半期報告書(内国投資信託受益証券)-第4期(平成30年2月27日-平成31年2月25日)

【提出】
2018/11/26 9:04
【資料】
PDFをみる
【項目】
17項目
(3)【中間注記表】
(重要な会計方針に係る事項に関する注記)

区分第4期中間計算期間
自 平成30年 2月27日
至 平成30年 8月26日
1.有価証券の評価基準及び評価方法投資信託受益証券
移動平均法に基づき、時価で評価しております。
時価評価にあたっては、投資信託受益証券の基準価額に基づいて評価しております。
親投資信託受益証券
移動平均法に基づき、時価で評価しております。
時価評価にあたっては、親投資信託受益証券の基準価額に基づいて評価しております。
2.収益及び費用の計上基準受取配当金
原則として、投資信託受益証券の収益分配金落ち日において、当該収益分配金額を計上しております。
3.その他中間財務諸表作成のための基本となる重要な事項計算期間に関する事項
前計算期間終了日に該当する日が休業日のため、当中間計算期間は平成30年 2月27日から平成30年 8月26日までとなっております。

(中間貸借対照表に関する注記)

第3期計算期間末
平成30年 2月26日現在		第4期中間計算期間末
平成30年 8月26日現在
1.計算期間末日における受益権の総数1.中間計算期間末日における受益権の総数
1,854,163,004口10,849,873,066口
2.投資信託財産計算規則第55条の6第1項第10号に規定する額2.投資信託財産計算規則第55条の6第1項第10号に規定する額
-元本の欠損 102,785,294円
3.計算期間末日における1単位当たりの純資産の額3.中間計算期間末日における1単位当たりの純資産の額
1口当たり純資産額1.0001円1口当たり純資産額0.9905円
(1万口当たり純資産額)(10,001円)(1万口当たり純資産額)(9,905円)

(中間損益及び剰余金計算書に関する注記)

区分第3期中間計算期間
自 平成29年 2月28日
至 平成29年 8月27日		第4期中間計算期間
自 平成30年 2月27日
至 平成30年 8月26日
委託者報酬当ファンドの信託財産の運用指図に関する権限を委託するための費用6,255,397円。当ファンドの信託財産の運用指図に関する権限を委託するための費用35,167,744円。

(金融商品に関する注記)
金融商品の時価等に関する事項

第3期計算期間末
平成30年 2月26日現在		第4期中間計算期間末
平成30年 8月26日現在
1.貸借対照表計上額、時価及び差額1.中間貸借対照表計上額、時価及び差額
貸借対照表上の金融商品は、原則としてすべて時価評価されているため、貸借対照表計上額と時価との差額はありません。中間貸借対照表上の金融商品は、原則としてすべて時価評価されているため、中間貸借対照表計上額と時価との差額はありません。
2.時価の算定方法2.時価の算定方法
投資信託受益証券
「(重要な会計方針に係る事項に関する注記)」に記載しております。
親投資信託受益証券
「(重要な会計方針に係る事項に関する注記)」に記載しております。
コール・ローン等の金銭債権及び金銭債務
これらの科目は短期間で決済されるため、帳簿価額は時価に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。		同左
3.金融商品の時価等に関する事項についての補足説明3.金融商品の時価等に関する事項についての補足説明
市場価額がない、又は市場価格を時価と見なせない場合には、経営者により合理的に算定された価額で評価する場合があります。同左

(その他の注記)
1 元本の移動

区分第3期計算期間末
平成30年 2月26日現在		第4期中間計算期間末
平成30年 8月26日現在
期首元本額2,543,660円1,854,163,004円
期中追加設定元本額1,971,264,617円9,528,101,329円
期中一部解約元本額119,645,273円532,391,267円

2 デリバティブ取引等関係
取引の時価等に関する事項
該当事項はありません。

(参考)
当ファンドは、「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」受益証券及び「日本短期公社債マザーファンド」受益証券を主要投資対象としており、中間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「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」の受益証券であり、「親投資信託受益証券」は、すべて「日本短期公社債マザーファンド」の受益証券であります。
各ファンドの状況は次の通りであります。
なお、以下に記載した情報は監査の対象外であります。
「ピムコ・バミューダ・インカム・ファンドA クラスS(JPY)」は、「ピムコ・バミューダ・インカム・ファンドA」の個別クラスとなっております。
「ピムコ・バミューダ・インカム・ファンドA」は、バミューダの法律に基づき設立された外国証券投資信託であります。同ファンドの平成29年10月31日現在の「資産・負債計算書」は、米国で一般的に認められている会計基準に準拠して作成されており、独立監査人の監査を受けております。同ファンドの平成30年4月27日現在の「投資有価証券明細表」は、独立監査人の監査を受けておりません。
同ファンドの「資産・負債計算書」及び「投資有価証券明細表」は、同ファンドの管理事務代行会社兼保管受託銀行であるブラウン・ブラザーズ・ハリマン・アンド・カンパニーから入手した財務書類及び財務情報の原文の一部を翻訳・抜粋したものでありますが、あくまで参考和訳であり、正確性を保証するものではありません。

資産・負債計算書
(単位:受益証券数を除き、千米ドル)
2017年10月31日現在
資産:
投資-評価額
有価証券投資363,808
関連当事者に係る投資7,757,222
金融デリバティブ商品
店頭9,266
現金160
取引相手方への預託金27,758
外国為替-評価額0
売却済投資に係る未収金64
関連当事者に係る売却済投資に係る未収金30
売却済ファンド受益証券に係る未収金206,219
未収利息および未収配当金7
8,364,534
負債:
金融デリバティブ商品
店頭66,780
購入済投資に係る未払金0
関連当事者に係る購入済投資に係る未払金183,007
未払利息6
取引相手方からの預託金0
償還済ファンド受益証券に係る未払金22,451
運用手数料未払金27
助言手数料未払金26
管理手数料未払金10
販売手数料未払金24
弁護士費用未払金0
272,331
純資産8,092,203
有価証券投資の取得原価363,807
関連当事者に係る投資の取得原価7,491,408
外国為替の取得原価0
金融デリバティブ商品の取得原価またはプレミアム-純額0
クラスS(JPY)
純資産542,652

ゼロ残高は、千単位未満に四捨五入された実際値を反映している場合があります。
投資有価証券明細表(無監査)
ピムコ・バミューダ・インカム・ファンドA
2018年4月27日現在
名称数量通貨時価(米ドル)
現金および現金同等物
YEN JAPAN2,655.0000JPY24.34
US DOLLARS442,811,009.0500USD442,811,009.05
現金および現金同等物合計442,811,033.39
投資信託
PIMCO BERMUDA INCOME FD (M)936,351,080.2700USD11,910,385,741.03
投資信託合計11,910,385,741.03
債券
CASH COLLATERAL V/R 12/31/49104,380,000.0000USD104,380,000.00
CASH COLLATERAL V/R 12/31/49126,893,000.0000USD126,893,000.00
CASH COLLATERAL ISDA FBF(1,030,000.0000)USD(1,030,000.00)
CASH COLLATERAL ISDA GLM31,273,847.0000USD31,273,847.00
CASH COLLATERAL ISDA3,282,000.0000USD3,282,000.00
CASH COLLATERAL USD RBS270,000.0000USD270,000.00
CASH COLL ISDA V/R 12/31/495,590,000.0000USD5,590,000.00
CASH COLLATERAL ISDA UAG79,810,000.0000USD79,810,000.00
債券合計350,468,847.00
短期金融商品
US T BILL ZCP 06/14/1811,200,000.0000USD11,177,004.94
US T BILL ZCP 07/12/18323,000.0000USD321,860.35
短期金融商品合計11,498,865.29
証券合計12,715,164,486.71

