有価証券報告書(内国投資信託受益証券)-第23期(令和3年10月13日-令和4年4月12日)
(4) 【附属明細表】
投資信託受益証券及び親投資信託受益証券における券面総額欄の数値は、証券数を表示しております。
「GIM トラスト-USハイ・イールド・ボンド・ファンド USDクラス」の状況
以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。
以下に記載した情報は監査の対象外であります。
(金融商品に関する注記)
附属明細表
| 第1 有価証券明細表 |
| (1) 株式 |
| 該当事項はありません。 |
| (2) 株式以外の有価証券 | ||||
| 種 類 | 銘 柄 | 券面総額 | 評価額 (円) | 備考 |
| 投資信託受益証券 | GIM TRUST-US HIGH YIELD BOND FUND-USD CLASS | 5,405,471.240 | 754,247,024 | |
| 投資信託受益証券 合計 | 754,247,024 | |||
| 親投資信託受益証券 | ダイワ・マネー・マザーファンド | 4,380 | 4,452 | |
| 親投資信託受益証券 合計 | 4,452 | |||
| 合計 | 754,251,476 | |||
| 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 |
| 該当事項はありません。 |
| (参考) |
| 当ファンドは、ケイマン籍の外国投資信託「GIM トラスト-USハイ・イールド・ボンド・ファンド USDクラス」受益証券(円建)を主要投資対象としており、貸借対照表の資産の部に計上された「投資信託受益証券」は、すべて同ファンドの受益証券であります。 また、当ファンドは、「ダイワ・マネー・マザーファンド」受益証券を主要投資対象としており、貸借対照表の資産の部に計上された「親投資信託受益証券」は、すべて同マザーファンドの受益証券であります。 なお、同ファンドの状況及び当ファンドの特定期間末日(以下、｢期末日｣)における同マザーファンドの状況は次のとおりであります。 |
「GIM トラスト-USハイ・イールド・ボンド・ファンド USDクラス」の状況
以下に記載した同ファンドの情報は、会計監査人により監査を受けた財務諸表を委託会社で抜粋・翻訳したものであります。
以下に記載した情報は監査の対象外であります。
| (米ドル建て) | ||
| 貸借対照表 | ||
| 2021年4月30日 | ||
| 資産 | ||
| 投資資産の評価額 (簿価 $75,446,702) | $ | 79,974,293 |
| 現金 | 6 | |
| 外国為替先渡契約による評価益 | 3,503,354 | |
| 未収: | ||
| 利息 | 957,788 | |
| 売却済みの投資 | 5,425 | |
| 資産合計 | 84,440,866 | |
| 負債 | ||
| 外国為替先渡契約による評価損 | 565,748 | |
| 未払: | ||
| 償還済み受益証券 | 657,163 | |
| 運用会社報酬 | 254,522 | |
| 専門家報酬 | 113,179 | |
| 購入済みの投資 | 111,114 | |
| 保管会社報酬 | 22,437 | |
| 会計および管理会社報酬 | 16,201 | |
| 受託会社報酬 | 7,500 | |
| 為替取引執行会社報酬 | 6,298 | |
| 名義書換代理人報酬 | 3,535 | |
| 登録料 | 561 | |
| その他負債 | 183,335 | |
| 負債合計 | 1,941,593 | |
| 純資産 | $ | 82,499,273 |
| 純資産 | ||
| クラス A - JPY クラス | $ | 16,982,632 |
| クラス B - BRL クラス | 41,263,972 | |
| クラス C - USD クラス | 7,203,707 | |
| クラス D - AUD クラス | 7,348,454 | |
| クラス E - ZAR クラス | 329,528 | |
| クラス F - TRY クラス | 5,983,279 | |
| クラス G - 通貨セレクト・クラス | 3,387,701 | |
| $ | 82,499,273 | |
| 発行済み受益証券 | ||
| クラス A - JPY クラス | 19,986,088 | |
| クラス B - BRL クラス | 149,527,566 | |
| クラス C - USD クラス | 6,134,343 | |
| クラス D - AUD クラス | 8,459,166 | |
| クラス E - ZAR クラス | 489,625 | |
| クラス F - TRY クラス | 25,205,894 | |
| クラス G - 通貨セレクト・クラス | 6,950,717 | |
| 受益証券1口当り純資産額 | ||
| クラス A - JPY クラス | $ | 0.850 |
| クラス B - BRL クラス | $ | 0.276 |
| クラス C - USD クラス | $ | 1.174 |
| クラス D - AUD クラス | $ | 0.869 |
| クラス E - ZAR クラス | $ | 0.673 |
| クラス F - TRY クラス | $ | 0.237 |
| クラス G - 通貨セレクト・クラス | $ | 0.487 |
| 損益計算書 | ||
| 2021/4/30で終了する年度 | ||
| 投資収益 | ||
| 受取利息 (源泉徴収税 $803控除後) | $ | 4,390,011 |
| 配当収益 (源泉徴収税 $37,596控除後) | 609,467 | |
| 投資収益合計 | 4,999,478 | |
| 費用 | ||
| 運用会社報酬 | 437,745 | |
| 保管会社報酬 | 127,127 | |
| 専門家報酬 | 56,821 | |
| 会計および管理会社報酬 | 52,529 | |
| 受託会社報酬 | 17,500 | |
| 為替取引執行会社報酬 | 15,106 | |
| 名義書換代理人報酬 | 13,912 | |
| 登録料 | 91 | |
| その他費用 | 3,039 | |
| 費用合計 | 723,870 | |
| 投資純利益 | 4,275,608 | |
| 実現利益(損失)および評価益(損): | ||
| 実現利益(損失): | ||
| 証券投資 | (2,715,047) | |
| 外国為替取引および外国為替先渡契約 | 135,403 | |
| 実現損失合計 | (2,579,644) | |
| 評価損益の変動の内訳: | ||
| 証券投資 | 18,958,840 | |
| 外国為替換算および外国為替先渡契約 | 1,178,334 | |
| 評価益の変動 | 20,137,174 | |
| 実現損失および評価益 | 17,557,530 | |
| 運用による純資産の純増 | $ | 21,833,138 |
| 投資明細表 | |||||||
| 2021/4/30現在 | |||||||
| 元本 | 証券の明細 | 評価額 | |||||
| 債券 (85.4%) | |||||||
| オーストラリア (0.1%) | |||||||
| 社債 (0.1%) | |||||||
| FMG Resources August 2006 Pty Ltd. | |||||||
| USD 60,000 | 4.38% due 04/01/31(a),(b) | $ | 62,325 | ||||
| 社債合計 | 62,325 | ||||||
| オーストラリア合計 (簿価 $60,000) | 62,325 | ||||||
| カナダ(4.7%) | |||||||
| 社債 (4.7%) | |||||||
| 1011778 BC ULC / New Red Finance, Inc. | |||||||
| USD 40,000 | 3.50% due 02/15/29(a),(b) | 39,000 | |||||
| USD 80,000 | 4.00% due 10/15/30(a),(b) | 78,000 | |||||
| ATS Automation Tooling Systems, Inc. | |||||||
| USD 29,000 | 4.13% due 12/15/28(a),(b) | 29,218 | |||||
| Bausch Health Cos, Inc. | |||||||
| USD 605,000 | 6.13% due 04/15/25(a),(b) | 618,612 | |||||
| USD 225,000 | 7.00% due 03/15/24(a),(b) | 230,625 | |||||
| USD 1,150,000 | 9.00% due 12/15/25(a),(b) | 1,246,313 | |||||
| Baytex Energy Corp. | |||||||
| USD 200,000 | 8.75% due 04/01/27(a),(b) | 185,000 | |||||
| Bombardier, Inc. | |||||||
| USD 205,000 | 7.50% due 03/15/25(a),(b) | 205,000 | |||||
| GFL Environmental, Inc. | |||||||
| USD 86,000 | 3.75% due 08/01/25(a),(b) | 87,505 | |||||
| USD 48,000 | 4.00% due 08/01/28(a),(b) | 45,933 | |||||
| MEG Energy Corp. | |||||||
| USD 35,000 | 5.88% due 02/01/29(a),(b) | 35,875 | |||||
| USD 196,000 | 6.50% due 01/15/25(a),(b) | 202,492 | |||||
| NOVA Chemicals Corp. | |||||||
| USD 83,000 | 4.25% due 05/15/29(a),(b) | 82,562 | |||||
| USD 105,000 | 5.00% due 05/01/25(a),(b) | 111,562 | |||||
| USD 280,000 | 5.25% due 06/01/27(a),(b) | 298,900 | |||||
| Precision Drilling Corp. | |||||||
| USD 200,000 | 7.75% due 12/15/23(a) | 201,250 | |||||
| Stars Group Holdings BV / Stars Group US Co-Borrower LLC | |||||||
| USD 105,000 | 7.00% due 07/15/26(a),(b) | 109,725 | |||||
| Superior Plus LP / Superior General Partner, Inc. | |||||||
| USD 40,000 | 4.50% due 03/15/29(a),(b) | 40,762 | |||||
| 社債合計 | 3,848,334 | ||||||
| カナダ合計 (簿価 $3,716,392) | 3,848,334 | ||||||
| フランス (1.0%) | |||||||
| 社債 (1.0%) | |||||||
| Altice France S.A. | |||||||
| USD 200,000 | 5.13% due 07/15/29(a),(b) | 200,272 | |||||
| USD 295,000 | 7.38% due 05/01/26(a),(b) | 305,856 | |||||
| USD 280,000 | 8.13% due 02/01/27(a),(b) | 306,600 | |||||
| 社債合計 | 812,728 | ||||||
| フランス合計 (簿価 $775,000) | 812,728 | ||||||
| ルクセンブルク (2.4%) | |||||||
| 社債 (2.4%) | |||||||
| Altice France Holding S.A. | |||||||
| USD 235,000 | 10.50% due 05/15/27(a),(b) | 264,718 | |||||
| INEOS Group Holdings S.A. | |||||||
| USD 400,000 | 5.63% due 08/01/24(a),(b) | 402,732 | |||||
| Intelsat Jackson Holdings S.A. | |||||||
| USD 475,000 | 5.50% due 08/01/23(a),(c) | 290,645 | |||||
| USD 559,000 | 8.50% due 10/15/24(a),(b),(c) | 346,580 | |||||
| USD 130,000 | 9.75% due 07/15/25(a),(b),(c) | 81,042 | |||||
| Mallinckrodt International Finance S.A. / Mallinckrodt CB LLC | |||||||
| USD 355,000 | 5.50% due 04/15/25(a),(b),(c) | 236,075 | |||||
| USD 185,000 | 5.63% due 10/15/23(a),(b),(c) | 123,025 | |||||
| Telecom Italia Capital S.A. | |||||||
| USD 110,000 | 6.00% due 09/30/34 | 123,811 | |||||
| Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc. | |||||||
| USD 100,000 | 5.38% due 09/01/25(a),(b) | 102,019 | |||||
| 社債合計 | 1,970,647 | ||||||
| ルクセンブルク合計 (簿価 $2,485,997) | 1,970,647 | ||||||
| オランダ (0.9%) | |||||||
| 社債 (0.9%) | |||||||
| Alcoa Nederland Holding BV | |||||||
| USD 235,000 | 7.00% due 09/30/26(a),(b) | 247,338 | |||||
| Starfruit Finco BV / Starfruit US Holdco LLC | |||||||
| USD 300,000 | 8.00% due 10/01/26(a),(b) | 318,780 | |||||
| Trivium Packaging Finance BV | |||||||
| USD 200,000 | 5.50% due 08/15/26(a),(b) | 209,250 | |||||
| 社債合計 | 775,368 | ||||||
| オランダ合計 (簿価 $732,758) | 775,368 | ||||||
| 米国(76.3%) | |||||||
| 転換社債 (0.5%) | |||||||
| DISH Network Corp. | |||||||
| USD 420,000 | 3.38% due 08/15/26 | 442,050 | |||||
| Chesapeake Energy Corp.(c) | |||||||
| USD 105,000 | 5.50% due 09/15/26 | 2,494 | |||||
| 転換社債合計 | 444,544 | ||||||
| 社債 (75.8%) | |||||||
| Acadia Healthcare Co., Inc. | |||||||
| USD 81,000 | 5.50% due 07/01/28(a),(b) | 85,556 | |||||
| ACCO Brands Corp. | |||||||
| USD 115,000 | 4.25% due 03/15/29(a),(b) | 113,131 | |||||
