有価証券報告書(内国投資信託受益証券)-第41期(令和3年9月29日-令和4年3月28日)
ハイ・イールド ボンド オープンマザーファンド
貸借対照表
注記表
附属明細表
該当事項はありません。
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
貸借対照表
| (2022年 3月28日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 637,421,971 |
| コール・ローン | 261,588,153 |
| 社債券 | 29,675,369,259 |
| 未収入金 | 31,601,729 |
| 未収利息 | 418,385,605 |
| 前払費用 | 12,568,834 |
| 流動資産合計 | 31,036,935,551 |
| 資産合計 | 31,036,935,551 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 1,058,490 |
| 未払金 | 51,952,000 |
| 未払解約金 | 204,500,000 |
| 未払利息 | 30 |
| 流動負債合計 | 257,510,520 |
| 負債合計 | 257,510,520 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,202,770,650 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 27,576,654,381 |
| 元本等合計 | 30,779,425,031 |
| 純資産合計 | 30,779,425,031 |
| 負債純資産合計 | 31,036,935,551 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.運用資産の評価基準及び評価方法 | 社債券 |
| 原則として時価で評価しております。 時価評価にあたっては、価格情報会社の提供する価額等で評価しております。 | |
| 為替予約取引 | |
| 計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。 | |
| 2.外貨建資産・負債の本邦通貨への換算基準 | 信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算しております。 |
| 3.費用・収益の計上基準 | 有価証券売買等損益 |
| 約定日基準で計上しております。 | |
| 為替差損益 | |
| 約定日基準で計上しております。 | |
| 4.金融商品の時価等に関する事項の補足説明 | 金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。 |
| (重要な会計上の見積りに関する注記) 該当事項はありません。 |
| (貸借対照表に関する注記) |
| 2022年 3月28日現在 | |||
| 1. | 計算期間の末日における1単位当たりの純資産の額 | ||
| 1口当たり純資産額 | 9.6102円 | ||
| (10,000口当たり純資産額) | (96,102円) | ||
| (金融商品に関する注記) |
| (1)金融商品の状況に関する事項 |
| 自 2021年 9月29日 至 2022年 3月28日 |
| 1.金融商品に対する取組方針 |
| 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する運用の基本方針に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びその金融商品に係るリスク |
| 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 当ファンドが保有する有価証券の詳細は、附属明細表に記載しております。 これらは、金利変動リスク、為替変動リスクなどの市場リスク、信用リスク及び流動性リスクにさらされております。 当ファンドは、信託財産に属する外貨建資金の受渡を行うことを目的として、為替予約取引を利用しております。 |
| 3.金融商品に係るリスク管理体制 |
| 委託会社においては、独立した投資リスク管理に関する委員会を設け、パフォーマンスの考査及び運用リスクの管理を行なっております。 ○市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析･把握し、投資方針に沿っているか等の管理を行なっております。 ○信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集･分析を常時、継続し、格付等の信用度に応じた組入制限等の管理を行なっております。 ○流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行なっております。 |
| (2)金融商品の時価等に関する事項 |
| 2022年 3月28日現在 |
| 1.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で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 |
| 社債券 (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。 派生商品評価勘定 デリバティブ取引については、附属明細表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、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。 |
| (その他の注記) 元本の移動及び期末元本額の内訳 |
| 2022年 3月28日現在 | |
| 期首 | 2021年 9月29日 |
| 本報告書における開示対象ファンドの期首における当ファンドの元本額 | 3,221,823,153円 |
| 同期中における追加設定元本額 | 380,866,714円 |
| 同期中における一部解約元本額 | 399,919,217円 |
| 期末元本額 | 3,202,770,650円 |
| 期末元本額の内訳* | |
| ハイ・イールド ボンド オープンAコース | 127,862,890円 |
| ハイ・イールド ボンド オープンBコース | 374,980,463円 |
| ハイ・イールド ボンド オープンCコース | 11,957,857円 |
| ハイ・イールド ボンド オープンDコース | 126,314,622円 |
| ハイブリッド・インカムオープン | 73,369,257円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 196,015,459円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 204,665,955円 |
| ハイ・イールド ボンド オープン Aコース(野村SMA・EW向け) | 989,792,023円 |
| ハイ・イールド ボンド オープン Bコース(野村SMA・EW向け) | 1,097,812,124円 |
| *は当該親投資信託受益証券を投資対象とする証券投資信託ごとの元本額 |
附属明細表
| 第1 有価証券明細表 (1)株式(2022年3月28日現在) |
該当事項はありません。
| (2)株式以外の有価証券(2022年3月28日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米ドル | 1011778 BC / NEW RED FIN | 75,000.00 | 77,122.50 | |
| 1011778 BC / NEW RED FIN | 675,000.00 | 638,890.87 | |||
| 1011778 BC / NEW RED FIN | 725,000.00 | 651,369.00 | |||
| ACRISURE LLC / FIN INC | 725,000.00 | 658,851.00 | |||
| ACURIS FIN US/ACURIS FIN | 200,000.00 | 183,630.00 | |||
| ADT SEC CORP | 225,000.00 | 207,841.50 | |||
| ADTALEM GLOBAL EDUCATION | 550,000.00 | 528,618.75 | |||
| AETHON UN/AETHIN UN FIN | 275,000.00 | 284,619.50 | |||
| AFFINITY GAMING | 600,000.00 | 573,708.00 | |||
| AG ISSUER LLC | 200,000.00 | 197,598.00 | |||
| AHERN RENTALS INC | 300,000.00 | 270,750.00 | |||
| AIR CANADA | 175,000.00 | 163,833.25 | |||
| ALBERTSONS COS LLC/SAFEW | 175,000.00 | 174,689.37 | |||
| ALBERTSONS COS/SAFEWAY | 175,000.00 | 174,372.62 | |||
| ALBERTSONS COS/SAFEWAY | 675,000.00 | 648,894.37 | |||
| ALBERTSONS COS/SAFEWAY | 175,000.00 | 155,537.37 | |||
