有価証券報告書(内国投資信託受益証券)-第50期(令和3年5月21日-令和3年11月22日)

(4)【附属明細表】
第1.有価証券明細表
(1)株式 (2021年11月22日現在)

通貨	銘柄	株式数	評価額		備考
			単価	金額
米ドル	BATTALION OIL CORP	3	12.35	37.05
	SANDRIDGE ENERGY INC	19	11.72	222.68
	VANTAGE DRILLING INTERNATION	1,384	5.25	7,266.00
	VISTRA ENERGY CORP TRA RIGHTS	6,131	1.33	8,184.88
	BIS INDUSTRIES HLD LTD ORDINARY SHARES	15,183	0.00	0.01
小計	銘柄数:5			15,710.62
				(1,792,581)
	組入時価比率:0.0%			100.0%
合 計				1,792,581
				(1,792,581)

(注1)通貨種類毎の小計欄の( )内は、邦貨換算額であります。
(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、およ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11月22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	BATTALION OIL CORP SERIES A WARRANT	15.00	0.00
		BATTALION OIL CORP SERIES B WARRANT	19.00	0.00
		BATTALION OIL CORP SERIES C WARRANT	25.00	0.00
		SANDRIDGE ENERGY WARRANT SERIES A	479.00	23.95
		SANDRIDGE ENERGY WARRANT SERIES B	200.00	9.60
	小計	銘柄数:5	738.00	33.55
				(3,828)
		組入時価比率:0.0%		0.0%
	新株予約権証券計			3,828
				(3,828)
国債証券	米ドル	ARAB REPUBLIC OF EGYPT	495,000.00	514,181.25
		ARAB REPUBLIC OF EGYPT	200,000.00	186,812.50
		DOMINICAN REPUBLIC	113,000.00	122,605.00
		DOMINICAN REPUBLIC	404,000.00	483,588.00
		DOMINICAN REPUBLIC	100,000.00	118,750.00
		GOVERNMENT OF JAMAICA	200,000.00	279,975.00
		KINGDOM OF BAHRAIN	380,000.00	416,693.75
		KINGDOM OF BAHRAIN	282,000.00	314,482.87
		KINGDOM OF SAUDI ARABIA	378,000.00	402,688.12
		OMAN GOV INTERNTL BOND	317,000.00	328,887.50
		REPUBLIC OF ANGOLA	215,000.00	212,890.31
		REPUBLIC OF ANGOLA	382,000.00	375,864.12
		REPUBLIC OF BRAZIL	822,000.00	975,508.50
		REPUBLIC OF COLOMBIA	200,000.00	203,975.00
		REPUBLIC OF COSTA RICA	267,000.00	264,046.31
		REPUBLIC OF EL SALVADOR	110,000.00	81,111.25
		REPUBLIC OF GHANA	257,000.00	218,530.31
		REPUBLIC OF GHANA	206,000.00	180,829.37
		REPUBLIC OF HONDURAS	319,000.00	337,103.25
		REPUBLIC OF INDONESIA	489,000.00	770,725.12
		REPUBLIC OF NIGERIA	295,000.00	315,650.00
		REPUBLIC OF NIGERIA	200,000.00	200,250.00
		REPUBLIC OF PANAMA	353,000.00	508,320.00
		REPUBLIC OF PANAMA	328,000.00	437,019.00
		REPUBLIC OF PERU	13,000.00	13,262.43
		REPUBLIC OF SOUTH AFRICA	200,000.00	201,600.00
		REPUBLIC OF SOUTH AFRICA	200,000.00	204,475.00
		REPUBLIC OF SOUTH AFRICA	200,000.00	219,037.50
		STATE OF ISRAEL	223,000.00	235,543.75
		UKRAINE GOVERNMENT	300,000.00	313,593.75
	小計	銘柄数:30	8,448,000.00	9,437,998.96
				(1,076,875,681)
		組入時価比率:9.4%		9.4%
	ユーロ	IVORY COAST	151,000.00	156,785.18
		IVORY COAST	100,000.00	97,768.75
		REPUBLIC OF SENEGAL	325,000.00	331,804.68
	小計	銘柄数:3	576,000.00	586,358.61
				(75,446,762)
		組入時価比率:0.7%		0.7%
	国債証券計			1,152,322,443
				(1,152,322,443)
社債券	米ドル	1011778 BC / NEW RED FIN	160,000.00	166,515.20
		1011778 BC / NEW RED FIN	88,000.00	87,824.00
		1011778 BC / NEW RED FIN	240,000.00	232,224.00
		1011778 BC / NEW RED FIN	137,000.00	131,954.29
		180 MEDICAL INC	205,000.00	203,468.65
		ADAMS HOMES INC	210,000.00	219,733.50
		ADAPTHEALTH LLC	15,000.00	14,856.30
		ADAPTHEALTH LLC	132,000.00	132,732.60
		ADIENT US LLC	183,000.00	195,852.09
		ADT SEC CORP	297,000.00	293,085.54
		ADVANTAGE SALES & MARKET	372,000.00	385,659.84
		AERCAP IRELAND CAP/GLOBA	154,000.00	177,331.00
		AERCAP IRELAND CAP/GLOBA	256,000.00	260,139.52
