- 有報資料
- 50項目
有価証券報告書(内国投資信託受益証券)-第12期(平成27年12月8日-平成28年12月7日)
LA米国ドル建てハイイールド債マザーファンド
なお、以下に記載した情報は監査の対象外であります。
貸借対照表
注記表
(有価証券に関する注記)
(デリバティブ取引等に関する注記)
附属明細表
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
なお、以下に記載した情報は監査の対象外であります。
貸借対照表
| (平成28年12月 7日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 5,238,016,980 |
| コール・ローン | 1,111,194,560 |
| 株式 | 443,590,769 |
| 社債券 | 126,856,183,111 |
| 未収入金 | 1,041,772,947 |
| 未収利息 | 1,758,725,081 |
| 前払費用 | 227,029,076 |
| 流動資産合計 | 136,676,512,524 |
| 資産合計 | 136,676,512,524 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 8,147,700 |
| 未払金 | 1,939,668,652 |
| 未払解約金 | 2,251,530,000 |
| 未払利息 | 1,674 |
| 流動負債合計 | 4,199,348,026 |
| 負債合計 | 4,199,348,026 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 47,702,180,584 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 84,774,983,914 |
| 元本等合計 | 132,477,164,498 |
| 純資産合計 | 132,477,164,498 |
| 負債純資産合計 | 136,676,512,524 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 項目 | (自 平成28年 6月 8日 至 平成28年12月 7日) |
| 1有価証券の評価基準及び評価方法 | 株式、社債券 |
| 原則として時価で評価しております。 | |
| 2派生商品等の評価基準及び評価方法 | 為替予約取引 |
| 原則として時価で評価しております。 | |
| 3外貨建資産・負債の本邦通貨への換算基準 | 信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算し、為替予約の評価は計算期間末日に残高がある場合、原則として、わが国における計算期間末日の対顧客先物売買相場の仲値によって計算しております。 |
| 4収益・費用の計上基準 | 有価証券売買等損益及び為替差損益 |
| 約定日基準で計上しております。 |
| (貸借対照表に関する注記) |
| 項目 | (平成28年12月 7日現在) | ||
| 1 | 計算期間末日における受益権の総数 | 47,702,180,584口 | |
| 2 | 計算期間末日における1単位当たりの純資産の額 | 1口当たり純資産の額 | 2.7772円 |
| (1万口当たり純資産の額) | (27,772円) | ||
| (金融商品に関する注記) |
| 1.金融商品の状況に関する事項 |
| 項目 | (自 平成28年 6月 8日 至 平成28年12月 7日) |
| 1金融商品に対する取組方針 | 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める投資を目的とする証券投資信託であり、証券投資信託約款および投資ガイドラインに基づいて運用しております。 |
| 2金融商品の内容及び当該金融商品に係るリスク | 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 なお、詳細は附属明細表をご参照下さい。 これらは、市場リスク(価格変動リスク、為替変動リスク、金利変動リスク)、信用リスク、及び流動性リスクを有しております。 また、当ファンドは、外貨建証券の売買等の決済に伴い必要となる外貨の売買のために、為替予約取引を行っております。 |
| 3金融商品に係るリスク管理体制 | 運用担当部署から独立したコンプライアンス・リスク管理担当部署が、運用リスクを把握、管理し、 その結果に基づき運用担当部署へ対応の指示等を行うことにより、適切な管理を行います。 リスク管理に関する委員会等はこれらの運用リスク管理状況の報告を受け、総合的な見地から運用状況全般の管理を行います。 なお、具体的には以下のリスクの管理を行っております。 ①市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析・把握し、投資方針に沿っているか等の管理を行っております。 ②信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集・分析を常時継続し、格付等の信用度に応じた組入制限等の管理を行っております。 ③流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行っております。 |
| 4金融商品の時価等に関する事項についての補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には、合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等については、その金額自体がデリバティブ取引に係る市場リスクを示すものではありません。 |
| 2.金融商品の時価等に関する事項 |
| 項目 | (平成28年12月 7日現在) |
| 1貸借対照表日における貸借対照表の科目ごとの計上額・時価・時価との差額 | 貸借対照表に計上している金融商品は、原則として時価評価としているため、貸借対照表計上額と時価との差額はありません。 |
| 2貸借対照表の科目ごとの時価の算定方法 | (1)有価証券 |
| 株式、社債券 | |
| ①わが国の金融商品取引所または海外取引所に上場されている有価証券 当該有価証券については、原則として上記の取引所における計算期間末日の最終相場(外貨建証券の場合は計算期間末日において知りうる直近の日の最終相場)で評価しております。 ②わが国の金融商品取引所または海外取引所に上場されていない有価証券 当該有価証券については、原則として、日本証券業協会が発表する売買参考統計値(平均値)(外貨建証券を除く)、金融商品取引業者、銀行等の提示する価額(売気配相場を除く)または価格情報会社の提供する価額のいずれかから入手した価額で評価しております。 ③時価が入手できなかった有価証券 適正な評価額を入手できない場合または入手した評価額が時価と認定できない事由が認められた場合は、委託会社が忠実義務に基づいて合理的事由をもって時価と認めた価額もしくは受託者と協議のうえ両者が合理的事由をもって時価と認めた価額で評価しております。 | |
| (2)デリバティブ取引 | |
| 為替予約取引 | |
| デリバティブ取引等に関する注記に記載しております。 | |
| (3)コール・ローン等の金銭債権及び金銭債務 | |
| コール・ローン等の金銭債権及び金銭債務は短期間で決済されるため、時価は帳簿価額と近似していることから、当該帳簿価額を時価としております。 |
(有価証券に関する注記)
| ① 売買目的有価証券 |
| (自 平成28年 6月 8日 至 平成28年12月 7日) |
| 種類 | 当計算期間の損益に含まれた評価差額 (円) |
| 株式 | 1,903,822 |
| 社債券 | 4,196,236,324 |
| 合計 | 4,198,140,146 |
(デリバティブ取引等に関する注記)
| ヘッジ会計が適用されていないデリバティブ取引 |
| (通貨関連) |
| (平成28年12月 7日現在) |
| 区分 | 種類 | 契約額等(円) | 時価(円) | 評価損益(円) | |
| うち1年超 | |||||
| 市場取引以外の取引 | 為替予約取引 | ||||
| 売建 | 2,252,418,300 | - | 2,260,566,000 | △8,147,700 | |
| 米・ドル | 2,252,418,300 | - | 2,260,566,000 | △8,147,700 | |
| 合計 | 2,252,418,300 | - | 2,260,566,000 | △8,147,700 | |
| (注)時価の算定方法 |
| (1) 計算期間末日に対顧客先物売買相場の仲値が発表されている外貨については、以下のように評価しております。 |
| ①計算期間末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。 |
| ②計算期間末日において為替予約の受渡日の対顧客先物売買相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算期間末日に為替予約の受渡日を超える対顧客先物売買相場が発表されている場合には、発表されている先物相場のうち当該日に最も近い前後二つの先物相場の仲値をもとに計算しております。 |
| ・計算期間末日に為替予約の受渡日を超える対顧客先物売買相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物売買相場の仲値を用いております。 |
| (2) 計算期間末日に対顧客先物売買相場の仲値が発表されていない外貨については、計算期間末日の対顧客電信売買相場の仲値で評価しております。 |
| (その他の注記) |
| 期別 項目 | (平成28年12月 7日現在) |
| 期首 | 平成28年 6月 8日 |
| 親投資信託の期首における元本額 | 45,531,409,240円 |
| 期中追加設定元本額 | 7,105,767,801円 |
| 期中一部解約元本額 | 4,934,996,457円 |
| 期末元本額及びその内訳として当該親投資信託受益証券を投資対象とする委託者指図型投資信託ごとの元本額 | |
| 期末元本額 | 47,702,180,584円 |
| みずほUSハイイールドオープンAコース(為替ヘッジあり) | 11,655,798,727円 |
| みずほUSハイイールドオープンBコース(為替ヘッジなし) | 35,163,462,957円 |
| みずほUSハイイールドファンド | 259,844,011円 |
| MHAM USハイイールドファンド(毎月決算型) | 515,410,250円 |
