,300,000 | Level 3 Financing Inc | 5.38% | 15/01/2024 | 1,304,875 | 0.13 |
| 1,650,000 | Level 3 Financing Inc | 5.38% | 01/05/2025 | 1,656,187 | 0.16 |
| 2,000,000 | Level 3 Financing Inc | 5.25% | 15/03/2026 | 1,957,500 | 0.19 |
| 3,050,000 | Lions Gate Entertainment Corp | 5.88% | 01/11/2024 | 3,240,625 | 0.32 |
| 2,650,000 | Masonite International Corp | 5.63% | 15/03/2023 | 2,775,875 | 0.27 |
| 1,950,000 | MEG Energy Corp | 6.38% | 30/01/2023 | 1,677,000 | 0.16 |
| 1,950,000 | MEG Energy Corp | 7.00% | 31/03/2024 | 1,657,500 | 0.16 |
| 1,100,000 | MEG Energy Corp | 6.50% | 15/01/2025 | 1,086,250 | 0.11 |
| 1,500,000 | Mercer International Inc | 7.75% | 01/12/2022 | 1,591,875 | 0.16 |
| 1,250,000 | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc | 5.63% | 01/05/2024 | 1,337,500 | 0.13 |
| 3,100,000 | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc | 4.50% | 01/09/2026 | 3,107,750 | 0.30 |
| 1,370,000 | MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc | 4.50% | 15/01/2028 | 1,351,162 | 0.13 |
| 11,000,000 | MGM Resorts International | 8.63% | 01/02/2019 | 11,687,500 | 1.14 |
| 7,500,000 | MGM Resorts International | 6.75% | 01/10/2020 | 8,118,750 | 0.79 |
| 2,300,000 | MGM Resorts International | 6.63% | 15/12/2021 | 2,530,000 | 0.25 |
| 5,000,000 | MGM Resorts International | 7.75% | 15/03/2022 | 5,718,750 | 0.56 |
| 4,900,000 | Mohegan Gaming & Entertainment | 7.88% | 15/10/2024 | 5,071,500 | 0.50 |
| 650,000 | Momentive Performance Materials Inc | 8.88% | 15/10/2020 | 0 | 0.00 |
| 1,000,000 | Motors Liquidation Co | 7.13% | 15/07/2013 | 0 | 0.00 |
| 5,000,000 | Motors Liquidation Co | 8.38% | 15/07/2033 | 0 | 0.00 |
| 3,700,000 | MPH Acquisition Holdings LLC | 7.13% | 01/06/2024 | 3,949,750 | 0.39 |
| 2,050,000 | MPT Operating Partnership LP / MPT Finance Corp | 5.25% | 01/08/2026 | 2,132,000 | 0.21 |
| 3,000,000 | MPT Operating Partnership LP / MPT Finance Corp | 5.00% | 15/10/2027 | 3,052,500 | 0.30 |
| 1,000,000 | Multi-Color Corp | 4.88% | 01/11/2025 | 1,008,750 | 0.10 |
| 1,450,000 | Nabors Industries Inc | 0.75% | 15/01/2024 | 1,118,399 | 0.11 |
| 2,000,000 | Nationstar Mortgage LLC / Nationstar Capital Corp | 7.88% | 01/10/2020 | 2,047,500 | 0.20 |
| 2,500,000 | Navient Corp | 5.50% | 15/01/2019 | 2,556,250 | 0.25 |
| 1,000,000 | Navient Corp | 4.88% | 17/06/2019 | 1,020,000 | 0.10 |
| 2,000,000 | Navient Corp | 5.88% | 25/03/2021 | 2,077,500 | 0.20 |
| 550,000 | Navient Corp | 6.63% | 26/07/2021 | 584,375 | 0.06 |
| 2,600,000 | Navient Corp | 6.13% | 25/03/2024 | 2,645,500 | 0.26 |
| 2,650,000 | Navistar International Corp | 6.63% | 01/11/2025 | 2,782,500 | 0.27 |
