有価証券報告書(内国投資信託受益証券)-第46期(令和4年3月16日-令和4年9月15日)
(4)【附属明細表】
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
第3 その他特定資産の明細表(2022年9月15日現在)
| 第1 有価証券明細表 (1)株式(2022年9月15日現在) |
| 種類 | 通貨 | 銘柄 | 株式数 | 評価額 | 備考 | |
| 単価 | 金額 | |||||
| 株式 | 米ドル | ACOSTA HOLDINGS CORP | 119 | 12.03 | 1,432.64 | |
| CHINOS GLOBAL HOLDINGS LLC COM | 1,107 | 10.50 | 11,623.50 | |||
| DAVID'S BRIDAL COM | 916 | 0.00 | 0.00 | |||
| DBI INVESTOR INC COM | 1,003 | 0.00 | 0.00 | |||
| DBI INVESTOR INC RIGHTS | 255 | 0.00 | 0.00 | |||
| GYMBOREE HOLDING CORP | 1,017 | 0.00 | 0.00 | |||
| SAMSON RESOURCES II LLC A COM | 3,123 | 0.55 | 1,717.65 | |||
| CALIFORNIA RESOURCES CORP | 1,417 | 45.00 | 63,765.00 | |||
| CLOUD PEAK ENERGY INC | 20 | 0.00 | 0.00 | |||
| GULFPORT ENERGY CORP | 174 | 100.11 | 17,419.14 | |||
| MARK IV DAYCO | 4,608 | 5.00 | 23,040.00 | |||
| VISTRA CORP RIGHTS | 3,586 | 1.30 | 4,661.80 | |||
| 小計 | 銘柄数:12 | 123,659.73 | ||||
| (17,725,385) | ||||||
| 組入時価比率:0.6% | 100.0% | |||||
| 合計 | 17,725,385 | |||||
| (17,725,385) | ||||||
| (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(2022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 | 1,968.40 | |
| 小計 | 銘柄数:1 | 133.00 | 1,968.40 | ||
| (282,150) | |||||
| 組入時価比率:0.0% | 0.0% | ||||
| 合計 | 282,150 | ||||
| (282,150) | |||||
| 社債券 | 米ドル | ALCOA INC | 50,000.00 | 48,653.98 | |
| ALLEGHENY TECHNOLOGIES | 150,000.00 | 142,774.00 | |||
| ALLEGHENY TECHNOLOGIES | 25,000.00 | 22,137.36 | |||
| ALLY FINANCIAL INC | 75,000.00 | 82,803.60 | |||
| AMC ENTERTAINMENT HLDGS | 42,000.00 | 33,461.40 | |||
| AMC NETWORKS INC | 25,000.00 | 20,449.50 | |||
| AMERIGAS PART/FIN CORP | 50,000.00 | 49,375.00 | |||
| AMERIGAS PART/FIN CORP | 100,000.00 | 93,382.50 | |||
| APACHE CORP | 25,000.00 | 22,323.37 | |||
| ARCONIC INC | 75,000.00 | 76,128.75 | |||
| BANK OF AMERICA CORP | 200,000.00 | 197,569.52 | |||
| BARCLAYS PLC | 200,000.00 | 195,516.32 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 117,000.00 | |||
| BEAZER HOMES USA | 100,000.00 | 96,878.00 | |||
| BOYD GAMING CORP | 150,000.00 | 139,640.25 | |||
| BUFFALO THUNDER DEV REGS | 11,663.00 | 6,589.59 | |||
| BUFFALO THUNDER DEV ZCPN | 5,172.47 | 0.00 | |||
| BUILDERS FIRSTSOURCE INC | 50,000.00 | 40,584.00 | |||
| CARPENTER TECHNOLOGY | 125,000.00 | 118,995.73 | |||
| CCO HLDGS LLC/CAP CORP | 25,000.00 | 21,606.35 | |||
| CCO HLDGS LLC/CAP CORP | 50,000.00 | 43,000.00 | |||
| CCO HLDGS LLC/CAP CORP | 75,000.00 | 64,500.00 | |||
| CCO HLDGS LLC/CAP CORP | 25,000.00 | 20,496.79 | |||
| CCO HLDGS LLC/CAP CORP | 325,000.00 | 264,704.37 | |||
| CDW LLC/CDW FINANCE | 50,000.00 | 49,065.25 | |||
| CDW LLC/CDW FINANCE | 100,000.00 | 92,639.00 | |||