		AES GENER SA	200,000.00	199,500.00
		AHEAD DB HOLDINGS LLC	32,000.00	32,619.84
		AIR CANADA	53,000.00	53,808.78
		AIRCASTLE LTD	413,000.00	456,732.57
		AIRCASTLE LTD	13,000.00	13,103.74
		ALBION FINANCING 1SARL /	204,000.00	204,424.32
		ALGECO SCOTSMAN GLOB FIN	200,000.00	202,496.00
		ALLIANCE DATA SYSTEMS CO	312,000.00	319,126.08
		ALLIANCE DATA SYSTEMS CO	25,000.00	26,562.50
		ALLIED UNI HLD / ALL FIN	382,000.00	374,971.20
		ALLISON TRANSMISSION INC	143,000.00	154,703.12
		ALLY FINANCIAL INC	329,000.00	460,665.80
		ALLY FINANCIAL INC	51,000.00	71,953.86
		ALPEK SA DE CV	230,000.00	244,705.62
		ALTICE FINANCING SA	500,000.00	480,045.00
		ALTICE FINANCING SA	200,000.00	194,978.00
		ALTICE FRANCE SA	297,000.00	286,132.77
		AMC NETWORKS INC	364,000.00	365,783.60
		AMERICAN AIRLINES/AADVAN	160,000.00	166,729.60
		AMERICAN AIRLINES/AADVAN	177,000.00	189,832.50
		AMERICAN AXLE & MFG INC	65,000.00	66,776.45
		AMWINS GROUP INC	31,000.00	30,806.87
		APACHE CORP	44,000.00	47,433.32
		APACHE CORP	151,000.00	161,997.33
		APACHE CORP	66,000.00	70,564.56
		APX GROUP INC	307,000.00	305,222.47
		ARAMARK SERVICES INC	213,000.00	222,757.53
		ARCELORMITTAL	225,000.00	311,656.50
		ARCONIC CORP	78,000.00	81,715.92
		ARDAGH PKG FIN/HLDGS USA	240,000.00	247,848.00
		ARKO CORP	204,000.00	198,653.16
		ASBURY AUTOMOTIVE GROUP	117,000.00	118,257.75
		ASBURY AUTOMOTIVE GROUP	51,000.00	51,767.55
		AVAYA INC	140,000.00	145,996.20
		AVIATION CAPITAL GROUP	128,000.00	141,058.56
		AVIATION CAPITAL GROUP	45,000.00	47,997.90
		AVIATION CAPITAL GROUP	13,000.00	14,165.19
		AVIATION CAPITAL GROUP	8,000.00	7,885.04
		AVIATION CAPITAL GROUP	53,000.00	55,199.50
		AVIS BUDGET CAR/FINANCE	69,000.00	71,957.34
		AXALTA COAT/DUTCH HLD BV	195,000.00	202,187.70
		BALL CORP	436,000.00	424,764.28
		BANK OF AMERICA CORP	54,000.00	58,123.98
		BANK OF AMERICA CORP	28,000.00	30,738.40
		BARCLAYS BANK PLC	32,000.00	43,344.64
		BAUSCH HEALTH AMERICAS	23,000.00	23,936.56
		BAUSCH HEALTH COS INC	273,000.00	273,185.64
		BAUSCH HEALTH COS INC	276,000.00	255,760.92
		BEAZER HOMES USA	8,000.00	8,263.12
		BERRY PETROLEUM CO LLC	360,000.00	358,736.40
		BLUE RACER MID LLC/FINAN	174,000.00	185,602.32
		BLUE RACER MID LLC/FINAN	31,000.00	32,056.79
		BOMBARDIER INC	21,000.00	21,829.29
		BOMBARDIER INC	73,000.00	74,794.34
		BOMBARDIER INC	43,000.00	44,597.88
		BONANZA CREEK ENERGY INC	230,000.00	230,588.80
		BOXER PARENT CO INC	44,000.00	46,627.68
		BRF GMBH	206,000.00	207,390.50
		BROOKFIELD RESID PROPERT	229,000.00	239,552.32
		C&W SR FINANCING DESIGNA	200,000.00	210,024.00
		CA MAGNUM HOLDINGS	254,000.00	259,397.50
		CABLE ONE INC	67,000.00	66,071.38
		CALLON PETROLEUM	235,000.00	239,072.55
		CALPINE CORP	211,000.00	203,174.01
		CANPACK SA/CANPACK US	257,000.00	253,145.00
		CARNIVAL CORP	542,000.00	548,178.80
		CARNIVAL CORP	104,000.00	120,515.20
		CARNIVAL CORP	191,000.00	190,616.09
		CARRIZO OIL & GAS INC	35,000.00	34,513.85
		CAS 2015-C02 1M2	48,445.61	49,312.33
		CAS 2015-C03 2M2	16,800.14	16,917.76
		CAS 2016-C01 1M2	95,942.29	100,898.92
		CAS 2016-C02 1M2	136,907.63	142,546.92
		CAS 2016-C03 2M2	182,798.68	193,531.26
		CAS 2016-C04 1M2	237,323.29	246,405.13
		CAS 2016-C05 2M2	79,764.83	82,877.80
