有価証券報告書(内国投資信託受益証券)-第19期(平成30年6月8日-平成30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30年12月 7日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 1,086,327,376 |
| コール・ローン | 1,513,702,156 |
| 株式 | 1,649,066,553 |
| 新株予約権証券 | 33,230 |
| 国債証券 | 297,880,124 |
| 地方債証券 | 455,511,883 |
| 社債券 | 140,904,588,435 |
| 投資証券 | 245,710,759 |
| 派生商品評価勘定 | 1,126,490 |
| 未収入金 | 1,323,643,805 |
| 未収利息 | 2,171,668,933 |
| 前払費用 | 143,555,094 |
| 流動資産合計 | 149,792,814,838 |
| 資産合計 | 149,792,814,838 |
| 負債の部 | |
| 流動負債 | |
| 未払金 | 297,107,188 |
| 未払解約金 | 1,440,000,000 |
| 未払利息 | 3,110 |
| 流動負債合計 | 1,737,110,298 |
| 負債合計 | 1,737,110,298 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 49,945,972,109 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 98,109,732,431 |
| 元本等合計 | 148,055,704,540 |
| 純資産合計 | 148,055,704,540 |
| 負債純資産合計 | 149,792,814,838 |
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30年 6月 8日 至 平成30年12月 7日) |
| 1有価証券の評価基準及び評価方法 | 株式、新株予約権証券、国債証券、地方債証券、社債券、投資証券 |
| 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 | 受取配当金 |
| 受取配当金は、原則として配当落ち日において、確定配当金額又は予想配当金額を計上しております。 | |
| 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30年12月 7日現在) | ||
| 1 | 計算期間末日における受益権の総数 | 49,945,972,109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 | 2.9643円 |
| (1万口当たり純資産の額) | (29,643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30年 6月 8日 至 平成30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30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、新株予約権証券、国債証券、地方債証券、社債券、投資証券 | |
| 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30年 6月 8日 至 平成30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 | 19,075,145 |
| 新株予約権証券 | △3,012,665 |
| 国債証券 | △5,764,113 |
| 地方債証券 | △48,672,533 |
| 社債券 | △5,217,578,382 |
| 投資証券 | 6,189,126 |
| 合計 | △5,249,763,422 |
(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30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 | 1,432,924,490 | - | 1,431,798,000 | 1,126,490 | |
| 米・ドル | 1,432,924,490 | - | 1,431,798,000 | 1,126,490 | |
| 合計 | 1,432,924,490 | - | 1,431,798,000 | 1,126,490 | |
| (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30年12月 7日現在) |
| 期首 | 平成30年 6月 8日 |
| 親投資信託の期首における元本額 | 61,333,479,929円 |
| 期中追加設定元本額 | 263,167,534円 |
| 期中一部解約元本額 | 11,650,675,354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 | 49,945,972,109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) | 9,318,029,339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) | 38,423,751,391円 |
| みずほUSハイイールドファンド | 539,929,062円 |
| MHAM USハイイールドファンド(毎月決算型) | 364,737,423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 | 438,514,790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 | 861,010,104円 |
附属明細表
| 第1 有価証券明細表 (1)株式 |
| (平成30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 | INTL FLAVORS & FRAGRANCES 6% (PFD) | 50,000 | 54.47 | 2,723,500.00 | |
| REMINGTON OUTDOOR COMPANY INC | 29,216 | 9.75 | 284,856.00 | ||
| UC HOLDINGS INC | 39,941 | 27.00 | 1,078,407.00 | ||
| POST HOLDINGS 2.5%(PFD) | 15,900 | 168.50 | 2,679,150.00 | ||
| DTE ENERGY CO 6.5%(PFD) | 26,450 | 54.95 | 1,453,427.50 | ||
| NEXTERA ENERGY INC 6.123% (PFD) | 60,750 | 59.00 | 3,584,250.00 | ||
| SEMPRA ENERGY 6% (PFD) | 27,700 | 101.70 | 2,817,090.00 | ||
| 小計 | 銘柄数:7 | 249,957 | 14,620,680.50 | ||
| (1,649,066,553) | |||||
| 組入時価比率:1.1% | 100.0% | ||||
| 合 計 | 249,957 | 1,649,066,553 | |||
| (1,649,066,553) | |||||
| (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30年12月 7日現在) |
| 種類 | 通貨 | 銘柄 | 証券数・券面総額・ 口数 | 評価額 | 備考 |
| 新株予約権証券 | 米・ドル | REMINGTON OUTDOOR WARRANTS | 29,462.00 | 294.62 | |
| 小計 | 銘柄数:1 | 29,462.00 | 294.62 | ||
| (33,230) | |||||
| 組入時価比率:0.0% | 0.0% | ||||
| 合計 | 33,230 | ||||
| (33,230) | |||||
| 国債証券 | 米・ドル | REP ARGENTINA 5.625% | 1,510,000.00 | 1,326,912.50 | |
| REP OF ARGENTINA 6.875% | 1,388,000.00 | 1,314,102.88 | |||
| 小計 | 銘柄数:2 | 2,898,000.00 | 2,641,015.38 | ||
| (297,880,124) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 合計 | 297,880,124 | ||||
| (297,880,124) | |||||
| 地方債証券 | 米・ドル | PROVINCIA DE 7.75% SI | 2,845,000.00 | 2,041,315.95 | |
| PROVINCIA DE 9.75% SI | 2,478,000.00 | 1,997,268.00 | |||
| 小計 | 銘柄数:2 | 5,323,000.00 | 4,038,583.95 | ||
| (455,511,883) | |||||
| 組入時価比率:0.3% | 0.3% | ||||
| 合計 | 455,511,883 | ||||
| (455,511,883) | |||||
| 社債券 | 米・ドル | 24 HOUR HOLDINGS 8% | 3,253,000.00 | 3,171,675.00 | |