| ALBERTSONS COS/SAFEWAY | 75,000.00 | 72,621.37 | |||
| ALCOA NEDERLAND HOLDING | 200,000.00 | 196,047.00 | |||
| ALLEGHENY TECHNOLOGIES | 150,000.00 | 149,293.50 | |||
| ALLEGHENY TECHNOLOGIES | 175,000.00 | 164,263.75 | |||
| ALLEGHENY TECHNOLOGIES | 325,000.00 | 304,580.25 | |||
| ALLIED UNI HLD / ALL FIN | 200,000.00 | 183,299.00 | |||
| ALLIED UNIVERSAL HOLDCO | 1,300,000.00 | 1,285,700.00 | |||
| ALTICE FINANCING SA | 400,000.00 | 348,836.00 | |||
| ALTICE FRANCE SA | 225,000.00 | 203,764.50 | |||
| ALTICE FRANCE SA | 400,000.00 | 349,510.00 | |||
| ALTICE FRANCE SA | 400,000.00 | 355,504.00 | |||
| AMC NETWORKS INC | 175,000.00 | 158,672.50 | |||
| AMERICAN AIRLINES GROUP | 300,000.00 | 300,747.00 | |||
| AMERICAN AIRLINES INC | 700,000.00 | 806,543.50 | |||
| AMERICAN AIRLINES/AADVAN | 200,000.00 | 198,000.00 | |||
| AMERICAN AIRLINES/AADVAN | 200,000.00 | 192,362.00 | |||
| AMERIGAS PART/FIN CORP | 300,000.00 | 297,741.00 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 147,406.50 | |||
| AMN HEALTHCARE INC | 475,000.00 | 440,690.98 | |||
| ANTERO MIDSTREAM PART/FI | 300,000.00 | 320,563.95 | |||
| ANTERO MIDSTREAM PART/FI | 150,000.00 | 151,635.00 | |||
| ANTERO MIDSTREAM PART/FI | 175,000.00 | 176,414.87 | |||
| ANTERO RESOURCES CORP | 175,000.00 | 178,271.62 | |||
| ANTERO RESOURCES MIDSTRE | 150,000.00 | 148,912.50 | |||
| APACHE CORP | 225,000.00 | 227,920.27 | |||
| APACHE CORP | 200,000.00 | 200,413.00 | |||
| API ESCROW CORP | 100,000.00 | 92,622.50 | |||
| API GROUP DE INC | 150,000.00 | 136,876.50 | |||
| ARAMARK SERVICES INC | 625,000.00 | 638,131.25 | |||
| ARAMARK SERVICES INC | 400,000.00 | 385,880.00 | |||
| ARCHROCK PARTNERS LP/FIN | 200,000.00 | 199,941.00 | |||
| ARCHROCK PARTNERS LP/FIN | 525,000.00 | 512,266.12 | |||
| ARCONIC CORP | 300,000.00 | 305,640.00 | |||
| ARCONIC INC | 200,000.00 | 212,303.00 | |||
| ARCONIC ROLLED PRODUCTS | 325,000.00 | 320,191.62 | |||
| ARDAGH PKG FIN/HLDGS USA | 800,000.00 | 742,304.00 | |||
| ASBURY AUTOMOTIVE GROUP | 100,000.00 | 94,003.00 | |||
| ASBURY AUTOMOTIVE GROUP | 100,000.00 | 92,868.00 | |||
| ASCENT RESOURCES/ARU FIN | 275,000.00 | 277,876.50 | |||
| ASCENT RESOURCES/ARU FIN | 175,000.00 | 228,128.25 | |||
| ASGN INCORPORATED | 650,000.00 | 631,566.00 | |||
| ASHTON WOODS USA/FINANCE | 150,000.00 | 132,566.25 | |||
| ASHTON WOODS USA/FINANCE | 500,000.00 | 435,637.49 | |||
| ATLANTICA SUSTAIN INFRA | 400,000.00 | 388,492.00 | |||
| ATLAS LUXCO 4 / ALL UNI | 200,000.00 | 182,750.00 | |||
| AVANTOR FUNDING INC | 275,000.00 | 271,324.62 | |||
| AVANTOR FUNDING INC | 450,000.00 | 420,711.75 | |||
| AVAYA INC | 200,000.00 | 196,905.00 | |||
| AVIS BUDGET CAR/FINANCE | 525,000.00 | 526,837.50 | |||
| AVIS BUDGET CAR/FINANCE | 100,000.00 | 99,600.00 | |||
| AVIS BUDGET CAR/FINANCE | 450,000.00 | 425,709.00 | |||
| AVIS BUDGET CAR/FINANCE | 200,000.00 | 193,227.00 | |||
| BANK OF AMERICA CORP | 100,000.00 | 106,898.00 | |||
| BANK OF AMERICA CORP | 125,000.00 | 125,390.62 | |||
| BAUSCH HEALTH AMERICAS | 425,000.00 | 422,477.62 | |||
| BAUSCH HEALTH COS INC | 265,000.00 | 267,153.12 | |||
| BAUSCH HEALTH COS INC | 175,000.00 | 175,210.00 | |||
| BAUSCH HEALTH COS INC | 300,000.00 | 296,500.50 | |||
| BAUSCH HEALTH COS INC | 400,000.00 | 360,730.00 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 164,371.00 | |||
| BAUSCH HEALTH COS INC | 375,000.00 | 307,940.62 | |||
| BAUSCH HEALTH COS INC | 170,000.00 | 134,459.80 | |||
| BAUSCH HEALTH COS INC | 300,000.00 | 253,312.50 | |||
| BAUSCH HEALTH COS INC | 425,000.00 | 331,500.00 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 154,768.00 | |||
| BEACON ROOFING SUPPLY IN | 100,000.00 | 99,593.00 | |||
| BEACON ROOFING SUPPLY IN | 200,000.00 | 183,735.02 | |||
| BEAZER HOMES USA | 650,000.00 | 659,691.50 | |||
| BEAZER HOMES USA | 400,000.00 | 403,318.00 | |||
| BELLRING BRANDS INC | 225,000.00 | 228,202.87 | |||
| BERRY GLOBAL ESCROW CORP | 300,000.00 | 303,093.00 | |||
| BERRY GLOBAL ESCROW CORP | 100,000.00 | 100,520.00 | |||
| BERRY GLOBAL INC | 90,000.00 | 89,437.95 | |||
| BLACKSTONE MORTGAGE TR | 275,000.00 | 255,450.25 | |||
| BLUE RACER MID LLC/FINAN | 175,000.00 | 183,070.12 | |||
| BLUE RACER MID LLC/FINAN | 325,000.00 | 328,729.37 | |||
| BOMBARDIER INC | 239,000.00 | 239,550.89 | |||