| ACI Worldwide, Inc. | |||||||
| USD 300,000 | 5.75% due 08/15/26(a),(b) | 315,375 | |||||
| AdaptHealth LLC | |||||||
| USD 29,000 | 4.63% due 08/01/29(a),(b) | 28,838 | |||||
| Adient Global Holdings Ltd. | |||||||
| USD 155,000 | 4.88% due 08/15/26(a),(b) | 159,069 | |||||
| Adient US LLC | |||||||
| USD 3,000 | 7.00% due 05/15/26(a),(b) | 3,217 | |||||
| USD 63,000 | 9.00% due 04/15/25(a),(b) | 69,820 | |||||
| ADT Security Corp. | |||||||
| USD 286,000 | 4.88% due 07/15/32(b) | 299,346 | |||||
| Ahead DB Holdings LLC | |||||||
| USD 63,000 | 6.63% due 05/01/28(a),(b) | 64,103 | |||||
| Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | |||||||
| USD 92,000 | 3.25% due 03/15/26(a),(b) | 91,934 | |||||
| USD 77,000 | 3.50% due 03/15/29(a),(b) | 73,920 | |||||
| USD 200,000 | 4.63% due 01/15/27(a),(b) | 208,000 | |||||
| USD 95,000 | 4.88% due 02/15/30(a),(b) | 98,908 | |||||
| USD 53,000 | 5.75% due 03/15/25(a) | 54,457 | |||||
| Allegheny Technologies, Inc. | |||||||
| USD 96,000 | 5.88% due 12/01/27(a) | 101,400 | |||||
| Allied Universal Holdco LLC / Allied Universal Finance Corp. | |||||||
| USD 55,000 | 6.63% due 07/15/26(a),(b) | 58,162 | |||||
| Allison Transmission, Inc. | |||||||
| USD 78,000 | 3.75% due 01/30/31(a),(b) | 75,270 | |||||
| USD 100,000 | 4.75% due 10/01/27(a),(b) | 104,625 | |||||
| USD 90,000 | 5.88% due 06/01/29(a),(b) | 96,975 | |||||
| American Airlines, Inc. /AAdvantage Loyalty IP Ltd. | |||||||
| USD 139,000 | 5.50% due 04/20/26(b) | 145,950 | |||||
| USD 120,250 | 5.75% due 04/20/29(b) | 128,848 | |||||
| American Axle & Manufacturing, Inc. | |||||||
| USD 140,000 | 6.25% due 04/01/25(a) | 145,075 | |||||
| USD 345,000 | 6.25% due 03/15/26(a) | 354,272 | |||||
| USD 65,000 | 6.88% due 07/01/28(a) | 69,388 | |||||
| Antero Midstream Partners LP / Antero Midstream Finance Corp. | |||||||
| USD 220,000 | 5.38% due 09/15/24(a) | 223,575 | |||||
| USD 50,000 | 5.75% due 01/15/28(a),(b) | 50,950 | |||||
| USD 72,000 | 7.88% due 05/15/26(a),(b) | 78,480 | |||||
| Antero Resources Corp. | |||||||
| USD 305,000 | 5.63% due 06/01/23(a) | 306,144 | |||||
| USD 23,000 | 7.63% due 02/01/29(a),(b) | 24,942 | |||||
| USD 70,000 | 8.38% due 07/15/26(a),(b) | 78,602 | |||||
| Apache Corp. | |||||||
| USD 19,000 | 4.63% due 11/15/25(a) | 20,069 | |||||
| USD 19,000 | 4.88% due 11/15/27(a) | 20,055 | |||||
| Aramark Services, Inc. | |||||||
| USD 117,000 | 5.00% due 02/01/28(a),(b) | 122,276 | |||||
| Arches Buyer, Inc. | |||||||
| USD 44,000 | 4.25% due 06/01/28(a),(b) | 43,835 | |||||
| USD 31,000 | 6.13% due 12/01/28(a),(b) | 31,775 | |||||
| Archrock Partners LP / Archrock Partners Finance Corp. | |||||||
| USD 63,000 | 6.25% due 04/01/28(a),(b) | 65,861 | |||||
| Arconic Corp. | |||||||
| USD 115,000 | 6.00% due 05/15/25(a),(b) | 122,763 | |||||
| USD 120,000 | 6.13% due 02/15/28(a),(b) | 127,500 | |||||
| Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. | |||||||
| USD 265,000 | 5.25% due 08/15/27(a),(b) | 270,853 | |||||
| Avantor Funding, Inc. | |||||||
| USD 126,000 | 4.63% due 07/15/28(a),(b) | 131,985 | |||||
| Avis Budget Car Rental LLC / Avis Budget Finance, Inc. | |||||||
| USD 64,000 | 5.25% due 03/15/25(a),(b) | 64,960 | |||||
| USD 66,000 | 5.38% due 03/01/29(a),(b) | 68,723 | |||||
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV | |||||||
| USD 150,000 | 4.75% due 06/15/27(a),(b) | 157,125 | |||||
| Bausch Health Americas, Inc. | |||||||
| USD 212,000 | 8.50% due 01/31/27(a),(b) | 236,115 | |||||
| USD 35,000 | 9.25% due 04/01/26(a),(b) | 38,769 | |||||
| Bausch Health Cos, Inc. | |||||||
| USD 191,000 | 5.00% due 02/15/29(a),(b) | 191,294 | |||||
| USD 77,000 | 5.25% due 02/15/31(a),(b) | 77,105 | |||||
| USD 100,000 | 7.00% due 01/15/28(a),(b) | 108,875 | |||||
| Big River Steel LLC / BRS Finance Corp. | |||||||
| USD 111,000 | 6.63% due 01/31/29(a),(b) | 119,880 | |||||
| Black Knight InfoServ LLC | |||||||
| USD 96,000 | 3.63% due 09/01/28(a),(b) | 94,490 | |||||
| Blue Racer Midstream LLC / Blue Racer Finance Corp. | |||||||
| USD 38,000 | 7.63% due 12/15/25(a),(b) | 41,078 | |||||
| Booz Allen Hamilton, Inc. | |||||||
| USD 96,000 | 3.88% due 09/01/28(a),(b) | 95,760 | |||||
| Boyne USA, Inc. | |||||||
| USD 65,000 | 4.75% due 05/15/29(a),(b) | 66,788 | |||||
| Brink's Co. | |||||||
| USD 95,000 | 5.50% due 07/15/25(a),(b) | 100,225 | |||||
| Buckeye Partners LP | |||||||
| USD 115,000 | 4.13% due 03/01/25(a),(b) | 117,875 | |||||
| USD 60,000 | 4.13% due 12/01/27(a) | 59,250 | |||||
| USD 115,000 | 4.50% due 03/01/28(a),(b) | 115,144 | |||||
| BWX Technologies, Inc. | |||||||
| USD 76,000 | 4.13% due 06/30/28(a),(b) | 77,330 | |||||
| USD 113,000 | 4.13% due 04/15/29(a),(b) | 116,108 | |||||
| BY Crown Parent LLC / BY Bond Finance, Inc. | |||||||
| USD 70,000 | 4.25% due 01/31/26(a),(b) | 73,325 | |||||
| California Resources Corp. | |||||||
| USD 113,000 | 7.13% due 02/01/26(a),(b) | 115,748 | |||||
| Callon Petroleum Co. | |||||||
| USD 70,000 | 6.25% due 04/15/23(a) | 66,500 | |||||
| USD 115,000 | 8.25% due 07/15/25(a) | 105,800 | |||||
| Calpine Corp. | |||||||
| USD 56,000 | 4.63% due 02/01/29(a),(b) | 55,160 | |||||
| USD 70,000 | 5.00% due 02/01/31(a),(b) | 68,950 | |||||
| Carnival Corp. | |||||||
| USD 38,000 | 10.50% due 02/01/26(a),(b) | 44,789 | |||||
| USD 59,000 | 11.50% due 04/01/23(a),(b) | 67,803 | |||||
| Carpenter Technology Corp. | |||||||
| USD 75,000 | 6.38% due 07/15/28(a) | 82,240 | |||||
| Catalent Pharma Solutions, Inc. | |||||||
| USD 23,000 | 3.13% due 02/15/29(a),(b) | 22,253 | |||||
| CCO Holdings LLC / CCO Holdings Capital Corp. | |||||||
| USD 167,000 | 4.25% due 02/01/31(a),(b) | 166,791 | |||||
| USD 100,000 | 4.75% due 03/01/30(a),(b) | 104,375 | |||||
| USD 1,541,000 | 5.13% due 05/01/27(a),(b) | 1,612,754 | |||||
| USD 25,000 | 5.38% due 06/01/29(a),(b) | 27,137 | |||||
| USD 432,000 | 5.75% due 02/15/26(a),(b) | 447,120 | |||||
| CD&R Smokey Buyer, Inc. | |||||||
| USD 116,000 | 6.75% due 07/15/25(a),(b) | 123,830 | |||||
| CDK Global, Inc. | |||||||
| USD 120,000 | 5.25% due 05/15/29(a),(b) | 128,700 | |||||
| CDW LLC / CDW Finance Corp. | |||||||
| USD 205,000 | 4.25% due 04/01/28(a) | 213,712 | |||||
| Cedar Fair LP | |||||||
| USD 40,000 | 5.25% due 07/15/29(a) | 41,132 | |||||
| Cedar Fair LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op | |||||||
| USD 80,000 | 5.50% due 05/01/25(a),(b) | 83,810 | |||||
| Centene Corp. | |||||||
| USD 160,000 | 3.38% due 02/15/30(a) | 160,600 | |||||
| USD 354,000 | 4.25% due 12/15/27(a) | 371,031 | |||||
| USD 363,000 | 4.63% due 12/15/29(a) | 393,795 | |||||
| Central Garden & Pet Co. | |||||||
| USD 79,000 | 4.13% due 10/15/30(a) | 81,486 | |||||
| USD 222,000 | 5.13% due 02/01/28(a) | 235,320 | |||||
| CenturyLink, Inc. | |||||||
| USD 220,000 | 4.00% due 02/15/27(a),(b) | 224,154 | |||||
| USD 222,000 | 5.13% due 12/15/26(a),(b) | 232,822 | |||||
| USD 55,000 | 5.63% due 04/01/25(a) | 59,331 | |||||
| USD 382,000 | 7.50% due 04/01/24(a) | 427,152 | |||||
| Chemours Co. | |||||||
| USD 148,000 | 5.75% due 11/15/28(a),(b) | 157,223 | |||||
| USD 35,000 | 7.00% due 05/15/25(a) | 36,006 | |||||
| Cheniere Energy Partners LP | |||||||
