有価証券報告書(内国投資信託受益証券)-第44期(令和3年3月16日-令和3年9月15日)

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【提出】: 2021/11/11 9:02
【資料】: PDFをみる
【項目】: 50項目

(4)【附属明細表】

第1 有価証券明細表
(1)株式(2021年9月15日現在)

種類	通貨	銘柄	株式数	評価額		備考
種類	通貨	銘柄	株式数	単価	金額	備考
株式	米ドル	ACOSTA HOLDINGS CORP	119	24.07	2,865.28
		DAVID'S BRIDAL COM	916	0.00	4.58
		DBI INVESTOR INC COM	1,003	0.00	0.50
		DBI INVESTOR INC RIGHTS	255	0.00	0.00
		GYMBOREE HOLDING CORP	1,017	0.00	0.00
		VISTRA CORP RIGHTS	3,586	1.32	4,733.52
		SAMSON RESOURCES II LLC A COM	3,123	1.34	4,193.53
		CALIFORNIA RESOURCES CORP	3,417	41.39	141,429.63
		CLOUD PEAK ENERGY INC	20	0.00	0.00
		GULFPORT ENERGY CORP	549	73.04	40,098.96
		MARK IV DAYCO	4,608	5.00	23,040.00
	小計	銘柄数:11			216,366.00
					(23,724,531)
		組入時価比率:0.7%			63.8%
	英ポンド	HIBU GROUP LIMITED COM	176,031	0.50	88,895.65
	小計	銘柄数:1			88,895.65
					(13,457,912)
		組入時価比率:0.4%			36.2%
	合計				37,182,443
					(37,182,443)

(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

(2)株式以外の有価証券(2021年9月15日現在)