| BONANZA CREEK ENERGY INC | 150,000.00 | 147,961.50 | |||
| BOOZ ALLEN HAMILTON INC | 150,000.00 | 143,105.25 | |||
| BOYNE USA INC | 225,000.00 | 216,276.75 | |||
| BRISTOW GROUP INC | 475,000.00 | 481,407.75 | |||
| BROOKFIELD PPTY REIT INC | 200,000.00 | 183,753.00 | |||
| BROOKFIELD RESID PROPERT | 200,000.00 | 183,981.00 | |||
| BROOKFIELD RESID PROPERT | 150,000.00 | 133,037.25 | |||
| BUILDERS FIRSTSOURCE INC | 161,000.00 | 167,130.07 | |||
| BUILDERS FIRSTSOURCE INC | 100,000.00 | 99,038.00 | |||
| BUILDERS FIRSTSOURCE INC | 575,000.00 | 541,928.87 | |||
| BWAY HOLDING CO | 1,025,000.00 | 1,013,489.25 | |||
| CABLE ONE INC | 150,000.00 | 136,293.75 | |||
| CALLON PETROLEUM CO | 150,000.00 | 149,394.75 | |||
| CALPINE CORP | 141,000.00 | 141,528.04 | |||
| CALPINE CORP | 425,000.00 | 408,945.62 | |||
| CALPINE CORP | 550,000.00 | 512,448.75 | |||
| CALPINE CORP | 150,000.00 | 134,821.50 | |||
| CALPINE CORP | 100,000.00 | 88,875.00 | |||
| CARLYLE AVIATION ELEVATE | 950,000.00 | 858,543.50 | |||
| CARNIVAL CORP | 375,000.00 | 415,273.12 | |||
| CARNIVAL CORP | 725,000.00 | 716,818.37 | |||
| CARNIVAL CORP | 1,425,000.00 | 1,324,359.37 | |||
| CARNIVAL CORP | 325,000.00 | 356,687.50 | |||
| CARNIVAL CORP | 325,000.00 | 300,521.00 | |||
| CARNIVAL CORP | 475,000.00 | 437,662.62 | |||
| CARPENTER TECHNOLOGY | 275,000.00 | 273,062.62 | |||
| CASTLELAKE AVIATION FIN | 225,000.00 | 205,029.00 | |||
| CATALENT PHARMA SOLUTION | 400,000.00 | 363,973.99 | |||
| CCO HLDGS LLC/CAP CORP | 675,000.00 | 669,735.00 | |||
| CCO HLDGS LLC/CAP CORP | 800,000.00 | 783,500.00 | |||
| CCO HLDGS LLC/CAP CORP | 225,000.00 | 222,075.00 | |||
| CCO HLDGS LLC/CAP CORP | 400,000.00 | 378,672.00 | |||
| CCO HLDGS LLC/CAP CORP | 1,000,000.00 | 927,500.00 | |||
| CCO HLDGS LLC/CAP CORP | 400,000.00 | 361,784.00 | |||
| CCO HLDGS LLC/CAP CORP | 550,000.00 | 507,375.00 | |||
| CCO HLDGS LLC/CAP CORP | 1,075,000.00 | 970,187.50 | |||
| CCO HLDGS LLC/CAP CORP | 425,000.00 | 375,591.62 | |||
| CCO HLDGS LLC/CAP CORP | 225,000.00 | 193,500.00 | |||
| CDW LLC/CDW FINANCE | 250,000.00 | 251,547.50 | |||
| CDW LLC/CDW FINANCE | 150,000.00 | 147,290.25 | |||
| CDW LLC/CDW FINANCE | 200,000.00 | 183,295.00 | |||
| CEDAR FAIR/CAN/MAGNUM/MI | 300,000.00 | 304,425.00 | |||
| CEMEX SAB DE CV | 200,000.00 | 180,840.00 | |||
| CENTENE CORP | 450,000.00 | 449,550.00 | |||
| CENTENE CORP | 150,000.00 | 135,223.50 | |||
| CENTENE CORP | 550,000.00 | 548,407.75 | |||
| CENTENE CORP | 375,000.00 | 347,392.50 | |||
| CENTENE CORP | 250,000.00 | 227,240.00 | |||
| CENTENE CORP | 200,000.00 | 174,299.00 | |||
| CENTRAL GARDEN & PET CO | 150,000.00 | 134,430.00 | |||
| CENTURY COMMUNITIES | 325,000.00 | 335,377.25 | |||
| CENTURY COMMUNITIES | 100,000.00 | 91,498.50 | |||
| CENTURYLINK INC | 200,000.00 | 208,003.00 | |||
| CENTURYLINK INC | 275,000.00 | 288,406.25 | |||
| CENTURYLINK INC | 375,000.00 | 351,195.00 | |||
| CENTURYLINK INC | 150,000.00 | 139,677.00 | |||
| CHARLES RIVER LABORATORI | 150,000.00 | 145,456.50 | |||
| CHARLES RIVER LABORATORI | 550,000.00 | 510,782.25 | |||
| CHENIERE ENERGY INC | 275,000.00 | 274,626.00 | |||
| CHENIERE ENERGY PARTNERS | 300,000.00 | 301,198.50 | |||
| CHENIERE ENERGY PARTNERS | 525,000.00 | 505,947.75 | |||
| CHENIERE ENERGY PARTNERS | 450,000.00 | 405,274.50 | |||
| CHS/COMMUNITY HEALTH SYS | 500,000.00 | 509,375.00 | |||
| CHS/COMMUNITY HEALTH SYS | 425,000.00 | 426,540.62 | |||
| CHS/COMMUNITY HEALTH SYS | 375,000.00 | 352,500.00 | |||
| CHS/COMMUNITY HEALTH SYS | 1,025,000.00 | 946,761.75 | |||
| CHURCHILL DOWNS INC | 175,000.00 | 174,072.50 | |||
| CITGO PETROLEUM CORP | 550,000.00 | 552,516.25 | |||
| CITGO PETROLEUM CORP | 300,000.00 | 300,382.50 | |||
| CITIGROUP INC | 400,000.00 | 379,920.00 | |||
| CITIGROUP INC | 175,000.00 | 165,375.00 | |||
| CITIGROUP INC | 50,000.00 | 52,748.50 | |||
| CLEAR CHANNEL INTL BV | 400,000.00 | 407,448.00 | |||
| CLEAR CHANNEL WORLDWIDE | 550,000.00 | 535,372.75 | |||
| CLEARWAY ENERGY OP LLC | 350,000.00 | 344,405.25 | |||
| CLEARWAY ENERGY OP LLC | 100,000.00 | 92,194.00 | |||
| CLEARWAY ENERGY OP LLC | 100,000.00 | 91,660.50 | |||
| CLEVELAND-CLIFFS INC | 125,000.00 | 131,482.50 | |||
| CLEVELAND-CLIFFS INC | 225,000.00 | 230,803.87 | |||
| CLEVELAND-CLIFFS INC | 375,000.00 | 363,275.62 | |||