| USD 64,000 | 4.00% due 03/01/31(a),(b) | 65,120 | |||||
| USD 325,000 | 4.50% due 10/01/29(a) | 339,219 | |||||
| Chesapeake Energy Corp. | |||||||
| USD 35,000 | 5.50% due 02/01/26(a),(b) | 36,925 | |||||
| USD 35,000 | 5.88% due 02/01/29(a),(b) | 37,713 | |||||
| CHS/Community Health Systems, Inc. | |||||||
| USD 85,000 | 4.75% due 02/15/31(a),(b) | 84,363 | |||||
| USD 99,000 | 5.63% due 03/15/27(a),(b) | 104,940 | |||||
| USD 51,000 | 6.00% due 01/15/29(a),(b) | 53,686 | |||||
| USD 35,000 | 8.00% due 03/15/26(a),(b) | 37,712 | |||||
| Cincinnati Bell, Inc. | |||||||
| USD 130,000 | 7.00% due 07/15/24(a),(b) | 134,225 | |||||
| USD 55,000 | 8.00% due 10/15/25(a),(b) | 58,300 | |||||
| Cinemark USA, Inc. | |||||||
| USD 52,000 | 8.75% due 05/01/25(a),(b) | 56,615 | |||||
| Citigroup, Inc. | |||||||
| USD 45,000 | 5.95% due 05/15/25(a),(d),(e) | 49,018 | |||||
| Clarios Global LP | |||||||
| USD 15,000 | 6.75% due 05/15/25(a),(b) | 16,106 | |||||
| Clean Harbors, Inc. | |||||||
| USD 70,000 | 4.88% due 07/15/27(a),(b) | 72,887 | |||||
| Clear Channel Outdoor Holdings, Inc. | |||||||
| USD 115,000 | 7.75% due 04/15/28(a),(b) | 118,399 | |||||
| Clear Channel Worldwide Holdings, Inc. | |||||||
| USD 366,000 | 5.13% due 08/15/27(a),(b) | 371,490 | |||||
| USD 213,000 | 9.25% due 02/15/24(a) | 222,319 | |||||
| Cleveland-Cliffs, Inc. | |||||||
| USD 79,000 | 4.63% due 03/01/29(a),(b) | 80,481 | |||||
| USD 57,000 | 4.88% due 03/01/31(a),(b) | 58,028 | |||||
| CNX Resources Corp. | |||||||
| USD 55,000 | 6.00% due 01/15/29(a),(b) | 58,702 | |||||
| CommScope, Inc. | |||||||
| USD 275,000 | 6.00% due 03/01/26(a),(b) | 289,781 | |||||
| USD 260,000 | 8.25% due 03/01/27(a),(b) | 278,525 | |||||
| Comstock Resources, Inc. | |||||||
| USD 128,000 | 6.75% due 03/01/29(a),(b) | 130,752 | |||||
| USD 108,000 | 7.50% due 05/15/25(a),(b) | 111,545 | |||||
| Constellation Merger Sub, Inc. | |||||||
| USD 272,000 | 8.50% due 09/15/25(a),(b) | 262,480 | |||||
| Continental Resources, Inc. | |||||||
| USD 114,000 | 5.75% due 01/15/31(a),(b) | 132,240 | |||||
| Cooper-Standard Automotive, Inc. | |||||||
| USD 635,000 | 5.63% due 11/15/26(a),(b) | 552,450 | |||||
| USD 135,000 | 13.00% due 06/01/24(a),(b) | 153,900 | |||||
| CoreCivic, Inc. | |||||||
| USD 106,000 | 8.25% due 04/15/26(a) | 106,530 | |||||
| Coty, Inc. | |||||||
| USD 66,000 | 5.00% due 04/15/26(a),(b) | 66,785 | |||||
| USD 125,000 | 6.50% due 04/15/26(a),(b) | 125,780 | |||||
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. | |||||||
| USD 170,000 | 5.63% due 05/01/27(a),(b) | 172,975 | |||||
| DaVita, Inc. | |||||||
| USD 156,000 | 3.75% due 02/15/31(a),(b) | 148,200 | |||||
| USD 25,000 | 4.63% due 06/01/30(a),(b) | 25,313 | |||||
| DCP Midstream Operating LP | |||||||
| USD 143,000 | 5.63% due 07/15/27(a) | 156,179 | |||||
| Diamond Sports Group LLC / Diamond Sports Finance Co. | |||||||
| USD 110,000 | 5.38% due 08/15/26(a),(b) | 80,300 | |||||
| DISH DBS Corp. | |||||||
| USD 19,000 | 5.88% due 07/15/22 | 19,893 | |||||
| USD 912,000 | 5.88% due 11/15/24 | 986,844 | |||||
| USD 121,000 | 7.75% due 07/01/26 | 139,452 | |||||
| Dole Food Co., Inc. | |||||||
| USD 50,000 | 7.25% due 06/15/25(a),(b) | 50,937 | |||||
| Edgewell Personal Care Co. | |||||||
| USD 48,000 | 4.13% due 04/01/29(a),(b) | 47,880 | |||||
| USD 125,000 | 5.50% due 06/01/28(a),(b) | 132,813 | |||||
| Element Solutions, Inc. | |||||||
| USD 81,000 | 3.88% due 09/01/28(a),(b) | 80,798 | |||||
| Emergent BioSolutions, Inc. | |||||||
| USD 90,000 | 3.88% due 08/15/28(a),(b) | 84,601 | |||||
| Encino Acquisition Partners Holdings LLC | |||||||
| USD 120,000 | 8.50% due 05/01/28(a),(b) | 117,566 | |||||
| Endeavor Energy Resources LP / EER Finance, Inc. | |||||||
| USD 62,000 | 6.63% due 07/15/25(a),(b) | 66,030 | |||||
| Endo Luxembourg Finance Co. I Sarl / Endo US, Inc. | |||||||
| USD 50,000 | 6.13% due 04/01/29(a),(b) | 49,500 | |||||
| Energizer Holdings, Inc. | |||||||
| USD 225,000 | 4.75% due 06/15/28(a),(b) | 230,063 | |||||
| EnLink Midstream LLC | |||||||
| USD 78,000 | 5.38% due 06/01/29(a) | 78,000 | |||||
| EnLink Midstream Partners LP | |||||||
| USD 155,000 | 4.85% due 07/15/26(a) | 156,550 | |||||
| EnPro Industries, Inc. | |||||||
| USD 225,000 | 5.75% due 10/15/26(a) | 237,937 | |||||
| Entegris, Inc. | |||||||
| USD 56,000 | 3.63% due 05/01/29(a),(b) | 56,840 | |||||
| USD 245,000 | 4.63% due 02/10/26(a),(b) | 253,499 | |||||
| Entercom Media Corp. | |||||||
| USD 87,000 | 6.50% due 05/01/27(b) | 89,175 | |||||
| USD 68,000 | 6.75% due 03/31/29 | 70,040 | |||||
| Envision Healthcare Corp. | |||||||
| USD 585,000 | 8.75% due 10/15/26(a),(b) | 424,728 | |||||
| EQM Midstream Partners LP | |||||||
| USD 118,000 | 4.13% due 12/01/26(a) | 119,180 | |||||
| USD 87,000 | 4.50% due 01/15/29(a),(b) | 86,348 | |||||
| USD 87,000 | 4.75% due 01/15/31(a),(b) | 86,120 | |||||
| USD 60,000 | 6.00% due 07/01/25(a),(b) | 65,550 | |||||
| USD 60,000 | 6.50% due 07/01/27(a),(b) | 66,254 | |||||
| EQT Corp. | |||||||
| USD 38,000 | 5.00% due 01/15/29(a) | 41,504 | |||||
| USD 100,000 | 7.63% due 02/01/25(a) | 115,102 | |||||
| Ford Motor Co. | |||||||
| USD 188,000 | 8.50% due 04/21/23 | 210,560 | |||||
| USD 88,000 | 9.00% due 04/22/25(a) | 107,484 | |||||
| USD 88,000 | 9.63% due 04/22/30(a) | 123,420 | |||||
| Ford Motor Credit Co. LLC | |||||||
| USD 200,000 | 4.27% due 01/09/27(a) | 210,022 | |||||
| USD 299,000 | 4.54% due 08/01/26(a) | 321,051 | |||||
| USD 400,000 | 4.69% due 06/09/25(a) | 430,000 | |||||
| USD 200,000 | 5.13% due 06/16/25(a) | 218,480 | |||||
| Freeport-McMoRan, Inc. | |||||||
| USD 115,000 | 4.13% due 03/01/28(a) | 121,241 | |||||
| USD 87,000 | 4.38% due 08/01/28(a) | 92,764 | |||||
| Frontier Communications Corp. | |||||||
| USD 87,000 | 5.88% due 10/15/27(a),(b) | 92,438 | |||||
| USD 650,000 | 11.00% due 09/15/25(a),(c) | 495,625 | |||||
| Gap, Inc. | |||||||
| USD 30,000 | 8.88% due 05/15/27(a),(b) | 35,025 | |||||
| Gartner, Inc. | |||||||
| USD 130,000 | 4.50% due 07/01/28(a),(b) | 136,663 | |||||
| GCP Applied Technologies, Inc. | |||||||
| USD 325,000 | 5.50% due 04/15/26(a),(b) | 333,937 | |||||
| Genesis Energy LP / Genesis Energy Finance Corp. | |||||||
| USD 25,000 | 6.25% due 05/15/26(a) | 24,531 | |||||
| USD 10,000 | 6.50% due 10/01/25(a) | 10,050 | |||||
| USD 126,000 | 7.75% due 02/01/28(a) | 127,260 | |||||
| USD 38,000 | 8.00% due 01/15/27(a) | 39,148 | |||||
| GEO Group, Inc. | |||||||
| USD 120,000 | 5.88% due 10/15/24(a) | 96,366 | |||||
| Goodyear Tire & Rubber Co./The | |||||||
| USD 68,000 | 5.25% due 04/30/31(a) | 68,524 | |||||
| Graham Packaging Co., Inc. | |||||||
| USD 34,000 | 7.13% due 08/15/28(a),(b) | 36,465 | |||||
| Gray Television, Inc. | |||||||
| USD 50,000 | 4.75% due 10/15/30(a),(b) | 50,000 | |||||
| USD 99,000 | 7.00% due 05/15/27(a),(b) | 108,034 | |||||
| Greif, Inc. | |||||||
| USD 235,000 | 6.50% due 03/01/27(a),(b) | 248,497 | |||||
| Griffon Corp. | |||||||
| USD 225,000 | 5.75% due 03/01/28(a) | 240,188 | |||||
| HCA, Inc. | |||||||
| USD 253,000 | 5.63% due 09/01/28(a) | 295,061 | |||||
| USD 1,650,000 | 5.88% due 02/15/26(a) | 1,895,436 | |||||
| Herc Holdings, Inc. | |||||||
| USD 263,000 | 5.50% due 07/15/27(a),(b) | 278,122 | |||||