| みずほUSハイイールドオープン(年1回決算型)為替ヘッジあり | 43,327,234円 |
| みずほUSハイイールドオープン(年1回決算型)為替ヘッジなし | 64,337,405円 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
| (平成28年12月 7日現在) |
| 通貨 | 銘柄 | 株式数 | 評価額 | 備考 | |
| 単価 | 金額 | ||||
| 米・ドル | UC HOLDINGS INC | 133,391 | 29.12 | 3,885,012.87 | |
| 小計 | 銘柄数:1 | 133,391 | 3,885,012.87 | ||
| (443,590,769) | |||||
| 組入時価比率:0.3% | 100.0% | ||||
| 合 計 | 133,391 | 443,590,769 | |||
| (443,590,769) | |||||
| (注1)比率は左より組入時価の純資産総額に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (注2)通貨種類毎の小計欄の( )内は、邦貨換算額であります。 |
| (注3)合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。 |
| (2)株式以外の有価証券 |
| (平成28年12月 7日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米・ドル | ABC SUPPLY 5.75% | 1,403,000.00 | 1,434,567.50 | |
| ACADIA HEALTHCARE 5.625% | 1,594,000.00 | 1,592,884.20 | |||
| ACADIA HEALTHCARE 6.125% | 1,117,000.00 | 1,151,906.25 | |||
| ACADIA HEALTHCARE 6.5% | 662,000.00 | 665,310.00 | |||
| ACC INDU BO/ACC INDU7.75% | 1,125,000.00 | 908,437.50 | |||
| ADS TACTICAL INC 11% | 1,054,000.00 | 1,080,350.00 | |||
| AECOM 5.875% | 1,799,000.00 | 1,888,950.00 | |||
| AES RED OAK LLC 9.2% | 1,500,000.00 | 1,565,625.00 | |||
| AFREN PLC 10.25% | 1,951,671.98 | 10,148.69 | |||
| AFREN PLC 11.5% | 3,439,821.86 | 17,887.07 | |||
| AFREN PLC 6.625% | 2,171,235.07 | 11,290.42 | |||
| AHERN RENTALS INC 7.375% | 2,124,000.00 | 1,752,300.00 | |||
| AIR CANADA 5% SI | 2,000,000.00 | 2,007,500.00 | |||
| AIR CANADA 7.75% | 1,704,000.00 | 1,887,180.00 | |||
| AIR MEDICAL MERGER6.375% | 2,250,000.00 | 2,154,375.00 | |||
| AK STEEL CORP 7.625% | 1,196,000.00 | 1,234,630.80 | |||
| ALAMOS GOLD INC 7.75% | 1,385,000.00 | 1,447,325.00 | |||
| ALCOA NEDERLAND 6.75% | 2,220,000.00 | 2,386,500.00 | |||
| ALERIS INTL INC 7.875% | 1,148,000.00 | 1,130,780.00 | |||
| ALERIS INTL INC 9.5% | 3,025,000.00 | 3,229,187.50 | |||
| ALLEGHENY TECHNOLOG4.75% | 800,000.00 | 1,170,500.00 | ※ | ||
| ALLEGION PLC 5.875% | 1,029,000.00 | 1,093,312.50 | |||
| ALLIANT HOLDINGS 8.25% | 2,365,000.00 | 2,394,562.50 | |||
| ALLISON TRANSMISSION 5% | 1,479,000.00 | 1,495,638.75 | |||
| ALTA MESA HOLD 7.875% | 1,572,000.00 | 1,609,335.00 | |||
| ALTICE FINANCING 7.5% | 1,068,000.00 | 1,092,030.00 | |||
| ALTICE FINCO SA 8.125% | 2,325,000.00 | 2,394,750.00 | |||
| ALTICE FINANCING 6.625% | 2,850,000.00 | 2,892,750.00 | |||
| AMAG PHARMACEUTI 7.875% | 1,823,000.00 | 1,785,081.60 | |||
| AMC ENTERTAINMENT 5.875% | 905,000.00 | 922,919.00 | |||
| AMC NETWORKS 4.75% | 6,152,000.00 | 6,175,070.00 | |||
| AMERICAN ENERGY 13% | 1,269,000.00 | 1,491,075.00 | |||
| ANGLO AMERICAN 3.625% | 1,426,000.00 | 1,429,565.00 | |||
| ANGLO AMERICAN 4.875% | 224,000.00 | 227,640.00 | |||
| ANTERO MIDSTREAM 5.375% | 1,654,000.00 | 1,691,215.00 | |||
| APEX TOOL GROUP 7% | 1,313,000.00 | 1,175,135.00 | |||
| APX GROUP INC 8.75% | 2,225,000.00 | 2,208,312.50 | |||
| ARCELORMITTAL 6.125% | 9,134,000.00 | 10,070,235.00 | |||
| ARCOR SAIC 6% | 1,047,000.00 | 1,080,713.40 | |||
| ARGOS MERGER SUB 7.125% | 2,475,000.00 | 2,546,156.25 | |||
| ASHLAND INC 6.875% | 1,787,000.00 | 1,831,675.00 | |||
| ASHTON WOODS USA 6.875% | 2,295,000.00 | 2,214,675.00 | |||
| ASSOCIATED ASPHALT 8.5% | 1,443,000.00 | 1,457,430.00 | |||
| AUTOMATION TOOLING 6.5% | 1,056,000.00 | 1,092,960.00 | |||
| AVIAN HLDS SA/LEA 8.375% | 420,000.00 | 417,900.00 | |||
| BAKER CORP 8.25% MC | 2,829,000.00 | 2,376,360.00 | |||
| BANKUNITED 4.875% | 3,290,000.00 | 3,225,808.81 | |||
| BCO DE GALICIA FRN 8.25% | 1,050,000.00 | 1,097,250.00 | |||
| BEACON ROOFING 6.375% | 997,000.00 | 1,064,297.50 | |||
| BEAZER HOMES USA 8.75% | 1,469,000.00 | 1,564,485.00 | |||
| BELDEN INC 5.5% | 1,990,000.00 | 2,039,750.00 | |||
| BELO(A.H.)CORP 7.25% | 1,527,000.00 | 1,588,080.00 | |||
| BI-LO LLC/BI 9.25% | 879,000.00 | 722,977.50 | |||
| BILL BARRETT CORP 7% | 2,685,000.00 | 2,450,062.50 | |||
| BLOCK COMMUNICATION7.25% | 1,490,000.00 | 1,530,230.00 | |||
| BLUE CUBE SPINCO 10% | 4,621,000.00 | 5,556,752.50 | |||
| BLUE RACER MID 6.125% | 1,725,000.00 | 1,699,125.00 | |||
| BLUELINE RENTAL FIN 7% | 1,130,000.00 | 1,107,400.00 | |||
| BLUESCOPE STEEL 6.5% | 1,869,000.00 | 1,981,140.00 | |||
| BMC EAST LLC 5.5% | 1,751,000.00 | 1,742,245.00 | |||
| BOISE CASCADE CO 5.625% | 3,198,000.00 | 3,190,005.00 | |||
| BONANZA CREEK ENER 6.75% | 3,062,000.00 | 1,684,100.00 | |||
| BOYD GAMING CORP 6.875% | 1,850,000.00 | 1,991,062.50 | |||
| BRAND ENERGY & INFRA8.5% | 2,450,000.00 | 2,499,000.00 | |||
| BRASKEM FINANCE 6.45% | 3,000,000.00 | 3,131,250.00 | |||
| BROOKFIELD RESID 6.125% | 1,121,000.00 | 1,132,210.00 | |||
| BUILDERS FIRSTSOUR10.75% | 1,397,000.00 | 1,603,057.50 | |||
| BUILDERS FIRSTSOUR5.625% | 881,000.00 | 883,863.25 | |||