| CNX RESOURCES CORP | 425,000.00 | 446,513.50 | |||
| CNX RESOURCES CORP | 225,000.00 | 227,551.50 | |||
| COEUR MINING INC | 225,000.00 | 191,154.37 | |||
| COLT MERGER SUB INC | 350,000.00 | 359,240.00 | |||
| COMMERCIAL METALS CO | 100,000.00 | 93,760.50 | |||
| COMMERCIAL METALS CO | 75,000.00 | 68,438.25 | |||
| COMMERCIAL METALS CO | 100,000.00 | 92,874.50 | |||
| COMMSCOPE FINANCE LLC | 250,000.00 | 249,630.00 | |||
| COMMSCOPE FINANCE LLC | 300,000.00 | 284,928.00 | |||
| COMMSCOPE INC | 200,000.00 | 176,991.00 | |||
| COMMSCOPE INC | 100,000.00 | 90,631.00 | |||
| COMMSCOPE TECH FINANCE L | 260,000.00 | 242,695.70 | |||
| COMPASS GROUP DIVERSIFIE | 200,000.00 | 187,479.00 | |||
| COMPASS GROUP DIVERSIFIE | 100,000.00 | 90,395.50 | |||
| COMPASS MINERALS INTERNA | 175,000.00 | 178,584.00 | |||
| COMSTOCK RESOURCES INC | 700,000.00 | 686,910.00 | |||
| CONNECT FINCO SARL/CONNE | 600,000.00 | 597,855.00 | |||
| CONSENSUS CLOUD SOLUTION | 200,000.00 | 196,735.00 | |||
| CONSENSUS CLOUD SOLUTION | 200,000.00 | 197,229.00 | |||
| CONSOLIDATED ENERGY FIN | 550,000.00 | 562,721.50 | |||
| CONSTELLIUM SE | 250,000.00 | 222,062.50 | |||
| COVANTA HOLDING CORP | 200,000.00 | 188,571.00 | |||
| CQP HOLDCO LP/BIP-V CHIN | 750,000.00 | 731,902.50 | |||
| CRESTWOOD MID PARTNER LP | 350,000.00 | 350,871.50 | |||
| CROWNROCK LP/CROWNROCK F | 700,000.00 | 707,420.00 | |||
| CROWNROCK LP/CROWNROCK F | 150,000.00 | 150,528.75 | |||
| CSC HOLDINGS LLC | 400,000.00 | 394,300.00 | |||
| CSC HOLDINGS LLC | 600,000.00 | 601,239.00 | |||
| CSC HOLDINGS LLC | 1,100,000.00 | 970,018.50 | |||
| CSC HOLDINGS LLC | 200,000.00 | 174,177.50 | |||
| CSC HOLDINGS LLC | 200,000.00 | 164,887.00 | |||
| CSC HOLDINGS LLC | 200,000.00 | 164,142.00 | |||
| CSC HOLDINGS LLC | 600,000.00 | 528,357.00 | |||
| CSTN MERGER SUB INC | 300,000.00 | 273,091.50 | |||
| CTR PARTNERSHIP/CARETRST | 225,000.00 | 211,779.00 | |||
| CUSHMAN & WAKEFIELD US | 150,000.00 | 156,375.75 | |||
| DAVITA INC | 1,050,000.00 | 971,250.00 | |||
| DAVITA INC | 370,000.00 | 319,260.05 | |||
| DCP MIDSTREAM LLC | 225,000.00 | 210,229.87 | |||
| DCP MIDSTREAM OPERATING | 500,000.00 | 517,277.50 | |||
| DCP MIDSTREAM OPERATING | 150,000.00 | 156,110.25 | |||
| DCP MIDSTREAM OPERATING | 375,000.00 | 381,450.00 | |||
| DCP MIDSTREAM OPERATING | 250,000.00 | 227,255.05 | |||
| DELEK LOG PART/FINANCE | 175,000.00 | 170,516.50 | |||
| DELEK LOGISTICS PARTNERS | 175,000.00 | 174,000.75 | |||
| DELTA AIR LINES INC | 225,000.00 | 216,916.87 | |||
| DELTA AIR LINES INC | 100,000.00 | 107,253.50 | |||
| DIAMOND SPORTS GR/DIAMON | 450,000.00 | 175,110.75 | |||
| DIRECTV HOLDINGS/FING | 675,000.00 | 653,072.62 | |||
| DISH DBS CORP | 150,000.00 | 150,106.50 | |||
| DISH DBS CORP | 400,000.00 | 397,806.00 | |||
| DISH DBS CORP | 425,000.00 | 419,013.87 | |||
| DISH DBS CORP | 450,000.00 | 425,925.00 | |||
| DISH DBS CORP | 200,000.00 | 185,755.00 | |||
| DISH DBS CORP | 350,000.00 | 327,818.75 | |||
| DISH DBS CORP | 225,000.00 | 188,718.75 | |||
| DIVERSIFIED HEALTHCARE T | 450,000.00 | 471,998.25 | |||
| DIVERSIFIED HEALTHCARE T | 650,000.00 | 541,560.50 | |||
| DOLYA HOLDCO 18 DAC | 200,000.00 | 188,456.00 | |||
| EDGEWELL PERSONAL CARE | 300,000.00 | 297,387.00 | |||
| EDGEWELL PERSONAL CARE | 250,000.00 | 230,425.00 | |||
| EG GLOBAL FINANCE PLC | 200,000.00 | 195,315.00 | |||
| ELASTIC NV | 150,000.00 | 137,435.25 | |||
| EMBARQ CORP | 450,000.00 | 437,562.00 | |||
| ENDEAVOR ENERGY RESOURCE | 75,000.00 | 77,529.75 | |||
| ENDEAVOR ENERGY RESOURCE | 200,000.00 | 206,430.00 | |||
| ENERGEAN ISRAEL FINANCE | 100,000.00 | 94,750.00 | |||
| ENERGEAN ISRAEL FINANCE | 125,000.00 | 116,875.00 | |||
| ENERGIZER HOLDINGS INC | 100,000.00 | 98,246.50 | |||
| ENLINK MIDSTREAM LLC | 75,000.00 | 76,032.00 | |||
| ENLINK MIDSTREAM LLC | 200,000.00 | 199,397.00 | |||
| ENLINK MIDSTREAM PARTNER | 580,000.00 | 577,856.90 | |||
| ENLINK MIDSTREAM PARTNER | 475,000.00 | 411,993.62 | |||
| ENLINK MIDSTREAM PARTNER | 400,000.00 | 336,890.00 | |||
| EQM MIDSTREAM PARTNERS L | 200,000.00 | 199,763.00 | |||
| EQM MIDSTREAM PARTNERS L | 200,000.00 | 206,503.00 | |||
| EQM MIDSTREAM PARTNERS L | 175,000.00 | 160,363.00 | |||
| EQM MIDSTREAM PARTNERS L | 175,000.00 | 161,183.75 | |||
| EQT CORP | 75,000.00 | 77,353.50 | |||