| 2,900,000 | NCR Corp | 5.00% | 15/07/2022 | 2,947,125 | 0.29 |
| 3,875,000 | Nell Af S Escrow | 8.38% | 15/08/2030 | 29,063 | 0.00 |
| 8,000,000 | Netflix Inc | 4.88% | 15/04/2028 | 7,870,000 | 0.77 |
| 573,315 | New Cotai LLC / New Cotai Capital Corp | 10.63% | 01/05/2019 | 543,708 | 0.05 |
| 2,350,000 | New Gold Inc | 6.25% | 15/11/2022 | 2,438,125 | 0.24 |
| 2,700,000 | Nexstar Broadcasting Inc | 5.63% | 01/08/2024 | 2,797,875 | 0.27 |
| 405,000 | NGPL PipeCo LLC | 4.38% | 15/08/2022 | 415,125 | 0.04 |
| 1,355,000 | NGPL PipeCo LLC | 4.88% | 15/08/2027 | 1,414,281 | 0.14 |
| 2,550,000 | Nielsen Finance LLC / Nielsen Finance Co | 5.00% | 15/04/2022 | 2,629,688 | 0.26 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| 米ドル | |||||
| 206,000 | Noble Holding International Ltd | 4.90% | 01/08/2020 | 199,563 | 0.02 |
| 1,300,000 | Noble Holding International Ltd | 7.75% | 15/01/2024 | 1,131,000 | 0.11 |
| 1,300,000 | Noble Holding International Ltd | 7.70% | 01/04/2025 | 1,109,875 | 0.11 |
| 600,000 | Noble Holding International Ltd | 5.25% | 15/03/2042 | 371,250 | 0.04 |
| 2,438,000 | Nokia OYJ | 4.38% | 12/06/2027 | 2,403,319 | 0.23 |
| 1,250,000 | Novelis Corp | 6.25% | 15/08/2024 | 1,309,375 | 0.13 |
| 2,000,000 | Novelis Corp | 5.88% | 30/09/2026 | 2,057,500 | 0.20 |
| 950,000 | NRG Energy Inc | 7.25% | 15/05/2026 | 1,037,875 | 0.10 |
| 3,450,000 | NRG Energy Inc | 5.75% | 15/01/2028 | 3,497,437 | 0.34 |
| 1,382,000 | Nuance Communications Inc | 5.38% | 15/08/2020 | 1,406,185 | 0.14 |
| 1,850,000 | Nuance Communications Inc | 5.63% | 15/12/2026 | 1,935,563 | 0.19 |
| 1,100,000 | Oasis Petroleum Inc | 6.50% | 01/11/2021 | 1,128,875 | 0.11 |
| 2,550,000 | Oasis Petroleum Inc | 6.88% | 15/03/2022 | 2,629,688 | 0.26 |
| 1,300,000 | Open Text Corp | 5.88% | 01/06/2026 | 1,404,000 | 0.14 |
| 1,600,000 | Oshkosh Corp | 5.38% | 01/03/2025 | 1,704,000 | 0.17 |
| 850,000 | Park Aerospace Holdings Ltd | 3.63% | 15/03/2021 | 820,250 | 0.08 |
| 5,750,000 | Park Aerospace Holdings Ltd | 5.25% | 15/08/2022 | 5,737,787 | 0.56 |
| 1,100,000 | Park Aerospace Holdings Ltd | 4.50% | 15/03/2023 | 1,058,750 | 0.10 |
| 4,050,000 | Park-Ohio Industries Inc | 6.63% | 15/04/2027 | 4,384,125 | 0.43 |
| 1,250,000 | Parsley Energy LLC / Parsley Finance Corp | 5.63% | 15/10/2027 | 1,281,250 | 0.13 |
| 2,650,000 | Performance Food Group Inc | 5.50% | 01/06/2024 | 2,739,438 | 0.27 |
| 2,250,000 | PetSmart Inc | 7.13% | 15/03/2023 | 1,338,750 | 0.13 |
| 3,500,000 | PetSmart Inc | 5.88% | 01/06/2025 | 2,686,250 | 0.26 |
| 1,200,000 | Polaris Intermediate Corp | 8.50% | 01/12/2022 | 1,251,000 | 0.12 |