| BUILDING MATERIALS 6% | 719,000.00 | 744,165.00 | |||
| BUILDING MATERIALS5.375% | 3,573,000.00 | 3,635,527.50 | |||
| BUMBLE BEE HOLDINGS 9% | 1,407,000.00 | 1,396,447.50 | |||
| BWAY HOLDING 9.125% | 1,815,000.00 | 1,896,675.00 | |||
| CABLE ONE INC 5.75% | 1,051,000.00 | 1,087,785.00 | |||
| CABLEVISION SA 6.5% | 970,000.00 | 986,975.00 | |||
| CABLEVISION SYSTEM5.875% | 3,215,000.00 | 3,054,250.00 | |||
| CAESARS ENT RESORT 11% | 5,895,000.00 | 6,440,287.50 | |||
| CAESARS GROW PROP 9.375% | 3,068,000.00 | 3,309,605.00 | |||
| CALIFORNIA RESOURCES 8% | 2,011,000.00 | 1,784,762.50 | |||
| CALLON PETROLEUM 6.125% | 1,822,000.00 | 1,894,880.00 | |||
| CAMELOT FIN 7.875% | 1,101,000.00 | 1,134,030.00 | |||
| CARMIKE CINEMAS INC 6% | 938,000.00 | 1,001,315.00 | |||
| CARRIZO OIL & GAS 6.25% | 1,838,000.00 | 1,902,330.00 | |||
| CARRIZO OIL & GAS 7.5% | 1,193,000.00 | 1,243,702.50 | |||
| CARROLS RESTAURANT 8% | 2,052,000.00 | 2,226,420.00 | |||
| CCO HLDGS LLC/CAP 5.875% | 7,125,000.00 | 7,579,218.75 | |||
| CCO HLDGS LLC/CAP 5.875% | 1,280,000.00 | 1,310,400.00 | |||
| CCO HLDGS LLC/CAP 5.125% | 1,411,000.00 | 1,451,566.25 | |||
| CCO HLDGS LLC/CAP 5.75% | 2,360,000.00 | 2,436,700.00 | |||
| CDW LLC/CDW FINANCE 5.5% | 1,200,000.00 | 1,226,616.00 | |||
| CDW LLC/CDW FINANCE 5% | 2,775,000.00 | 2,775,000.00 | |||
| CEC ENTERTAINMENT 8% | 2,180,000.00 | 2,218,150.00 | |||
| CEDAR FAIR LP/CAN 5.375% | 1,890,000.00 | 1,965,600.00 | |||
| CEMEX FINANCE 6% | 2,272,000.00 | 2,304,285.12 | |||
| CENGAGE LEARNING 9.5% | 1,252,000.00 | 1,101,760.00 | |||
| CENOVUS ENERGY INC 5.2% | 1,034,000.00 | 948,067.36 | |||
| CENOVUS ENERGY INC 6.75% | 3,757,000.00 | 4,046,837.52 | |||
| CENTENE ESCROW CORP6.125% | 2,598,000.00 | 2,695,425.00 | |||
| CENTRAL GARDEN&PET6.125% | 2,739,000.00 | 2,875,950.00 | |||
| CENTURY INTER 9.75% | 3,225,000.00 | 3,289,500.00 | |||
| CHEMOURS CO 7% | 3,690,000.00 | 3,717,675.00 | |||
| CHENIERE CORP 5.875% | 1,169,000.00 | 1,177,919.47 | |||
| CHENIERE CORP 7% | 1,545,000.00 | 1,666,668.75 | |||
| CHESAPEAKE ENERGY 6.625% | 3,482,000.00 | 3,516,820.00 | |||
| CHURCHILL DOWNS 5.375% | 1,348,000.00 | 1,405,290.00 | |||
| CHURCHILL DOWNS 5.375% | 907,000.00 | 945,547.50 | |||
| CINEMARK USA INC 4.875% | 2,150,000.00 | 2,187,625.00 | |||
| CIT GROUP INC 6% | 1,115,000.00 | 1,081,550.00 | |||
| CITGO HOLDING 10.75% | 2,557,000.00 | 2,689,644.37 | |||
| CLAYTON WILLIAMS 7.75% | 1,212,000.00 | 1,221,090.00 | |||
| CLEAR CHANNEL 6.5% | 3,819,000.00 | 3,885,832.50 | |||
| CLIFFS NATURAL 5.9% | 925,000.00 | 892,625.00 | |||
| CLOUD CRANE LLC 10.125% | 1,095,000.00 | 1,167,543.75 | |||
| CLOUD PEAK ENRGY 12% | 1,280,000.00 | 1,344,000.00 | |||
| CLUBCORP CLUB 8.25% | 1,710,000.00 | 1,816,875.00 | |||
| CNO FINANCIAL GROUP5.25% | 1,522,000.00 | 1,522,000.00 | |||
| CNTL AMR BOTTLING 6.75% | 1,419,000.00 | 1,454,475.00 | |||
| COEUR MINING INC 7.875% | 3,056,000.00 | 3,193,520.00 | |||
| COGENT COMMUNICATIONS5.375% | 2,740,000.00 | 2,808,500.00 | |||
| COLUMBUS INTL INC 7.375% | 1,850,000.00 | 1,979,185.50 | |||
| COMCEL TRUST 6.875% | 2,355,000.00 | 2,367,505.05 | |||
| COMMERCIAL METALS 4.875% | 1,105,000.00 | 1,121,575.00 | |||
| COMMSCOPE TECH 6% | 1,574,000.00 | 1,651,724.12 | |||
| COMMUNICATIONS SALE8.25% | 1,100,000.00 | 1,166,682.00 | |||
| COMMUNICATIONS SALES 6% | 2,500,000.00 | 2,593,750.00 | |||
| COMPANIA MINERA 4.625% | 1,213,000.00 | 1,197,837.50 | |||
| CONCHO RESOURCES 5.5% | 2,933,000.00 | 3,028,322.50 | |||
| CONS CNT CO 10.125% | 1,236,000.00 | 1,260,720.00 | |||
| CONSOL ENERGY 5.875% | 911,000.00 | 888,225.00 | |||
| CONSOL ENERGY 8% | 1,336,000.00 | 1,377,750.00 | |||
| CONSOLIDATED COMM 6.5% | 1,120,000.00 | 1,108,800.00 | |||
| CONTINENTAL RES 3.8% | 3,133,000.00 | 2,913,690.00 | |||
| CONTINENTAL RES 4.5% | 2,259,000.00 | 2,202,525.00 | |||
| CONTURA ENERGY INC 10% | 1,084,000.00 | 1,149,040.00 | |||
| COSAN LUXEMBOURG 7% | 1,620,000.00 | 1,631,988.00 | |||
| COVERIS HOLDINGS 7.875% | 1,905,000.00 | 1,885,950.00 | |||
| CPG MERGER SUB LLC 8% | 2,479,000.00 | 2,565,765.00 | |||
| CPI INTL INC 8% | 1,386,000.00 | 1,406,790.00 | |||
| CPMPASS MINERALS 4.875% | 2,407,000.00 | 2,286,650.00 | |||
| CRIMSON MERGER 6.625% | 1,275,000.00 | 1,071,000.00 | |||
| CROWNROCK LP 7.125% | 2,360,000.00 | 2,483,900.00 | |||
| CROWNROCK LP 7.75% | 700,000.00 | 757,750.00 | |||
| CYRUSONE LP 6.375% | 950,000.00 | 1,002,250.00 | |||
| DELHI INTL AIRPORT6.125% | 2,000,000.00 | 2,077,504.00 | |||
| DENBURY RESOURCE 4.625% | 1,644,000.00 | 1,339,860.00 | |||
| DENBURY RESOURCE 5.5% | 4,485,000.00 | 3,924,375.00 | |||
| DIAMOND 1 FIN 5.875% | 3,040,000.00 | 3,217,946.38 | |||
| DIAMOND 1 FIN 7.125% | 6,156,000.00 | 6,743,645.58 | |||