| 99 CENTS ONLY 13% PIK | 1,852,000.00 | 1,601,980.00 | |||
| ACADIA HEALTHCARE 5.625% | 1,319,000.00 | 1,295,917.50 | |||
| ACE CASH EXPRESS 12% | 1,777,000.00 | 1,732,575.00 | |||
| ACRISURE LLC/FIN 7% | 4,031,000.00 | 3,587,590.00 | |||
| ADT CORP 4.875% | 3,096,000.00 | 2,414,880.00 | |||
| AECOM 5.125% | 1,467,000.00 | 1,334,970.00 | |||
| AEGEA FIN SARL 5.75% | 2,355,000.00 | 2,254,912.50 | |||
| AEROJET ROCKET 2.25% | 2,012,000.00 | 2,906,629.75 | ※ | ||
| AES CORP 4.5% | 1,938,000.00 | 1,916,197.50 | |||
| AES CORP 5.125% | 1,801,000.00 | 1,773,985.00 | |||
| AES RED OAK LLC 9.2%(SI) | 2,728,000.00 | 3,069,000.00 | |||
| AFREN PLC 10.25% | 1,951,671.98 | 6,908.91 | |||
| AFREN PLC 11.5% | 3,439,821.86 | 12,176.96 | |||
| AFREN PLC 6.625% | 2,171,235.07 | 7,686.17 | |||
| AHERN RENTALS INC 7.375% | 1,971,000.00 | 1,709,842.50 | |||
| AHP HEALTH PARTNERS9.75% | 1,706,000.00 | 1,740,120.00 | |||
| AIR CANADA 5% SI | 1,337,929.64 | 1,343,241.22 | |||
| AIR MEDICAL MERGER6.375% | 3,745,000.00 | 3,089,625.00 | |||
| ALBERTSONS COS 5.75% | 802,000.00 | 724,607.00 | |||
| ALBERTSONS COS 6.625% | 6,286,000.00 | 6,026,702.50 | |||
| ALCOA NEDERLAND 6.75% | 2,565,000.00 | 2,660,879.70 | |||
| ALGECO GLOBAL FIN 8% | 1,422,000.00 | 1,382,895.00 | |||
| ALLEGHENY TECH 5.875% MC | 1,471,000.00 | 1,524,323.75 | |||
| ALLIANCE ONE INTL 9.875% | 1,840,000.00 | 1,536,400.00 | |||
| ALLIANT HOLDINGS 8.25% | 3,528,000.00 | 3,580,920.00 | |||
| ALLISON TRANSMISSION 5% | 2,981,000.00 | 2,869,212.50 | |||
| ALLY FINANCIAL INC 8% | 5,153,000.00 | 5,983,921.25 | |||
| ALTA MESA HOLD 7.875% | 4,592,000.00 | 3,398,080.00 | |||
| ALTICE FRANCE SA 7.375% | 7,033,000.00 | 6,707,723.75 | |||
| ALTICE FRANCE SA 8.125% | 1,757,000.00 | 1,713,075.00 | |||
| ALTICE LUXEMBOURG 7.75% | 1,404,000.00 | 1,332,045.00 | |||
| AMC ENTERTAINMENT 5.875% | 1,487,000.00 | 1,308,560.00 | |||
| AMC ENTERTAINMENT 6.125% | 1,126,000.00 | 993,695.00 | |||
| AMC NETWORKS INC 4.75% | 4,858,000.00 | 4,493,650.00 | |||
| AMERICAN ENERGY 13% | 1,269,000.00 | 1,338,795.00 | |||
| ANTERO MIDSTREAM 5.375% | 1,879,000.00 | 1,855,512.50 | |||
| APERGY CORP 6.375% | 2,157,000.00 | 2,143,518.75 | |||
| APX GROUP INC 7.625% | 2,244,000.00 | 1,828,860.00 | |||
| ASBURY AUTOMOTIVE 6% | 1,481,000.00 | 1,440,272.50 | |||
| ASHLAND INC 6.875% | 3,988,000.00 | 3,978,030.00 | |||
| ASHTON WOODS USA 6.75% | 3,264,000.00 | 2,921,280.00 | |||
| ASSUREDPARTNERS INC 7% | 1,486,000.00 | 1,393,125.00 | |||
| ASTON MARTIN CAPITAL6.5% | 2,710,000.00 | 2,594,825.00 | |||
| ATLASSIAN INC 0.625% | 1,165,000.00 | 1,427,125.00 | ※ | ||
| AUTOPISTAS DEL 7.375% SI | 2,681,075.58 | 2,493,400.28 | |||
| AV HOMES INC 6.625% | 1,211,000.00 | 1,221,596.25 | |||
| AZUL INVESTMENTS 5.875% | 3,656,000.00 | 3,381,800.00 | |||
| B&G FOODS INC 5.25% | 2,238,000.00 | 2,117,707.50 | |||
| BAFFINLAND IRON 8.75% | 2,811,000.00 | 2,712,615.00 | |||
| BALL CORP 4.875% | 2,850,000.00 | 2,828,625.00 | |||
| BANFF MERGER SUB 9.75% | 3,658,000.00 | 3,406,475.92 | |||
| BARMINCO FINANCE 6.625% | 2,376,000.00 | 2,352,240.00 | |||
| BBA US HOLDINGS 5.375% | 1,672,000.00 | 1,626,020.00 | |||
| BCD ACQUISITION 9.625% | 2,391,000.00 | 2,547,610.50 | |||
| BCO DE GALICIA FRN 8.25% | 541,000.00 | 501,777.50 | |||
| BEACON ROOFING 4.875% | 1,574,000.00 | 1,412,665.00 | |||
| BELO(A.H.)CORP 7.25% | 2,933,000.00 | 3,064,985.00 | |||
| BERRY PETROL CO 7% | 3,450,000.00 | 3,234,375.00 | |||
| BILL BARRETT CORP 7% | 1,136,000.00 | 1,073,520.00 | |||
| BLUE CUBE SPINCO 10% | 1,571,000.00 | 1,798,795.00 | |||
| BOMBARDIER INC 7.5% | 7,896,000.00 | 7,481,460.00 | |||
| BOOZ ALLEN HAMIL 5.125% | 2,084,000.00 | 2,016,270.00 | |||
| BOYD GAMING CORP 6% | 1,001,000.00 | 977,226.25 | |||
| BOYNE USA 7.25% | 2,069,000.00 | 2,162,105.00 | |||
| BRAND ENERGY & INFRA8.5% | 4,758,000.00 | 4,115,670.00 | |||
| BRIGHTSPHERE INV 4.8% | 2,142,000.00 | 2,062,321.88 | |||
| BRINK'S CO/THE 4.625% | 1,751,000.00 | 1,606,542.50 | |||
| BRISTOW GROUP 8.75% | 2,556,000.00 | 2,108,700.00 | |||
| BRUIN E&P PARTNERS8.875% | 1,533,000.00 | 1,412,276.25 | |||
| BUENA VISTA GAMING 13% | 2,462,000.00 | 2,375,830.00 | |||
| BUILDERS FIRSTSOUR5.625% | 1,428,000.00 | 1,337,650.44 | |||
| BWAY HOLDING 7.25% | 1,516,000.00 | 1,381,455.00 | |||
| CALIFORNIA RESOURCES 8% | 7,338,000.00 | 5,466,810.00 | |||