| 2,300,000 | Post Holdings Inc | 5.00% | 15/08/2026 | 2,277,000 | 0.22 |
| 2,800,000 | Post Holdings Inc | 5.75% | 01/03/2027 | 2,863,000 | 0.28 |
| 1,300,000 | Post Holdings Inc | 5.63% | 15/01/2028 | 1,313,000 | 0.13 |
| 1,650,000 | PQ Corp | 6.75% | 15/11/2022 | 1,773,750 | 0.17 |
| 950,000 | PQ Corp | 5.75% | 15/12/2025 | 969,000 | 0.09 |
| 439,000 | Precision Drilling Corp | 6.50% | 15/12/2021 | 449,426 | 0.04 |
| 950,000 | Precision Drilling Corp | 7.75% | 15/12/2023 | 1,002,250 | 0.10 |
| 1,645,000 | QEP Resources Inc | 5.63% | 01/03/2026 | 1,673,788 | 0.16 |
| 1,600,000 | Qorvo Inc | 6.75% | 01/12/2023 | 1,728,000 | 0.17 |
| 1,050,000 | Qorvo Inc | 7.00% | 01/12/2025 | 1,177,313 | 0.11 |
| 2,100,000 | Quicken Loans Inc | 5.25% | 15/01/2028 | 2,079,000 | 0.20 |
| 2,650,000 | Range Resources Corp | 4.88% | 15/05/2025 | 2,577,125 | 0.25 |
| 1,750,000 | RBS Global Inc / Rexnord LLC | 4.88% | 15/12/2025 | 1,771,875 | 0.17 |
| 1,101,830 | Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | 6.88% | 15/02/2021 | 1,120,424 | 0.11 |
| 2,950,000 | Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu | 5.13% | 15/07/2023 | 3,053,250 | 0.30 |
| 1,000,000 | Rialto Holdings LLC / Rialto Corp | 7.00% | 01/12/2018 | 1,003,125 | 0.10 |
| 5,650,000 | Rite Aid Corp | 6.13% | 01/04/2023 | 5,141,500 | 0.50 |
| 3,150,000 | Rivers Pittsburgh Borrower LP/Rivers Pittsburgh Finance Corp | 6.13% | 15/08/2021 | 3,142,125 | 0.31 |
| 950,000 | Rowan Cos Inc | 4.75% | 15/01/2024 | 843,125 | 0.08 |
| 750,000 | Rowan Cos Inc | 7.38% | 15/06/2025 | 765,938 | 0.07 |
| 1,500,000 | Rowan Cos Inc | 5.40% | 01/12/2042 | 1,117,500 | 0.11 |
| 3,000,000 | Royal Bank of Scotland Group Plc | 7.50% | 10/08/2020 | 3,187,500 | 0.31 |
| 2,100,000 | Royal Bank of Scotland Group Plc | 4.01% | 31/03/2166 | 2,084,250 | 0.20 |
| 100,000 | Sanchez Energy Corp | 7.75% | 15/06/2021 | 94,750 | 0.01 |
| 1,350,000 | Sanchez Energy Corp | 6.13% | 15/01/2023 | 1,147,500 | 0.11 |
| 3,750,000 | Scientific Games International Inc | 10.00% | 01/12/2022 | 4,134,375 | 0.40 |
| 2,150,000 | Seven Generations Energy Ltd | 6.88% | 30/06/2023 | 2,297,813 | 0.22 |
| 400,000 | SFR Group SA | 6.00% | 15/05/2022 | 406,000 | 0.04 |
| 2,450,000 | SFR Group SA | 7.38% | 01/05/2026 | 2,532,688 | 0.25 |
| 3,500,000 | Shape Technologies Group Inc | 7.63% | 01/02/2020 | 3,591,875 | 0.35 |
| 3,500,000 | Shearer's Foods LLC / Chip Finance Corp | 9.00% | 01/11/2019 | 3,578,750 | 0.35 |
| 900,000 | Sirius XM Radio Inc | 3.88% | 01/08/2022 | 906,750 | 0.09 |
| 5,000,000 | Sirius XM Radio Inc | 6.00% | 15/07/2024 | 5,312,500 | 0.52 |