| DIAMOND OFFSHORE 5.7% | 453,000.00 | 353,340.00 | |||
| DISH DBS CORP 7.75% | 7,197,000.00 | 7,988,670.00 | |||
| DONNELLEY FINANCIAL8.25% | 1,984,000.00 | 2,013,760.00 | |||
| DUPONT FABROS TECH5.625% | 1,000,000.00 | 1,052,500.00 | |||
| DYNAGAS LNG PARTNER6.25% | 2,035,000.00 | 1,917,987.50 | |||
| EAGLE MATERIALS INC 4.5% | 1,000,000.00 | 990,000.00 | |||
| ECLIPSE RESOURCES 8.875% | 1,324,000.00 | 1,350,480.00 | |||
| ELDORADO GOLD 6.125% | 1,227,000.00 | 1,227,000.00 | |||
| ELDORADO RESORTS 7% | 2,714,000.00 | 2,876,840.00 | |||
| ELWOOD ENERGY 8.159% | 2,818,598.25 | 3,170,923.03 | |||
| EMI MUSIC PUBLISHI7.625% | 2,068,000.00 | 2,233,440.00 | |||
| ENABLE OKLAHOMA 6.25% | 1,293,000.00 | 1,373,978.00 | |||
| ENERGEN CORP 4.625% | 1,837,000.00 | 1,859,962.50 | |||
| ENERGY TRANSFER 5.5% | 2,815,000.00 | 2,744,625.00 | |||
| ENERGY TRANSFER 5.875% | 1,284,000.00 | 1,328,940.00 | |||
| ENERSYS 5% | 1,172,000.00 | 1,189,580.00 | |||
| ENOVA INTERNATIONAL9.75% | 1,230,000.00 | 1,205,400.00 | |||
| ENSCO PLC 4.5% | 271,000.00 | 225,607.50 | |||
| ENSCO PLC 5.2% | 2,564,000.00 | 2,198,630.00 | |||
| ENSEMBLE S MERGER 9% | 1,327,000.00 | 1,406,620.00 | |||
| ENVISION HEALTH 5.125% | 656,000.00 | 649,440.00 | |||
| ENVISION HEALTH 5.625% | 1,390,000.00 | 1,433,437.50 | |||
| EP ENER/EVEREST 8% | 949,000.00 | 1,016,616.25 | |||
| EP ENER/EVEREST 9.375% | 516,000.00 | 487,620.00 | |||
| EQUINIX INC 5.375% | 1,140,000.00 | 1,171,350.00 | |||
| EQUINIX INC 5.875% | 6,165,000.00 | 6,303,712.50 | |||
| FAGE INTL/FAGE 5.625% | 1,074,000.00 | 1,078,027.50 | |||
| FAIRPOINT COM 8.75% | 1,325,000.00 | 1,384,625.00 | |||
| FBM FINANCE INC 8.25% | 1,176,000.00 | 1,225,980.00 | |||
| FGI OPERATING CO 7.875% | 2,843,000.00 | 2,373,905.00 | |||
| FIRST CASH FINANCIA6.75% | 2,063,000.00 | 2,155,835.00 | |||
| FIRST DATA CORP 5.75% | 1,873,000.00 | 1,905,777.50 | |||
| FIRST DATA CORP 5% | 878,000.00 | 887,877.50 | |||
| FIRST DATA CORP 7% | 5,187,000.00 | 5,498,220.00 | |||
| FIRST QUANTUM MINE 6.75% | 2,110,000.00 | 2,115,275.00 | |||
| FIRST QUANTUM MINE 7.25% | 340,000.00 | 345,950.00 | |||
| FLORIDA EAST COAST 6.75% | 2,663,000.00 | 2,762,862.50 | |||
| FLORIDA EAST COAST 9.75% | 2,435,000.00 | 2,501,962.50 | |||
| FMG RESOURCES 6.875% | 1,089,000.00 | 1,129,837.50 | |||
| FMG RESOURCES 9.75% | 2,752,000.00 | 3,199,200.00 | |||
| FORUM ENERGY TECHN 6.25% | 2,248,000.00 | 2,225,520.00 | |||
| FREEPORT-MCMORAN 3.55% | 10,176,000.00 | 9,654,480.00 | |||
| FREEPORT-MCMORAN 3.875% | 4,149,000.00 | 3,879,315.00 | |||
| FRESENIUS MED CARE5.875% | 5,775,000.00 | 6,410,250.00 | |||
| FRONTIER COMMUNICA 11% | 1,228,000.00 | 1,244,885.00 | |||
| FRONTIER COMMUNICA 9.25% | 1,801,000.00 | 1,858,406.87 | |||
| FTS INTL 6.25% | 735,000.00 | 540,225.00 | |||
| FTS INTL 8.1525% VAR | 2,824,000.00 | 2,728,690.00 | |||
| GARDNER DENVER 6.875% | 2,950,000.00 | 2,957,375.00 | |||
| GATES GLOBAL LLC 6% | 3,082,000.00 | 3,008,648.40 | |||
| GCI INC 6.875% | 3,152,000.00 | 3,152,000.00 | |||
| GCP APPLIED TECH 9.5% | 921,000.00 | 1,054,545.00 | |||
| GENERAL CABLE 5.75% | 2,950,000.00 | 2,817,250.00 | |||
| GENESIS ENERGY 5.625% | 950,000.00 | 940,500.00 | |||
| GENESIS ENERGY 6.75% | 1,235,000.00 | 1,265,875.00 | |||
| GEO GROUP INC 6% | 1,305,000.00 | 1,275,637.50 | |||
| GERDAU TRADE INC 4.75% | 764,000.00 | 732,676.00 | |||
| GIBRALTAR IND 6.25% MC | 794,000.00 | 819,805.00 | |||
| GIBSON BRANDS INC 8.875% | 1,527,000.00 | 1,343,760.00 | |||
| GLP CAPITAL LP 5.375% | 965,000.00 | 989,125.00 | |||
| GOL LUXCO SA 8.875% | 1,425,000.00 | 965,437.50 | |||
| GRAFTECH INTER 6.375% | 2,242,000.00 | 1,782,390.00 | |||
| GRAPHIC PACKAGING 4.75% | 975,000.00 | 1,021,312.50 | |||
| GRAPHIC PACKAGING 4.875% | 1,543,000.00 | 1,585,432.50 | |||
| GREEKTOWN HOLDINGS8.875% | 1,625,000.00 | 1,714,375.00 | |||
| GREEN PLAINS 4.125% | 1,029,000.00 | 1,225,796.25 | ※ | ||
| GRIFFON CORP 5.25% | 2,325,000.00 | 2,336,625.00 | |||
| GRIFOLS WORLDWIDE 5.25% | 1,544,000.00 | 1,603,830.00 | |||
| GRINDING MED/MC 7.375% | 1,204,000.00 | 1,237,110.00 | |||
| GRUPO IDESA SA 7.875% | 1,930,000.00 | 1,756,300.00 | |||
| GTH FINANCE BV 7.25% | 2,915,000.00 | 3,115,552.00 | |||
| GTL TRADE FIN 5.893% | 2,486,000.00 | 2,448,710.00 | |||
| GULFPORT ENERGY 6.625% | 701,000.00 | 739,555.00 | |||
| HAWAIIAN AIRLINES 4.95% | 2,067,266.70 | 2,049,178.10 | |||
| HCA INC 5.25% | 1,412,000.00 | 1,426,120.00 | |||
| HCA INC 5.875% | 2,775,000.00 | 2,969,250.00 | |||
| HCA INC 7.5% | 652,000.00 | 728,610.00 | |||
| HCA INC 7.5% | 5,516,000.00 | 6,026,230.00 | |||
| HCA INC 8.36% | 3,695,000.00 | 4,147,637.50 | |||
| HD SUPPLY INC 5.75% | 982,000.00 | 1,018,825.00 | |||
| HEARTHSIDE GROUP 6.5% | 2,395,000.00 | 2,353,087.50 | |||