| CALLON PETROLEUM 6.125% | 2,809,000.00 | 2,724,730.00 | |||
| CALPINE CORP 5.75% | 6,828,000.00 | 6,301,424.64 | |||
| CARDTRONICS INC 5.5% | 2,140,000.00 | 2,019,625.00 | |||
| CARRIZO OIL & GAS 8.25% | 1,870,000.00 | 1,926,100.00 | |||
| CCO HLDGS LLC 5.75% | 14,248,000.00 | 14,171,630.72 | |||
| CCO HLDGS LLC 5.125% | 3,227,000.00 | 3,039,430.62 | |||
| CCO HLDGS LLC 5.875% | 1,360,000.00 | 1,366,800.00 | |||
| CCO HLDGS LLC 5.875% | 4,407,000.00 | 4,313,351.25 | |||
| CDW LLC/CDW FINANCE 5.5% | 1,506,000.00 | 1,520,532.90 | |||
| CEC ENTERTAINMENT 8% | 4,180,000.00 | 3,741,100.00 | |||
| CEMIG GERACAO 9.25% | 1,498,000.00 | 1,599,115.00 | |||
| CENOVUS ENERGY INC 4.45% | 1,088,000.00 | 845,615.36 | |||
| CENTENE CORP 4.75% | 3,469,000.00 | 3,431,014.45 | |||
| CENTENE CORP 5.375% | 4,695,000.00 | 4,730,212.50 | |||
| CENTENE CORP 6.125% | 1,007,000.00 | 1,043,503.75 | |||
| CENTENNIAL RESOURCE 5.375% | 2,722,000.00 | 2,568,860.28 | |||
| CENTRAL GARDEN&PET5.125% | 2,686,000.00 | 2,417,400.00 | |||
| CENTURY COMMUNITIES 5.875% | 3,041,000.00 | 2,744,502.50 | |||
| CENTURYLINK INC 5.625% | 4,793,000.00 | 4,452,121.84 | |||
| CENTURYLINK INC 7.5% | 7,769,000.00 | 7,914,668.75 | |||
| CF INDUSTRIES INC 4.95% | 699,000.00 | 542,598.75 | |||
| CF INDUSTRIES INC 5.15% | 5,408,000.00 | 4,650,880.00 | |||
| CHAPARRAL ENERGY 8.75% | 2,780,000.00 | 2,641,000.00 | |||
| CHARLES RIVER LABO5.5% | 1,711,000.00 | 1,711,000.00 | |||
| CHENIERE CORP 5.125% | 5,013,000.00 | 4,856,343.75 | |||
| CHENIERE CORP 5.875% | 5,028,000.00 | 5,159,985.00 | |||
| CHENIERE ENERGY 5.25% | 2,403,000.00 | 2,345,928.75 | |||
| CHENIERE ENERGY 5.625% | 2,494,000.00 | 2,434,767.50 | |||
| CHESAPEAKE ENERGY 7.5% | 1,848,000.00 | 1,755,600.00 | |||
| CHESAPEAKE ENERGY 7% | 4,909,000.00 | 4,612,987.30 | |||
| CHOBANI LLC/FINANCE 7.5% | 1,859,000.00 | 1,535,998.75 | |||
| CHS/COMMU 8% | 4,771,000.00 | 4,615,942.50 | |||
| CHS/COMMUNITY 5.125% | 1,481,000.00 | 1,406,950.00 | |||
| CHURCHILL DOWNS 4.75% | 2,293,000.00 | 2,098,095.00 | |||
| CIT GROUP INC 6.125% | 3,809,000.00 | 3,923,270.00 | |||
| CIT GROUP INC 6% | 1,115,000.00 | 1,034,162.50 | |||
| CITGO HOLDING 10.75% | 3,295,000.00 | 3,402,087.50 | |||
| CLEAR CHANNEL 6.5% | 4,424,000.00 | 4,521,549.20 | |||
| CLEARWAY ENERGY 5.75% | 2,162,000.00 | 2,064,710.00 | |||
| CLEVELAND CLIFFS 5.75% | 4,439,000.00 | 4,050,587.50 | |||
| CLOUD CRANE LLC 10.125% | 1,161,000.00 | 1,227,757.50 | |||
| CNO FINANCIAL GROUP5.25% | 2,311,000.00 | 2,222,893.12 | |||
| CNTL AMR BOTTLING 5.75% | 2,218,000.00 | 2,195,820.00 | |||
| COGENT COMMUNICATIONS5.375% | 3,036,000.00 | 3,058,770.00 | |||
| COMMERCIAL METALS 5.375% | 1,760,000.00 | 1,588,400.00 | |||
| CONN'S INC 7.25% | 6,174,000.00 | 6,081,390.00 | |||
| CONSOL MINING 11% | 3,662,000.00 | 4,110,595.00 | |||
| COVANTA HOLDING 6% | 2,858,000.00 | 2,650,795.00 | |||
| COVEY PARK ENERGY 7.5% | 2,162,000.00 | 2,032,280.00 | |||
| CPMPASS MINERALS 4.875% | 1,469,000.00 | 1,329,445.00 | |||
| CRIMSON MERGER 6.625% | 5,709,000.00 | 5,494,912.50 | |||
| CSC HOLDINGS 10.875% | 4,881,000.00 | 5,622,912.00 | |||
| CSC HOLDINGS 5.5% | 5,855,000.00 | 5,587,865.62 | |||
| CSI COMPRESSCO 7.25% | 625,000.00 | 576,562.50 | |||
| CSI COMPRESSCO 7.5% | 2,999,000.00 | 2,946,517.50 | |||
| CUMBERLAND FARMS 6.75% | 1,461,000.00 | 1,482,915.00 | |||
| CURO GROUP HOLDINGS8.25% | 2,952,000.00 | 2,487,060.00 | |||
| CVR PARTNERS/CVR 9.25% | 1,530,000.00 | 1,616,062.50 | |||
| DAVITA INC 5.125% | 2,350,000.00 | 2,244,250.00 | |||
| DAVITA INC 5% | 3,640,000.00 | 3,406,130.00 | |||
| DECK CHASSIS ACQ INC 10% | 2,931,000.00 | 2,945,655.00 | |||
| DELEK LOGISTICS 6.75% | 500,000.00 | 493,750.00 | |||
| DELL INT LLC 6.02% | 4,183,000.00 | 4,237,324.62 | |||
| DELTA MERGER SUB 6% | 1,493,000.00 | 1,451,942.50 | |||
| DENBURY RESOURCE 4.625% | 2,280,000.00 | 1,618,800.00 | |||
| DENBURY RESOURCE 5.5% | 4,404,000.00 | 3,347,040.00 | |||
| DENBURY RESOURCE 9% | 1,750,000.00 | 1,730,312.50 | |||
| DEXCOM INC 0.75% | 1,910,000.00 | 2,725,564.27 | ※ | ||
| DIAMONDBACK ENERGY 4.75% | 2,564,000.00 | 2,493,490.00 | |||
| DISH DBS CORP 7.75% | 7,459,000.00 | 6,526,625.00 | |||
| DKT FINANCE APS 9.375% | 2,989,000.00 | 3,108,560.00 | |||
| DOLE FOOD CO 7.25% | 2,031,000.00 | 1,931,988.75 | |||
| DPL INC 7.25% | 1,318,000.00 | 1,403,670.00 | |||
| DYNAGAS LNG PARTNER6.25% | 2,043,000.00 | 2,035,338.75 | |||