| Hertz Corp. | |||||||
| USD 182,000 | 5.50% due 10/15/24(a),(b),(c) | 189,962 | |||||
| USD 80,000 | 6.00% due 01/15/28(a),(b),(c) | 87,000 | |||||
| USD 240,000 | 7.13% due 08/01/26(a),(b),(c) | 261,600 | |||||
| USD 108,000 | 7.63% due 06/01/22(a),(b),(c) | 116,640 | |||||
| Hess Midstream Operations LP | |||||||
| USD 220,000 | 5.63% due 02/15/26(a),(b) | 228,250 | |||||
| Hexion, Inc. | |||||||
| USD 112,000 | 7.88% due 07/15/27(a),(b) | 120,563 | |||||
| High Ridge Brands Co.(c) | |||||||
| USD 415,000 | 8.88% due 03/15/25 | - | |||||
| Hilcorp Energy I LP / Hilcorp Finance Co. | |||||||
| USD 58,000 | 5.75% due 02/01/29(a),(b) | 59,015 | |||||
| USD 58,000 | 6.00% due 02/01/31(a),(b) | 59,740 | |||||
| Hillman Group, Inc. | |||||||
| USD 500,000 | 6.38% due 07/15/22(a),(b) | 500,500 | |||||
| Hilton Domestic Operating Co., Inc. | |||||||
| USD 40,000 | 3.75% due 05/01/29(a),(b) | 40,100 | |||||
| USD 32,000 | 5.38% due 05/01/25(a),(b) | 33,701 | |||||
| USD 103,000 | 5.75% due 05/01/28(a),(b) | 110,725 | |||||
| Holly Energy Partners LP / Holly Energy Finance Corp. | |||||||
| USD 100,000 | 5.00% due 02/01/28(a),(b) | 103,250 | |||||
| Hologic, Inc. | |||||||
| USD 100,000 | 3.25% due 02/15/29(a),(b) | 98,255 | |||||
| Howmet Aerospace, Inc. | |||||||
| USD 250,000 | 5.90% due 02/01/27 | 288,437 | |||||
| USD 30,000 | 6.75% due 01/15/28 | 35,962 | |||||
| USD 100,000 | 6.88% due 05/01/25(a) | 116,000 | |||||
| iHeartCommunications, Inc. | |||||||
| USD 150,000 | 5.25% due 08/15/27(a),(b) | 155,250 | |||||
| USD 72,266 | 6.38% due 05/01/26(a) | 76,987 | |||||
| USD 130,981 | 8.38% due 05/01/27(a) | 140,543 | |||||
| Imola Merger Corp. | |||||||
| USD 263,000 | 4.75% due 05/15/29(a),(b) | 273,115 | |||||
| IQVIA, Inc. | |||||||
| USD 300,000 | 5.00% due 10/15/26(a) (b) | 310,160 | |||||
| IRB Holding Corp. | |||||||
| USD 55,000 | 7.00% due 06/15/25(a),(b) | 59,194 | |||||
| Iron Mountain, Inc. | |||||||
| USD 108,000 | 4.50% due 02/15/31(a),(b) | 107,706 | |||||
| USD 105,000 | 5.00% due 07/15/28(a),(b) | 108,675 | |||||
| Jaguar Holding Co. II / PPD Development LP | |||||||
| USD 40,000 | 4.63% due 06/15/25(a),(b) | 42,047 | |||||
| USD 40,000 | 5.00% due 06/15/28(a),(b) | 43,620 | |||||
| Jeld-Wen, Inc. | |||||||
| USD 230,000 | 4.63% due 12/15/25(a),(b) | 234,600 | |||||
| JELD-WEN, Inc. | |||||||
| USD 50,000 | 6.25% due 05/15/25(a),(b) | 53,438 | |||||
| Kennedy-Wilson, Inc. | |||||||
| USD 40,000 | 4.75% due 03/01/29(a) | 41,350 | |||||
| USD 40,000 | 5.00% due 03/01/31(a) | 41,396 | |||||
| L Brands, Inc. | |||||||
| USD 69,000 | 6.75% due 07/01/36 | 83,097 | |||||
| USD 13,000 | 9.38% due 07/01/25(b) | 16,494 | |||||
| LABL Escrow Issuer LLC | |||||||
| USD 235,000 | 6.75% due 07/15/26(a),(b) | 253,212 | |||||
| Lamb Weston Holdings, Inc. | |||||||
| USD 57,000 | 4.88% due 05/15/28(a),(b) | 62,843 | |||||
| Level 3 Financing, Inc. | |||||||
| USD 72,000 | 3.63% due 01/15/29(a),(b) | 69,750 | |||||
| USD 250,000 | 5.38% due 05/01/25(a) | 254,875 | |||||
| Live Nation Entertainment, Inc. | |||||||
| USD 23,000 | 3.75% due 01/15/28(a),(b) | 22,916 | |||||
| USD 65,000 | 4.75% due 10/15/27(a),(b) | 65,589 | |||||
| USD 100,000 | 6.50% due 05/15/27(a),(b) | 110,500 | |||||
| Lumen Technologies, Inc. | |||||||
| USD 45,000 | 4.50% due 01/15/29(a),(b) | 44,325 | |||||
| Macy's, Inc. | |||||||
| USD 126,000 | 8.38% due 06/15/25(a),(b) | 139,007 | |||||
| Marriott Ownership Resorts, Inc. | |||||||
| USD 98,000 | 6.13% due 09/15/25(a),(b) | 104,003 | |||||
| Marriott Ownership Resorts, Inc. / ILG LLC | |||||||
| USD 265,000 | 6.50% due 09/15/26(a) | 276,925 | |||||
| Masonite International Corp. | |||||||
| USD 78,000 | 5.38% due 02/01/28(a),(b) | 82,680 | |||||
| USD 72,000 | 5.75% due 09/15/26(a),(b) | 74,700 | |||||
| MasTec, Inc. | |||||||
| USD 140,000 | 4.50% due 08/15/28(a),(b) | 145,950 | |||||
| Mattel, Inc. | |||||||
| USD 32,000 | 3.38% due 04/01/26(a),(b) | 33,120 | |||||
| USD 40,000 | 3.75% due 04/01/29(a),(b) | 40,993 | |||||
| USD 55,000 | 5.88% due 12/15/27(a),(b) | 60,431 | |||||
| USD 89,000 | 6.75% due 12/31/25(a),(b) | 93,494 | |||||
| Mauser Packaging Solutions Holding Co. | |||||||
| USD 340,000 | 5.50% due 04/15/24(a),(b) | 341,275 | |||||
| USD 265,000 | 7.25% due 04/15/25(a),(b) | 257,712 | |||||
| Meredith Corp. | |||||||
| USD 250,000 | 6.50% due 07/01/25(a),(b) | 266,875 | |||||
| USD 295,000 | 6.88% due 02/01/26(a) | 303,481 | |||||
| MGM Growth Properties Operating Partnership LP / MGP Finance Co.-Issuer Inc. | |||||||
| USD 94,000 | 3.88% due 02/15/29(a),(b) | 95,168 | |||||
| USD 120,000 | 4.50% due 09/01/26(a) | 126,750 | |||||
| USD 100,000 | 4.50% due 01/15/28(a) | 104,250 | |||||
| USD 110,000 | 4.63% due 06/15/25(a),(b) | 117,027 | |||||
| USD 70,000 | 5.63% due 05/01/24(a) | 75,475 | |||||
| USD 144,000 | 5.75% due 02/01/27(a) | 160,920 | |||||
| MGM Resorts International | |||||||
| USD 133,000 | 5.75% due 06/15/25(a) | 146,466 | |||||
| USD 300,000 | 6.00% due 03/15/23 | 321,000 | |||||
| Microchip Technology, Inc. | |||||||
| USD 55,000 | 4.25% due 09/01/25(a),(b) | 57,752 | |||||
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | |||||||
| USD 225,000 | 6.50% due 06/20/27(a),(b) | 246,443 | |||||
| Nabors Industries Ltd. | |||||||
| USD 85,000 | 7.25% due 01/15/26(a),(b) | 74,800 | |||||
| Nabors Industries, Inc. | |||||||
| USD 220,000 | 5.75% due 02/01/25(a) | 181,500 | |||||
| Nationstar Mortgage Holdings, Inc. | |||||||
| USD 58,000 | 5.13% due 12/15/30(a),(b) | 57,400 | |||||
| USD 84,000 | 5.50% due 08/15/28(a),(b) | 84,840 | |||||
| USD 35,000 | 6.00% due 01/15/27(a),(b) | 36,575 | |||||
| NCR Corp. | |||||||
| USD 63,000 | 5.00% due 10/01/28(a),(b) | 64,890 | |||||
| USD 86,000 | 5.13% due 04/15/29(a),(b) | 88,473 | |||||
| USD 285,000 | 5.75% due 09/01/27(a),(b) | 301,031 | |||||
| USD 135,000 | 6.13% due 09/01/29(a),(b) | 146,812 | |||||
| NESCO Holdings II, Inc. | |||||||
| USD 29,000 | 5.50% due 04/15/29(a),(b) | 29,870 | |||||
| Netflix, Inc. | |||||||
| USD 220,000 | 4.88% due 04/15/28 | 253,275 | |||||
| USD 196,000 | 5.88% due 11/15/28 | 238,728 | |||||
| Newell Brands, Inc. | |||||||
| USD 20,000 | 4.88% due 06/01/25(a) | 22,100 | |||||
| USD 40,000 | 5.88% due 04/01/36(a) | 49,688 | |||||
| News Corp. | |||||||
| USD 69,000 | 3.88% due 05/15/29(a),(b) | 70,344 | |||||
| Nexstar Broadcasting, Inc. | |||||||
| USD 357,000 | 5.63% due 07/15/27(a),(b) | 377,081 | |||||
| NGL Energy Operating LLC / NGL Energy Finance Corp. | |||||||
| USD 81,000 | 7.50% due 02/01/26(a),(b) | 84,848 | |||||
| NMG Holding Co., Inc. / Neiman Marcus Group LLC | |||||||
| USD 205,000 | 7.13% due 04/01/26(a),(b) | 209,690 | |||||
| Novelis Corp. | |||||||
| USD 140,000 | 4.75% due 01/30/30(a),(b) | 145,600 | |||||
| USD 155,000 | 5.88% due 09/30/26(a),(b) | 161,694 | |||||
| NRG Energy, Inc. | |||||||
| USD 48,000 | 3.38% due 02/15/29(a),(b) | 46,980 | |||||
| USD 40,000 | 3.63% due 02/15/31(a),(b) | 39,188 | |||||
| USD 115,000 | 5.25% due 06/15/29(a),(b) | 123,194 | |||||
| USD 111,000 | 6.63% due 01/15/27(a) | 115,684 | |||||
| Nuance Communications, Inc. | |||||||
| USD 61,000 | 5.63% due 12/15/26(a) | 64,050 | |||||
| NuStar Logistics LP | |||||||