		CAS 2016-C07 2M2	54,511.88	56,743.85
		CASTLELAKE AVIATION FIN	205,000.00	204,124.65
		CCO HLDGS LLC/CAP CORP	397,000.00	411,383.31
		CCO HLDGS LLC/CAP CORP	304,000.00	309,502.40
		CCO HLDGS LLC/CAP CORP	1,094,000.00	1,093,573.34
		CD&R SMOKEY BUYER INC	40,000.00	41,904.40
		CEDAR FAIR LP	62,000.00	63,864.34
		CEMEX SAB DE CV	200,000.00	203,500.00
		CENOVUS ENERGY INC	7,000.00	9,497.46
		CENOVUS ENERGY INC	188,000.00	232,915.08
		CENTENE CORP	829,000.00	807,396.26
		CENTENE CORP	28,000.00	27,394.08
		CF INDUSTRIES INC	181,000.00	218,651.62
		CF INDUSTRIES INC	271,000.00	344,153.74
		CFX ESCROW CORP	29,000.00	30,033.85
		CHARLES RIVER LABORATORI	111,000.00	110,504.94
		CHARLES RIVER LABORATORI	106,000.00	107,153.28
		CHARLES SCHWAB CORP	180,000.00	195,989.40
		CHILE ELEC PEC SPA	200,000.00	162,912.50
		CHS/COMMUNITY HEALTH SYS	80,000.00	83,580.00
		CHS/COMMUNITY HEALTH SYS	60,000.00	63,293.40
		CHS/COMMUNITY HEALTH SYS	181,000.00	177,919.38
		CHS/COMMUNITY HEALTH SYS	75,000.00	74,744.25
		CHURCHILL DOWNS INC	88,000.00	90,976.16
		CINEMARK USA INC	105,000.00	102,384.45
		CIT GROUP INC	66,000.00	68,288.22
		CITGO PETROLEUM CORP	150,000.00	153,568.50
		CITIGROUP INC	126,000.00	127,850.94
		CITIGROUP INC	112,000.00	128,007.04
		CITIGROUP INC	220,000.00	227,359.00
		CLARIV SCI HLD CORP	77,000.00	76,840.61
		CLEAN HARBORS INC	40,000.00	43,113.20
		CLEVELAND-CLIFFS INC	14,000.00	14,833.14
		CNG HOLDINGS INC	91,000.00	86,692.97
		CNX RESOURCES CORP	17,000.00	18,035.98
		COLT MERGER SUB INC	109,000.00	114,272.33
		COMERICA INC	234,000.00	258,764.22
		COMMSCOPE INC	229,000.00	222,049.85
		COMSTOCK RESOURCES INC	79,000.00	83,976.21
		COMSTOCK RESOURCES INC	63,000.00	64,547.91
		CONSOLIDATED COMMUNICATI	49,000.00	49,012.25
		CONTINENTAL RESOURCES	40,000.00	45,246.80
		COVEY PARK ENERGY LLC/FI	72,000.00	74,529.36
		CREDIT SUISSE GROUP	300,000.00	320,745.00
		CSC HOLDINGS LLC	803,000.00	735,515.88
		CSC HOLDINGS LLC	264,000.00	257,405.28
		CSC HOLDINGS LLC	264,000.00	249,678.00
		CSN RESOURCES SA	211,000.00	221,128.00
		CSVC ACQUISITION CORP	107,000.00	94,388.98
		CURO FINANCE LLC	20,000.00	20,150.00
		CURO GROUP HOLDINGS CORP	249,000.00	251,079.15
		CVR PARTNERS/CVR NITROGE	77,000.00	80,228.61
		DAVITA INC	268,000.00	268,522.60
		DAVITA INC	260,000.00	245,661.00
		DELTA AIR LINES INC	186,000.00	217,255.44
		DELTA AIR LINES/SKYMILES	162,000.00	179,481.42
		DISCOVER FINANCIAL SVS	299,000.00	332,885.67
		DISH DBS CORP	398,000.00	406,433.62
		DISH DBS CORP	239,000.00	249,272.22
		DISH DBS CORP	342,000.00	341,579.34
		DISH DBS CORP	355,000.00	351,776.60
		ECOPETROL SA	17,000.00	16,660.00
		ELASTIC NV	26,000.00	25,806.82
		ELDORADO GOLD CORP	206,000.00	211,873.06
		ELEMENT SOLUTIONS INC	31,000.00	30,927.77
		EMBARQ CORP	192,000.00	215,366.40
		EMERGENT BIOSOLUTIONS	246,000.00	233,439.24
		EMPIRE COMMUNITIES CORP	185,000.00	190,779.40
		ENABLE MIDSTREAM PARTNER	123,000.00	133,734.21
		ENABLE MIDSTREAM PARTNER	22,000.00	24,559.04
		ENCINO ACQUISITION PARTN	294,000.00	307,071.24
		ENDO LUX FIN CO I SARL	185,000.00	183,011.25
		ENERSYS	265,000.00	277,110.50
		ENLINK MIDSTREAM LLC	259,000.00	272,833.19
		ENLINK MIDSTREAM PARTNER	30,000.00	31,086.60