| 3,965,000 | Sirius XM Radio Inc | 5.00% | 01/08/2027 | 3,979,869 | 0.39 |
| 1,050,000 | SM Energy Co | 1.50% | 01/07/2021 | 1,034,705 | 0.10 |
| 2,700,000 | SM Energy Co | 6.50% | 15/11/2021 | 2,754,000 | 0.27 |
| 500,000 | SM Energy Co | 6.50% | 01/01/2023 | 512,500 | 0.05 |
| 1,850,000 | SM Energy Co | 5.00% | 15/01/2024 | 1,785,250 | 0.17 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| 米ドル | |||||
| 1,400,000 | SM Energy Co | 6.75% | 15/09/2026 | 1,449,000 | 0.14 |
| 2,875,000 | Smith Investment | 8.00% | 15/03/2017 | 0 | 0.00 |
| 2,500,000 | SoftBank Group Corp | 6.00% | 30/07/2025 | 2,662,500 | 0.26 |
| 5,150,000 | SoftBank Group Corp | 5.13% | 19/09/2027 | 5,111,375 | 0.50 |
| 1,350,000 | SPCM SA | 4.88% | 15/09/2025 | 1,377,000 | 0.13 |
| 1,800,000 | Spectrum Brands Inc | 6.63% | 15/11/2022 | 1,874,250 | 0.18 |
| 1,850,000 | Sprint Capital Corp | 8.75% | 15/03/2032 | 2,113,625 | 0.21 |
| 1,750,000 | Sprint Communications Inc | 9.00% | 15/11/2018 | 1,846,425 | 0.18 |
| 2,000,000 | Sprint Communications Inc | 7.00% | 15/08/2020 | 2,130,000 | 0.21 |
| 8,500,000 | Sprint Communications Inc | 11.50% | 15/11/2021 | 10,306,250 | 1.01 |
| 6,200,000 | Sprint Corp | 7.25% | 15/09/2021 | 6,579,750 | 0.64 |
| 7,650,000 | Sprint Corp | 7.88% | 15/09/2023 | 8,128,125 | 0.79 |
| 3,900,000 | Sprint Corp | 7.63% | 15/02/2025 | 4,084,080 | 0.40 |
| 2,150,000 | Standard Industries Inc/NJ | 5.38% | 15/11/2024 | 2,258,145 | 0.22 |
| 2,450,000 | Standard Industries Inc/NJ | 5.00% | 15/02/2027 | 2,511,250 | 0.25 |
| 3,100,000 | Starwood Property Trust Inc | 4.75% | 15/03/2025 | 3,080,625 | 0.30 |
| 1,000,000 | Steel Dynamics Inc | 5.13% | 01/10/2021 | 1,028,750 | 0.10 |
| 2,000,000 | Steel Dynamics Inc | 5.25% | 15/04/2023 | 2,065,000 | 0.20 |
| 1,400,000 | Steel Dynamics Inc | 4.13% | 15/09/2025 | 1,412,250 | 0.14 |
| 2,100,000 | Sterigenics-Nordion Topco LLC | 8.13% | 01/11/2021 | 2,136,750 | 0.21 |
| 1,500,000 | Stone Container Finance Co of Canada II | 7.38% | 15/07/2014 | 0 | 0.00 |
| 4,850,000 | Summit Materials LLC / Summit Materials Finance Corp | 6.13% | 15/07/2023 | 5,056,125 | 0.49 |
| 3,100,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp | 5.75% | 15/04/2025 | 3,127,125 | 0.31 |
| 5,100,000 | Symantec Corp | 5.00% | 15/04/2025 | 5,333,878 | 0.52 |
| 950,000 | Talen Energy Supply LLC | 9.50% | 15/07/2022 | 978,500 | 0.10 |
| 650,000 | Talen Energy Supply LLC | 6.50% | 01/06/2025 | 527,313 | 0.05 |
| 700,000 | Talen Energy Supply LLC | 10.50% | 15/01/2026 | 693,000 | 0.07 |
| 1,750,000 | Targa Resources Partners LP / Targa Resources Partners Finance Corp | 5.25% | 01/05/2023 | 1,802,500 | 0.18 |