| USD 10,000 | 5.63% due 04/28/27(a) | 10,525 | |||||
| USD 54,000 | 5.75% due 10/01/25(a) | 58,118 | |||||
| USD 70,000 | 6.00% due 06/01/26(a) | 75,862 | |||||
| USD 54,000 | 6.38% due 10/01/30(a) | 59,468 | |||||
| Oasis Midstream Partners LP / OMP Finance Corp. | |||||||
| USD 104,000 | 8.00% due 04/01/29(a),(b) | 106,440 | |||||
| Occidental Petroleum Corp. | |||||||
| USD 23,000 | 2.70% due 08/15/22 | 23,144 | |||||
| USD 45,000 | 3.40% due 04/15/26(a) | 44,502 | |||||
| USD 57,000 | 5.50% due 12/01/25(a) | 61,275 | |||||
| USD 68,000 | 5.88% due 09/01/25(a) | 74,290 | |||||
| USD 99,000 | 6.13% due 01/01/31(a) | 110,138 | |||||
| USD 63,000 | 6.38% due 09/01/28(a) | 70,560 | |||||
| USD 63,000 | 6.63% due 09/01/30(a) | 71,820 | |||||
| USD 266,000 | 8.00% due 07/15/25(a) | 310,555 | |||||
| USD 121,000 | 8.50% due 07/15/27(a) | 147,166 | |||||
| USD 139,000 | 8.88% due 07/15/30(a) | 178,615 | |||||
| ON Semiconductor Corp. | |||||||
| USD 172,000 | 3.88% due 09/01/28(a),(b) | 177,052 | |||||
| OneMain Finance Corp. | |||||||
| USD 40,000 | 4.00% due 09/15/30(a) | 38,700 | |||||
| Organon Finance 1 LLC | |||||||
| USD 200,000 | 4.13% due 04/30/28(a),(b) | 204,898 | |||||
| USD 200,000 | 5.13% due 04/30/31(a),(b) | 207,520 | |||||
| Owens & Minor, Inc. | |||||||
| USD 46,000 | 4.50% due 03/31/29(a),(b) | 46,469 | |||||
| Panther BF Aggregator 2 LP / Panther Finance Co., Inc. | |||||||
| USD 183,000 | 6.25% due 05/15/26(a) (b) | 194,106 | |||||
| Par Pharmaceutical, Inc. | |||||||
| USD 380,000 | 7.50% due 04/01/27(a),(b) | 399,950 | |||||
| PBF Holding Co LLC / PBF Finance Corp. | |||||||
| USD 110,000 | 6.00% due 02/15/28(a) | 83,004 | |||||
| USD 76,000 | 9.25% due 05/15/25(a),(b) | 79,610 | |||||
| Performance Food Group, Inc. | |||||||
| USD 95,000 | 5.50% due 10/15/27(a),(b) | 100,115 | |||||
| USD 20,000 | 6.88% due 05/01/25(a),(b) | 21,378 | |||||
| PG&E Corp. | |||||||
| USD 104,000 | 5.00% due 07/01/28(a) | 108,940 | |||||
| USD 26,000 | 5.25% due 07/01/30(a) | 27,755 | |||||
| PGT Innovations, Inc. | |||||||
| USD 210,000 | 6.75% due 08/01/26(a),(b) | 221,812 | |||||
| Photo Holdings Merger Sub, Inc. | |||||||
| USD 475,000 | 8.50% due 10/01/26(a),(b) | 520,125 | |||||
| Pike Corp. | |||||||
| USD 80,000 | 5.50% due 09/01/28(a),(b) | 82,400 | |||||
| Plantronics, Inc. | |||||||
| USD 67,000 | 4.75% due 03/01/29(a),(b) | 65,995 | |||||
| USD 160,000 | 5.50% due 05/31/23(a),(b) | 160,200 | |||||
| Post Holdings, Inc. | |||||||
| USD 90,000 | 5.50% due 12/15/29(a),(b) | 96,889 | |||||
| USD 90,000 | 5.63% due 01/15/28(a),(b) | 94,837 | |||||
| USD 245,000 | 5.75% due 03/01/27(a),(b) | 256,637 | |||||
| Presidio Holdings, Inc. | |||||||
| USD 60,000 | 4.88% due 02/01/27(a),(b) | 61,800 | |||||
| Prestige Brands, Inc. | |||||||
| USD 65,000 | 5.13% due 01/15/28(a),(b) | 68,087 | |||||
| Prime Security Services Borrower LLC / Prime Finance, Inc. | |||||||
| USD 94,000 | 3.38% due 08/31/27(a),(b) | 90,828 | |||||
| Quicken Loans LLC / Quicken Loans Co-Issuer, Inc. | |||||||
| USD 36,000 | 3.63% due 03/01/29(a),(b) | 35,100 | |||||
| USD 36,000 | 3.88% due 03/01/31(a),(b) | 35,010 | |||||
| Radiology Partners, Inc. | |||||||
| USD 135,000 | 9.25% due 02/01/28(a),(b) | 148,163 | |||||
| Rain CII Carbon LLC / CII Carbon Corp. | |||||||
| USD 300,000 | 7.25% due 04/01/25(a),(b) | 309,381 | |||||
| Range Resources Corp. | |||||||
| USD 175,000 | 4.88% due 05/15/25(a) | 173,906 | |||||
| USD 46,000 | 8.25% due 01/15/29(a),(b) | 49,899 | |||||
| Reichhold Industries, Inc. | |||||||
| USD 1,930,432 | 9.00% due 05/01/18(b),(c) | –(f) | |||||
| RHP Hotel Properties LP / RHP Finance Corp. | |||||||
| USD 85,000 | 4.50% due 02/15/29(a),(b) | 84,123 | |||||
| USD 180,000 | 4.75% due 10/15/27(a) | 185,242 | |||||
| Rite Aid Corp. | |||||||
| USD 134,000 | 7.50% due 07/01/25(a),(b) | 138,891 | |||||
| USD 264,000 | 8.00% due 11/15/26(a),(b) | 274,230 | |||||
| Royal Caribbean Cruises Ltd. | |||||||
| USD 23,000 | 9.13% due 06/15/23(a),(b) | 25,391 | |||||
| USD 40,000 | 10.88% due 06/01/23(a),(b) | 45,920 | |||||
| USD 85,000 | 11.50% due 06/01/25(a),(b) | 98,467 | |||||
| RP Escrow Issuer LLC | |||||||
| USD 49,000 | 5.25% due 12/15/25(a),(b) | 51,083 | |||||
| Sabre GLBL, Inc. | |||||||
| USD 80,000 | 7.38% due 09/01/25(a),(b) | 87,100 | |||||
| USD 77,000 | 9.25% due 04/15/25(a),(b) | 92,015 | |||||
| Scotts Miracle-Gro Co. | |||||||
| USD 84,000 | 4.00% due 04/01/31(a),(b) | 83,160 | |||||
| USD 48,000 | 4.50% due 10/15/29(a) | 50,217 | |||||
| USD 140,000 | 5.25% due 12/15/26(a) | 146,178 | |||||
| Scripps Escrow, Inc. | |||||||
| USD 75,000 | 5.88% due 07/15/27(a),(b) | 78,916 | |||||
| Scripps Escrow II, Inc. | |||||||
| USD 34,000 | 3.88% due 01/15/29(a),(b) | 33,746 | |||||
| USD 33,000 | 5.38% due 01/15/31(a),(b) | 33,454 | |||||
| Sensata Technologies BV | |||||||
| USD 290,000 | 4.00% due 04/15/29(a),(b) | 291,798 | |||||
| Sensata Technologies, Inc. | |||||||
| USD 46,000 | 3.75% due 02/15/31(a),(b) | 45,680 | |||||
| Service Corp. International | |||||||
| USD 328,000 | 7.50% due 04/01/27 | 396,060 | |||||
| Sinclair Television Group, Inc. | |||||||
| USD 185,000 | 5.13% due 02/15/27(a),(b) | 183,150 | |||||
| Sirius XM Radio, Inc. | |||||||
| USD 530,000 | 5.00% due 08/01/27(a),(b) | 555,015 | |||||
| USD 220,000 | 5.38% due 07/15/26(a),(b) | 227,194 | |||||
| USD 23,000 | 5.50% due 07/01/29(a),(b) | 24,896 | |||||
| Six Flags Entertainment Corp. | |||||||
| USD 285,000 | 4.88% due 07/31/24(a),(b) | 286,781 | |||||
| Six Flags Theme Parks, Inc. | |||||||
| USD 76,000 | 7.00% due 07/01/25(a),(b) | 82,108 | |||||
| SM Energy Co. | |||||||
| USD 128,000 | 6.13% due 11/15/22(a) | 126,400 | |||||
| USD 63,000 | 6.63% due 01/15/27(a) | 60,874 | |||||
| Southwestern Energy Co. | |||||||
| USD 158,000 | 6.45% due 01/23/25(a) | 170,640 | |||||
| USD 24,000 | 7.50% due 04/01/26(a) | 25,385 | |||||
| USD 115,000 | 7.75% due 10/01/27(a) | 123,617 | |||||
| Spectrum Brands, Inc. | |||||||
| USD 25,000 | 3.88% due 03/15/31(a),(b) | 24,500 | |||||
| USD 55,000 | 5.00% due 10/01/29(a),(b) | 58,162 | |||||
| USD 109,000 | 5.50% due 07/15/30(a),(b) | 117,584 | |||||
| USD 28,000 | 5.75% due 07/15/25(a) | 28,823 | |||||
| Spirit AeroSystems, Inc. | |||||||
| USD 122,000 | 7.50% due 04/15/25(a),(b) | 130,540 | |||||
| Springleaf Finance Corp. | |||||||
| USD 108,000 | 6.63% due 01/15/28(a) | 122,850 | |||||
| Sprint Capital Corp. | |||||||
| USD 567,000 | 8.75% due 03/15/32 | 840,577 | |||||
| Sprint Corp. | |||||||
| USD 1,285,000 | 7.63% due 02/15/25(a) | 1,529,150 | |||||
| USD 145,000 | 7.63% due 03/01/26(a) | 177,806 | |||||
| SPX FLOW, Inc. | |||||||
| USD 115,000 | 5.88% due 08/15/26(a, (b) | 119,600 | |||||
| SS&C Technologies, Inc. | |||||||
| USD 205,000 | 5.50% due 09/30/27(a),(b) | 217,787 | |||||
| Standard Industries, Inc. | |||||||
| USD 275,000 | 4.75% due 01/15/28(a),(b) | 283,594 | |||||
| Standard Industries, Inc. | |||||||
| USD 54,000 | 3.38% due 01/15/31(a),(b) | 50,471 | |||||
| Staples, Inc. | |||||||
| USD 250,000 | 7.50% due 04/15/26(a),(b) | 258,750 | |||||
| USD 185,000 | 10.75% due 04/15/27(a),(b) | 191,419 | |||||
| Station Casinos LLC | |||||||
| USD 160,000 | 4.50% due 02/15/28(a),(b) | 160,719 | |||||
| Stericycle, Inc. | |||||||