		ENLINK MIDSTREAM PARTNER	120,000.00	124,831.20
		ENLINK MIDSTREAM PARTNER	334,000.00	351,070.74
		ENLINK MIDSTREAM PARTNER	37,000.00	36,380.62
		ENOVA INTERNATIONAL INC	438,000.00	450,574.98
		EQM MIDSTREAM PARTNERS L	87,000.00	94,413.27
		EQM MIDSTREAM PARTNERS L	171,000.00	174,233.61
		EQM MIDSTREAM PARTNERS L	162,000.00	166,877.82
		EVERI HOLDINGS INC	46,000.00	46,461.84
		F-BRASILE SPA/F-BRASILE	217,000.00	216,006.14
		FIVE POINT OP CO LP/FIVE	121,000.00	125,663.34
		FMG RESOURCES AUG 2006	303,000.00	307,393.50
		FORD MOTOR CO	517,000.00	565,525.62
		FORD MOTOR CO	154,000.00	187,504.24
		FORD MOTOR CREDIT CO LLC	574,000.00	575,503.88
		FORD MOTOR CREDIT CO LLC	200,000.00	202,946.00
		FORD MOTOR CREDIT CO LLC	200,000.00	205,174.00
		FORD MOTOR CREDIT CO LLC	200,000.00	203,844.00
		FORD MOTOR CREDIT CO LLC	360,000.00	377,208.00
		FORD MOTOR CREDIT CO LLC	200,000.00	210,508.00
		FORESTAR GROUP INC	128,000.00	127,921.92
		FORTERRA FIN LLC/FRTA FI	185,000.00	197,041.65
		FRONTIER COMMUNICATIONS	72,000.00	75,079.44
		GAP INC/THE	78,000.00	77,381.46
		GAP INC/THE	78,000.00	76,994.58
		GARDA WORLD SECURITY	101,000.00	99,866.78
		GENERAL MOTORS FINL CO	202,000.00	240,537.56
		GENESIS ENERGY LP/FIN	39,000.00	38,885.73
		GENESIS ENERGY LP/FIN	43,000.00	42,224.71
		GENESIS ENERGY LP/FIN	137,000.00	142,469.04
		GENESIS ENERGY LP/FIN	368,000.00	374,723.36
		GENESIS ENERGY LP/GENESI	47,000.00	46,965.69
		GENTING NY LLC/GENNY CAP	321,000.00	317,443.32
		GFL ENVIRONMENTAL INC	43,000.00	42,154.62
		GFL ENVIRONMENTAL INC	74,000.00	73,421.32
		GFL ENVIRONMENTAL INC	18,000.00	18,243.00
		GLATFELTER	169,000.00	173,096.56
		GLENCORE FINANCE CANADA	17,000.00	22,585.86
		GLOBAL MEDICAL RESPONSE	155,000.00	157,797.75
		GLOBAL PART/GLP FINANCE	115,000.00	120,329.10
		GOEASY LTD	24,000.00	24,660.24
		GOEASY LTD	47,000.00	48,323.52
		GOLDMAN SACHS GROUP INC	161,000.00	160,536.32
		GOLDMAN SACHS GROUP INC	19,000.00	20,795.31
		GOODYEAR TIRE & RUBBER	99,000.00	104,680.62
		GOODYEAR TIRE & RUBBER	90,000.00	94,939.20
		GRANITE HOLDINGS US ACQU	53,000.00	58,035.53
		GRAPHIC PACKAGING INTL	81,000.00	87,873.66
		GRAPHIC PACKAGING INTL	170,000.00	170,147.90
		GRAY ESCROW II INC	324,000.00	327,768.12
		GRIFOLS ESCROW ISSUER	361,000.00	361,592.04
		HARBOUR ENERGY PLC	205,000.00	204,723.25
		HAWAIIAN BRAND INTELLECT	68,467.00	71,715.75
		HESS CORP	160,000.00	215,390.40
		HESS MIDSTREAM PARTNERS	215,000.00	221,753.15
		HIGHLAND HOLDINGS BOND	267,761.00	283,028.73
		HIGHTOWER HOLDING LLC	392,000.00	399,248.08
		HILCORP ENERGY I/HILCORP	40,000.00	40,411.60
		HILCORP ENERGY I/HILCORP	40,000.00	40,590.40
		HILTON GRAND VAC BOR ESC	127,000.00	128,751.33
		HILTON GRAND VAC BOR ESC	104,000.00	104,040.56
		IHEARTCOMMUNICATIONS INC	30,000.00	30,738.60
		ILIAD HOLDING SAS	257,000.00	265,717.44
		ILLUMINATE BUYER/HLDG	62,000.00	66,498.72
		IMOLA MERGER CORP	105,000.00	107,756.25
		INDEPENDENCE ENERGY FIN	264,000.00	273,976.56
		INGEVITY CORP	213,000.00	206,967.84
		INKIA ENERGY LTD	209,000.00	214,002.93
		INSTALLED BUILDING PRODU	64,000.00	67,086.08
		INTEL PKG HOLDCO ISSUER	115,000.00	120,316.45
		INTERFACE INC	18,000.00	18,892.80
		INTESA SANPAOLO SPA	363,000.00	389,517.15