種類	通貨	銘柄	券面総額	評価額	備考
新株予約権証券	米ドル	CALIFORNIA RESOURCES WARRANT	133.00	1,476.30
	小計	銘柄数:1	133.00	1,476.30
				(161,876)
		組入時価比率:0.0%		0.0%
	合計			161,876
				(161,876)
社債券	米ドル	ALCOA INC	50,000.00	63,317.00
		ALLEGHENY TECHNOLOGIES	150,000.00	158,260.50
		ALLEGHENY TECHNOLOGIES	25,000.00	25,156.25
		ALLY FINANCIAL INC	75,000.00	109,998.68
		AMC NETWORKS INC	25,000.00	25,100.00
		AMERIGAS PART/FIN CORP	50,000.00	54,880.00
		AMERIGAS PART/FIN CORP	100,000.00	113,588.50
		APACHE CORP	25,000.00	27,532.12
		APACHE CORP	25,000.00	27,311.12
		ARCONIC INC	75,000.00	88,781.25
		BANK OF AMERICA CORP	200,000.00	221,125.00
		BARCLAYS PLC	200,000.00	228,749.00
		BAUSCH HEALTH COS INC	200,000.00	212,250.00
		BEAZER HOMES USA	100,000.00	103,553.50
		BUFFALO THUNDER DEV REGS	11,663.00	5,948.13
		BUFFALO THUNDER DEV ZCPN	5,172.47	0.00
		CARPENTER TECHNOLOGY	25,000.00	26,970.54
		CCO HLDGS LLC/CAP CORP	25,000.00	26,531.25
		CCO HLDGS LLC/CAP CORP	50,000.00	52,812.50
		CCO HLDGS LLC/CAP CORP	75,000.00	79,218.75
		CCO HLDGS LLC/CAP CORP	25,000.00	25,774.50
		CCO HLDGS LLC/CAP CORP	325,000.00	341,656.25
		CDW LLC/CDW FINANCE	50,000.00	52,031.50
		CDW LLC/CDW FINANCE	50,000.00	52,398.75
		CDW LLC/CDW FINANCE	25,000.00	25,656.25
		CENTENE CORP	325,000.00	356,557.50
		CENTENE CORP	100,000.00	104,459.00
		CENTRAL GARDEN & PET CO	25,000.00	25,779.50
		CENTURYLINK INC	100,000.00	110,115.00
		CHENIERE ENERGY PARTNERS	150,000.00	161,828.41
		CITIGROUP INC	150,000.00	156,692.25
		CITIGROUP INC	25,000.00	26,093.75
		CLEARWAY ENERGY OP LLC	275,000.00	283,534.62
		CLEVELAND-CLIFFS INC	100,000.00	104,803.00
		CLOUD PEAK ENRGY	25,000.00	137.50
		COMMERCIAL METALS CO	50,000.00	52,437.50
		COMMERCIAL METALS CO	75,000.00	76,406.25
		CONTINENTAL RESOURCES	6,000.00	6,278.70
		COVANTA HOLDING CORP	125,000.00	127,656.25
		CSC HOLDINGS LLC	200,000.00	221,250.00
		DCP MIDSTREAM OPERATING	250,000.00	282,500.00
		DELL INT LLC / EMC CORP	75,000.00	92,614.59
		DELL INT LLC / EMC CORP	75,000.00	97,374.23
		DEVON ENERGY CORP	16,000.00	17,020.19
		DEVON ENERGY CORP	33,000.00	36,487.59
		DIEBOLD INC	75,000.00	76,791.37
		DISH DBS CORP	25,000.00	25,906.25
		DISH DBS CORP	150,000.00	161,661.00
		EMBARQ CORP	75,000.00	81,164.25
		ENLINK MIDSTREAM PARTNER	100,000.00	104,625.00
		ENLINK MIDSTREAM PARTNER	25,000.00	24,473.25
		ENLINK MIDSTREAM PARTNER	50,000.00	46,562.50
		EQM MIDSTREAM PARTNERS L	150,000.00	157,438.50
		EQM MIDSTREAM PARTNERS L	100,000.00	103,875.00
		EQT CORP	75,000.00	82,031.25
		EXTERRAN NRG SOLUTIONS/F	100,000.00	95,856.00
		FELCOR LODGING LP	125,000.00	127,745.00
		FIRSTENERGY CORP	150,000.00	167,822.22
		FORD MOTOR COMPANY	50,000.00	71,562.50
		FORD MOTOR COMPANY	100,000.00	108,695.00
		FORD MOTOR CREDIT CO LLC	200,000.00	226,239.00
		FREEPORT-MCMORAN INC	25,000.00	26,218.75