| HECLA MINING 6.875% | 2,603,000.00 | 2,661,567.50 | |||
| HEXION INC 8.875% | 716,000.00 | 701,680.00 | |||
| HEXION US FIN 6.625% | 2,178,000.00 | 1,926,441.00 | |||
| HILCORP ENERGY 5% | 3,200,000.00 | 3,184,000.00 | |||
| HILL-ROM HOLD 5.75% | 1,589,000.00 | 1,648,587.50 | |||
| HILLMAN GROUP INC 6.375% | 2,397,000.00 | 2,259,172.50 | |||
| HILTON DOMESTIC 4.25% | 1,472,000.00 | 1,449,920.00 | |||
| HILTON GRAND VACA 6.125% | 1,268,000.00 | 1,310,795.00 | |||
| HOLLY ENERGY PARTNERS 6% | 847,000.00 | 885,115.00 | |||
| HOLLY ENERGY PARTNERS 6.5% | 1,528,000.00 | 1,581,480.00 | |||
| HOLOGIC INC 5.25% | 1,264,000.00 | 1,317,720.00 | |||
| HORNBECK OFFSHORE 1.5% | 1,973,000.00 | 1,305,879.35 | ※ | ||
| HOT TOPIC INC 9.25% | 1,960,000.00 | 2,077,600.00 | |||
| HUDBAY MINERALS 7.25% | 374,000.00 | 387,557.50 | |||
| HUDBAY MINERALS 7.625% | 836,000.00 | 866,831.68 | |||
| HUNTINGTON INGALLS 5% | 650,000.00 | 678,437.50 | |||
| HUNTINGTON INGALLS 5% | 1,587,000.00 | 1,638,577.50 | |||
| IFM US COLONIAL 6.45% | 2,050,000.00 | 2,236,886.20 | |||
| IHEARTCOMMUNICATION 9% | 3,091,000.00 | 2,287,340.00 | |||
| IHS NETHERLANDS 9.5% | 2,500,000.00 | 2,530,980.00 | |||
| ILLINOIS PWR 7.0% | 2,531,000.00 | 835,230.00 | |||
| ILLINOIS PWR 7.95% | 1,500,000.00 | 510,000.00 | |||
| IMPERIAL METALS 7% | 2,010,000.00 | 1,919,550.00 | |||
| INCYTE CORP LTD 0.375% | 814,000.00 | 1,732,802.50 | ※ | ||
| INDO ENERGY FIN 6.375% | 1,313,000.00 | 975,075.80 | |||
| INDO ENERGY FIN 7% | 649,000.00 | 618,172.50 | |||
| INFINITY ACQ LLC/F 7.25% | 2,230,000.00 | 1,889,925.00 | |||
| INGLES MARKETS 5.75% | 1,030,000.00 | 1,053,175.00 | |||
| INTELSAT LUXEMBOUR 6.75% | 3,044,000.00 | 2,469,445.00 | |||
| INTERNATIONAL GAME 6.5% | 1,495,000.00 | 1,595,912.50 | |||
| INTESA SANPAOLO 5.71% | 3,134,000.00 | 2,913,968.12 | |||
| INTL AUTOMOTIVE 9.125% | 1,090,000.00 | 1,008,250.00 | |||
| INVENTIVE GRP HLD 7.5% | 965,000.00 | 984,300.00 | |||
| JAGUAR HL/PPDI 6.375% | 1,276,000.00 | 1,319,065.00 | |||
| JAMES HARDIE INTL 5.875% | 2,600,000.00 | 2,733,250.00 | |||
| JC PENNEY CORP 5.65% | 689,000.00 | 689,689.00 | |||
| JC PENNEY CORP 5.875% | 1,193,000.00 | 1,227,298.75 | |||
| JDA ESRW/JDA 7.375% | 1,193,000.00 | 1,225,807.50 | |||
| JO-ANN STORES 9.75% PIK | 1,182,000.00 | 1,128,810.00 | |||
| JONES ENERGY HLDGS 6.75% | 3,313,000.00 | 3,089,372.50 | |||
| JOSEPH T RYERSON 11% | 1,502,000.00 | 1,655,955.00 | |||
| JURASSIC HOLDINGS 6.875% | 1,531,000.00 | 1,270,730.00 | |||
| K HOVNANIAN ENTERP 7.25% | 2,006,000.00 | 1,885,640.00 | |||
| KAISER ALUMINUM 5.875% | 1,495,000.00 | 1,562,275.00 | |||
| KEHE DISTRIBUTORS 7.625% | 1,860,000.00 | 1,857,675.00 | |||
| KFC HLD/PIZZA HUT 5% | 2,040,000.00 | 2,056,646.40 | |||
| KINROSS GOLD CORP 5.125% | 1,584,000.00 | 1,607,760.00 | |||
| KINROSS GOLD CORP 5.95% | 3,345,000.00 | 3,436,653.00 | |||
| KOSMOS ENERGY 7.875% | 4,275,000.00 | 4,168,125.00 | |||
| KOSMOS ENERGY 7.875% | 935,000.00 | 911,625.00 | |||
| KRATON POLYMERS 10.5% | 2,128,000.00 | 2,388,680.00 | |||
| L BRANDS INC 6.875% | 2,188,000.00 | 2,223,008.00 | |||
| LAMAR MEDIA CORP 5.75% | 1,134,000.00 | 1,206,292.50 | |||
| LAMB WESTON HLD 4.625% | 2,859,000.00 | 2,872,723.20 | |||
| LAND O'LAKES 6% | 1,349,000.00 | 1,490,645.00 | |||
| LBC TANK TERMINAL 6.875% | 1,485,000.00 | 1,510,987.50 | |||
| LEIDOS HOLDINGS 4.45% | 2,037,000.00 | 2,093,017.50 | |||
| LENNAR CORP 4.75% | 3,029,000.00 | 3,112,297.50 | |||
| LENNAR CORP 4.75% | 1,112,000.00 | 1,075,860.00 | |||
| LISTRINDO CAPITAL 4.95% | 1,650,000.00 | 1,595,008.80 | |||
| LIVE NATION ENT 2.5% | 1,034,000.00 | 1,118,658.75 | ※ | ||
| LLOYDS BANK PLC 12% | 2,050,000.00 | 2,752,125.00 | |||
| LOUISIANA-PACIFIC 4.875% | 3,794,000.00 | 3,699,150.00 | |||
| LTF MERGER SUB 8.5% | 1,610,000.00 | 1,646,225.00 | |||
| LUNDIN MINING CORP7.875% | 2,994,000.00 | 3,211,065.00 | |||
| MANITOWOC FOODSERVICE9.5% | 1,918,000.00 | 2,205,700.00 | |||
| MASONITE INTERNATI5.625% | 1,300,000.00 | 1,332,500.00 | |||
| MASTEC INC 4.875% | 3,825,000.00 | 3,758,062.50 | |||
| MATADOR RESOURCES 6.875% | 1,867,000.00 | 1,979,020.00 | |||
| MCE FINANCE LTD 5% | 2,015,000.00 | 2,030,039.96 | |||
| MEDIACOM LLC 7.25% | 2,000,000.00 | 2,082,500.00 | |||
| MEG ENERGY CORP 7% | 7,071,000.00 | 6,505,320.00 | |||
| MGIC INVESTMENT 5.75% | 3,243,000.00 | 3,372,720.00 | |||
| MGM RESORTS INTL 6% | 7,122,000.00 | 7,691,760.00 | |||
| MGM RESORTS INTL 7.75% | 1,098,000.00 | 1,259,955.00 | |||
| MGP ESCROW ISSUER 5.625% | 1,016,000.00 | 1,069,340.00 | |||
| MICRON TECHNOLOGY 5.25% | 851,000.00 | 833,980.00 | |||
| MICRON TECHNOLOGY 7.5% | 2,724,000.00 | 3,003,210.00 | |||
| MIDAS INT HOLDCO 7.875% | 2,967,000.00 | 3,011,505.00 | |||