| USD 44,000 | 3.88% due 01/15/29(a),(b) | 43,890 | |||||
| Stevens Holding Co., Inc. | |||||||
| USD 145,000 | 6.13% due 10/01/26(a),(b) | 155,875 | |||||
| Summit Materials LLC / Summit Materials Finance Corp. | |||||||
| USD 47,000 | 5.25% due 01/15/29(a),(b) | 49,468 | |||||
| Sunoco LP / Sunoco Finance Corp. | |||||||
| USD 57,000 | 4.50% due 05/15/29(a),(b) | 57,570 | |||||
| Switch Ltd. | |||||||
| USD 24,000 | 3.75% due 09/15/28(a),(b) | 23,880 | |||||
| Synaptics, Inc. | |||||||
| USD 40,000 | 4.00% due 06/15/29(a),(b) | 40,020 | |||||
| Syneos Health, Inc. | |||||||
| USD 23,000 | 3.63% due 01/15/29(a),(b) | 22,483 | |||||
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | |||||||
| USD 30,000 | 5.50% due 01/15/28(a),(b) | 29,625 | |||||
| USD 95,000 | 6.00% due 03/01/27(a),(b) | 96,397 | |||||
| USD 60,000 | 6.00% due 12/31/30(a),(b) | 60,150 | |||||
| USD 84,000 | 7.50% due 10/01/25(a),(b) | 91,770 | |||||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. | |||||||
| USD 67,000 | 4.00% due 01/15/32(a),(b) | 65,897 | |||||
| USD 128,000 | 4.88% due 02/01/31(a),(b) | 133,563 | |||||
| USD 100,000 | 5.00% due 01/15/28(a) | 105,280 | |||||
| USD 15,000 | 5.38% due 02/01/27(a) | 15,573 | |||||
| USD 240,000 | 5.50% due 03/01/30(a) | 259,582 | |||||
| USD 254,000 | 6.50% due 07/15/27(a) | 276,225 | |||||
| Tempur Sealy International, Inc. | |||||||
| USD 158,000 | 4.00% due 04/15/29(a),(b) | 160,027 | |||||
| USD 65,000 | 5.50% due 06/15/26(a) | 66,961 | |||||
| Tenet Healthcare Corp. | |||||||
| USD 180,000 | 4.63% due 07/15/24(a) | 182,718 | |||||
| USD 15,000 | 4.63% due 06/15/28(a),(b) | 15,499 | |||||
| USD 654,000 | 4.88% due 01/01/26(a),(b) | 679,506 | |||||
| USD 15,000 | 5.13% due 05/01/25(a) | 15,180 | |||||
| USD 310,000 | 5.13% due 11/01/27(a),(b) | 325,128 | |||||
| USD 317,000 | 6.25% due 02/01/27(a),(b) | 332,454 | |||||
| USD 76,000 | 7.50% due 04/01/25(a),(b) | 81,890 | |||||
| Tenneco, Inc. | |||||||
| USD 157,000 | 5.00% due 07/15/26(a) | 152,073 | |||||
| USD 70,000 | 5.13% due 04/15/29(a),(b) | 69,475 | |||||
| USD 56,000 | 7.88% due 01/15/29(a),(b) | 63,053 | |||||
| Terex Corp. | |||||||
| USD 50,000 | 5.00% due 05/15/29(a),(b) | 52,000 | |||||
| T-Mobile USA, Inc. | |||||||
| USD 105,000 | 4.75% due 02/01/28(a) | 112,219 | |||||
| Transocean Guardian Ltd. | |||||||
| USD 170,375 | 5.88% due 01/15/24(a),(b) | 158,449 | |||||
| Transocean Pontus Ltd. | |||||||
| USD 70,325 | 6.13% due 08/01/25(a),(b) | 68,567 | |||||
| Transocean, Inc. | |||||||
| USD 162,000 | 11.50% due 01/30/27(a),(b) | 155,520 | |||||
| TreeHouse Foods, Inc. | |||||||
| USD 17,000 | 4.00% due 09/01/28(a) | 16,894 | |||||
| TriMas Corp. | |||||||
| USD 92,000 | 4.13% due 04/15/29(a) (b) | 91,769 | |||||
| Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc. | |||||||
| USD 64,000 | 5.13% due 04/01/29(a, (b) | 64,960 | |||||
| TripAdvisor, Inc. | |||||||
| USD 9,000 | 7.00% due 07/15/25(a),(b) | 9,720 | |||||
| Triton Water Holdings, Inc. | |||||||
| USD 50,000 | 6.25% due 04/01/29(a),(b) | 50,625 | |||||
| Triumph Group, Inc. | |||||||
| USD 40,000 | 6.25% due 09/15/24(a),(b) | 40,348 | |||||
| USD 175,000 | 7.75% due 08/15/25(a) | 172,812 | |||||
| USD 15,000 | 8.88% due 06/01/24(a),(b) | 16,688 | |||||
| United Airlines, Inc. | |||||||
| USD 110,000 | 4.38% due 04/15/26(a),(b) | 114,149 | |||||
| United Rentals North America, Inc. | |||||||
| USD 105,000 | 3.88% due 02/15/31(a) | 105,670 | |||||
| USD 45,000 | 4.88% due 01/15/28(a) | 47,644 | |||||
| USD 31,000 | 5.50% due 05/15/27(a) | 33,054 | |||||
| United States Cellular Corp. | |||||||
| USD 330,000 | 6.70% due 12/15/33 | 412,507 | |||||
| United States Steel Corp. | |||||||
| USD 70,000 | 6.88% due 03/01/29(a) | 73,063 | |||||
| Uniti Group LP / Uniti Group Finance, Inc. / CSL Capital LLC | |||||||
| USD 245,000 | 6.00% due 04/15/23(a),(b) | 248,675 | |||||
| Vail Resorts, Inc. | |||||||
| USD 57,000 | 6.25% due 05/15/25(a),(b) | 60,491 | |||||
| Venator Finance Sarl / Venator Materials LLC | |||||||
| USD 100,000 | 9.50% due 07/01/25(a),(b) | 112,250 | |||||
| VICI Properties LP / VICI Note Co., Inc. | |||||||
| USD 234,000 | 4.25% due 12/01/26(a),(b) | 241,312 | |||||
| USD 161,000 | 4.63% due 12/01/29(a),(b) | 167,184 | |||||
| Vine Energy Holdings LLC | |||||||
| USD 132,000 | 6.75% due 04/15/29(a),(b) | 132,165 | |||||
| Vista Outdoor, Inc. | |||||||
| USD 126,000 | 4.50% due 03/15/29(a),(b) | 125,922 | |||||
| Vistra Operations Co. LLC | |||||||
| USD 145,000 | 5.63% due 02/15/27(a),(b) | 150,974 | |||||
| Wabash National Corp. | |||||||
| USD 140,000 | 5.50% due 10/01/25(a),(b) | 142,800 | |||||
| Welbilt, Inc. | |||||||
| USD 75,000 | 9.50% due 02/15/24(a) | 78,844 | |||||
| WESCO Distribution, Inc. | |||||||
| USD 148,000 | 7.13% due 06/15/25(a),(b) | 159,840 | |||||
| USD 148,000 | 7.25% due 06/15/28(a),(b) | 164,280 | |||||
| White Cap Buyer LLC | |||||||
| USD 44,000 | 6.88% due 10/15/28(a),(b) | 46,695 | |||||
| WMG Acquisition Corp. | |||||||
| USD 177,000 | 3.00% due 02/15/31(a),(b) | 166,159 | |||||
| Wolverine Escrow LLC | |||||||
| USD 332,000 | 9.00% due 11/15/26(a),(b) | 328,534 | |||||
| USD 40,000 | 13.13% due 11/15/27(a),(b) | 33,900 | |||||
| WPX Energy, Inc. | |||||||
| USD 180,000 | 5.75% due 06/01/26(a) | 188,100 | |||||
| USD 35,000 | 5.88% due 06/15/28(a) | 38,617 | |||||
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | |||||||
| USD 288,000 | 5.50% due 03/01/25(a),(b) | 307,440 | |||||
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | |||||||
| USD 144,000 | 5.13% due 10/01/29(a),(b) | 148,860 | |||||
| Yum! Brands, Inc. | |||||||
| USD 99,000 | 3.63% due 03/15/31(a) | 97,714 | |||||
| USD 88,000 | 4.63% due 01/31/32(a) | 91,978 | |||||
| USD 50,000 | 7.75% due 04/01/25(a),(b) | 54,688 | |||||
| Zayo Group Holdings, Inc. | |||||||
| USD 60,000 | 4.00% due 03/01/27(a),(b) | 59,580 | |||||
| 社債合計 | 62,552,219 | ||||||
| 米国合計 (簿価 $62,416,633) | 62,996,763 | ||||||
| 債券 (簿価 $70,186,780) | 70,466,165 | ||||||
| 口数 | |||||||
| リミテッドパートナーシップ (1.2%) | |||||||
| 米国(1.2%) | |||||||
| 328 | Claire's Stores, Inc. | 766,700 | |||||
| 13,286 | International Oncology Care, Inc. | 149,468 | |||||
| 821 | Neiman Marcus Group Equity | 64,449 | |||||
| 31,164 | Remainco LLC | 37,548 | |||||
| 米国合計 (簿価 $133,750) | 1,018,165 | ||||||
| リミテッドパートナーシップ合計 (簿価 $133,750) | 1,018,165 | ||||||
| 株数 | |||||||
| 普通株 (7.9%) | |||||||
| ケイマン諸島(5.1%) | |||||||
| 3,017 | Reichhold | 4,226,817 | |||||
| ケイマン諸島合計 (簿価 $0) | 4,226,817 | ||||||
| 米国 (2.8%) | |||||||
| 3,396 | Battalion Oil Corp. | 40,752 | |||||
| 41 | Chesapeake Energy Corp. | 1,868 | |||||
| 467 | Claire's Stores, Inc. | 105,075 | |||||
| 31,186 | Clear Channel Outdoor Holdings, Inc. | 78,277 | |||||
| 11,000 | EP Energy Corp. | 929,500 | |||||
| 4,136 | iHeartMedia, Inc. Class A | 79,163 | |||||
| 116,913 | MYT Holding LLC | 628,408 | |||||
| 446 | NMG Parent LLC | 35,011 | |||||
| 3,299 | Oasis Petroleum, Inc. | 256,068 | |||||
| 4,276 | Whiting Petroleum Corp. | 171,339 | |||||
| 米国合計 (簿価 $2,846,307) | 2,325,461 | ||||||
| 普通株合計 (簿価 $2,846,307) | 6,552,278 | ||||||
| 口数 | |||||||
| 不動産投資信託 (0.7%) | |||||||
| 米国 (0.7%) | |||||||
| 16,555 | VICI Properties, Inc. | 524,794 | |||||