投資有価証券明細表-ピムコ・バミューダ・インカム・ファンド(M)(無監査)
2018年4月27日現在
証券名数量通貨時価(米ドル)
現金および現金同等物
ARGENTINE PESO58,166,390.6600ARS2,820,872.49
AUSTRALIAN DOLLAR3,126,583.3300AUD2,366,354.50
BRAZIL REAL234,154.2500BRL67,541.90
CANADIAN DOLLAR24,966.1000CAD19,410.74
DANISH KRONE2,284,237.0500DKK371,034.54
EURO(905,372.4300)EUR(1,095,636.43)
YEN JAPAN3,060,801,361.0000JPY28,058,865.66
MEXICAN PESO208,945,583.5100MXN11,184,475.95
NEW ZEALAND DOLLAR415.8100NZD293.79
NAIRA NIGERIA1,050.7800NGN2.91
NUEVO SOL1,607,086.3400PEN495,937.77
SOUTH AFRICA RAND7,292,709.0000ZAR590,801.74
SWISS FRANC55.2400CHF55.89
TURKISH LIRA635.9700TRY157.25
BRITISH POUNDS(62,966.2500)GBP(86,871.38)
US DOLLARS116,154,371.7700USD116,154,371.77
現金および現金同等物合計160,947,669.09
その他の有価証券等
VM CASH FUT FOR FOB AUD703,267.6500AUD532,268.10
VM CASH CCP CME FOB AUD548,033.9800AUD414,779.50
VM CASH CCP LCH FOB AUD852,831.5900AUD645,465.56
EUROBANK ERGASIAS SA /EUR/10,169,333.0000EUR12,561,948.61
NATIONAL BANK OF GREECE /EUR/1,025,700.0000EUR419,573.81
VM CASH FUT FOR FOB JPY68,674,791.0000JPY629,553.02
VM CASH CCP LCH FOB JPY143,243,870.0000JPY1,313,139.94
VM CASH CCP CME FOB MXN10,108,869.5700MXN541,109.35
VM CASH FUT FOR FOB EUR438,883.1600EUR531,114.45
VM CASH CCP ICE FOB EUR302,252.1400EUR365,770.42
VM CASH CCP LCU FOB /EUR/442,263.5100EUR535,205.18
TOWERGATE TOPCO /GBP/1,237,781.0000GBP2,049,245.40
NATIONWIDE B/S70,600.0000GBP15,377,543.90
VM CASH CCP LCH FOB GBP273,944.4500GBP377,947.45
VM CASH CCP CME FOB USD3,852,729.8700USD3,852,729.87
VM CASH CCP ICE FOB ZAR3,661,684.9600ZAR296,642.83
CAESARS ENTERTAINMENT CORP1,078,632.0000USD12,080,678.40
SEQUA CORPORATION WT EX 12/31/4910,000.0000USD4,467.00
SEQUA CORPORATI WT EX 12/31/4932,000.0000USD8,259.20
SEQUA CORPORATION PFD CL B-1760.0000USD684,000.00
VICI PROPERTIES INC760,482.0000USD13,726,700.10
TRS IBOXHY -3ML INDX 6/20/18 BPS /LONG/1,800,000.0000USD1,795,214.03
TRS IBOXHY -3ML INDX 06/20/18 JPM /LONG/3,700,000.0000USD3,695,184.01
TRS IBOXHY -3ML INDX 06/20/18 GST /LONG/900,000.0000USD898,828.54
TRS IBOXHY -3ML INDX BOA/LONG/1,800,000.0000USD1,801,037.74
TRS IBOXHY -3ML INDX 09/20/18 GST /LONG/1,700,000.0000USD1,707,112.05
VM CASH FUT DOM FOB USD535,714.0000USD535,714.00
VM CASH CCP ICE FOB USD716,944.6500USD716,944.65
VM CASH CCP LCH FOB USD596,320.6200USD596,320.62
その他の有価証券等合計78,694,497.73
債券
BCO DE GA 25.98% 04/26/20/ARS/61,000,000.0000ARS2,940,243.25
REPUBLIC OF V/R 04/03/22/ARS/772,656,000.0000ARS38,126,938.89
REPUBLIC OF V/R 06/21/20/ARS/722,432,000.0000ARS37,719,218.78
REPUBLIC OF V/R 10/04/22/ARS/1,070,000.0000ARS86,788.31
REPUBLIC OF V/R 03/11/19/ARS/4,800,000.0000ARS240,349.18
REPUBLIC OF V/R 03/01/20/ARS/28,000,000.0000ARS1,463,142.58
証券名数量通貨時価(米ドル)
HSBC BANK 25.25% 09/27/19/ARS/53,530,000.0000ARS2,633,341.11
ARGENTINA 7.82% 12/31/33 /EUR/20,583,759.1300EUR27,483,825.92
REPUBLIC OF S/UP 12/31/38/EUR/10,385,000.0000EUR8,619,859.17
REPUBLIC O 7.82% 12/31/33/EUR/990,794.6700EUR1,315,189.44
REPUBLIC 3.375% 01/15/23/EUR/7,700,000.0000EUR9,226,371.03
REPUBLIC O 5.25% 01/15/28/EUR/1,200,000.0000EUR1,410,691.20
REPUBLIC O 6.25% 11/09/47/EUR/1,100,000.0000EUR1,226,335.74
REPUBLIC 3.875% 01/15/22/EUR/10,200,000.0000EUR12,633,602.76
ARGENT LETRAS DEL ZCP 09/28/1810,100,000.0000USD9,980,789.70
ARGENT LETRAS DEL ZCP 08/10/181,900,000.0000USD1,884,967.20
TORR 2010-2 V/R 09/14/41 /AUD/18,178,750.3800AUD13,765,920.01
IRS PBW6MR04.25 12/11/23 CSFBUS33 FLOAT(22,600,000.0000)AUD(17,104,809.33)
IRS R04.25PBW6M 12/11/23 CSFBUS33 FIXED22,600,000.0000AUD18,497,030.14
IRS R04.75PBW6M 06/18/24 CSFBUS33 FIXED28,000,000.0000AUD23,620,955.13
IRS PBW6MR04.75 06/18/24 CSFBUS33 FLOAT(28,000,000.0000)AUD(21,191,799.17)
IRS PBW6MR04.25 12/17/24 CSFBUS33 FLOAT(41,400,000.0000)AUD(31,333,588.77)
IRS R04.25PBW6M 12/17/24 CSFBUS33 FIXED41,400,000.0000AUD34,150,806.46
IRS PBW6MR03.50 06/17/25 CSFBUS33 FLOAT(48,400,000.0000)AUD(36,631,538.56)
IRS R03.50PBW6M 06/17/25 CSFBUS33 FIXED48,400,000.0000AUD38,250,163.53
IRS PBW6MR03.25 12/17/24 CSFBUS33 FLOAT(39,200,000.0000)AUD(29,668,518.83)
IRS R03.25PBW6M 12/17/24 CSFBUS33 FIXED39,200,000.0000AUD30,502,172.47
IRS P02.75RBW6M 06/17/26 CSFBUS33 FIXED16,200,000.0000AUD12,128,537.19
IRS RBW6MP02.75 06/17/26 CSFBUS33 FLOAT(16,200,000.0000)AUD(12,260,969.52)
IRS R03.00PBW6M 03/21/27 CSFBUS33XXX FIXED313,890,000.0000AUD238,864,861.00
IRS PBW6MR03.00 03/21/27 CSFBUS33XXX FLOAT(313,890,000.0000)AUD(237,567,637.17)
WESTFIELD 2.125% 03/30/25/GBP/500,000.0000GBP682,301.75
GOODMAN A 1.375% 09/27/25/EUR/400,000.0000EUR476,230.81
ASCIANO FINANC 4.625% 09/23/20530,000.0000USD540,154.64
BORAL FINANCE PTY 3% 11/01/221,996,000.0000USD1,927,842.53
CNOOC FINANCE 2.625% 05/05/20400,000.0000USD394,407.24
NATIONAL AUSTR 2.625% 07/23/20250,000.0000USD247,511.88
NATIONAL AUSTR 1.375% 07/12/19600,000.0000USD590,254.63
NUFARM AUSTRALI 5.75% 04/30/261,210,000.0000USD1,205,462.50
SGSP AUSTRALIA A 3.3% 04/09/23250,000.0000USD244,685.50
UCB SA 3.75% 03/27/20/EUR/376,000.0000EUR484,722.14
UCB SA 4.125% 01/04/21/EUR/150,000.0000EUR198,889.66
UCB SA 1.875% 04/02/22/EUR/1,500,000.0000EUR1,883,697.07
KBC GROUP NV V/R /PERP//EUR/5,800,000.0000EUR6,907,971.75
ATHENE HOLDING 4.125% 01/12/28894,000.0000USD839,442.00
BACARDI LTD 4.45% 05/15/252,500,000.0000USD2,505,327.88
BACARDI LTD 4.7% 05/15/283,100,000.0000USD3,101,664.05
BACARDI LTD 5.15% 05/15/383,000,000.0000USD2,991,787.29
BACARDI LTD 5.3% 05/15/483,100,000.0000USD3,092,003.74
CHINA RESOURCES 4.5% 04/05/22400,000.0000USD408,277.60
VIKING CRUISES 5.875% 09/15/27610,000.0000USD590,175.00
IRS P00.00R00.00 01/04/21 CSFBUS33 FIXED20,340,000.0000BRL6,543,638.91
IRS R00.00P00.00 01/04/21 CSFBUS33 FLOAT(20,340,000.0000)BRL(5,867,082.04)
IRS P00.00R00.00 01/04/21 CSFBUS33 FLOAT(11,500,000.0000)BRL(3,317,180.11)
IRS R00.00P00.00 01/04/21 CSFBUS33 FIXED11,500,000.0000BRL4,073,711.63
IRS P00.00R00.00 01/04/21 CSFBUS33 FIXED15,700,000.0000BRL4,941,608.92
IRS R00.00P00.00 01/04/21 CSFBUS33 FLOAT(15,700,000.0000)BRL(4,528,671.97)
IRS P00.00R00.00 01/04/21 CSFBUS33 FLOAT(26,800,000.0000)BRL(7,730,471.90)
IRS R00.00P00.00 01/04/21 CSFBUS33 FIXED26,800,000.0000BRL8,498,421.70
IRS R00.00P00.00 01/04/21 CSFBUS33 FIXED220,000,000.0000BRL67,574,632.80
IRS P00.00R00.00 01/04/21 CSFBUS33 FLOAT(220,000,000.0000)BRL(63,459,097.73)
IRS R00.00P00.00 01/04/21 CSFBUS33 FIXED2,700,000.0000BRL845,139.65
IRS P00.00R00.00 01/04/21 CSFBUS33 FLOAT(2,700,000.0000)BRL(778,816.20)
BANCO DO BRASIL (C 6% 01/22/201,000,000.0000USD1,044,200.00
BANCO DO NORDE 4.375% 05/03/197,300,000.0000USD7,337,960.00
GATEWAY LEASE CTL A9,300,000.0000CAD7,181,748.06
証券名数量通貨時価(米ドル)
FAIRFAX FI 2.75% 03/29/28/EUR/6,600,000.0000EUR8,050,630.21
VALEANT PHA 4.5% 05/15/23/EUR/800,000.0000EUR879,552.50
AIR CANADA 2017- 3.7% 01/15/26366,000.0000USD353,043.60
BROOKFIELD FINAN 4.7% 09/20/474,240,000.0000USD4,060,536.87
BROOKFIELD FINAN 3.9% 01/25/281,988,000.0000USD1,892,849.33
ENBRIDGE INC V/R 06/15/204,400,000.0000USD4,430,949.82
ENBRIDGE INC V/R 01/10/208,800,000.0000USD8,802,124.85
FAIRFAX FINL HL 4.85% 04/17/282,550,000.0000USD2,515,725.78
FIRST QUANTUM MINE 7% 02/15/21200,000.0000USD201,251.00
HARVEST OPERATI 2.33% 04/14/212,884,000.0000USD2,765,223.18
1011778 BC / NE 4.25% 05/15/246,073,000.0000USD5,814,897.50
CADILLAC FAIRV 3.125% 03/20/22696,000.0000USD686,194.65
CADILLAC FAIRV 3.875% 03/20/27472,000.0000USD466,836.61
ROCKPOINT GAS STOR 7% 03/31/23150,000.0000USD150,000.00
SSTRT 2017-2A 1.775% 01/27/201,596,424.4400USD1,591,187.37
VALEANT PHARMACE 6.5% 03/15/22469,000.0000USD488,955.95
VALEANT PHARMACEUT 7% 03/15/24901,000.0000USD955,060.00
VALEANT PHARMACE 5.5% 11/01/25210,000.0000USD209,737.50
T/L VALEANT PHAR 0% 04/01/22472,639.4900USD478,576.79
T/L 1011778 B C 0.00% 02/16/241,457,007.7400USD1,461,409.36
UPCB FINA 3.625% 06/15/29/EUR/8,151,000.0000EUR9,792,428.85
ALESC 11A A2 V/R 12/23/365,000,000.0000USD4,250,000.00
AMBAC LSNI LLC V/R 02/12/20231,649,000.0000USD1,671,673.75
ARCLO 2017-FL2 A V/R 11/15/217,960,000.0000USD7,967,367.06
AVERY 2013-3A AR V/R 01/18/253,796,677.5900USD3,797,129.81
AVOLON HOLDINGS 5.5% 01/15/233,380,000.0000USD3,354,650.00
BSPRT 2017-FL1 A V/R 01/15/214,100,000.0000USD4,112,751.00
BSPRT 2017-FL1 B V/R 02/15/221,300,000.0000USD1,309,556.46
BABSN 2014-IIA A V/R 10/17/2637,900,000.0000USD37,910,718.12
BAIDU INC 3.875% 09/29/234,100,000.0000USD4,076,794.00
BAIDU INC 4.375% 03/29/281,400,000.0000USD1,394,500.80
BLACK 2013-1A A1 V/R 02/06/269,972,495.4600USD9,984,221.92
BOWPK 2014-1A AR V/R 11/23/256,700,000.0000USD6,702,800.73
CGMS 2014-2A AR V/R 05/15/258,400,000.0000USD8,398,205.42
CRNPT 2013-2A A1 V/R 12/31/231,838,600.2300USD1,840,892.65
DEN10 2013-1A A1 V/R 10/26/2711,000,000.0000USD10,994,504.40
DEN11 2015-1A A1 V/R 04/20/2723,000,000.0000USD23,022,391.42
EMNPK 2013-1A A1 V/R 07/15/2513,030,000.0000USD13,045,157.15
FLAT 2013-1A A1R V/R 01/17/2611,239,777.8700USD11,232,778.86
GOODG 2018-1A A V/R 10/15/5311,900,000.0000USD11,902,611.10
HLA 2013-2A A V/R 08/01/254,560,359.0300USD4,567,230.21
HLA 2014-3A AR V/R 10/22/255,800,000.0000USD5,805,912.93
INCAPS FUNDING I V/R 06/01/333,935,538.0600USD3,817,471.92
INCAPS FUNDING I V/R 06/01/3314,471,012.0400USD14,036,881.68
KSA SUKUK LTD 2.894% 04/20/225,200,000.0000USD5,020,932.80
MMCAP 17A A1 V/R 12/01/351,519,173.7900USD1,454,608.90
METAL 2017-1 4.581% 10/15/2418,146,804.8200USD18,038,270.60
OCP 2015-8A A1R V/R 04/17/2716,800,000.0000USD16,820,793.36
OCT23 2015-1A A1 V/R 07/15/271,600,000.0000USD1,600,000.00
PLMRS 2013-2A A1 V/R 10/17/271,900,000.0000USD1,905,098.31
PARK AEROSPACE 5.25% 08/15/2248,447,000.0000USD48,386,441.25
PARK AEROSPACE H 5.5% 02/15/248,672,000.0000USD8,411,840.00
PARK AEROSPACE H 4.5% 03/15/2310,570,000.0000USD10,067,925.00
PARK AEROSPACE 3.625% 03/15/2118,709,000.0000USD18,054,185.00
PETROBRAS GLOB 8.375% 12/10/181,000,000.0000USD1,034,010.00
PFP 2017-4 A V/R 03/14/206,667,895.5000USD6,684,335.53
PFP 2017-4 AS V/R 07/14/353,138,860.9000USD3,180,206.92
PREFER TERM SEC XXV 2007-25 A-1 20370622 FLT30,831,434.8600USD27,902,448.55
PREFER TERM SEC XXVI 2007-26 A-1 20370922 FLT51,433,740.0900USD47,319,040.88
PREFER TERM SEC XVIII 2005-18 A-1 20350923 FLT639,595.3300USD601,219.61
証券名数量通貨時価(米ドル)
PREFER TERM SEC XXIV 2006-24 A-1 20370322 FLT1,352,731.8900USD1,237,749.68
PREFER TERM SEC XXIV 2006-24 A-2 20370322 FLT4,970,825.2800USD4,225,201.49
SHELF DRILL HOL 8.25% 02/15/25696,000.0000USD710,790.00
SYMP 2014-14A A1 V/R 07/14/2633,900,000.0000USD33,956,587.91
WINDR 2012-1A AR V/R 01/15/2610,000,000.0000USD10,052,853.80
TBRNA 2005-1A A1 V/R 07/05/359,188,937.1000USD8,545,711.50
TBRNA 2005-1A A1 V/R 07/05/353,707,353.7800USD3,447,839.02
TELOS 2014-6A A2 V/R 01/17/2717,200,000.0000USD17,222,121.26
TENCENT HOLDIN 3.375% 05/02/191,600,000.0000USD1,608,252.45
TENCENT HOLDIN 2.985% 01/19/23700,000.0000USD677,794.40
TENCENT HOLDIN 3.595% 01/19/282,500,000.0000USD2,372,535.68
TBOLT 2017-A A V/R 04/15/24831,726.1900USD840,843.57
TRANSOCEAN PHOE 7.75% 10/15/241,785,000.0000USD1,930,031.25
TRANSOCEAN PROT 6.25% 12/01/2448,600.0000USD50,361.75
TROPC 2006-5A A1 V/R 07/15/3616,000,222.2600USD14,480,201.15
TFINS 2017-2A A1 V/R 09/20/397,000,000.0000USD6,930,000.00
TFINS 2017-1A A1 V/R 04/20/386,359,229.5400USD6,359,229.54
TFINS 2018-1A A1 V/R 03/30/3926,200,000.0000USD25,682,792.87
US CAP FDG VI LTD 2007-6 A-1 20430710 FLT28,777,244.1100USD25,180,088.60
WITEH 2014-9A AR V/R 07/17/263,800,000.0000USD3,803,758.28
WITEH 2012-1A A1 V/R 02/03/253,587,182.1200USD3,588,929.62
WYNN MACAU LTD 4.875% 10/01/24400,000.0000USD393,000.00
WYNN MACAU LTD 5.5% 10/01/27600,000.0000USD588,000.00
QNB FINANCE LTD 2.75% 10/31/181,400,000.0000USD1,400,095.20
QNB FINANCE LTD V/R 02/07/2056,200,000.0000USD56,459,475.40
OOREDOO TAMWEE 3.039% 12/03/18200,000.0000USD200,215.60
QNB FINANCE LTD V/R 02/12/2079,800,000.0000USD80,176,336.80
QNB FINANCE LTD V/R 04/01/19600,000.0000USD606,621.60
CSCEC FINANCE C 2.95% 11/19/20400,000.0000USD394,511.60
BANDM 2014-1X A1 V/R 04/16/2616,900,000.0000USD16,899,864.80
BFNS 2017-1X A V/R 01/25/2955,050,000.0000USD55,050,000.00
BSPRT 2018-FL3X V/R 11/15/2217,350,000.0000USD17,376,007.65
BSPRT 2018-FL3X V/R 03/15/238,960,000.0000USD9,004,773.12
BSPRT 2018-FL3X V/R 08/15/234,050,000.0000USD4,070,229.75
CRMN 2013-1X AR V/R 01/27/287,200,000.0000USD7,195,466.16
JMP 2014-1RX A V/R 01/17/2832,994,000.0000USD33,041,085.74
MNCLO 2018-1X A1 V/R 01/25/2820,900,000.0000USD20,904,815.36
ODBRCHT OFFSHRE 6.72% 12/01/22257,338.0100USD248,974.52
OCT23 2015-1X A1 V/R 07/15/2723,700,000.0000USD23,708,123.18
OCP 2015-10X A1R V/R 10/26/2725,200,000.0000USD25,223,551.92
SAPA 2018-1X A 4.25% 03/15/2536,047,916.6700USD35,803,501.70
TELOS 2014-5X A1 V/R 04/17/2824,100,000.0000USD24,108,260.28
TICP 2018-3RX A V/R 04/20/2833,600,000.0000USD33,612,830.16
VENTR 2014-17X A V/R 04/15/2736,720,000.0000USD36,727,656.12
ZCCP 2015-1X A1R V/R 07/16/2735,115,000.0000USD35,170,945.22
T/L OCEAN RIG UDW 0% 09/20/246,007,013.5200USD6,314,872.96
BANK OF CHIN V/R 04/17/21/EUR/3,020,000.0000EUR3,659,784.08
IND & COMM BK CHI V/R 11/08/202,000,000.0000USD2,000,029.36
IND & COMM BK 2.625% 05/26/201,600,000.0000USD1,573,638.40
CROATIA 6.75% 11/05/1912,900,000.0000USD13,557,783.90
TEVA PHARM 1.5% 10/25/18/CHF/2,475,000.0000CHF2,516,909.85
TEVA PHARMACEUT 2.95% 12/18/22548,000.0000USD480,830.82
TEVA PHARM FIN 3.65% 11/10/21418,000.0000USD391,652.09
NYKREDIT REAL 1% 07/01/18/DKK/24,100,000.0000DKK3,924,881.75
REALKREDIT 2.5% 07/01/47/DKK/9,418,454.5800DKK1,584,174.15
NYKREDIT RE 2.5% 10/01/47/DKK/11,138,669.1800DKK1,872,155.47
NORDEA KREDIT 2% 10/01/47/DKK/2,752,539.7300DKK446,990.38
AP MOLLER- 1.75% 03/16/26/EUR/2,900,000.0000EUR3,484,149.47
AP MOLLER-MAER 2.875% 09/28/201,400,000.0000USD1,383,059.41
証券名数量通貨時価(米ドル)
CDS US82481LAD10 01.000 SP 12/20/2021 CITIUS33XXX LONG700,000.0000EUR840,114.45
CDS US82481LAD10 01.000 SP 12/20/2021 CITIUS33XXX SHORT(700,000.0000)EUR(847,104.99)
CDS XS0426014899 01.000 SP 12/20/2022 CSFBUS33XXX FIXED23,370,000.0000EUR28,923,442.95
CDS XS0426014899 01.000 SP 12/20/2022 CSFBUS33XXX FLOAT(23,370,000.0000)EUR(28,281,205.07)
IRS P01.00RER6M 06/20/28 CSFBUS33XXX FIXED(26,800,000.0000)EUR(32,345,566.76)
IRS RER6MP01.00 06/20/28 CSFBUS33XXX FLOAT26,800,000.0000EUR32,432,019.50
IRS R01.25PER6M 09/19/28 CSFBUS33XXX FIXED(123,000,000.0000)EUR(151,263,923.11)
IRS PER6MR01.25 09/19/28 CSFBUS33XXX FLOAT123,000,000.0000EUR148,848,447.71
KOJAMO OY 1.625% 03/07/25/EUR/2,400,000.0000EUR2,910,345.84
STORA ENSO 2.5% 03/21/28/EUR/1,200,000.0000EUR1,473,418.11
KOJAMO OYJ 1.5% 06/19/24/EUR/1,200,000.0000EUR1,462,465.77
NOKIA OYJ 4.375% 06/12/27175,000.0000USD163,625.00
CREDIT AGRICOL V/R /PERP//GBP/500,000.0000GBP797,382.49
UBISOFT E 1.289% 01/30/23/EUR/1,800,000.0000EUR2,191,306.91
CHRISTIAN 0.75% 06/24/21/EUR/300,000.0000EUR367,433.85
ALTAREA 2.25% 07/05/24/EUR/1,600,000.0000EUR1,935,198.27
RCI BANQUE 0.25% 07/12/21/EUR/1,300,000.0000EUR1,568,734.97
PEUGEOT SA 2% 03/20/25/EUR/3,000,000.0000EUR3,633,361.57
ALTICE FR 5.375% 05/15/22/EUR/23,220,000.0000EUR28,809,564.85
ALTICE FR 5.625% 05/15/24/EUR/13,920,000.0000EUR17,465,531.24
CHRISTIAN 1.375% 06/19/19/EUR/100,000.0000EUR122,478.55
T/L SFR GROUP 0% 01/31/26/EUR/398,000.0000EUR473,168.13
T/L ALTRAN TECHNOL 0% 01/31/25 /EUR/2,789,361.7000EUR3,401,915.77
BNP PARIBAS V/R /PERP/600,000.0000USD645,750.00
BPCE SA V/R /PERP/700,000.0000USD783,125.00
BNP PARIBAS 3.375% 01/09/2563,843,000.0000USD61,125,665.07
CREDIT AGRICOLE 3.75% 04/24/231,750,000.0000USD1,736,883.68
CREDIT AGRICOLE L V/R 04/24/231,250,000.0000USD1,258,287.61
ALTICE FRANCE 7.375% 05/01/2614,133,000.0000USD13,686,962.52
ALTICE FRANCE SA 6% 05/15/224,350,000.0000USD4,317,375.00
ALTICE FRANCE S 6.25% 05/15/245,000,000.0000USD4,781,250.00
SOCIETE GENERALE V/R /PERP/2,600,000.0000USD2,587,000.00
SOCIETE GENERALE V/R /PERP/800,000.0000USD822,700.00
CREDIT AGRICOLE SA V/R /PERP/496,000.0000USD539,826.56
T/L SFR GROUP S A 0% 01/31/26194,750.0000USD192,985.18
HOCHTIEF 3.875% 03/20/20/EUR/7,453,000.0000EUR9,638,022.33
IHO VERWAL 3.75% 09/15/26/EUR/100,000.0000EUR127,388.98
ADLER REAL ES 3% 04/27/26/EUR/2,900,000.0000EUR3,496,730.79
ADLER REA 1.875% 04/27/23/EUR/2,900,000.0000EUR3,462,685.76
TLG IMMOB 1.375% 11/27/24/EUR/1,500,000.0000EUR1,801,739.67
DEUTSCHE 0.375% 01/18/21/EUR/73,700,000.0000EUR88,595,844.95
HOCHTIEF 2.625% 05/28/19/EUR/653,000.0000EUR811,778.24
T/L UNITYMEDIA 0% 01/15/27 /EUR/2,900,000.0000EUR3,521,131.89
DEUTSCHE BANK NY 2.7% 07/13/204,272,000.0000USD4,189,128.80
DEUTSCHE BANK NY V/R 07/13/201,536,000.0000USD1,542,564.94
DEUTSCHE BANK N 3.15% 01/22/2110,000,000.0000USD9,820,490.50
DEUTSCHE BANK NY V/R 01/22/2112,700,000.0000USD12,640,513.20
DEUTSCHE BANK N 3.95% 02/27/231,820,000.0000USD1,794,478.87
DEUTSCHE BANK AG V/R 05/10/1980,000.0000USD81,007.98
DEUTSCHE BANK A 4.25% 10/14/2115,940,000.0000USD16,080,553.34
ALPHA BANK 2.5% 02/05/23/EUR/3,900,000.0000EUR4,721,935.28
HELLENIC R 4.75% 04/17/19/EUR/14,004,000.0000EUR17,542,337.19
EUROBANK E 2.75% 11/02/20/EUR/1,000,000.0000EUR1,228,880.68
NATIONAL B 2.75% 10/19/20/EUR/800,000.0000EUR992,404.31
CRED SUIS 2.75% 08/08/25/GBP/600,000.0000GBP837,162.21
SUMMIT GERMAN 2% 01/31/25/EUR/600,000.0000EUR707,560.17
証券名数量通貨時価(米ドル)
GLOBALWOR 2.875% 06/20/22/EUR/1,400,000.0000EUR1,760,419.70
GLOBALWORTH R 3% 03/29/25/EUR/400,000.0000EUR489,677.02
SUMMIT GERMAN 2% 01/31/25/EUR/500,000.0000EUR589,633.48
CRED SUIS GP FU 3.75% 03/26/251,800,000.0000USD1,745,952.37
AIA GROUP LTD 3.9% 04/06/281,400,000.0000USD1,395,721.19
HKCG FINANCE LT 6.25% 08/07/181,436,000.0000USD1,448,913.98
CHINA URANIUM DE 3.5% 10/08/181,200,000.0000USD1,202,422.80
AXIS BANK/DUBAI 3.25% 05/21/202,200,000.0000USD2,179,353.77
STATE BANK INDIA/ V/R 04/06/2014,500,000.0000USD14,544,950.00
INDIAN RAILWAY 3.917% 02/26/19470,000.0000USD472,436.48
EXPORT-IMPORT 3.875% 10/02/19200,000.0000USD201,695.00
EXPORT-IMPORT B 2.75% 08/12/20630,000.0000USD618,624.09
ICICI BANK LTD 3.125% 08/12/20200,000.0000USD197,095.60
ICICI BANK LTD/DU V/R 12/04/1825,600,000.0000USD25,579,520.00
PELABUHAN INDONE 4.5% 05/02/232,800,000.0000USD2,779,635.85
RUSSIAN R 7.487% 03/25/31/GBP/6,300,000.0000GBP10,875,347.38
TAURS 2017- V/R 11/17/27 /GBP/11,600,000.0000GBP16,083,959.17
TAURS 2014- V/R 05/01/17 /GBP/698,903.1700GBP966,411.27
DEKAE I-X A V/R 09/07/35 /EUR/192,065.4000EUR231,265.80
CAVSQ 1 A2 V/R 02/11/55 /EUR/1,694,288.3000EUR2,039,387.03
CAVSQ 1 B V/R 02/11/55 /EUR/1,500,000.0000EUR1,762,651.03
LANSD 1 A2 V/R 06/15/45 /EUR/6,599,280.0000EUR7,554,392.99
CELF 2006-1 V/R 11/01/23 /EUR/3,010,000.0000EUR3,647,094.47
EUMAX VI A V/R 04/18/97 /EUR/71,924.1200EUR86,709.21
HARVT V D V/R 04/05/24 /EUR/5,600,000.0000EUR6,785,664.22
RUSSIAN R 3.374% 05/20/21/EUR/7,700,000.0000EUR9,735,142.29
PHNXP 1X A1 V/R 07/29/27 /EUR/4,400,000.0000EUR5,328,653.41
SORPK 1X AA V/R 11/16/27 /EUR/21,650,000.0000EUR26,236,676.95
ABH FINAN 2.626% 04/28/20/EUR/3,028,000.0000EUR3,666,166.31
ROADSTER 2.375% 12/08/27/EUR/1,000,000.0000EUR1,187,560.11
ROADSTER 1.625% 12/09/24/EUR/700,000.0000EUR835,228.58
GOVERNOR & CO V/R /PERP//EUR/500,000.0000EUR672,861.54
CGMSE 2014- V/R 08/15/27 /EUR/7,400,000.0000EUR8,967,994.29
AERCAP IRELAND 3.75% 05/15/191,850,000.0000USD1,864,964.50
AERCAP IRELAND C 4.5% 05/15/21800,000.0000USD819,207.04
AERCAP IRELAND CAP 5% 10/01/211,300,000.0000USD1,351,308.47
AERCAP IRELAND 4.25% 07/01/201,405,000.0000USD1,429,573.66
AERCAP IRELAND 4.625% 10/30/204,000,000.0000USD4,106,457.88
IBERDROLA FIN IREL 5% 09/11/192,000,000.0000USD2,049,949.82
SMBC AVIATION C 2.65% 07/15/21400,000.0000USD388,089.48
SMBC AVIATION CAPI 3% 07/15/22300,000.0000USD290,575.56
SHIRE ACQ INV IR 2.4% 09/23/213,750,000.0000USD3,601,997.51
TRANSNEFT(TRANS 8.7% 08/07/188,000,000.0000USD8,110,480.00
ISRAEL ELECTRIC 7.25% 01/15/191,400,000.0000USD1,438,528.00
SESTA 4 A2 V/R 07/23/46 /EUR/14,540,101.5700EUR15,110,977.38
INTESA SANPAOL V/R /PERP//EUR/4,100,000.0000EUR6,100,588.36
INTESA SANPAOL V/R /PERP//EUR/26,850,000.0000EUR35,726,410.74
PRO-GEST S 3.25% 12/15/24/EUR/500,000.0000EUR592,973.49
WIND TRE 3.125% 01/20/25/EUR/1,200,000.0000EUR1,284,671.02
WIND TRE SPA V/R 01/20/24/EUR/1,400,000.0000EUR1,578,156.59
WIND TRE 2.625% 01/20/23/EUR/2,400,000.0000EUR2,650,257.50
BUONI POLI 0.25% 05/15/18/EUR/8,790,000.0000EUR10,642,345.48
DAVIDE CAM 2.75% 09/30/20/EUR/1,410,000.0000EUR1,808,406.91
WIND TRE SPA 5% 01/20/261,000,000.0000USD848,525.00
SOFTBANK 3.125% 09/19/25/EUR/9,400,000.0000EUR10,527,429.90
SOFTBANK GROU 4% 09/19/29/EUR/1,700,000.0000EUR1,850,093.51
SOFTBANK GROU 4% 04/20/23/EUR/12,326,000.0000EUR15,203,820.52
SMBC TRUST ACCOUN V/R 04/09/215,000,000.0000USD4,998,980.45
MEIJI YASUDA LIFE V/R 04/26/485,200,000.0000USD5,304,568.41
MITSUBISHI UFJ 2.652% 09/19/221,100,000.0000USD1,051,305.20
証券名数量通貨時価(米ドル)
MIZUHO FINANCI 2.601% 09/11/224,700,000.0000USD4,497,431.60
MIZUHO FINANCIAL V/R 09/11/2210,200,000.0000USD10,308,869.39
MIZUHO BANK LTD 2.4% 03/26/201,200,000.0000USD1,182,164.71
SUMITOMO MITSU 2.514% 01/17/206,300,000.0000USD6,237,376.74
SUMITOMO MITSUI B V/R 01/17/206,300,000.0000USD6,308,736.65
SUMITOMO MITSUI F V/R 01/17/236,300,000.0000USD6,323,276.67
SUMITOMO MITSU 3.102% 01/17/236,300,000.0000USD6,145,801.77
SUMITOMO MITSUI T V/R 09/19/193,040,000.0000USD3,044,276.58
SUMITOMO MITSUI 1.95% 09/19/192,490,000.0000USD2,451,722.55
CENTRAL NIPPON EX V/R 08/04/207,800,000.0000USD7,825,092.60
SOFTBANK GROUP 4.75% 09/19/243,500,000.0000USD3,270,183.00
SOFTBANK GROUP 5.125% 09/19/272,700,000.0000USD2,501,271.90
CENTRAL NIPPON EX V/R 02/15/2213,200,000.0000USD13,190,100.00
IRS P00.45RJY6M 03/20/29 CSFBUS33 FIXED(183,744,000,000.0000)JPY(1,695,411,134.94)
IRS RJY6MP00.45 03/20/29 CSFBUS33 FLOAT183,744,000,000.0000JPY1,684,411,238.94
IRS RJY6MP00.41 03/25/29 CSFBUS33 FLOAT660,000,000.0000JPY6,050,327.73
IRS P00.41RJY6M 03/25/29 CSFBUS33 FIXED(660,000,000.0000)JPY(6,068,117.69)
IRS P00.40RJY6M 03/27/29 CSFBUS33 FIXED(1,460,000,000.0000)JPY(13,402,972.39)
IRS RJY6MP00.40 03/27/29 CSFBUS33 FLOAT1,460,000,000.0000JPY13,384,058.30
IRS P00.45RJY6M 03/29/29 CSFBUS33 FIXED(1,460,000,000.0000)JPY(13,469,042.92)
IRS RJY6MP00.45 03/29/29 CSFBUS33 FLOAT1,460,000,000.0000JPY13,384,058.30
IRS P00.30RJY6M 03/20/28 CSFBUS33 FIXED(31,900,000,000.0000)JPY(292,130,578.97)
IRS RJY6MP00.30 03/20/28 CSFBUS33 FLOAT31,900,000,000.0000JPY292,432,506.76
IRS P00.30RJY6M 03/21/28 CSFBUS33XXX FIXED(3,300,000,000.0000)JPY(30,220,822.80)
IRS RJY6MP00.30 03/21/28 CSFBUS33XXX FLOAT3,300,000,000.0000JPY30,251,638.63
IRS RJY6MP00.44 06/18/29 CSFBUS33XXX FLOAT1,880,000,000.0000JPY17,234,266.86
IRS P00.44RJY6M 06/18/29 CSFBUS33XXX FIXED(1,880,000,000.0000)JPY(17,306,005.87)
IRS RJY6MP00.47 06/18/29 CSFBUS33XXX FLOAT1,870,000,000.0000JPY17,142,595.22
IRS P00.47RJY6M 06/18/29 CSFBUS33XXX FIXED(1,870,000,000.0000)JPY(17,257,103.13)
IRS P00.35RJY6M 01/18/28 CSFBUS33XXX FIXED(4,710,000,000.0000)JPY(43,390,509.61)
IRS RJY6MP00.35 01/18/28 CSFBUS33XXX FLOAT4,710,000,000.0000JPY43,177,338.77
IRS RJY6MP00.39 06/18/28 CSFBUS33XXX FLOAT890,000,000.0000JPY8,158,775.27
IRS P00.39RJY6M 06/18/28 CSFBUS33XXX FIXED(890,000,000.0000)JPY(8,218,341.34)
IRS RJY6MP00.38 06/18/28 CSFBUS33XXX FLOAT2,980,000,000.0000JPY27,318,146.40
IRS P00.38RJY6M 06/18/28 CSFBUS33XXX FIXED(2,980,000,000.0000)JPY(27,465,836.77)
IRS RJY6MP00.35 02/08/28 CSFBUS33XXX FLOAT3,050,000,000.0000JPY27,959,847.83
IRS P00.35RJY6M 02/08/28 CSFBUS33XXX FIXED(3,050,000,000.0000)JPY(28,085,369.65)
IRS RJY6MP00.30 02/13/28 CSFBUS33XXX FLOAT710,000,000.0000JPY6,508,685.89
IRS P00.30RJY6M 02/13/28 CSFBUS33XXX FIXED(710,000,000.0000)JPY(6,505,935.06)
IRS P00.35RJY6M 02/16/28 CSFBUS33XXX FIXED(4,080,000,000.0000)JPY(37,577,845.39)
IRS RJY6MP00.35 02/16/28 CSFBUS33XXX FLOAT4,080,000,000.0000JPY37,402,025.94
AA BOND C 2.875% 01/31/22/GBP/1,200,000.0000GBP1,633,224.65
AA BOND C 4.248% 07/31/20/GBP/1,500,000.0000GBP2,145,248.76
FAB 2004-1 V/R 12/06/45 /GBP/3,977,904.1200GBP5,151,934.10
AA BOND CO 2.75% 07/31/23/GBP/400,000.0000GBP527,930.23
KENNEDY WI 3.95% 06/30/22/GBP/800,000.0000GBP1,152,658.91
ATRIUM EU 3.625% 10/17/22/EUR/350,000.0000EUR467,075.05
KENNEDY WI 3.25% 11/12/25/EUR/1,400,000.0000EUR1,738,501.71
LINCOLN F 6.875% 04/15/21/EUR/9,322,000.0000EUR11,683,130.02
KAZMUNAYGAS NA 9.125% 07/02/1824,100,000.0000USD24,354,279.10
KUWAIT INTL BOND 3.5% 03/20/2713,800,000.0000USD13,286,681.40
KUWAIT INTL BON 2.75% 03/20/224,460,000.0000USD4,327,047.40
GAZPROM ( 5.338% 09/25/20/GBP/1,230,000.0000GBP1,791,522.88
AROUNDTOWN SA 3% 10/16/29/GBP/7,400,000.0000GBP9,917,512.43
SILVA 2017- V/R 11/20/19 /GBP/18,386,616.4500GBP25,380,792.78
PENTA 2007- V/R 06/04/24 /EUR/200,000.0000EUR242,267.00
GAZPROM ( 3.389% 03/20/20/EUR/4,900,000.0000EUR6,132,721.59
GAZPROM (GA 3.7% 07/25/18/EUR/7,950,000.0000EUR9,683,496.23
EUROFINS 2.125% 07/25/24/EUR/800,000.0000EUR984,945.91
SILVA 7 A V/R 11/15/19 /EUR/1,754,349.2000EUR2,127,549.82
証券名数量通貨時価(米ドル)
ALLERGAN FUN V/R 06/01/19/EUR/144,000.0000EUR174,592.86
AROUNDTOW 1.875% 01/19/26/EUR/500,000.0000EUR602,840.45
AROUNDTOWN SA 1% 01/07/25/EUR/2,800,000.0000EUR3,247,997.05
BSKY GER6 A V/R 03/20/20 /EUR/6,428,853.4000EUR7,806,382.86
AROUNDTOWN SA 2% 11/02/26/EUR/2,500,000.0000EUR3,014,377.72
PROLOGIS I 1.75% 03/15/28/EUR/900,000.0000EUR1,087,150.58
AROUNDTOW 1.625% 01/31/28/EUR/2,100,000.0000EUR2,410,673.58
EMERALD BAY ZCP 10/08/20/EUR/343,000.0000EUR390,176.56
CORESTATE C 3.5% 04/15/23/EUR/39,300,000.0000EUR47,125,727.86
GAZPROM (GA 3.6% 02/26/21/EUR/5,500,000.0000EUR7,004,669.99
SBERBANK ( 3.08% 03/07/19/EUR/5,200,000.0000EUR6,392,054.80
ALTICE LUX 7.25% 05/15/22/EUR/39,437,000.0000EUR47,509,207.87
SBERBANK 3.352% 11/15/19/EUR/8,000,000.0000EUR9,944,044.43
ALTICE FIN 5.25% 02/15/23/EUR/9,700,000.0000EUR12,187,450.72
SELP FINANC 1.5% 11/20/25/EUR/1,500,000.0000EUR1,795,736.72
BEVCO LUX 1.75% 02/09/23/EUR/5,100,000.0000EUR6,181,312.63
CPI PROPE 2.125% 10/04/24/EUR/4,800,000.0000EUR5,770,132.58
GAZPROM ( 4.625% 10/15/18/EUR/6,008,000.0000EUR7,390,472.97
EMERALD BAY ZCP 10/08/20/EUR/3,082,000.0000EUR3,505,901.31
BSKY GER7 A V/R 10/20/24 /EUR/2,872,415.8200EUR3,488,741.55
GAZPROM ( 3.375% 11/30/18/CHF/1,100,000.0000CHF1,131,441.29
ALLERGAN FUNDING S 3% 03/12/20720,000.0000USD715,125.60
ALTICE FINANCI 6.625% 02/15/2311,930,000.0000USD11,930,000.00
ALTICE FINANCING 7.5% 05/15/261,000,000.0000USD987,450.00
ALTICE LUXEMBOU 7.75% 05/15/2213,998,000.0000USD13,455,577.50
GAZPROM N (GPN 4.375% 09/19/224,150,000.0000USD4,080,280.00
GAZPROM NEFT (GPN 6% 11/27/2310,600,000.0000USD11,036,190.00
GAZPROM (GAZ C 8.625% 04/28/342,022,000.0000USD2,564,320.62
GAZPROM (GAZ CA 6.51% 03/07/221,900,000.0000USD2,017,819.00
GAZPROM (GAZ C 7.288% 08/16/37500,000.0000USD575,698.00
GAZPROM (GAZ CA 9.25% 04/23/196,500,000.0000USD6,821,860.50
GAZPROM (GAZ C 5.999% 01/23/211,222,000.0000USD1,268,436.00
GAZPROM (GAZ CA 4.95% 02/06/28200,000.0000USD196,880.00
INTELSAT JACKSO 7.25% 10/15/2054,618,000.0000USD53,457,367.50
INTELSAT JACKSON 7.5% 04/01/215,011,000.0000USD4,798,032.50
INTELSAT JACKSON 5.5% 08/01/231,624,000.0000USD1,370,250.00
INTELSAT JACKSO 9.75% 07/15/253,141,000.0000USD3,097,811.25
SBERBANK (SB C 6.125% 02/07/228,900,000.0000USD9,311,518.20
TELECOM ITALIA 6.999% 06/04/18270,000.0000USD271,576.80
GAZPROM (GAZ C 8.625% 04/28/34350,000.0000USD443,873.50
GAZPROM (GAZ CA 6.51% 03/07/224,498,000.0000USD4,776,920.98
TNK-BP FINANCE 7.25% 02/02/20750,000.0000USD781,182.75
GAZPROM (GAZ CA 9.25% 04/23/1914,450,000.0000USD15,165,520.65
SBERBANK (SB C 5.717% 06/16/21900,000.0000USD926,905.50
GAZPROM (GAZ C 5.999% 01/23/211,100,000.0000USD1,141,800.00
SBERBANK (SB C 6.125% 02/07/221,500,000.0000USD1,569,357.00
SBERBANK (SB CA 5.18% 06/28/197,200,000.0000USD7,288,783.20
GAZPROM N (GPN 4.375% 09/19/221,400,000.0000USD1,376,480.00
TELENET FINANCE 5.5% 03/01/281,600,000.0000USD1,536,000.00
GAZPROM NEFT (GPN 6% 11/27/23600,000.0000USD624,690.00
SBERBANK (SB CA 4.15% 03/06/194,200,000.0000USD4,205,418.00
QGOG CONSTELLATI 9.5% 11/09/24750,637.0000USD371,565.32
T/L AVOLON TLB BOR 0% 03/21/2244,970,259.9600USD45,206,443.77
T/L ENDO LUXEMBO 0% 04/29/2024868,708.0100USD867,486.61
T/L ALTICE FINANCI 0% 01/31/26111,322.1300USD110,452.48
T/L INTELSAT 0% 11/27/233,800,000.0000USD3,829,985.80
T/L INTELSAT JAC 0% 01/02/202410,100,000.0000USD10,329,775.00
PETRONAS CAPITA 5.25% 08/12/192,800,000.0000USD2,878,545.60
IRS PMXIER05.61 07/07/21 CSFBUS33 FLOAT(70,400,000.0000)MXN(3,768,383.58)
IRS R05.61PMXIE 07/07/21 CSFBUS33 FIXED70,400,000.0000MXN3,565,608.71
証券名数量通貨時価(米ドル)
IRS PMXIER05.98 08/26/24 CSFBUS33 FLOAT(11,300,000.0000)MXN(604,868.39)
IRS R05.98PMXIE 08/26/24 CSFBUS33 FIXED11,300,000.0000MXN556,896.46
IRS R06.71PMXIE 09/20/29 CSFBUS33 FIXED11,200,000.0000MXN546,933.23
IRS PMXIER06.71 09/20/29 CSFBUS33 FLOAT(11,200,000.0000)MXN(599,515.57)
IRS PMXIER06.35 09/01/23 CSFBUS33 FLOAT(39,100,000.0000)MXN(2,092,951.68)
IRS R06.35PMXIE 09/01/23 CSFBUS33 FIXED39,100,000.0000MXN1,987,596.11
IRS PMXIER06.75 08/31/21 CSFBUS33 FLOAT(114,800,000.0000)MXN(6,145,034.59)
IRS R06.75PMXIE 08/31/21 CSFBUS33 FIXED114,800,000.0000MXN6,011,804.10
IRS R05.43PMXIE 11/17/21 CSFBUS33 FIXED54,400,000.0000MXN2,723,944.53
IRS PMXIER05.43 11/17/21 CSFBUS33 FLOAT(54,400,000.0000)MXN(2,911,932.77)
IRS PMXIER05.27 02/05/20 CSFBUS33 FLOAT(25,400,000.0000)MXN(1,359,615.67)
IRS R05.27PMXIE 02/05/20 CSFBUS33 FIXED25,400,000.0000MXN1,304,542.42
IRS R06.62PMXIE 02/18/30 CSFBUS33 FIXED12,100,000.0000MXN583,975.62
IRS PMXIER06.62 02/18/30 CSFBUS33 FLOAT(12,100,000.0000)MXN(647,690.93)
IRS R05.14PMXIE 04/02/20 CSFBUS33 FIXED11,600,000.0000MXN592,657.82
IRS PMXIER05.14 04/02/20 CSFBUS33 FLOAT(11,600,000.0000)MXN(620,926.84)
IRS R05.85PMXIE 05/02/22 CSFBUS33 FIXED65,200,000.0000MXN3,292,083.00
IRS PMXIER05.85 05/02/22 CSFBUS33 FLOAT(65,200,000.0000)MXN(3,490,037.07)
IRS PMXIER05.81 05/02/22 CSFBUS33 FLOAT(48,900,000.0000)MXN(2,617,527.80)
IRS R05.81PMXIE 05/02/22 CSFBUS33 FIXED48,900,000.0000MXN2,465,375.62
IRS R05.78PMXIE 09/29/22 CSFBUS33 FIXED96,760,000.0000MXN4,846,679.30
IRS PMXIER05.78 09/29/22 CSFBUS33 FLOAT(96,760,000.0000)MXN(5,179,386.30)
IRS R05.99PMXIE 01/30/26 CSFBUS33 FIXED98,900,000.0000MXN4,775,737.02
IRS PMXIER05.99 01/30/26 CSFBUS33 FLOAT(98,900,000.0000)MXN(5,293,936.60)
IRS R05.09PMXIE 02/05/21 CSFBUS33 FIXED147,100,000.0000MXN7,390,806.68
IRS PMXIER05.09 02/05/21 CSFBUS33 FLOAT(147,100,000.0000)MXN(7,873,994.67)
IRS R05.95PMXIE 01/30/26 CSFBUS33 FIXED104,300,000.0000MXN5,023,027.98
IRS PMXIER05.95 01/30/26 CSFBUS33 FLOAT(104,300,000.0000)MXN(5,582,988.75)
IRS PMXIER06.08 03/10/26 CSFBUS33 FLOAT(220,600,000.0000)MXN(11,808,315.60)
IRS R06.08PMXIE 03/10/26 CSFBUS33 FIXED220,600,000.0000MXN10,700,123.01
IRS PMXIER05.61 05/21/21 CSFBUS33 FLOAT(75,200,000.0000)MXN(4,025,318.83)
IRS R05.61PMXIE 05/21/21 CSFBUS33 FIXED75,200,000.0000MXN3,816,281.77
IRS PMXIER05.68 05/28/21 CSFBUS33 FLOAT(33,700,000.0000)MXN(1,803,899.53)
IRS R05.68PMXIE 05/28/21 CSFBUS33 FIXED33,700,000.0000MXN1,713,023.11
IRS R05.79PMXIE 06/02/23 CSFBUS33 FIXED32,500,000.0000MXN1,614,360.94
IRS PMXIER05.79 06/02/23 CSFBUS33 FLOAT(32,500,000.0000)MXN(1,739,665.72)
IRS R05.90PMXIE 07/20/21 CSFBUS33 FIXED200,500,000.0000MXN10,240,141.78
IRS PMXIER05.90 07/20/21 CSFBUS33 FLOAT(200,500,000.0000)MXN(10,732,399.27)
IRS PMXIER05.79 09/06/21 CSFBUS33 FLOAT(223,200,000.0000)MXN(11,947,488.86)
IRS R05.79PMXIE 09/06/21 CSFBUS33 FIXED223,200,000.0000MXN11,344,700.05
IRS PMXIER06.49 09/08/26 CSFBUS33 FLOAT(141,900,000.0000)MXN(7,595,648.16)
IRS R06.49PMXIE 09/08/26 CSFBUS33 FIXED141,900,000.0000MXN7,031,997.36
IRS R07.38PMXIE 11/04/26 CSFBUS33 FIXED5,800,000.0000MXN304,758.88
IRS PMXIER07.38 11/04/26 CSFBUS33 FLOAT(5,800,000.0000)MXN(310,463.42)
IRS R07.38PMXIE 11/17/21 CSFBUS33 FIXED23,600,000.0000MXN1,260,087.02
IRS PMXIER07.38 11/17/21 CSFBUS33 FLOAT(23,600,000.0000)MXN(1,263,264.95)
IRS PMXIER07.35 11/17/21 CSFBUS33 FLOAT(30,200,000.0000)MXN(1,616,550.91)
IRS R07.35PMXIE 11/17/21 CSFBUS33 FIXED30,200,000.0000MXN1,610,562.90
IRS R07.19PMXIE 12/03/21 CSFBUS33 FIXED15,100,000.0000MXN801,360.55
IRS PMXIER07.19 12/03/21 CSFBUS33 FLOAT(15,100,000.0000)MXN(808,275.46)
IRS PMXIER07.86 02/02/27 CSFBUS33 FLOAT(187,600,000.0000)MXN(10,041,885.80)
IRS R07.86PMXIE 02/02/27 CSFBUS33 FIXED187,600,000.0000MXN10,164,118.14
IRS R08.01PMXIE 02/04/27 CSFBUS33 FIXED79,800,000.0000MXN4,364,320.32