		ION TRADING TECHNOLOGIES	264,000.00	272,780.64
		IRON MOUNTAIN INC	150,000.00	150,594.00
		ITHACA ENERGY NORTH	292,000.00	300,491.36
		ITT HOLDINGS LLC	375,000.00	366,911.25
		JANE STREET GRP/JSG FIN	179,000.00	180,530.45
		JAZZ SECURITIES DAC	208,000.00	212,405.44
		KONTOOR BRANDS INC	177,000.00	177,284.97
		KRAFT HEINZ FOODS CO	222,000.00	253,117.74
		KRAFT HEINZ FOODS CO	297,000.00	346,691.07
		KRONOS ACQ / KIK CUSTOM	378,000.00	376,956.72
		L BRANDS INC	15,000.00	18,525.15
		L BRANDS INC	42,000.00	45,461.64
		L BRANDS INC	39,000.00	43,964.70
		L BRANDS INC	111,000.00	127,131.63
		L BRANDS INC	434,000.00	533,169.00
		L BRANDS INC	112,000.00	136,497.76
		LAMB WESTON HLD	174,000.00	174,167.04
		LAMB WESTON HLD	163,000.00	163,523.23
		LEVEL 3 FINANCING INC	333,000.00	314,611.74
		LEVI STRAUSS & CO	105,000.00	106,627.50
		LEVIATHAN BOND LTD	95,848.00	102,755.04
		LIBERTY INTERACTIVE LLC	25,000.00	27,060.25
		LIBERTY MUTUAL GROUP	310,000.00	434,678.90
		LOGAN MERGER SUB INC	72,000.00	72,635.76
		LPL HOLDINGS INC	19,000.00	19,348.08
		LSB INDUSTRIES	90,000.00	92,057.40
		LUMEN TECHNOLOGIES INC	368,000.00	352,786.88
		MADISON IAQ LLC	174,000.00	171,024.60
		MAGIC MERGERCO INC	91,000.00	91,576.03
		MAGIC MERGERCO INC	167,000.00	168,260.85
		MAGNETATION LLC/FIN 11	420,000.00	0.00
		MARATHON OIL CORP	64,000.00	82,785.92
		MARRIOTT OWNERSHIP RESOR	134,000.00	139,946.92
		MATTEL INC	21,000.00	21,813.75
		MAV ACQUISITION CORP	208,000.00	201,639.36
		MAV ACQUISITION CORP	104,000.00	101,068.24
		MCLAREN FINANCE PLC	312,000.00	326,214.72
		MDC HOLDINGS INC	125,000.00	157,741.25
		MERITOR INC	23,000.00	24,112.74
		MICROCHIP TECHNOLOGY INC	112,000.00	116,777.92
		MILEAGE PLUS HOLDINGS LL	504,053.00	544,871.21
		MILLENNIUM ESCROW CORP	266,000.00	269,630.90
		MODIVCARE ESCROW ISSUER	29,000.00	29,134.27
		MONEYGRAM INTERNATIONAL	173,000.00	173,083.04
		MOSS CREEK RESOURCES HLD	127,000.00	124,165.36
		MOZART DEBT MERGER SUB	310,000.00	307,005.40
		MOZART DEBT MERGER SUB	453,000.00	457,593.42
		MPH ACQUISITION HOLDINGS	168,000.00	162,981.84
		MPH ACQUISITION HOLDINGS	393,000.00	351,259.47
		MUELLER WATER PRODUCTS	47,000.00	47,645.78
		MURPHY OIL CORP	106,000.00	106,373.12
		MURPHY OIL USA INC	10,000.00	10,445.60
		NABORS INDUSTRIES INC	80,000.00	72,391.20
		NABORS INDUSTRIES INC	152,000.00	154,208.21
		NABORS INDUSTRIES LTD	104,000.00	96,906.16
		NABORS INDUSTRIES LTD	105,000.00	96,096.00
		NATIONAL CINEMEDIA LLC	69,000.00	57,065.76
		NATIONAL CINEMEDIA LLC	140,000.00	129,773.00
		NATIONWIDE MUTUAL INSURA	440,000.00	767,599.72
		NATWEST GROUP PLC	100,000.00	99,542.00
		NAVIENT CORP	205,000.00	222,033.45
		NAVIENT CORP	90,000.00	97,587.90
		NCR CORP	223,000.00	228,227.12
		NCR CORP	53,000.00	56,956.98
		NEW FORTRESS ENERGY INC	386,000.00	379,924.36
		NEWELL BRANDS INC	53,000.00	57,823.53
		NEWELL BRANDS INC	214,000.00	233,262.14
		NEWFIELD EXPLORATION CO	263,000.00	289,447.28
		NFP CORP	37,000.00	37,265.29
		NGL ENRGY OP/FIN CORP	209,000.00	212,038.86
		NGL ENRGY PART LP/FIN CO	204,000.00	197,880.00
		NISSAN MOTOR CO	238,000.00	257,347.02
		NOKIA OYJ	49,000.00	66,720.36
		NOVA CHEMICALS CORP	210,000.00	221,277.00
		OCCIDENTAL PETROLEUM COR	101,000.00	110,385.93