		FREEPORT-MCMORAN INC	150,000.00	156,937.50
		FREEPORT-MCMORAN INC	25,000.00	26,500.00
FREEPORT-MCMORAN INC	175,000.00	188,125.00
FREEPORT-MCMORAN INC	25,000.00	27,437.50
FRESENIUS MED CARE II	175,000.00	178,496.34
GENWORTH HOLDINGS INC	150,000.00	150,750.00
GEO GROUP INC/THE	75,000.00	63,102.00
GOLDMAN SACHS GROUP INC	100,000.00	107,750.00
GOODYEAR TIRE & RUBBER	100,000.00	110,281.00
GULFPORT ENERGY CORP	14,631.00	15,751.80
GULFPORT ENERGY ESCROW	50,000.00	1,500.00
HCA INC	100,000.00	115,625.00
HCA INC	75,000.00	89,766.00
HCA INC	125,000.00	134,873.12
HILLENBRAND INC	75,000.00	79,533.00
HILLENBRAND INC	25,000.00	25,409.50
HILTON DOMESTIC OPERATIN	125,000.00	134,531.25
HJ HEINZ CO	50,000.00	64,662.20
HOSPITALITY PROP TRUST	25,000.00	25,832.50
HOWMET AEROSPACE INC	1,000.00	1,178.75
HUGHES SATELLITE SYSTEMS	125,000.00	143,275.00
ICAHN ENTERPRISES/FIN	50,000.00	52,336.25
ICAHN ENTERPRISES/FIN	250,000.00	260,312.50
ICAHN ENTERPRISES/FIN	25,000.00	25,156.25
IHEARTCOMMUNICATIONS INC	50,000.00	52,872.50
IHEARTCOMMUNICATIONS INC	100,000.00	103,625.00
INN OF THE MOUNTAIN GODS	295,978.00	285,287.27
JP MORGAN CHASE & CO	12,000.00	12,030.14
JPMORGAN CHASE & CO	50,000.00	55,500.00
JPMORGAN CHASE & CO	50,000.00	54,395.00
KB HOME	25,000.00	29,975.62
KB HOME	150,000.00	167,250.00
KB HOME	25,000.00	26,328.75
KRAFT HEINZ FOODS CO	125,000.00	146,033.15
L BRANDS INC	25,000.00	28,689.50
L BRANDS INC	100,000.00	127,102.00
LAMAR MEDIA CORP	200,000.00	206,500.00
LAMAR MEDIA CORP	75,000.00	77,928.75
LAREDO PETROLEUM INC	100,000.00	104,094.00
MACY'S RETAIL HLDGS LLC	75,000.00	71,718.75
MATADOR RESOURCES CO	100,000.00	103,780.00
MATTEL INC	50,000.00	54,523.75
MGIC INVESTMENT CORP	125,000.00	134,963.12
MGIC INVESTMENT CORP	150,000.00	160,312.50
MGM GROWTH/MGM FINANCE	100,000.00	115,500.00
MGM RESORTS INTL	25,000.00	25,843.75
MGM RESORTS INTL	100,000.00	106,250.00
MGM RESORTS INTL	66,000.00	73,017.45
MGM RESORTS INTL	25,000.00	26,556.75
MIDWEST VANADIUM PTY LTD	93,229.03	139.84
MPT OPER PARTNERSP/FINL	75,000.00	80,156.25
MPT OPER PARTNERSP/FINL	25,000.00	25,710.00
MSCI INC	25,000.00	26,906.25
MURPHY OIL CORP	75,000.00	77,163.37
MURPHY OIL CORP	175,000.00	182,881.12
MURPHY OIL CORP	25,000.00	26,448.53
MURPHY OIL USA INC	150,000.00	159,937.50
NAVIENT CORP	75,000.00	82,503.75
NAVIENT CORP	75,000.00	84,106.50
NAVIENT CORP	100,000.00	113,856.50
NETFLIX INC	25,000.00	25,518.75
NETFLIX INC	100,000.00	124,625.00
NEWELL RUBBERMAID INC	75,000.00	83,993.70
NEWELL RUBBERMAID INC	125,000.00	163,906.25
NUSTAR LOGISTICS LP	25,000.00	27,065.50
NUSTAR LOGISTICS LP	25,000.00	27,757.25
OCCIDENTAL PETROLEUM	50,000.00	51,562.50
OCCIDENTAL PETROLEUM COR	50,000.00	51,464.50
OCCIDENTAL PETROLEUM COR	25,000.00	28,286.25
OCCIDENTAL PETROLEUM COR	75,000.00	88,614.37
OCCIDENTAL PETROLEUM COR	25,000.00	34,298.62