IRS PMXIER08.01 02/04/27 CSFBUS33 FLOAT(79,800,000.0000)MXN(4,271,548.44)
IRS R07.81PMXIE 02/17/27 CSFBUS33 FIXED117,200,000.0000MXN6,329,358.84
IRS PMXIER07.81 02/17/27 CSFBUS33 FLOAT(117,200,000.0000)MXN(6,273,502.21)
IRS R07.53PMXIE 02/23/22 CSFBUS33 FIXED100,100,000.0000MXN5,371,734.13
IRS PMXIER07.53 02/23/22 CSFBUS33 FLOAT(100,100,000.0000)MXN(5,358,170.41)
IRS PMXIER07.20 06/11/27 CSFBUS33 FLOAT(20,000,000.0000)MXN(1,070,563.52)
IRS R07.20PMXIE 06/11/27 CSFBUS33 FIXED20,000,000.0000MXN1,034,043.82
証券名数量通貨時価(米ドル)
IRS PMXIER07.15 06/11/27 CSFBUS33 FLOAT(245,800,000.0000)MXN(13,157,225.63)
IRS R07.15PMXIE 06/11/27 CSFBUS33 FIXED245,800,000.0000MXN12,663,768.23
IRS PMXIER07.48 06/18/37 CSFBUS33 FLOAT(7,600,000.0000)MXN(406,814.14)
IRS R07.48PMXIE 06/18/37 CSFBUS33 FIXED7,600,000.0000MXN383,979.17
IRS PMXIER07.38 08/14/37 CSFBUS33XXX FLOAT7,100,000.0000MXN380,050.05
IRS R07.38PMXIE 08/14/37 CSFBUS33XXX FIXED(7,100,000.0000)MXN(354,555.54)
IRS PMXIER07.36 08/21/37 CSFBUS33XXX FLOAT(49,300,000.0000)MXN(2,638,939.07)
IRS R07.36PMXIE 08/21/37 CSFBUS33XXX FIXED49,300,000.0000MXN2,456,179.50
IRS R07.16PMXIE 09/06/32 CSFBUS33XXX FIXED33,700,000.0000MXN1,679,780.56
IRS PMXIER07.16 09/06/32 CSFBUS33XXX FLOAT(33,700,000.0000)MXN(1,803,899.53)
IRS PMXIER07.37 10/11/27 CSFBUS33XXX FLOAT(227,600,000.0000)MXN(12,183,012.83)
IRS R07.37PMXIE 10/11/27 CSFBUS33XXX FIXED227,600,000.0000MXN11,883,613.71
IRS PMXIER07.87 12/16/22 CSFBUS33XXX FLOAT(27,800,000.0000)MXN(1,488,083.29)
IRS R07.87PMXIE 12/16/22 CSFBUS33XXX FIXED27,800,000.0000MXN1,512,859.91
IRS P07.98RMXIE 12/10/27 CSFBUS33XXX FIXED(63,300,000.0000)MXN(3,448,251.06)
IRS RMXIEP07.98 12/10/27 CSFBUS33XXX FLOAT63,300,000.0000MXN3,388,333.53
IRS R07.86PMXIE 12/27/22 CSFBUS33XXX FIXED48,800,000.0000MXN2,654,884.07
IRS PMXIER07.86 12/27/22 CSFBUS33XXX FLOAT(48,800,000.0000)MXN(2,612,174.98)
IRS RMXIEP07.99 12/21/27 CSFBUS33XXX FLOAT1,300,000.0000MXN69,586.63
IRS P07.99RMXIE 12/21/27 CSFBUS33XXX FIXED(1,300,000.0000)MXN(70,842.06)
IRS PMXIER07.88 12/27/22 CSFBUS33XXX FLOAT(780,300,000.0000)MXN(41,768,035.65)
IRS R07.88PMXIE 12/27/22 CSFBUS33XXX FIXED780,300,000.0000MXN42,476,057.73
IRS P08.00RMXIE 12/21/27 CSFBUS33XXX FIXED(374,000,000.0000)MXN(20,401,907.15)
IRS RMXIEP08.00 12/21/27 CSFBUS33XXX FLOAT374,000,000.0000MXN20,019,537.78
IRS RMXIEP07.80 12/28/27 CSFBUS33XXX FLOAT29,000,000.0000MXN1,552,317.10
IRS P07.80RMXIE 12/28/27 CSFBUS33XXX FIXED(29,000,000.0000)MXN(1,559,378.61)
IRS PMXIER07.64 01/03/23 CSFBUS33XXX FLOAT(49,400,000.0000)MXN(2,644,291.89)
IRS R07.64PMXIE 01/03/23 CSFBUS33XXX FIXED49,400,000.0000MXN2,664,234.19
IRS R07.64PMXIE 01/03/23 CSFBUS33XXX FIXED31,200,000.0000MXN1,682,338.34
IRS PMXIER07.64 01/03/23 CSFBUS33XXX FLOAT(31,200,000.0000)MXN(1,670,079.09)
IRS RMXIEP07.91 12/30/27 CSFBUS33XXX FLOAT(1,400,000.0000)MXN(74,939.45)
IRS P07.91RMXIE 12/30/27 CSFBUS33XXX FIXED1,400,000.0000MXN75,861.22
IRS PMXIER07.74 01/05/23 CSFBUS33XXX FLOAT(33,200,000.0000)MXN(1,777,135.44)
IRS R07.74PMXIE 01/05/23 CSFBUS33XXX FIXED33,200,000.0000MXN1,797,699.08
IRS R07.61PMXIE 01/23/23 CSFBUS33XXX FIXED187,200,000.0000MXN10,106,009.50
IRS PMXIER07.61 01/23/23 CSFBUS33XXX FLOAT(187,200,000.0000)MXN(10,020,474.53)
IRS RMXIEP08.10 01/04/38 CSFBUS33XXX FLOAT72,300,000.0000MXN3,870,087.12
IRS P08.10RMXIE 01/04/38 CSFBUS33XXX FIXED(72,300,000.0000)MXN(3,903,122.26)
IRS RMXIEP08.03 01/31/28 CSFBUS33XXX FLOAT45,400,000.0000MXN2,430,179.19
IRS P08.03RMXIE 01/31/28 CSFBUS33XXX FIXED(45,400,000.0000)MXN(2,480,129.87)
IRS PMXIER07.80 02/06/23 CSFBUS33XXX FLOAT(76,600,000.0000)MXN(4,100,258.27)
IRS R07.80PMXIE 02/06/23 CSFBUS33XXX FIXED76,600,000.0000MXN4,158,433.19
IRS R07.82PMXIE 02/06/23 CSFBUS33XXX FIXED37,700,000.0000MXN2,047,882.63
IRS PMXIER07.82 02/06/23 CSFBUS33XXX FLOAT(37,700,000.0000)MXN(2,018,012.23)
IRS RMXIEP08.05 01/31/28 CSFBUS33XXX FLOAT1,000,000.0000MXN53,528.18
IRS P08.05RMXIE 01/31/28 CSFBUS33XXX FIXED(1,000,000.0000)MXN(54,704.56)
IRS PMXIER07.67 03/05/25 CSFBUS33XXX FLOAT(1,612,600,000.0000)MXN(86,319,536.45)
IRS R07.67PMXIE 03/05/25 CSFBUS33XXX FIXED1,612,600,000.0000MXN86,878,134.34
IRS PMXIER07.71 03/07/25 CSFBUS33XXX FLOAT(433,300,000.0000)MXN(23,193,758.61)
IRS R07.71PMXIE 03/07/25 CSFBUS33XXX FIXED433,300,000.0000MXN23,400,681.27
IRS R07.71PMXIE 03/07/25 CSFBUS33XXX FIXED435,800,000.0000MXN23,529,294.50
IRS PMXIER07.71 03/07/25 CSFBUS33XXX FLOAT(435,800,000.0000)MXN(23,327,579.05)
IRS PMXIER07.57 03/18/25 CSFBUS33XXX FLOAT(612,000,000.0000)MXN(32,759,243.65)
IRS R07.57PMXIE 03/18/25 CSFBUS33XXX FIXED612,000,000.0000MXN32,787,885.05
IRS R07.60PMXIE 04/14/25 CSFBUS33XXX FIXED860,700,000.0000MXN46,182,668.83
IRS PMXIER07.60 04/14/25 CSFBUS33XXX FLOAT(860,700,000.0000)MXN(46,071,700.99)
IRS PMXIER07.53 04/18/23 CSFBUS33XXX FLOAT(381,400,000.0000)MXN(20,415,646.29)
IRS R07.53PMXIE 04/18/23 CSFBUS33XXX FIXED381,400,000.0000MXN20,475,645.62
IRS PMXIER07.54 04/18/23 CSFBUS33XXX FLOAT(24,900,000.0000)MXN(1,332,851.58)
IRS R07.54PMXIE 04/18/23 CSFBUS33XXX FIXED24,900,000.0000MXN1,337,614.27
証券名数量通貨時価(米ドル)
IRS R07.61PMXIE 04/15/25 CSFBUS33XXX FIXED51,600,000.0000MXN2,769,850.85
IRS PMXIER07.61 04/15/25 CSFBUS33XXX FLOAT(51,600,000.0000)MXN(2,762,053.88)
IRS PMXIER07.52 04/18/23 CSFBUS33XXX FLOAT(891,800,000.0000)MXN(47,736,427.26)
IRS R07.52PMXIE 04/18/23 CSFBUS33XXX FIXED891,800,000.0000MXN47,856,529.25
IRS PMXIER07.53 04/21/23 CSFBUS33XXX FLOAT(30,900,000.0000)MXN(1,654,020.64)
IRS R07.53PMXIE 04/21/23 CSFBUS33XXX FIXED30,900,000.0000MXN1,658,859.62
PETROLEOS MEXI 4.875% 01/24/22970,000.0000USD987,945.00
PETROLEOS MEXIC 6.75% 09/21/47970,000.0000USD945,265.00
PETROLEOS MEXICA 6.5% 03/13/273,040,000.0000USD3,150,808.00
DRAGN 1 A V/R 07/13/23 /GBP/255,128.0000GBP343,884.24
PETROBRAS 6.25% 12/14/26/GBP/2,831,000.0000GBP4,240,315.95
PETROBRAS 6.625% 01/16/34/GBP/2,900,000.0000GBP4,280,369.64
BABSE 2014 1.3% 04/15/27 /EUR/17,350,000.0000EUR21,149,974.01
PENTA 2015- V/R 08/04/28 /EUR/16,600,000.0000EUR20,107,937.36
DARLING G 3.625% 05/15/26/EUR/100,000.0000EUR122,149.51
PLLS II-X A V/R 07/16/82 /EUR/1,937,257.1800EUR2,334,312.79
PGAEA 2007- V/R 12/28/96 /EUR/1,600,000.0000EUR1,933,838.61
PGAEA 2007- V/R 12/28/96 /EUR/9,900,000.0000EUR11,677,967.87
RENOR 1 C V/R 10/07/95 /EUR/6,923,651.5300EUR8,144,455.63
PETROBRAS 5.875% 03/07/22/EUR/1,100,000.0000EUR1,536,691.53
FAB 2003-1 V/R 08/20/80 /EUR/500,000.0000EUR582,134.86
TEVA PHAR 0.375% 07/25/20/EUR/4,800,000.0000EUR5,652,058.73
COOPERATIEVE R V/R /PERP//EUR/5,600,000.0000EUR7,754,941.20
UNITED GR 4.875% 07/01/24/EUR/500,000.0000EUR620,763.38
CRNCL 2013- V/R 10/20/28 /EUR/9,400,000.0000EUR11,381,345.74
TEVA PHARM 4.5% 03/01/25/EUR/2,600,000.0000EUR3,197,229.32
TEVA PHARM 3.25% 04/15/22/EUR/11,400,000.0000EUR14,052,172.03
UNITED GR 4.375% 07/01/22/EUR/600,000.0000EUR744,424.49
DRYD 2014-3 V/R 08/23/26 /EUR/20,200,000.0000EUR24,459,300.15
UNITED GR 4.875% 07/01/24/EUR/600,000.0000EUR744,916.05
FAB 2002-1 V/R 12/31/78 /EUR/125,566.2900EUR151,732.51
IMCD NV 2.5% 03/26/25/EUR/1,700,000.0000EUR2,048,624.78
SIGMA HOLD 5.75% 05/15/26/EUR/800,000.0000EUR964,489.54
WPC EUROB 2.125% 04/15/27/EUR/2,100,000.0000EUR2,545,739.39
RENOR 1 D2 V/R 10/07/95 /EUR/5,446,257.8900EUR6,637,702.78
RABOBANK STIC 6.5% /PERP//EUR/1,731,000.0000EUR2,607,988.17
COOPERATIEVE R V/R /PERP//EUR/13,510,000.0000EUR17,718,757.95
DRYD 2014-3 V/R 05/17/27 /EUR/17,285,000.0000EUR20,940,404.76
DPF 2017-1 V/R 07/28/22 /EUR/26,051,439.0200EUR31,837,204.34
T/L SIGMA BI 0% 03/07/25 /EUR/5,300,000.0000EUR6,421,812.15
RENOR 1 5.183% 10/07/95 /EUR/5,026,649.0500EUR6,275,440.05
TIKEH 2015- V/R 08/04/28 /EUR/1,600,000.0000EUR1,938,235.52
TEVA PHAR 0.125% 07/27/18/CHF/1,295,000.0000CHF1,309,457.46
ABN AMRO BANK N 2.45% 06/04/205,900,000.0000USD5,813,358.50
ABN AMRO BANK NV 1.8% 09/20/19200,000.0000USD196,875.80
COOPERAT RABOB 3.125% 04/26/212,500,000.0000USD2,492,800.00
COOPERAT RABOBANK V/R 04/26/211,750,000.0000USD1,752,430.16
ING BANK NV 2.5% 10/01/193,300,000.0000USD3,275,605.15
ING BANK NV 2.45% 03/16/203,200,000.0000USD3,160,287.26
OCI NV 6.625% 04/15/23600,000.0000USD609,150.00
OI EUROPEAN GROUP 4% 03/15/23289,000.0000USD275,272.50
PETROBRAS GLOBA 5.75% 01/20/20400,000.0000USD419,500.00
PETROBRAS GLOBA 6.75% 01/27/41248,000.0000USD235,850.48
PETROBRAS GLOBA 6.85% 06/05/151,082,000.0000USD1,006,260.00
PETROBRAS GLOB 8.375% 05/23/21236,000.0000USD266,652.86
PETROBRAS GLOBA 8.75% 05/23/262,340,000.0000USD2,751,840.00
PETROBRAS GLOB 6.125% 01/17/2219,381,000.0000USD20,563,241.00
PETROBRAS GLOB 7.375% 01/17/2718,022,000.0000USD19,434,924.80
PETROBRAS GLOB 5.299% 01/27/25268,000.0000USD264,650.00
PETROBRAS GLOB 5.999% 01/27/281,426,000.0000USD1,396,410.50
証券名数量通貨時価(米ドル)
SIGMA HOLDCO B 7.875% 05/15/261,700,000.0000USD1,708,500.00
SYNGENTA FINAN 5.182% 04/24/281,400,000.0000USD1,378,198.36
SYNGENTA FINAN 3.698% 04/24/20600,000.0000USD601,376.49
SYNGENTA FINAN 3.933% 04/23/21800,000.0000USD801,005.46
SYNGENTA FINAN 4.892% 04/24/25800,000.0000USD793,592.70
SYNGENTA FINAN 4.441% 04/24/235,300,000.0000USD5,289,967.52
SYNGENTA FINAN 5.676% 04/24/48400,000.0000USD380,204.62
TEVA PHARMACEUTICA 6% 04/15/245,200,000.0000USD5,062,473.57
TEVA PHARMACEUT 6.75% 03/01/28400,000.0000USD396,015.31
ING GROEP NV V/R 03/22/2827,600,000.0000USD27,796,788.00
T/L AXALTA COAT 0% 6/1/24470,000.0000USD472,498.99
T/L PETROBRAS GLOB 0% 9/6/224,000,000.0000USD3,977,600.00
PETROBRAS GLOB 5.299% 01/27/252,195,000.0000USD2,167,562.50
PETROBRAS GLOB 5.999% 01/27/2811,463,000.0000USD11,225,142.75
NORWEGIAN AIR 4.875% 05/10/28476,280.2400USD464,968.58
BANISTMO SA 3.65% 09/19/22200,000.0000USD191,800.00
REPUBLIC OF 8.2% 08/12/26/PEN/12,400,000.0000PEN4,710,951.52
BONOS DE T 6.15% 08/12/32/PEN/46,805,000.0000PEN15,202,864.86
REPUBLIC OF 5.7% 08/12/24/PEN/13,000,000.0000PEN4,285,727.51
CORP FINANCIERA 3.25% 07/15/197,000,000.0000USD7,017,500.00
BANCO ESP 2.625% 05/08/17/EUR/3,100,000.0000EUR1,106,682.16
STATE OF QATAR 3.875% 04/23/237,800,000.0000USD7,778,752.80
STATE OF QATAR 4.5% 04/23/285,200,000.0000USD5,188,492.40
STATE OF QATAR 5.103% 04/23/485,600,000.0000USD5,551,140.00
QATARI DIAR FINANC 5% 07/21/2011,400,000.0000USD11,755,748.40
STATE OF QATAR 3.875% 04/23/232,500,000.0000USD2,493,190.00
RUSSIAN FEDERATIO 11% 07/24/187,726,000.0000USD7,870,785.24
RUSSIAN FEDERATI 3.5% 01/16/191,200,000.0000USD1,200,286.80
RUSSIAN FEDERATI 3.5% 01/16/19200,000.0000USD200,047.80
RUSSIAN FEDERATION 5% 04/29/20700,000.0000USD716,568.30
SAUDI INTERNATIO 4.5% 10/26/464,100,000.0000USD3,715,666.00
SAUDI INTERNAT 2.875% 03/04/238,200,000.0000USD7,837,117.20
SAUDI INTERNAT 4.625% 10/04/476,400,000.0000USD5,858,451.20
SAUDI INTERNATIONA 4% 04/17/2561,000,000.0000USD60,145,146.00
SAUDI INTERNATIO 4.5% 04/17/3021,500,000.0000USD21,210,115.50
SAUDI INTERNATIONA 5% 04/17/4919,900,000.0000USD19,058,230.00
SAUDI INTERNAT 2.375% 10/26/213,500,000.0000USD3,358,446.00
REPUBLIC OF SER 7.25% 09/28/214,300,000.0000USD4,757,262.00
REPUBLIC OF SE 4.875% 02/25/204,500,000.0000USD4,588,888.50
BOC AVIATION L 2.375% 09/15/21570,000.0000USD545,552.13
BOC AVIATION LTD V/R 05/02/213,380,000.0000USD3,382,377.83
IRS PJI3MR08.30 03/15/27 CSFBUS33 FLOAT(1,400,000.0000)ZAR(113,417.72)
IRS R08.30PJI3M 03/15/27 CSFBUS33 FIXED1,400,000.0000ZAR118,286.11
IRS R08.25PJI3M 03/15/24 CSFBUS33 FIXED(7,700,000.0000)ZAR(650,567.79)
IRS PJI3MR08.25 03/15/24 CSFBUS33 FLOAT7,700,000.0000ZAR623,797.47
IRS R07.25PJI3M 09/19/23 CSFBUS33XXX FIXED(305,500,000.0000)ZAR(24,673,554.33)
IRS PJI3MR07.25 09/19/23 CSFBUS33XXX FLOAT305,500,000.0000ZAR24,749,367.09
IRS R07.75PJI3M 09/19/28 CSFBUS33XXX FIXED626,200,000.0000ZAR50,618,886.07
IRS PJI3MR07.75 09/19/28 CSFBUS33XXX FLOAT(626,200,000.0000)ZAR(50,730,126.58)
GROWTHPOINT PR 5.872% 05/02/231,600,000.0000USD1,622,697.73
KOREA NATIONAL 2.125% 04/14/21600,000.0000USD577,017.07
SK TELECOM CO L 3.75% 04/16/23600,000.0000USD596,483.02
GENERALITA 4.75% 06/04/18/EUR/1,217,000.0000EUR1,481,665.62
GENERALITAT 4.9% 09/15/21/EUR/1,350,000.0000EUR1,798,948.21
GENERALITA 4.95% 02/11/20/EUR/250,000.0000EUR323,609.23
GENERALITA 6.35% 11/30/41/EUR/250,000.0000EUR398,786.77
INMOBILIA 1.625% 11/28/25/EUR/3,000,000.0000EUR3,591,600.50
INMOBILIARIA 2% 04/17/26/EUR/2,900,000.0000EUR3,522,549.70
BANCO SANTANDE V/R /PERP//EUR/10,200,000.0000EUR12,366,673.93
BANCO BILBAO V V/R /PERP//EUR/20,200,000.0000EUR25,440,920.13
証券名数量通貨時価(米ドル)
BANCO SANTANDE V/R /PERP//EUR/11,400,000.0000EUR15,283,715.05
BANCO BILBAO V V/R /PERP//EUR/3,400,000.0000EUR4,446,937.65
BONOS Y OB 0.25% 04/30/18/EUR/12,914,000.0000EUR15,627,876.86
MERLIN PR 1.875% 11/02/26/EUR/700,000.0000EUR847,548.02
MERLIN PRO 1.75% 05/26/25/EUR/1,710,000.0000EUR2,089,845.17
DRVES 5 A V/R 12/21/28 /EUR/35,667,371.6400EUR43,329,564.13
BANCO SANTANDE 3.848% 04/12/231,200,000.0000USD1,192,149.95
BANCO SANTANDER S V/R 04/12/23800,000.0000USD803,357.02
BANCO SANTANDE 4.379% 04/12/28800,000.0000USD791,048.40
TELEFONICA EMI 5.134% 04/27/20230,000.0000USD239,087.75
BANCO BILBAO VIZCAY V/R /PERP/2,400,000.0000USD2,404,576.80
CORP ANDIN 3.95% 10/15/21/MXN/723,145.2000MXN37,778.67
EAGLE INT GLO/RU 7.5% 05/01/25750,000.0000USD770,625.00
FASTIGHET 1.125% 03/14/22/EUR/8,045,000.0000EUR9,812,714.33
FASTIGHET 1.875% 03/14/25/EUR/1,100,000.0000EUR1,339,142.65
MOLNLYCKE 1.875% 02/28/25/EUR/300,000.0000EUR372,471.46
AKELIUS R 3.375% 09/23/20/EUR/2,900,000.0000EUR3,763,103.92
AKELIUS RES 1.5% 01/23/22/EUR/3,600,000.0000EUR4,466,102.56
FASTIGHET 1.875% 01/23/26/EUR/1,470,000.0000EUR1,751,126.62
UBS GROUP AG V/R /PERP//EUR/3,200,000.0000EUR4,342,076.22
CREDIT SUISSE 4.282% 01/09/286,700,000.0000USD6,605,842.15
CREDIT SUISSE GRO V/R 12/14/233,600,000.0000USD3,459,817.87
CREDIT SUISSE GRO V/R 12/14/235,000,000.0000USD5,101,931.80
CREDIT SUISSE GRO V/R 01/12/2933,900,000.0000USD32,268,231.64
CREDIT SUISSE AG 6.5% 08/08/233,985,000.0000USD4,325,968.56
CREDIT SUISSE 4.375% 08/05/20750,000.0000USD769,669.53
UBS AG STAMFOR 7.625% 08/17/226,000,000.0000USD6,757,200.00
UBS GROUP FUND 4.125% 09/24/252,470,000.0000USD2,456,503.62
UBS GROUP FUND 4.125% 04/15/262,500,000.0000USD2,482,353.70
UBS GROUP FUNDI 2.65% 02/01/227,100,000.0000USD6,847,239.08
UBS GROUP FUND 3.491% 05/23/232,000,000.0000USD1,966,063.24
UBS GROUP FUND 4.253% 03/23/282,200,000.0000USD2,187,113.13
UBS GROUP FUNDING V/R 08/15/231,000,000.0000USD959,614.55
UBS AG V/R 05/22/231,800,000.0000USD1,802,530.80
CREDIT SUISSE AG 6.5% 08/08/236,900,000.0000USD7,490,384.70
UBS AG 5.125% 05/15/24900,000.0000USD919,548.90
UBS GROUP AG V/R /PERP/200,000.0000USD214,549.00
UNITED REP OF TAN V/R 03/09/20666,666.6700USD692,333.34
KASIKORNBANK PCL 3.5% 10/25/192,200,000.0000USD2,205,002.80
REPUBLIC OF TURK 7.5% 11/07/19900,000.0000USD949,905.00
REPUBLIC OF TU 5.625% 03/30/214,700,000.0000USD4,857,544.00
TURKIYE GARANTI B V/R 02/11/195,800,000.0000USD5,795,725.40
HAZINE MUSTESA 4.557% 10/10/181,800,000.0000USD1,808,541.00
UKRAINE GOVERNM 7.75% 09/01/234,390,000.0000USD4,446,631.00
ABU DHABI GOVT 3.125% 10/11/279,600,000.0000USD8,898,393.60
ABU DHABI GOVT 4.125% 10/11/476,100,000.0000USD5,579,975.00
ABU DHABI GOVT I 2.5% 10/11/229,700,000.0000USD9,289,835.50
ABU DHABI GOVT 3.125% 10/11/2721,200,000.0000USD19,650,619.20
LLOYDS BANKI V/R 03/07/25/AUD/6,000,000.0000AUD4,511,305.67
LLOYDS BANKIN 4% 03/07/25/AUD/6,000,000.0000AUD4,513,521.72
EI GROUP 6.875% 02/15/21/GBP/950,000.0000GBP1,432,860.98
EI GROUP PL 6.5% 12/06/18/GBP/1,051,000.0000GBP1,477,633.38
WARW 3A RRC 0% 12/21/49 /GBP/383.0000GBP4,126,588.75
WARW 3A PRC 0% 12/21/49 /GBP/383.0000GBP579,185.83
WARW 3A D V/R 12/21/49 /GBP/1,406,000.0000GBP1,971,353.04
WARW 3A A V/R 12/21/49 /GBP/53,800,533.7600GBP74,527,743.60
WARW 3A C V/R 12/21/49 /GBP/2,460,000.0000GBP3,441,817.18
WARW 3A B V/R 12/21/49 /GBP/4,921,000.0000GBP6,877,619.62
WARW 3A E V/R 12/21/49 /GBP/1,406,000.0000GBP1,953,208.26
SLT 2 Z 0% 10/24/44 /GBP/1,000.0000GBP13,725,385.12
証券名数量通貨時価(米ドル)
SANTANDER 1.625% 05/10/21/GBP/6,300,000.0000GBP8,695,532.19
UNIQUE PUB 6.542% 3/30/21/GBP/870,200.0000GBP1,269,658.27
UNIQUE PU 7.395% 03/28/24/GBP/1,886,000.0000GBP2,900,187.87
UNIQUE PU 5.659% 06/30/27/GBP/2,381,756.7100GBP3,656,183.66
SPIRIT IS 6.582% 12/28/27/GBP/550,000.0000GBP786,764.22
SPIRIT ISS V/R 12/28/31 /GBP/1,060,000.0000GBP1,433,180.37
GREENE KI 5.702% 12/15/34/GBP/4,156,000.0000GBP5,411,102.60
GREENE KI 5.106% 03/15/34/GBP/150,000.0000GBP239,008.63
PARGN 13X A V/R 01/15/39 /GBP/4,141,754.1000GBP5,496,373.52
THEAT 2007- V/R 10/15/31 /GBP/669,465.1100GBP891,300.54
THEAT 2007- V/R 10/15/31 /GBP/1,423,887.5400GBP1,920,069.44
NGATE 2007- V/R 12/15/50 /GBP/22,200,000.0000GBP28,512,924.05
ESAIL 2007- V/R 06/13/45 /GBP/15,092,760.6000GBP20,796,698.07
ESAIL 2007- V/R 06/13/45 /GBP/1,160,189.1000GBP1,600,691.50
ESAIL 2007- V/R 06/13/45 /GBP/1,856,302.5600GBP2,561,106.39
ESAIL 2006- V/R 09/10/44 /GBP/1,214,111.1900GBP1,670,357.64
ESAIL 2007- V/R 09/13/45 /GBP/6,996,571.9200GBP9,512,562.72
BARCLAYS BANK V/R /PERP//GBP/9,970,000.0000GBP15,441,844.17
TESCO PRO 5.8% 10/13/40 /GBP/402,688.8500GBP661,675.12
TESCO PRO 5.744% 04/13/40 /GBP166,402.4600GBP270,940.06
CO-OP GRP H S/UP 07/08/26/GBP/600,000.0000GBP1,007,633.97
TESCO PRO 6.051% 10/13/39 /GB5,167,501.8500GBP8,543,035.52
CO-OP GRP H S/UP 07/08/20/GBP/3,430,000.0000GBP5,155,731.19
TESCO PRO 5.411% 07/13/44/GBP/2,652,245.5800GBP4,206,586.06
RMS 30 A V/R 09/20/21 /GBP/13,455,071.2200GBP18,642,332.74
TRINI 2015- V/R 07/15/51 /GBP/656,363.0300GBP916,519.72
EI GROUP 6.375% 02/15/22/GBP/5,600,000.0000GBP8,076,199.32
BARCLAYS 3.125% 01/17/24/GBP/27,000,000.0000GBP37,777,420.54
HSBC HOLD 2.625% 08/16/28/GBP/360,000.0000GBP489,016.76
SANTANDER 3.625% 01/14/26/GBP/1,900,000.0000GBP2,770,876.83
ROFIN 2 A V/R 03/08/21 /GBP/8,764,083.5400GBP12,284,818.46
SANTANDER UK G V/R /PERP//GBP/11,465,000.0000GBP17,211,082.58
ONCIL 2016- V/R 06/12/21 /GBP/11,347,905.8900GBP15,883,010.93
BARCLAYS PLC V/R /PERP//GBP/14,200,000.0000GBP21,260,968.70
LLOYDS BAN 2.25% 10/16/24/GBP/6,600,000.0000GBP8,937,152.49
BARCLAYS PLC V/R /PERP//GBP/6,400,000.0000GBP8,847,860.72
LIBERTY L 2.625% 11/28/24/GBP/1,250,000.0000GBP1,731,289.96
LIBERTY L 3.375% 11/28/29/GBP/500,000.0000GBP698,865.13
RMS 29 A V/R 09/20/21 /GBP/11,191,698.0100GBP15,577,495.99
BARCLAYS PLC V/R 10/06/23/GBP/7,350,000.0000GBP10,080,061.20
BARCLAYS P 3.25% 01/17/33/GBP/3,300,000.0000GBP4,337,290.41
TRITAX BI 2.625% 12/14/26/GBP/1,000,000.0000GBP1,375,657.25
TRITAX BI 3.125% 12/14/31/GBP/800,000.0000GBP1,101,295.09
PMF 2018-1B V/R 12/12/54 /GBP/6,449,822.7100GBP8,917,588.45
PINNACLE 6.375% 02/15/25/GBP/500,000.0000GBP703,535.25
FSQ 2018-1 V/R 09/12/65 /GBP/36,800,000.0000GBP50,852,590.75
GRAINGER 3.375% 04/24/28/GBP/2,000,000.0000GBP2,769,020.92
VIRGIN MEDIA SEC F9,450,000.0000GBP13,391,795.79
LLOYDS BANKING V/R /PERP//GBP/7,511,000.0000GBP11,760,355.29
LLOYDS BANKING V/R /PERP//GBP/2,400,000.0000GBP4,012,096.02
LLOYDS BANKING V/R /PERP//GBP/27,038,000.0000GBP39,073,785.03
BARCLAYS PLC V/R /PERP//GBP/7,540,000.0000GBP10,932,768.77
SOCIETY OF 4.75% 10/30/24/GBP/400,000.0000GBP610,979.64
SLT 1 B V/R 10/24/19 /GBP/7,819,000.0000GBP10,891,625.36
BARCLAYS P 3.25% 02/12/27/GBP/17,530,000.0000GBP24,032,751.43
VIRGIN MEDIA 5% 04/15/27/GBP/1,560,000.0000GBP2,138,160.97
BARCLAYS PLC V/R /PERP//GBP/7,853,000.0000GBP11,938,101.35
ARDONAGH 8.375% 07/15/23/GBP/1,700,000.0000GBP2,461,436.80
VIRGIN MEDIA 5% 04/15/27/GBP/2,200,000.0000GBP3,015,355.21
TP ICAP PL 5.25% 01/26/24/GBP/1,900,000.0000GBP2,765,206.88
証券名数量通貨時価(米ドル)
ANNINGTON 3.184% 07/12/29/GBP/900,000.0000GBP1,240,317.86
ANNINGTON 2.646% 07/12/25/GBP/2,200,000.0000GBP3,022,591.20
SANTANDER UK G V/R /PERP//GBP/3,700,000.0000GBP5,570,692.92
HWKSM 2016- V/R 05/25/53 /GBP/7,775,471.7400GBP10,836,625.88
GREENE KI 4.064% 03/15/35/GBP/740,136.0000GBP1,086,888.26
VIRGIN MONEY H V/R /PERP//GBP/200,000.0000GBP296,012.18
RIPON 1A A1 V/R 02/20/22 /GBP/22,717,142.9300GBP31,566,798.21
SLT 1 C V/R 10/24/19 /GBP/2,600,000.0000GBP3,621,025.90
TWIN 2017-1 V/R 09/12/44 /GBP/19,211,721.7900GBP26,597,491.27
IRS RBP6MP01.50 09/19/28 CSFBUS33XXX FLOAT85,090,000.0000GBP117,394,414.65
IRS P01.50RBP6M 09/19/28 CSFBUS33XXX FIXED(85,090,000.0000)GBP(116,053,912.48)
GRIF 1 A V/R 08/28/39 /EUR/1,204,346.9900EUR1,315,978.40
ROYAL BK SC 2.5% 03/22/23/EUR/6,700,000.0000EUR8,633,054.95
G4S INTL FI 1.5% 01/09/23/EUR/1,400,000.0000EUR1,733,842.63
ROYAL BK SCO V/R 03/08/23/EUR/1,900,000.0000EUR2,392,527.87
SANTANDER UK V/R 03/27/24/EUR/2,800,000.0000EUR3,403,074.86
BARCLAYS PLC V/R /PERP//EUR/3,160,000.0000EUR4,403,459.38
LLOYDS BANKING V/R /PERP//EUR/1,400,000.0000EUR1,846,671.93
BARCLAYS PLC V/R /PERP//EUR/15,900,000.0000EUR20,491,786.09
HSBC HOLDINGS V/R /PERP//EUR/7,500,000.0000EUR10,008,388.10
HSBC HOLDINGS V/R /PERP//EUR/7,210,000.0000EUR10,109,204.53
ANNINGTON 1.65% 07/12/24/EUR/1,600,000.0000EUR1,942,474.66
HSBC HOLDINGS V/R /PERP//EUR/2,800,000.0000EUR3,601,192.39
BARCLAYS 1.875% 12/08/23/EUR/4,220,000.0000EUR5,277,636.06
BARCLAYS PLC V/R /PERP/1,330,000.0000USD1,369,254.95
BARCLAYS PLC 4.375% 01/12/262,900,000.0000USD2,872,247.00
BARCLAYS PLC 3.684% 01/10/23500,000.0000USD493,619.87
BARCLAYS PLC V/R 01/10/231,000,000.0000USD1,031,683.73
BARCLAYS PLC 4.337% 01/10/28700,000.0000USD683,963.32
BARCLAYS BANK 7.625% 11/21/225,640,000.0000USD6,186,375.00
ENSCO PLC 7.75% 02/01/26158,000.0000USD149,902.50
HSBC HOLDINGS PL 4.3% 03/08/26500,000.0000USD506,515.33
HSBC HOLDINGS PLC V/R 03/13/23800,000.0000USD788,232.89
HSBC HOLDINGS PLC V/R 03/13/28700,000.0000USD687,083.29
HSBC HOLDINGS PLC V/R 11/22/234,900,000.0000USD4,764,014.56
HSBC HOLDINGS PLC V/R /PERP/5,400,000.0000USD5,481,054.00
HSBC HOLDINGS PLC V/R /PERP/9,470,000.0000USD9,635,725.00
IMPERIAL BRANDS 2.95% 07/21/201,300,000.0000USD1,289,491.94
LLOYDS BANKING GROU V/R /PERP/2,700,000.0000USD2,920,050.00
LLOYDS BANKING GR V/R 11/07/233,500,000.0000USD3,361,724.35
LLOYDS BANKING GR V/R 11/07/285,600,000.0000USD5,201,564.48
LLOYDS BANKING 4.375% 03/22/282,200,000.0000USD2,189,214.68
LLOYDS BANK PLC V/R /PERP/200,000.0000USD254,553.40
NATIONWIDE BLDG S V/R 03/08/245,600,000.0000USD5,547,410.29
NATIONWIDE BLDG S V/R 03/08/295,600,000.0000USD5,506,481.57
ROYAL BK SCOTLND 4.8% 04/05/262,300,000.0000USD2,346,193.02
ROYAL BK SCOTLND GR V/R /PERP/4,200,000.0000USD4,609,500.00
ROYAL BK SCOTL 3.875% 09/12/235,500,000.0000USD5,411,250.85
ROYAL BK SCOTLND V/R 05/15/232,214,000.0000USD2,168,184.21
ROYAL BK SCOTLND V/R 05/15/233,074,000.0000USD3,115,541.45
ROYAL BK SCOTLND GR V/R /PERP/2,900,000.0000USD3,052,975.00
ROYAL BK SCOTLND GR V/R /PERP/1,700,000.0000USD1,861,500.00
SANTANDER UK G 2.875% 08/05/213,600,000.0000USD3,524,936.40
SANTANDER UK G 3.571% 01/10/231,500,000.0000USD1,472,534.69
SANTANDER UK GROU V/R 11/03/283,400,000.0000USD3,197,210.74
SANTANDER UK GROU V/R 01/05/2455,550,000.0000USD53,965,995.08
MITCHELLS & BUTLE V/R 12/15/30547,608.0000USD512,013.48
BARCLAYS BANK 7.625% 11/21/221,900,000.0000USD2,084,062.50
BARCLAYS PLC V/R /PERP/1,200,000.0000USD1,282,878.00
AMGEN INC 4% 09/13/29/GBP/500,000.0000GBP771,816.19
証券名数量通貨時価(米ドル)
WELLS FAR 2.125% 12/20/23/GBP/2,100,000.0000GBP2,896,552.18
DISCOVERY C 2.5% 09/20/24/GBP/300,000.0000GBP407,843.43
VERIZON C 3.375% 10/27/36/GBP/680,000.0000GBP932,429.80
DIGITAL STO 3.3% 07/19/29/GBP/400,000.0000GBP555,737.90
DIGITAL ST 2.75% 07/19/24/GBP/400,000.0000GBP557,977.35
EQUINIX I 2.875% 02/01/26/EUR/16,550,000.0000EUR19,380,777.95
AT&T INC 3.15% 09/04/36/EUR/600,000.0000EUR738,828.51
QUINTILES 2.875% 09/15/25/EUR/400,000.0000EUR473,851.17
NETFLIX I 3.625% 05/15/27/EUR/7,427,000.0000EUR8,952,012.53
QUINTILES 3.25% 03/15/25/EUR/500,000.0000EUR615,562.76
VERIZON C 2.875% 01/15/38/EUR/1,680,000.0000EUR2,054,297.36
EQUINIX I 2.875% 10/01/25/EUR/500,000.0000EUR589,573.57
EQUINIX I 2.875% 03/15/24/EUR/5,500,000.0000EUR6,650,799.75
GOLDMAN SACH V/R 12/16/20/EUR/1,200,000.0000EUR1,454,503.47
SCIENTIFI 3.375% 02/15/26/EUR/317,000.0000EUR373,182.76
NETFLIX I 3.625% 05/15/27/EUR/300,000.0000EUR361,600.08
DIGITAL E 2.625% 04/15/24/EUR/1,400,000.0000EUR1,803,190.03
ALLIANCE DA 4.5% 03/15/22/EUR/173,000.0000EUR216,553.60
T/L KLOCKNER 0% 06/30/22/EUR/300,000.0000EUR347,874.80
T/L UPC FIN 0% 10/15/2026/EUR/1,000,000.0000EUR1,214,268.12
CDS XS0772553037 05.000 NA 12/20/2021 CSFBUS33 FIXED1,600,000.0000EUR1,807,023.06
CDS XS0772553037 05.000 NA 12/20/2021 CSFBUS33 FLOAT(1,600,000.0000)EUR(1,936,239.97)
CDS NA 05.000 SP 12/20/2021 MYC SHORT(200,000.0000)EUR(242,030.00)
CDS NA 05.000 SP 12/20/2021 MYC LONG200,000.0000EUR228,095.77
AASET 2017-1A 3.967% 09/16/23462,100.0000USD460,661.94
AT&T INC 5.65% 02/15/4744,000.0000USD47,056.42
AT&T INC V/R 07/15/214,534,000.0000USD4,594,739.19
AT&T INC 3.4% 08/14/243,390,000.0000USD3,428,642.58
AT&T INC 3.9% 08/14/273,434,000.0000USD3,472,748.29
AT&T INC 4.9% 08/14/373,828,000.0000USD3,883,100.77
AT&T INC 5.15% 02/14/507,664,000.0000USD7,774,009.44
AT&T INC 5.3% 08/14/581,424,000.0000USD1,444,827.12
ACCR 2005-2 M5 V/R 07/25/359,805,923.2000USD9,649,429.49
ACCR 2005-2 M7 V/R 07/25/35715,410.9400USD625,107.05
ACE 2006-OP2 A1 V/R 08/25/369,063,136.8100USD8,823,682.39
ACE 2004-HS1 M1 V/R 02/25/346,677,088.0100USD6,531,390.61
ACE 2004-RM2 M2 V/R 01/25/351,433,710.6700USD1,422,465.50
ACE 2005-HE5 M4 V/R 08/25/355,023,000.0000USD4,834,025.20
ARMT 2005-4 7M1 V/R 08/25/357,500,000.0000USD7,217,734.50
AGFC CAP TRST 1 V/R 1/15/67 144A2,200,000.0000USD1,265,000.00
AIR LEASE CORP 3.25% 03/01/2537,900,000.0000USD35,561,323.27
ACBN 2003-1A 7.001% 03/20/21634,837.5300USD669,753.59
FNMA TBA 15YR TBA 2.5% MAY183,000,000.0000USD2,917,324.29
FNMA 15YR TBA 3.0% JUN 183,000,000.0000USD2,972,022.15
FNMA TBA 30YR 3.0% MAY 1890,000,000.0000USD86,772,656.70
FNMA 30YR TBA 3.0% JUNE 1891,800,000.0000USD88,396,944.62
FNMA 30YR TBA 3.5% MAY 1878,000,000.0000USD77,408,909.76
FNMA 30YR TBA 3.5% JUN 18221,700,000.0000USD219,712,503.84
FNMA 30YR TBA 4% MAY 18256,500,000.0000USD261,199,164.65
FNMA 30YR TBA 4% JUN 18152,000,000.0000USD154,550,158.72
ALLY FINANCIAL INC 8% 03/15/20550,000.0000USD594,687.50
ALLY FINANCIAL I 7.5% 09/15/20556,000.0000USD603,260.00
ALLY FINANCIAL 4.75% 09/10/188,326,000.0000USD8,392,608.00
ALLY FINANCIAL I 3.5% 01/27/195,240,000.0000USD5,265,152.00
ALLY FINANCIAL 3.75% 11/18/191,060,000.0000USD1,066,625.00
ALLY FINANCIAL 4.125% 03/30/205,800,000.0000USD5,843,500.00
ALLY FINANCIAL I 3.6% 05/21/187,065,000.0000USD7,065,000.00
ALLY FINANCIAL 3.25% 11/05/181,400,000.0000USD1,401,750.00
証券名数量通貨時価(米ドル)
ALLY FINANCIAL 4.25% 04/15/214,660,000.0000USD4,683,300.00
CWALT 2007-J2 2A1 6% 07/25/3744,947.0800USD43,795.39
CWALT 2006-OA10 V/R 08/25/4622,242,089.0800USD17,283,735.78
CWALT 2007-14T2 A 6% 07/25/3736,982,487.4500USD28,234,635.08
CWALT 2007-24 A10 7% 10/25/3744,206,193.6200USD28,992,061.83
AMER AIRLINE 17 3.35% 10/15/29480,000.0000USD460,856.69
AH4R 2014-SFR 6.231% 10/17/241,150,000.0000USD1,264,423.74
AMERICAN HONDA FI V/R 11/05/211,400,000.0000USD1,403,083.68
AMERICAN INTL GR 4.2% 04/01/281,412,000.0000USD1,396,718.98
AMERICAN INTL GRO V/R 04/01/482,766,000.0000USD2,790,202.50
FHLMC GOLD 30YR TBA 3% MAY1876,700,000.0000USD73,907,638.32
FHLMC GOLD TBA 30YR 3.5% MAY1843,000,000.0000USD42,686,849.06
FGLMC 30YR TBA 3.5% JUN 1822,000,000.0000USD21,810,994.26
AMERICAN TOWER COR 3% 06/15/231,864,000.0000USD1,791,441.25
AMERICAN WOODM 4.875% 03/15/26100,000.0000USD96,720.00
AMCAR 2017-2 A 1.65% 09/18/205,566,907.6200USD5,544,851.53
AMSI 2002-AR1 M1 V/R 09/25/32664,563.0800USD665,937.40
AMSI 2004-R9 M4 V/R 10/25/349,000,000.0000USD7,671,450.60
AMSI 2006-R1 M2 V/R 03/25/3627,500,000.0000USD25,950,724.25
AMSI 2005-R2 M4 V/R 04/25/357,004,000.0000USD6,907,491.88
AMSI 2006-R2 M1 V/R 04/25/3610,399,999.9900USD10,250,438.63
QUEST 2005-X1 M3 V/R 03/25/356,059,500.0000USD5,721,412.62
ANDEAVOR LOGIS L 3.5% 12/01/22144,000.0000USD141,208.84
ANDEAVOR LOGIS 4.25% 12/01/27258,000.0000USD247,935.42
ARAMARK SERVICES I 5% 02/01/2820,000.0000USD19,580.00
ARSI 2003-W3 M2 V/R 09/25/332,406,232.2000USD2,419,112.28
ARSI 2005-W1 A1 V/R 05/25/3537,663,642.9400USD35,896,351.82
ARSI 2006-W3 A2C V/R 04/25/369,132,807.2600USD4,000,109.30
ARMY HAWAII FAMIL V/R 06/15/508,200,000.0000USD6,251,761.75
ARROW ELECTRONI 3.25% 09/08/24479,000.0000USD450,725.17
ABSHE 2004-HE4 M V/R 06/25/344,130,138.0300USD3,856,697.29
ABFC 2005-HE1 M2 V/R 10/25/349,929,334.0200USD9,919,234.89
ABFC 2005-WMC1 M V/R 06/25/3512,354,238.0000USD12,038,280.83
ABSHE 2006-HE4 M V/R 05/25/3615,927,191.0800USD11,515,609.21
ASSURANT INC 4.2% 09/27/231,120,000.0000USD1,114,916.28
AVNT 2017-A A 2.41% 03/15/2151,100.6000USD51,084.06
AVNT 2017-B A 2.29% 11/15/185,357,684.9700USD5,347,500.55
AXA EQUITABLE HO 3.9% 04/20/23436,000.0000USD433,923.25
AXA EQUITABLE H 4.35% 04/20/282,610,000.0000USD2,551,001.29
AXA EQUITABLE HOLD 5% 04/20/481,518,000.0000USD1,462,754.82
BAMLL 2014-ICTS V/R 06/15/164,665,864.7400USD4,669,324.01
BAT CAPITAL CO 2.297% 08/14/20300,000.0000USD293,853.61
BAT CAPITAL CO 3.222% 08/15/241,132,000.0000USD1,078,701.34
BCAP 2009-RR13 1 V/R 04/26/375,802,138.7800USD4,908,181.79
BCAP 2011-R11 8A V/R 06/26/19701,542.2600USD673,641.43
BGC PARTNERS I 5.375% 12/09/191,450,000.0000USD1,484,072.16
BGC PARTNERS I 5.125% 05/27/21400,000.0000USD410,631.62
BCAP 2012-RR11 3 V/R 04/25/369,138,178.1600USD7,743,014.12
BCAP 2012-RR11 1.99% 10/25/15799,887.9000USD789,697.25
BMC SOFTWARE F 8.125% 07/15/2137,785,000.0000USD37,879,462.50
BX 2017-SLCT A V/R 07/15/198,250,000.0000USD8,265,463.80
BACM 2006-1 F V/R 09/10/458,787,000.0000USD8,909,487.27
BOAA 2006-6 CB5 6% 07/25/463,547,377.6600USD3,187,038.23
BOAA 2007-1 1A1 V/R 04/25/22313,678.5000USD313,767.24
BANK OF AMERICA C V/R 03/05/244,136,000.0000USD4,129,683.13
BAXALTA INC 2.875% 06/23/202,780,000.0000USD2,753,235.55
BOMFT 2017-RN2 A V/R 04/28/321,306,289.6700USD1,307,264.16
BSARM 2004-8 2A1 V/R 11/25/34445,402.2500USD435,364.35
BSABS 2007-HE3 1 V/R 04/25/376,543,384.9500USD8,287,538.60
BALTA 2007-2 1A1 V/R 04/25/3713,429,934.2100USD13,215,642.15
証券名数量通貨時価(米ドル)
BSABS 2005-2 M3 V/R 06/25/353,853,000.0000USD3,762,458.35
BSABS 2005-HE12 V/R 12/25/354,689,657.8400USD4,692,146.64
BSABS 2005-HE12 V/R 12/25/3510,480,757.8300USD8,292,484.59
BSABS 2006-HE1 1 V/R 12/25/359,109,000.0000USD9,141,342.42
BSABS 2005-HE10 V/R 11/25/356,218,913.4400USD5,058,592.30
BSABS 2006-AC3 1 V/R 05/25/3615,068,573.1100USD8,831,600.29
BSABS 2006-AC3 1 V/R 05/25/3615,068,573.1300USD990,885.26
BALTA 2007-3 1A1 V/R 11/25/4610,079,042.9800USD10,050,208.85
BSABS 2006-HE2 M V/R 02/25/367,436,000.0000USD7,356,342.59
BSABS 2006-HE3 M V/R 04/25/3612,900,000.0000USD12,829,791.75
BSABS 2007-HE6 2 V/R 08/25/3729,009,736.7700USD26,592,306.09
BSABS 2006-4 A V/R 10/25/367,171,106.5000USD7,163,231.19
BSABS 2007-HE1 1A V/R 02/25/379,685,446.4500USD10,494,534.75
BSMF 2007-AR1 2A V/R 02/25/3711,408,000.5800USD11,559,245.57
BERRY GLOBAL INC 4.5% 02/15/26794,000.0000USD760,255.00
BLACKSTONE CQP H 6.5% 03/20/217,400,000.0000USD7,464,750.00
BLACKSTONE CQP HOL 6% 08/18/211,300,000.0000USD1,308,125.00
BOSTON PROPERTIE 3.2% 01/15/25991,000.0000USD940,007.21
BOSTON SCIENTIFIC 6% 01/15/20300,000.0000USD313,464.37
BOSTON SCIENTI 3.375% 05/15/222,260,000.0000USD2,242,485.63
BOXER PARENT CO IN 9% 10/15/1913,285,000.0000USD13,268,393.75
BOYNE USA INC 7.25% 05/01/2527,000.0000USD28,012.50
BRIGHTHOUSE FINA 3.7% 06/22/272,400,000.0000USD2,171,017.92
BRIXMOR OPERATI 3.25% 09/15/23300,000.0000USD286,642.02
BROADCOM CRP / 2.375% 01/15/20100,000.0000USD98,566.07
BROADCOM CRP / CA 3% 01/15/226,026,000.0000USD5,878,044.47
BROADCOM CRP / 3.625% 01/15/24133,000.0000USD129,119.47
BROADCOM CRP / 3.875% 01/15/27700,000.0000USD668,938.68
BROADCOM CRP / 2.2% 01/15/21100,000.0000USD96,683.88
BROADCOM CRP / 2.65% 01/15/236,325,000.0000USD5,990,352.41
BLX 2005-AA A V/R 09/25/382,644,424.6000USD2,440,875.83
BLX 2005-AA B V/R 09/25/381,281,839.7400USD1,190,953.59
BLX 2005-AA C V/R 09/25/3892,886.9500USD87,810.34
BX 2017-APPL A V/R 07/15/348,591,546.8400USD8,627,744.75
BX 2017-APPL B V/R 07/15/342,260,933.3800USD2,270,455.53
CBASS 2007-SP2 M V/R 07/25/364,266,000.0000USD4,334,921.07
CBL & ASSOCIATE 5.95% 12/15/261,124,000.0000USD903,494.91
CGCMT 2017-MDRB V/R 07/15/1924,699,999.9900USD24,656,592.21
CGCMT 2017-MDRC V/R 07/10/221,013,015.5700USD1,018,472.89
CGGS 2018-WSS A V/R 02/15/2023,290,000.0000USD23,364,292.77
CGGS 2018-WSS C V/R 02/15/209,280,000.0000USD9,309,699.71