		OCCIDENTAL PETROLEUM COR	763,000.00	837,918.97
		OCCIDENTAL PETROLEUM COR	100,000.00	123,552.00
		OCCIDENTAL PETROLEUM COR	100,000.00	134,697.00
		OCCIDENTAL PETROLEUM COR	309,000.00	369,202.47
		OCCIDENTAL PETROLEUM COR	329,000.00	402,057.74
		ODEBRECHT HOLDCO FIN LTD	125,535.00	753.21
		OEC FINANCE LTD 4.375	107,916.00	6,582.86
		OFFSHORE GROUP (ESCROW)	257,000.00	0.00
		OIL & GAS HOLDING	200,000.00	218,312.50
		OLIN CORP	108,000.00	117,616.32
		OPTION CARE HEALTH INC	228,000.00	228,540.36
		OUTFRONT MEDIA CAP LLC/C	93,000.00	91,381.80
		PANTHER BF AGGREGATOR 2	191,000.00	199,640.84
		PAYSAFE FIN PLC/PAYSAFE	190,000.00	175,725.30
		PBF HOLDING CO LLC	193,000.00	187,787.07
		PDC ENERGY INC	318,000.00	325,775.10
		PEABODY ENERGY CORP	149,551.00	140,871.05
		PEABODY ENERGY CORP	85,000.00	78,482.20
		PERFORMANCE FOOD GROUP I	158,000.00	156,852.92
		PETROLEOS MEXICANOS	134,000.00	137,785.50
		PETROLEOS MEXICANOS	131,000.00	127,541.60
		PETRONAS CAPITAL LTD	327,000.00	354,160.62
		PICAU HOLD LLC/HOLD CORP	167,000.00	171,853.02
		PILGRIM'S PRIDE CORP	217,000.00	218,937.81
		PITNEY BOWES INC	106,000.00	110,630.08
		PLAINS ALL AMER PIPELINE	60,000.00	65,878.20
		PLAYTIKA HOLDING CORP	188,000.00	183,316.92
		PM GENERAL PURCHASER LLC	253,000.00	261,386.95
		POST HOLDINGS INC	482,000.00	468,494.36
		PRESIDIO HOLDINGS INC	18,000.00	18,358.20
		PRIME SECSRVC BRW/FINANC	51,000.00	54,029.40
		PRIME SECSRVC BRW/FINANC	70,000.00	74,722.20
		PRIME SECSRVC BRW/FINANC	63,000.00	64,596.42
		PRIMO WATER HOLDINGS INC	11,000.00	10,997.36
		PROG HOLDINGS INC	175,000.00	175,894.25
		PROVIDENCE SERVICE CORP	19,000.00	19,822.70
		PRUDENTIAL FINANCIAL INC	295,000.00	309,106.90
		PRUDENTIAL FINANCIAL INC	95,000.00	100,267.75
		PULTE GROUP INC	14,000.00	20,028.82
		PULTE GROUP INC	36,000.00	47,039.40
		PULTE GROUP INC	76,000.00	98,573.52
		RACKSPACE TECHNOLOGY	407,000.00	382,221.84
		RANGE RESOURCES CORP	100,000.00	102,039.00
		RANGE RESOURCES CORP	39,000.00	43,574.70
		RENEWABLE ENERGY GROUP I	100,000.00	103,340.00
		RESORTS WORLD LAS VEGAS	300,000.00	300,075.00
		REYNOLDS GRP ISS/REYNOLD	123,000.00	119,611.35
		RITE AID CORP	148,000.00	148,910.20
		ROLLER BEARING CO OF AME	43,000.00	43,469.56
		ROYAL CARIBBEAN CRUISES	147,000.00	162,698.13
		ROYAL CARIBBEAN CRUISES	153,000.00	173,290.86
		ROYAL CARIBBEAN CRUISES	104,000.00	105,846.00
		ROYAL CARIBBEAN CRUISES	418,000.00	424,662.92
		RUMO LUXEMBOURG SARL	200,000.00	206,075.00
		SABLE INTL FINANCE LTD	322,000.00	333,498.62
		SABRE GLBL INC	80,000.00	84,199.20
		SCIL IV LLC / SCIL USA H	205,000.00	208,776.10
		SEALED AIR CORP	50,000.00	52,219.00
		SEAWORLD PARKS & ENTERTA	91,000.00	97,336.33
		SENSATA TECHNOLOGIES INC	173,000.00	171,958.54
		SERVICE CORP INTL	52,000.00	50,893.44
		SINCLAIR TELEVISION GROU	190,000.00	176,629.70
		SINCLAIR TELEVISION GROU	163,000.00	150,825.53
		SIRIUS XM RADIO INC	521,000.00	523,094.42
		SIRIUS XM RADIO INC	43,000.00	41,328.59
		SIX FLAGS THEME PARKS	84,000.00	88,975.32
		SM ENERGY CO	73,000.00	75,970.37
		SOUTHWESTERN ENERGY CO	88,000.00	97,931.68
		SPA HOLDINGS 3	264,000.00	263,588.16
		SPECIALTY BUILDING PRODU	39,000.00	40,248.39
		SPECTRUM BRANDS INC	60,000.00	58,465.80
		SPRINGLEAF FINANCE CORP	124,000.00	133,917.52