OCCIDENTAL PETROLEUM COR	50,000.00	62,094.50
OCCIDENTAL PETROLEUM COR	75,000.00	99,542.62
OCCIDENTAL PETROLEUM COR	25,000.00	24,437.50
OLIN CORP	25,000.00	27,793.75
OLIN CORP	50,000.00	53,893.75
PACIFIC GAS & ELECTRIC	62,500.00	68,369.37
PBF HOLDING CO LLC	100,000.00	59,163.50
PBF LOGISTICS LP/FINANCE	50,000.00	48,937.50
PENSKE AUTOMOTIVE GROUP	25,000.00	25,750.00
PG&E CORP	50,000.00	49,809.25
PG&E CORP	25,000.00	25,063.00
QORVO INC	75,000.00	82,775.25
QUEBECOR MEDIA INC	50,000.00	53,168.75
QUICKSILVER ESCROW DEBT	50,000.00	0.00
RADIAN GROUP INC	100,000.00	107,375.00
RADIAN GROUP INC	100,000.00	109,375.00
RANGE RESOURCES CORP	25,000.00	27,343.75
ROYAL CARIBBEAN CRUISES	25,000.00	25,625.00
ROYAL CARIBBEAN CRUISES	180,000.00	168,525.00
SANCHEZ ENERGY CORP	75,000.00	2,062.50
SBA COMMUNICATIONS CORP	275,000.00	285,312.50
SCOTTS MIRACLE-GRO CO	50,000.00	51,823.75
SCOTTS MIRACLE-GRO CO	100,000.00	105,325.53
SERVICE CORP INTL	25,000.00	27,338.75
SERVICE CORP INTL	225,000.00	225,950.62
SERVICE CORP INTL	25,000.00	26,002.50
SERVICE PROPERTIES TRUST	25,000.00	28,287.32
SERVICE PROPERTIES TRUST	150,000.00	153,937.50
SERVICE PROPERTIES TRUST	50,000.00	48,500.00
SILGAN HOLDINGS INC	50,000.00	51,687.50
SLM CORP	50,000.00	54,400.00
SOUTHWESTERN ENERGY CO	25,000.00	26,687.50
SPRINGLEAF FINANCE CORP	25,000.00	27,343.75
SPRINGLEAF FINANCE CORP	200,000.00	233,299.00
SPRINT CAPITAL CORP	50,000.00	76,693.00
SPRINT COMMUNICATIONS	75,000.00	79,218.75
SUMMIT MID HLDS LLC / FI	150,000.00	149,382.00
SUMMIT MID HLDS LLC / FI	50,000.00	46,628.00
T-MOBILE USA INC	25,000.00	25,515.62
T-MOBILE USA INC	25,000.00	25,768.00
T-MOBILE USA INC	175,000.00	186,415.25
T-MOBILE USA INC	25,000.00	26,312.50
T-MOBILE USA INC	25,000.00	26,631.25
TARGA RESOURCES PARTNERS	200,000.00	211,500.00
TARGA RESOURCES PARTNERS	75,000.00	82,875.00
TARGA RESOURCES PARTNERS	25,000.00	26,203.31
TELECOM ITALIA CAPITAL	75,000.00	85,971.75
TENET HEALTHCARE CORP	25,000.00	26,020.65
TENNECO INC	125,000.00	125,781.25
TRANSDIGM INC	300,000.00	310,275.00
TRANSDIGM INC	25,000.00	25,038.75
TRANSDIGM INC	25,000.00	25,093.75
TRI POINTE GROUP INC	100,000.00	109,274.50
TRI POINTE GROUP INC	25,000.00	27,851.12
UNITED AIRLINES HOLDINGS	100,000.00	104,250.00
UNITED RENTALS NORTH AM	25,000.00	26,394.50
UNITED RENTALS NORTH AM	75,000.00	78,375.00
UNITED RENTALS NORTH AM	25,000.00	25,812.50
UNITED STATES STEEL CORP	100,000.00	109,175.00
USA COM PART/USA COM FIN	125,000.00	131,708.75
VIPER ENERGY PARTNERS LP	75,000.00	78,510.00
VODAFONE GROUP PLC	225,000.00	279,758.54
WESTERN MIDSTREAM OPERAT	50,000.00	56,312.50
WESTERN MIDSTREAM OPERAT	100,000.00	113,125.00
YUM! BRANDS INC	125,000.00	129,031.25
小計	銘柄数:198	16,622,173.50	17,571,300.22
			(1,926,693,069)
	組入時価比率:53.6%		100.0%
	合計			1,926,693,069
				(1,926,693,069)
	合計			1,926,854,945
				(1,926,854,945)