| ECLIPSE RESOURCES 8.875% | 1,538,000.00 | 1,503,395.00 | |||
| ELANCO ANIMAL HEAL 4.9% | 1,511,000.00 | 1,537,217.35 | |||
| ELDORADO INTL FIN 8.625% | 1,955,000.00 | 2,030,756.25 | |||
| ELDORADO RESORTS 6% | 2,863,000.00 | 2,819,482.40 | |||
| ELETSON HOLDING 9.625%MC | 3,553,127.00 | 1,288,535.81 | |||
| ELWOOD ENERGY 8.159% | 2,461,442.75 | 2,646,050.95 | |||
| ENDEAVOR ENERGY 5.5% | 1,548,000.00 | 1,582,830.00 | |||
| ENERGIZER GAMMA 6.375% | 1,886,000.00 | 1,768,125.00 | |||
| ENERSYS 5% | 1,272,000.00 | 1,237,020.00 | |||
| ENOVA INTERNATIONAL 8.5% | 3,324,000.00 | 3,024,840.00 | |||
| ENOVA INTERNATIONAL 8.5% | 1,493,000.00 | 1,317,572.50 | |||
| ENSCO PLC 4.5% | 2,354,000.00 | 1,706,650.00 | |||
| ENSCO PLC 5.2% | 1,864,000.00 | 1,384,020.00 | |||
| ENSCO PLC 5.75% | 1,220,000.00 | 732,000.00 | |||
| ENSCO PLC 7.75% | 1,389,000.00 | 1,130,298.75 | |||
| ENTERPRISE DEVELOP 12% | 2,543,000.00 | 2,403,135.00 | |||
| EP ENER/EVEREST 8% | 2,989,000.00 | 2,607,902.50 | |||
| EP ENER/EVEREST 8% | 1,381,000.00 | 690,500.00 | |||
| EQUINIX INC 5.875% | 4,471,000.00 | 4,501,760.48 | |||
| ESH HOSPITALITY 5.25% | 2,190,000.00 | 2,096,925.00 | |||
| ETERNA CAPITAL 8% PIK | 2,205,204.00 | 2,037,057.18 | |||
| ETSY INC 0% | 2,272,000.00 | 3,694,453.76 | ※ | ||
| EVERBRIDGE INC 1.5% | 1,253,000.00 | 2,101,446.38 | ※ | ||
| EVERI PAYMENTS 7.5% | 1,921,000.00 | 1,868,172.50 | |||
| EW SCRIPPS CO 5.125% | 2,838,000.00 | 2,642,887.50 | |||
| EXACT SCIENCES 1% | 1,294,000.00 | 1,545,892.62 | ※ | ||
| EXTERRAN NRG 8.125% | 3,294,000.00 | 3,269,295.00 | |||
| EXTRACTION OIL&GAS7.375% | 1,963,000.00 | 1,761,792.50 | |||
| FAGE INTL/FAGE 5.625% | 2,554,000.00 | 2,215,595.00 | |||
| FAIR ISAAC CORP 5.25% | 1,741,000.00 | 1,712,708.75 | |||
| FIREEYE INC 0.875% | 1,330,000.00 | 1,489,600.00 | ※ | ||
| FIREEYE INC 1.625% | 1,484,000.00 | 1,367,308.62 | ※ | ||
| FIVE9 INC 0.125% | 2,319,000.00 | 2,720,124.37 | ※ | ||
| FLEX ACQUISITION 7.875% | 2,052,000.00 | 1,913,490.00 | |||
| FORUM ENERGY TECHNOLOGIES6.25% | 2,160,000.00 | 2,095,200.00 | |||
| FREEDOM MORTGAGE 8.125% | 869,000.00 | 756,030.00 | |||
| FREEDOM MORTGAGE 8.25% | 1,608,000.00 | 1,407,000.00 | |||
| FREEPORT-MCMORAN 3.875% | 9,334,000.00 | 8,727,290.00 | |||
| FRESH MARKET 9.75% | 2,345,000.00 | 1,729,437.50 | |||
| GATEWAY CASINOS 8.25% | 1,938,000.00 | 2,000,985.00 | |||
| GCI INC 6.875% | 3,939,000.00 | 3,918,123.30 | |||
| GCP APPLIED TECH 5.5% | 1,693,000.00 | 1,623,163.75 | |||
| GE CAPITAL INTL 3.373% | 1,537,000.00 | 1,330,688.49 | |||
| GENERAL MOTORS 3.85% | 1,273,000.00 | 1,128,076.57 | |||
| GENERAL MOTORS 5% | 2,090,000.00 | 1,970,681.90 | |||
| GENWORTH HOLDINGS 4.9% | 5,230,000.00 | 4,497,800.00 | |||
| GEO GROUP INC 6% | 2,606,000.00 | 2,321,815.70 | |||
| GEOPARK LTD 6.5% | 1,511,000.00 | 1,414,431.99 | |||
| GIBSON BRANDS INC 8.875% | 2,769,000.00 | 2,312,115.00 | |||
| GOLAR LNG 7.289% VAR | 2,000,000.00 | 1,992,000.00 | |||
| GRAY ESCROW INC 7% | 2,362,000.00 | 2,379,715.00 | |||
| GRAY TELEVISION 5.125% | 1,412,000.00 | 1,348,460.00 | |||
| GRAY TELEVISION 5.875% | 2,490,000.00 | 2,421,525.00 | |||
| GREAT LAKES DRED 8% | 1,905,000.00 | 1,943,100.00 | |||
| GREENBRIER COS 2.875% | 1,290,000.00 | 1,317,188.03 | ※ | ||
| GRIFFON CORP 5.25% | 2,325,000.00 | 2,176,781.25 | |||
| GRINDING MED/MC 7.375% | 1,307,000.00 | 1,307,000.00 | |||
| GRUPO CEMENTOS 5.25% | 375,000.00 | 359,062.50 | |||
| GUITAR CENTER 9.5% | 2,862,000.00 | 2,718,900.00 | |||
| GULFPORT ENERGY 6.375% | 2,062,000.00 | 1,902,195.00 | |||
| GULFPORT ENERGY 6.375% | 1,462,000.00 | 1,319,455.00 | |||
| GW HONOS SECURITY 8.75% | 3,058,000.00 | 2,767,490.00 | |||
| H&E EQUIPMENT SERVICES5.625% | 1,434,000.00 | 1,331,827.50 | |||
| HADRIAN MERGER SUB 8.5% | 1,717,000.00 | 1,583,932.50 | |||
| HAWAIIAN AIRLINES 4.95% | 2,033,082.01 | 2,054,104.07 | |||
| HCA INC 5.25% | 9,696,000.00 | 9,744,480.00 | |||
| HCA INC 5.375% | 1,271,000.00 | 1,271,000.00 | |||
| HCA INC 5.5% | 8,043,000.00 | 7,721,280.00 | |||
| HCA INC 5.875% | 359,000.00 | 367,975.00 | |||
| HCA INC 7.5% | 5,516,000.00 | 5,943,490.00 | |||
| HCA INC 8.36% | 3,695,000.00 | 4,138,400.00 | |||
| HIGH RIDGE BRANDS 8.875% | 2,672,000.00 | 1,202,400.00 | |||
| HILCORP ENERGY 5.75% | 2,181,000.00 | 2,033,782.50 | |||
| HILCORP ENERGY 5% | 1,920,000.00 | 1,756,800.00 | |||