| 2,900,000 | Targa Resources Partners LP / Targa Resources Partners Finance Corp | 4.25% | 15/11/2023 | 2,881,875 | 0.28 |
| 650,000 | Targa Resources Partners LP / Targa Resources Partners Finance Corp | 5.38% | 01/02/2027 | 668,688 | 0.07 |
| 200,000 | Targa Resources Partners LP / Targa Resources Partners Finance Corp | 5.00% | 15/01/2028 | 201,000 | 0.02 |
| 3,680,000 | Team Health Holdings Inc | 6.38% | 01/02/2025 | 3,302,800 | 0.32 |
| 800,000 | Teck Resources Ltd | 6.00% | 15/08/2040 | 890,000 | 0.09 |
| 2,750,000 | Teck Resources Ltd | 5.20% | 01/03/2042 | 2,736,250 | 0.27 |
| 600,000 | Teck Resources Ltd | 5.40% | 01/02/2043 | 607,500 | 0.06 |
| 1,550,000 | Telecom Italia Capital SA | 6.38% | 15/11/2033 | 1,799,938 | 0.18 |
| 4,550,000 | Telecom Italia Capital SA | 7.20% | 18/07/2036 | 5,670,438 | 0.55 |
| 7,300,000 | Telecom Italia Capital SA | 7.72% | 04/06/2038 | 9,426,125 | 0.92 |
| 3,000,000 | Telecom Italia SpA/Milano | 5.30% | 30/05/2024 | 3,228,750 | 0.32 |
| 1,050,000 | Tenet Healthcare Corp | 7.50% | 01/01/2022 | 1,110,375 | 0.11 |
| 1,700,000 | Tenet Healthcare Corp | 8.13% | 01/04/2022 | 1,751,000 | 0.17 |
| 2,200,000 | Tenet Healthcare Corp | 6.75% | 15/06/2023 | 2,145,000 | 0.21 |
| 4,750,000 | Tenet Healthcare Corp | 5.13% | 01/05/2025 | 4,678,750 | 0.46 |
| 1,800,000 | Tenet Healthcare Corp | 7.00% | 01/08/2025 | 1,705,500 | 0.17 |
| 350,000 | T-Mobile USA Inc | 4.00% | 15/04/2022 | 360,063 | 0.04 |
| 5,000,000 | T-Mobile USA Inc | 6.63% | 01/04/2023 | 5,218,750 | 0.51 |
| 1,300,000 | T-Mobile USA Inc | 6.50% | 15/01/2026 | 1,420,250 | 0.14 |
| 2,250,000 | Toll Brothers Finance Corp | 4.38% | 15/04/2023 | 2,356,875 | 0.23 |
| 1,050,000 | TransDigm Inc | 6.50% | 15/05/2025 | 1,080,188 | 0.11 |
| 1,500,000 | TransDigm Inc | 6.38% | 15/06/2026 | 1,518,750 | 0.15 |
| 450,000 | Transocean Inc | 9.00% | 15/07/2023 | 487,125 | 0.05 |
| 2,200,000 | Transocean Inc | 7.50% | 15/01/2026 | 2,260,500 | 0.22 |
| 3,500,000 | Transocean Inc | 7.50% | 15/04/2031 | 3,115,000 | 0.30 |
| 500,000 | TRI Pointe Group Inc / TRI Pointe Homes Inc | 4.38% | 15/06/2019 | 510,625 | 0.05 |
| 2,000,000 | TRI Pointe Group Inc / TRI Pointe Homes Inc | 5.88% | 15/06/2024 | 2,145,000 | 0.21 |
| 2,400,000 | Tribune Media Co | 5.88% | 15/07/2022 | 2,478,000 | 0.24 |
| 2,800,000 | Trinidad Drilling Ltd | 6.63% | 15/02/2025 | 2,674,000 | 0.26 |
| 3,000,000 | UBS Group AG | 6.88% | 07/08/2025 | 3,339,045 | 0.33 |
| 2,650,000 | UniCredit SpA | 5.86% | 19/06/2032 | 2,833,628 | 0.28 |
| 3,650,000 | United Rentals North America Inc | 4.63% | 15/10/2025 | 3,695,625 | 0.36 |