(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

財務諸表における注記事項として記載しているため省略しております。

第3 その他特定資産の明細表(2021年9月15日現在)

特定資産の種類	数量	帳簿価額		評価額		評価損益	備考
(銘柄名)		単価	金額	単価	金額
貸付債権
米ドル
ACPRODUCTS INITL	200,000.00	99.47	198,958.40	99.84	199,678.60	720.20
AIR CANADA TL	200,000.00	99.00	198,000.00	100.13	200,250.00	2,250.00
AIR METHODS CORP TRM	72,000.00	98.12	70,650.00	98.65	71,026.34	376.34
ALLEN MEDIA TL	49,367.12	99.93	49,336.26	99.25	48,996.86	△339.40
ALLIANCE INITIAL TRM B	98,178.57	100.06	98,239.93	99.96	98,143.52	△96.41
ALLIANCE INITIAL TRM B03	250.00	100.06	250.15	99.96	249.91	△0.24
ALLIED UNIVERSAL INITIAL	296,250.00	100.22	296,923.37	100.06	296,414.71	△508.66
AMENTUM 1L TRM #1	65,848.64	99.40	65,457.63	99.75	65,684.01	226.38
AMENTUM 1L TRM #2	33,151.36	99.40	32,954.50	99.75	33,068.48	113.98
AMERICAN AIRLINS IniL TL	50,000.00	104.20	52,101.55	103.50	51,750.00	△351.55
AMERICAN CLOSINGDATE TRM	199,000.00	99.81	198,626.87	99.81	198,626.87	0.00
AP CORE 1L TRM B-1	100,000.00	98.50	98,500.00	100.00	100,000.00	1,500.00
AP CORE HOLDINGSII 1L B2	100,000.00	98.50	98,500.00	100.25	100,250.00	1,750.00
ARCHES BUYER REF TL	99,500.00	99.77	99,271.94	99.09	98,598.33	△673.61
ASURION TL NEW B-4	100,000.00	98.88	98,880.00	99.50	99,500.00	620.00
ASURION TRM B-9	100,000.00	98.50	98,500.00	98.15	98,145.80	△354.20
AVSC HOLD B #8	48,375.00	92.00	44,505.00	89.11	43,105.55	△1,399.45
AVSC HOLD(PSAV) INIT TRM	75,000.00	80.25	60,187.50	76.00	57,000.00	△3,187.50
BCP RENAISSANCE INI TL B	92,280.53	98.79	91,163.93	98.98	91,341.20	177.27
BRAND INDUST INI TL 01	30,775.77	98.43	30,294.89	99.02	30,473.92	179.03
BRAND INDUST INI TL 05	82,749.11	98.43	81,456.15	99.02	81,937.50	481.35
BRAND INDUST INI TL 06	35,306.29	98.43	34,754.62	99.02	34,960.00	205.38
BRAND INDUST INI TL 10	779.22	98.43	767.04	99.02	771.57	4.53
BRIGHT BIDCO REFIN TLB	96,516.22	83.63	80,722.69	80.64	77,829.61	△2,893.08
BRIGHT BIDCO REFIN TLB02	26,217.05	83.63	21,926.99	80.64	21,141.14	△785.85
BRIGHT BIDCO REFIN TLB03	21,273.24	83.63	17,792.17	80.64	17,154.50	△637.67
CAESARS RESORT TRM B-1#1	99,250.00	100.21	99,464.28	100.06	99,306.37	△157.91
CARNIVAL CORP NEW TL B01	99,000.00	99.70	98,711.21	99.38	98,381.25	△329.96
CENGAGE LEARNING TL B	100,000.00	99.00	99,000.00	100.39	100,387.50	1,387.50
CHAMPIONX HOLDING TL B	118,750.00	102.12	121,273.43	101.50	120,531.25	△742.18
CHOBANI CLOSINGDATE TRM	198,500.00	100.02	198,541.28	100.13	198,748.12	206.84
CITGO PETROLEUM TRM B	173,492.08	99.00	171,757.15	98.44	170,781.26	△975.89
CLEAR CHANNEL OUTD B#1	222,981.01	97.48	217,366.56	97.77	217,998.72	632.16
CLEAR CHANNEL OUTD B#7	568.83	97.48	554.51	97.77	556.12	1.61
CONNECT FINCO INTL #2	48,628.78	100.12	48,689.56	100.00	48,628.78	△60.78
CONSOLIDATED TL B1	121,400.47	100.07	121,495.28	100.06	121,476.34	△18.94