| CDW LLC/CDW FINANCE | 25,000.00 | 21,114.20 | |||
| CEDAR FAIR LP | 100,000.00 | 91,637.50 | |||
| CENTENE CORP | 50,000.00 | 47,373.25 | |||
| CENTENE CORP | 325,000.00 | 304,752.50 | |||
| CENTENE CORP | 100,000.00 | 85,786.00 | |||
| CENTRAL GARDEN & PET CO | 125,000.00 | 103,275.00 | |||
| CENTURY COMMUNITIES | 60,000.00 | 57,810.60 | |||
| CENTURYLINK INC | 100,000.00 | 101,369.50 | |||
| CHENIERE ENERGY INC | 100,000.00 | 95,767.00 | |||
| CHENIERE ENERGY PARTNERS | 150,000.00 | 139,291.50 | |||
| CITIGROUP INC | 150,000.00 | 126,390.00 | |||
| CITIGROUP INC | 25,000.00 | 22,075.00 | |||
| CLEVELAND-CLIFFS INC | 100,000.00 | 94,947.50 | |||
| CLOUD PEAK ENRGY | 25,000.00 | 68.75 | |||
| COMMERCIAL METALS CO | 50,000.00 | 50,047.00 | |||
| COMMERCIAL METALS CO | 25,000.00 | 21,480.86 | |||
| COMMERCIAL METALS CO | 75,000.00 | 61,386.34 | |||
| COVANTA HOLDING CORP | 125,000.00 | 105,584.37 | |||
| CRESTWOOD MID PARTNER LP | 75,000.00 | 72,388.45 | |||
| CSC HOLDINGS LLC | 200,000.00 | 187,876.00 | |||
| DCP MIDSTREAM OPERATING | 225,000.00 | 216,949.50 | |||
| DIEBOLD INC | 25,000.00 | 15,343.50 | |||
| DISH DBS CORP | 150,000.00 | 104,539.50 | |||
| ENACT HOLDINGS INC | 75,000.00 | 72,055.24 | |||
| ENLINK MIDSTREAM PARTNER | 100,000.00 | 97,126.00 | |||
| ENLINK MIDSTREAM PARTNER | 25,000.00 | 20,075.37 | |||
| ENLINK MIDSTREAM PARTNER | 50,000.00 | 36,633.25 | |||
| EQM MIDSTREAM PARTNERS L | 100,000.00 | 95,070.00 | |||
| EQM MIDSTREAM PARTNERS L | 25,000.00 | 22,697.35 | |||
| FIRSTENERGY CORP | 75,000.00 | 71,420.62 | |||
| FORD MOTOR COMPANY | 50,000.00 | 58,464.10 | |||
| FORD MOTOR COMPANY | 100,000.00 | 74,664.93 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 185,057.00 | |||
| FREEPORT-MCMORAN INC | 25,000.00 | 24,742.45 | |||
| FREEPORT-MCMORAN INC | 150,000.00 | 139,617.75 | |||
| GENESIS ENERGY LP/FIN | 75,000.00 | 69,422.52 | |||
| GENWORTH HOLDINGS INC | 150,000.00 | 151,762.95 | |||
| GOLDMAN SACHS GROUP INC | 100,000.00 | 93,143.74 | |||
| GOODYEAR TIRE & RUBBER | 100,000.00 | 104,834.00 | |||
| GULFPORT ENERGY CORP | 14,631.00 | 14,901.67 | |||
| GULFPORT ENERGY ESCROW | 50,000.00 | 156.25 | |||
| GULFPORT ENERGY OP CORP | 651.00 | 663.04 | |||
| HCA INC | 75,000.00 | 74,489.34 | |||
| HCA INC | 125,000.00 | 107,580.62 | |||
| HILLENBRAND INC | 75,000.00 | 75,319.87 | |||
| HILLENBRAND INC | 25,000.00 | 21,026.43 | |||
| HILTON DOMESTIC OPERATIN | 180,000.00 | 164,478.60 | |||
| HOSPITALITY PROP TRUST | 25,000.00 | 22,617.50 | |||
| HOWMET AEROSPACE INC | 26,000.00 | 26,739.83 | |||
| HUGHES SATELLITE SYSTEMS | 25,000.00 | 22,904.75 | |||
| ICAHN ENTERPRISES/FIN | 75,000.00 | 72,154.69 | |||