| 額面 | 銘柄名称 | 利率 | 償還年月日 | 評価額 (米ドル) | 純資産 比率(%) |
| 社債 | |||||
| 米ドル | |||||
| 2,000,000 | United Rentals North America Inc | 5.88% | 15/09/2026 | 2,140,000 | 0.21 |
| 3,350,000 | Univision Communications Inc | 5.13% | 15/05/2023 | 3,366,750 | 0.33 |
| 3,150,000 | UPCB Finance IV Ltd | 5.38% | 15/01/2025 | 3,181,500 | 0.31 |
| 2,500,000 | USG Corp | 4.88% | 01/06/2027 | 2,609,375 | 0.25 |
| 1,000,000 | USIS Merger Sub Inc | 6.88% | 01/05/2025 | 1,015,000 | 0.10 |
| 3,750,000 | Valeant Pharmaceuticals International | 6.75% | 15/08/2021 | 3,801,563 | 0.37 |
| 950,000 | Valeant Pharmaceuticals International | 7.25% | 15/07/2022 | 967,813 | 0.09 |
| 4,953,000 | Valeant Pharmaceuticals International Inc | 5.38% | 15/03/2020 | 4,971,574 | 0.49 |
| 1,400,000 | Valeant Pharmaceuticals International Inc | 7.50% | 15/07/2021 | 1,436,750 | 0.14 |
| 3,500,000 | Valeant Pharmaceuticals International Inc | 5.88% | 15/05/2023 | 3,258,325 | 0.32 |
| 1,200,000 | Valeant Pharmaceuticals International Inc | 7.00% | 15/03/2024 | 1,296,000 | 0.13 |
| 1,050,000 | Valeant Pharmaceuticals International Inc | 5.50% | 01/11/2025 | 1,076,250 | 0.10 |
| 1,050,000 | Valvoline Inc | 5.50% | 15/07/2024 | 1,119,563 | 0.11 |
| 2,950,000 | Valvoline Inc | 4.38% | 15/08/2025 | 2,994,250 | 0.29 |
| 2,050,000 | VeriSign Inc | 5.25% | 01/04/2025 | 2,226,813 | 0.22 |
| 1,300,000 | VeriSign Inc | 4.75% | 15/07/2027 | 1,334,125 | 0.13 |
| 4,045,000 | Versum Materials Inc | 5.50% | 30/09/2024 | 4,338,263 | 0.42 |
| 3,800,000 | Virgin Media Secured Finance Plc | 5.50% | 15/08/2026 | 3,895,000 | 0.38 |
| 1,300,000 | Weatherford International Ltd | 7.75% | 15/06/2021 | 1,342,250 | 0.13 |
| 1,000,000 | Weatherford International Ltd | 4.50% | 15/04/2022 | 910,000 | 0.09 |
| 700,000 | Weatherford International Ltd | 8.25% | 15/06/2023 | 710,500 | 0.07 |
| 3,250,000 | Weatherford International Ltd | 6.50% | 01/08/2036 | 2,681,250 | 0.26 |
| 2,500,000 | WESCO Distribution Inc | 5.38% | 15/12/2021 | 2,568,750 | 0.25 |
| 5,800,000 | Western Digital Corp | 10.50% | 01/04/2024 | 6,749,750 | 0.66 |
| 1,875,000 | Westpac Banking Corp/New Zealand | 5.00% | 31/12/2165 | 1,872,005 | 0.18 |
| 2,900,000 | Whiting Petroleum Corp | 5.00% | 15/03/2019 | 2,975,763 | 0.29 |
| 2,050,000 | Whiting Petroleum Corp | 6.63% | 15/01/2026 | 2,106,375 | 0.21 |
| 650,000 | William Lyon Homes Inc | 7.00% | 15/08/2022 | 670,313 | 0.07 |
| 3,550,000 | William Lyon Homes Inc | 5.88% | 31/01/2025 | 3,638,750 | 0.36 |
| 500,000 | Williams Cos Inc | 7.88% | 01/09/2021 | 578,750 | 0.06 |