| MIDCONTINENT COMM 6.875% | 2,981,000.00 | 3,167,312.50 | |||
| MILACRON LLC/MCRON 7.75% | 1,266,000.00 | 1,297,650.00 | |||
| MILLAR WESTERN 8.5% | 1,042,000.00 | 588,730.00 | |||
| MIRABELA NICKEL 144-A 1% | 52,225.95 | 5.22 | |||
| MOBILE MINI 5.875% | 1,246,000.00 | 1,289,610.00 | |||
| MOHEGAN TRIBAL 7.875% | 3,066,000.00 | 3,088,995.00 | |||
| MOMENTIVE PERFORMA 3.88% | 2,058,000.00 | 1,924,230.00 | |||
| MONITRONICS INTL 9.125% | 2,220,000.00 | 2,070,150.00 | |||
| MPG HOLDCO INC 7.375% | 1,130,000.00 | 1,166,725.00 | |||
| MPH ACQUISITION 7.125% | 2,548,000.00 | 2,688,140.00 | |||
| MPT OPER PARTNER 5.25% | 1,360,000.00 | 1,292,000.00 | |||
| MSCI INC 5.75% | 3,379,000.00 | 3,573,292.50 | |||
| MURPHY OIL CORP 6.875% | 1,060,000.00 | 1,123,600.00 | |||
| MURPHY OIL USA INC 6% | 1,572,000.00 | 1,650,600.00 | |||
| NABORS INDUSTRIES 4.625% | 1,382,000.00 | 1,388,910.00 | |||
| NABORS INDUSTRIES 5.5% | 905,000.00 | 910,656.25 | |||
| NANADEVELOPMENT 9.5% | 1,203,000.00 | 1,052,625.00 | |||
| NATIONAL FINANCIAL 9% | 3,320,000.00 | 3,465,250.00 | |||
| NATIONSTAR MORT/CAP 6.5% | 4,402,000.00 | 4,457,025.00 | |||
| NAVIENT CORP 5.875% | 9,958,000.00 | 10,281,635.00 | |||
| NAVIENT CORP 5.875% | 694,000.00 | 648,890.00 | |||
| NAVIENT CORP 6.125% | 1,276,000.00 | 1,218,580.00 | |||
| NAVIENT CORP 6.625% | 843,000.00 | 889,365.00 | |||
| NCI BUILDING SYS 8.25% | 1,923,000.00 | 2,086,455.00 | |||
| NCL CORP 4.625% | 1,967,000.00 | 2,008,798.75 | |||
| NEENAH PAPER INC 5.25% | 1,998,000.00 | 2,027,970.00 | |||
| NEIMAN MARCUS GROUP 8% | 2,604,000.00 | 2,070,180.00 | |||
| NEMAK SAB DE CV 5.5% | 962,000.00 | 956,228.00 | |||
| NEPTUNE FINCO 10.875% | 16,054,000.00 | 18,823,315.00 | |||
| NES RENTALS 7.875% | 1,640,000.00 | 1,623,600.00 | |||
| NETFLIX INC 4.375% | 3,000,000.00 | 2,928,750.00 | |||
| NETFLIX INC 5.875% | 6,466,000.00 | 6,967,115.00 | |||
| NEW ALBERTSONS INC 7.75% | 3,139,000.00 | 3,115,457.50 | |||
| NEW GOLD INC 6.25% | 2,258,000.00 | 2,314,450.00 | |||
| NEWFIELD EXPLOR 5.75% | 1,694,000.00 | 1,778,700.00 | |||
| NEXTEER AUTO GROUP5.875% | 1,450,000.00 | 1,518,875.00 | |||
| NGL ENRGY PART LP 7.5% | 3,001,000.00 | 3,053,517.50 | |||
| NIELSEN FINANCE 5% | 1,195,000.00 | 1,234,590.35 | |||
| NOBLE HOLDING 4.625% | 1,596,000.00 | 1,344,630.00 | |||
| NOBLE HOLDING 5.95% MC | 385,000.00 | 337,356.25 | |||
| NORBORD INC 6.25% | 2,526,000.00 | 2,633,355.00 | |||
| NOVA CHEMICALS CORP5.25% | 2,782,000.00 | 2,799,387.50 | |||
| NOVELIS CORP 5.875% | 1,067,000.00 | 1,082,791.60 | |||
| NOVELIS CORP 6.25% | 2,041,000.00 | 2,148,152.50 | |||
| NSG HOLDINGS LLC 7.75% | 2,237,504.24 | 2,422,098.33 | |||
| NVIDIA CORP 1% | 872,000.00 | 4,052,075.00 | ※ | ||
| OASIS PETROLEUM 6.875% | 1,937,000.00 | 2,004,795.00 | |||
| OCEANEERING INTL 4.65% | 1,737,000.00 | 1,695,105.29 | |||
| OMEGA US SUB LLC 8.75% | 2,675,000.00 | 2,775,312.50 | |||
| ONEOK INC 4.25% | 1,269,000.00 | 1,249,965.00 | |||
| PACTIV LLC 7.95% | 1,625,000.00 | 1,765,156.25 | |||
| PAPERWORKS INDUST 9.5% | 1,238,000.00 | 1,025,992.50 | |||
| PARAMOUNT RESOURCE6.875% | 3,395,000.00 | 3,615,675.00 | |||
| PARSLEY ENERGY LLC 6.25% | 1,193,000.00 | 1,252,650.00 | |||
| PARSLEY ENERGY LLC 7.5% | 2,125,000.00 | 2,268,108.12 | |||
| PDC ENERGY INC 6.125% | 529,000.00 | 543,547.50 | |||
| PDC ENERGY INC 7.75% | 2,027,000.00 | 2,156,221.25 | |||
| PENN NATIONAL GAM 5.875% | 2,375,000.00 | 2,481,875.00 | |||
| PERFORMANCE FOOD 5.5% | 1,010,000.00 | 1,017,575.00 | |||
| PERMIAN RESOURCES 8% | 661,000.00 | 677,525.00 | |||
| PETRA DIAMONDS US 8.25% | 1,628,000.00 | 1,695,562.00 | |||
| PETROBRAS GLOBAL 4.375% | 1,356,000.00 | 1,203,043.20 | |||
| PF CHANGS CHINA 10.25% | 1,154,000.00 | 1,110,725.00 | |||
| PINNACLE FOODS 4.875% | 996,000.00 | 1,028,370.00 | |||
| PLAYA RESORTS HOLDINGS8% | 999,000.00 | 1,028,970.00 | |||
| PLY GEM INDUSTRIES 6.5% | 1,293,000.00 | 1,339,871.25 | |||
| PLY GEM INDUSTRIES 6.5% | 310,000.00 | 319,687.50 | |||
| PNK ENTERTAIMENT 5.625% | 1,034,000.00 | 1,034,641.08 | |||
| POPULAR INC 7% | 4,791,000.00 | 4,934,730.00 | |||
| POST HOLDINGS INC 7.75% | 1,512,000.00 | 1,659,420.00 | |||
| POST HOLDINGS INC 8% | 1,626,000.00 | 1,829,575.20 | |||
| PRECISION DRILLING 5.25% | 4,066,000.00 | 3,761,050.00 | |||
| PRECISION DRILLING 6.5% | 747,000.00 | 748,867.50 | |||
| PRECISION DRILLING 7.75% | 1,367,000.00 | 1,418,262.50 | |||
| PRESTIGE BRANDS 6.375% | 1,019,000.00 | 1,069,950.00 | |||
| PRICELINE GROUP 1% | 740,000.00 | 1,195,100.00 | ※ | ||
| PROOFPOINT INC 0.75% | 992,000.00 | 1,148,860.00 | ※ | ||
| PTC INC 6% | 1,471,000.00 | 1,555,582.50 | |||
| PULTEGROUP INC 5.5% | 1,811,000.00 | 1,801,945.00 | |||
| PULTEGROUP INC 5% | 2,057,000.00 | 1,949,007.50 | |||