| ICAHN ENTERPRISES/FIN | 50,000.00 | 48,120.00 | |||
| ICAHN ENTERPRISES/FIN | 25,000.00 | 21,467.50 | |||
| IHEARTCOMMUNICATIONS INC | 50,000.00 | 47,701.25 | |||
| IHEARTCOMMUNICATIONS INC | 100,000.00 | 87,637.50 | |||
| JP MORGAN CHASE & CO | 12,000.00 | 11,986.70 | |||
| JPMORGAN CHASE & CO | 50,000.00 | 50,468.66 | |||
| JPMORGAN CHASE & CO | 50,000.00 | 49,481.17 | |||
| KB HOME | 25,000.00 | 24,548.22 | |||
| KB HOME | 150,000.00 | 127,256.85 | |||
| KB HOME | 25,000.00 | 19,467.12 | |||
| L BRANDS INC | 25,000.00 | 24,357.42 | |||
| L BRANDS INC | 100,000.00 | 88,413.00 | |||
| LAMAR MEDIA CORP | 200,000.00 | 179,750.00 | |||
| LAMAR MEDIA CORP | 25,000.00 | 23,152.25 | |||
| LAMAR MEDIA CORP | 75,000.00 | 65,739.00 | |||
| LAREDO PETROLEUM INC | 100,000.00 | 101,377.50 | |||
| LEVEL 3 FINANCING INC | 100,000.00 | 100,915.50 | |||
| LIFE TIME INC | 50,000.00 | 44,240.94 | |||
| MATADOR RESOURCES CO | 125,000.00 | 123,970.00 | |||
| MATTEL INC | 50,000.00 | 49,545.58 | |||
| MGIC INVESTMENT CORP | 75,000.00 | 69,240.75 | |||
| MGM RESORTS INTL | 100,000.00 | 99,665.50 | |||
| MGM RESORTS INTL | 66,000.00 | 61,283.64 | |||
| MGM RESORTS INTL | 25,000.00 | 21,924.06 | |||
| MIDWEST VANADIUM PTY LTD | 93,157.44 | 9.31 | |||
| MPT OPER PARTNERSP/FINL | 25,000.00 | 22,458.12 | |||
| MPT OPER PARTNERSP/FINL | 75,000.00 | 62,906.25 | |||
| MPT OPER PARTNERSP/FINL | 25,000.00 | 18,609.50 | |||
| MSCI INC | 25,000.00 | 22,051.87 | |||
| MURPHY OIL CORP | 29,000.00 | 28,612.66 | |||
| MURPHY OIL CORP | 175,000.00 | 169,204.87 | |||
| MURPHY OIL CORP | 25,000.00 | 24,295.75 | |||
| MURPHY OIL USA INC | 150,000.00 | 136,638.00 | |||
| NABORS INDUSTRIES INC | 50,000.00 | 47,250.00 | |||
| NAVIENT CORP | 45,000.00 | 45,403.20 | |||
| NAVIENT CORP | 75,000.00 | 71,459.62 | |||
| NAVIENT CORP | 100,000.00 | 93,000.00 | |||
| NAVIENT CORP | 25,000.00 | 19,800.30 | |||
| NETFLIX INC | 100,000.00 | 100,360.00 | |||
| NEWELL RUBBERMAID INC | 75,000.00 | 71,062.50 | |||
| NEWELL RUBBERMAID INC | 75,000.00 | 60,232.87 | |||
| NRG ENERGY INC | 200,000.00 | 191,883.00 | |||
| NUSTAR LOGISTICS LP | 25,000.00 | 23,885.17 | |||
| NUSTAR LOGISTICS LP | 25,000.00 | 22,697.25 | |||
| OCCIDENTAL PETROLEUM | 50,000.00 | 48,567.25 | |||
| OCCIDENTAL PETROLEUM COR | 50,000.00 | 49,247.00 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 25,720.00 | |||
| OCCIDENTAL PETROLEUM COR | 75,000.00 | 78,338.25 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 28,987.25 | |||
| OCCIDENTAL PETROLEUM COR | 50,000.00 | 52,640.85 | |||
| OCCIDENTAL PETROLEUM COR | 75,000.00 | 83,559.00 | |||
| OCCIDENTAL PETROLEUM COR | 50,000.00 | 41,688.25 | |||