| EQT CORP | 325,000.00 | 380,484.00 | |||
| EXTERRAN NRG SOLUTIONS/F | 575,000.00 | 579,450.50 | |||
| FAIR ISAAC CORP | 150,000.00 | 143,411.25 | |||
| FERRELLGAS ESCROW LLC/FG | 350,000.00 | 325,956.75 | |||
| FERRELLGAS ESCROW LLC/FG | 350,000.00 | 320,694.50 | |||
| FERTITTA ENTERTAINMENT | 350,000.00 | 324,208.50 | |||
| FIRST QUANTUM MINERALS L | 400,000.00 | 403,902.00 | |||
| FIRSTENERGY CORP | 250,000.00 | 253,198.75 | |||
| FIRSTENERGY CORP | 250,000.00 | 255,680.00 | |||
| FORD MOTOR COMPANY | 500,000.00 | 568,092.50 | |||
| FORD MOTOR COMPANY | 150,000.00 | 194,089.50 | |||
| FORD MOTOR COMPANY | 75,000.00 | 87,524.25 | |||
| FORD MOTOR COMPANY | 225,000.00 | 197,140.50 | |||
| FORD MOTOR COMPANY | 225,000.00 | 210,852.00 | |||
| FORD MOTOR CREDI | 825,000.00 | 733,738.50 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 202,769.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 197,710.00 | |||
| FORD MOTOR CREDIT CO LLC | 400,000.00 | 385,034.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 196,770.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 184,750.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 188,322.00 | |||
| FORD MOTOR CREDIT CO LLC | 900,000.00 | 901,390.50 | |||
| FORESTAR GROUP INC | 200,000.00 | 185,500.00 | |||
| FORESTAR GROUP INC | 125,000.00 | 116,183.75 | |||
| FORTRESS TRANS & INFRAST | 250,000.00 | 242,957.50 | |||
| FORTRESS TRANS & INFRAST | 200,000.00 | 180,781.00 | |||
| FOXTROT ESCROW ISSUER | 222,000.00 | 236,152.50 | |||
| FREEDOM MORTGAGE | 275,000.00 | 248,534.00 | |||
| FREEDOM MORTGAGE CORP | 450,000.00 | 419,082.75 | |||
| FREEPORT-MCMORAN INC | 200,000.00 | 201,492.00 | |||
| FREEPORT-MCMORAN INC | 400,000.00 | 399,810.00 | |||
| FRONT RANGE BIDCO INC | 375,000.00 | 339,095.62 | |||
| GAP INC/THE | 175,000.00 | 151,703.12 | |||
| GAP INC/THE | 175,000.00 | 149,516.50 | |||
| GARDA WORLD SECURITY | 675,000.00 | 641,908.12 | |||
| GCI LLC | 250,000.00 | 243,057.50 | |||
| GENESIS ENERGY LP/FIN | 250,000.00 | 253,489.97 | |||
| GENESIS ENERGY LP/FIN | 325,000.00 | 320,097.37 | |||
| GENWORTH HOLDINGS INC | 750,000.00 | 762,202.50 | |||
| GENWORTH MORTGAGE HLDING | 200,000.00 | 204,257.00 | |||
| GLOBAL AIR LEASE CO LTD | 1,203,345.00 | 1,097,005.40 | |||
| GO DADDY OPCO/FINCO | 425,000.00 | 428,570.00 | |||
| GO DADDY OPCO/FINCO | 250,000.00 | 228,481.25 | |||
| GOODYEAR TIRE & RUBBER | 500,000.00 | 524,875.00 | |||
| GOODYEAR TIRE & RUBBER | 550,000.00 | 498,440.25 | |||
| GOODYEAR TIRE & RUBBER | 175,000.00 | 154,947.62 | |||
| GRAHAM HOLDINGS CO | 200,000.00 | 204,923.00 | |||
| GRAY ESCROW II INC | 200,000.00 | 189,354.00 | |||
| GRAY ESCROW INC | 1,075,000.00 | 1,112,157.37 | |||
| GRAY TELEVISION INC | 250,000.00 | 229,041.25 | |||
| GRIFFON CORPORATION | 375,000.00 | 352,183.12 | |||
| GRIFOLS ESCROW ISSUER | 200,000.00 | 187,375.00 | |||
| HARVEST MIDSTREAM I LP | 400,000.00 | 408,500.00 | |||
| HAT HOLDINGS I LLC/HAT | 175,000.00 | 165,814.25 | |||
| HAWAIIAN BRAND INTELLECT | 200,000.00 | 196,048.00 | |||
| HCA INC | 500,000.00 | 519,520.00 | |||
| HCA INC | 450,000.00 | 474,988.50 | |||
| HCA INC | 600,000.00 | 627,051.00 | |||
| HCA INC | 275,000.00 | 260,046.87 | |||
| HEALTHEQUITY INC | 450,000.00 | 426,375.00 | |||
| HELIOS SOFTWARE HOLDINGS | 200,000.00 | 185,759.00 | |||
| HESS MIDSTREAM | 400,000.00 | 407,380.00 | |||
| HESS MIDSTREAM OPERATION | 225,000.00 | 210,092.62 | |||
| HESS MIDSTREAM PARTNERS | 275,000.00 | 274,763.50 | |||
| HILCORP ENERGY I/HILCORP | 200,000.00 | 198,821.00 | |||
| HILCORP ENERGY I/HILCORP | 600,000.00 | 603,798.00 | |||
| HILLENBRAND INC | 225,000.00 | 206,026.87 | |||
| HILTON DOMESTIC OPERATIN | 150,000.00 | 152,722.50 | |||
| HILTON DOMESTIC OPERATIN | 150,000.00 | 154,275.00 | |||
| HILTON DOMESTIC OPERATIN | 100,000.00 | 92,201.00 | |||
| HILTON DOMESTIC OPERATIN | 125,000.00 | 116,831.25 | |||
| HILTON DOMESTIC OPERATIN | 375,000.00 | 338,205.00 | |||
| HILTON GRAND VAC BOR ESC | 475,000.00 | 451,784.37 | |||
| HILTON GRAND VAC BOR ESC | 325,000.00 | 302,815.50 | |||
| HJ HEINZ CO | 150,000.00 | 160,875.00 | |||
| HOLLY NRG PRTNR/FIN CORP | 175,000.00 | 165,729.37 | |||
| HOSPITALITY PROP TRUST | 400,000.00 | 379,598.00 | |||
| HOWARD HUGHES CORP | 200,000.00 | 198,600.00 | |||