| 1,150,000 | Williams Cos Inc | 7.50% | 15/01/2031 | 1,420,699 | 0.14 |
| 3,700,000 | Williams Cos Inc | 7.75% | 15/06/2031 | 4,551,000 | 0.44 |
| 10,545,000 | Wind Tre SpA | 5.00% | 20/01/2026 | 10,070,475 | 0.98 |
| 583,000 | Windstream Services LLC / Windstream Finance Corp | 7.75% | 15/10/2020 | 498,465 | 0.05 |
| 1,953,000 | Windstream Services LLC / Windstream Finance Corp | 6.38% | 01/08/2023 | 1,193,771 | 0.12 |
| 5,328,000 | Windstream Services LLC / Windstream Finance Corp | 8.63% | 31/10/2025 | 5,168,160 | 0.50 |
| 2,100,000 | Workday Inc | 0.25% | 01/10/2022 | 2,087,978 | 0.20 |
| 2,500,000 | WPX Energy Inc | 8.25% | 01/08/2023 | 2,850,000 | 0.28 |
| 900,000 | WR Grace & Co-Conn | 5.13% | 01/10/2021 | 945,000 | 0.09 |
| 3,600,000 | WR Grace & Co-Conn | 5.63% | 01/10/2024 | 3,906,000 | 0.38 |
| 1,550,000 | Wrangler Buyer Corp | 6.00% | 01/10/2025 | 1,604,250 | 0.16 |
| 2,593,000 | Yum! Brands Inc | 5.35% | 01/11/2043 | 2,508,728 | 0.24 |
| 957,049,739 | 93.45 | ||||
| 社債合計 | 959,931,400 | 93.73 | |||
| 逆現先取引 | |||||
| 米ドル | |||||
| (889,875) | Barclays Capital Inc Reverse Repo | (1.50%) | 15/07/2020 | (889,875) | (0.09) |
| (759,000) | Barclays Capital Inc Reverse Repo | 7.13% | 15/07/2020 | (759,000) | (0.07) |
| (563,063) | Barclays Capital Inc Reverse Repo | 7.38% | 15/01/2021 | (563,063) | (0.05) |
| (1,234,375) | Barclays Capital Inc Reverse Repo | 6.88% | 15/03/2022 | (1,234,375) | (0.12) |
| (540,000) | Barclays Capital Inc Reverse Repo | (0.75%) | 15/04/2022 | (540,000) | (0.05) |
| (1,930,000) | Barclays Capital Inc Reverse Repo | 6.75% | 15/06/2023 | (1,930,000) | (0.19) |
| (283,938) | Barclays Capital Inc Reverse Repo | 7.75% | 15/01/2024 | (283,938) | (0.03) |
| (174,750) | Barclays Capital Inc Reverse Repo | 7.75% | 15/01/2024 | (174,750) | (0.02) |
| (2,030,400) | Barclays Capital Inc Reverse Repo | 7.88% | 15/10/2024 | (2,030,400) | (0.20) |
| (317,625) | Barclays Capital Inc Reverse Repo | 7.88% | 15/10/2024 | (317,625) | (0.03) |
| (3,077,100) | Barclays Capital Inc Reverse Repo | (0.25%) | 01/02/2025 | (3,077,100) | (0.30) |
| (992,500) | Barclays Capital Inc Reverse Repo | 6.25% | 01/04/2025 | (992,500) | (0.10) |
| (990,000) | Barclays Capital Inc Reverse Repo | 6.25% | 01/04/2025 | (990,000) | (0.10) |
| (521,387) | Barclays Capital Inc Reverse Repo | 7.00% | 01/08/2025 | (521,387) | (0.05) |
| (773,437) | Credit Suisse Securities (Europe) Limited Reverse Repo | (1.00%) | 15/03/2022 | (773,437) | (0.07) |
| 逆現先取引合計 | (15,077,450) | (1.47) |
| 株数 | 銘柄名称 | 評価額 (米ドル) | 純資産 比率(%) | ||
| 普通株式 | |||||
| 米ドル | |||||
| 848 | Atrium | 0 | 0.00 | ||
| 289,628 | Berry Pete Corp | 2,842,120 | 0.28 | ||