| PULTEGROUP INC 6.375% | 1,442,000.00 | 1,452,815.00 | |||
| QEP RESOURCES 6.875% | 1,081,000.00 | 1,137,752.50 | |||
| QORVO INC 7% | 3,776,000.00 | 4,096,960.00 | |||
| QTS LP 5.875% | 1,788,000.00 | 1,832,700.00 | |||
| RADIAN GROUP INC 7% | 2,925,000.00 | 3,202,875.00 | |||
| RAIN CII CARBON 8.25% | 1,550,000.00 | 1,542,250.00 | |||
| RAIN CII CARBON 8% | 1,916,000.00 | 1,916,000.00 | |||
| RANGE RESOURCES 4.875% | 5,985,000.00 | 5,805,450.00 | |||
| RANGE RESOURCES 5.875% | 1,150,000.00 | 1,183,062.50 | |||
| RAYONIER AM PROD 5.5% | 942,000.00 | 876,060.00 | |||
| RED OAK POWER 8.54% | 937,944.64 | 942,634.36 | |||
| REVLON CONSUMER PR 6.25% | 2,015,000.00 | 2,009,962.50 | |||
| RICE ENERGY INC 6.25% | 2,214,000.00 | 2,291,490.00 | |||
| RITE AID CORP 7.7% | 940,000.00 | 1,175,000.00 | |||
| RIVERBED TECHNO 8.875% | 1,470,000.00 | 1,549,012.50 | |||
| RIVERS PITTSBURGH 6.125% | 1,614,000.00 | 1,654,350.00 | |||
| ROCKIES EXPRESS 5.625% | 1,700,000.00 | 1,776,500.00 | |||
| ROCKIES EXPRESS 6.875% | 2,900,000.00 | 2,914,500.00 | |||
| ROYAL BK SCOTLND 5.125% | 3,030,000.00 | 2,957,943.57 | |||
| ROYAL BK SCOTLND 6.1% | 600,000.00 | 614,609.40 | |||
| ROYAL BK SCOTLND 6% | 3,020,000.00 | 3,068,815.28 | |||
| ROYAL CARIBBEAN 7.5% | 3,000,000.00 | 3,577,500.00 | |||
| RSP PERMIAN 6.625% | 2,644,000.00 | 2,802,640.00 | |||
| SABINE PASS LIQUE 5.75% | 7,789,000.00 | 8,275,812.50 | |||
| SABINE PASS LIQUE 6.25% | 5,525,000.00 | 6,002,912.50 | |||
| SABLE INTL FINANCE 6.875% | 2,530,000.00 | 2,612,225.00 | |||
| SANCHEZ ENERGY 6.125% | 2,921,000.00 | 2,716,530.00 | |||
| SANCHEZ ENERGY 7.75% | 957,000.00 | 947,430.00 | |||
| SBA COMMUNICATIONS4.875% | 2,706,000.00 | 2,719,530.00 | |||
| SCIENTIFIC GAMES 10% | 1,740,000.00 | 1,679,100.00 | |||
| SCOTTS MIRACLE 6% | 2,516,000.00 | 2,666,960.00 | |||
| SEALED AIR CORP 4.875% | 725,000.00 | 744,937.50 | |||
| SEALED AIR CORP 5.125% | 1,589,000.00 | 1,632,697.50 | |||
| SEMINOLE HARD ROCK5.875% | 1,125,000.00 | 1,116,562.50 | |||
| SENSATA TECHNOLOG 5.625% | 3,675,000.00 | 3,872,531.25 | |||
| SESI LLC 7.125% | 3,888,000.00 | 3,878,280.00 | |||
| SEVEN GENERATIONS 6.75% | 3,975,000.00 | 4,233,375.00 | |||
| SEVEN GENERATIONS 8.25% | 2,711,000.00 | 2,897,381.25 | |||
| SFR GROUP SA 6% | 5,284,000.00 | 5,383,075.00 | |||
| SHINGLE SPRINGS 9.75% | 2,975,000.00 | 3,227,875.00 | |||
| SIGNODE INDUSTRIAL6.375% | 2,106,000.00 | 2,121,795.00 | |||
| SIRIUS XM RADIO INC 6% | 1,193,000.00 | 1,245,193.75 | |||
| SIX FLAGS ENTERTAI4.875% | 2,200,000.00 | 2,145,000.00 | |||
| SM ENERGY CO 5.625% | 870,000.00 | 856,950.00 | |||
| SM ENERGY CO 6.5% | 1,376,000.00 | 1,415,560.00 | |||
| SM ENERGY CO 6.75% | 1,567,000.00 | 1,632,618.12 | |||
| SOLERA LLC/SOLERA 10.5% | 2,451,000.00 | 2,745,120.00 | |||
| SOTHEBY'S 5.25% | 1,094,000.00 | 1,083,060.00 | |||
| SOUTHERN GRAPHICS 8.375% | 1,560,000.00 | 1,587,300.00 | |||
| SOUTHERN STAR CENT5.125% | 2,354,000.00 | 2,383,425.00 | |||
| SOUTHERN STATES COOP 10% | 1,620,000.00 | 1,490,400.00 | |||
| SOUTHWESTERN 4.95% MC | 2,262,000.00 | 2,307,240.00 | |||
| SPRINGS INDUSTRIES 6.25% | 2,615,000.00 | 2,706,525.00 | |||
| SPRINT CORP 7.125% | 2,147,000.00 | 2,136,265.00 | |||
| SPRINT CORP 7.625% | 7,201,000.00 | 7,345,020.00 | |||
| SPRINT CORP 7.875% | 1,182,000.00 | 1,223,370.00 | |||
| SPX FLOW INC 5.625% | 1,280,000.00 | 1,264,000.00 | |||
| SPX FLOW INC 5.875% | 884,000.00 | 862,452.50 | |||
| STANDARD INDUSTRIES 5.5% | 1,488,000.00 | 1,536,360.00 | |||
| STEEL DYNAMICS 5.5% | 1,537,000.00 | 1,625,377.50 | |||
| STEEL DYNAMICS 5% | 628,000.00 | 633,495.00 | |||
| STERIGENICS 8.125% PIK | 2,814,000.00 | 2,792,895.00 | |||
| STERIGENICS-NORDION 6.5% | 1,032,000.00 | 1,050,060.00 | |||
| SUGAR HSP GMNG 6.375% | 3,047,000.00 | 3,054,617.50 | |||
| SUMMIT MATERIALS 6.125% | 1,040,000.00 | 1,058,200.00 | |||
| SURGERY CENTER HLD8.875% | 1,000,000.00 | 1,050,000.00 | |||
| SURGICAL CARE AFFILIA 6% | 1,984,000.00 | 2,038,560.00 | |||
| T-MOBILE USA INC 6.5% | 1,609,000.00 | 1,721,630.00 | |||
| T-MOBILE USA INC 6.5% | 7,189,000.00 | 7,804,558.12 | |||
| T-MOBILE USA INC 6.625% | 1,054,000.00 | 1,120,929.00 | |||
| T-MOBILE USA INC 6.836% | 7,757,000.00 | 8,261,205.00 | |||
| TAKE-TWO INTERACTIVE 1% | 550,000.00 | 1,229,593.75 | ※ | ||
| TALEN ENERGY 6.5% | 1,391,000.00 | 1,095,412.50 | |||
| TECK RESOURCES 4.75% | 8,625,000.00 | 8,797,500.00 | |||
| TECK RESOURCES 8.5% | 1,338,000.00 | 1,572,150.00 | |||
| TELEFLEX INC 4.875% | 1,230,000.00 | 1,226,925.00 | |||
| TELFON CELUAR DEL 6.75% | 370,000.00 | 377,400.00 | |||
| TENET HEALTHCARE 8.125% | 265,000.00 | 248,305.00 | |||
| TERRAFORM POWER 5.875%MC | 2,271,000.00 | 2,322,097.50 | |||
| TESARO INC 3% | 443,000.00 | 1,781,967.50 | ※ | ||