		SPRINT CAPITAL CORP	42,000.00	62,902.98
		SPRINT CORP	118,000.00	141,177.56
		SQUARE INC	205,000.00	206,601.05
		SQUARE INC	211,000.00	215,831.90
		SRS DISTRIBUTION INC	45,000.00	45,772.65
		STACR 2015-DNA3 M3	225,145.61	232,302.62
		STACR 2015-HQA1 M3	151,773.33	155,069.83
		STACR 2015-HQA2 M3	205,110.19	210,816.76
		STACR 2016-DNA1 M3	188,359.57	196,920.83
		STACR 2016-DNA4 M3	266,479.65	275,592.26
		STAPLES INC	352,000.00	357,924.16
		STAPLES INC	108,000.00	102,243.60
		STATE AGE ROADS	329,000.00	309,362.81
		STEVENS HOLDING CO INC	71,000.00	76,559.30
		SUGAR HSP GMNG PROP/FIN	82,000.00	82,009.02
		SUMMIT MID HLDS LLC / FI	169,000.00	171,382.90
		SUNOCO LP/FINANCE CORP	4,000.00	4,163.84
		SWITCH LTD	100,000.00	101,065.00
		T-MOBILE USA INC	315,000.00	309,849.75
		T-MOBILE USA INC	184,000.00	188,125.28
		T-MOBILE USA INC	442,000.00	435,383.26
		T-MOBILE USA INC	492,000.00	508,954.32
		TALEN ENERGY SUPPLY LLC	255,000.00	151,694.40
		TALEN ENERGY SUPPLY LLC	63,000.00	38,647.98
		TALEN ENERGY SUPPLY LLC	133,000.00	122,809.54
		TARGA RESOURCES PARTNERS	484,000.00	505,920.36
		TAYLOR MORRISON COMM	134,000.00	149,450.20
		TEGNA INC	76,000.00	76,984.96
		TELECOM ITALIA CAPITAL	51,000.00	62,595.87
		TEMPUR SEALY INTL INC	207,000.00	203,098.05
		TENET HEALTHCARE CORP	123,000.00	129,864.63
		TENET HEALTHCARE CORP	28,000.00	29,016.40
		TENET HEALTHCARE CORP	701,000.00	705,724.74
		TENNECO INC	31,000.00	33,517.82
		TENNECO INC	53,000.00	51,952.19
		TERRAFORM GLOBAL OPERATI	104,000.00	106,602.08
		TERVITA CORP	157,000.00	182,506.22
		TEVA PHARMACEUTICALS NE	203,000.00	200,208.75
		TONON LUXEMBOURG SA 6.5	84,914.11	874.61
		TPRO ACQUISITION CORP	115,000.00	125,306.30
		TRANSDIGM INC	105,000.00	111,171.90
		TRANSDIGM INC	433,000.00	450,294.02
		TRANSDIGM INC	60,000.00	61,879.80
		TRANSDIGM INC	267,000.00	272,689.77
		TRANSOCEAN INC	71,000.00	52,411.49
		TRANSOCEAN INC	76,000.00	73,990.56
		TRANSOCEAN INC	76,000.00	54,436.52
		TRANSOCEAN PHOENIX 2 LTD	66,999.88	67,684.61
		TRANSOCEAN PONTUS LTD	83,750.00	82,524.73
		TRANSOCEAN POSEIDON	74,000.00	71,993.86
		TRAVEL + LEISURE CO	258,000.00	257,324.04
		TRITON WATER HOLDINGS IN	114,000.00	115,176.48
		TRIUMPH GROUP INC	132,000.00	145,210.56
		TRIUMPH GROUP INC	65,000.00	65,551.85
		TWILIO INC	27,000.00	27,001.08
		UNIFRAX ESCROW ISS CORP	79,000.00	79,458.99
		UNITED AIRLINES INC	156,000.00	160,860.96
		UNITED RENTALS NORTH AM	256,000.00	258,073.60
		UNIVISION COMMUNICATIONS	74,000.00	79,942.20
		UNIVISION COMMUNICATIONS	132,000.00	141,931.68
		UNIVISION COMMUNICATIONS	61,000.00	61,458.11
		UPC BROADBAND FINCO BV	212,000.00	216,432.92
		URBAN ONE INC	45,000.00	46,481.40
		US ACUTE CARE SOLUTIONS	74,000.00	76,864.54
		US FOODS INC	61,000.00	61,839.36
		US FOODS INC	123,000.00	124,121.76
		VAIL RESORTS INC	63,000.00	66,005.10
		VALVOLINE INC	207,000.00	207,565.11
		VENTURE GLOBAL CALCASIEU	203,000.00	212,122.82
		VERITAS US INC/BERMUDA L	645,000.00	668,097.45
		VIKING CRUISES LTD	115,000.00	131,458.80
		VIKING OCEAN CRUISES SHI	77,000.00	76,506.43
		VIRGOLINO DE OLIVEI10.5	545,000.00	5,463.62
		VISTRA OPERATIONS CO LLC	332,000.00	329,314.12
		VIZIENT INC	24,000.00	25,093.44