| OLIN CORP | 25,000.00 | 23,425.37 | |||
| OLIN CORP | 50,000.00 | 45,218.50 | |||
| PACIFIC GAS & ELECTRIC | 62,500.00 | 55,528.21 | |||
| PARK-OHIO INDUSTRIES INC | 75,000.00 | 61,312.50 | |||
| PBF HOLDING CO LLC | 100,000.00 | 89,710.50 | |||
| PBF LOGISTICS LP/FINANCE | 25,000.00 | 24,973.25 | |||
| PG&E CORP | 50,000.00 | 44,690.25 | |||
| PG&E CORP | 25,000.00 | 21,777.37 | |||
| POLAR US BORROWER LLC | 100,000.00 | 57,135.26 | |||
| QORVO INC | 75,000.00 | 67,099.50 | |||
| QUEBECOR MEDIA INC | 50,000.00 | 49,817.50 | |||
| QUICKSILVER ESCROW DEBT | 50,000.00 | 0.00 | |||
| RADIAN GROUP INC | 100,000.00 | 95,257.51 | |||
| RADIAN GROUP INC | 100,000.00 | 92,439.10 | |||
| RANGE RESOURCES CORP | 75,000.00 | 78,070.50 | |||
| ROYAL CARIBBEAN CRUISES | 25,000.00 | 25,002.24 | |||
| ROYAL CARIBBEAN CRUISES | 180,000.00 | 129,023.10 | |||
| SANCHEZ ENERGY CORP | 75,000.00 | 1,500.00 | |||
| SBA COMMUNICATIONS CORP | 150,000.00 | 136,294.50 | |||
| SCOTTS MIRACLE-GRO CO | 50,000.00 | 46,974.90 | |||
| SCOTTS MIRACLE-GRO CO | 100,000.00 | 79,704.00 | |||
| SERVICE CORP INTL | 25,000.00 | 23,205.89 | |||
| SERVICE CORP INTL | 275,000.00 | 223,276.51 | |||
| SERVICE CORP INTL | 25,000.00 | 21,088.50 | |||
| SERVICE PROPERTIES TRUST | 25,000.00 | 24,343.75 | |||
| SERVICE PROPERTIES TRUST | 189,000.00 | 161,169.73 | |||
| SERVICE PROPERTIES TRUST | 50,000.00 | 36,095.75 | |||
| SILGAN HOLDINGS INC | 50,000.00 | 45,685.25 | |||
| SLM CORP | 50,000.00 | 48,945.69 | |||
| SOUTHWESTERN ENERGY CO | 25,000.00 | 23,347.00 | |||
| SPIRIT AEROSYSTEMS INC | 75,000.00 | 58,917.00 | |||
| SPRINGLEAF FINANCE CORP | 200,000.00 | 183,895.00 | |||
| SPRINT CAPITAL CORP | 150,000.00 | 178,547.25 | |||
| SUMMIT MID HLDS LLC / FI | 50,000.00 | 41,843.25 | |||
| SUNOCO LP/FINANCE CORP | 75,000.00 | 64,648.50 | |||
| T-MOBILE USA INC | 25,000.00 | 22,372.75 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 191,423.00 | |||
| TARGA RESOURCES PARTNERS | 75,000.00 | 71,924.65 | |||
| TARGA RESOURCES PARTNERS | 25,000.00 | 21,411.46 | |||
| TELECOM ITALIA CAPITAL | 75,000.00 | 59,550.00 | |||
| TENET HEALTHCARE CORP | 32,000.00 | 31,291.52 | |||
| TENET HEALTHCARE CORP | 25,000.00 | 22,875.65 | |||
| TENNECO INC | 125,000.00 | 124,995.00 | |||
| TRANSDIGM INC | 50,000.00 | 48,337.50 | |||
| TRANSDIGM INC | 300,000.00 | 272,849.25 | |||
| TRANSDIGM INC | 25,000.00 | 21,227.25 | |||
| TRANSDIGM INC | 25,000.00 | 21,163.68 | |||
| UNITED AIRLINES HOLDINGS | 50,000.00 | 47,061.25 | |||
| UNITED RENTALS NORTH AM | 13,000.00 | 12,992.65 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 239,827.50 | |||
| UNITED RENTALS NORTH AM | 25,000.00 | 21,541.25 | |||