CGGS 2018-WSS D V/R 02/15/2022,780,000.0000USD22,880,437.02
CH ROBINSON WORL 4.2% 04/15/28790,000.0000USD783,434.68
CWHL 2006-12 A1 6% 07/25/3643,383,476.6800USD38,001,582.86
CHS/COMMUNITY 5.125% 08/01/217,992,000.0000USD7,412,580.00
CHS/COMMUNITY H 6.25% 03/31/236,742,000.0000USD6,202,640.00
CWHL 2007-18 1A2 6% 11/25/378,197,531.8400USD7,140,512.57
CIT GROUP INC 5.375% 05/15/201,330,000.0000USD1,373,225.00
CIT GROUP INC 5% 08/15/227,200,000.0000USD7,398,000.00
CIT GROUP INC 5% 08/01/234,136,000.0000USD4,223,890.00
CIT GROUP INC 3.875% 02/19/194,791,000.0000USD4,816,152.75
CIT GROUP INC 4.125% 03/09/211,216,000.0000USD1,222,080.00
CIT GROUP INC 5.25% 03/07/251,058,000.0000USD1,087,179.64
CITM 2007-1 1A V/R 08/25/2423,277,376.1200USD23,527,389.11
COMM 2014-LC15 X V/R 03/10/2433,000,000.0000USD337,131.30
CNH INDUSTRIAL 4.375% 11/06/20300,000.0000USD306,750.00
CNH INDUSTRIAL 4.875% 04/01/2180,000.0000USD82,888.00
CSC HOLDINGS L 7.625% 07/15/18890,000.0000USD896,675.00
CSC HOLDINGS L 5.375% 02/01/28700,000.0000USD656,306.00
CSMC 2007-4R 1A1 V/R 10/26/36448,849.8800USD409,265.18
証券名数量通貨時価(米ドル)
CTR PARTNERSHIP 5.25% 06/01/25504,000.0000USD501,480.00
CSMC 2011-6R 6A1 V/R 08/28/364,887,977.6200USD4,897,686.12
CSMC 2014-2R 26A1 V/R 6/27/379,216,426.0500USD9,151,554.39
CSMC 2015-3R 6A1 3% 01/29/363,285,465.4900USD3,300,101.91
CSMC 2015-6R 4A7 V/R 11/27/368,222,754.5700USD8,388,020.43
CSMC 2016-2R 2A1 3% 07/25/37783,522.0300USD782,043.84
CSMC 2017-CHOP A V/R 06/15/195,200,000.0000USD5,206,364.28
CSMC 2017-CHOP B V/R 06/15/194,000,000.0000USD4,006,151.20
CSMC 2017-CHOP C V/R 06/15/192,400,000.0000USD2,405,205.60
CAESARS RESORT 5.25% 10/15/2586,000.0000USD82,426.70
CPS 2017-D A 1.87% 03/15/211,044,642.0600USD1,038,550.65
CSMC 2018-RPL3 S V/R 01/25/58127,009.0200USD125,389.16
CSMC 2018-RPL3 P V/R 01/25/5829,010,776.0000USD26,726,177.39
CSMC 2018-RPL4 SA 0% 05/25/4841,430.0000USD41,443.21
CSMC 2018-RPL4 P V/R 05/25/4889,001,206.0000USD89,258,378.54
CVS PASS-THROU 7.507% 01/10/32737,643.0100USD859,763.99
CVS HEALTH CORP 3.7% 03/09/234,063,000.0000USD4,050,362.40
CVS HEALTH CORP 4.3% 03/25/287,920,000.0000USD7,856,021.61
CWL 2006-22 1A V/R 06/25/352,888,874.5200USD2,635,825.58
CWL 2006-17 2A3 V/R 03/25/4726,535,045.1200USD24,212,246.88
CWL 2005-13 MV1 V/R 04/25/3610,000,000.0000USD9,986,931.00
CWL 2005-AB4 2A4 V/R 03/25/362,003,123.8100USD1,831,502.57
CWL 2005-17 MV4 V/R 03/25/363,150,000.0000USD817,252.07
CWL 2006-2 M1 V/R 05/25/366,300,000.0000USD6,195,597.66
CWL 2004-BC1 M1 V/R 02/25/349,886,260.4500USD9,869,866.06
CWL 2004-BC1 M2 V/R 01/25/34665,019.7600USD662,082.30
CWL 2003-BC3 M1 V/R 06/25/33999,338.8100USD956,824.84
CWL 2003-2 3A V/R 08/26/33510,399.8300USD504,630.32
ECR 2005-2 M4 V/R 11/25/356,510,000.0000USD6,362,643.55
CWL 2004-10 MV3 V/R 12/25/342,617,597.9600USD2,668,254.76
CWL 2005-6 M6 V/R 06/25/357,000,000.0000USD6,411,455.40
CWL 2005-3 MF2 V/R 06/25/358,643,817.5000USD7,894,610.30
CWALT 2004-15 2A V/R 09/25/342,016,515.6200USD1,992,770.95
CWALT 2005-27 2A V/R 08/25/35864,078.5100USD763,772.47
CWALT 2005-28CB 5.5% 08/25/35127,330.3900USD123,708.90
CWALT 2005-36 3A V/R 08/25/35938,869.2500USD895,254.27
CWL 2006-20 2A3 V/R 03/25/349,504,983.8700USD9,236,467.13
CWL 2006-25 2A3 V/R 11/25/333,365,300.5300USD3,338,661.48
CWALT 05-IM1 1A1 V/R 01/25/364,120,098.1800USD3,954,215.20
CWALT 2006-OA3 1 V/R 05/25/3624,076,746.1100USD20,538,251.74
CWALT 2005-86CB 5.5% 02/25/3628,566.4100USD25,490.90
CWL 2006-26 1A V/R 06/25/3724,662,497.3100USD22,955,845.10
CWL 2007-2 2A4 V/R 08/25/3725,800,000.0000USD22,208,694.18
CWL 2007-BC1 2A3 V/R 05/25/3728,501,417.5300USD28,060,181.38
CWL 2007-BC1 2A4 V/R 05/25/3712,783,000.0000USD11,657,786.65
CWALT 2006-OA1 2 V/R 03/20/4611,658,822.8400USD9,930,187.83
CWHL 2005-23 A1 5.5% 11/25/3510,862,696.3400USD9,536,342.65
CWHL 2004-22 A3 V/R 11/25/3421,712.1100USD21,634.10
CWHL 2004-7 2A1 V/R 06/25/342,824.4100USD2,910.99
CWL 2007-7 2A3 V/R 02/25/3432,958,559.0500USD32,184,797.55
CAESARS ENTERTAIN 5% 10/01/242,906,152.0000USD5,084,437.89
CZR 2017-VICI D V/R 10/15/224,700,000.0000USD4,741,766.55
CZR 2017-VICI E V/R 10/15/225,000,000.0000USD4,874,848.50
CALPINE CORP 5.25% 06/01/26666,000.0000USD637,695.00
CAMPBELL SOUP CO V/R 03/16/202,490,000.0000USD2,497,132.83
CAMPBELL SOUP CO V/R 03/15/212,030,000.0000USD2,042,679.87
CAMPBELL SOUP CO 3.3% 03/15/211,511,000.0000USD1,513,539.37
CAMPBELL SOUP C 3.65% 03/15/232,780,000.0000USD2,760,189.72
CAMPBELL SOUP C 3.95% 03/15/252,280,000.0000USD2,252,353.61
CAMPBELL SOUP C 4.15% 03/15/282,660,000.0000USD2,605,399.51
証券名数量通貨時価(米ドル)
CAMPBELL SOUP CO 4.8% 03/15/48740,000.0000USD723,655.32
CAPITAL ONE FIN 3.45% 04/30/215,900,000.0000USD5,896,170.19
CRELT 2006-1A B V/R 01/20/3711,948,521.9600USD11,816,681.97
CRELT 2006-1A C V/R 01/20/3713,400,000.0000USD12,795,405.40
CRELT 2006-1A D V/R 01/20/374,800,000.0000USD4,553,092.80
CRELT 2006-1A E V/R 01/20/372,700,000.0000USD2,482,228.80
CBAC 2006-2A A S/UP 01/25/392,386,644.5600USD2,001,008.38
CBASS 2006-CB6 A V/R 07/25/366,142,577.2700USD6,106,194.78
CELGENE CORP 2.25% 08/15/213,660,000.0000USD3,528,851.81
CXHE 2005-B M2 V/R 03/25/355,513,525.1200USD5,443,981.92
CEQUEL COM HLDG 7.5% 04/01/282,510,000.0000USD2,566,475.00
CHARLES RIVER LA 5.5% 04/01/26540,000.0000USD550,125.00
CHARTER COMM O 3.579% 07/23/201,426,000.0000USD1,431,149.44
CHARTER COMM O 4.908% 07/23/25992,000.0000USD1,008,969.44
CHARTER COMM O 4.464% 07/23/221,687,000.0000USD1,719,609.52
CHARTER COMM OPT 4.2% 03/15/281,393,000.0000USD1,314,125.72
CHENIERE ENERGY 5.25% 10/01/25341,000.0000USD334,180.00
CHESAPEAKE ENERGY V/R 04/15/19189,000.0000USD189,472.50
CCMFC 2004-A A1 V/R 03/25/351,035,821.7700USD1,029,651.59
CHICAGO IL 6.314% 01/01/44220,000.0000USD216,502.00
CHICAGO IL 7.375% 01/01/33440,000.0000USD472,978.00
CHICAGO IL 7.75% 01/01/42780,000.0000USD832,158.60
CHICAGO IL 7.045% 01/01/29370,000.0000USD394,120.30
CITIGROUP INC V/R 01/24/232,500,000.0000USD2,459,106.98
CMLTI 2006-HE1 M V/R 01/25/3671,316.8200USD71,524.42
CMLTI 2005-HE1 M V/R 05/25/356,300,000.0000USD5,710,858.02
CMLTI 2005-OPT4 V/R 07/25/353,174,000.0000USD3,200,317.86
CMLTI 2006-WMC1 V/R 12/25/354,923,470.5500USD4,944,870.91
CMLTI 2006-WF2 A V/R 05/25/3614,598,448.5200USD11,278,054.76
CMLTI 2006-HE3 A V/R 12/25/367,564,805.5600USD7,364,558.35
CMLTI 2007-WFH1 V/R 01/25/371,860,000.0000USD1,836,279.79
CMLTI 2007-WFH2 V/R 03/25/3715,986,000.0000USD15,876,692.53
CMLTI 2013-7 2A2 V/R 08/25/368,832,015.5000USD8,629,480.60
CGCMT 2014-GC19 V/R 03/10/4725,400,000.0000USD406,834.34
CMLTI 2014-11 2A V/R 08/25/3615,421,344.6500USD7,458,303.56
IHEARTCOMMUNICATIO 9% 03/01/2147,372,000.0000USD38,075,245.00
IHEARTCOMMUNICATIO 9% 12/15/1926,410,000.0000USD21,359,087.50
IHEARTCOMMUNIC 11.25% 03/01/213,370,000.0000USD2,721,275.00
CLEAR CHANNEL 7.625% 03/15/202,300,000.0000USD2,314,375.00
CLEVELAND-CLIF 4.875% 01/15/24520,000.0000USD509,600.00
CWCI 2007-C2 B V/R 04/15/4717,300,000.0000USD17,456,727.62
COMPASS BANK 2.75% 09/29/19700,000.0000USD696,681.76
CONAGRA BRANDS IN V/R 10/09/20180,000.0000USD180,279.65
COTY INC 6.5% 04/15/26108,000.0000USD105,332.40
CWL 2006-BC2 M1 V/R 09/25/427,700,000.0000USD7,670,059.32
CPS 2017-C A 1.78% 09/15/205,715,873.9100USD5,692,735.48
CROWN AMER/CAP 4.75% 02/01/26484,000.0000USD467,060.00
CROWN CASTLE INTL 4% 03/01/27255,000.0000USD247,530.37
CROWN CASTLE INT 3.2% 09/01/24604,000.0000USD574,632.43
CROWN CASTLE IN 3.65% 09/01/272,678,000.0000USD2,508,160.70
CWL 2006-ABC1 A3 V/R 05/25/3610,536,787.2200USD7,530,167.67
CWHEL 2006-RES 4 V/R 03/15/309,256,993.0300USD9,233,649.67
CWALT 2006-OA12 V/R 09/20/462,874,040.2800USD2,400,615.72
CWALT 2006-OC6 1 V/R 07/25/3614,904,979.3700USD13,743,768.20
CWALT 2006-OC6 2 V/R 07/25/3623,886,010.6500USD19,163,846.67
CWALT 2006-OC7 2 V/R 05/25/3512,063,314.3600USD11,563,334.61
CWL 2006-18 2A3 V/R 03/25/3733,000,000.0000USD30,690,511.50
CWALT 2006-OC11 V/R 01/25/3712,989,581.3300USD12,693,973.53
CWL 2007-1 2A3 V/R 07/25/373,670,944.5400USD3,298,740.13
CWALT 2006-OC9 A V/R 12/25/3626,720,638.2600USD20,044,374.56
証券名数量通貨時価(米ドル)
CWL 2007-BC3 2A3 V/R 11/25/4719,044,638.7100USD16,818,057.63
D.R. HORTON INC 4% 02/15/20290,000.0000USD294,084.81
DSLA 2006-AR2 1A V/R 03/19/1715,548,446.9900USD13,068,634.51
DSLA 2005-AR5 2A V/R 09/19/459,497,817.7300USD7,795,502.01
DSLA 2005-AR6 1A V/R 10/19/455,521,713.1500USD5,498,863.20
DTAOT 2017-2A 1.72% 05/15/201,811,447.7200USD1,808,567.16
DTAOT 2017-3A 1.73% 12/17/183,480,893.7800USD3,470,100.22
DXC TECHNOLOGY 4.75% 04/15/27379,000.0000USD389,327.52
DXC TECHNOLOGY CO V/R 03/01/215,400,000.0000USD5,408,937.86
DAE FUNDING LLC 4.5% 08/01/2213,532,000.0000USD13,058,380.00
DAE FUNDING LLC 5% 08/01/247,274,000.0000USD7,017,227.80
DAE FUNDING LLC 4% 08/01/202,670,000.0000USD2,656,650.00
DIAMOND RESORT 10.75% 09/01/24260,000.0000USD291,200.00
DIAMOND RESORTS 7.75% 09/01/234,727,000.0000USD5,152,430.00
DELTA AIR LINE 3.625% 03/15/22920,000.0000USD910,849.00
DELTA AIR LINE 2.875% 03/13/201,720,000.0000USD1,709,942.33
DBALT 2005-AR2 4 V/R 10/25/3521,375,202.4800USD20,845,191.51
DBALT 2007-BAR1 V/R 03/25/3716,105,036.7900USD11,534,899.23
DBALT 2007-1 1A4 V/R 08/25/3749,136,182.2500USD40,516,349.55
DMSI 2004-3 1M1 V/R 03/25/343,309,555.1000USD3,255,654.36
DMARC 2014-RS1 4 V/R 11/27/367,412,291.0200USD7,219,938.36
DELL INT LLC / 4.42% 06/15/2111,782,000.0000USD12,010,098.70
DIGITAL REALTY T 3.7% 08/15/2792,000.0000USD87,509.66
DISCOVER BANK 3.35% 02/06/23900,000.0000USD881,712.86
DISCOVERY COMMU 2.95% 03/20/23362,000.0000USD347,747.61
DISCOVERY COMMU 3.95% 03/20/28528,000.0000USD501,613.83
DISH DBS CORP 7.875% 09/01/1912,862,000.0000USD13,400,596.25
DISH DBS CORP 5.125% 05/01/204,588,000.0000USD4,593,735.00
DRIVE 2017-3 A 1.65% 08/15/191,902,062.7300USD1,900,760.96
DUKE ENERGY COR 3.05% 08/15/22600,000.0000USD588,980.35
DUQUESNE LIGHT H 6.4% 09/15/201,000,000.0000USD1,063,804.89
EMC CORP 1.875% 06/01/184,380,000.0000USD4,375,864.10
EMC CORP 2.65% 06/01/2031,268,000.0000USD30,353,451.34
EMCM 2004-AA M1 V/R 04/25/42992,362.0800USD984,354.51
EMCM 2005-B M1 V/R 04/25/4210,016,000.0000USD8,452,180.89
ERP OPERATING L 3.25% 08/01/27257,000.0000USD243,484.91
ERP OPERATING LP 3.5% 03/01/28792,000.0000USD760,435.43
EQT CORP 4.875% 11/15/21200,000.0000USD207,639.13
EQT CORP V/R 10/01/201,493,000.0000USD1,496,773.60
EPR PROPERTIES 4.5% 06/01/273,650,000.0000USD3,463,393.97
EBAY INC 3.8% 03/09/223,375,000.0000USD3,414,565.36
KINDER MORGAN I 7.25% 06/01/18200,000.0000USD200,678.91
KINDER MORGAN I 7.75% 01/15/322,500,000.0000USD3,122,776.53
EL PASO NATURA 8.625% 01/15/221,900,000.0000USD2,193,239.90
ENERGY TRANSFER 4.15% 10/01/20100,000.0000USD101,398.15
EXELA INTERMED/EX 10% 07/15/23880,000.0000USD887,700.00
FBRSI 2005-2 M3 V/R 09/25/357,500,000.0000USD6,700,983.75
FBRSI 2005-3 AV2 V/R 10/25/3517,202,170.2800USD17,048,800.89
FBRSI 2005-3 M1 V/R 10/25/3520,968,359.0000USD15,957,464.28
FGLMC P#N31025 4% 09/01/337,159.8400USD7,298.34
FGLMC P#N31292 4.5% 05/01/366,202.0600USD6,169.76
FGLMC P#N31368 5% 01/01/374,308.7100USD4,494.91
FGLMC P#N31486 5% 01/01/383,981.5300USD4,181.43
FGLMC P#P20463 5% 06/01/34496,629.4000USD513,773.01
FGLMC P#P30085 4.5% 12/01/192,487.5100USD2,489.02
FGLMC P#P50561 6% 07/01/3753,318.4600USD55,893.50
FGLMC P#L10223 5.5% 01/01/351,941,441.8000USD2,054,005.31
FGLMC P#G08795 3% 01/01/4820,162,416.7600USD19,452,072.03
FGLMC P#H00960 5.5% 07/01/3742,130.3300USD43,196.86
FGLMC P#H11244 5.5% 06/01/37278,530.1100USD293,179.25
証券名数量通貨時価(米ドル)
FGLMC P#H09129 5% 08/01/35101,423.1000USD103,631.30
FGLMC P#K00034 5.5% 05/01/377,081.2800USD7,577.15
FGLMC P#V83497 3.5% 10/01/479,864,352.0000USD9,804,148.77
FGLMC P#U30361 5.75% 05/01/37672,070.4200USD745,211.51
FNR 2018-35 FA V/R 05/25/486,006,233.0000USD6,005,879.59
FNR 2018-35 SA V/R 05/25/486,006,233.0000USD1,155,043.35
FNR 2018-35 CD 3% 05/25/4815,015,583.0000USD14,390,590.74
FNMA P#256499 5.5% 11/01/3612,508.0200USD13,159.41
FNMA P#256578 6.5% 01/01/375,336.8600USD5,787.65
FNMA P#256219 5.5% 04/01/36567.7000USD597.01
FNMA P#256452 7% 09/01/36305.2400USD326.60
FNMA P#256736 7% 05/01/372,653.3100USD2,884.21
FNMA P#256900 5.5% 09/01/3731,727.9500USD33,215.99
FNMA P#256937 6.5% 10/01/3718,239.6100USD19,751.77
FNMA P#257000 6% 10/01/4734,495.7000USD37,043.89
FNMA P#257172 5.5% 04/01/3857,975.8100USD60,323.76
FNMA P#257257 5% 05/01/386,050.5300USD6,251.61
FNMA P#357231 6% 06/01/328,036.2500USD8,704.29
FHR 4065 QS V/R 06/15/4293,468.4700USD17,810.02
FNMA P#588380 6% 08/01/3131,511.8000USD31,742.95
FNMA P#618874 7% 09/01/3138,650.9000USD38,978.10
FNMA P#AH2705 4.5% 01/01/41560,774.1200USD576,125.69
FNMA P#AO3255 2.5% 10/01/22466,834.6700USD461,160.61
FNMA P#AP2150 3.5% 08/01/4267,688.5500USD67,678.83
FNMA P#AS5477 4% 07/01/452,988,884.0700USD3,067,071.30
FNMA P#AS8966 4% 03/01/47308,393.9900USD314,427.12
FNMA P#657465 4.75% 06/01/33220,601.2900USD220,297.80
FNMA P#672406 7.5% 09/01/3213,194.8900USD13,218.60
FNMA P#689088 4.5% 07/01/3337,839.7600USD38,495.49
FNMA P#706361 4.5% 05/01/3320,104.4800USD19,976.39
FNMA P#734384 5.5% 07/01/3347,784.6300USD50,401.31
FNMA P#781950 4.5% 05/01/3410,544.2500USD10,534.59
FNMA P#821007 4.5% 05/01/357,607.7800USD7,566.05
FNMA P#834851 5% 12/01/355,590.1400USD5,614.60
FNMA P#838752 4.5% 09/01/358,596.0200USD8,499.65
FNMA P#870799 5% 10/01/367,921.5400USD8,334.96
FNMA P#880871 5.5% 04/01/362,468.4800USD2,568.63
FNMA P#BC2387 3% 03/01/3121,616.9300USD21,462.64
FNMA P#BC4409 3% 03/01/316,225,618.7900USD6,181,184.74
FNMA P#BH5752 3.5% 11/01/4794,680,931.2300USD94,110,596.02
FNMA P#BJ0648 3.5% 03/01/4810,318,925.4300USD10,251,949.10
FNMA P#BJ2479 3.5% 12/01/4799,999.8100USD99,392.61
FNMA P#BJ3995 3.5% 02/01/48400,000.5100USD397,532.06
FNMA P#BJ5907 3.5% 02/01/48144,690.5900USD143,832.75
FNMA P#BJ6321 4% 12/01/47299,970.1500USD306,096.63
FNMA P#BK0792 3.5% 04/01/48494,873.6200USD491,747.71
FNMA P#BK1452 3.5% 03/01/4855,310.0000USD54,960.62
FNMA P#BK1989 3.5% 04/01/4822,000,010.3400USD21,858,105.65
FNMA P#BK1997 3.5% 04/01/48700,004.6900USD695,479.31
FNMA P#BM1303 4% 04/01/471,057,802.6200USD1,086,019.29
FNMA P#899303 5.5% 03/01/37452.4400USD465.87
FNMA P#923096 5.5% 03/01/3724,820.4100USD25,745.97
FNMA P#932584 5% 12/01/35314,080.0000USD322,073.87
FNMA P#968312 4.5% 02/01/388,376.3900USD8,644.46
FNMA P#973183 5.5% 02/01/383,851.3600USD3,933.61
FNMA P#AB1137 5.5% 06/01/35862,902.1200USD910,196.98
FNMA P#AB4405 5% 10/01/51545,465.9300USD570,787.25
FNMA P#AC4439 6% 09/01/39430,547.7000USD465,865.13
FNMA P#MA0250 5% 11/01/3912,455.0400USD12,730.93
FNMA P#MA0926 4% 12/01/41210,647.7900USD213,921.46
証券名数量通貨時価(米ドル)
FNMA P#MA1137 4% 07/01/42329,050.2800USD334,205.36
FNMA P#MA1191 4% 08/01/4289,355.6500USD90,751.33
FNMA P#MA1205 4% 09/01/42349,526.1600USD354,993.63
FNMA P#MA3088 4% 08/01/4725,689,193.2100USD26,211,100.51
FNMA P#MA3120 3.5% 09/01/47999,993.8400USD994,066.95
FNMA P#MA3211 4% 12/01/479,893,965.6000USD10,105,112.42
FNMA P#MA3182 3.5% 11/01/47505,126.1300USD502,132.24
FNMA P#MA3238 3.5% 01/01/4817,053,264.2300USD16,949,710.84
FNMA P#MA3276 3.5% 02/01/486,843,814.8900USD6,801,911.72
FNMA P#MA3277 4% 02/01/48308,492.1300USD314,792.44
FNMA P#AD7185 5% 10/01/3579,543.8900USD80,787.43
FNMA P#AD7363 4% 07/01/40156,584.5500USD159,676.15
FFML 2006-FF8 II V/R 07/25/361,228,718.2400USD1,224,224.57
FFML 2006-FF5 2A V/R 04/25/368,100,541.4500USD7,725,585.21
FFML 2005-FF6 M3 V/R 05/25/366,259,000.0000USD6,290,142.28
FFML 2005-FFH2 M V/R 04/25/355,000,000.0000USD4,981,888.50
FFML 2006-FF1 M2 V/R 01/25/3610,000,000.0000USD9,220,039.00
FHAMS 2005-FA3 1 V/R 05/25/352,845,740.3200USD2,358,763.29
FHAMS 2005-FA3 1 V/R 05/25/352,844,831.4800USD264,092.25
FHAMS 2006-FA4 1A 6% 08/25/368,228,958.6500USD6,893,779.66
T/L STATE OF RIO D 0% 12/20/206,716,234.7600USD6,724,011.96
T/L REPUBLIC OF 0% 12/10/20192,600,000.0000USD2,600,605.77
FLORIDA GAS TRA 5.45% 07/15/20790,000.0000USD823,936.64
FORD MOTOR CRE 8.125% 01/15/201,600,000.0000USD1,729,069.86
FORD MOTOR CRE 2.597% 11/04/191,300,000.0000USD1,290,871.47
FCRE 2016-1A A1 V/R 05/21/361,160,408.2800USD1,160,679.58
FORTRESS TRANS 6.75% 03/15/225,120,000.0000USD5,216,000.00
FREEDOM MORTGAG 8.25% 04/15/253,000,000.0000USD3,000,000.00
FHLT 2006-3 1A1 V/R 02/25/3711,789,090.4400USD9,651,775.50
FHLT 2005-A M4 V/R 01/25/354,058,113.6900USD3,689,919.82
FRESENIUS MED 5.625% 07/31/19374,000.0000USD384,900.59
FRESENIUS MED 4.125% 10/15/2016,000.0000USD16,209.62
FRESENIUS US FI 4.25% 02/01/21190,000.0000USD192,468.62
FRONTIER COMMUNI 8.5% 04/01/261,900,000.0000USD1,847,750.00
GATX CORP V/R 11/05/213,900,000.0000USD3,921,842.69
GEBL 2006-2A A V/R 11/15/343,238,877.1200USD3,180,078.54
ALLY FINANCIAL INC 8% 11/01/319,212,000.0000USD11,296,215.00
ALLY LLC 8% 12/31/18400,000.0000USD413,400.00
GNMA II P#AN5342 5.5% 06/20/40626,609.5300USD675,924.06
GMACM 2007-HE1 A V/R 08/25/378,881,408.1900USD9,237,661.90
GNMA II P#4490 5.5% 07/20/39180,140.1900USD187,557.85
GNMA II P#4138 5.5% 05/20/3814,201.7200USD14,778.68
GNMA II P#4163 5.5% 06/20/38220,537.5800USD230,309.51
GNMA II P#4182 5.5% 07/20/3887,205.2000USD90,204.41
GNMA II P#4238 5.5% 09/20/38518,007.3500USD540,967.31
GNMA II P#4215 5.5% 08/20/38674,779.1200USD704,255.49
GNMA II P#4259 5.5% 10/20/3878,503.8200USD81,983.30
GNMA II P#4336 5.5% 01/20/3912,228.2000USD12,717.64
GNMA II P#4363 5.5% 02/20/3984,834.5700USD88,506.47
GNMA II P#4534 5.5% 09/20/39168,232.8200USD175,410.62
GNMA II P#4555 5.5% 10/20/39383,036.9000USD399,374.70
GNMA II P#4594 5.5% 12/20/39335,281.1700USD349,104.10
GNMA II P#4574 5.5% 11/20/39440,354.8600USD459,363.31
GNMA II P#4611 4.5% 01/20/40289,511.9600USD297,782.29
GNMA II P#4613 5.5% 01/20/40368,942.9900USD384,154.35
GNMA II P#4649 4.5% 03/20/4056,372.3400USD57,173.21
GNMA II P#4692 5% 05/20/40937,641.6000USD987,760.62
GNMA II P#4739 5.5% 07/20/40549,589.8300USD571,909.70
GNMA II P#4859 5% 11/20/4062,941.4200USD64,914.54
GNMA II P#5033 5% 04/20/4126,959.9700USD27,802.15
証券名数量通貨時価(米ドル)
GNMA II P#745458 5% 08/20/30879,116.0500USD933,726.97
GSAMP 2007-FM2 A V/R 01/25/3725,290,932.0600USD16,274,750.19
GSAA 2007-10 A2 6.5% 11/25/3727,502.1500USD20,182.18
GSAMP 2005-WMC2 V/R 11/25/357,852,612.7500USD5,808,210.93
GSAMP 2006-HE4 A V/R 06/25/365,206,814.9800USD5,168,737.54
GSAMP 2006-HE4 A V/R 06/25/3620,000,000.0000USD19,005,838.00
GSAMP 2006-HE3 A V/R 05/25/361,538,748.4000USD1,524,640.08
GSMSC 2014-3R 2B V/R 09/26/365,801,000.0000USD4,184,189.37
GSMSC 2015-8R B V/R 04/26/3736,484,975.6300USD13,193,587.43
GSMS 2017-SLP 3.419% 10/10/223,300,000.0000USD3,290,070.30
GSMS 2017-SLP E V/R 10/10/227,600,000.0000USD7,380,135.80
GSR 2007-2F 4A1 V/R 03/25/3711,756,132.4600USD4,987,321.71
GSR 2007-2F 4A2 V/R 03/25/3711,756,132.4600USD2,377,161.70
GENERAL ELECTRI 5.55% 05/04/20150,000.0000USD157,262.73
GENERAL ELECTRIC 5.5% 01/08/20950,000.0000USD987,897.62
GENERAL MILLS INC V/R 04/16/212,524,000.0000USD2,536,494.89
GENERAL MILLS INC V/R 10/17/231,307,000.0000USD1,322,965.70
GENERAL MILLS IN 3.2% 04/16/21451,000.0000USD451,293.05
GENERAL MILLS IN 3.7% 10/17/23727,000.0000USD726,473.59
GENERAL MILLS IN 4.2% 04/17/28580,000.0000USD574,956.19
GENERAL MILLS I 4.55% 04/17/38344,000.0000USD335,111.46
GENERAL MILLS IN 4.7% 04/17/48428,000.0000USD421,770.72
ALLY FINANCIAL INC 8% 11/01/31255,000.0000USD312,693.75
GENERAL MOTORS 3.15% 01/15/20125,000.0000USD124,887.71
GENERAL MOTORS F 3.2% 07/13/20800,000.0000USD797,599.10
GENERAL MOTORS 3.55% 04/09/211,110,000.0000USD1,110,964.39
GERDAU HOLDINGS IN 7% 01/20/206,700,000.0000USD7,075,200.00
GMACN 2006-LE 5.456% 03/10/5112,628,305.2500USD12,139,586.05
GMALT 2017-2 A2B V/R 04/22/1930,278,699.9100USD30,308,978.61
GOLDMAN SACHS GR 3.2% 02/23/2312,900,000.0000USD12,620,996.99
GOLDMAN SACHS GRO V/R 02/23/2312,900,000.0000USD12,928,638.00
GOLDMAN SACHS GRO V/R 04/23/297,100,000.0000USD6,804,195.40
GOODMAN US FIN T 3.7% 03/15/282,324,000.0000USD2,193,227.99
GOODMAN US FIN F 4.5% 10/15/37908,000.0000USD890,564.23
GWT 2017-WOLF A V/R 09/15/198,400,000.0000USD8,426,948.04
GWT 2017-WOLF XC V/R 12/15/18104,500,000.0000USD99.28
GWT 2017-WOLF B V/R 09/15/1913,900,000.0000USD13,949,123.99
GT 1999-5 A6 V/R 03/01/3062,172,057.0300USD46,671,002.69
GT 1998-4 A7 6.87% 04/01/305,857,256.2200USD6,261,954.55
GT 1996-2 M1 V/R 04/15/265,617,407.0400USD4,708,909.42
GT 1996-7 M1 V/R 09/15/262,577,010.1900USD2,754,449.20
GPMH 1999-3 1A 7.27% 06/15/2937,172,281.2200USD38,215,930.19
GPMF 2005-AR5 3A V/R 11/25/45113,462.4000USD92,601.94
HCA INC 3.75% 03/15/193,309,000.0000USD3,321,408.75
HCA INC 4.25% 10/15/192,710,000.0000USD2,737,100.00
HCA INC 6.5% 02/15/20200,000.0000USD210,000.00
HASC 2007-WF1 M1 V/R 05/25/377,197,000.0000USD6,531,532.27
HVMLT 2005-11 1A V/R 08/19/4514,937,139.3200USD14,393,880.04
HVMLT 2005-13 1A V/R 02/19/3622,190,147.2300USD20,352,869.61
HVMLT 2006-12 2A V/R 12/19/361,827,901.0900USD1,704,350.70
HARLAND CLARKE 8.375% 08/15/22688,000.0000USD705,406.40
HARRIS CORPORATIO V/R 04/30/205,600,000.0000USD5,610,475.81
HADRIAN MERGER S 8.5% 05/01/26810,000.0000USD814,050.00
HIGH STREET FN 4.111% 02/15/28400,000.0000USD398,695.00
HIGH STREET FD 4.682% 02/15/48300,000.0000USD302,974.80
HILTON DOMESTI 5.125% 05/01/262,766,000.0000USD2,776,372.50
HOLOGIC INC 4.375% 10/15/25453,000.0000USD436,012.50
HEAT 2006-3 2A4 V/R 07/25/36488,358.7300USD490,640.05
HEAT 2006-5 2A4 V/R 10/25/3623,475,000.0000USD9,645,013.62
INABS 2006-D 1A V/R 11/25/3623,025,285.3800USD22,120,755.46
証券名数量通貨時価(米ドル)
HOST HOTELS & RESO 4% 06/15/25200,000.0000USD194,578.22
HOWARD HUGHES 5.375% 03/15/253,600,000.0000USD3,600,000.00
HUDSON PACIFIC 3.95% 11/01/27363,000.0000USD340,839.50
HUNT COS INC 6.25% 02/15/26462,000.0000USD442,942.50
HYATT HOTELS CO 4.85% 03/15/26100,000.0000USD103,666.33
HYATT 2017-HYT2 V/R 08/15/202,900,000.0000USD2,901,972.00
HYATT 2017-HYT2 V/R 08/15/201,967,000.0000USD1,975,391.22
IMTT 2017-APTS A V/R 06/15/192,400,000.0000USD2,409,830.88
IMTT 2017-APTS B V/R 06/15/191,800,000.0000USD1,799,957.88
IMTT 2017-APTS C V/R 06/15/191,100,000.0000USD1,101,942.49
IRB HOLDING COR 6.75% 02/15/2642,000.0000USD40,740.00
ISTAR INC 4.625% 09/15/20137,000.0000USD137,171.25
ISTAR INC 5.25% 09/15/22515,000.0000USD504,056.25
IXIS 2005-HE3 M3 V/R 12/25/3510,353,000.0000USD10,228,888.24
IHEARTCOMMUNICATIO 9% 09/15/227,228,000.0000USD5,818,540.00
IHEARTCOMMUNI 10.625% 03/15/234,560,000.0000USD3,659,400.00
IHEARTCOMMUNIC 11.25% 03/01/215,898,000.0000USD4,556,205.00
IHEARTCOMMUNIC 11.25% 03/01/21100,000.0000USD77,250.00
ILLINOIS ST 5.1% 06/01/331,740,000.0000USD1,621,767.00
ILLINOIS ST 6.63% 02/01/35655,000.0000USD677,270.00
ILLINOIS ST 6.725% 04/01/35280,000.0000USD290,348.80
ILLINOIS ST 7.35% 07/01/35545,000.0000USD589,608.25
IMM 2004-9 2A V/R 01/25/3525,022,483.8500USD24,658,779.54
IMSA 2006-4 A1 V/R 01/25/375,705,168.4200USD4,751,457.67
INCITEC PIVOT FIN 6% 12/10/19160,000.0000USD166,567.16
INABS 2005-B M5 V/R 08/25/355,750,000.0000USD5,567,972.83
INABS 2006-B 1A2 V/R 06/25/365,958,744.3700USD5,776,778.02
INDX 2006-AR39 A V/R 02/25/3729,045,660.6900USD27,550,666.01
INDX 2006-AR3 2A V/R 03/25/368,590,079.7300USD7,762,180.73
RAST 2005-A13 1 5.5% 10/25/354,835,808.8900USD4,648,528.65
INDX 2006-AR27 1 V/R 10/25/368,689,558.0500USD6,007,821.40
IMJA 2007-A2 2A 6.5% 08/25/3725,104,388.0500USD22,549,258.41
IMSC 2007-AR1 2A V/R 06/25/3715,466,304.1800USD13,559,638.31
INDX 2007-AR13 3 V/R 07/25/3734,979,411.5100USD33,167,107.21
INDX 2006-AR41 A V/R 02/25/3717,714,059.9500USD16,345,678.93
INDX 2007-AR1 2A V/R 04/25/3713,036,710.2100USD12,235,197.62
INDX 2007-AR9 3A V/R 04/25/3725,721,374.8400USD24,034,608.23
INDX 2007-AR21 2 V/R 11/25/3623,735,649.0600USD20,713,714.04
INGEVITY CORP 4.5% 02/01/26670,000.0000USD646,550.00
INTL LEASE FINA 8.25% 12/15/207,970,000.0000USD8,897,166.12
INTL LEASE FIN 8.625% 01/15/223,201,000.0000USD3,725,237.85
INTL LEASE FIN 5.875% 08/15/22500,000.0000USD535,547.41
INTREPID AVIAT 6.875% 02/15/194,876,000.0000USD4,827,240.00
IRON MOUNTAIN I 5.25% 03/15/28112,000.0000USD106,083.04
JPMCC 2016-FLRR V/R 07/15/17423,262.4900USD424,370.68
JPMMT 2005-ALT1 V/R 10/25/3510,091,051.9100USD8,676,287.44
JPMAC 2006-WMC1 V/R 03/25/3619,069,323.7000USD18,751,039.53
JPALT 2007-S1 A1 V/R 04/25/475,552,765.8600USD5,480,257.84
JPALT 2006-A1 4A V/R 03/25/36783,714.9300USD735,400.47
JPALT 2006-S1 3A V/R 03/25/36580,960.4600USD623,598.72
JPMAC 2006-CW1 A V/R 05/25/368,534,047.8300USD8,529,304.61
JPMAC 2006-CW1 M V/R 05/25/3612,851,000.0000USD12,284,416.12
JPMAC 2006-CW2 M V/R 08/25/368,600,000.0000USD6,711,895.80
JPMMT 2006-A7 3A V/R 01/25/371,285,386.8800USD1,268,011.66
JPMAC 2006-NC2 A V/R 07/25/3611,062,000.0000USD10,871,486.92
JPMCC 2006-LD 5.337% 05/15/47332,000.0000USD334,375.76
JPMRR 2009-11 1A V/R 02/26/376,266,166.3600USD6,110,091.82
JPMAC 2007-CH5 M V/R 06/25/3734,606,335.0000USD32,585,328.50
JPMAC 2007-CH5 M V/R 06/25/3722,826,000.0000USD19,162,819.61
JPMRR 2014-2 6A5 V/R 05/26/3713,671,162.0000USD15,250,189.41
証券名数量通貨時価(米ドル)
JPMCC 2017-FL11 V/R 08/15/1922,300,000.0000USD22,323,943.51
JPMCC 2017-FL11 V/R 09/15/197,000,000.0000USD7,021,197.40
JPMCC 2017-FL11 V/R 09/15/197,200,000.0000USD7,227,934.56
JPMCC 2017-FL11 V/R 09/15/1911,000,000.0000USD11,014,063.50
JMAC 2008-R1 A V/R 06/25/471,189,756.1200USD1,123,357.73
JEFFERIES FIN 7.375% 04/01/206,475,000.0000USD6,555,937.50
JEFFERIES FIN 6.875% 04/15/221,000,000.0000USD1,000,000.00
JEFFERIES FIN LL 7.5% 04/15/211,380,000.0000USD1,404,150.00
JEFFERIES FIN L 7.25% 08/15/24800,000.0000USD797,000.00
LOANCORE CAP/J 6.875% 06/01/201,900,000.0000USD1,929,687.50
JP MORGAN CHASE B V/R 04/26/2112,400,000.0000USD12,403,562.89
JP MORGAN CHASE B V/R 04/26/2112,400,000.0000USD12,414,236.19
KENNEDY-WILSON 5.875% 04/01/241,320,000.0000USD1,300,200.00
KINDER MORGAN E 6.85% 02/15/202,750,000.0000USD2,915,971.19
KRAFT HEINZ FOO 3.95% 07/15/25100,000.0000USD98,523.03
KRAFT HEINZ FOODS V/R 02/10/211,690,000.0000USD1,693,864.02
LBUBS 2007-C6 AM V/R 07/15/40174,640.5200USD174,606.92
LMAT 2017-RPL1 A V/R 01/28/70216,464,765.1100USD221,501,250.80
LXS 2006-18N A4 V/R 12/25/3611,872,762.6400USD8,217,978.43
LXS 2006-13 1A4 V/R 09/25/3612,707,766.2300USD12,183,955.92
LXS 2007-11 A3 V/R 02/25/4724,740,305.6100USD24,391,875.52
LXS 2007-2N 1A1A V/R 02/25/3725,957,140.4500USD24,425,850.86
LIFE STORAGE L 3.875% 12/15/271,010,000.0000USD957,362.64
LBMLT 2004-2 M4 V/R 06/25/341,775,184.8300USD1,767,403.48
LBMLT 2006-WL1 2 V/R 01/25/36545,054.4100USD546,632.12
LBMLT 2006-1 2A3 V/R 02/25/367,670,553.8200USD6,477,979.07
LBMLT 2006-2 2A3 V/R 03/25/4649,603,831.6700USD23,963,372.98
MGM RESORTS INT 6.75% 10/01/204,893,000.0000USD5,198,812.50
MGM RESORTS IN 6.625% 12/15/21152,000.0000USD163,400.00
MPLX LP 4.5% 04/15/38876,000.0000USD846,522.77
MPLX LP 3.375% 03/15/23316,000.0000USD311,822.30
MPLX LP 4% 03/15/28606,000.0000USD584,273.45
MAMHC 2002-A B2 V/R 03/25/323,600,000.0000USD3,703,353.12
MARTIN MARIETTA M V/R 05/22/20570,000.0000USD572,440.48
MARTIN MARIETTA M V/R 12/20/19680,000.0000USD682,151.30
MARM 2004-3 4A2 V/R 04/25/345,040.4000USD4,771.42
MABS 2006-AM1 M1 V/R 01/25/367,500,000.0000USD6,881,141.25
MABS 2006-HE5 A4 V/R 11/25/3638,600.7100USD28,087.91
MABS 2007-HE2 A1 V/R 08/25/3719,319,726.9400USD16,875,661.70
MEREDITH CORP 6.875% 02/01/26526,000.0000USD532,575.00
MLMI 2003-A2 1A1 V/R 02/25/3333,009.2200USD32,197.69
MLMI 2005-WMC1 M V/R 09/25/357,620,105.2700USD7,594,177.86
MLMI 2005-NC1 M2 V/R 10/25/352,721,273.6900USD2,684,187.36
MLMI 2005-A6 2A3 V/R 08/25/3536,790.9500USD36,531.40
FFMER 2007-H1 1A V/R 10/25/3720,278,413.5900USD20,558,351.01
FFMER 2007-H1 2A V/R 10/25/3733,211,812.6300USD33,643,174.29
MSRR 2012-R2 1B V/R 11/26/3613,963,231.1800USD13,381,566.26
MSAC 2004-OP1 M2 V/R 11/25/344,856,619.7700USD4,831,233.25
MSAC 2005-HE4 M2 V/R 07/25/353,490,658.3900USD3,490,982.32
MSAC 2005-HE4 M3 V/R 07/25/356,912,000.0000USD6,668,776.40
MSHEL 2006-1 M1 V/R 12/25/3527,532,999.9700USD27,356,494.17
MSHEL 2006-2 M1 V/R 02/25/3613,790,000.0000USD12,719,177.54
MSAC 2006-NC3 A2 V/R 03/25/3610,408,782.5100USD10,258,039.40
MORGAN STANLEY V/R 02/10/2112,900,000.0000USD12,947,133.25
MORGAN STANLEY 3.125% 01/23/2312,900,000.0000USD12,608,459.23
MORGAN STANLEY V/R 01/24/296,900,000.0000USD6,640,495.28
MSAC 2006-NC2 M1 V/R 02/25/3619,036,799.5600USD14,463,520.67
MSAC 2003-SD1 A1 V/R 03/25/33144,009.4100USD142,293.97
MSDWC 2001-TOP3 V/R 07/15/334,749,388.8800USD5,037,665.39
MSAC 2006-NC4 A2 V/R 06/25/3632,000,000.0000USD27,049,372.80
証券名数量通貨時価(米ドル)
MSAC 2006-WMC2 A V/R 07/25/369,024,713.8300USD7,918,541.12
MSAC 2006-WMC2 A V/R 07/25/3660,319,123.0100USD33,964,413.37
MSAC 2006-WMC2 A V/R 07/25/3660,024,014.3800USD34,574,684.62
MSIX 2006-1 A4 V/R 07/25/3613,463,294.2600USD7,868,565.78
MSM 2007-15AR 2A1 V/R 11/25/372,469,140.3500USD2,305,945.73
MSAC 2007-HE7 A2 V/R 07/25/37604,479.5900USD594,088.95
MSBAM 2017-C34 X V/R 09/15/27139,025,061.6400USD8,153,833.77
MOTEL 2017-MTL6 V/R 08/15/1930,368,865.9900USD30,478,743.58
MOTEL 2017-MTL6 V/R 08/15/1926,634,183.4300USD26,747,197.60
MOTEL 2017-MTL6 V/R 08/15/192,751,871.3500USD2,770,312.19
NCSLT 2006-2 A3 V/R 11/25/272,965,524.5400USD2,951,567.60
NCSLT 2004-1 A3 V/R 06/25/296,584,853.3900USD6,422,869.95
NCSLT 2005-3W A5 V/R 10/25/3322,206,629.0000USD21,155,085.16
NCSLT 2006-3 A4 V/R 03/26/2928,326,431.9600USD27,884,805.89
NCSLT 2007-1 A3 V/R 07/25/303,667,145.2700USD3,591,356.38
NCSCT 2007-4AR1 V/R 03/25/38365,497.0800USD365,268.64
NLFC 1999-LTL1 6.45% 01/22/26297,760.8600USD304,537.33
NCMS 2018-285M D V/R 11/15/22800,000.0000USD775,724.48
NCMS 2018-285M E V/R 11/15/22600,000.0000USD568,675.86
NAVIENT CORP 5% 10/26/204,474,000.0000USD4,513,147.50
NAVIENT CORP 5.875% 03/25/2114,633,000.0000USD15,035,407.50
NAVIENT CORP 6.625% 07/26/213,990,000.0000USD4,149,600.00
NAVIENT CORP 6.5% 06/15/223,440,000.0000USD3,538,900.00
NAVSL 2016-AA A2 V/R 09/15/269,138,269.3300USD9,543,115.68
NAVSL 2016-5A A V/R 12/25/282,335,705.9800USD2,398,870.01
NAVSL 2016-7A A V/R 12/25/283,765,513.5800USD3,843,314.36
NSLT 2010-3A A V/R 10/25/204,888,108.9400USD4,939,763.54
NSLT 2014-2A A2 V/R 04/25/258,776,082.9500USD8,818,598.68
NSLT 2016-1A A V/R 08/25/246,197,957.5800USD6,249,820.23
NETAPP INC 3.3% 09/29/244,246,000.0000USD4,074,082.81
NETFLIX INC 4.875% 04/15/28322,000.0000USD303,887.50
NYMT 2005-1 A V/R 04/25/352,052,547.2100USD1,989,210.53
NHELI 2006-AF1 A V/R 10/25/3625,900,858.5200USD11,117,213.12
NAA 2005-AP2 A3 V/R 05/25/355,340,477.7800USD4,088,826.80
NHELI 2005-FM1 M V/R 05/25/357,400,000.0000USD6,862,839.18
NMRR 2011-3RA 3A V/R 11/26/365,475,801.4800USD5,508,023.29
NMRR 2014-6R 2A1 V/R 05/26/239,004,990.1800USD5,235,978.56
NHEL 2005-2 M3 V/R 10/25/352,500,000.0000USD2,404,874.25
NHEL 2006-1 A1A V/R 05/25/3619,188,938.3600USD19,058,904.52
NHEL 2006-3 A2C V/R 10/25/367,428,087.0000USD4,669,331.51
NHEL 2007-2 A1A V/R 09/25/3746,342,352.6000USD45,240,146.09
ONEMAIN FIN HOL 7.25% 12/15/211,893,000.0000USD1,965,170.63
OPPENHEIMER HOL 6.75% 07/01/22424,000.0000USD436,720.00
OOMLT 2006-3 2A2 V/R 02/25/376,834,737.2100USD4,267,894.24
OOMLT 2007-CP1 1 V/R 03/25/3755,330,902.1400USD50,528,251.76
OOMLT 2007-CP1 2 V/R 03/25/3720,712,336.7600USD19,266,085.42
PPSI 2005-WHQ4 M V/R 09/25/354,713,000.0000USD4,712,437.27
PPSI 2005-WHQ4 M V/R 09/25/3525,075,000.0000USD21,768,066.37
PFRMS 2006-1 1A3 V/R 09/25/3629,253,196.6300USD9,442,940.65
PETSMART INC 5.875% 06/01/25674,000.0000USD483,595.00
PHILLIPS 66 V/R 04/15/191,000,000.0000USD1,000,390.53
PHILLIPS 66 V/R 04/15/20900,000.0000USD900,427.41
PHYSICIANS REALT 4.3% 03/15/272,650,000.0000USD2,594,116.99
PHYSICIANS REAL 3.95% 01/15/28865,000.0000USD813,495.19
PISCES MIDCO INC 8% 04/15/263,621,000.0000USD3,644,717.55
PITNEY BOWES INC 4.7% 04/01/23355,000.0000USD334,527.15
PLAINS ALL AMER 6.65% 01/15/37416,000.0000USD456,686.20
POPLR 2005-3 M2 V/R 07/25/359,600,634.6900USD7,843,761.74
POPLR 2006-D M1 V/R 11/25/3611,760,203.4300USD8,538,248.74
BOOKING HOLDING 3.55% 03/15/28492,000.0000USD468,168.67
証券名数量通貨時価(米ドル)
PROG 2016-SFR1 A V/R 09/17/189,893,952.9300USD9,951,622.80
PROVIDENT FDG/ 6.375% 06/15/25172,000.0000USD175,010.00
PUERTO RICO CM 4.125% 07/01/22500,000.0000USD216,875.00
PUERTO RICO CMWL 5.5% 07/01/261,900,000.0000USD824,125.00
PUERTO RICO CM 5.125% 07/01/37800,000.0000USD347,000.00
PUERTO RICO CMWL 5.5% 07/01/394,215,000.0000USD1,828,256.25