| 米国合計 (簿価 $300,126) | 524,794 | ||||||
| 不動産投資信託合計 (簿価 $300,126) | 524,794 | ||||||
| 株数 | |||||||
| 優先株 (0.2%) | |||||||
| 米国 (0.2%) | |||||||
| 201,713 | MYT Holding LLC(b) | 203,327 | |||||
| 米国合計(簿価 $732,006) | 203,327 | ||||||
| 優先株合計 (簿価 $732,006) | 203,327 | ||||||
| ワラント (0.0%) | |||||||
| 米国 (0.0%) | |||||||
| 77 | Chesapeake Energy Corp. 0.00% | 1,496 | |||||
| 2,274 | Fortive Corp. 0.00% | 23 | |||||
| 米国合計(簿価$39,688) | 1,519 | ||||||
| ワラント合計 (簿価 $39,688) | 1,519 | ||||||
| 元本 | |||||||
| 短期運用 (1.5%) | |||||||
| スウェーデン(1.5%) | |||||||
| 定期預金 (1.5%) | |||||||
| Skandinaviska Enskilda Banken AB | |||||||
| USD 1,208,045 | 0.01% due 05/03/21 | 1,208,045 | |||||
| 定期預金合計 | 1,208,045 | ||||||
| スウェーデン合計 (簿価 $1,208,045) | 1,208,045 | ||||||
| 短期運用合計(簿価 $1,208,045) | 1,208,045 | ||||||
| 純資産に 占める割合 | |||||||
| 投資総額 (簿価 $75,446,702) | 96.90% | $ | 79,974,293 | ||||
| 負債を超過する現金およびその他の資産 | 3.10% | 2,524,980 | |||||
| 純資産 | 100.0% | $ | 82,499,273 | ||||
| (a)償還条項付き証券。 (b)144A証券。1933年証券法144Aルールに従って、登録が免除されている有価証券。登録が免除されたまま、通常は適格機関投資家に転売が可能です。特に断りの無い限り、当該有価証券は流動性がないとは見なされません。 (c) デフォルトした債券。 (d) 2021年4月30日時点の変動利付証券。 (e) 永久債。 (f)評価額はゼロです。 | |||||||
| 投資明細表のすべての有価証券は運用会社の最良の判断に基づいて有価証券の所在地ではなく、リスクの所在国によって分類されています。 | |||||||
| 2021年4月30日現在の当ファンドの外国為替先渡契約残高(純資産の0.0%) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| JPY | HSBC Bank | 7,200,000 | 2021/5/6 | USD | 66,396 | $ | – | $ | (525) | $ | (525) |
| JPY | HSBC Bank | 4,500,000 | 2021/5/7 | USD | 41,400 | – | (230) | (230) | |||
| JPY | HSBC Bank | 45,600,000 | 2021/5/7 | USD | 419,524 | – | (2,335) | (2,335) | |||
| JPY | HSBC Bank | 14,600,000 | 2021/5/10 | USD | 133,870 | – | (293) | (293) | |||
| $ | – | (3,383) | (3,383) | ||||||||
| 2021年4月30日現在のクラスA-JPYクラスの外国為替先渡契約残高(純資産の0.1%) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| JPY | HSBC Bank | 1,959,157,010 | 2021/5/6 | USD | 17,868,286 | $ | 55,722 | $ | – | $ | 55,722 |
| JPY | HSBC Bank | 19,117,024 | 2021/5/6 | USD | 174,244 | 655 | – | 655 | |||
| JPY | HSBC Bank | 19,182,842 | 2021/6/2 | USD | 177,561 | – | (2,024) | (2,024) | |||
| JPY | HSBC Bank | 1,832,000,653 | 2021/6/2 | USD | 16,964,975 | – | (200,862) | (200,862) | |||
| USD | HSBC Bank | 16,964,975 | 2021/5/6 | JPY | 1,832,604,969 | 198,771 | – | 198,771 | |||
| USD | HSBC Bank | 474,185 | 2021/5/6 | JPY | 52,270,574 | – | (4,030) | (4,030) | |||
| USD | HSBC Bank | 251,538 | 2021/5/6 | JPY | 27,203,018 | 2,662 | – | 2,662 | |||
| USD | HSBC Bank | 603,370 | 2021/5/6 | JPY | 66,195,472 | – | (2,242) | (2,242) | |||
| $ | 257,810 | $ | (209,158) | $ | 48,652 | ||||||
| 2021年4月30日現在のクラスB-BRLクラスの外国為替先渡契約残高 (純資産の3.1%) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| BRL | HSBC Bank | 226,055,273 | 2021/5/4 | USD | 39,010,604 | $ | 2,656,651 | $ | – | $ | 2,656,651 |
| BRL | HSBC Bank | 226,055,273 | 2021/6/2 | USD | 41,369,004 | 198,547 | – | 198,547 | |||
| USD | HSBC Bank | 41,440,013 | 2021/5/4 | BRL | 226,055,273 | – | (227,241) | (227,241) | |||
| USD | HSBC Bank | 484,161 | 2021/6/2 | BRL | 2,616,400 | 3,051 | – | 3,051 | |||
| $ | 2,858,249 | $ | (227,241) | $ | 2,631,008 | ||||||
| 2021年4月30日現在のクラスD-AUDクラスの外国為替先渡契約残高 (純資産の0.1% ) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| AUD | HSBC Bank | 10,121,942 | 2021/5/4 | USD | 7,738,838 | $ | 79,857 | $ | – | $ | 79,857 |
| AUD | HSBC Bank | 98,254 | 2021/5/4 | USD | 75,198 | 698 | – | 698 | |||
| AUD | HSBC Bank | 9,278,865 | 2021/6/2 | USD | 7,234,730 | – | (66,284) | (66,284) | |||
| AUD | HSBC Bank | 207,944 | 2021/6/2 | USD | 162,390 | – | (1,742) | (1,742) | |||
| USD | HSBC Bank | 7,234,730 | 2021/5/4 | AUD | 9,281,002 | 65,619 | – | 65,619 | |||
| USD | HSBC Bank | 74,995 | 2021/5/4 | AUD | 98,489 | – | (1,083) | (1,083) | |||
| USD | HSBC Bank | 263,690 | 2021/5/4 | AUD | 345,077 | – | (2,865) | (2,865) | |||
| USD | HSBC Bank | 240,621 | 2021/5/4 | AUD | 311,984 | – | (371) | (371) | |||
| USD | HSBC Bank | 143,214 | 2021/5/4 | AUD | 183,643 | 1,359 | – | 1,359 | |||
| $ | 147,533 | $ | (72,345) | $ | 75,188 | ||||||
| 2021年4月30日現在のクラスE-ZARクラスの外国為替先渡契約残高 (純資産の0.0%) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| USD | HSBC Bank | 29,801 | 2021/5/4 | ZAR | 425,456 | $ | 475 | $ | – | $ | 475 |
| USD | HSBC Bank | 304,970 | 2021/5/4 | ZAR | 4,349,017 | 5,193 | – | 5,193 | |||
| USD | HSBC Bank | 20,355 | 2021/5/4 | ZAR | 304,543 | – | (637) | (637) | |||
| USD | HSBC Bank | 224,254 | 2021/5/4 | ZAR | 3,202,003 | 3,540 | – | 3,540 | |||
| ZAR | HSBC Bank | 8,161,981 | 2021/5/4 | USD | 541,480 | 21,125 | – | 21,125 | |||
| ZAR | HSBC Bank | 119,038 | 2021/5/4 | USD | 8,099 | 106 | – | 106 | |||
| ZAR | HSBC Bank | 4,363,498 | 2021/6/2 | USD | 304,970 | – | (5,443) | (5,443) | |||
| ZAR | HSBC Bank | 401,410 | 2021/6/2 | USD | 28,014 | – | (459) | (459) | |||
| $ | 30,439 | $ | (6,539) | $ | 23,900 | ||||||
| 2021年4月30日現在のクラスF-TRYクラスの外国為替先渡契約残高(純資産の0.2%) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| TRY | HSBC Bank | 995,161 | 2021/5/4 | USD | 116,150 | $ | 3864 | $ | – | $ | 3864 |
| TRY | HSBC Bank | 695,186 | 2021/5/4 | USD | 84,119 | – | (281) | (281) | |||
| TRY | HSBC Bank | 59,917,801 | 2021/5/4 | USD | 7,089,355 | 136,622 | – | 136,622 | |||
| TRY | HSBC Bank | 608,827 | 2021/5/4 | USD | 72,119 | 1,304 | – | 1,304 | |||
| TRY | HSBC Bank | 608,904 | 2021/6/2 | USD | 72,122 | 229 | – | 229 | |||
| TRY | HSBC Bank | 50,301,419 | 2021/6/2 | USD | 5,954,055 | 22,812 | – | 22,812 | |||
| TRY | HSBC Bank | 1,098,189 | 2021/6/2 | USD | 131,846 | – | (1,358) | (1,358) | |||
| USD | HSBC Bank | 5,954,055 | 2021/5/4 | TRY | 49,538,281 | – | (20,170) | (20,170) | |||
| USD | HSBC Bank | 1,074,991 | 2021/5/4 | TRY | 9,096,569 | – | (22,038) | (22,038) | |||
| USD | HSBC Bank | 189,683 | 2021/5/4 | TRY | 1,575,982 | – | (378) | (378) | |||
| USD | HSBC Bank | 143,015 | 2021/5/4 | TRY | 1,183,898 | 239 | – | 239 | |||
| USD | HSBC Bank | 98,620 | 2021/5/4 | TRY | 822,245 | – | (542) | (542) | |||
| USD | HSBC Bank | 166,869 | 2021/6/2 | TRY | 1,394,518 | 1,171 | – | 1,171 | |||
| $ | 166,241 | $ | (44,767) | $ | 121,474 | ||||||
| 2021年4月30日現在のクラスG-通貨セレクト・クラスの外国為替先渡契約残高 (純資産の0.0%) | |||||||||||
| 買い | 取引相手 | 契約金額 | 決算日 | 売り | 契約金額 | 評価益 | 評価(損) | 純評価益/(損) | |||
| INR | HSBC Bank | 53,766,350 | 2021/5/14 | USD | 719,091 | $ | 5,477 | $ | – | $ | 5,477 |
| PHP | HSBC Bank | 53,250,295 | 2021/5/14 | USD | 1,087,887 | 17,910 | – | 17,910 | |||
| RUB | HSBC Bank | 27,320,423 | 2021/5/13 | USD | 349,981 | 13,496 | – | 13,496 | |||
| RUB | HSBC Bank | 317,039 | 2021/5/13 | USD | 4,099 | 119 | – | 119 | |||
| TRY | HSBC Bank | 9,148,628 | 2021/5/17 | USD | 1,092,722 | 3,461 | – | 3,461 | |||
| USD | HSBC Bank | 10,714 | 2021/5/14 | INR | 801,632 | – | (89) | (89) | |||
| USD | HSBC Bank | 20,642 | 2021/5/14 | INR | 1,549,667 | – | (242) | (242) | |||
| USD | HSBC Bank | 6,971 | 2021/5/14 | INR | 521,465 | – | (56) | (56) | |||
| USD | HSBC Bank | 13,647 | 2021/5/14 | INR | 1,023,440 | – | (145) | (145) | |||
| USD | HSBC Bank | 20,969 | 2021/5/14 | PHP | 1,015,682 | – | (123) | (123) | |||
| USD | HSBC Bank | 10,880 | 2021/5/14 | PHP | 528,661 | – | (98) | (98) | |||
| USD | HSBC Bank | 22,096 | 2021/5/14 | PHP | 1,081,552 | – | (364) | (364) | |||