CORNERSTONE BUILD B TL	198,787.51	99.84	198,477.00	99.77	198,331.88	△145.12
CP ATLAS TRM B1	199,000.00	99.80	198,615.53	99.71	198,431.45	△184.08
CP ATLAS TRM B2	500.00	99.80	499.03	99.71	498.57	△0.46
CQP HOLDCO Initial TL	100,000.00	99.60	99,600.00	99.43	99,425.00	△175.00
CSC HOLDINGS TL B5	119,123.46	98.92	117,836.92	98.77	117,655.73	△181.19
DAYCO PRODUCTS LLC TRM	287,250.00	94.75	272,169.37	97.00	278,632.50	6,463.13
DEALER TIRE TRM B-1	15,584.63	99.95	15,578.13	99.81	15,555.40	△22.73
DEALER TIRE TRM B-1 02	9,040.37	99.95	9,036.60	99.81	9,023.41	△13.19
DELTA INITIAL TL	100,000.00	105.90	105,906.20	106.31	106,312.50	406.30
DIAMOND SPORTS B TRM	24,562.50	56.25	13,816.40	62.50	15,351.56	1,535.16
DIGICEL INI B TL	199,481.99	96.11	191,731.99	96.63	192,749.47	1,017.48
DIRECTV CLOSIDATE TRM	25,000.00	99.00	24,750.00	100.21	25,053.12	303.12
DUN AND BRDST INIT TLB02	148,130.62	99.46	147,343.75	99.81	147,852.87	509.12
ECL ENTERTAINMENT B TL	25,000.00	101.75	25,437.50	101.75	25,437.50	0.00
ELANCO TRM	48,419.95	98.41	47,650.41	98.73	47,806.03	155.62
ENDURANCE INTRNTINL TRM	50,000.00	99.12	49,562.50	98.94	49,468.75	△93.75
ENTERPRISE DEV TL B COMM	197,500.00	100.25	197,993.75	100.13	197,746.87	△246.88
ENVISION HEALTH INIT TRM	121,875.00	85.00	103,593.75	88.88	108,316.40	4,722.65
FOUNDATION INITIAL TL 02	250.00	99.33	248.33	99.35	248.38	0.05
FOUNDATION INITIAL TRM	99,750.00	99.33	99,084.97	99.35	99,105.81	20.84
FRONTIER COMMUNICATI TRM	149,625.00	100.03	149,671.68	99.84	149,391.28	△280.40
GARDA WORLD TL B2	68,706.54	100.27	68,892.59	99.84	68,596.12	△296.47
GLOBAL AVIATION 2ND LIEN	831.44	0.00	0.00	0.00	0.00	0.00
GOLDEN NUGGET TRM B	37,362.45	99.27	37,092.61	99.42	37,146.45	53.84
GOLDEN NUGGET TRM B02	31,639.22	99.27	31,410.72	99.42	31,456.31	45.59
GRAHAM PACKAGING NEW TRM	146,581.78	99.89	146,431.82	99.84	146,343.58	△88.24
GRANITE B#3 TL	82,305.35	100.08	82,373.91	99.75	82,099.58	△274.33
GRANITE B#4 TL	16,461.07	100.08	16,474.78	99.75	16,419.91	△54.87
HARBOR REFINANCING TL 01	241,096.11	99.93	240,927.34	99.76	240,520.85	△406.49
HARLAND CLARKE TL01	106,157.57	90.20	95,754.12	94.09	99,882.91	4,128.79
HELIX ACQUISITION 2L TRM	75,000.00	95.50	71,625.00	95.67	71,750.02	125.02
HUB INTERNATION TL B3	49,128.75	99.90	49,083.69	99.96	49,108.26	24.57
HUB INTERNATION TL B3 02	123.75	99.91	123.64	99.96	123.69	0.05
HUB INTERNATIONAL TL	96,750.00	98.78	95,577.87	99.06	95,842.96	265.09
HUB INTERNATIONAL TL14	250.00	98.78	246.97	99.06	247.65	0.68
J CREW INITIAL LOAN #1	6,491.82	48.25	3,132.30	48.25	3,132.30	0.00
J CREW INITIAL LOAN #2	13,016.17	48.25	6,280.30	48.25	6,280.30	0.00
J CREW INITIAL LOAN #4	4,086.82	48.25	1,971.89	48.25	1,971.89	0.00
KAR HOLDINGS NEW TLB6 01	52,693.92	98.50	51,903.51	98.75	52,035.24	131.73