PUERTO RICO CMWLTH 5% 07/01/413,660,000.0000USD1,550,925.00
PUERTO RICO CM 5.125% 07/01/3117,360,000.0000USD7,790,300.00
PUERTO RICO CMWLTH 5% 07/01/211,010,000.0000USD438,087.50
PUERTO RICO CMWLTH 8% 07/01/3513,450,000.0000USD5,716,250.00
PUERTO RICO CMWLTH 5% 07/01/31420,000.0000USD188,475.00
PUERTO RICO CMW 5.25% 07/01/23500,000.0000USD224,375.00
PUERTO RICO CMW 5.25% 07/01/261,000,000.0000USD448,750.00
PUERTO RICO CMW 5.25% 07/01/16610,000.0000USD272,212.50
PUERTO RICO CMWLTH 5% 07/01/27700,000.0000USD314,125.00
PUERTO RICO CMWLTH 5% 07/01/2875,000.0000USD33,656.25
PUERTO RICO CMW 5.25% 07/01/32400,000.0000USD179,500.00
PUERTO RICO CMW 5.25% 07/01/34400,000.0000USD179,500.00
PUERTO RICO CMW 5.25% 07/01/37410,000.0000USD183,987.50
PUERTO RICO CMWL 5.7% 07/01/23685,000.0000USD303,968.75
PUERTO RICO CMWL 5.5% 07/01/3210,780,000.0000USD4,837,525.00
PUERTO RICO CMWLTH 5% 07/01/23300,000.0000USD134,625.00
PUERTO RICO CM 5.125% 07/01/28130,000.0000USD58,337.50
PUERTO RICO CMWLTH 6% 07/01/384,070,000.0000USD1,846,762.50
PUERTO RICO CMWL 6.5% 07/01/37400,000.0000USD181,500.00
PUERTO RICO CMW 5.75% 07/01/38550,000.0000USD248,187.50
PUERTO RICO CMWLTH 6% 07/01/39215,000.0000USD97,018.75
PUERTO RICO CMWL 6.5% 07/01/40120,000.0000USD52,050.00
PUERTO RICO CMW 5.75% 07/01/411,900,000.0000USD824,125.00
PUERTO RICO CM 5.375% 07/01/30685,000.0000USD297,118.75
PUERTO RICO EL 6.125% 07/01/403,000,000.0000USD1,162,500.00
PUERTO RICO ELE 6.05% 07/01/32800,000.0000USD310,000.00
QVC INC 5.125% 07/02/223,400,000.0000USD3,502,697.92
QVC INC 4.375% 03/15/23900,000.0000USD895,639.49
QVC INC 5.95% 03/15/438,100,000.0000USD7,693,531.15
QVC INC 4.85% 04/01/242,190,000.0000USD2,213,508.20
QVC INC 4.45% 02/15/25800,000.0000USD781,046.51
QVC INC 5.45% 08/15/3450,000.0000USD47,142.45
QUALCOMM INC 2.9% 05/20/24290,000.0000USD272,616.73
RAAC 2006-SP2 M2 V/R 02/25/366,250,000.0000USD5,852,803.25
RAAC 2007-SP2 M1 V/R 06/25/3723,049,000.0000USD16,831,910.25
RASC 2007-KS1 A3 V/R 11/25/362,491,096.9800USD2,436,210.14
RASC 2007-KS2 AI V/R 02/25/3714,000,000.0000USD12,957,322.00
RASC 2007-EMX1 A V/R 01/25/3736,905,173.1800USD21,670,503.64
RBSGC 2007-A 1A1 6% 01/25/3712,401.4800USD11,550.32
RBSSP 2009-9 11A V/R 04/26/37212,974.0300USD200,812.08
RADIATE HOLDCO 6.875% 02/15/233,210,000.0000USD3,121,725.00
RASC 2005-EMX3 M V/R 09/25/357,400,000.0000USD7,242,751.48
RASC 2006-KS9 AI V/R 11/25/367,886,464.2100USD7,509,274.34
RECKSON OPERATI 7.75% 03/15/20500,000.0000USD539,639.31
SL GREEN REALTY 4.5% 12/01/22970,000.0000USD983,608.69
ENRGY TRANS PT/ 5.75% 09/01/202,140,000.0000USD2,235,986.81
ENRGY TRANS PT 5.875% 03/01/22450,000.0000USD477,547.39
RAMC 2007-1 AF3 V/R 04/25/379,254,610.3500USD4,654,517.43
RAMC 2007-2 AF2 S/UP 06/25/373,909,778.5200USD1,852,946.09
RAMC 2007-3 AV2 V/R 09/25/3763,761.1900USD51,674.27
RAMC 2004-3 AV2A V/R 11/25/3463,681.4200USD59,380.72
RASC 2004-KS2 M2 V/R 03/25/344,552,744.2800USD4,567,432.34
RAMP 2005-EFC5 M V/R 10/25/354,790,436.8500USD4,818,198.87
RAMP 2005-EFC6 M V/R 11/25/3513,000,000.0000USD12,784,081.70
証券名数量通貨時価(米ドル)
RAMP 2005-NC1 AI V/R 10/25/344,024,866.7800USD3,899,546.92
RAMP 2005-NC1 AI V/R 12/25/3517,729,791.4400USD15,109,496.70
RAMP 2005-RS8 M2 V/R 09/25/3512,590,678.0000USD12,086,518.29
RASC 2006-KS3 M1 V/R 04/25/3617,500,000.0000USD17,261,945.75
RIO OIL FINANCE 9.25% 07/06/241,124,167.8200USD1,237,989.81
RIO OIL FINANCE 9.75% 01/06/27533,912.5900USD592,642.97
RIO OIL FINANCE 8.2% 04/06/282,800,000.0000USD2,914,800.00
RITE AID CORP 6.125% 04/01/234,940,000.0000USD5,020,275.00
ROCKWELL COLLINS 2.8% 03/15/22194,000.0000USD188,475.22
SCFMT 2017-1A A 4.1% 06/25/244,640,694.8500USD4,642,145.07
SBA TOWER TRUS 2.877% 07/09/211,500,000.0000USD1,479,735.00
SLCLT 2005-2 A3 V/R 03/15/2716,142,354.2100USD16,131,248.27
SLCLT 2005-3 A3 V/R 06/15/297,826,282.2400USD7,804,033.68
NAVIENT CORP 5.625% 08/01/331,954,000.0000USD1,709,750.00
SLM CORP 8% 03/25/2021,896,000.0000USD23,373,980.00
NAVIENT CORP 7.25% 01/25/225,900,000.0000USD6,268,750.00
NAVIENT CORP 5.5% 01/15/1917,210,000.0000USD17,468,150.00
NAVIENT CORP 4.875% 06/17/1910,490,000.0000USD10,594,900.00
SLMA 2005-4 A3 V/R 01/25/276,745,595.6200USD6,714,403.99
SLMA 2005-A A3 V/R 06/15/237,023,065.8700USD7,012,975.83
SL GREEN OPERAT 3.25% 10/15/22234,000.0000USD227,083.76
SOFI 2017-D A1FX V/R 09/25/408,698,060.1500USD8,633,510.11
SOFI 2017-D A2FX V/R 09/25/403,200,000.0000USD3,108,157.76
SABINE PASS LI 5.625% 02/01/21664,000.0000USD697,325.70
SALESFORCE.COM 3.25% 04/11/231,090,000.0000USD1,081,668.33
SALESFORCE.COM I 3.7% 04/11/281,360,000.0000USD1,348,524.33
SANTANDER HOLDIN 4.5% 07/17/253,000,000.0000USD3,022,981.65
SANTANDER HOLDIN 4.4% 07/13/271,284,000.0000USD1,261,442.60
SANTANDER HOLDIN 3.4% 01/18/2314,048,000.0000USD13,621,996.93
SANTANDER HOLDIN 3.7% 03/28/22412,000.0000USD408,596.23
SAST 2003-1 M1 V/R 06/25/331,434,945.4400USD1,436,479.97
SAST 2004-1 M1 V/R 03/25/351,746,654.4000USD1,715,168.86
SAST 2007-4 A1 V/R 12/25/377,172,413.8000USD7,327,473.50
SCIENTIFIC GAMES I 5% 10/15/25131,000.0000USD127,102.75
SABR 2006-NC1 A3 V/R 03/25/3610,269,030.4100USD9,171,900.55
SABR 2005-FR2 M3 V/R 03/25/358,650,000.0000USD8,116,375.45
SEMPRA ENERGY V/R 03/15/218,200,000.0000USD8,223,367.95
SEMT 2004-5 A2 V/R 06/20/3465,304.9100USD62,503.37
SEMT 2005-3 A1 V/R 05/20/354,391,857.1400USD4,311,743.08
SGMS 2006-FRE1 A V/R 02/25/366,429,797.6200USD4,330,642.94
SIGNODE INDUST 6.375% 05/01/224,900,000.0000USD5,065,375.00
SCLP 2017-3 A 2.77% 01/25/222,756,320.5800USD2,736,916.63
SOFI 2017-E A2 1.86% 02/25/215,337,389.0200USD5,275,241.53
SVHE 2005-4 M4 V/R 03/25/368,102,000.0000USD4,901,002.70
SVHE 2006-OPT3 M V/R 06/25/3645,149,874.3500USD24,450,354.60
SVHE 2006-OPT4 M V/R 06/25/365,845,127.8200USD2,617,886.62
LIFESTORAGE LP 3.5% 07/01/261,200,000.0000USD1,117,663.31
SPANISH BROADCA 12.5% 04/15/17852,000.0000USD870,903.75
SURF 2004-BC4 A2 V/R 10/25/353,555,726.1000USD3,502,739.74
SURF 2005-BC2 M3 V/R 12/25/352,970,993.9600USD2,970,511.17
SPECTRA ENERGY PA V/R 06/05/201,000,000.0000USD1,008,106.38
SPMF 2017-1A A 4.36% 12/20/4720,177,514.3500USD20,215,173.66
SCFT 2016-AA A 3.05% 04/25/292,395,818.6800USD2,392,557.73
SPRINGLEAF FINANCE 6% 06/01/206,132,000.0000USD6,392,610.00
SPRINGLEAF FINA 7.75% 10/01/211,780,000.0000USD1,937,975.00
SPRINGLEAF FINA 5.25% 12/15/195,835,000.0000USD5,980,875.00
SPRINGLEAF FINA 8.25% 12/15/2023,219,000.0000USD25,598,947.50
SPRINGLEAF FIN 6.125% 05/15/2212,833,000.0000USD13,185,907.50
SPRINGLEAF FIN 5.625% 03/15/2318,900,000.0000USD18,900,000.00
SPRINGLEAF FIN 6.875% 03/15/2510,705,000.0000USD10,798,668.75
証券名数量通貨時価(米ドル)
SLFT 2017-AA A 2.68% 07/15/3022,700,000.0000USD22,298,446.08
SPRINT CAPITAL C 6.9% 05/01/1933,951,000.0000USD35,054,407.50
SPRINT COMMUNICATI 9% 11/15/18349,000.0000USD359,906.25
SPRINT COMMUNICATI 7% 08/15/2017,292,000.0000USD18,326,061.60
SPRINT CORP 7.25% 09/15/2124,594,000.0000USD26,195,315.34
SPRINT CORP 7.625% 03/01/265,788,000.0000USD6,236,570.00
SPRINT SPECTRUM 3.36% 09/20/214,375,000.0000USD4,375,000.00
SPRINT SPECTRU 4.738% 03/20/254,000,000.0000USD4,025,000.00
SPRINT SPECTRU 5.152% 03/20/287,400,000.0000USD7,492,500.00
STANDARD INDUST 4.75% 01/15/281,504,000.0000USD1,410,000.00
STARM 2007-3 2A1 V/R 06/25/3711,415,374.0200USD11,153,366.07
STARWOOD PROPERTY 5% 12/15/21500,000.0000USD506,250.00
STARWOOD PROPER 4.75% 03/15/251,152,000.0000USD1,114,560.00
STARWOOD PROPE 3.625% 02/01/218,000,000.0000USD7,880,000.00
SWH 2017-1 A V/R 10/17/1911,757,050.1600USD11,811,809.80
SWH 2017-1 B V/R 10/17/191,400,000.0000USD1,405,891.76
SWH 2017-1 C V/R 10/17/194,727,000.0000USD4,742,870.90
SWH 2017-1 D V/R 10/17/198,600,000.0000USD8,684,813.20
STEARNS HOLDIN 9.375% 08/15/201,580,000.0000USD1,611,600.00
SMPT 2017-MONT A V/R 08/20/1926,300,000.0000USD26,367,338.52
SMPT 2017-MONT B V/R 08/20/1911,300,000.0000USD11,332,650.22
STORE CAPITAL CO 4.5% 03/15/28748,000.0000USD734,879.56
SASC 2005-WF4 M5 V/R 11/25/3519,865,000.0000USD19,785,996.90
SARM 2005-9 2A1 V/R 05/25/35137,198.7000USD114,823.99
SARM 2005-15 3A1 V/R 07/25/354,278,191.8200USD3,473,098.58
SARM 2005-16XS M V/R 08/25/3515,639,390.1100USD13,375,198.97
SARM 2005-19XS 1 V/R 10/25/3511,001,872.9200USD10,769,587.08
SAIL 2006-3 A5 V/R 06/25/3614,525,149.1900USD14,140,009.05
SAIL 2004-1 A3 V/R 02/25/3434,304,145.6400USD34,353,794.03
SAIL 2004-BNC2 A V/R 12/25/3412,273,458.9900USD12,143,114.86
SAIL 2005-3 M3 V/R 04/25/354,440,000.0000USD4,427,735.39
SAMI 2002-AR3 A1 V/R 09/19/3267,154.7100USD65,843.08
WFHET 2004-1 1A V/R 04/25/348,024,530.2500USD7,848,099.72
SAMI 2005-AR1 M V/R 04/19/354,800,838.5700USD4,666,968.15
SASC 2006-OPT1 A V/R 04/25/361,110,448.1200USD1,098,170.56
SASC 2006-NC1 A7 V/R 05/25/3617,123,401.2400USD16,342,430.31
SAMI 2007-AR3 1A V/R 04/25/3744,343,718.6100USD42,666,257.82
SASC 2007-TC1 M1 V/R 04/25/318,945,000.0000USD8,721,909.91
SUNOCO LOGISTIC 5.95% 12/01/25760,000.0000USD819,243.76
SUNOCO LP/FINA 4.875% 01/15/231,110,000.0000USD1,087,800.00
SCML 2017-SBC6 A V/R 04/25/233,034,117.5800USD3,065,235.19
T-MOBILE USA IN 4.75% 02/01/28364,000.0000USD352,170.00
TECH DATA CORP 3.7% 02/15/222,327,000.0000USD2,292,069.73
TECH DATA CORP 4.95% 02/15/27910,000.0000USD889,325.28
TENET HEALTHCA 4.625% 07/15/241,702,000.0000USD1,648,812.50
ANDEAVOR LOGIS L 5.5% 10/15/19200,000.0000USD205,630.00
TEXAS ST PUBLIC 8.25% 07/01/24500,000.0000USD510,225.00
TEXTRON INC V/R 11/10/203,770,000.0000USD3,771,729.49
TIME WARNER INC 3.8% 02/15/27384,000.0000USD371,932.60
TIMES SQUARE H 8.528?08/01/261,951,857.8200USD2,292,189.02
TOPBUILD ESCRO 5.625% 05/01/261,079,000.0000USD1,085,743.75
TRANSCONT GAS PI 4.6% 03/15/48568,000.0000USD546,216.65
TRONOX INC 6.5% 04/15/26375,000.0000USD372,187.50
TRUMN 2006-1 A V/R 3/25/363,325,584.7400USD3,272,157.56
UDR INC 4.625% 01/10/22103,000.0000USD106,141.53
UDR INC 3.5% 01/15/28410,000.0000USD386,662.44
UNITED AIR 2016- 3.1% 07/07/28262,876.4700USD252,045.78
US TIPS 2.375% 01/15/2526,176,868.6000USD29,030,012.47
US TREAS BDS 2.25% 08/15/46100,000.0000USD83,578.17
US TREAS BDS 3% 02/15/47(3,528,000.0000)USD(3,444,485.61)
証券名数量通貨時価(米ドル)
US TREAS BDS 3% 02/15/473,528,000.0000USD3,444,485.61
US TREAS BDS 2.75% 08/15/472,830,000.0000USD2,625,654.11
US TREAS NTS 1.375% 08/31/2356,200,000.0000USD52,158,453.99
US TREAS NTS 2.125% 07/31/2421,800,000.0000USD20,850,082.00
US TREAS NTS 2.125% 09/30/24117,000,000.0000USD111,725,859.96
US TREAS NTS 2.25% 10/31/24203,550,000.0000USD195,714,120.88
US TREAS NTS 2.75% 02/15/242,800,000.0000USD2,783,593.74
US TREAS NTS 2% 10/31/212,700,000.0000USD2,637,404.31
US TREAS NTS 2.25% 11/15/2463,300,000.0000USD60,838,470.62
US TREAS NTS 2.125% 12/31/2130,200,000.0000USD29,588,921.72
US TREASURY 1.5% 01/31/22200,000.0000USD191,339.84
US TREAS NTS 2% 02/15/2511,021,000.0000USD10,402,360.30
US TREAS NTS 1.75% 03/31/229,300,000.0000USD8,962,875.00
US TIPS 0.125% 04/15/201,169,388.0000USD1,160,077.25
US TREAS NTS 2% 08/15/251,400,000.0000USD1,314,933.59
WI TREASURY SEC 1.875% 08/31/2224,200,000.0000USD23,328,422.00
US TREAS NTS 1.75% 09/30/2211,500,000.0000USD11,015,742.13
US TREAS NTS 1.625% 02/15/262,200,000.0000USD1,999,378.90
US TIPS 0.625% 07/15/2177,320.6000USD77,752.48
US TREAS NTS 2.125% 08/15/2165,100,000.0000USD63,965,835.61
WI US TREAS NTS 1.75% 5/15/225,400,000.0000USD5,197,394.54
US TREAS NTS 1.125% 09/30/2137,390,000.0000USD35,486,923.78
US TREAS NTS 2% 11/15/26800,000.0000USD742,640.62
US TREAS NTS 1.75% 11/30/2126,400,000.0000USD25,545,093.82
US TREAS NTS 2.25% 12/31/2389,100,000.0000USD86,298,222.88
US TIPS 0.375% 01/15/275,153.0500USD4,982.67
US TREAS NTS 2.25% 02/15/2728,000,000.0000USD26,477,500.00
US TREAS NTS 2.5% 05/15/2498,000,000.0000USD95,950,038.94
US TREAS NTS 2.375% 05/15/275,836,000.0000USD5,569,276.59
US TREAS NTS 2.125% 06/30/2219,600,000.0000USD19,125,312.50
US TREAS NTS 2% 07/31/227,400,000.0000USD7,178,578.09
US TREAS NTS 2% 05/31/2433,500,000.0000USD31,855,752.00
US TREAS NTS 2% 06/30/24142,800,000.0000USD135,682,312.50
UNIVISION COMM 5.125% 02/15/2514,170,000.0000USD13,142,675.00
USBR 2016-1 A V/R 09/25/271,400,857.4500USD1,404,289.55
USBR 2017-1 A V/R 01/25/5712,914,733.9900USD12,948,441.45
VOLT 2017-NP11 A V/R 10/25/474,181,170.1300USD4,174,893.78
VOLT 2017-NPL6 A V/R 05/26/203,634,690.6500USD3,620,925.35
VENTAS REALTY L 3.25% 10/15/26100,000.0000USD92,197.16
VEREIT OPERATIN 3.95% 08/15/27380,000.0000USD352,604.06
VERIZON COMMUNI 5.25% 03/16/371,690,000.0000USD1,765,520.30
VBTOW 2016-2A 5.193% 10/15/21393,624.1900USD398,452.38
VIASAT INC 5.625% 09/15/253,698,000.0000USD3,522,345.00
VICI PROP 1 / VICI 8% 10/15/234,736,086.0000USD5,292,576.11
VMWARE INC 2.3% 08/21/20760,000.0000USD740,266.96
VMWARE INC 2.95% 08/21/225,690,000.0000USD5,461,757.60
VMWARE INC 3.9% 08/21/27540,000.0000USD507,565.70
VOLKSWAGEN GROU 1.65% 05/22/18300,000.0000USD299,872.34
VOLT 2017-NPL7 A V/R 06/25/4725,946,432.8800USD25,861,370.09
WFCG 2015-BXRP F V/R 11/15/163,454,736.6100USD3,452,721.81
VORNADO REALTY L 3.5% 01/15/25528,000.0000USD501,448.61
WFRBS 2014-C19 X V/R 03/15/478,800,000.0000USD220,916.96
WABR 2016-BOCA A V/R 06/15/186,100,000.0000USD6,104,266.34
WAMU 2005-AR1 A3 V/R 01/25/45169,629.5400USD163,957.25
WMALT 2006-AR8 3 V/R 10/25/4621,420,018.8100USD14,718,172.59
WELLS FARGO & COMP 3% 10/23/262,810,000.0000USD2,586,577.21
WELLS FARGO & COM V/R 02/11/226,670,000.0000USD6,741,505.60
WFHET 2006-2 M1 V/R 07/25/3610,000,000.0000USD9,842,907.00
WFHET 2007-1 A2 V/R 03/25/373,012,991.3800USD2,612,982.12
WFMBS 2006-AR7 1 V/R 05/25/3628,865,452.1600USD29,260,366.18
証券名数量通貨時価(米ドル)
WFMBS 2006-AR14 V/R 10/25/36652,304.3800USD622,744.49
WELLTOWER INC 4.25% 04/15/28592,000.0000USD582,942.76
WESTERN DIGITAL 4.75% 02/15/265,260,000.0000USD5,200,825.00
WESTMORELAND CO 8.75% 01/01/22685,000.0000USD236,325.00
WEWORK COS INC 7.875% 05/01/251,868,000.0000USD1,830,640.00
WYNDHAM WORLDWID 4.5% 04/01/27203,000.0000USD200,474.58
WYNDHAM WORLDWI 4.15% 04/01/24179,000.0000USD177,920.21
ZIMMER BIOMET 3.375% 11/30/21124,000.0000USD123,097.77
RIO OIL FINANCE 9.75% 01/06/27381,366.1400USD423,316.42
CASH COLLATERAL V/R 12/31/49380,000.0000USD380,000.00
CASH COLLATERAL V/R 12/31/49(11,360,000.0000)USD(11,360,000.00)
CASH COLLATERAL V/R 12/31/492,317,000.0000USD2,317,000.00
CASH COLL ISDA V/R 12/31/49570,000.0000USD570,000.00
CASH COLLATERAL ISDA V/R 12/31/492,750,000.0000USD2,750,000.00
CASH COLL ISDA V/R 12/31/49370,000.0000USD370,000.00
CASH COLLATERAL ISDA BRC3,110,000.0000USD3,110,000.00
CASH COLLATERAL V/R 12/31/49(2,910,000.0000)USD(2,910,000.00)
CASH COLLATERAL V/R 12/31/491,640,000.0000USD1,640,000.00
CASH COLLATERAL ISDA FBF410,000.0000USD410,000.00
CASH COLLATERAL CME CDS FOB USD251,000.0000USD251,000.00
CASH COLLATERAL CME FOB5,470,000.0000USD5,470,000.00
CASH COLLATERAL V/R 12/31/49840,000.0000USD840,000.00
CASH COLLATERAL FOB USD485,000.0000USD485,000.00
CASH COLLATERAL ISDA GLM(2,450,000.0000)USD(2,450,000.00)
CASH COLLATERAL V/R 12/31/49110,000.0000USD110,000.00
CASH COLLATERAL V/R 12/31/49330,000.0000USD330,000.00
CASH COLLATERAL ISDA GST370,000.0000USD370,000.00
CASH COLLATERAL ISDA JPM USD(5,070,000.0000)USD(5,070,000.00)
CASH COLLATERAL CME JPS280,000.0000USD280,000.00
CASH COLLATERAL ISDA JPM USD983,000.0000USD983,000.00
CASH COLLATERAL ISDA MEI(30,000.0000)USD(30,000.00)
CASH COLLATERAL CME MSB(9,120,000.0000)USD(9,120,000.00)
CASH COLLATERAL ISDA MYC1,040,000.0000USD1,040,000.00
CASH COLLATERAL ISDA MYC(893,000.0000)USD(893,000.00)
CASH COLLATERAL USD RBS(470,000.0000)USD(470,000.00)
CASH COLLATERAL SAL FOB2,470,000.0000USD2,470,000.00
CASH COLL ISDA V/R 12/31/493,980,000.0000USD3,980,000.00
CASH COLLATERAL V/R 12/31/493,560,000.0000USD3,560,000.00
CASH COLLATERAL CME BOS USD(26,440,000.0000)USD(26,440,000.00)
CASH COLLATERAL ISDA UAG(25,030,000.0000)USD(25,030,000.00)
CASH COLLATERAL WFS USD700,000.0000USD700,000.00
T/L IHEARTCOMMUNI ZCP 01/30/1931,027,000.0000USD24,750,486.12
T/L CLEAR CHANNEL 0% 07/30/192,700,000.0000USD2,160,000.00
T/L CHRYSLER GROU ZCP 12/31/18757,832.3100USD760,863.64
T/L DAVITA HEALTH 0% 6/18/21192,500.0000USD194,562.45
T/L AWAS AVIATION 0% 10/2/21772,500.0000USD777,791.61
T/L CHS/COMMUNITY 0% 12/31/192,960,000.0000USD2,917,038.56
T/L CHS/COMM HEALTH 0% 1/27/213,090,000.0000USD3,001,935.00
T/L CHENIERE ENERG 0% 02/25/201,350,000.0000USD1,350,843.75
T/L MGM GROWTH 0% 04/25/23607,600.0000USD612,157.00
T/L DIAMOND RESORTS INTERNATIONAL INC 0% 09/02/232,066,018.8900USD2,084,871.31
T/L HILTON WORLDWI 0% 10/25/2311,723,124.2600USD11,826,920.80
T/L SERTA SIMMONS 0% 11/08/23197,500.0000USD179,527.50
T/L VISTA OPERAT 0% 08/04/23427,480.4500USD429,312.63
T/L VISTA OPERAT 0% 08/04/2375,945.8900USD76,570.85
T/L VISTRA OPERATI 0% 12/14/23446,250.0000USD449,987.34
T/L PRESTIGE BRAND 0% 01/26/2469,000.1400USD69,488.87
T/L GARTNER TLB 0% 04/05/24127,710.0000USD128,667.83
T/L REYNOLDS GROUP 0% 02/05/23197,006.2500USD198,450.31
T/L SPRINT COMM 0% 02/02/244,163,458.6600USD4,179,071.63
証券名数量通貨時価(米ドル)
T/L KINETIC CONCEP 0% 02/02/249,428,529.8700USD9,497,772.99
T/L ANCESTRY COM 0% 10/19/231,182,969.7000USD1,189,994.17
T/L UNIVISION COMM 0% 03/15/2426,383,993.0500USD26,056,013.63
T/L RPI FINANCE 0% 03/27/237,135,846.5400USD7,175,350.59
T/L CENTURYLINK INC 0% 1/31/257,780,000.0000USD7,674,845.52
T/L BWAY HOLDING 0% 04/03/24387,075.0000USD389,897.55
T/L VERTIV GROUP 0% 11/30/2023250,862.0700USD251,332.44
T/L CAESARS ENTER 0% 10/07/242,294,250.0000USD2,301,658.13
T/L NIELSEN FINANC 0% 10/04/23395,505.0000USD398,193.25
T/L SEQUA CORP ZCP 11/28/20213,826,348.6800USD3,878,960.97
T/L SEQUA CORP ZCP 04/28/22650,000.0000USD662,187.50
T/L CITYCENTER HOL 0% 04/18/24297,750.0000USD299,727.36
T/L ALMONDE INC 0% 6/13/2024(0.0100)USD(0.01)
T/L POST HOLDINGS 0.0% 5/24/241,460,425.0000USD1,468,336.12
T/L FRONTIER COMMU 0% 6/15/247,462,406.0200USD7,383,117.96
T/L FIRST DATA COR 0% 07/08/223,000,000.0000USD3,013,767.00
T/L NEXSTAR BROAD 0% 01/17/24455,151.0300USD457,540.57
T/L MISSION BROAD 0% 01/17/2458,449.1400USD58,756.00
T/L CASTLELAKE 0% 7/12/243,537,283.0200USD3,524,707.84
T/L HD SUPPLY 0% 08/01/2024319,200.0000USD321,195.00
T/L PAREXEL INTER 0% 09/27/24398,000.0000USD400,039.75
T/L ACCUDYNE INDUS 0% 08/18/24597,000.0000USD601,150.94
T/L NATURES BOUNTY 0% 09/26/24497,500.0000USD423,496.88
T/L MH SUB I LLC 0% 09/13/241,004,950.0000USD1,006,729.77
T/L HD SUPPLY INC 0% 10/17/23197,507.5000USD199,081.44
T/L QUINTILES IMS 0% 1/17/2510,149,000.0000USD10,212,431.25
T/L BEACON ROOF 0% 01/02/2025490,000.0000USD493,277.12
T/L TRONOX FINANCE 0% 09/23/24363,168.6100USD367,351.59
T/L GOLDEN NUGGET 0% 10/04/2330,000.0000USD30,164.07
T/L AVANTOR PERFOR 0% 11/21/24687,400.0000USD695,133.25
T/L TRAVERSE MIDST 0% 09/27/24233,703.7000USD235,273.96
T/L AIR MEDICAL GR 0% 09/26/24997,750.0000USD1,009,865.68
T/L MULTI COLOR CO 0% 10/31/24174,562.5000USD175,599.05
T/L WEST CORPORATI 0% 10/10/24214,183.4300USD215,426.55
T/L CAESARS RESORT 0% 10/2/245,370,750.0000USD5,422,217.90
T/L TRONOX BLOCKE 0% 09/23/24135,706.3900USD137,269.46
T/L UPC FINANCING 0% 1/15/26730,000.0000USD732,623.62
T/L DELL INTL LLC 0% 9/7/232,535,747.2700USD2,546,615.48
T/L CENTENE CORPOR 0% 10/16/1826,400,000.0000USD26,400,000.00
T/L UNITYMEDIA 0% 01/15/20261,000,000.0000USD1,000,938.00
T/L TERRAFORM POWER 0% 11/8/22199,500.0000USD200,996.25
T/L CALIFORNIA RES 0% 12/31/221,050,000.0000USD1,071,000.00
T/L CAMELOT FINAN ZCP 10/03/23197,014.9600USD198,615.71
T/L BMC SOFTWARE 0% 9/10/202218,275,954.4400USD18,363,569.37
T/L SINCLAIR TELE ZCP 12/12/245,700,000.0000USD5,732,655.30
T/L ARAMARK 0% 03/11/2025997,750.0000USD1,005,544.42
T/L VICI PROPER 0% 12/20/243,627,272.7300USD3,645,659.38
T/L MEREDITH CORP 0% 1/31/25600,000.0000USD604,541.40
T/L CHARTER 0% 04/30/20255,638,477.3100USD5,675,674.34
T/L IRB HOLDING C ZCP 02/05/25700,000.0000USD707,875.00
T/L CROWN HOLDINGS 0% 1/29/25900,000.0000USD909,351.90
T/L BARRACUDA NETWO 0% 2/12/25300,000.0000USD302,062.50
T/L CSC HOLDINGS .00% 01/25/261,600,000.0000USD1,609,200.00
T/L SYNIVERSE 0% 2/9/23750,000.0000USD758,984.25
T/L SS&C TECH 0% 2/28/257,000,000.0000USD7,054,446.00
T/L GENWORTH FINAN 0% 02/28/23400,000.0000USD406,750.00
T/L SS&C TECHNOLOG 0% 02/28/255,000,000.0000USD5,038,890.00
T/L HCA INC 0% 03/07/252,991,051.1000USD3,025,116.18
T/L HCA INC0% 03/17/23830,588.2200USD836,428.09
T/L GREENSKY HOLD LLC 03/27/254,900,000.0000USD4,918,375.00
証券名数量通貨時価(米ドル)
T/L LAS VEGAS SAN ZCP 03/29/252,586,685.3000USD2,602,314.05
T/L PISCES MIDCO0% 03/28/253,500,000.0000USD3,540,103.00
T/L WYNDHAM 0% 3/28/251,400,000.0000USD1,412,104.40
T/L KFC HOLDING CO 0% 03/28/251,083,555.0000USD1,093,036.11
T/L ABC SUPPLY CO 0% 10/31/231,687,218.0400USD1,692,385.99
T/L SBA SENIOR FI 0% 04/04/25500,000.0000USD501,992.00
T/L GOLDEN NU 0% 10/4/2330,000.0000USD30,202.50
T/L CEOC LLC 0% 10/07/242,114,750.0000USD2,121,578.53
CDX NA 00.110 SP 05/25/2046 BOFAUS6S LONG18,633,491.2200USD17,173,867.80
CDX NA 00.110 SP 05/25/2046 BOFAUS6S SHORT(18,633,491.2200)USD(18,633,491.22)
CDX NA 00.500 SP 01/17/2047 CSFPGB2L SHORT(1,300,000.0000)USD(1,300,000.00)
CDX NA 00.500 SP 01/17/2047 CSFPGB2L LONG1,300,000.0000USD1,311,715.07
CDX NA 00.500 SP 05/11/2063 CSFPGB2L LONG2,468,306.5200USD2,487,895.12
CDX NA 00.500 SP 05/11/2063 CSFPGB2L SHORT(2,468,306.5200)USD(2,468,306.52)
CDS XS0114288789 01.000 SP 06/20/2019 CITIUS33XXX LONG4,000,000.0000USD4,014,439.64
CDS XS0114288789 01.000 SP 06/20/2019 CITIUS33XXX SHORT(4,000,000.0000)USD(4,000,000.00)
CDX NA 00.500 SP 01/17/2047 CSFPGB2L LONG3,000,000.0000USD3,027,034.77
CDX NA 00.500 SP 01/17/2047 CSFPGB2L SHORT(3,000,000.0000)USD(3,000,000.00)
CDX NA 00.500 SP 05/11/2063 BOFAUS6S LONG1,480,983.9100USD1,492,737.07
CDX NA 00.500 SP 05/11/2063 BOFAUS6S SHORT(1,480,983.9100)USD(1,480,983.91)
CDX NA 00.500 SP 01/17/2047 BOFAUS6S SHORT(1,500,000.0000)USD(1,500,000.00)
CDX NA 00.500 SP 01/17/2047 BOFAUS6S LONG1,500,000.0000USD1,513,517.39
CDX NA 00.500 SP 01/17/2047 GSILGB2X LONG3,400,000.0000USD3,430,639.41
CDX NA 00.500 SP 01/17/2047 GSILGB2X SHORT(3,400,000.0000)USD(3,400,000.00)
CDS XS0114288789 01.000 SP 06/20/2019 CHASUS33XXX SHORT(1,700,000.0000)USD(1,700,000.00)
CDS XS0114288789 01.000 SP 06/20/2019 CHASUS33XXX LONG1,700,000.0000USD1,706,136.85
CDX NA 00.500 SP 01/17/2047 DEUTGB2L SHORT(5,600,000.0000)USD(5,600,000.00)
CDX NA 00.500 SP 01/17/2047 DEUTGB2L LONG5,600,000.0000USD5,650,464.90
CDS XS0114288789 01.000 SP 06/20/2019 GSILGB2XXXX LONG200,000.0000USD200,721.98
CDS XS0114288789 01.000 SP 06/20/2019 GSILGB2XXXX SHORT(200,000.0000)USD(200,000.00)
CDX NA 00.500 SP 05/11/2063 BOFAUS6NGFX LONG98,732.2600USD99,515.80
CDX NA 00.500 SP 05/11/2063 BOFAUS6NGFX SHORT(98,732.2600)USD(98,732.26)
CDX NA 00.500 SP 01/17/2047 MSCSUS33 LONG800,000.0000USD807,209.27
CDX NA 00.500 SP 01/17/2047 MSCSUS33 SHORT(800,000.0000)USD(800,000.00)
CDX NA 00.500 SP 01/17/2047 CSFPGB2L SHORT(600,000.0000)USD(600,000.00)
CDX NA 00.500 SP 01/17/2047 CSFPGB2L LONG600,000.0000USD605,406.95
CDS XS0114288789 01.000 SP 06/20/2019 BARCGB33XXX LONG100,000.0000USD100,360.99
CDS XS0114288789 01.000 SP 06/20/2019 BARCGB33XXX SHORT(100,000.0000)USD(100,000.00)
CDX NA 00.500 SP 05/11/2063 CSFPGB2L SHORT(2,468,306.5200)USD(2,468,306.52)
CDX NA 00.500 SP 05/11/2063 CSFPGB2L LONG2,468,306.5200USD2,487,895.12
CDX NA 00.500 SP 01/17/2047 BOFAUS6NGFX LONG2,000,000.0000USD2,018,023.18
CDX NA 00.500 SP 01/17/2047 BOFAUS6NGFX SHORT(2,000,000.0000)USD(2,000,000.00)
CDX NA 00.500 SP 05/11/2063 BOFAUS6NGFX SHORT(1,974,645.2100)USD(1,974,645.21)
CDX NA 00.500 SP 05/11/2063 BOFAUS6NGFX LONG1,974,645.2100USD1,990,316.09
CDS XS0114288789 01.000 SP 06/20/2024 CITIUS33XXX SHORT(200,000.0000)USD(200,000.00)
CDS XS0114288789 01.000 SP 06/20/2024 CITIUS33XXX LONG200,000.0000USD194,397.80
CDS XS0114288789 01.000 SP 09/20/2024 BOFAUS6NGFX LONG300,000.0000USD290,617.76
CDS XS0114288789 01.000 SP 09/20/2024 BOFAUS6NGFX SHORT(300,000.0000)USD(300,000.00)
証券名数量通貨時価(米ドル)
CDS XS0114288789 01.000 SP 09/20/2024 CITIUS33XXX SHORT(900,000.0000)USD(900,000.00)
CDS XS0114288789 01.000 SP 09/20/2024 CITIUS33XXX LONG900,000.0000USD871,853.29
CDS XS0114288789 01.000 SP 09/20/2024 BARCGB33XXX LONG300,000.0000USD290,617.76
CDS XS0114288789 01.000 SP 09/20/2024 BARCGB33XXX SHORT(300,000.0000)USD(300,000.00)
CDX NA 00.500 SP 05/11/2063 MSCSUS33 LONG9,873,224.8900USD9,951,579.30
CDX NA 00.500 SP 05/11/2063 MSCSUS33 SHORT(9,873,224.8900)USD(9,873,224.89)
CDX NA 00.500 SP 01/17/2047 CSFPGB2L LONG10,000,000.0000USD10,090,115.90
CDX NA 00.500 SP 01/17/2047 CSFPGB2L SHORT(10,000,000.0000)USD(10,000,000.00)
CDS US85171RAA23 05.000 SP 09/20/2021 BARCGB33XXX LONG400,000.0000USD445,055.89
CDS US85171RAA23 05.000 SP 09/20/2021 BARCGB33XXX SHORT(400,000.0000)USD(400,000.00)
CDS US85171RAA23 05.000 SP 12/20/2019 GSILGB2XXXX LONG200,000.0000USD214,314.59
CDS US85171RAA23 05.000 SP 12/20/2019 GSILGB2XXXX SHORT(200,000.0000)USD(200,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 BNPAFRPPXXX SHORT(1,950,000.0000)USD(1,950,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 BNPAFRPPXXX LONG1,950,000.0000USD1,957,312.58
CDS US71645WAH43 01.000 SP 12/20/2019 GSILGB2XXXX LONG1,150,000.0000USD1,154,312.55
CDS US71645WAH43 01.000 SP 12/20/2019 GSILGB2XXXX SHORT(1,150,000.0000)USD(1,150,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 BARCGB33XXX LONG770,000.0000USD772,887.53
CDS US71645WAH43 01.000 SP 12/20/2019 BARCGB33XXX SHORT(770,000.0000)USD(770,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 CHASUS33XXX SHORT(100,000.0000)USD(100,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 CHASUS33XXX LONG100,000.0000USD100,375.00
CDS US71645WAH43 01.000 SP 12/20/2019 CITIUS33XXX LONG200,000.0000USD200,750.01
CDS US71645WAH43 01.000 SP 12/20/2019 CITIUS33XXX SHORT(200,000.0000)USD(200,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 MSCSUS33XXX SHORT(1,000,000.0000)USD(1,000,000.00)
CDS US71645WAH43 01.000 SP 12/20/2019 MSCSUS33XXX LONG1,000,000.0000USD1,003,750.04
CDS US71645WAH43 01.000 SP 03/20/2020 BNPAFRPPXXX SHORT(400,000.0000)USD(400,000.00)
CDS US71645WAH43 01.000 SP 03/20/2020 BNPAFRPPXXX LONG400,000.0000USD401,352.67
CDS US71645WAH43 01.000 SP 03/20/2020 GSILGB2XXXX LONG200,000.0000USD200,676.33
CDS US71645WAH43 01.000 SP 03/20/2020 GSILGB2XXXX SHORT(200,000.0000)USD(200,000.00)
CDS XS0114288789 01.000 SP 03/20/2020 GSILGB2XXXX LONG100,000.0000USD100,428.74
CDS XS0114288789 01.000 SP 03/20/2020 GSILGB2XXXX SHORT(100,000.0000)USD(100,000.00)
CDX HY24 5Y 05.000 NA 06/20/2020 CSFBUS33 FIXED39,330,000.0000USD41,855,064.66
CDX HY24 5Y 05.000 NA 06/20/2020 CSFBUS33 FLOAT(39,330,000.0000)USD(39,330,000.00)
CDS US71645WAH43 01.000 SP 09/20/2020 GSILGB2XXXX LONG160,000.0000USD160,073.37
CDS US71645WAH43 01.000 SP 09/20/2020 GSILGB2XXXX SHORT(160,000.0000)USD(160,000.00)
証券名数量通貨時価(米ドル)
CDS XS0114288789 01.000 SP 09/20/2020 CHASUS33XXX LONG1,000,000.0000USD1,003,805.31
CDS XS0114288789 01.000 SP 09/20/2020 CHASUS33XXX SHORT(1,000,000.0000)USD(1,000,000.00)
CDX NA 00.500 SP 10/17/2057 CSFPGB2L SHORT(2,900,000.0000)USD(2,900,000.00)
CDX NA 00.500 SP 10/17/2057 CSFPGB2L LONG2,900,000.0000USD2,915,504.82
CDX NA 00.500 SP 10/17/2057 GSILGB2X LONG13,800,000.0000USD13,873,781.56
CDX NA 00.500 SP 10/17/2057 GSILGB2X SHORT(13,800,000.0000)USD(13,800,000.00)
CDX NA 00.500 SP 10/17/2057 MLILGB3L SHORT(1,300,000.0000)USD(1,300,000.00)
CDX NA 00.500 SP 10/17/2057 MLILGB3L LONG1,300,000.0000USD1,306,950.44
CDX NA 00.500 SP 10/17/2057 MLILGB3L LONG14,900,000.0000USD14,979,662.70
CDX NA 00.500 SP 10/17/2057 MLILGB3L SHORT(14,900,000.0000)USD(14,900,000.00)
CDX EM24 ICE 01.000 NA 12/20/2020 CSFBUS33 FIXED736,000.0000USD741,358.08
CDX EM24 ICE 01.000 NA 12/20/2020 CSFBUS33 FLOAT(736,000.0000)USD(736,000.00)
CDS XS0114288789 01.000 SP 12/20/2020 BOFAUS6NGFX LONG790,000.0000USD792,462.71
CDS XS0114288789 01.000 SP 12/20/2020 BOFAUS6NGFX SHORT(790,000.0000)USD(790,000.00)
CDS XS0114288789 01.000 SP 12/20/2020 BARCGB33XXX SHORT(800,000.0000)USD(800,000.00)
CDS XS0114288789 01.000 SP 12/20/2020 BARCGB33XXX LONG800,000.0000USD802,493.88
CDS XS0114288789 01.000 SP 12/20/2020 CITIUS33XXX SHORT(2,200,000.0000)USD(2,200,000.00)
CDS XS0114288789 01.000 SP 12/20/2020 CITIUS33XXX LONG2,200,000.0000USD2,206,858.17
CDS XS0114288789 01.000 SP 12/20/2020 MSCSUS33XXX SHORT(100,000.0000)USD(100,000.00)
CDS XS0114288789 01.000 SP 12/20/2020 MSCSUS33XXX LONG100,000.0000USD100,311.74
CDX NA HY 25 05.000 NA 12/20/2020 CSFBUS33 FIXED47,808,000.0000USD51,016,538.30
CDX NA HY 25 05.000 NA 12/20/2020 CSFBUS33 FLOAT(47,808,000.0000)USD(47,808,000.00)
CDX NA 00.500 SP 10/17/2057 DEUTSCHE BAN LONG8,800,000.0000USD8,847,049.11
CDX NA 00.500 SP 10/17/2057 DEUTSCHE BAN SHORT(8,800,000.0000)USD(8,800,000.00)
CDX NA 00.500 SP 01/17/2047 MERRILL LY SHORT(1,200,000.0000)USD(1,200,000.00)
CDX NA 00.500 SP 01/17/2047 MERRILL LY LONG1,200,000.0000USD1,210,813.91
CDX NA 00.500 SP 10/17/2057 UBSWUS33 SHORT(1,600,000.0000)USD(1,600,000.00)
CDX NA 00.500 SP 10/17/2057 UBSWUS33 LONG1,600,000.0000USD1,608,554.38
CDX 137BENAI7 00.500 SP 09/17/2058 MLILGB3L SHORT(15,600,000.0000)USD(15,600,000.00)
CDX 137BENAI7 00.500 SP 09/17/2058 MLILGB3L LONG15,600,000.0000USD15,632,281.55
CDX NA 00.500 SP 09/17/2058 MSCSUS33 LONG10,500,000.0000USD10,521,727.97
CDX NA 00.500 SP 09/17/2058 MSCSUS33 SHORT(10,500,000.0000)USD(10,500,000.00)
CDX NA 00.500 SP 01/17/2047 UBSWUS33 SHORT(600,000.0000)USD(600,000.00)
CDX NA 00.500 SP 01/17/2047 UBSWUS33 LONG600,000.0000USD605,406.95
CDX NA 00.500 SP 09/17/2058 GSILGB2X LONG47,200,000.0000USD47,297,672.38
CDX NA 00.500 SP 09/17/2058 GSILGB2X SHORT(47,200,000.0000)USD(47,200,000.00)
CDX NA 00.500 SP 09/17/2058 DEUTGB2L SHORT(12,300,000.0000)USD(12,300,000.00)
CDX NA 00.500 SP 09/17/2058 DEUTGB2L LONG12,300,000.0000USD12,325,452.76
CDX NA 00.500 SP 05/11/2063 MLILGB3L LONG1,184,787.1300USD1,194,189.66
CDX NA 00.500 SP 05/11/2063 MLILGB3L SHORT(1,184,787.1300)USD(1,184,787.13)
CDS US71645WAH43 01.000 SP 06/20/2021 GSILGB2XXXX SHORT(1,115,000.0000)USD(1,115,000.00)
CDS US71645WAH43 01.000 SP 06/20/2021 GSILGB2XXXX LONG1,115,000.0000USD1,107,305.21
CDX NA 00.500 SP 09/17/2058 CSFPGB2L LONG14,300,000.0000USD14,329,591.42
CDX NA 00.500 SP 09/17/2058 CSFPGB2L SHORT(14,300,000.0000)USD(14,300,000.00)
CDS US71645WAH43 01.000 SP 06/20/2021 BARCGB33XXX SHORT(4,400,000.0000)USD(4,400,000.00)
CDS US71645WAH43 01.000 SP 06/20/2021 BARCGB33XXX LONG4,400,000.0000USD4,369,634.90
証券名数量通貨時価(米ドル)
CDS US71645WAH43 01.000 SP 06/20/2021 BNPAFRPPXXX SHORT(200,000.0000)USD(200,000.00)
CDS US71645WAH43 01.000 SP 06/20/2021 BNPAFRPPXXX LONG200,000.0000USD198,619.77
CDS US836205AN45 01.000 SP 06/20/2021 GST LONG500,000.0000USD500,695.91
CDS US836205AN45 01.000 SP 06/20/2021 GST SHORT(500,000.0000)USD(500,000.00)
CDX NA 00.500 SP 09/17/2058 JPMSUS3X SHORT(4,200,000.0000)USD(4,200,000.00)
CDX NA 00.500 SP 09/17/2058 JPMSUS3X LONG4,200,000.0000USD4,208,691.19
CDX NA 00.500 SP 09/17/2058 SBNYUS33 SHORT(87,900,000.0000)USD(87,900,000.00)
CDX NA 00.500 SP 09/17/2058 SBNYUS33 LONG87,900,000.0000USD88,081,894.11
CDS US836205AN45 01.000 SP 06/20/2021 BRC LONG2,400,000.0000USD2,403,340.37
CDS US836205AN45 01.000 SP 06/20/2021 BRC SHORT(2,400,000.0000)USD(2,400,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 GST LONG2,400,000.0000USD2,389,301.50
CDS US836205AN45 01.000 SP 12/20/2021 GST SHORT(2,400,000.0000)USD(2,400,000.00)
CDS US084670BH03 01.000 NA 12/20/2021 CSFBUS33 FLOAT(900,000.0000)USD(900,000.00)
CDS US084670BH03 01.000 NA 12/20/2021 CSFBUS33 FIXED900,000.0000USD918,523.80
CDS US71645WAH43 01.000 SP 12/20/2021 GSILGB2XXXX LONG5,800,000.0000USD5,704,716.90
CDS US71645WAH43 01.000 SP 12/20/2021 GSILGB2XXXX SHORT(5,800,000.0000)USD(5,800,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 BRC SHORT(500,000.0000)USD(500,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 BRC LONG500,000.0000USD497,771.15
CDS US706451BG56 01.000 SP 12/20/2021 BARCGB33XXX LONG700,000.0000USD691,816.07
CDS US706451BG56 01.000 SP 12/20/2021 BARCGB33XXX SHORT(700,000.0000)USD(700,000.00)
CDS US706451BG56 01.000 SP 12/20/2021 GSILGB2XXXX LONG100,000.0000USD98,830.87
CDS US706451BG56 01.000 SP 12/20/2021 GSILGB2XXXX SHORT(100,000.0000)USD(100,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 JPM LONG1,800,000.0000USD1,791,976.12