| UNITED RENTALS NORTH AM | 25,000.00 | 20,781.87 | |||
| USA COM PART/USA COM FIN | 50,000.00 | 46,770.50 | |||
| USA COM PART/USA COM FIN | 125,000.00 | 117,256.87 | |||
| VICI PROPERTIES/NOTE | 50,000.00 | 46,866.75 | |||
| VICI PROPERTIES/NOTE | 100,000.00 | 98,143.00 | |||
| VIPER ENERGY PARTNERS LP | 75,000.00 | 71,243.38 | |||
| VODAFONE GROUP PLC | 225,000.00 | 231,107.62 | |||
| WESTERN MIDSTREAM OPERAT | 50,000.00 | 44,754.50 | |||
| WESTERN MIDSTREAM OPERAT | 100,000.00 | 86,440.50 | |||
| YUM! BRANDS INC | 175,000.00 | 145,301.80 | |||
| YUM! BRANDS INC | 25,000.00 | 23,133.87 | |||
| 小計 | 銘柄数:191 | 15,411,774.91 | 13,812,234.66 | ||
| (1,979,845,716) | |||||
| 組入時価比率:64.7% | 100.0% | ||||
| 合計 | 1,979,845,716 | ||||
| (1,979,845,716) | |||||
| 合計 | 1,980,127,866 | ||||
| (1,980,127,866) | |||||
| (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。 |
| 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。 |
| 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 | 74,063.92 | 75.97 | 56,273.17 | 79.00 | 58,510.49 | 2,237.32 | |
| ACPRODUCTS TL 02 | 24,687.97 | 75.97 | 18,757.72 | 79.00 | 19,503.49 | 745.77 | |
| AIR CANADA TL | 200,000.00 | 94.66 | 189,333.40 | 96.39 | 192,785.80 | 3,452.40 | |
| AIR METHODS CORP TRM | 71,250.00 | 88.37 | 62,967.18 | 84.38 | 60,117.18 | △2,850.00 | |
| ALLEN MEDIA TL | 48,867.12 | 86.71 | 42,376.98 | 88.00 | 43,003.06 | 626.08 | |
| ALLIANCE INITIAL TRM B | 97,428.57 | 94.39 | 91,968.47 | 97.30 | 94,797.99 | 2,829.52 | |
| ALLIED UNIVERSAL INITIAL | 214,429.13 | 91.48 | 196,169.20 | 93.92 | 201,384.76 | 5,215.56 | |
| AMERICAN AIRLINS IniL TL | 50,000.00 | 96.87 | 48,437.50 | 98.55 | 49,276.80 | 839.30 | |
| AP CORE 1L TRM B-1 | 96,250.00 | 93.33 | 89,833.30 | 94.13 | 90,595.31 | 762.01 | |
| AP CORE HOLDINGSII 1L B2 | 100,000.00 | 93.15 | 93,156.20 | 94.31 | 94,312.50 | 1,156.30 | |
| ARCHES BUYER REF TL | 98,000.00 | 89.44 | 87,657.47 | 93.56 | 91,691.25 | 4,033.78 | |
| ASURION TL NEW B-10 | 25,000.00 | 95.00 | 23,750.00 | 90.81 | 22,703.12 | △1,046.88 | |
| ASURION TL NEW B-4 | 100,000.00 | 82.75 | 82,750.00 | 82.92 | 82,916.70 | 166.70 | |
| ASURION TRM B-9 | 98,997.49 | 90.80 | 89,889.72 | 88.30 | 87,414.78 | △2,474.94 | |
| ATHENAHEALTH INC DD TL | 3,623.19 | 92.40 | 3,347.82 | 94.55 | 3,425.72 | 77.90 | |
| ATHENAHEALTH INI TL | 21,376.81 | 92.40 | 19,752.17 | 94.55 | 20,211.77 | 459.60 | |
| AVIENT CORP TERM LOAN B6 | 25,000.00 | 97.00 | 24,250.00 | 99.97 | 24,992.20 | 742.20 | |
| AVSC HOLD B #8 | 47,875.00 | 82.75 | 39,616.56 | 91.89 | 43,993.72 | 4,377.16 | |
| BRAND INDUST INI TL 01 | 14,493.94 | 88.26 | 12,792.91 | 89.10 | 12,913.69 | 120.78 | |