KEANE GROUP INITIAL TRM	23,880.70	98.00	23,403.08	97.25	23,223.98	△179.10
KRONOS ACQUISTN TRM B#1	69,760.83	99.19	69,200.23	97.71	68,162.12	△1,038.11
KRONOS ACQUISTN TRM B#2	29,739.17	99.19	29,500.18	97.71	29,057.63	△442.55
LANDRYS FINANCE ACQ TL B	25,000.00	110.00	27,500.00	108.00	27,000.00	△500.00
LBM ACQUISITION INTL TRM	99,750.00	99.37	99,126.56	98.84	98,596.69	△529.87
LBM ACQUISITION INTL TRM	22,222.22	99.00	22,000.00	98.84	21,965.28	△34.72
LIFEPOINT TRM B	43,269.62	99.78	43,174.94	99.68	43,131.93	△43.01
LOGMEIN INC TRM 1ST #02	44,222.22	99.89	44,174.85	99.88	44,166.94	△7.91
LOGMEIN INC TRM 1ST LIEN	154,777.78	99.89	154,612.01	99.88	154,584.30	△27.71
LTF MERGER CLOSING TRM	199,000.00	100.23	199,472.62	100.08	199,149.25	△323.37
LUCID ENERGY INITIAL TRM	48,375.00	99.04	47,911.42	98.60	47,699.78	△211.64
MADISON IAQ LLC INI TL	100,000.00	99.80	99,800.00	99.58	99,578.10	△221.90
MARRIOT OWNRSHP InitalTL	87,146.39	98.32	85,686.68	97.65	85,094.78	△591.90
MAUSER PACKAGING TL	95,637.22	97.65	93,395.67	97.55	93,291.14	△104.53
MAVIS TIR EXPS Intil TL	100,000.00	100.32	100,328.10	100.14	100,138.90	△189.20
MCDERMOTT DIP TL11	3,843.94	60.00	2,306.36	60.00	2,306.36	0.00
MCGRAW HILL EDUCATION TL	100,000.00	99.00	99,000.00	99.73	99,729.20	729.20
MI WINDOWS INITIAL TRM	99,500.00	100.19	99,695.41	100.16	99,659.89	△35.52
MIC GLEN 1L INITIAL TL	100,000.00	99.10	99,108.90	99.43	99,428.60	319.70
MIDAS INTERMEDIATE TRM	99,500.00	97.07	96,589.62	96.63	96,141.87	△447.75
MONEYGRAM INTL TL	200,000.00	99.50	199,000.00	99.88	199,750.00	750.00
NASCAR Initial TL	18,561.65	99.41	18,452.13	99.71	18,508.28	56.15
NAVITAS MDSTRM Initl TL	100,000.00	99.50	99,500.00	99.63	99,625.00	125.00
NEXSTAR BROADCAST TRM B4	21,568.65	99.71	21,507.02	99.66	21,495.46	△11.56
NORTHWEST FIBER TL B	126,185.95	99.95	126,122.85	99.90	126,059.76	△63.09
NOURYON FIN BV TL B01	3,874.94	99.10	3,840.22	99.17	3,842.65	2.43
NOURYON FIN BV TL B02	16,083.63	99.10	15,939.55	99.17	15,949.60	10.05
NUMERICABL USD TLB-11 TL	287,250.00	98.20	282,079.50	98.33	282,438.56	359.06
NUMERICABLE $ TLB13 IRL	194,500.00	99.64	193,799.80	99.64	193,805.44	5.64
PANTHER TL B1	68,149.06	99.10	67,535.71	99.08	67,524.33	△11.38
PARAGON OFFSHORE TL	1,633.68	0.00	0.00	0.00	0.00	0.00
PARK RIVER INITIAL TRM	199,500.00	99.14	197,790.08	99.68	198,851.62	1,061.54
PEABODY ENERGY CORP TL B	22,708.28	69.00	15,668.71	76.00	17,258.29	1,589.58
PETSMART; INC. INI TRM	200,000.00	100.10	200,200.00	100.14	200,285.80	85.80
PODS LLC TERM LOANS	24,937.50	99.75	24,875.15	99.83	24,894.63	19.48
PRAIRIE ECI ACQUIOR TRM	165,973.48	97.39	161,646.38	96.50	160,164.40	△1,481.98
RENT-A-CENTER INI TRM	199,500.00	100.17	199,849.12	100.13	199,749.37	△99.75