CDS US836205AN45 01.000 SP 12/20/2021 JPM SHORT(1,800,000.0000)USD(1,800,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 MYC LONG300,000.0000USD298,662.69
CDS US836205AN45 01.000 SP 12/20/2021 MYC SHORT(300,000.0000)USD(300,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 DUB SHORT(700,000.0000)USD(700,000.00)
CDS US836205AN45 01.000 SP 12/20/2021 DUB LONG700,000.0000USD696,879.60
CDS US78442FEQ72 05.000 NA 09/20/2020 CSFBUS33 FLOAT(100,000.0000)USD(100,000.00)
CDS US78442FEQ72 05.000 NA 09/20/2020 CSFBUS33 FIXED100,000.0000USD109,326.60
CDS US165167CF27 05.000 NA 09/20/2018 CSFBUS33 FLOAT(56,000.0000)USD(56,000.00)
CDS US165167CF27 05.000 NA 09/20/2018 CSFBUS33 FIXED56,000.0000USD56,735.39
CDS US165167CF27 05.000 NA 03/20/2019 CSFBUS33 FLOAT(100,000.0000)USD(100,000.00)
CDS US165167CF27 05.000 NA 03/20/2019 CSFBUS33 FIXED100,000.0000USD102,789.80
CDS XS0114288789 01.000 SP 12/20/2021 BOFAUS6NGFX LONG200,000.0000USD199,789.95
CDS XS0114288789 01.000 SP 12/20/2021 BOFAUS6NGFX SHORT(200,000.0000)USD(200,000.00)
CDS XS0114288789 01.000 SP 12/20/2021 CHASUS33XXX LONG900,000.0000USD899,054.77
CDS XS0114288789 01.000 SP 12/20/2021 CHASUS33XXX SHORT(900,000.0000)USD(900,000.00)
CDS US71645WAH43 01.000 SP 12/20/2021 CHASUS33XXX LONG300,000.0000USD295,071.56
証券名数量通貨時価(米ドル)
CDS US71645WAH43 01.000 SP 12/20/2021 CHASUS33XXX SHORT(300,000.0000)USD(300,000.00)
CDS US706451BG56 01.000 SP 12/20/2021 DEUTGB2L LONG100,000.0000USD98,830.87
CDS US706451BG56 01.000 SP 12/20/2021 DEUTGB2L SHORT(100,000.0000)USD(100,000.00)
CDS US71645WAH43 01.000 SP 12/20/2021 BARCGB33XXX SHORT(10,000,000.0000)USD(10,000,000.00)
CDS US71645WAH43 01.000 SP 12/20/2021 BARCGB33XXX LONG10,000,000.0000USD9,835,718.80
CDS US02005NAJ90 05.000 NA 06/20/2022 CSFBUS33 FIXED20,230,000.0000USD23,445,113.44
CDS US02005NAJ90 05.000 NA 06/20/2022 CSFBUS33 FLOAT(20,230,000.0000)USD(20,230,000.00)
CDX NA 00.500 SP 11/17/2059 GSILGB2X LONG126,300,000.0000USD126,019,582.43
CDX NA 00.500 SP 11/17/2059 GSILGB2X SHORT(126,300,000.0000)USD(126,300,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 BNPAFRPPXXX LONG8,700,000.0000USD8,575,075.40
CDS US105756BV13 01.000 SP 06/20/2022 BNPAFRPPXXX SHORT(8,700,000.0000)USD(8,700,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 BARCGB33XXX LONG5,900,000.0000USD5,815,281.02
CDS US105756BV13 01.000 SP 06/20/2022 BARCGB33XXX SHORT(5,900,000.0000)USD(5,900,000.00)
CDS US91086QAW87 01.000 SP 06/20/2022 BOFAUS6NGFX SHORT(2,300,000.0000)USD(2,300,000.00)
CDS US91086QAW87 01.000 SP 06/20/2022 BOFAUS6NGFX LONG2,300,000.0000USD2,310,173.77
CDS US105756BV13 01.000 SP 06/20/2022 BOFAUS6NGFX SHORT(2,400,000.0000)USD(2,400,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 BOFAUS6NGFX LONG2,400,000.0000USD2,365,538.04
CDS US105756BV13 01.000 SP 06/20/2022 CSFPGB2LXXX SHORT(1,700,000.0000)USD(1,700,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 CSFPGB2LXXX LONG1,700,000.0000USD1,675,589.45
CDS US105756BV13 01.000 SP 06/20/2022 GSILGB2X SHORT(6,000,000.0000)USD(6,000,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 GSILGB2X LONG6,000,000.0000USD5,913,845.10
CDS US105756BV13 01.000 SP 06/20/2022 DEUTGB2LXXX SHORT(2,400,000.0000)USD(2,400,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 DEUTGB2LXXX LONG2,400,000.0000USD2,365,538.04
CDS US105756BV13 01.000 SP 06/20/2022 CHASUS33XXX SHORT(800,000.0000)USD(800,000.00)
CDS US105756BV13 01.000 SP 06/20/2022 CHASUS33XXX LONG800,000.0000USD788,512.68
CDS US78442FEQ72 05.000 NA 06/20/2022 CSFBUS33 FIXED1,300,000.0000USD1,440,045.10
CDS US78442FEQ72 05.000 NA 06/20/2022 CSFBUS33 FLOAT(1,300,000.0000)USD(1,300,000.00)
CDS US706451BG56 01.000 SP 06/20/2022 DEUTGB2LXXX SHORT(1,500,000.0000)USD(1,500,000.00)
CDS US706451BG56 01.000 SP 06/20/2022 DEUTGB2LXXX LONG1,500,000.0000USD1,471,411.13
CDS US706451BG56 01.000 SP 06/20/2022 BNPAFRPPXXX SHORT(3,500,000.0000)USD(3,500,000.00)
CDS US706451BG56 01.000 SP 06/20/2022 BNPAFRPPXXX LONG3,500,000.0000USD3,433,292.63
CDS USP04808AE45 05.000 SP 06/20/2022 GSILGB2XXXX SHORT(2,000,000.0000)USD(2,000,000.00)
証券名数量通貨時価(米ドル)
CDS USP04808AE45 05.000 SP 06/20/2022 GSILGB2XXXX LONG2,000,000.0000USD2,202,126.74
CDS XS1508675334 01.000 SP 06/20/2022 CITIUS33XXX SHORT(3,200,000.0000)USD(3,200,000.00)
CDS XS1508675334 01.000 SP 06/20/2022 CITIUS33XXX LONG3,200,000.0000USD3,241,099.71
CDX NA 00.500 SP 11/17/2059 MSCSUS33 LONG63,200,000.0000USD63,059,680.20
CDX NA 00.500 SP 11/17/2059 MSCSUS33 SHORT(63,200,000.0000)USD(63,200,000.00)
CDS US698299AD63 01.000 SP 06/20/2022 MSCSUS33XXX LONG500,000.0000USD510,800.99
CDS US698299AD63 01.000 SP 06/20/2022 MSCSUS33XXX SHORT(500,000.0000)USD(500,000.00)
CDS XS1508675334 01.000 SP 06/20/2022 CHASUS33XXX SHORT(300,000.0000)USD(300,000.00)
CDS XS1508675334 01.000 SP 06/20/2022 CHASUS33XXX LONG300,000.0000USD303,853.10
CDS USP04808AE45 05.000 SP 06/20/2022 CITIUS33XXX SHORT(2,000,000.0000)USD(2,000,000.00)
CDS USP04808AE45 05.000 SP 06/20/2022 CITIUS33XXX LONG2,000,000.0000USD2,202,126.74
CDS US698299AD63 01.000 SP 06/20/2022 CSFPGB2LXXX SHORT(1,500,000.0000)USD(1,500,000.00)
CDS US698299AD63 01.000 SP 06/20/2022 CSFPGB2LXXX LONG1,500,000.0000USD1,532,402.96
CDS US85172FAD15 05.000 SP 06/20/2022 GSILGB2XXXX SHORT(1,400,000.0000)USD(1,400,000.00)
CDS US85172FAD15 05.000 SP 06/20/2022 GSILGB2XXXX LONG1,400,000.0000USD1,560,052.23
CDX NA 00.500 SP 11/17/2059 SBNYUS33 SHORT(128,105,000.0000)USD(128,105,000.00)
CDX NA 00.500 SP 11/17/2059 SBNYUS33 LONG128,105,000.0000USD127,820,574.87
CDS USP04808AE45 05.000 SP 06/20/2022 MSCSUS33XXX SHORT(1,000,000.0000)USD(1,000,000.00)
CDS USP04808AE45 05.000 SP 06/20/2022 MSCSUS33XXX LONG1,000,000.0000USD1,101,063.37
CDS US91087BAC46 01.000 SP 06/20/2022 MSCSUS33XXX LONG3,000,000.0000USD3,013,270.14
CDS US91087BAC46 01.000 SP 06/20/2022 MSCSUS33XXX SHORT(3,000,000.0000)USD(3,000,000.00)
CDS US91087BAC46 01.000 SP 06/20/2022 BOFAUS6NGFX SHORT(4,000,000.0000)USD(4,000,000.00)
CDS US91087BAC46 01.000 SP 06/20/2022 BOFAUS6NGFX LONG4,000,000.0000USD4,017,693.52
CDX NA 00.500 SP 11/17/2059 CSFPGB2L LONG38,800,000.0000USD38,713,854.30
CDX NA 00.500 SP 11/17/2059 CSFPGB2L SHORT(38,800,000.0000)USD(38,800,000.00)
CDS US91087BAC46 01.000 SP 06/20/2022 CSFPGB2LXXX LONG10,100,000.0000USD10,144,676.14
CDS US91087BAC46 01.000 SP 06/20/2022 CSFPGB2LXXX SHORT(10,100,000.0000)USD(10,100,000.00)
CDX NA 00.500 SP 11/17/2059 DEUTGB2L LONG66,100,000.0000USD65,953,241.48
CDX NA 00.500 SP 11/17/2059 DEUTGB2L SHORT(66,100,000.0000)USD(66,100,000.00)
CDS US85172FAD15 05.000 SP 06/20/2022 CHASUS33XXX SHORT(300,000.0000)USD(300,000.00)
CDS US85172FAD15 05.000 SP 06/20/2022 CHASUS33XXX LONG300,000.0000USD334,296.91
CDS US71645WAH43 01.000 SP 06/20/2022 GSILGB2XXXX LONG1,700,000.0000USD1,656,543.94
CDS US71645WAH43 01.000 SP 06/20/2022 GSILGB2XXXX SHORT(1,700,000.0000)USD(1,700,000.00)
CDS XS1508675334 01.000 SP 06/20/2022 MSCSUS33XXX LONG7,300,000.0000USD7,393,758.72
CDS XS1508675334 01.000 SP 06/20/2022 MSCSUS33XXX SHORT(7,300,000.0000)USD(7,300,000.00)
証券名数量通貨時価(米ドル)
CDS XS1508675334 01.000 SP 06/20/2022 GSILGB2XXXX LONG2,500,000.0000USD2,532,109.15
CDS XS1508675334 01.000 SP 06/20/2022 GSILGB2XXXX SHORT(2,500,000.0000)USD(2,500,000.00)
CDS US91087BAC46 01.000 SP 06/20/2022 JPM SHORT(3,500,000.0000)USD(3,500,000.00)
CDS US91087BAC46 01.000 SP 06/20/2022 JPM LONG3,500,000.0000USD3,515,481.83
CDS US715638AP79 01.000 SP 06/20/2022 DEUTGB2LXXX LONG2,500,000.0000USD2,543,827.65
CDS US715638AP79 01.000 SP 06/20/2022 DEUTGB2LXXX SHORT(2,500,000.0000)USD(2,500,000.00)
CDS US71645WAH43 01.000 SP 06/20/2022 CHASUS33XXX SHORT(1,000,000.0000)USD(1,000,000.00)
CDS US71645WAH43 01.000 SP 06/20/2022 CHASUS33XXX LONG1,000,000.0000USD974,437.61
CDS US698299AD63 01.000 SP 06/20/2022 BARCGB33XXX SHORT(500,000.0000)USD(500,000.00)
CDS US698299AD63 01.000 SP 06/20/2022 BARCGB33XXX LONG500,000.0000USD510,800.99
CDX NA 00.500 SP 11/17/2059 JPMSUS3X SHORT(5,400,000.0000)USD(5,400,000.00)
CDX NA 00.500 SP 11/17/2059 JPMSUS3X LONG5,400,000.0000USD5,388,010.65
CDS XS0114288789 01.000 SP 12/20/2022 GSILGB2XXXX SHORT(41,150,000.0000)USD(41,150,000.00)
CDS XS0114288789 01.000 SP 12/20/2022 GSILGB2XXXX LONG41,150,000.0000USD40,770,644.32
CDS US91087BAC46 01.000 SP 12/20/2022 CITIUS33XXX LONG35,930,000.0000USD35,887,882.49
CDS US91087BAC46 01.000 SP 12/20/2022 CITIUS33XXX SHORT(35,930,000.0000)USD(35,930,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 CITIUS33XXX SHORT(6,100,000.0000)USD(6,100,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 CITIUS33XXX LONG6,100,000.0000USD5,956,557.34
CDS US195325BB02 01.000 SP 12/20/2022 CITIUS33XXX LONG7,800,000.0000USD7,816,839.73
CDS US195325BB02 01.000 SP 12/20/2022 CITIUS33XXX SHORT(7,800,000.0000)USD(7,800,000.00)
CDS USP04808AE45 05.000 SP 12/20/2022 DEUTGB2LXXX LONG400,000.0000USD439,943.17
CDS USP04808AE45 05.000 SP 12/20/2022 DEUTGB2LXXX SHORT(400,000.0000)USD(400,000.00)
CDS USP04808AE45 05.000 SP 12/20/2022 CITIUS33XXX LONG400,000.0000USD439,943.17
CDS USP04808AE45 05.000 SP 12/20/2022 CITIUS33XXX SHORT(400,000.0000)USD(400,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 GSILGB2XXXX SHORT(38,100,000.0000)USD(38,100,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 GSILGB2XXXX LONG38,100,000.0000USD38,055,338.80
CDX 2I65BZCN0 01.000 SP 12/20/2022 CSFBUS33XXX FIXED33,465,000.0000USD33,167,429.22
CDX 2I65BZCN0 01.000 SP 12/20/2022 CSFBUS33XXX FLOAT(33,465,000.0000)USD(33,465,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 GSILGB2XXXX LONG9,500,000.0000USD9,276,605.70
CDS US105756BV13 01.000 SP 12/20/2022 GSILGB2XXXX SHORT(9,500,000.0000)USD(9,500,000.00)
CDS US195325BB02 01.000 SP 12/20/2022 GSILGB2XXXX LONG3,900,000.0000USD3,908,419.87
CDS US195325BB02 01.000 SP 12/20/2022 GSILGB2XXXX SHORT(3,900,000.0000)USD(3,900,000.00)
CDS US195325BB02 01.000 SP 12/20/2022 MSCSUS33XXX LONG3,800,000.0000USD3,808,203.97
証券名数量通貨時価(米ドル)
CDS US195325BB02 01.000 SP 12/20/2022 MSCSUS33XXX SHORT(3,800,000.0000)USD(3,800,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 DEUTGB2LXXX SHORT(53,000,000.0000)USD(53,000,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 DEUTGB2LXXX LONG53,000,000.0000USD52,937,872.87
CDS US195325BB02 01.000 SP 12/20/2022 BOFAUS6NGFX SHORT(1,500,000.0000)USD(1,500,000.00)
CDS US195325BB02 01.000 SP 12/20/2022 BOFAUS6NGFX LONG1,500,000.0000USD1,503,238.41
CDS US78442FEQ72 05.000 SP 12/20/2022 CSFBUS33XXX FLOAT(1,500,000.0000)USD(1,500,000.00)
CDS US78442FEQ72 05.000 SP 12/20/2022 CSFBUS33XXX FIXED1,500,000.0000USD1,657,396.50
CDS US345397VT77 05.000 SP 12/20/2022 CSFBUS33XXX FIXED1,900,000.0000USD2,237,571.10
CDS US345397VT77 05.000 SP 12/20/2022 CSFBUS33XXX FLOAT(1,900,000.0000)USD(1,900,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 BARCGB5GXXX SHORT(7,100,000.0000)USD(7,100,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 BARCGB5GXXX LONG7,100,000.0000USD6,933,042.15
CDS US105756BV13 01.000 SP 12/20/2022 MSCSUS33XXX LONG13,800,000.0000USD13,475,490.38
CDS US105756BV13 01.000 SP 12/20/2022 MSCSUS33XXX SHORT(13,800,000.0000)USD(13,800,000.00)
CDS US02005NAJ90 05.000 SP 12/20/2022 CSFBUS33XXX FIXED5,700,000.0000USD6,655,998.30
CDS US02005NAJ90 05.000 SP 12/20/2022 CSFBUS33XXX FLOAT(5,700,000.0000)USD(5,700,000.00)
CDS US85172FAD15 05.000 SP 12/20/2022 BARCGB5GXXX SHORT(500,000.0000)USD(500,000.00)
CDS US85172FAD15 05.000 SP 12/20/2022 BARCGB5GXXX LONG500,000.0000USD554,878.91
CDX NA 00.500 SP 05/11/2063 SBNYUS33 SHORT(38,110,648.0800)USD(38,110,648.08)
CDX NA 00.500 SP 05/11/2063 SBNYUS33 LONG38,110,648.0800USD38,413,096.09
CDS XS0114288789 01.000 SP 12/20/2022 BARCGB5GXXX SHORT(2,600,000.0000)USD(2,600,000.00)
CDS XS0114288789 01.000 SP 12/20/2022 BARCGB5GXXX LONG2,600,000.0000USD2,576,030.99
CDS US105756BV13 01.000 SP 12/20/2022 BNPAFRPPXXX LONG24,100,000.0000USD23,533,283.92
CDS US105756BV13 01.000 SP 12/20/2022 BNPAFRPPXXX SHORT(24,100,000.0000)USD(24,100,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 BPS LONG20,100,000.0000USD20,076,438.58
CDS US91087BAC46 01.000 SP 12/20/2022 BPS SHORT(20,100,000.0000)USD(20,100,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 BARCGB5GXXX LONG30,070,000.0000USD30,034,751.65
CDS US91087BAC46 01.000 SP 12/20/2022 BARCGB5GXXX SHORT(30,070,000.0000)USD(30,070,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 BOFAUS6NGFX SHORT(14,300,000.0000)USD(14,300,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 BOFAUS6NGFX LONG14,300,000.0000USD14,283,237.40
CDS US91087BAC46 01.000 SP 12/20/2022 MSCSUS33XXX LONG45,144,000.0000USD45,091,081.75
CDS US91087BAC46 01.000 SP 12/20/2022 MSCSUS33XXX SHORT(45,144,000.0000)USD(45,144,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 DEUTGB2LXXX SHORT(2,400,000.0000)USD(2,400,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 DEUTGB2LXXX LONG2,400,000.0000USD2,639,659.01
証券名数量通貨時価(米ドル)
CDS US040114GX20 05.000 SP 12/20/2022 CITIUS33XXX SHORT(1,500,000.0000)USD(1,500,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 CITIUS33XXX LONG1,500,000.0000USD1,649,786.88
CDS USY20721AQ27 01.000 SP 12/20/2022 GSILGB2XXXX LONG10,000,000.0000USD10,018,733.10
CDS USY20721AQ27 01.000 SP 12/20/2022 GSILGB2XXXX SHORT(10,000,000.0000)USD(10,000,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 CHASUS33XXX SHORT(32,750,000.0000)USD(32,750,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 CHASUS33XXX LONG32,750,000.0000USD32,711,610.12
CDS US70014LAC46 05.000 SP 07/01/2020 UBSWUS33XXX LONG1,400,000.0000USD1,456,827.88
CDS US70014LAC46 05.000 SP 07/01/2020 UBSWUS33XXX SHORT(1,400,000.0000)USD(1,400,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 MSCSUS33XXX LONG3,900,000.0000USD4,289,445.89
CDS US040114GX20 05.000 SP 12/20/2022 MSCSUS33XXX SHORT(3,900,000.0000)USD(3,900,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 BARCGB5GXXX LONG1,900,000.0000USD2,089,730.05
CDS US040114GX20 05.000 SP 12/20/2022 BARCGB5GXXX SHORT(1,900,000.0000)USD(1,900,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 DEUTGB2LXXX LONG10,000,000.0000USD9,764,848.10
CDS US105756BV13 01.000 SP 12/20/2022 DEUTGB2LXXX SHORT(10,000,000.0000)USD(10,000,000.00)
CDS US105756BV13 01.000 SP 12/20/2022 CSFPGB2LXXX LONG800,000.0000USD781,187.85
CDS US105756BV13 01.000 SP 12/20/2022 CSFPGB2LXXX SHORT(800,000.0000)USD(800,000.00)
CDS US71645WAH43 01.000 SP 12/20/2022 GSILGB2XXXX SHORT(2,200,000.0000)USD(2,200,000.00)
CDS US71645WAH43 01.000 SP 12/20/2022 GSILGB2XXXX LONG2,200,000.0000USD2,116,258.50
CDS US105756BV13 01.000 SP 12/20/2022 BOFAUS6NGFX LONG2,700,000.0000USD2,636,508.99
CDS US105756BV13 01.000 SP 12/20/2022 BOFAUS6NGFX SHORT(2,700,000.0000)USD(2,700,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 CSFPGB2LXXX LONG400,000.0000USD439,943.17
CDS US040114GX20 05.000 SP 12/20/2022 CSFPGB2LXXX SHORT(400,000.0000)USD(400,000.00)
CDS US040114GX20 05.000 SP 12/20/2022 GSILGB2XXXX LONG3,300,000.0000USD3,629,531.14
CDS US040114GX20 05.000 SP 12/20/2022 GSILGB2XXXX SHORT(3,300,000.0000)USD(3,300,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 CSFPGB2LXXX SHORT(9,500,000.0000)USD(9,500,000.00)
CDS US91087BAC46 01.000 SP 12/20/2022 CSFPGB2LXXX LONG9,500,000.0000USD9,488,864.01
CDS US195325BB02 01.000 SP 12/20/2022 DEUTGB2LXXX LONG6,800,000.0000USD6,814,680.79
CDS US195325BB02 01.000 SP 12/20/2022 DEUTGB2LXXX SHORT(6,800,000.0000)USD(6,800,000.00)
CDS US85172FAD15 05.000 SP 12/20/2022 GSILGB2XXXX SHORT(300,000.0000)USD(300,000.00)
CDS US85172FAD15 05.000 SP 12/20/2022 GSILGB2XXXX LONG300,000.0000USD332,927.35
CDS US85172FAD15 05.000 SP 12/20/2022 CHASUS33XXX LONG300,000.0000USD332,927.35
証券名数量通貨時価(米ドル)
CDS US85172FAD15 05.000 SP 12/20/2022 CHASUS33XXX SHORT(300,000.0000)USD(300,000.00)
CDS XS0113419690 01.000 SP 12/20/2018 CITIUS33XXX SHORT(9,500,000.0000)USD(9,500,000.00)
CDS XS0113419690 01.000 SP 12/20/2018 CITIUS33XXX LONG9,500,000.0000USD9,548,738.80
CDS US195325BB02 01.000 SP 12/20/2022 BARCGB5GXXX SHORT(1,800,000.0000)USD(1,800,000.00)
CDS US195325BB02 01.000 SP 12/20/2022 BARCGB5GXXX LONG1,800,000.0000USD1,803,886.09
CDS US836205AN45 01.000 SP 12/20/2022 MSCSUS33XXX LONG3,500,000.0000USD3,434,184.81
CDS US836205AN45 01.000 SP 12/20/2022 MSCSUS33XXX SHORT(3,500,000.0000)USD(3,500,000.00)
CDS XS0114288789 01.000 SP 12/20/2022 MSCSUS33XXX LONG56,300,000.0000USD55,780,978.75
CDS XS0114288789 01.000 SP 12/20/2022 MSCSUS33XXX SHORT(56,300,000.0000)USD(56,300,000.00)
CDX NA 00.500 SP 11/18/2054 SBNYUS33 LONG266,000,000.0000USD264,037,534.46
CDX NA 00.500 SP 11/18/2054 SBNYUS33 SHORT(266,000,000.0000)USD(266,000,000.00)
CDX NA 00.500 SP 11/18/2054 GSILGB2X LONG34,500,000.0000USD34,245,469.70
CDX NA 00.500 SP 11/18/2054 GSILGB2X SHORT(34,500,000.0000)USD(34,500,000.00)
CDX CMBX NA AAA 00.500 SP 11/18/2054 DEUTGB2L SHORT(92,000,000.0000)USD(92,000,000.00)
CDX CMBX NA AAA 00.500 SP 11/18/2054 DEUTGB2L LONG92,000,000.0000USD91,321,252.52
CDX NA 00.500 SP 11/18/2054 CSFPGB2LXXX SHORT(75,500,000.0000)USD(75,500,000.00)
CDX NA 00.500 SP 11/18/2054 CSFPGB2LXXX LONG75,500,000.0000USD74,942,984.41
CDX NA 00.500 SP 11/18/2054 MSCSUS33 LONG18,800,000.0000USD18,661,299.43
CDX NA 00.500 SP 11/18/2054 MSCSUS33 SHORT(18,800,000.0000)USD(18,800,000.00)
CDX NA 00.500 SP 11/18/2054 JPMSUS3X SHORT(28,300,000.0000)USD(28,300,000.00)
CDX NA 00.500 SP 11/18/2054 JPMSUS3X LONG28,300,000.0000USD28,091,211.37
CDX 2I65BYDP7 01.000 SP 06/20/2023 CSFBUS33XXX FIXED(78,900,000.0000)USD(80,387,186.10)
CDX 2I65BYDP7 01.000 SP 06/20/2023 CSFBUS33XXX FLOAT78,900,000.0000USD78,900,000.00
CDX 2I65BZDJ8 01.000 SP 06/20/2023 CSFBUS33XXX FIXED157,300,000.0000USD154,363,995.50
CDX 2I65BZDJ8 01.000 SP 06/20/2023 CSFBUS33XXX FLOAT(157,300,000.0000)USD(157,300,000.00)
CDX NA 00.500 SP 11/18/2054 MSCSUS33 SHORT(12,400,000.0000)USD(12,400,000.00)
CDX NA 00.500 SP 11/18/2054 MSCSUS33 LONG12,400,000.0000USD12,308,516.64
CDX 2I65BRPO2 05.000 SP 06/20/2023 CSFBUS33XXX FLOAT(42,450,000.0000)USD(42,450,000.00)
CDX 2I65BRPO2 05.000 SP 06/20/2023 CSFBUS33XXX FIXED42,450,000.0000USD45,412,755.30
CDX NA 00.500 SP 11/18/2054 MSCSUS33 SHORT(22,300,000.0000)USD(22,300,000.00)
CDX NA 00.500 SP 11/18/2054 MSCSUS33 LONG22,300,000.0000USD22,135,477.51
CDS XS0114288789 01.000 SP 06/20/2023 MSCSUS33XXX SHORT(26,000,000.0000)USD(26,000,000.00)
CDS XS0114288789 01.000 SP 06/20/2023 MSCSUS33XXX LONG26,000,000.0000USD25,623,874.12
CDS US71645WAH43 01.000 SP 06/20/2018 BNPAFRPPXXX LONG200,000.0000USD200,172.26
CDS US71645WAH43 01.000 SP 06/20/2018 BNPAFRPPXXX SHORT(200,000.0000)USD(200,000.00)
CDX NA 00.110 SP 05/25/2046 MSCSUS33 LONG16,878.3900USD15,556.25
CDX NA 00.110 SP 05/25/2046 MSCSUS33 SHORT(16,878.3900)USD(16,878.39)
CDX NA 00.500 SP 05/11/2063 GSILGB2X SHORT(27,743,762.6900)USD(27,743,762.69)
CDX NA 00.500 SP 05/11/2063 GSILGB2X LONG27,743,762.6900USD27,963,938.58
CDS NA 01.000 SP 06/20/2020 BOFAUS6NGFX LONG100,000.0000USD99,947.98
証券名数量通貨時価(米ドル)
CDS NA 01.000 SP 06/20/2020 BOFAUS6NGFX SHORT(100,000.0000)USD(100,000.00)
IRS RUS3MP01.50 06/21/32 CSFBUS33 FLOAT12,800,000.0000USD12,800,000.00
IRS P01.50RUS3M 06/21/32 CSFBUS33 FIXED(12,800,000.0000)USD(10,441,342.08)
IRS P02.50RUS3M 12/20/27 CSFBUS33 FIXED246,300,000.0000USD235,524,251.85
IRS RUS3MP02.50 12/20/27 CSFBUS33 FLOAT(246,300,000.0000)USD(246,300,000.00)
IRS P02.50RUS3M 12/20/27 CSFBUS33 FIXED13,400,000.0000USD12,853,329.18
IRS RUS3MP02.50 12/20/27 CSFBUS33 FLOAT(13,400,000.0000)USD(13,400,000.00)
IRS R02.00PUS3M 06/20/23 CSFBUS33XXX FIXED275,400,000.0000USD263,261,736.74
IRS PUS3MR02.00 06/20/23 CSFBUS33XXX FLOAT(275,400,000.0000)USD(275,400,000.00)
IRS RUS3MP02.00 06/20/25 CSFBUS33XXX FLOAT93,300,000.0000USD93,300,000.00
IRS P02.00RUS3M 06/20/25 CSFBUS33XXX FIXED(93,300,000.0000)USD(87,449,183.12)
IRS RUS3MP02.25 06/20/28 CSFBUS33XXX FLOAT5,200,000.0000USD5,200,000.00
IRS P02.25RUS3M 06/20/28 CSFBUS33XXX FIXED(5,200,000.0000)USD(4,843,135.23)
IRS RUS3MP02.50 06/20/48 CSFBUS33XXX FLOAT7,900,000.0000USD7,900,000.00
IRS P02.50RUS3M 06/20/48 CSFBUS33XXX FIXED(7,900,000.0000)USD(7,051,845.73)
IRS RUS3MP02.50 06/20/48 CSFBUS33XXX FLOAT242,300,000.0000USD242,300,000.00
IRS P02.50RUS3M 06/20/48 CSFBUS33XXX FIXED(242,300,000.0000)USD(214,272,434.52)
IRS R02.00PUS3M 12/07/22 CSFBUS33 FIXED140,100,000.0000USD134,584,485.76
IRS PUS3MR02.00 12/07/22 CSFBUS33 FLOAT(140,100,000.0000)USD(140,100,000.00)
IRS RUS3MP01.75 06/20/21 CSFBUS33XXX FLOAT106,100,000.0000USD106,100,000.00
IRS P01.75RUS3M 06/20/21 CSFBUS33XXX FIXED(106,100,000.0000)USD(102,673,831.53)
IRS R02.25PUS3M 01/03/23 CSFBUS33 FIXED1,000,000,000.0000USD970,728,570.00
IRS PUS3MR02.25 01/03/23 CSFBUS33 FLOAT(1,000,000,000.0000)USD(1,000,000,000.00)
IRS PUS3MR02.49 01/09/28 CSFBUS33 FLOAT(196,300,000.0000)USD(196,300,000.00)
IRS R02.49PUS3M 01/09/28 CSFBUS33 FIXED196,300,000.0000USD187,459,333.09
IRS PUS3MR02.05 01/11/23 CSFBUS33 FLOAT(195,000,000.0000)USD(195,000,000.00)
IRS R02.05PUS3M 01/11/23 CSFBUS33 FIXED195,000,000.0000USD187,538,796.90
IRS R02.20PUS3M 01/18/23 CSFBUS33 FIXED700,000,000.0000USD677,748,806.00
IRS PUS3MR02.20 01/18/23 CSFBUS33 FLOAT(700,000,000.0000)USD(700,000,000.00)
TRS IBOXHY -3ML INDX 6/20/18 /SHORT/(1,800,000.0200)USD(1,800,000.02)
TRS IBOXHY -3ML INDX 06/20/18 JPM /SHORT/(3,700,000.0000)USD(3,700,000.00)
TRS IBOXHY -3ML INDX 06/20/18 GST /SHORT/(900,000.0000)USD(900,000.00)
TRS IBOXHY -3ML INDX BOA /SHORT/(1,799,999.9900)USD(1,799,999.99)
TRS IBOXHY -3ML INDX 09/20/18 GST /SHORT/(1,700,000.0000)USD(1,700,000.00)
AT&T INC 5.3% 08/15/583,454,000.0000USD3,438,004.53
AT&T INC 5.15% 02/15/505,750,000.0000USD5,660,629.88
AT&T INC 4.9% 08/15/373,020,000.0000USD2,968,195.80
BANK OF AMERICA C V/R 12/20/28315,000.0000USD295,548.71
DISCOVERY COMMU 2.75% 11/15/19304,000.0000USD302,344.58
GERDAU HOLDINGS IN 7% 01/20/20500,000.0000USD528,000.00
NCMS 2018-RIVX A V/R 02/15/219,300,000.0000USD9,306,217.98
NCMS 2018-RIVX B V/R 02/15/218,264,500.0000USD8,270,119.03
NCMS 2018-RIVX D V/R 02/15/213,600,000.0000USD3,602,971.44
RIO OIL FINANCE 9.25% 07/06/242,009,875.7900USD2,213,375.71
REPUBLIC OF VEN 9.25% 09/15/273,319,000.0000USD1,062,080.00
REPUBLIC OF VENEZU 6% 12/09/201,447,000.0000USD419,630.00
PETROLEOS DE VEN 5.5% 04/12/371,972,000.0000USD542,300.00
REPUBLIC OF VE 7.75% 10/13/19200,000.0000USD59,500.00
REPUBLIC OF VEN 8.25% 10/13/243,961,000.0000USD1,168,495.00
REPUBLIC OF VEN 7.65% 04/21/252,304,000.0000USD668,160.00
PETROLEOS DE VENEZ 6% 05/16/247,233,000.0000USD1,898,662.50
REPUBLIC OF VENEZU 9% 05/07/232,271,000.0000USD669,945.00
REPUBLIC OF VEN 9.25% 05/07/283,301,000.0000USD965,542.50
PETROLEOS DE V 5.375% 04/12/277,892,000.0000USD2,150,570.00
PETROLEOS DE VENEZ 6% 11/15/2613,183,000.0000USD3,452,232.21
REPUBLIC OF VENEZU 7% 03/31/381,563,000.0000USD476,715.00
GLOBAL SWI 2.25% 05/31/27/EUR/100,000.0000EUR123,002.06
SINOPEC GRP OVER 2.5% 04/28/20200,000.0000USD196,723.58
SINOPEC GRP OV 2.125% 05/03/19200,000.0000USD197,900.00
STATE GRID OVER 2.75% 05/07/19900,000.0000USD897,091.72
証券名数量通貨時価(米ドル)
STATE GRID OVER 2.25% 05/04/20200,000.0000USD196,105.15
WANT WANT CHIN 1.875% 05/14/18300,000.0000USD299,867.40
EASTERN CREATIO 2.75% 09/26/202,300,000.0000USD2,257,475.30
FRANSHION BRILL 5.75% 03/19/191,593,000.0000USD1,619,583.98
MINMETALS BOUNTE 3.5% 07/30/201,600,000.0000USD1,591,705.60
債券合計12,480,892,603.78
オプション
ITRAXX.O P 0.75 EU28 5Y I 05/16/18 DUB(77,400,000.0000)EUR(1,951.05)
ITRAXX.O P 0.75 EU28 5Y I 05/16/18 BRC(69,500,000.0000)EUR(1,751.92)
ITRAXX.O C 0.475 EU28 5Y I 05/16/18 BRC(69,500,000.0000)EUR(91,051.70)
ITRAXX.O C 0.475 EU28 5Y I 5/6/18 DUB(77,400,000.0000)EUR(101,401.46)
CDX.O P 102.00 HY29 5Y V1 I 06/20/18 BPS(51,900,000.0000)USD(56,747.46)
CDX.O P 0.90 IG30 5Y V1 I 06/20/18 JPM(50,300,000.0000)USD(20,662.23)
CDX.O P 102.00 HY29 5Y V1 I 06/20/18 DUB(3,700,000.0000)USD(4,045.58)
CDX.O P 0.85 IG30 5Y V1 I 05/16/18 BOA(28,700,000.0000)USD(2,393.58)
CDX O P 0.90 IG30 5Y V1 I 09/19/18 BPS(83,200,000.0000)USD(34,176.90)
CDX.O P 0.85 IG30 5Y V1 I 06/20/18 GST(27,900,000.0000)USD(13,479.61)
P/O CDX O P 0.90 IG305Y VI I(27,000,000.0000)USD(11,091.06)
CDX.O P 0.95 IG30 5Y V1 I 7/18/18 DUB(27,400,000.0000)USD(16,463.29)
CDX.O P 104.50 HY30 5Y V1 I 05/16/18 FBF(10,500,000.0000)USD(7,110.08)
CDX.O P 102.00 HY30 5Y V1 I 09/19/18 GST(27,900,000.0000)USD(198,361.75)
CDX.O P 0.80 IG30 5Y V1 I 07/18/18 BOA(312,100,000.0000)USD(312,168.66)
P/O OTC EPUT FN 3.5 7 48 97 246 JPM(35,000,000.0000)USD(59,902.50)
C/O OTC ECAL FN 3.0 5-48 97 19 GSC(34,500,000.0000)USD(1,559.40)
C/O OTC ECALFN 3.5 5-48 100 12+ SAL(33,500,000.0000)USD(388.60)
C/O OTC ECAL FN 3.0 5-48 97 19 GSC(33,500,000.0000)USD(1,514.20)
P/O CDX.O P 0.90 IG30 5Y V1 I 06-20-18 //BOA(30,000,000.0000)USD(12,323.40)
P/O CDX.O P 0.95 IG30 5Y V1 I 07-18-18 / / BRC(20,300,000.0000)USD(12,197.26)
P/O CDX.O P 0.85 IG30 5Y V1 I 07-18-18 / / C BK(15,900,000.0000)USD(13,239.93)
C/O OTC ECAL FN 3.5 5-48 100 GSC(34,000,000.0000)USD(27.20)
C/O OTC ECAL FN 3.0 5-48 97 21+ JPM(35,000,000.0000)USD(1,088.50)
C/O OTC ECAL FN 4.0 5 48 102 22 GSC(27,900,000.0000)USD(574.74)
C/O OTC ECAL FN 3.5 7-48 100 24 JPM(28,700,000.0000)USD(14,901.04)
CDX.O P 102.50 HY30 5Y V1 I 06/20/18 CBK(3,800,000.0000)USD(6,662.27)
CDX.O P 0.75 IG30 5Y V1 I 05/16/18 UAG(35,500,000.0000)USD(6,647.02)
P/O OTC EPUT FN 3.5 7-48 97 286 SAL(72,000,000.0000)USD(139,644.00)
P/O OTC EPUT FN 3.5 7 48 97 3175Z1304 JPM(35,500,000.0000)USD(42,166.90)
C/O OTC ECAL FN 3.5 7 48 99 14 SAL(28,500,000.0000)USD(96,426.90)
C/O OTC ECAL FN 3.5 7-48 99 22 JPM(212,500,000.0000)USD(532,036.25)
オプション合計(1,814,156.44)
短期金融商品
LETRAS BANCO CENT 0% 6/21/1810,300,000.0000ARS481,901.13
LETRAS BANCO C 0% 07/18/18/ARS120,500,000.0000ARS5,536,302.96
LETRAS BANCO 0% 05/16/18/ARS/305,440,000.0000ARS14,641,537.47
LETRAS BANCO CENT 0% 10/17/1863,500,000.0000ARS2,756,940.88
ARGENT LETRA ZCP 06/15/18/ARS/31,400,000.0000ARS1,477,985.21
ARGENT LETRA ZCP 10/12/18/ARS/114,690,000.0000ARS5,619,365.03
ARGENT LETRA ZCP 09/14/18/ARS/543,100,000.0000ARS27,129,267.28
ARGENT LETRA ZCP 09/14/18/ARS/226,280,000.0000ARS10,019,562.08
ARGENT LETRAS DEL ZCP 07/13/1810,023,000.0000USD9,966,189.64
ARGENT LETRAS DEL ZCP 07/27/1813,800,000.0000USD13,704,615.92
BANK N S HAL 0% 5/4/18 /CAD/84,540,000.0000CAD65,709,441.30
THE BANK OF NOVA SC 0% 5/11/1814,500,000.0000CAD11,266,980.25
BANK OF NOVA SC 0% 5/14/18/CAD6,000,000.0000CAD4,661,592.29
CANADIAN IMP BK COM 0% 5/11/1816,400,000.0000CAD12,743,343.18
BANK OF MONTREAL 0% 5/3/18 /CAD/56,200,000.0000CAD43,683,680.61
BANK OF MONTREAL 0% 05/01/201832,880,000.0000CAD25,559,330.12
BANK ON MONTREAL 0% 5/11/1814,300,000.0000CAD11,111,573.63
証券名数量通貨時価(米ドル)
BANK OF MONTREAL 0% 5/16/18 /CAD/53,200,000.0000CAD41,329,475.98
HSBC BK CDA 0% 5/11/18 /CAD/10,300,000.0000CAD8,003,441.14
HSBC BANK CANADA 0% 5/16/1868,970,000.0000CAD53,580,713.50
ROYAL BANK OF 0% 5/4/17 /CAD/28,214,000.0000CAD21,929,573.89
ROYAL BK OF CAN 0% 5/14/18/CAD6,400,000.0000CAD4,972,365.11
ROYAL BANK OF 0% 05/16/18/CAD/32,150,000.0000CAD24,976,365.65
TORONTO DOMINION BK 0% 4/30/1832,880,000.0000CAD25,560,608.30
TORONTO DOMINION BK 0% 5/7/1845,476,000.0000CAD35,342,015.30
TORONTO-DOMINION BK 0% 5/14/1878,200,000.0000CAD60,799,253.62
QNB FINANCE LTD V/R 06/06/18400,000.0000USD400,251.20
HELLENIC T-B ZCP 03/15/19/EUR/21,996,000.0000EUR26,416,105.47
HELLENIC T-B ZCP 05/04/18/EUR/1,130,000.0000EUR1,367,715.62
HELLENIC T-B ZCP 07/13/18/EUR/760,000.0000EUR918,614.01
HELLENIC T-B ZCP 10/05/18/EUR/11,190,000.0000EUR13,496,146.30
BUONI ORDINA ZCP 04/30/18/EUR/7,900,000.0000EUR9,560,184.85
JAPAN TREASU ZCP 05/07/18/JPY/12,250,000,000.0000JPY112,299,433.93
JAPAN TREASU ZCP 05/14/18/JPY/23,537,600,000.0000JPY215,781,436.18
JAPAN TREASU ZCP 05/01/18/JPY/24,380,000,000.0000JPY223,495,439.34
JAPAN TREASU ZCP 05/21/18/JPY/34,200,000,000.0000JPY313,536,733.74
NIGERIA OMO 0% 05/24/18/NGN/551,400,000.0000NGN1,523,863.11
NIGERIA T-BILL 0% 9/20/18 /NGN279,500,000.0000NGN747,144.98
NIGERIA OMO BILL 0% 8/9/18506,300,000.0000NGN1,365,802.18
NIGERIA TBILL 0% 11/29/18 /NGN837,600,000.0000NGN2,192,044.51
NIGERIA OMO 0% 5/17/18 /NGN/153,000,000.0000NGN423,562.57
NIGERIA T BILL 0% 5/17/18 /NGN418,100,000.0000NGN1,157,460.85
NIGERIA OMO BILL 0% 5/10/18387,400,000.0000NGN1,073,937.28
NIGERIA T-BILL 0% 9/13/18 /NGN183,000,000.0000NGN487,477.99
NIGERIA T BILL 0% 10/4/18/NGN/579,600,000.0000NGN1,536,362.84
NIGERIA T-BILL 0% 6/14/18575,300,000.0000NGN1,577,201.31
NIGERIA OMO 0% 8/23/18 /NGN/137,000,000.0000NGN367,685.96
NIGERIA OMO 0% 09/06/18 /NGN318,100,000.0000NGN849,841.43
NIGERIA T-BILL 0% 11/1/18 /NGN137,000,000.0000NGN359,451.52
NIGERIA OMO 0% 6/7/18 /NGN/230,400,000.0000NGN634,427.65
BARCLAYS BANK V/R 5/17/1844,800,000.0000USD44,813,574.40
ARROWS ELECTRO DISC 5/15/189,500,000.0000USD9,488,699.75
ARROWS ELECTRONIC DISC 5/16/181,000,000.0000USD998,741.80
BELL CANADA DISC 6/15/1833,140,000.0000USD33,039,410.16
BERKSHIRE HATH DISC 05/02/1849,620,000.0000USD49,604,960.18
BOSTON SCIENTI DISC 05/15/1825,100,000.0000USD25,071,649.55
BOSTON SCIENT DISC 5/22/181,000,000.0000USD998,405.60
DOMINION ENERG DISC 06/18/182,200,000.0000USD2,192,865.84
DOMINION ENERGY I DISC 6/11/1833,140,000.0000USD33,040,580.00
DOMINION RES INC DISC 6/12/1827,500,000.0000USD27,415,489.75
ENERGY TRANSFER DISC 5/11/188,300,000.0000USD8,292,385.58
ENERGY TRANSFER DISC 5/18/181,100,000.0000USD1,098,464.51
ENERGY TRANSFE DISC 05/21/184,400,000.0000USD4,392,939.32
ENTERGY CORP DISC 05/18/20182,300,000.0000USD2,296,950.43
ENTERGY CORPORATI DISC 6/12/18750,000.0000USD747,704.78
ENTERPRISE PRODUC DISC 5/24/181,200,000.0000USD1,197,922.80
ENTERPRISE PRO DISC 05/25/182,300,000.0000USD2,295,862.30
EQUIFAX INC DISC 5/16/1816,550,000.0000USD16,530,224.41
RC R/P CREDIT 1.840% 05/03/18(38,894,901.0000)USD(38,894,901.00)
RC R/P STANDA 1.740% 05/22/18(53,345,500.0000)USD(53,345,500.00)
REV RC BANK O 1.600% 03/21/20(4,750,000.0000)USD(4,750,000.00)
RC R/P CREDIT 1.830% 05/11/18(64,203,750.0000)USD(64,203,750.00)
RC R/P CREDIT 1.850% 05/08/18(537,694,025.0000)USD(537,694,025.00)
RC R/P RBS SE 1.950% 07/23/18(3,982,500.0000)USD(3,982,500.00)
RC R/P CREDIT 0.650% 04/24/20(2,611,200.0000)USD(2,611,200.00)
RC R/P CREDIT 1.840% 05/08/18(11,927,250.0000)USD(11,927,250.00)
REV RC CREDIT -2.500% 04/06/20(401,000.0000)USD(401,000.00)
証券名数量通貨時価(米ドル)
RC R/P BNP PA 1.950% 05/09/18(137,859,000.0000)USD(137,859,000.00)
RC R/P BNP PA 1.950% 05/09/18(71,127,000.0000)USD(71,127,000.00)
RC R/P BNP PA 2.000% 05/03/18(14,623,000.0000)USD(14,623,000.00)
RC R/P BNP PA 2.170% 05/03/18(34,738,000.0000)USD(34,738,000.00)
RC R/P RBS SE 1.990% 07/27/18(25,457,792.0000)USD(25,457,792.00)
RC R/P CREDIT 1.810% 05/01/18(209,238,135.0000)USD(209,238,135.00)
FORD MOTOR CRE DISC 05/02/182,900,000.0000USD2,899,264.85
HARRIS CORPORATIO V/R 02/27/196,800,000.0000USD6,810,715.78
HARRIS CORPORATION DISC 6/14/1816,800,000.0000USD16,746,127.44
HARRIS CORPORATI DIS 6/15/1832,500,000.0000USD32,393,390.25
HITACHI CAP AM DISC 5/21/181,500,000.0000USD1,497,709.95
HITACHI CAP AMER DISC 5/24/181,300,000.0000USD1,297,749.70
HYUNDAI CAPITA DISC 05/15/1816,550,000.0000USD16,531,306.78
INTERPUBLIC GRO DISC 05/10/184,000,000.0000USD3,996,774.40
MARRIOTT INTERNAT DISC 6/18/1829,850,000.0000USD29,745,011.58
PECO ENERGY CO DISC 05/10/1816,450,000.0000USD16,436,734.72
ROCKWELL COLLI DISC 05/08/182,400,000.0000USD2,398,372.08
ROCKWELL COLL DISC 5/18/183,000,000.0000USD2,996,022.30
SCHLUMBERGER HOLD DISC 5/22/181,600,000.0000USD1,597,653.28
SOUTHERN COMPANY DISC 5/15/183,300,000.0000USD3,296,272.65
SPECTRA ENERGY PAR DISC 5/8/184,000,000.0000USD3,997,286.80
SPECTRA ENERGY DISC 05/14/1816,450,000.0000USD16,432,490.62
SPECTRA ENERGY PAR DISC7/9/186,000,000.0000USD5,969,254.80
TIME WARNER INC DISC 5/14/183,100,000.0000USD3,096,700.36
TIME WARNER IN DISC 06/11/184,000,000.0000USD3,988,000.00
TIME WARNER IN DISC 06/13/186,700,000.0000USD6,678,919.12
TRANSCANADA PI DISC 06/19/181,250,000.0000USD1,245,509.75
VIRGINIA ELECT & DISC 5/14/1812,700,000.0000USD12,687,561.62
WEC ENERGY GROUP DISC 5/8/181,000,000.0000USD999,321.70
WEC ENERGY GRO DISC 05/09/181,500,000.0000USD1,498,887.00
WEC ENERGY GROUP DISC 5/15/183,400,000.0000USD3,396,159.70
WEC ENERGY GROUP DISC 05/16/18700,000.0000USD699,163.57
WALGREENS BOOTS DISC 5/16/1816,100,000.0000USD16,080,762.11
WHIRLPOOL CORP DISC 05/21/184,200,000.0000USD4,193,587.86
短期金融商品合計746,402,235.22
証券合計13,465,122,849.38