| BRAND INDUST INI TL 05 | 41,049.62 | 88.26 | 36,231.99 | 89.10 | 36,574.06 | 342.07 | |
| BRAND INDUST INI TL 06 | 17,514.51 | 88.26 | 15,458.98 | 89.10 | 15,604.93 | 145.95 | |
| BRAND INDUST INI TL 11 | 386.55 | 88.26 | 341.18 | 89.10 | 344.40 | 3.22 | |
| BRIGHT BIDCO REFIN TLB | 142,508.51 | 40.90 | 58,294.81 | 32.75 | 46,671.53 | △11,623.28 | |
| CHAMPIONX HLDNG TL B1 | 112,734.87 | 98.66 | 111,231.77 | 99.50 | 112,171.19 | 939.42 | |
| CHOBANI CLOSINGDATE TRM | 196,500.00 | 91.16 | 179,142.56 | 95.25 | 187,166.25 | 8,023.69 | |
| CLEAR CHANNEL OUTD B#1 | 220,705.69 | 87.95 | 194,128.97 | 92.32 | 203,754.16 | 9,625.19 | |
| CLEAR CHANNEL OUTD B#11 | 568.83 | 87.95 | 500.33 | 92.32 | 525.14 | 24.81 | |
| CONSOLIDATED TL B1 | 121,400.47 | 85.31 | 103,569.77 | 88.50 | 107,439.41 | 3,869.64 | |
| CORNERSTONE BUILD B TL | 97,298.43 | 81.87 | 79,663.08 | 88.38 | 85,987.48 | 6,324.40 | |
| CP ATLAS TRM B1 | 197,539.27 | 86.15 | 170,180.08 | 90.91 | 179,575.44 | 9,395.36 | |
| CSC HOLDINGS TL B5 | 117,914.10 | 92.20 | 108,716.80 | 96.08 | 113,295.75 | 4,578.95 | |
| DAYCO PRODUCTS LLC TRM | 85,820.68 | 90.87 | 77,985.25 | 95.38 | 81,851.47 | 3,866.22 | |
| DEALER TIRE TRM B-1 | 15,334.63 | 95.68 | 14,673.32 | 98.58 | 15,117.38 | 444.06 | |
| DEALER TIRE TRM B-1 02 | 9,040.37 | 95.68 | 8,650.50 | 98.58 | 8,912.29 | 261.79 | |
| DELTA INITIAL TL | 100,000.00 | 99.91 | 99,910.70 | 101.39 | 101,390.60 | 1,479.90 | |
| DIAMOND SPORTS B TRM | 24,315.32 | 20.50 | 4,984.64 | 17.78 | 4,323.55 | △661.09 | |
| DIGICEL INI B TL | 97,932.01 | 86.50 | 84,711.18 | 91.94 | 90,036.24 | 5,325.06 | |
| DIRECTV CLOSIDATE TRM | 23,312.50 | 92.12 | 21,476.64 | 95.86 | 22,347.94 | 871.30 | |
| DUN AND BRDST INIT TLB02 | 146,641.86 | 94.87 | 139,126.46 | 97.50 | 142,975.81 | 3,849.35 | |
| ECL ENTERTAINMENT B TL | 24,750.00 | 97.37 | 24,100.31 | 99.00 | 24,502.50 | 402.19 | |
| ELANCO TRM | 47,101.24 | 94.27 | 44,402.71 | 96.25 | 45,334.94 | 932.23 | |
| EMBECTA CORP INI TRM | 20,600.54 | 94.87 | 19,544.76 | 97.50 | 20,085.52 | 540.76 | |
| ENDURANCE INTRNTINL TRM | 49,500.00 | 89.68 | 44,395.31 | 93.84 | 46,452.68 | 2,057.37 | |
| ENVISION HEALTH INIT #2 | 32,999.21 | 51.22 | 16,902.74 | 48.00 | 15,839.62 | △1,063.12 | |
| ENVISION HEALTH INIT #3 | 80,736.77 | 28.37 | 22,910.81 | 26.50 | 21,395.24 | △1,515.57 | |
| FOUNDATION INITIAL TL 05 | 250.00 | 88.62 | 221.56 | 94.36 | 235.89 | 14.33 | |
| FOUNDATION INITIAL TRM | 98,750.00 | 88.62 | 87,517.19 | 94.36 | 93,177.63 | 5,660.44 | |
| FRONTIER COMMUNICATI TRM | 148,125.00 | 93.66 | 138,743.79 | 95.94 | 142,107.42 | 3,363.63 | |
| GLOBAL AVIATION 2ND LIEN | 831.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| GRAHAM PACKAGING NEW TRM | 120,238.24 | 94.21 | 113,287.02 | 97.47 | 117,194.76 | 3,907.74 | |