SCIH SALT B-1 IRL TL	114,881.29	100.25	115,168.49	100.11	115,007.65	△160.84
SINCLAIR TELEVI TRM B-2b	49,125.00	98.47	48,375.84	97.75	48,019.68	△356.16
SMG US MIDCO 2 TL 02	49,327.23	96.33	47,518.54	96.88	47,785.75	267.21
SMG US MIDCO 2 TRM	120,893.09	96.33	116,460.30	96.88	117,115.18	654.88
SPECTACLE GARY DD TRM	23,648.65	108.50	25,658.78	108.50	25,658.78	0.00
SPECTACLE GARY HLDNGS TL	326,351.35	108.50	354,091.21	108.50	354,091.21	0.00
SPIN HOLDCO INITIAL TRM	199,500.00	100.06	199,624.68	100.13	199,749.37	124.69
SPORTS AUTHORITY TRM B	32,139.56	0.10	32.13	0.05	16.06	△16.07
SRS DISTRBTN 2021 Ref TL	200,000.00	99.25	198,500.00	99.89	199,785.80	1,285.80
STAPLES 2019 RFNIG B1 TL	268,812.50	97.55	262,226.59	94.96	255,275.90	△6,950.69
SURGERY CENTER HOLDING B	72,437.15	100.34	72,688.65	100.11	72,517.62	△171.03
TACALA INVESTMEN 1L TRM	48,375.00	99.94	48,349.07	99.81	48,284.29	△64.78
TEAM HEALTH INITIAL TL	119,687.50	96.81	115,872.46	97.36	116,524.27	651.81
THE HERTZ INITI TRM B	21,035.60	99.06	20,839.04	99.85	21,004.93	165.89
THE HERTZ INITI TRM C	3,964.40	99.06	3,927.36	99.85	3,958.61	31.25
TRUGREEN SECOND REFI TRM	199,000.00	100.35	199,696.50	99.91	198,813.33	△883.17
UFC TRM 1ST LIEN	89,409.74	99.87	89,297.97	99.71	89,148.93	△149.04
UNITED AIRLI CLASS B TRM	24,937.50	101.27	25,256.15	100.58	25,080.89	△175.26
UNITED SITE INI TRM 1L	144,650.43	100.23	144,986.16	100.18	144,908.77	△77.39
UNITED SITE INI TRM 2L	100,000.00	99.75	99,750.00	99.96	99,958.30	208.30
US RADIOLO CLOSIDATE TRM	99,500.00	100.43	99,935.31	100.32	99,819.79	△115.52
VICTORIA'S SECRET INI TL	100,000.00	98.98	98,980.00	99.63	99,625.00	645.00
WATLOW ELECTRIC INI TRM	99,750.00	100.25	99,999.37	99.92	99,666.90	△332.47
WERNER INTER INI TRM	244,053.72	99.75	243,443.58	100.00	244,053.72	610.14
WHEEL PROS INITIAL TRM	100,000.00	100.28	100,287.50	99.97	99,965.90	△321.60
WHITE INI CLOSIDATE TRM	198,500.00	100.23	198,956.55	100.09	198,673.68	△282.87
WILSONART TRANCHE E TL01	218,199.46	99.91	218,017.69	99.84	217,848.81	△168.88
WOODFORD EXPRESS INI TRM	169,095.68	95.75	161,909.11	98.00	165,713.76	3,804.65
WW INTERNATNL INITIAL TL	25,000.00	100.14	25,035.72	99.77	24,942.70	△93.02
ZAYO INITIAL DOLLAR TL	66,809.21	98.78	65,997.94	99.10	66,205.38	207.44
小計			13,328,157.25		13,339,777.52	11,620.27
銘柄数:142			(1,461,432,442)		(1,462,706,605)	(1,274,163)
組入時価比率:40.7%					100.0%

貸付債権計			1,461,432,442		1,462,706,605	1,274,163
			(1,461,432,442)		(1,462,706,605)	(1,274,163)
					100.0%

合計			1,461,432,442		1,462,706,605	1,274,163
			(1,461,432,442)		(1,462,706,605)	(1,274,163)
(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。
(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。
(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

有価証券報告書(内国投資信託受益証券)-第44期(令和3年3月16日-令和3年9月15日)

開示資料

決算