| 161,769 | Chaparral Energy Inc ‘A’ | 3,801,571 | 0.37 | ||
| 45,610 | Chaparral Energy Inc ‘B’ | 1,049,030 | 0.10 | ||
| 22 | Dawn Holdings | 0 | 0.00 | ||
| 1,000 | Holdings Co Inc PT | 0 | 0.00 | ||
| 6,126 | Motors Liquidation Co GUC Trust | 58,197 | 0.01 | ||
| 6 | New Cotai LLC (Placing) | 0 | 0.00 | ||
| 23,132 | Whiting Petroleum Corp | 613,114 | 0.06 | ||
| 普通株式合計 | 8,364,032 | 0.82 | |||
| 優先株式 | |||||
| 米ドル | |||||
| 267,602 | Berry Pete Corp | 3,077,423 | 0.30 | ||
| 1,033 | Spanish Broadcasting System Inc | 733,430 | 0.07 | ||
| 優先株式合計 | 3,810,853 | 0.37 | |||
| 額面 | 銘柄名称 | 利回り | 評価額 (米ドル) | 純資産 比率(%) | |
| 上場投資信託 | |||||
| 米ドル | |||||
| 85,000 | iShares iBoxx $ High Yield Corporate Bond ETF | 7,403,925 | 0.72 | ||
| 上場投資信託合計 | 7,403,925 | 0.72 | |||
| 投資信託証券 | |||||
| 25,395,968 | Goldman Sachs US$ Liquid Reserves Fund - X Class | 1.564% | 25,395,968 | 2.48 | |
| 投資信託証券合計 | 25,395,968 | 2.48 | |||
| 投資資産合計 | 989,828,728 | 96.65 |
| 先物取引 | |||||
| 枚数 | 銘柄名称 | 未実現利益 (米ドル) | 純資産 比率(%) | ||
| (7) | Euro-Bobl March 2018 | 売建 | 6,390 | 0.00 | |
| 16 | U.S. Treasury Ultra Bond (CBT) March 2018 | 買建 | 7,622 | 0.00 | |
| (112) | U.S. Treasury Long Bond (CBT) March 2018 | 売建 | 66,649 | 0.01 | |
| (488) | U.S. Treasury 10 Year Note (CBT) March 2018 | 売建 | 411,244 | 0.04 | |
| 先物取引未実現利益 | 491,905 | 0.05 | |||
| 枚数 | 銘柄名称 | 未実現損失 (米ドル) | 純資産 比率(%) | ||
| 261 | U.S. Treasury 5 Year Note (CBT) March 2018 | 買建 | (50,758) | (0.00) | |
| 135 | U.S. Treasury 2 Year Note (CBT) March 2018 | 買建 | (62,404) | (0.01) | |
| 先物取引未実現損失 | (113,162) | (0.01) |
| 外国為替予約取引 | ||||||
| 満期日 | 元本(買) | 元本(売) | 未実現損失 (米ドル) | 純資産 比率(%) | ||
| 04/01/2018 | USD | 2,956,682 | EUR | 2,482,438 | (21,266) | (0.00) |
| 外国為替予約取引未実現損失 | (21,266) | (0.00) | ||||
| 現地通貨建 想定元本額 | スワップ契約 | 未実現利益 (米ドル) | 純資産 比率(%) | ||
| クレジット・デフォルト・スワップ | |||||
| (3,200,000) | Credit Default Swap (Barclays Bank Plc) (Fund provides default protection on CDX.NA.HY.29-V1 Index; and receives Fixed 5.00%) 20/12/2022 | 261,056 | 0.03 | ||
| クレジット・デフォルト・スワップ未実現利益 | 261,056 | 0.03 | |||
| 投資合計 | 評価額 (米ドル) | 純資産 比率(%) | ||
| 社債 | 959,931,400 | 93.73 | ||
| 逆現先取引 | (15,077,450) | (1.47) | ||
| 普通株式 | 8,364,032 | 0.82 | ||
| 優先株式 | 3,810,853 | 0.37 | ||
| 上場投資信託 | 7,403,925 | 0.72 | ||
| 投資信託証券 | 25,395,968 | 2.48 | ||
| 先物取引未実現利益 | 491,905 | 0.05 | ||
| 先物取引未実現損失 | (113,162) | (0.01) | ||
| 外国為替予約取引未実現損失 | (21,266) | (0.00) | ||
| クレジット・デフォルト・スワップ未実現利益 | 261,056 | 0.03 | ||
| その他資産・負債 | 33,731,930 | 3.28 | ||
| 買戻可能参加受益証券保有者に帰属する純資産 | 1,024,179,191 | 100.00 |
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。