		VMED O2 UK FINANCING I	425,000.00	411,922.75
		VMED O2 UK FINANCING I	212,000.00	211,974.56
		W & T OFFSHORE INC	117,000.00	113,500.53
		WASH MULTIFAM ACQ INC	57,000.00	58,956.24
		WELLS FARGO & CO	254,000.00	268,076.68
		WESCO DISTRIBUTION INC	87,000.00	92,276.55
		WESCO DISTRIBUTION INC	106,000.00	116,208.86
		WESTERN MIDSTREAM OPERAT	91,000.00	95,590.04
		WESTERN MIDSTREAM OPERAT	55,000.00	65,799.80
		WILLIAM CARTER	64,000.00	67,069.44
		WILLIAM CARTER	154,000.00	159,719.56
		WOLVERINE WORLD WIDE	76,000.00	75,240.00
		WR GRACE HOLDING LLC	104,000.00	111,270.64
		WR GRACE HOLDING LLC	32,000.00	32,344.96
		WR GRACE HOLDINGS LLC	94,000.00	95,568.86
		WYNDHAM DESTINATIONS INC	136,000.00	150,277.28
		WYNDHAM DESTINATIONS INC	69,000.00	69,712.77
		WYNN LAS VEGAS LLC/CORP	487,000.00	497,377.97
		WYNN MACAU LTD	205,000.00	199,569.55
		WYNN RESORTS FINANCE LLC	177,000.00	178,240.77
		YUM! BRANDS INC	180,000.00	187,547.40
	小計	銘柄数:478	81,036,157.69	82,245,524.56
				(9,384,214,352)
		組入時価比率:81.6%		81.5%
	ユーロ	ADLER GROUP SA	100,000.00	89,427.00
		AEDAS HOMES OPCO SLU	254,000.00	258,904.74
		ALGECO SCOTSMAN GLOB FIN	100,000.00	101,533.00
		APCOA PARKING HOLDINGS G	130,000.00	129,275.90
		ARD FINANCE SA	339,000.00	349,180.17
		ASSICURAZIONI GENERALI	165,000.00	199,014.75
		AVIS BUDGET FINANCE PLC	102,000.00	104,249.10
		BANCO SANTANDER SA	200,000.00	204,294.00
		BCP MODULAR SERVICES	222,000.00	222,355.20
		BELDEN INC	100,000.00	103,541.00
		CARNIVAL PLC	107,000.00	84,216.49
		CHEPLAPHARM ARZNEIMITTEL	145,000.00	145,627.85
		CIDRON AIDA FINCO SARL	177,000.00	176,176.95
		CONTOURGLOBAL POWER HLDG	100,000.00	99,229.00
		DUFRY ONE BV	270,000.00	267,229.80
		GRIFOLS ESCROW ISSUER	176,000.00	177,092.96
		GROUPAMA SA	200,000.00	248,790.00
		IHO VERWALTUNGS GMBH	120,000.00	121,790.40
		IHO VERWALTUNGS GMBH	100,000.00	102,307.00
		INEOS QUATTRO FINANCE 1	156,000.00	158,340.00
		INTRUM AB	150,000.00	150,238.50
		INTRUM AB	190,000.00	184,300.00
		IQVIA INC	169,000.00	168,367.94
		JAGUAR LAND ROVER AUTOMO	230,000.00	248,687.50
		JAGUAR LAND ROVER AUTOMO	187,000.00	210,840.63
		KAIXO BONDCO TELECOM SA	133,000.00	133,498.75
		KLEOPATRA FINCO SARL	265,000.00	256,517.35
		KRATON POLYMERS LLC/CAP	100,000.00	102,550.00
		LINCOLN FINANCING SARL	239,000.00	240,429.22
		LOXAM SAS	155,000.00	153,408.15
		NEINOR HOMES SA	169,000.00	169,956.54
		NETFLIX INC	360,000.00	413,611.20
		NETFLIX INC	332,000.00	414,917.00
		NIDDA HEALTHCARE HOLDING	130,000.00	129,646.40
		NOMAD FOODS BONDCO PLC	100,000.00	100,000.00
		SAZKA GROUP AS	100,000.00	99,718.75
		SCIL IV LLC / SCIL USA H	176,000.00	176,880.00
		SUMMER BC HOLDCO B SARL	145,000.00	151,903.45
		VERISURE HOLDING AB	132,000.00	132,429.00
		VIA CELERE DESARROLLOS	165,000.00	169,831.20
	小計	銘柄数:40	6,890,000.00	7,150,306.89
				(920,029,987)
		組入時価比率:8.0%		8.0%
	英ポンド	ATLAS LUXCO 4 / ALL UNI	100,000.00	96,836.00
		CITIGROUP CAPITAL XVIII	199,000.00	178,361.71
	小計	銘柄数:2	299,000.00	275,197.71
				(42,204,320)
		組入時価比率:0.4%		0.4%
	社債券計			10,346,448,659
				(10,346,448,659)
	合計			11,498,774,930
				(11,498,774,930)

(注1)通貨種類毎の小計欄の( )内は、邦貨換算額であります。
(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、およ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。