| HOWARD HUGHES CORP | 150,000.00 | 139,357.50 | |||
| HOWARD HUGHES CORP | 150,000.00 | 138,801.00 | |||
| HOWARD MIDSTREAM ENERGY | 150,000.00 | 146,627.25 | |||
| HUDBAY MINERALS INC | 125,000.00 | 121,078.12 | |||
| HUDBAY MINERALS INC | 150,000.00 | 153,907.50 | |||
| HUGHES SATELLITE SYSTEMS | 475,000.00 | 488,763.12 | |||
| IAMGOLD CORP | 275,000.00 | 248,524.37 | |||
| ICAHN ENTERPRISES/FIN | 675,000.00 | 670,970.25 | |||
| ICAHN ENTERPRISES/FIN | 525,000.00 | 534,366.00 | |||
| ICAHN ENTERPRISES/FIN | 400,000.00 | 391,272.00 | |||
| ICAHN ENTERPRISES/FIN | 175,000.00 | 159,925.50 | |||
| IHEARTCOMMUNICATIONS INC | 200,000.00 | 203,359.00 | |||
| IHEARTCOMMUNICATIONS INC | 175,000.00 | 170,458.75 | |||
| IHEARTCOMMUNICATIONS INC | 225,000.00 | 211,848.75 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 234,069.00 | |||
| ILIAD HOLDING SAS | 200,000.00 | 197,601.00 | |||
| ILIAD HOLDING SAS | 200,000.00 | 197,319.00 | |||
| IMOLA MERGER CORP | 1,000,000.00 | 951,632.00 | |||
| INDIGO MERGER SUB INC | 200,000.00 | 188,741.00 | |||
| IQVIA INC | 150,000.00 | 150,778.50 | |||
| IRON MOUNTAIN INC | 325,000.00 | 319,840.62 | |||
| IRON MOUNTAIN INC | 125,000.00 | 120,763.75 | |||
| IRON MOUNTAIN INC | 475,000.00 | 447,388.25 | |||
| IRON MOUNTAIN INC | 600,000.00 | 576,456.00 | |||
| IRON MOUNTAIN INC | 350,000.00 | 316,575.00 | |||
| IRON MOUNTAIN INC | 150,000.00 | 146,022.00 | |||
| IRON MOUNTAIN INFO MGMT | 175,000.00 | 164,719.62 | |||
| ITHACA ENERGY NORTH | 200,000.00 | 204,748.98 | |||
| ITT HOLDINGS LLC | 225,000.00 | 203,557.50 | |||
| J2 GLOBAL | 348,000.00 | 325,834.14 | |||
| JACOBS ENTERTAINMENT INC | 175,000.00 | 174,785.62 | |||
| JAGUAR LAND ROVER AUTOMO | 200,000.00 | 182,000.00 | |||
| JAGUAR LAND ROVER AUTOMO | 600,000.00 | 528,762.00 | |||
| JANE STREET GRP/JSG FIN | 200,000.00 | 189,725.00 | |||
| JAZZ SECURITIES DAC | 275,000.00 | 266,921.87 | |||
| JEFFERSON CAPITAL HOLDIN | 225,000.00 | 214,557.75 | |||
| JELD-WEN INC | 150,000.00 | 154,107.75 | |||
| JELD-WEN INC | 100,000.00 | 97,250.50 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 144,892.50 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 285,484.37 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 152,343.75 | |||
| KAISER ALUMINUM CORP | 175,000.00 | 161,717.50 | |||
| KB HOME | 50,000.00 | 51,500.00 | |||
| KB HOME | 150,000.00 | 161,603.25 | |||
| KB HOME | 175,000.00 | 159,895.75 | |||
| KFC HLD/PIZZA HUT/TACO | 300,000.00 | 303,112.50 | |||
| KRAFT FOODS GROUP INC | 400,000.00 | 415,000.00 | |||
| KRAFT FOODS INC | 75,000.00 | 92,033.25 | |||
| KRAFT HEINZ FOODS CO | 284,000.00 | 287,550.00 | |||
| KRAFT HEINZ FOODS CO | 400,000.00 | 479,000.00 | |||
| KRAFT HEINZ FOODS CO | 550,000.00 | 528,176.00 | |||
| KRAFT HEINZ FOODS CO | 250,000.00 | 258,825.00 | |||
| L BRANDS INC | 44,000.00 | 49,994.34 | |||
| L BRANDS INC | 200,000.00 | 199,299.00 | |||
| L BRANDS INC | 250,000.00 | 267,603.75 | |||
| L BRANDS INC | 200,000.00 | 206,520.00 | |||
| L BRANDS INC | 525,000.00 | 527,961.00 | |||
| LADDER CAP FIN LLLP/CORP | 650,000.00 | 613,564.25 | |||
| LADDER CAP FIN LLLP/CORP | 100,000.00 | 94,378.00 | |||
| LAMAR MEDIA CORP | 225,000.00 | 212,127.18 | |||
| LAMAR MEDIA CORP | 100,000.00 | 98,125.00 | |||
| LAMAR MEDIA CORP | 225,000.00 | 212,467.38 | |||
| LAMAR MEDIA CORP | 100,000.00 | 91,131.50 | |||
| LAMB WESTON HLD | 150,000.00 | 137,623.50 | |||
| LAMB WESTON HLD | 150,000.00 | 137,808.75 | |||
| LAREDO PETROLEUM INC | 250,000.00 | 260,311.25 | |||
| LAREDO PETROLEUM INC | 350,000.00 | 354,788.00 | |||
| LCM INVESTMENTS HOLDINGS | 275,000.00 | 256,056.62 | |||
| LEEWARD RENEWABL | 300,000.00 | 280,233.00 | |||
| LEVEL 3 FINANCING INC | 275,000.00 | 254,152.25 | |||
| LEVEL 3 FINANCING INC | 400,000.00 | 358,250.00 | |||
| LEVEL 3 FINANCING INC | 200,000.00 | 169,778.00 | |||
| LEVEL 3 FINANCING INC | 550,000.00 | 477,837.25 | |||
| LIFE TIME INC | 775,000.00 | 765,083.87 | |||
| LIFEPOINT HEALTH INC | 275,000.00 | 283,525.00 | |||
| LIFEPOINT HEALTH INC | 100,000.00 | 95,982.50 | |||
| LINDBLAD EXPEDITIONS LLC | 300,000.00 | 297,003.00 | |||
| LITHIA MOTORS INC | 425,000.00 | 401,769.50 | |||
| LIVE NATION ENTERTAINMEN | 200,000.00 | 203,493.00 | |||
| LIVE NATION ENTERTAINMEN | 615,000.00 | 598,693.26 | |||