| TESORO LOGISTICS 5.25% | 1,381,000.00 | 1,398,262.50 | |||
| TESORO LOGISTICS 6.25% | 1,675,000.00 | 1,792,668.75 | |||
| TEXAS CAPITAL BANK 5.25% | 673,000.00 | 651,852.99 | |||
| THE MEN'S WEARHOUSE 7% | 1,616,000.00 | 1,498,840.00 | |||
| TIMKENSTEEL 6% | 1,316,000.00 | 2,090,795.00 | ※ | ||
| TITAN INTERNATIONAL6.875% | 1,176,000.00 | 1,153,950.00 | |||
| TONON LUXEMBOURG 10.5% | 1,800,000.00 | 783,000.00 | |||
| TOPS HOLDING 8% | 2,133,000.00 | 1,855,710.00 | |||
| TOWNSQUARE MEDIA 6.5% | 2,240,000.00 | 2,136,400.00 | |||
| TRANSDIGM INC 6.5% | 1,170,000.00 | 1,216,800.00 | |||
| TRANSOCEAN PHOE 7.75% SI | 1,655,000.00 | 1,770,850.00 | |||
| TRANSOCEAN PROT 6.25% SI | 1,877,000.00 | 1,884,038.75 | |||
| TRINSEO OP/TRINSEO 6.75% | 2,125,000.00 | 2,215,312.50 | |||
| TRONOX FINANCE LLC 7.5% | 1,411,000.00 | 1,308,702.50 | |||
| TRONOX FINANCE LLC6.375% | 2,381,000.00 | 2,220,282.50 | |||
| TULLOW OIL PLC 6.25% | 1,222,000.00 | 1,121,185.00 | |||
| TULLOW OIL PLC 6% | 1,308,000.00 | 1,239,330.00 | |||
| ULTRAPETROL(BAHAMA8.875% | 1,915,000.00 | 392,575.00 | |||
| UNIFRAX I LLC 7.5% | 1,153,000.00 | 1,095,350.00 | |||
| UNIT CORP 6.625% | 1,239,000.00 | 1,152,270.00 | |||
| UNITED CONTINENTAL 6% | 1,708,000.00 | 1,819,874.00 | |||
| UNITED RENTALS 6.125% | 1,957,000.00 | 2,081,660.90 | |||
| UNITED STATES STEEL8.375% | 2,062,000.00 | 2,293,975.00 | |||
| UNITED STATES STEEL 7.5% | 89,000.00 | 92,275.20 | |||
| UNITED STATES STEEL6.875% | 213,000.00 | 218,325.00 | |||
| UNITYMEDIA HESSEN 5.5% | 1,832,000.00 | 1,893,830.00 | |||
| UNITYMEDIA HESSEN 5% | 2,468,000.00 | 2,418,640.00 | |||
| UNITYMEDIA KABELBW6.125% | 584,000.00 | 595,680.00 | |||
| UNIVISION COMM 5.125% | 2,486,000.00 | 2,377,237.50 | |||
| UPCB FINANCE IV 5.375% | 3,300,000.00 | 3,295,875.00 | |||
| US CONCRETE INC 6.375% | 1,719,000.00 | 1,796,355.00 | |||
| USG CORP 5.5% | 1,225,000.00 | 1,263,281.25 | |||
| VALE OVERSEAS 6.25% | 2,125,000.00 | 2,231,675.00 | |||
| VALVOLINE FINCO 5.5% | 453,000.00 | 469,987.50 | |||
| VANDER INTER 9.75% | 1,880,965.00 | 1,326,080.32 | |||
| VEREIT OPERATING 4.6% | 1,180,000.00 | 1,215,400.00 | |||
| VEREIT OPERATING 4.875% | 1,198,000.00 | 1,227,201.25 | |||
| VERISIGN INC 4.625% | 1,142,000.00 | 1,167,695.00 | |||
| VERISIGN INC 5.25% | 1,971,000.00 | 2,025,202.50 | |||
| VERSUM MATERIALS 5.5% | 2,247,000.00 | 2,308,792.50 | |||
| VIRGIN MEDIA 6% | 1,521,000.00 | 1,534,308.75 | |||
| VTR FINANCE BV 6.875% | 3,045,000.00 | 3,113,512.50 | |||
| WATCO COS LLC/FIN 6.375% | 2,113,000.00 | 2,197,520.00 | |||
| WAVE HOLDCO 8.25% | 634,707.00 | 642,640.83 | |||
| WCI COMMUNITIES 6.875% | 3,223,000.00 | 3,402,279.37 | |||
| WEATHERFORD BERMUDA5.875% | 1,122,000.00 | 1,253,133.74 | ※ | ||
| WEATHERFORD BERMUDA7.75% | 1,889,000.00 | 1,912,612.50 | |||
| WEATHERFORD INTL 9.875% | 1,260,000.00 | 1,332,450.00 | |||
| WESCO DISTRIBUTION5.375% | 3,135,000.00 | 3,142,837.50 | |||
| WEX INC 4.75% | 967,000.00 | 950,077.50 | |||
| WILLIAM LYON HOMES 7% | 3,270,000.00 | 3,396,712.50 | |||
| WILLIAM LYON HOMES 8.5% | 1,858,000.00 | 1,946,255.00 | |||
| WILLIAMS COMPANIES 4.55% | 4,030,000.00 | 3,959,475.00 | |||
| WILLIAMS COMPANIES 5.75% | 1,089,000.00 | 1,035,911.25 | |||
| WILLIAMS PARTNERS 4.875% | 1,177,000.00 | 1,195,736.66 | |||
| WIND ACQUISITION 7.375% | 5,403,000.00 | 5,578,597.50 | |||
| WINDSTREAM SERVICES7.75% | 5,205,000.00 | 5,244,037.50 | |||
| WMG ACQUISITION 5% | 888,000.00 | 890,220.00 | |||
| WPX ENERGY INC 5.25% | 3,378,000.00 | 3,352,665.00 | |||
| WPX ENERGY INC 6% | 2,174,000.00 | 2,288,135.00 | |||
| WR GRACE & CO 5.125% | 1,000,000.00 | 1,055,000.00 | |||
| WYNN LAS VEGAS 5.5% | 2,680,000.00 | 2,663,250.00 | |||
| WYNN MACAU LTD 5.25% | 2,091,000.00 | 2,106,682.50 | |||
| XPO CNW INC 6.7% | 1,430,000.00 | 1,151,150.00 | |||
| XPO LOGISTICS 6.5% | 2,092,000.00 | 2,193,985.00 | |||
| YAMANA GOLD INC 4.95% | 847,000.00 | 826,215.46 | |||
| ZAYO GROUP LLC 6% | 3,090,000.00 | 3,236,775.00 | |||
| ZEKELMAN INDUSTRIES9.875% | 1,025,000.00 | 1,130,062.50 | |||
| 小計 | 銘柄数:535 | 1,108,895,940.69 | 1,111,019,295.08 | ||
| (126,856,183,111) | |||||
| 組入時価比率:95.8% | 100.0% | ||||
| 合計 | 126,856,183,111 | ||||
| (126,856,183,111) | |||||
| (注1)比率は左より組入時価の純資産総額に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (注2)通貨種類毎の小計欄の( )内は、邦貨換算額であります。 |
| (注3)合計金額欄の( )内は、外貨建有価証券に係わるもので、内書であります。 |
| (注4)備考欄の※は新株予約権付社債であります。 |
| 有価証券明細表注記 外貨建有価証券の内訳 |
| 通貨 | 銘柄数 | 組入株式 時価比率 | 組入債券 時価比率 | 合計金額に 対する比率 | |
| 米・ドル | 株式 | 1銘柄 | 0.3% | ― | 0.3% |
| 社債券 | 535銘柄 | ― | 99.7% | 99.7% | |
| 第2 信用取引契約残高明細表 |
該当事項はありません。
第3 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
| 「デリバティブ取引等に関する注記」に記載しております。 |
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