| HILCORP ENERGY 6.25% | 1,404,000.00 | 1,310,985.00 | |||
| HILL-ROM HOLD 5% | 3,510,000.00 | 3,439,800.00 | |||
| HILLMAN GROUP INC 6.375% | 4,031,000.00 | 3,466,660.00 | |||
| HILTON DOMESTIC 5.125% | 2,819,000.00 | 2,759,096.25 | |||
| HLF FIN SARL LLC 7.25% | 2,220,000.00 | 2,233,875.00 | |||
| HOLLY ENERGY PARTNERS 6% | 847,000.00 | 834,295.00 | |||
| HORIZON PHARMA 8.75% | 1,915,000.00 | 1,996,387.50 | |||
| HOT TOPIC INC 9.25% | 1,600,000.00 | 1,600,000.00 | |||
| HUB INTERNATIONAL 7% | 2,046,000.00 | 1,938,994.20 | |||
| HULK FINANCE CORP 7% | 1,633,000.00 | 1,457,452.50 | |||
| HUNT COS INC 6.25% | 1,470,000.00 | 1,330,350.00 | |||
| HUNT OIL CO 6.375% | 1,582,000.00 | 1,600,667.60 | |||
| IMPERIAL METALS 7% | 2,010,000.00 | 1,417,050.00 | |||
| INDIGO NATURAL RES6.875% | 2,261,000.00 | 2,080,120.00 | |||
| INGEVITY CORP 4.5% | 3,721,000.00 | 3,441,925.00 | |||
| INGLES MARKETS 5.75% | 2,875,000.00 | 2,876,811.25 | |||
| INMARSAT FINANCE 6.5% | 1,489,000.00 | 1,451,775.00 | |||
| INTELSAT CONNECT 9.5% | 1,992,000.00 | 1,822,680.00 | |||
| INTELSAT JACKSON 5.5% | 5,678,000.00 | 5,010,835.00 | |||
| INTELSAT JACKSON 8.5% | 758,000.00 | 746,630.00 | |||
| INTELSAT SA 4.5% | 393,000.00 | 611,961.51 | ※ | ||
| INTERTAPE POLYMER 7% | 2,403,000.00 | 2,384,977.50 | |||
| IRB HOLDING 6.75% | 3,470,000.00 | 3,166,375.00 | |||
| ITRON INC 5% | 1,551,000.00 | 1,458,405.30 | |||
| J2 CLOUD LLC 6% | 2,041,000.00 | 2,028,243.75 | |||
| JACOBS ENTERTAINMENT 7.875% | 3,490,000.00 | 3,647,050.00 | |||
| JAGGED PEAK ENERGY5.875% | 2,476,000.00 | 2,445,050.00 | |||
| JAGUAR HL/PPDI 6.375% | 2,200,000.00 | 2,175,250.00 | |||
| JB POINDEXTER & CO7.125% | 2,552,000.00 | 2,405,260.00 | |||
| JBS USA LLC 5.875% | 1,863,000.00 | 1,832,726.25 | |||
| JBS USA LUX/JBS 6.75% | 1,542,000.00 | 1,508,769.90 | |||
| JONAH NRG LLC 7.25% | 4,565,000.00 | 3,480,812.50 | |||
| JOSEPH T RYERSON 11% | 1,240,000.00 | 1,307,096.40 | |||
| JURASSIC HOLDINGS 6.875% | 3,226,000.00 | 3,000,180.00 | |||
| KEHE DISTRIBUTORS 7.625% | 1,541,000.00 | 1,456,245.00 | |||
| KENAN ADVANTAGE 7.875% | 2,088,000.00 | 2,030,580.00 | |||
| KERNEL HOLDING SA 8.75% | 1,295,000.00 | 1,248,244.02 | |||
| KFC HLD/PIZZA HUT 4.75% | 2,960,000.00 | 2,782,400.00 | |||
| KFC HLD/PIZZA HUT 5% | 3,666,000.00 | 3,626,407.20 | |||
| KGA ESCROW 7.5% | 1,473,000.00 | 1,485,888.75 | |||
| KOC HOLDING 5.25% | 2,186,000.00 | 2,037,356.37 | |||
| KRATOS DEFENSE 6.5% | 1,993,000.00 | 2,040,333.75 | |||
| L BRANDS INC 5.25% | 3,513,000.00 | 3,095,831.25 | |||
| LADDER CAP FIN 5.25% | 3,231,000.00 | 2,915,977.50 | |||
| LAMAR MEDIA CORP 5.75% | 1,884,000.00 | 1,914,615.00 | |||
| LAMB WESTON HLD 4.625% | 3,854,000.00 | 3,746,820.26 | |||
| LAMB WESTON HLD 4.875% | 2,564,000.00 | 2,499,900.00 | |||
| LAUREATE EDUCATION 8.25% | 2,778,000.00 | 2,958,570.00 | |||
| LBC TANK TERMINAL 6.875% | 1,485,000.00 | 1,377,337.50 | |||
| LENNAR CORP 4.75% | 4,657,000.00 | 4,447,435.00 | |||
| LENNAR CORP 4.75% | 582,000.00 | 535,440.00 | |||
| LEVEL 3 FINANCING 5.25% | 1,370,000.00 | 1,301,500.00 | |||
| LIVE NATION ENT 2.5% | 1,878,000.00 | 2,012,423.48 | ※ | ||
| LIVE NATION ENT 5.625% | 1,684,000.00 | 1,667,160.00 | |||
| LOUISIANA-PACIFIC 4.875% | 1,408,000.00 | 1,374,560.00 | |||
| MACQUARIE BANK 6.125%VAR | 1,883,000.00 | 1,631,148.75 | |||
| MAGNOLIA OIL GAS 6% | 2,232,000.00 | 2,137,140.00 | |||
| MARBLE II PTE 5.3% | 2,816,000.00 | 2,732,967.41 | |||
| MARRIOTT OWNERSHIP 6.5% | 2,296,000.00 | 2,287,390.00 | |||
| MASTEC INC 4.875% | 2,003,000.00 | 1,960,436.25 | |||
| MATCH GROUP 5% | 4,204,000.00 | 3,930,740.00 | |||
| MATTEL INC 5.45% | 2,167,000.00 | 1,679,425.00 | |||
| MATTEL INC 6.75% | 2,424,000.00 | 2,272,500.00 | |||
| MATTERHORN MERGER 8.5% | 2,381,000.00 | 2,083,375.00 | |||
| MEG ENERGY CORP 6.5% | 1,229,000.00 | 1,267,406.25 | |||
| MEG ENERGY CORP 7% | 5,977,000.00 | 5,708,035.00 | |||
| MERCER INTL INC 5.5% | 1,775,000.00 | 1,619,687.50 | |||
| MERCER INTL INC 7.375% | 734,000.00 | 735,835.00 | |||
| MEREDITH CORP 6.875% | 1,978,000.00 | 2,007,670.00 | |||
| MERLIN ENTR PL 5.75% | 1,906,000.00 | 1,889,322.50 | |||
| MEXICHEM SAB 5.875% | 1,202,000.00 | 1,059,442.80 | |||
| MGIC INVESTMENT 5.75% | 1,915,000.00 | 1,943,725.00 | |||
| MGM GROWTH/MGM FIN5.625% | 1,341,000.00 | 1,349,381.25 | |||
| MHP LUX SA 6.95% | 1,664,000.00 | 1,437,586.17 | |||