| LIVE NATION ENTERTAINMEN | 100,000.00 | 93,408.75 | |||
| LOGAN MERGER SUB INC | 300,000.00 | 276,919.50 | |||
| LSF9 ATL HLDG/VICTRA FIN | 275,000.00 | 263,320.75 | |||
| LUMEN TECHNOLOGIES INC | 325,000.00 | 272,350.00 | |||
| LUMEN TECHNOLOGIES INC | 175,000.00 | 153,123.25 | |||
| MACY'S RETAIL HLDGS LLC | 225,000.00 | 223,552.12 | |||
| MACY'S RETAIL HLDGS LLC | 50,000.00 | 49,167.00 | |||
| MACY'S RETAIL HLDGS LLC | 75,000.00 | 73,613.25 | |||
| MACY'S RETAIL HLDGS LLC | 275,000.00 | 219,239.62 | |||
| MAGIC MERGERCO INC | 200,000.00 | 182,249.00 | |||
| MAGNOLIA OIL GAS/MAG FIN | 200,000.00 | 203,698.00 | |||
| MARRIOTT OWNERSHIP RESOR | 74,000.00 | 76,196.32 | |||
| MARRIOTT OWNERSHIP RESOR | 100,000.00 | 95,777.00 | |||
| MARRIOTT OWNERSHIP RESOR | 100,000.00 | 92,896.50 | |||
| MASONITE INTERNATIONAL C | 250,000.00 | 253,393.75 | |||
| MASONITE INTERNATIONAL C | 175,000.00 | 159,026.87 | |||
| MATADOR RESOURCES CO | 800,000.00 | 810,984.00 | |||
| MATCH GROUP HLD II LLC | 175,000.00 | 155,964.37 | |||
| MATCH GROUP INC | 325,000.00 | 323,470.86 | |||
| MATCH GROUP INC | 100,000.00 | 95,850.00 | |||
| MATTAMY GROUP CORP | 250,000.00 | 232,052.50 | |||
| MATTEL INC | 125,000.00 | 121,406.87 | |||
| MATTEL INC | 100,000.00 | 104,537.45 | |||
| MATTEL INC | 125,000.00 | 119,455.00 | |||
| MATTEL INC | 150,000.00 | 159,243.75 | |||
| MATTHEWS INTERNATIONAL C | 425,000.00 | 428,453.12 | |||
| MEG ENERGY CORP | 325,000.00 | 336,740.62 | |||
| MEG ENERGY CORP | 550,000.00 | 553,500.75 | |||
| MERCER INTL INC | 475,000.00 | 456,684.00 | |||
| MERITAGE HOMES CORP | 325,000.00 | 344,202.62 | |||
| MERLIN ENTERTAINMENTS PL | 350,000.00 | 345,131.50 | |||
| MGIC INVESTMENT CORP | 275,000.00 | 282,092.25 | |||
| MGIC INVESTMENT CORP | 450,000.00 | 443,569.50 | |||
| MGM GROWTH/MGM FINANCE | 250,000.00 | 252,795.00 | |||
| MGM GROWTH/MGM FINANCE | 650,000.00 | 687,589.50 | |||
| MGM GROWTH/MGM FINANCE | 75,000.00 | 73,786.50 | |||
| MGM RESORTS INTL | 250,000.00 | 258,457.50 | |||
| MGM RESORTS INTL | 394,000.00 | 403,235.36 | |||
| MGM RESORTS INTL | 211,000.00 | 210,605.43 | |||
| MGM RESORTS INTL | 300,000.00 | 287,440.50 | |||
| MIDCAP FINANCIAL | 200,000.00 | 176,203.00 | |||
| MIDWEST GAMING BORROWER | 200,000.00 | 184,756.00 | |||
| MILLENNIUM ESCROW CORP | 175,000.00 | 161,425.25 | |||
| MIWD HLDCO II/MIWD FIN | 350,000.00 | 323,296.74 | |||
| MOLINA HEALTHCARE INC | 150,000.00 | 146,594.25 | |||
| MOLINA HEALTHCARE INC | 175,000.00 | 167,561.62 | |||
| MOLINA HEALTHCARE INC | 225,000.00 | 212,148.00 | |||
| MOSS CREEK RESOURCES HLD | 75,000.00 | 69,112.50 | |||
| MOSS CREEK RESOURCES HLD | 350,000.00 | 343,673.75 | |||
| MOTION BONDCO DAC | 400,000.00 | 377,804.00 | |||
| MOZART DEBT MERGER SUB | 1,075,000.00 | 985,640.62 | |||
| MPH ACQUISITION HOLDINGS | 50,000.00 | 47,504.50 | |||
| MPH ACQUISITION HOLDINGS | 500,000.00 | 446,143.75 | |||
| MPT OPER PARTNERSP/FINL | 625,000.00 | 617,506.25 | |||
| MPT OPER PARTNERSP/FINL | 75,000.00 | 68,830.50 | |||
| MSCI INC | 75,000.00 | 71,977.50 | |||
| MSCI INC | 250,000.00 | 233,040.00 | |||
| MSCI INC | 175,000.00 | 163,073.75 | |||
| MURPHY OIL CORP | 134,000.00 | 135,430.45 | |||
| MURPHY OIL CORP | 275,000.00 | 279,555.37 | |||
| MURPHY OIL CORP | 650,000.00 | 659,750.00 | |||
| MURPHY OIL CORP | 225,000.00 | 232,735.50 | |||
| NATIONSTAR MTG HLD INC | 100,000.00 | 100,620.00 | |||
| NATIONSTAR MTG HLD INC | 200,000.00 | 189,234.00 | |||
| NATIONSTAR MTG HLD INC | 100,000.00 | 90,624.50 | |||
| NATIONSTAR MTG HLD INC | 75,000.00 | 69,654.00 | |||
| NAVIENT CORP | 60,000.00 | 61,830.00 | |||
| NAVIENT CORP | 300,000.00 | 303,480.00 | |||
| NAVIENT CORP | 425,000.00 | 432,103.87 | |||
| NAVIENT CORP | 200,000.00 | 201,851.00 | |||
| NAVIENT CORP | 275,000.00 | 254,108.25 | |||
| NCL CORPORATION LTD | 350,000.00 | 339,486.00 | |||
| NCR CORP | 275,000.00 | 271,988.75 | |||
| NCR CORP | 200,000.00 | 189,796.00 | |||
| NCR CORP | 500,000.00 | 475,550.00 | |||
| NCR CORP | 50,000.00 | 49,590.00 | |||
| NCR CORP | 525,000.00 | 491,470.87 | |||
| NESCO HOLDINGS II INC | 200,000.00 | 193,408.00 | |||
| NEW ENTERPRISE STONE & L | 200,000.00 | 189,840.38 | |||
| NEWELL RUBBERMAID INC | 525,000.00 | 529,774.87 | |||
| NEWMARK GROUP INC | 150,000.00 | 155,487.00 | |||
| NEWS CORP | 500,000.00 | 470,887.50 | |||