| GRANITE B#3 TL | 72,513.61 | 94.91 | 68,827.52 | 97.56 | 70,746.09 | 1,918.57 | |
| GRANITE B#4 TL | 14,819.58 | 94.91 | 14,066.25 | 97.56 | 14,458.35 | 392.10 | |
| GRANITE B#5 TL | 10,495.82 | 94.91 | 9,962.28 | 97.56 | 10,239.98 | 277.70 | |
| HARBOR REFINANCING TL 01 | 238,666.93 | 90.20 | 215,277.57 | 95.03 | 226,799.93 | 11,522.36 | |
| HARLAND CLARKE TL01 | 102,707.45 | 79.00 | 81,138.88 | 72.75 | 74,719.66 | △6,419.22 | |
| HELIX ACQUISITION 2L TRM | 75,000.00 | 97.00 | 72,750.00 | 97.00 | 72,750.00 | 0.00 | |
| HUB INTERNATION TL B3 | 48,132.52 | 95.64 | 46,038.75 | 98.30 | 47,312.10 | 1,273.35 | |
| HUB INTERNATION TL5 B3 | 122.47 | 95.64 | 117.14 | 98.30 | 120.38 | 3.24 | |
| HUB INTERNATIONAL TL | 95,750.00 | 95.30 | 91,249.75 | 98.02 | 93,854.91 | 2,605.16 | |
| HUB INTERNATIONAL TL16 | 250.00 | 95.30 | 238.25 | 98.02 | 245.05 | 6.80 | |
| KEANE GROUP INITIAL TRM | 23,634.50 | 93.50 | 22,098.25 | 97.38 | 23,014.09 | 915.84 | |
| LBM ACQUISITION INTL TRM | 120,751.71 | 82.75 | 99,922.04 | 90.00 | 108,676.53 | 8,754.49 | |
| LIFEPOINT TRM B | 43,269.62 | 93.19 | 40,324.86 | 96.19 | 41,622.95 | 1,298.09 | |
| LTF MERGER CLOSING TRM | 64,382.35 | 97.41 | 62,719.16 | 98.67 | 63,523.94 | 804.78 | |
| MADISON IAQ LLC INI TL | 99,000.00 | 90.04 | 89,141.28 | 96.08 | 95,122.46 | 5,981.18 | |
| MARRIOT OWNRSHP InitalTL | 87,146.39 | 95.10 | 82,879.87 | 96.88 | 84,423.06 | 1,543.19 | |
| MAUSER PACKAGING TL | 94,391.92 | 93.58 | 88,340.74 | 96.79 | 91,363.54 | 3,022.80 | |
| MAUSER PACKAGING TL17 | 249.06 | 93.58 | 233.09 | 96.79 | 241.06 | 7.97 | |
| MCDERMOTT DIP TL11 | 3,843.94 | 60.00 | 2,306.36 | 60.00 | 2,306.36 | 0.00 | |
| MCGRAW HILL EDUCATION #4 | 250.00 | 90.70 | 226.75 | 96.60 | 241.50 | 14.75 | |
| MCGRAW HILL EDUCATION #5 | 250.00 | 90.70 | 226.75 | 96.60 | 241.50 | 14.75 | |
| MCGRAW HILL EDUCATION TL | 98,750.00 | 90.70 | 89,566.25 | 96.60 | 95,392.50 | 5,826.25 | |
| MONEYGRAM INTL TL | 91,779.22 | 96.50 | 88,566.94 | 98.00 | 89,943.63 | 1,376.69 | |
| NAKED JUICE INI TRM | 99,750.00 | 92.33 | 92,102.46 | 95.80 | 95,560.50 | 3,458.04 | |
| NASCAR Initial TL | 15,155.64 | 96.57 | 14,635.80 | 98.48 | 14,924.51 | 288.71 | |
| NEXSTAR BROADCAST TRM B4 | 14,023.66 | 98.16 | 13,766.56 | 99.02 | 13,886.34 | 119.78 | |
| NORTHWEST FIBER TL B | 75,172.80 | 87.83 | 66,026.75 | 96.33 | 72,416.43 | 6,389.68 | |
| NOURYON FIN BV TL B01 | 3,824.17 | 95.25 | 3,642.52 | 96.40 | 3,686.49 | 43.97 | |
| NOURYON FIN BV TL B02 | 14,732.33 | 95.25 | 14,032.54 | 96.40 | 14,201.96 | 169.42 | |
| NUMERICABLE $ TLB13 IRL | 192,500.00 | 90.90 | 174,982.50 | 96.33 | 185,425.62 | 10,443.12 | |