| USD | HSBC Bank | 31,329 | 2021/5/14 | PHP | 1,530,304 | – | (449) | (449) | |||
| USD | HSBC Bank | 10,247 | 2021/5/13 | RUB | 795,564 | – | (338) | (338) | |||
| USD | HSBC Bank | 3,517 | 2021/5/13 | RUB | 264,156 | 3 | – | 3 | |||
| USD | HSBC Bank | 6,640 | 2021/5/13 | RUB | 498,874 | 3 | – | 3 | |||
| USD | HSBC Bank | 14,194 | 2021/5/17 | TRY | 118,896 | – | (54) | (54) | |||
| USD | HSBC Bank | 24,067 | 2021/5/17 | TRY | 200,648 | 25 | – | 25 | |||
| USD | HSBC Bank | 8,997 | 2021/5/17 | TRY | 74,564 | 62 | – | 62 | |||
| USD | HSBC Bank | 51,177 | 2021/5/17 | TRY | 428,632 | – | (182) | (182) | |||
| USD | HSBC Bank | 11,712 | 2021/5/13 | ZAR | 171,372 | – | (86) | (86) | |||
| USD | HSBC Bank | 10,125 | 2021/5/13 | ZAR | 148,383 | – | (89) | (89) | |||
| USD | HSBC Bank | 3,544 | 2021/5/13 | ZAR | 51,077 | 28 | – | 28 | |||
| USD | HSBC Bank | 6,524 | 2021/5/13 | ZAR | 93,253 | 104 | – | 104 | |||
| ZAR | HSBC Bank | 5,345,156 | 2021/5/13 | USD | 365,573 | 2,394 | – | 2,394 | |||
| $ | 43,082 | $ | (2,315) | $ | 40,767 | ||||||
| 通貨の略称: | |||||||||||
| AUD | - | 豪ドル | |||||||||
| BRL | - | ブラジル・レアル | |||||||||
| INR | - | インド・ルピー | |||||||||
| JPY | - | 日本円 | |||||||||
| PHP | - | フィリピン・ペソ | |||||||||
| RUB | - | ロシア・ルーブル | |||||||||
| TRY | - | トルコ・リラ | |||||||||
| USD | - | 米ドル | |||||||||
| ZAR | - | 南アフリカ・ランド | |||||||||
| 「ダイワ・マネー・マザーファンド」の状況 |
| 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 | |||
| 2021年10月12日現在 | 2022年4月12日現在 | ||
| 金 額(円) | 金 額(円) | ||
| 資産の部 | |||
| 流動資産 | |||
| コール・ローン | 6,900,210,636 | 10,953,855,055 | |
| 流動資産合計 | 6,900,210,636 | 10,953,855,055 | |
| 資産合計 | 6,900,210,636 | 10,953,855,055 | |
| 負債の部 | |||
| 流動負債 | |||
| 流動負債合計 | - | - | |
| 負債合計 | - | - | |
| 純資産の部 | |||
| 元本等 | |||
| 元本 | ※1 | 6,786,625,575 | 10,774,787,250 |
| 剰余金 | |||
| 期末剰余金又は期末欠損金(△) | 113,585,061 | 179,067,805 | |
| 元本等合計 | 6,900,210,636 | 10,953,855,055 | |
| 純資産合計 | 6,900,210,636 | 10,953,855,055 | |
| 負債純資産合計 | 6,900,210,636 | 10,953,855,055 | |
| 注記表 |
| (重要な会計方針に係る事項に関する注記) |
| 自 2021年10月13日 至 2022年4月12日 |
| 該当事項はありません。 |
| (貸借対照表に関する注記) | ||||
| 区 分 | 2021年10月12日現在 | 2022年4月12日現在 | ||
| 1. | ※1 | 期首 | 2021年4月13日 | 2021年10月13日 |
| 期首元本額 | 56,160,574,762円 | 6,786,625,575円 | ||
| 期中追加設定元本額 | 1,107,573,404円 | 6,562,278,468円 | ||
| 期中一部解約元本額 | 50,481,522,591円 | 2,574,116,793円 | ||
| 期末元本額の内訳 | ||||
| ファンド名 | ||||
| ダイワ日経225-シフト11- 2019-03(適格機関投資家専用) | 531,632,690円 | 531,632,690円 | ||
| ゴールド・ファンド(FOFs用)(適格機関投資家専用) | 1,965,311,641円 | 5,152,405,878円 | ||
| ターゲット・リターン(コスト控除後3%)資金拠出用ファンド(適格機関投資家専用) | -円 | 118,039円 | ||
| ターゲット・リターン(コスト控除後5%)資金拠出用ファンド(適格機関投資家専用) | -円 | 155,520円 | ||
| ダイワ・グローバルIoT関連株ファンド -AI新時代- (為替ヘッジあり) | 977,694円 | 977,694円 | ||
| ダイワ・グローバルIoT関連株ファンド -AI新時代- (為替ヘッジなし) | 977,694円 | 977,694円 | ||
| ダイワFEグローバル・バリュー(為替ヘッジあり) | 9,608円 | 9,608円 | ||
| ダイワFEグローバル・バリュー(為替ヘッジなし) | 9,608円 | 9,608円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジあり) | 49,107円 | 49,107円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジなし) | 49,107円 | 49,107円 | ||
| ダイワ/“RICI®”コモディティ・ファンド | 2,074,249円 | 2,074,249円 | ||
| US債券NB戦略ファンド(為替ヘッジあり/年1回決算型) | 1,676円 | 1,676円 | ||
| US債券NB戦略ファンド(為替ヘッジなし/年1回決算型) | 1,330円 | 1,330円 | ||
| スマート・アロケーション・Dガード | -円 | 8,302,183円 | ||
| 堅実バランスファンド -ハジメの一歩- | -円 | 180,988,508円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジあり/隔月分配型) | 180,729円 | 180,729円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジなし/隔月分配型) | 737,649円 | 737,649円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジあり/資産成長型) | 95,276円 | 95,276円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジなし/資産成長型) | 337,885円 | 337,885円 | ||
| 世界セレクティブ株式オープン | 983円 | 983円 | ||
| 世界セレクティブ株式オープン(年2回決算型) | 983円 | 983円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジあり/毎月分配型) | 983円 | 983円 | ||
| NWQグローバル厳選証券ファンド(為替ヘッジなし/毎月分配型) | 983円 | 983円 | ||
| iFreeETF NASDAQ100インバース | -円 | 591,168,218円 | ||
| DCダイワ・マネー・ポートフォリオ | 4,198,170,562円 | 4,187,177,467円 | ||
| ダイワ米国株ストラテジーα(通貨選択型) -トリプルリターンズ- 日本円・コース(毎月分配型) | 132,757円 | 132,757円 | ||
| ダイワ米国株ストラテジーα(通貨選択型) -トリプルリターンズ- 豪ドル・コース(毎月分配型) | 52,987円 | 52,987円 | ||
| ダイワ米国株ストラテジーα(通貨選択型) -トリプルリターンズ- ブラジル・レアル・コース(毎月分配型) | 467,315円 | 467,315円 | ||
| ダイワ米国株ストラテジーα(通貨選択型) -トリプルリターンズ- 米ドル・コース(毎月分配型) | 12,784円 | 12,784円 | ||
| ダイワ/フィデリティ北米株式ファンド -パラダイムシフト- | 1,988,495円 | 1,988,495円 | ||
| ダイワFEグローバル・バリュー株ファンド(ダイワSMA専用) | 3,666円 | 3,666円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)ブラジル・レアル・コース(毎月分配型) | 155,317円 | 155,317円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)日本円・コース (毎月分配型) | 38,024円 | 38,024円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)米ドル・コース(毎月分配型) | 4,380円 | 4,380円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)豪ドル・コース(毎月分配型) | 22,592円 | 22,592円 | ||
| ダイワ日本リート・ファンド・マネー・ポートフォリオ | 80,584,504円 | 76,867,739円 | ||
| ダイワ新興国ソブリン債券ファンド(資産成長コース) | 33,689円 | 33,689円 | ||
| ダイワ新興国ソブリン債券ファンド(通貨αコース) | 96,254円 | 96,254円 | ||
| ダイワ・ダブルバランス・ファンド(Dガード付/部分為替ヘッジあり) | -円 | 32,885,105円 | ||
| ダイワ・インフラビジネス・ファンド -インフラ革命- (為替ヘッジあり) | 5,385円 | 5,385円 | ||
| ダイワ・インフラビジネス・ファンド -インフラ革命- (為替ヘッジなし) | 11,530円 | 11,530円 | ||
| ダイワ米国MLPファンド(毎月分配型)米ドルコース | 9,817円 | 9,817円 | ||
| ダイワ米国MLPファンド(毎月分配型)日本円コース | 6,964円 | 6,964円 | ||
| ダイワ米国MLPファンド(毎月分配型)通貨αコース | 9,479円 | 9,479円 | ||
| ダイワ英国高配当株ツインα(毎月分配型) | 98,107円 | 98,107円 | ||
| ダイワ英国高配当株ファンド | 98,107円 | 98,107円 | ||
| ダイワ英国高配当株ファンド・マネー・ポートフォリオ | 979,761円 | 982,294円 | ||
| DCスマート・アロケーション・Dガード | -円 | 2,157,192円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)南アフリカ・ランド・コース(毎月分配型) | 1,097円 | 1,097円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)トルコ・リラ・コース(毎月分配型) | 2,690円 | 2,690円 | ||
| ダイワ米国高金利社債ファンド(通貨選択型)通貨セレクト・コース(毎月分配型) | 1,350円 | 1,350円 | ||
| ダイワ・オーストラリア高配当株α(毎月分配型) 株式αコース | 98,203円 | 98,203円 | ||
| ダイワ・オーストラリア高配当株α(毎月分配型) 通貨αコース | 98,203円 | 98,203円 | ||
| ダイワ・オーストラリア高配当株α(毎月分配型) 株式&通貨ツインαコース | 982,029円 | 982,029円 | ||
| ダイワ米国株ストラテジーα(通貨選択型) -トリプルリターンズ-通貨セレクト・コース(毎月分配型) | 9,652円 | 9,652円 | ||
| 計 | 6,786,625,575円 | 10,774,787,250円 | ||
| 2. | 期末日における受益権の総数 | 6,786,625,575口 | 10,774,787,250口 | |
(金融商品に関する注記)
| Ⅰ 金融商品の状況に関する事項 | ||
| 区 分 | 自 2021年10月13日 至 2022年4月12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項に定める証券投資信託であり、投資信託約款に規定する「運用の基本方針」に従っております。 |
| 2. | 金融商品の内容及びリスク | 当ファンドが保有する金融商品の種類は、金銭債権及び金銭債務等であり、その詳細を附属明細表に記載しております。 これらの金融商品に係るリスクは、信用リスクであります。 |
| 3. | 金融商品に係るリスク管理体制 | 複数の部署と会議体が連携する組織的な体制によりリスク管理を行っております。信託財産全体としてのリスク管理を金融商品、リスクの種類毎に行っております。 |
| 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拠った場合、当該価額が異なることもあります。 |
| Ⅱ 金融商品の時価等に関する事項 | ||
| 区 分 | 2022年4月12日現在 | |
| 1. | 金融商品の時価及び貸借対照表計上額との差額 | 金融商品はすべて時価で計上されているため、貸借対照表計上額と時価との差額はありません。 |
| 2. | 金融商品の時価の算定方法 | コール・ローン等の金銭債権及び金銭債務等 |
| これらは短期間で決済されるため、時価は帳簿価額にほぼ等しいことから、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) | |
| 2021年10月12日現在 | 2022年4月12日現在 |
| 該当事項はありません。 | 該当事項はありません。 |
| (デリバティブ取引に関する注記) | |
| ヘッジ会計が適用されていないデリバティブ取引 | |
| 2021年10月12日現在 | 2022年4月12日現在 |
| 該当事項はありません。 | 該当事項はありません。 |
| (1口当たり情報) | ||
| 2021年10月12日現在 | 2022年4月12日現在 | |
| 1口当たり純資産額 | 1.0167円 | 1.0166円 |
| (1万口当たり純資産額) | (10,167円) | (10,166円) |
附属明細表
| 第1 有価証券明細表 |
| (1) 株式 |
| 該当事項はありません。 |
| (2) 株式以外の有価証券 |
| 該当事項はありません。 |
| 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 |
| 該当事項はありません。 |
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。