証券名数量未実現評価益/(評価損)
(米ドル)
為替予約
ARS/USD FWD 20180516 000011091 USD15,328,615.7800732,725.42
ARS/USD FWD 20180516 000006038 USD82,681,263.57003,952,259.25
ARS/USD FWD 20180516 000028854 USD95,664,097.84004,572,853.63
ARS/USD FWD 20180516 000004066 USD183,110,245.61008,752,879.81
ARS/USD FWD 20180822 000004608 USD8,258,613.7200371,534.82
ARS/USD FWD 20180621 000004066 USD12,088,048.7900563,151.59
ARS/USD FWD 20180822 000028854 USD8,594,209.9200386,632.47
ARS/USD FWD 20180926 000000902 USD31,564,971.00001,394,416.74
ARS/USD FWD 20180516 000000902 USD10,089,206.9800482,275.67
ARS/USD FWD 20180516 000015513 USD10,089,206.9800482,275.67
ARS/USD FWD 20180516 000017142 USD(212,440,000.0000)(10,154,875.72)
ARS/USD FWD 20180621 000006038 USD(10,300,000.0000)(479,850.92)
ARS/USD FWD 20180516 000000908 USD(42,300,000.0000)(2,021,988.53)
ARS/USD FWD 20180523 000004066 USD235,574,619.020011,185,879.35
ARS/USD FWD 20180511 000017142 USD2,440,000.0000117,195.00
ARS/USD FWD 20180530 000006038 USD(2,440,000.0000)(115,094.34)
AUD/USD FWD 20180924 000004066 USD3,465,600.00002,625,269.58
AUD/USD FWD 20180924 000011553 USD(3,830,000.0000)(2,901,310.74)
証券名数量未実現評価益/(評価損)
(米ドル)
AUD/USD FWD 20180924 000011553 USD3,465,600.00002,625,269.58
AUD/USD FWD 20180503 000000642 USD(280,243,000.0000)(212,101,556.99)
AUD/USD FWD 20180503 000005539 USD(7,619,000.0000)(5,766,430.43)
AUD/USD FWD 20180503 000004334 USD(7,506,000.0000)(5,680,906.52)
AUD/USD FWD 20180503 000004334 USD4,727,000.00003,577,623.92
AUD/USD FWD 20180924 000028854 USD(3,830,400.0000)(2,901,613.75)
BRL/USD FWD 20180703 000006038 USD(5,000,000.0000)(1,433,792.48)
BRL/USD FWD 20180503 000004066 USD(17,544,817.9500)(5,059,685.28)
BRL/USD FWD 20180604 000017142 USD(17,544,817.9500)(5,044,836.96)
BRL/USD FWD 20180503 000017142 USD17,544,817.95005,059,685.28
GBP/USD FWD 20180503 000006038 USD(593,113,000.0000)(818,358,930.35)
GBP/USD FWD 20180503 000000908 USD(1,101,000.0000)(1,519,125.67)
GBP/USD FWD 20180503 000004334 USD1,167,000.00001,610,190.42
GBP/USD FWD 20180503 000000605 USD(3,957,000.0000)(5,459,745.93)
CAD/USD FWD 20180503 000004066 USD(65,685,000.0000)(51,071,383.31)
CAD/USD FWD 20180503 000004334 USD114,514,000.000089,036,894.09
CAD/USD FWD 20180503 000004334 USD(359,725,949.1200)(279,694,021.98)
CAD/USD FWD 20180503 000011091 USD220,980,949.0000171,817,047.28
CAD/USD FWD 20180503 000010428 USD33,716,000.000026,214,855.14
CAD/USD FWD 20180504 000004334 USD(112,754,000.0000)(87,670,436.17)
CAD/USD FWD 20180507 000015513 USD(45,476,000.0000)(35,361,703.98)
CAD/USD FWD 20180516 000004334 USD(154,138,066.2000)(119,879,874.57)
CAD/USD FWD 20180514 000004334 USD(90,500,194.0000)(70,382,869.55)
CAD/USD FWD 20180511 000004334 USD(55,441,622.0000)(43,114,665.01)
CAD/USD FWD 20180604 000011091 USD(71,349,949.0000)(55,514,754.02)
DKK/USD FWD 20180702 000004334 USD369,000.000060,238.89
DKK/USD FWD 20180702 000004334 USD(24,710,000.0000)(4,033,883.31)
DKK/USD FWD 20180702 000000908 USD(28,649,419.7100)(4,676,989.73)
EUR/USD FWD 20180503 000004608 USD(5,050,000.0000)(6,112,092.14)
EUR/USD FWD 20180503 000010428 USD(951,412,130.8600)(1,151,508,634.82)
EUR/USD FWD 20180430 000028854 USD(20,814,000.0000)(25,188,057.27)
EUR/USD FWD 20180504 000000642 USD(1,130,000.0000)(1,367,750.62)
EUR/USD FWD 20180515 000003534 USD(8,790,000.0000)(10,648,324.25)
EUR/USD FWD 20180503 000000605 USD12,334,000.000014,928,028.60
EUR/USD FWD 20180503 000004066 USD1,011,414,130.86001,224,129,971.96
EUR/USD FWD 20180503 000011091 USD(56,007,000.0000)(67,786,127.61)
EUR/USD FWD 20180503 000004334 USD12,621,000.000015,275,389.09
EUR/USD FWD 20180503 000004334 USD(23,097,000.0000)(27,954,651.91)
EUR/USD FWD 20180503 000000908 USD(7,264,000.0000)(8,791,730.16)
EUR/SEK FWD 20180515 000011091 USD(6,137,485.7900)(7,435,032.85)
EUR/SEK FWD 20180515 000000908 USD(101,836.9200)(123,366.61)
EUR/SEK FWD 20180515 000004334 USD(12,027,126.0000)(14,569,822.24)
EUR/SEK FWD 20180515 000006038 USD(1,287,700.8600)(1,559,938.15)
EUR/SEK FWD 20180515 000004066 USD(643,850.4300)(779,969.07)
EUR/USD FWD 20180604 000004066 USD(1,011,414,130.8600)(1,227,211,997.32)
INR/USD FWD 20180620 000000642 USD3,028,828,909.790045,127,820.63
INR/USD FWD 20180620 000000902 USD(512,377,155.3300)(7,634,126.93)
INR/USD FWD 20180620 000011091 USD(880,456,069.6300)(13,118,292.50)
INR/USD FWD 20180620 000028854 USD(1,638,808,682.9400)(24,417,313.26)
MXN/USD FWD 20180510 000011553 USD3,552,847,857.3700189,896,844.52
MXN/USD FWD 20180510 000000908 USD(343,308,968.0000)(18,349,586.68)
MXN/USD FWD 20180510 000000908 USD8,349,000.0000446,247.30
MXN/USD FWD 20180510 000011091 USD26,836,000.00001,434,362.50
MXN/USD FWD 20180510 000006038 USD174,278,000.00009,315,018.15
MXN/USD FWD 20180510 000004066 USD33,807,000.00001,806,956.81
MXN/USD FWD 20180510 000004608 USD637,020,722.820034,048,242.43
MXN/USD FWD 20180510 000010428 USD18,466,000.0000986,992.77
MXN/USD FWD 20180510 000000642 USD11,412,000.0000609,962.17
MXN/USD FWD 20180827 000000908 USD343,308,968.000018,033,194.92
NGN/USD FWD 20180614 000015298 USD(163,415,312.5000)(450,668.25)
NGN/USD FWD 20180517 000000902 USD(385,487,025.5300)(1,067,272.59)
証券名数量未実現評価益/(評価損)
(米ドル)
NGN/USD FWD 20180517 000015298 USD(156,802,500.0000)(434,128.77)
NGN/USD FWD 20180524 000015298 USD(206,561,250.0000)(571,278.80)
NGN/USD FWD 20180524 000000902 USD(311,954,137.5000)(862,760.01)
NGN/USD FWD 20180510 000015298 USD(366,913,638.7500)(1,016,942.22)
NGN/USD FWD 20180614 000000902 USD(378,501,537.5000)(1,043,835.02)
NGN/USD FWD 20180607 000015298 USD(218,903,225.3200)(604,227.95)
NGN/USD FWD 20181101 000015298 USD(128,668,457.3500)(347,224.97)
NGN/USD FWD 20180824 000000902 USD(129,238,855.7900)(352,931.09)
NGN/USD FWD 20180809 000015298 USD(479,752,476.6600)(1,313,566.62)
NGN/USD FWD 20180906 000015298 USD(302,121,972.9100)(823,180.76)
NGN/USD FWD 20180913 000000902 USD(172,569,000.0000)(469,620.24)
NGN/USD FWD 20181004 000000902 USD(383,675,310.0000)(1,040,315.55)
NGN/USD FWD 20181004 000015298 USD(165,147,750.0000)(447,789.49)
NGN/USD FWD 20180920 000015298 USD(263,583,125.0000)(716,429.38)
NGN/USD FWD 20181129 000015298 USD(789,961,500.0000)(2,122,880.30)
NZD/USD FWD 20180503 000000908 USD(117,701,000.0000)(83,160,466.54)
PEN/USD FWD 20180521 000003534 USD(83,391,433.6400)(25,717,530.72)
ZAR/USD FWD 20180508 000006038 USD(16,576,000.0000)(1,341,539.91)
ZAR/USD FWD 20180508 000006038 USD16,067,000.00001,300,345.18
IDR/USD FWD 20180620 000015298 USD(241,113,630,000.0000)(17,272,162.42)
IDR/USD FWD 20180620 000015298 USD241,815,303,308.000017,322,426.75
IDR/USD FWD 20180518 000011091 USD(241,113,630,000.0000)(17,346,629.87)
IDR/USD FWD 20180518 000015298 USD241,113,630,000.000017,346,629.87
RUB/USD FWD 20180525 000015298 USD1,202,350,505.300019,254,639.35
RUB/USD FWD 20180525 000004608 USD1,959,554,601.190031,380,630.67
RUB/USD FWD 20180515 000000908 USD240,812,566.00003,862,523.69
RUB/USD FWD 20180607 000011553 USD836,675,773.530013,375,619.66
RUB/USD FWD 20180607 000028854 USD327,938,085.60005,242,622.34
RUB/USD FWD 20180511 000000908 USD485,778,396.01007,796,606.23
RUB/USD FWD 20180613 000000902 USD1,739,785,439.390027,794,896.92
RUB/USD FWD 20180511 000004066 USD483,294,861.65007,756,746.20
RUB/USD FWD 20180514 000000902 USD98,305,486.60001,577,025.07
RUB/USD FWD 20180511 000011091 USD1,712,743,931.270027,489,056.96
RUB/USD FWD 20180710 000011091 USD339,118,052.60005,401,201.72
RUB/USD FWD 20180515 000011091 USD(240,812,566.0000)(3,862,523.69)
RUB/USD FWD 20180514 000011091 USD(98,305,486.6000)(1,577,025.07)
SEK/EUR FWD 20180515 000011091 USD63,939,026.20007,371,497.33
SEK/EUR FWD 20180515 000000908 USD1,060,651.4800122,281.96
SEK/EUR FWD 20180515 000004334 USD125,261,866.600014,441,375.94
SEK/EUR FWD 20180515 000006038 USD13,414,985.55001,546,606.76
SEK/EUR FWD 20180515 000004066 USD6,695,827.8200771,958.53
CHF/USD FWD 20180515 000003534 USD(436,000.0000)(441,670.16)
CHF/USD FWD 20180515 000017142 USD(1,541,000.0000)(1,561,040.64)
CHF/USD FWD 20180515 000011091 USD(1,159,000.0000)(1,174,072.75)
CHF/USD FWD 20180515 000004066 USD(507,000.0000)(513,593.51)
CHF/USD FWD 20180515 000006038 USD(1,295,000.0000)(1,311,841.42)
TRY/USD FWD 20180522 000000908 USD32,148,000.00007,896,235.78
TRY/USD FWD 20180522 000004066 USD53,559,733.000013,155,414.96
TRY/USD FWD 20180522 000004608 USD27,501,000.00006,754,833.28
TRY/USD FWD 20180522 000011091 USD(3,787,000.0000)(930,168.13)
TRY/USD FWD 20180522 000003534 USD70,393,000.000017,290,025.05
TRY/USD FWD 20180720 000004066 USD292,670,285.850070,577,330.50
TRY/USD FWD 20180720 000004608 USD382,254,875.150092,180,620.87
USD/BRL FWD 20180703 000006038 USD1,502,268.43001,502,268.43
USD/DKK FWD 20180702 000004334 USD3,813,325.98003,813,325.98
USD/DKK FWD 20180702 000004334 USD(56,905.7500)(56,905.75)
USD/DKK FWD 20180702 000000908 USD4,773,391.71004,773,391.71
USD/NGN FWD 20180614 000015298 USD433,750.0000433,750.00
USD/ARS FWD 20180516 000011091 USD(755,104.2300)(755,104.23)
USD/NGN FWD 20180517 000000902 USD1,025,983.62001,025,983.62
USD/NGN FWD 20180517 000015298 USD418,140.0000418,140.00
証券名数量未実現評価益/(評価損)
(米ドル)
USD/NGN FWD 20180524 000015298 USD549,000.0000549,000.00
USD/NGN FWD 20180524 000000902 USD829,500.0000829,500.00
USD/NGN FWD 20180510 000015298 USD979,565.0000979,565.00
USD/NGN FWD 20180614 000000902 USD1,004,500.00001,004,500.00
USD/NGN FWD 20180607 000015298 USD580,645.1600580,645.16
USD/ARS FWD 20180516 000006038 USD(4,201,400.9200)(4,201,400.92)
USD/ARS FWD 20180516 000028854 USD(5,008,591.5100)(5,008,591.51)
USD/ARS FWD 20180516 000004066 USD(9,540,983.0900)(9,540,983.09)
USD/ARS FWD 20180822 000004608 USD(398,005.4800)(398,005.48)
USD/ARS FWD 20180621 000004066 USD(603,196.0500)(603,196.05)
USD/ARS FWD 20180822 000028854 USD(414,578.3800)(414,578.38)
USD/ARS FWD 20180926 000000902 USD(1,485,410.4000)(1,485,410.40)
USD/ARS FWD 20180516 000000902 USD(497,005.2700)(497,005.27)
USD/ARS FWD 20180516 000015513 USD(494,568.9700)(494,568.97)
USD/NGN FWD 20181101 000015298 USD335,729.8300335,729.83
USD/NGN FWD 20180824 000000902 USD342,581.4600342,581.46
USD/RUB FWD 20180525 000015298 USD(20,720,321.1100)(20,720,321.11)
USD/RUB FWD 20180525 000004608 USD(34,545,530.4500)(34,545,530.45)
USD/NGN FWD 20180809 000015298 USD1,278,016.66001,278,016.66
USD/NGN FWD 20180906 000015298 USD801,383.3300801,383.33
USD/NGN FWD 20180913 000000902 USD457,500.0000457,500.00
USD/NGN FWD 20181004 000000902 USD1,014,000.00001,014,000.00
USD/NGN FWD 20181004 000015298 USD435,000.0000435,000.00
USD/RUB FWD 20180515 000000908 USD(4,204,328.1700)(4,204,328.17)
USD/ARS FWD 20180516 000017142 USD10,315,948.640010,315,948.64
USD/ARS FWD 20180621 000006038 USD494,716.6200494,716.62
USD/NGN FWD 20180920 000015298 USD698,750.0000698,750.00
USD/ARS FWD 20180516 000000908 USD2,053,398.06002,053,398.06
USD/JPY FWD 20180501 000000908 USD118,939,716.2500118,939,716.25
USD/JPY FWD 20180501 000000642 USD106,546,308.8000106,546,308.80
USD/ZAR FWD 20180508 000006038 USD(1,369,816.1600)(1,369,816.16)
USD/ZAR FWD 20180508 000006038 USD1,371,493.78001,371,493.78
USD/JPY FWD 20180507 000028854 USD112,360,842.2300112,360,842.23
USD/JPY FWD 20180507 000004334 USD298,075.5000298,075.50
USD/EUR FWD 20180503 000004608 USD6,230,944.52006,230,944.52
USD/BRL FWD 20180503 000004066 USD5,370,561.23005,370,561.23
USD/INR FWD 20180620 000000642 USD(46,477,598.6500)(46,477,598.65)
USD/JPY FWD 20180514 000028854 USD24,484,379.530024,484,379.53
USD/CHF FWD 20180515 000003534 USD468,604.5900468,604.59
USD/INR FWD 20180620 000000902 USD7,755,652.09007,755,652.09
USD/JPY FWD 20180515 000003731 USD(97,785,548.3300)(97,785,548.33)
USD/JPY FWD 20180514 000006038 USD28,845,773.080028,845,773.08
USD/CHF FWD 20180515 000017142 USD1,656,681.07001,656,681.07
USD/TRY FWD 20180522 000000908 USD(7,767,703.2300)(7,767,703.23)
USD/JPY FWD 20180515 000011091 USD(28,865,964.1100)(28,865,964.11)
USD/JPY FWD 20180514 000011091 USD96,859,753.950096,859,753.95
USD/TRY FWD 20180522 000004066 USD(13,689,770.0200)(13,689,770.02)
USD/INR FWD 20180620 000011091 USD13,325,738.190013,325,738.19
USD/TRY FWD 20180522 000004608 USD(6,923,053.6900)(6,923,053.69)
USD/JPY FWD 20180521 000028854 USD321,369,957.9900321,369,957.99
USD/TRY FWD 20180522 000011091 USD917,593.1300917,593.13
USD/EUR FWD 20180503 000010428 USD1,185,559,413.33001,185,559,413.33
USD/RUB FWD 20180607 000011553 USD(14,687,566.7900)(14,687,566.79)
USD/RUB FWD 20180607 000028854 USD(5,740,107.5700)(5,740,107.57)
USD/TRY FWD 20180522 000003534 USD(17,787,720.3500)(17,787,720.35)
USD/BRL FWD 20180604 000017142 USD5,145,485.14005,145,485.14
USD/IDR FWD 20180620 000015298 USD17,416,471.400017,416,471.40
USD/IDR FWD 20180620 000015298 USD(17,439,442.0400)(17,439,442.04)
USD/INR FWD 20180620 000028854 USD24,807,881.970024,807,881.97
USD/CHF FWD 20180515 000011091 USD1,223,384.47001,223,384.47
USD/MXN FWD 20180510 000011553 USD(189,237,948.1400)(189,237,948.14)
証券名数量未実現評価益/(評価損)
(米ドル)
USD/MXN FWD 20180510 000000908 USD17,974,291.520017,974,291.52
USD/MXN FWD 20180510 000000908 USD(454,602.0100)(454,602.01)
USD/CHF FWD 20180515 000004066 USD536,784.3400536,784.34
USD/MXN FWD 20180510 000011091 USD(1,456,088.1800)(1,456,088.18)
USD/MXN FWD 20180510 000006038 USD(9,241,007.0400)(9,241,007.04)
USD/MXN FWD 20180510 000004066 USD(1,799,664.6300)(1,799,664.63)
USD/EUR FWD 20180430 000028854 USD25,752,785.780025,752,785.78
USD/EUR FWD 20180504 000000642 USD1,406,687.28001,406,687.28
USD/MXN FWD 20180510 000004608 USD(33,975,344.5600)(33,975,344.56)
USD/PEN FWD 20180521 000003534 USD25,501,967.470025,501,967.47
USD/MXN FWD 20180510 000010428 USD(990,624.5300)(990,624.53)
USD/BRL FWD 20180503 000017142 USD(5,158,723.3000)(5,158,723.30)
USD/EUR FWD 20180515 000003534 USD10,889,254.170010,889,254.17
USD/CAD FWD 20180503 000004066 USD51,017,047.780051,017,047.78
USD/NGN FWD 20181129 000015298 USD2,094,000.00002,094,000.00
USD/ARS FWD 20180523 000004066 USD(11,249,981.8100)(11,249,981.81)
USD/AUD FWD 20180924 000004066 USD(2,666,640.5800)(2,666,640.58)
USD/AUD FWD 20180924 000011553 USD2,981,923.10002,981,923.10
USD/AUD FWD 20180924 000011553 USD(2,666,640.5800)(2,666,640.58)
USD/EUR FWD 20180503 000000605 USD(15,325,735.0400)(15,325,735.04)
USD/JPY FWD 20180502 000000642 USD517,740,942.9100517,740,942.91
USD/EUR FWD 20180503 000004066 USD(1,233,116,108.3400)(1,233,116,108.34)
USD/CAD FWD 20180503 000004334 USD279,877,915.7300279,877,915.73
USD/CAD FWD 20180503 000004334 USD(88,957,572.2200)(88,957,572.22)
USD/NZD FWD 20180503 000000908 USD85,655,737.510085,655,737.51
USD/AUD FWD 20180503 000000642 USD216,410,930.9200216,410,930.92
USD/JPY FWD 20180502 000005539 USD(496,720,006.7600)(496,720,006.76)
USD/GBP FWD 20180503 000006038 USD839,499,257.5600839,499,257.56
USD/CAD FWD 20180503 000011091 USD(171,899,727.9200)(171,899,727.92)
USD/EUR FWD 20180503 000011091 USD69,220,587.340069,220,587.34
USD/EUR FWD 20180503 000004334 USD28,356,353.510028,356,353.51
USD/EUR FWD 20180503 000004334 USD(15,555,171.0000)(15,555,171.00)
USD/AUD FWD 20180503 000005539 USD5,923,094.41005,923,094.41
USD/AUD FWD 20180503 000004334 USD5,715,890.31005,715,890.31
USD/AUD FWD 20180503 000004334 USD(3,631,836.3500)(3,631,836.35)
USD/GBP FWD 20180503 000000908 USD1,551,365.48001,551,365.48
USD/EUR FWD 20180503 000000908 USD8,913,635.31008,913,635.31
USD/GBP FWD 20180503 000004334 USD(1,636,740.1400)(1,636,740.14)
USD/MXN FWD 20180510 000000642 USD(627,399.7200)(627,399.72)
USD/CAD FWD 20180503 000010428 USD(26,394,118.4500)(26,394,118.45)
USD/CAD FWD 20180504 000004334 USD88,171,075.380088,171,075.38
USD/CAD FWD 20180507 000015513 USD35,563,049.030035,563,049.03
USD/GBP FWD 20180503 000000605 USD5,581,791.68005,581,791.68
USD/CHF FWD 20180515 000006038 USD1,351,921.29001,351,921.29
USD/TRY FWD 20180720 000004066 USD(69,724,904.3100)(69,724,904.31)
USD/TRY FWD 20180720 000004608 USD(90,799,929.9700)(90,799,929.97)
USD/RUB FWD 20180511 000000908 USD(7,708,052.0200)(7,708,052.02)
USD/RUB FWD 20180613 000000902 USD(27,406,407.1900)(27,406,407.19)
USD/RUB FWD 20180511 000004066 USD(7,708,052.0200)(7,708,052.02)
USD/CAD FWD 20180516 000004334 USD122,671,218.1500122,671,218.15
USD/RUB FWD 20180514 000000902 USD(1,528,157.9900)(1,528,157.99)
USD/ARS FWD 20180511 000017142 USD(119,329.9900)(119,329.99)
USD/IDR FWD 20180518 000011091 USD17,450,000.000017,450,000.00
USD/AUD FWD 20180924 000028854 USD2,978,787.17002,978,787.17
USD/CAD FWD 20180514 000004334 USD71,994,299.920071,994,299.92
USD/CAD FWD 20180511 000004334 USD43,996,402.300043,996,402.30
USD/IDR FWD 20180518 000015298 USD(17,465,674.0300)(17,465,674.03)
USD/ARS FWD 20180530 000006038 USD119,134.8100119,134.81
USD/RUB FWD 20180511 000011091 USD(27,653,670.8600)(27,653,670.86)
USD/RUB FWD 20180710 000011091 USD(5,437,949.2200)(5,437,949.22)
USD/RUB FWD 20180515 000011091 USD3,881,475.56003,881,475.56
証券名数量未実現評価益/(評価損)
(米ドル)
USD/RUB FWD 20180514 000011091 USD1,592,151.55001,592,151.55
USD/MXN FWD 20180827 000000908 USD(17,668,560.6600)(17,668,560.66)
USD/JPY FWD 20180604 000005539 USD497,751,770.0600497,751,770.06
USD/CAD FWD 20180604 000011091 USD55,613,324.600055,613,324.60
USD/EUR FWD 20180604 000004066 USD1,235,922,782.56001,235,922,782.56
JPY/USD FWD 20180501 000000908 USD(12,860,000,000.0000)(117,889,719.03)
JPY/USD FWD 20180501 000000642 USD(11,520,000,000.0000)(105,605,720.31)
JPY/USD FWD 20180507 000028854 USD(12,217,500,000.0000)(112,041,986.60)
JPY/USD FWD 20180507 000004334 USD(32,500,000.0000)(298,044.98)
JPY/USD FWD 20180514 000028854 USD(2,620,000,000.0000)(24,038,776.05)
JPY/USD FWD 20180515 000003731 USD10,458,800,000.000095,967,419.45
JPY/USD FWD 20180514 000006038 USD(3,117,680,000.0000)(28,605,042.49)
JPY/USD FWD 20180515 000011091 USD3,117,680,000.000028,607,077.70
JPY/USD FWD 20180514 000011091 USD(10,458,800,000.0000)(95,960,591.97)
JPY/USD FWD 20180521 000028854 USD(34,200,000,000.0000)(313,944,958.64)
JPY/USD FWD 20180502 000000642 USD(54,276,595,139.0000)(497,593,621.23)
JPY/USD FWD 20180502 000005539 USD54,276,595,139.0000497,593,621.23
JPY/USD FWD 20180604 000005539 USD(54,276,595,139.0000)(498,741,033.05)
為替予約合計92,574,356.53
先物
F/C AUST 10YR BOND FUT JUN182,554.0000246,150,618.90
F/C EURO-BUND FUTURE JUN181.0000192,002.40
F/C JPN 10Y BOND(OSE) JUN18(36.0000)(49,713,892.84)
F/C US 10YR NOTE (CBT)JUN187,334.0000876,413,000.00
先物合計1,073,041,728.46