| MILLICOM INTL CELL6.625% | 1,403,000.00 | 1,418,783.75 | |||
| MIRABELA NICKEL 1% | 52,225.95 | 5.22 | |||
| MOBILE MINI 5.875% | 2,422,000.00 | 2,409,890.00 | |||
| MOHEGAN TRIBAL 7.875% | 2,527,000.00 | 2,391,173.75 | |||
| MOLINA HEALTHCARE 1.125% | 654,000.00 | 2,192,299.56 | ※ | ||
| MOLINA HEALTHCARE 4.875% | 2,684,000.00 | 2,519,605.00 | |||
| MONGODB INC 0.75% | 1,477,000.00 | 2,144,806.34 | ※ | ||
| MONITRONICS INTL 9.125% | 2,289,000.00 | 1,430,625.00 | |||
| MPH ACQUISITION 7.125% | 2,548,000.00 | 2,522,520.00 | |||
| MPT OPER PARTNER 5% | 2,109,000.00 | 2,003,550.00 | |||
| MSCI INC 5.375% | 606,000.00 | 599,940.00 | |||
| MSCI INC 5.75% | 3,192,000.00 | 3,247,860.00 | |||
| MUELLER WATER 5.5% | 3,706,000.00 | 3,641,145.00 | |||
| MURPHY OIL CORP 6.875% | 2,060,000.00 | 2,085,750.00 | |||
| MURPHY OIL USA INC5.625% | 2,487,000.00 | 2,399,955.00 | |||
| NAVIENT CORP 6.125% | 7,234,000.00 | 6,628,152.50 | |||
| NAVIENT CORP 6.75% | 4,776,000.00 | 4,358,100.00 | |||
| NAVISTAR INTL 6.625% | 1,544,000.00 | 1,532,420.00 | |||
| NETFLIX INC 4.375% | 8,130,000.00 | 7,479,600.00 | |||
| NETFLIX INC 4.875% | 3,523,000.00 | 3,248,100.31 | |||
| NETFLIX INC 5.875% | 4,471,000.00 | 4,582,775.00 | |||
| NETFLIX INC 5.875% | 2,138,000.00 | 2,120,489.78 | |||
| NEUROCRINE BIOS 2.25% | 3,071,000.00 | 4,077,811.99 | ※ | ||
| NEW HOME CO INC 7.25% | 2,188,000.00 | 2,053,985.00 | |||
| NEXA RESOURCES SA 5.375% | 1,734,000.00 | 1,668,975.00 | |||
| NEXTERA ENERGY 1.5% | 1,411,000.00 | 1,387,940.02 | ※ | ||
| NEXTERA ENERGY 4.5% | 2,355,000.00 | 2,157,768.75 | |||
| NGPL PIPECO 4.875% | 3,336,000.00 | 3,198,390.00 | |||
| NINE ENERGY 8.75% | 1,348,000.00 | 1,329,465.00 | |||
| NOBLE HOLDING 6.2% | 1,304,000.00 | 873,680.00 | |||
| NOBLE HOLDING 7.875% | 4,429,000.00 | 4,168,796.25 | |||
| NOKIA OYJ 4.375% | 1,787,000.00 | 1,668,611.25 | |||
| NORBORD INC 6.25% | 2,414,000.00 | 2,429,087.50 | |||
| NOVELIS CORP 5.875% | 742,000.00 | 684,495.00 | |||
| NOVELIS CORP 6.25% | 1,972,000.00 | 1,942,420.00 | |||
| NRG ENERGY INC 5.75% | 3,618,000.00 | 3,495,892.50 | |||
| NRG YIELD OPERA 5.375% | 1,046,000.00 | 998,930.00 | |||
| NRG YIELD OPERA 5% | 1,225,000.00 | 1,116,281.25 | |||
| NSG HOLDINGS LLC 7.75% | 2,015,326.64 | 2,166,476.13 | |||
| NUVASIVE INC 2.25% | 1,168,000.00 | 1,312,034.25 | ※ | ||
| NVA HOLDINGS 6.875% | 1,447,000.00 | 1,371,032.50 | |||
| OCEANEERING INTL 4.65% | 1,555,000.00 | 1,376,694.37 | |||
| OCEANEERING INTL 6% | 954,000.00 | 870,390.48 | |||
| OCI NV 6.625% | 2,241,000.00 | 2,271,813.75 | |||
| OPTIMAS OE SOLUTIONS8.625% | 1,582,000.00 | 1,431,710.00 | |||
| PACTIV LLC 7.95% | 2,718,000.00 | 2,751,975.00 | |||
| PARSLEY ENERGY LLC 6.25% | 956,000.00 | 965,560.00 | |||
| PDC ENERGY INC 6.125% | 902,000.00 | 872,685.00 | |||
| PEABODY SEC FIN 6.375% | 5,451,000.00 | 5,232,960.00 | |||
| PENN NATIONAL GAM 5.625% | 2,844,000.00 | 2,616,480.00 | |||
| PERFORMANCE FOOD 5.5% | 1,499,000.00 | 1,474,641.25 | |||
| PETSMART INC 5.875% | 4,095,000.00 | 3,142,912.50 | |||
| PF CHANGS CHINA 10.25% | 1,791,000.00 | 1,701,450.00 | |||
| PGT ESCROW 6.75% | 2,998,000.00 | 3,046,717.50 | |||
| PIONEER ENERGY 6.125% | 1,035,000.00 | 833,175.00 | |||
| PISCES MIDCO INC 8% | 2,136,000.00 | 2,031,870.00 | |||
| POLARIS INTER 8.5% PIK | 3,985,000.00 | 3,940,168.75 | |||
| POPULAR INC 6.125% | 2,098,000.00 | 2,095,377.50 | |||
| POST HOLDINGS INC 5.5% | 1,434,000.00 | 1,378,002.30 | |||
| PRECISION DRILLING 5.25% | 5,357,000.00 | 4,754,337.50 | |||
| PRIME SECSRVC 9.25% | 1,581,000.00 | 1,667,955.00 | |||
| PROVIDENT FDG/PFG 6.375% | 1,867,000.00 | 1,786,112.22 | |||
| PULTEGROUP INC 5.5% | 1,415,000.00 | 1,395,543.75 | |||
| PULTEGROUP INC 5% | 3,142,000.00 | 2,922,060.00 | |||
| PULTEGROUP INC 6.375% | 2,427,000.00 | 2,220,705.00 | |||
| QORVO INC 5.5% | 1,330,000.00 | 1,293,425.00 | |||
| QUICKEN LOANS INC 5.25% | 1,910,000.00 | 1,699,900.00 | |||
| RADIATE HOLD 6.625% | 1,463,000.00 | 1,349,617.50 | |||
| RAIN CII CARBON 7.25% | 2,541,000.00 | 2,382,187.50 | |||
| RANGE RESOURCES 4.875% | 1,951,000.00 | 1,751,022.50 | |||
| RAYONIER AM PRODUCTS 5.5% | 1,431,000.00 | 1,327,252.50 | |||
| RBS GLOBAL&REXNO 4.875% | 4,767,000.00 | 4,504,815.00 | |||
| REDE D'OR FINANCE 4.95% | 3,517,000.00 | 3,103,752.50 | |||
| REGIONALCARE 8.25% | 1,427,000.00 | 1,496,566.25 | |||