| PARAGON OFFSHORE TL | 1,633.68 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| PARK RIVER INITIAL TRM | 98,252.98 | 84.31 | 82,839.54 | 89.60 | 88,034.67 | 5,195.13 | |
| PETSMART; INC. INI TRM | 198,000.00 | 94.34 | 186,793.20 | 97.20 | 192,456.00 | 5,662.80 | |
| PRAIRIE ECI ACQUIOR TRM | 115,973.48 | 91.55 | 106,180.21 | 94.83 | 109,981.47 | 3,801.26 | |
| SINCLAIR TELEVI TRM B-2b | 48,625.00 | 90.50 | 44,005.62 | 96.05 | 46,704.31 | 2,698.69 | |
| SPIN HOLDCO INITIAL TRM | 196,500.00 | 90.50 | 177,832.50 | 92.25 | 181,271.25 | 3,438.75 | |
| SPORTS AUTHORITY TRM B | 32,139.56 | 0.05 | 16.06 | 0.00 | 0.00 | △16.06 | |
| SRS DISTRBTN 2021 Ref TL | 198,000.00 | 92.05 | 182,259.00 | 95.30 | 188,701.12 | 6,442.12 | |
| STAPLES 2019 RFNIG B1 TL | 216,447.13 | 84.93 | 183,828.54 | 90.43 | 195,730.10 | 11,901.56 | |
| TACALA INVESTMEN 1L TRM | 47,875.00 | 93.06 | 44,553.67 | 95.79 | 45,860.27 | 1,306.60 | |
| TEAM HEALTH INITIAL TL | 105,841.75 | 87.50 | 92,611.53 | 93.69 | 99,160.48 | 6,548.95 | |
| THE HERTZ INITI TRM B | 20,825.24 | 93.54 | 19,481.36 | 97.36 | 20,275.68 | 794.32 | |
| THE HERTZ INITI TRM C | 3,964.40 | 93.54 | 3,708.57 | 97.36 | 3,859.78 | 151.21 | |
| TRIDENT TPI #B-3 DD TL | 7,749.83 | 91.50 | 7,091.09 | 96.44 | 7,473.74 | 382.65 | |
| TRIDENT TPI #B-3 DD TL | 4,621.12 | 100.00 | 4,621.12 | 96.44 | 4,456.49 | △164.63 | |
| TRIDENT TPI #B-3 INI TL | 86,920.82 | 91.50 | 79,532.55 | 96.44 | 83,824.26 | 4,291.71 | |
| UFC TRM 1ST LIEN | 88,439.34 | 93.97 | 83,110.86 | 97.10 | 85,878.31 | 2,767.45 | |
| UNITED AIRLI CLASS B TRM | 24,687.50 | 94.81 | 23,406.83 | 97.33 | 24,027.87 | 621.04 | |
| UNIVISION 2022 IRL 1L | 25,000.00 | 95.87 | 23,968.75 | 98.63 | 24,656.25 | 687.50 | |
| US RADIOLO CLOSIDATE TRM | 98,753.75 | 89.87 | 88,754.93 | 94.75 | 93,569.17 | 4,814.24 | |
| WERNER INTER INI TRM | 241,518.08 | 93.50 | 225,819.40 | 91.00 | 219,781.45 | △6,037.95 | |
| WHITE INI CLOSIDATE TRM | 97,263.77 | 91.81 | 89,297.86 | 95.59 | 92,972.00 | 3,674.14 | |
| WILSONART TRANCHE E TL01 | 216,011.98 | 88.08 | 190,270.48 | 94.84 | 204,873.97 | 14,603.49 | |
| 小計 | 6,879,476.51 | 7,097,951.61 | 218,475.10 | ||||
| 銘柄数:103 | (986,104,162) | (1,017,420,383) | (31,316,221) | ||||
| 組入時価比率:33.3% | 100.0% | ||||||
| 貸付債権計 | 986,104,162 | 1,017,420,383 | 31,316,221 | ||||
| (986,104,162) | (1,017,420,383) | (31,316,221) | |||||
| 100.0% | |||||||
| 合計 | 986,104,162 | 1,017,420,383 | 31,316,221 | ||||
| (986,104,162) | (1,017,420,383) | (31,316,221) | |||||
| (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。 | |||||||
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。