(注)
「IRS」はInterest Rate Swap(金利スワップ)です。
「V/R」はVariable Rate(変動利付)です。
「VM」はVariation Margin(変動証拠金)です。
「T/L」はTerm Loan(ターム・ローン、証書貸付)です。
(注)はアセットマネジメントOneにて追記

IRBANK 採用情報

フルスタックエンジニア

  • 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。
  • UI からデータベースまで一貫して関われるポジションです。
Detail

プロダクトMLエンジニア

  • MLとLLMを掛け合わせ、分析から予測までをスピーディかつ正確な投資体験に落とし込むポジションです。
Detail

AI Agent エンジニア

  • 開示資料・決算・企業データを横断し、投資家の意思決定を支援するAI Agent機能を設計・実装するポジションです。
  • RAG・検索・ランキングを含む情報取得/推論パイプラインの設計から運用まで一気通貫で担います。
Detail

UI/UXデザイナー

  • IRBANK初の一人目デザイナーとして、複雑な金融情報を美しく直感的に届ける体験をつくるポジションです。
Detail

Webメディアディレクター

  • 月間500万PVを超える、大規模DBサイトを運営できます。
  • これから勢いよく伸びるであろうサービスの根幹部分を支えるポジションです。
Detail

クラウドインフラ & セキュリティエンジニア

  • Google Cloud 上でマイクロサービス基盤の信頼性・可用性・セキュリティを担うポジションです。
  • 大規模金融データを安全かつ高速に処理するインフラを設計・構築できます。
Detail

学生インターン

  • 月間500万PVを超える日本最大級のIRデータプラットフォームの運営に携わり、金融・データ・プロダクトの現場を学生のうちから体験できます。
Detail

マーケティングマネージャー

  • IRBANKのブランドと文化の構築。
  • 百万人の現IRBANKユーザーとまだIRBANKを知らない数千万人に対してマーケティングをしてみたい方。
Detail