| REGIONALCARE 9.75% | 5,919,000.00 | 5,845,012.50 | |||
| RIO ENERGY SA/UGEN6.875% | 2,029,000.00 | 1,592,765.00 | |||
| RIO OIL FINANCE 8.2%SI | 3,563,000.00 | 3,705,520.00 | |||
| RITCHIE BROS 5.375% | 1,727,000.00 | 1,692,460.00 | |||
| ROCKIES EXPRESS 6.875% | 4,426,000.00 | 4,713,690.00 | |||
| ROCKPOINT GAS STORAGE 7% | 2,301,000.00 | 2,260,732.50 | |||
| ROWAN COMPANIES 4.75% | 3,536,000.00 | 2,846,480.00 | |||
| RUMO LUXEMBOURG 5.875% | 2,083,000.00 | 1,995,149.47 | |||
| RUMO LUXEMBOURG 7.375% | 2,863,000.00 | 2,973,225.50 | |||
| SALEM MEDIA GROUP 6.75% | 2,371,000.00 | 2,166,501.25 | |||
| SALLY HOLDINGS 5.625% | 1,429,000.00 | 1,378,985.00 | |||
| SANCHEZ ENERGY 7.25% | 2,393,000.00 | 2,081,910.00 | |||
| SEALED AIR CORP 6.875% | 1,859,000.00 | 1,896,180.00 | |||
| SENSATA TECHNOLOGIES 5.625% | 2,675,000.00 | 2,678,343.75 | |||
| SERVICE CORP INTL 4.625% | 3,027,000.00 | 2,815,110.00 | |||
| SERVICEMASTER CO 5.125% | 1,620,000.00 | 1,571,400.00 | |||
| SHEA HOMES 6.125% | 2,845,000.00 | 2,524,937.50 | |||
| SIMMONS FOODS 7.75% | 898,000.00 | 913,715.00 | |||
| SINCLAIR TELEVISI 5.125% | 121,000.00 | 107,538.75 | |||
| SINCLAIR TELEVISI 5.875% | 2,813,000.00 | 2,654,768.75 | |||
| SIRIUS XM RADIO 5% | 9,473,000.00 | 8,901,683.37 | |||
| SIX FLAGS ENTERTAI 5.5% | 878,000.00 | 836,295.00 | |||
| SIX FLAGS ENTERTAINMENT4.875% | 1,803,000.00 | 1,721,865.00 | |||
| SM ENERGY CO 5.625% | 1,476,000.00 | 1,350,540.00 | |||
| SM ENERGY CO 6.625% | 1,532,000.00 | 1,466,890.00 | |||
| SM ENERGY CO 6.75% | 3,042,000.00 | 2,950,740.00 | |||
| SOTHEBY'S 4.875% | 1,563,000.00 | 1,437,960.00 | |||
| SOUTHERN STAR CENTRAL5.125% | 2,354,000.00 | 2,318,690.00 | |||
| SOUTHWESTERN 7.5% | 663,000.00 | 668,171.40 | |||
| SOUTHWESTERN 7.75% | 2,936,000.00 | 2,965,360.00 | |||
| SPCM SA 4.875% | 3,232,000.00 | 2,973,440.00 | |||
| SPRINT CAP CORP 6.875% | 20,636,000.00 | 19,967,393.60 | |||
| SPX FLOW INC 5.625% | 396,000.00 | 382,140.00 | |||
| SPX FLOW INC 5.875% | 2,579,000.00 | 2,469,392.50 | |||
| SRC ENERGY INC 6.25% | 3,341,000.00 | 2,981,842.50 | |||
| STARS GRP HLDS 7% | 1,599,000.00 | 1,611,472.20 | |||
| STATION CASINOS 5% | 2,032,000.00 | 1,859,280.00 | |||
| STEEL DYNAMICS 5% | 2,800,000.00 | 2,686,264.00 | |||
| STENA AB 7% | 1,528,000.00 | 1,419,114.72 | |||
| STEVENS HOLDING 6.125% | 1,426,000.00 | 1,408,175.00 | |||
| STONEWAY CAPITAL 10% SI | 1,572,622.94 | 1,427,155.30 | |||
| SUGAR HSP GMNG 5.875% | 1,958,000.00 | 1,840,520.00 | |||
| SUMMIT MATERIALS 5.125% | 2,255,000.00 | 2,049,231.25 | |||
| SURGERY CENTER HLD 6.75% | 1,919,000.00 | 1,765,480.00 | |||
| SUZANO AUSTRIA 6% | 1,996,000.00 | 2,020,950.00 | |||
| T-MOBILE USA INC 6.5% | 10,912,000.00 | 11,348,480.00 | |||
| TALEN ENERGY 4.6% | 27,000.00 | 24,772.50 | |||
| TALLGRASS NRG PRT 4.75% | 1,757,000.00 | 1,743,295.40 | |||
| TAPSTONE ENERGY 9.75% | 4,292,000.00 | 3,594,550.00 | |||
| TARGA RESOURCES 4.25% | 2,091,000.00 | 1,981,222.50 | |||
| TARGA RESOURCES 5.375% | 1,963,000.00 | 1,874,665.00 | |||
| TARGA RESOURCES 5.875% | 2,182,000.00 | 2,176,545.00 | |||
| TELEFLEX INC 4.625% | 1,170,000.00 | 1,095,061.50 | |||
| TELEFLEX INC 4.875% | 2,256,000.00 | 2,177,040.00 | |||
| TEMPO ACQUISITION 6.75% | 1,769,000.00 | 1,684,972.50 | |||
| TENET HEALTHCARE 5.125% | 10,812,000.00 | 10,271,400.00 | |||
| TENET HEALTHCARE 6.75% | 4,618,000.00 | 4,519,867.50 | |||
| TENET HEALTHCARE 7% | 2,393,000.00 | 2,321,210.00 | |||
| TERRAFORM GLOBAL 6.125% | 1,801,000.00 | 1,679,432.50 | |||
| TESLA INC 1.25% | 1,774,000.00 | 2,078,033.43 | ※ | ||
| TESLA INC 5.3% | 9,259,000.00 | 8,064,014.93 | |||
| TEVA PHARMA 3.15% | 6,837,000.00 | 5,486,487.39 | |||
| TEXAS CAPITAL BANK 5.25% | 1,611,000.00 | 1,560,516.09 | |||
| TILRAY INC 5% | 2,398,000.00 | 1,948,168.76 | ※ | ||
| TOLL BROS FINANCE 4.35% | 1,616,000.00 | 1,418,040.00 | |||
| TOLL BROS FINANCE 4.875% | 1,708,000.00 | 1,571,360.00 | |||
| TONON LUXEMBOURG 10.5%MC | 1,358,792.29 | 67,939.61 | |||
| TOPBUILD CORP 5.625% | 2,441,000.00 | 2,306,745.00 | |||
| TPC GROUP INC 8.75% | 1,353,000.00 | 1,310,001.66 | |||
| TRANSOCEAN INC 7.5% | 4,651,000.00 | 4,325,430.00 | |||
| TRANSOCEAN PHOE 7.75% SI | 1,124,000.00 | 1,146,480.00 | |||
| TRANSOCEAN PROT 6.25% SI | 2,301,600.00 | 2,267,076.00 | |||
| TREEHOUSE FOODS 6% | 1,661,000.00 | 1,652,695.00 | |||
| TRI POINTE GROUP 5.25% | 3,906,000.00 | 3,119,917.50 | |||
| TRIDENT MERGER 6.625% | 2,332,000.00 | 2,104,630.00 | |||
| TRIMAS CORP 4.875% | 561,000.00 | 525,586.87 | |||
| TRIUMPH GROUP 5.25% | 1,742,000.00 | 1,567,800.00 | |||
| TULLOW OIL PLC 7% | 2,216,000.00 | 2,073,068.00 | |||
| TUPRAS-TURKIYE PETRO4.5% | 2,043,000.00 | 1,792,330.01 | |||
| TURK SISE VE CAM 4.25% | 2,959,000.00 | 2,878,959.05 | |||
| TWILIO INC 0.25% | 1,589,000.00 | 2,379,649.85 | ※ | ||
| TWITTER INC 0.25% | 2,264,000.00 | 2,074,390.00 | ※ | ||
| UNDER ARMOUR INC 3.25% | 5,944,000.00 | 5,142,255.44 | |||
| UNIT CORP 6.625% | 918,000.00 | 885,870.00 | |||
| UNITED RENTALS 4.875% | 4,725,000.00 | 4,217,062.50 | |||
| UNITI GROUP/CSL 8.25% | 4,764,000.00 | 4,418,610.00 | |||
| UNIVERSAL HEALTH 5% | 342,000.00 | 339,435.00 | |||
| UNIVISION COMM 5.125% | 2,173,000.00 | 2,007,526.05 | |||
| UNIVISION COMM 5.125% | 924,000.00 | 831,600.00 | |||
| UPCB FINANCE IV 5.375% | 5,637,000.00 | 5,407,996.86 | |||
| VALEANT PHARMA 5.5% | 4,673,000.00 | 4,491,921.25 | |||
| VALEANT PHARMA 5.625% | 3,671,000.00 | 3,661,822.50 | |||
| VALEANT PHARMA 5.875% | 8,648,000.00 | 8,377,750.00 | |||
| VALEANT PHARMA 8.5% | 5,952,000.00 | 6,100,800.00 | |||
| VERISIGN INC 5.25% | 1,436,000.00 | 1,437,795.00 | |||
| VERSCEND HOLDING 9.75% | 4,165,000.00 | 4,003,606.25 | |||
| VERSUM MATERIALS 5.5% | 1,955,000.00 | 1,952,556.25 | |||
| VHF PARENT LLC 6.75% | 2,003,000.00 | 2,032,644.40 | |||
| VISTRA OPERATIONS 5.5% | 2,323,000.00 | 2,291,058.75 | |||
| VOC ESCROW LTD 5% | 1,454,000.00 | 1,357,672.50 | |||
| W & T OFFSHORE INC 9.75% | 1,707,000.00 | 1,544,835.00 | |||
| W/S PACKAGING 9% | 1,733,000.00 | 1,745,997.50 | |||
| WABASH NATIONAL 5.5% | 1,689,000.00 | 1,486,320.00 | |||
| WAND MERGER CORP 9.125% | 3,173,000.00 | 3,188,865.00 | |||
| WARRIOR MET COAL 8% | 2,136,000.00 | 2,157,360.00 | |||
| WASTE PRO USA 5.5% | 2,743,000.00 | 2,537,275.00 | |||
| WEIBO CORP 1.25% | 2,197,000.00 | 2,040,215.48 | ※ | ||
| WEIGHT WATCHERS 8.625% | 3,187,000.00 | 3,326,431.25 | |||
| WELLCARE HEALTH 5.25% | 5,515,000.00 | 5,446,062.50 | |||
| WENDY'S INTERNATIONAL 7% | 2,019,000.00 | 2,109,855.00 | |||
| WERNER FINCO LP 8.75% | 2,020,000.00 | 1,888,700.00 | |||
| WEST STREET MERGER6.375% | 3,178,000.00 | 2,995,265.00 | |||
| WESTERN DIGITAL 4.75% | 1,542,000.00 | 1,389,249.48 | |||
| WEWORK COS 7.875% | 2,188,000.00 | 2,029,370.00 | |||
| WILDHORSE RESOURCE6.875% | 2,360,000.00 | 2,298,050.00 | |||
| WILLIAM LYON HOMES 6% | 2,095,000.00 | 1,937,875.00 | |||
| WILLIAM LYON HOMES 7% | 689,000.00 | 688,138.75 | |||
| WILLIAM LYON HOMES5.875% | 3,149,000.00 | 2,730,812.80 | |||
| WILLIAMS SCOTSMAN 6.875% | 2,158,000.00 | 2,104,050.00 | |||
| WILLIAMS SCOTSMAN 7.875% | 2,512,000.00 | 2,530,840.00 | |||
| WMG ACQUISITION 5% | 1,372,000.00 | 1,358,280.00 | |||
| WOLVERINE WORLD 5% | 2,361,000.00 | 2,201,632.50 | |||
| WPX ENERGY INC 5.25% | 1,213,000.00 | 1,158,596.95 | |||
| WPX ENERGY INC 5.75% | 2,112,000.00 | 2,019,600.00 | |||
| WTT INVESTMENT LTD 5.5% | 1,580,000.00 | 1,554,348.70 | |||
| WYNDHAM DESTINATIONS 4.5%MC | 974,000.00 | 904,602.50 | |||
| WYNDHAM DESTINATIONS 5.1%MC | 1,362,000.00 | 1,348,380.00 | |||
| XPO CNW INC 6.7% | 3,213,000.00 | 3,229,065.00 | |||
| YINGDE GASES INVST 6.25% | 2,438,000.00 | 2,264,831.29 | |||
| YORK RISK SERVICES 8.5% | 2,847,000.00 | 2,306,070.00 | |||
| YUM! BRANDS INC 5.35% | 3,443,000.00 | 2,956,676.25 | |||
| ZIGGO BV 5.5% | 4,354,000.00 | 4,076,650.20 | |||
| 小計 | 銘柄数:502 | 1,318,144,157.71 | 1,249,264,903.24 | ||
| (140,904,588,435) | |||||
| 組入時価比率:95.2% | 99.3% | ||||
| 合計 | 140,904,588,435 | ||||
| (140,904,588,435) | |||||
| 投資証券 | 米・ドル | CROWN CASTLE INTERNATIONAL 6.875(PFD) | 2,000 | 2,178,480.00 | |
| 小計 | 銘柄数:1 | 2,000 | 2,178,480.00 | ||
| (245,710,759) | |||||
| 組入時価比率:0.2% | 0.2% | ||||
| 合計 | 245,710,759 | ||||
| (245,710,759) | |||||
| 合計 | 141,903,724,431 | ||||
| (141,903,724,431) | |||||
| (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 | 組入新株予約権 証券 時価比率 | 組入債券 時価比率 | 組入投資証券 時価比率 | 合計金額に 対する比率 | |
| 米・ドル | 株式 | 7銘柄 | 1.1% | ― | ― | ― | 1.1% |
| 新株予約権証券 | 1銘柄 | ― | 0.0% | ― | ― | 0.0% | |
| 国債証券 | 2銘柄 | ― | ― | 0.2% | ― | 0.2% | |
| 地方債証券 | 2銘柄 | ― | ― | 0.3% | ― | 0.3% | |
| 社債券 | 502銘柄 | ― | ― | 98.2% | ― | 98.2% | |
| 投資証券 | 1銘柄 | ― | ― | ― | 0.2% | 0.2% | |
| 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。