| NEWS CORP | 225,000.00 | 225,266.62 | |||
| NEXSTAR BROADCASTING INC | 275,000.00 | 264,137.50 | |||
| NEXSTAR ESCROW INC | 200,000.00 | 201,084.00 | |||
| NEXTERA ENERGY OPERATING | 250,000.00 | 252,823.75 | |||
| NEXTERA ENERGY OPERATING | 139,000.00 | 137,449.45 | |||
| NGL ENRGY OP/FIN CORP | 450,000.00 | 441,846.00 | |||
| NIELSEN FINANCE LLC/CO | 150,000.00 | 145,743.75 | |||
| NIELSEN FINANCE LLC/CO | 100,000.00 | 97,624.00 | |||
| NMI HOLDINGS | 300,000.00 | 313,092.00 | |||
| NORTHERN OIL AND GAS INC | 125,000.00 | 129,945.00 | |||
| NOVA CHEMICALS CORP | 400,000.00 | 398,040.00 | |||
| NOVA CHEMICALS CORP | 375,000.00 | 371,842.50 | |||
| NOVA CHEMICALS CORP | 125,000.00 | 114,849.37 | |||
| NOVELIS CORP | 100,000.00 | 93,618.00 | |||
| NOVELIS CORP | 475,000.00 | 454,993.00 | |||
| NOVELIS CORP | 100,000.00 | 89,365.50 | |||
| NRG ENERGY INC | 152,000.00 | 156,386.72 | |||
| NRG ENERGY INC | 150,000.00 | 131,439.75 | |||
| NRG ENERGY INC | 375,000.00 | 363,465.00 | |||
| NRG ENERGY INC | 250,000.00 | 217,817.50 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 153,513.75 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 150,252.00 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 151,367.25 | |||
| OCCIDENTAL PETROLEUM COR | 100,000.00 | 112,123.50 | |||
| OCCIDENTAL PETROLEUM COR | 375,000.00 | 396,328.12 | |||
| OCCIDENTAL PETROLEUM COR | 350,000.00 | 368,952.50 | |||
| OCCIDENTAL PETROLEUM COR | 150,000.00 | 158,899.50 | |||
| OCCIDENTAL PETROLEUM COR | 245,000.00 | 289,516.50 | |||
| OCCIDENTAL PETROLEUM COR | 275,000.00 | 308,330.00 | |||
| OCCIDENTAL PETROLEUM COR | 100,000.00 | 97,937.50 | |||
| OCCIDENTAL PETROLEUM COR | 625,000.00 | 799,356.25 | |||
| OCCIDENTAL PETROLEUM COR | 425,000.00 | 486,270.12 | |||
| OCCIDENTAL PETROLEUM COR | 350,000.00 | 392,959.00 | |||
| OCCIDENTAL PETROLEUM COR | 250,000.00 | 303,900.00 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 31,300.87 | |||
| OCCIDENTAL PETROLEUM COR | 125,000.00 | 146,497.50 | |||
| OCCIDENTAL PETROLEUM COR | 250,000.00 | 235,417.50 | |||
| OCCIDENTAL PETROLEUM COR | 650,000.00 | 593,531.25 | |||
| OI EUROPEAN GROUP BV | 175,000.00 | 160,725.25 | |||
| OLIN CORP | 225,000.00 | 229,349.25 | |||
| OLIN CORP | 300,000.00 | 296,017.50 | |||
| OLYMPUS WTR US HLDG CORP | 600,000.00 | 537,187.50 | |||
| ON SEMICONDUCTOR CORP | 325,000.00 | 308,696.37 | |||
| OPEN TEXT HOLDINGS INC | 250,000.00 | 234,181.25 | |||
| OPEN TEXT/OPEN TEXT HOLD | 275,000.00 | 256,067.62 | |||
| OPEN TEXT/OPEN TEXT HOLD | 275,000.00 | 254,700.87 | |||
| ORGANON FINANCE 1 LLC | 800,000.00 | 764,800.00 | |||
| ORGANON FINANCE 1 LLC | 200,000.00 | 192,499.00 | |||
| OUTFRONT MEDIA CAP LLC/C | 250,000.00 | 243,053.75 | |||
| OUTFRONT MEDIA CAP LLC/C | 100,000.00 | 92,563.00 | |||
| OUTFRONT MEDIA CAP LLC/C | 200,000.00 | 186,335.00 | |||
| OWENS & MINOR INC | 200,000.00 | 187,242.00 | |||
| OWENS & MINOR INC | 150,000.00 | 152,220.00 | |||
| OWENS-BROCKWAY | 232,000.00 | 236,314.04 | |||
| OWENS-BROCKWAY | 400,000.00 | 405,578.00 | |||
| OWENS-BROCKWAY | 94,000.00 | 92,360.59 | |||
| P&L DEV LLC/PLD FIN CORP | 250,000.00 | 230,258.75 | |||
| PAR PHARMACEUTICAL INC | 810,000.00 | 758,868.75 | |||
| PARK INTERMED HOLDINGS | 275,000.00 | 273,248.25 | |||
| PARK INTERMED HOLDINGS | 175,000.00 | 164,053.75 | |||
| PARK-OHIO INDUSTRIES INC | 400,000.00 | 341,784.00 | |||
| PARKLAND CORP/CANADA | 109,000.00 | 99,810.21 | |||
| PARKLAND CORP/CANADA | 175,000.00 | 160,814.50 | |||
| PARKLAND FUEL CORP | 200,000.00 | 198,898.00 | |||
| PARTY CITY HOLDINGS INC | 200,000.00 | 189,833.00 | |||
| PATRICK INDUSTRIES INC | 200,000.00 | 175,754.00 | |||
| PAYSAFE FIN PLC/PAYSAFE | 375,000.00 | 318,316.87 | |||
| PBF HOLDING CO LLC | 350,000.00 | 356,751.50 | |||
| PBF HOLDING CO LLC | 275,000.00 | 218,282.62 | |||
| PBF LOGISTICS LP/FINANCE | 750,000.00 | 744,562.50 | |||
| PDC ENERGY INC | 163,000.00 | 164,069.26 | |||
| PENN VIRGINIA ESC LLC | 200,000.00 | 209,878.00 | |||
| PENNYMAC FIN SVCS INC | 575,000.00 | 492,430.00 | |||
| PENNYMAC FIN SVCS INC | 100,000.00 | 89,969.50 | |||
| PERFORMANCE FOOD GROUP I | 400,000.00 | 396,750.00 | |||
| PERFORMANCE FOOD GROUP I | 225,000.00 | 202,241.25 | |||
| PG&E CORP | 275,000.00 | 260,837.50 | |||
| PG&E CORP | 275,000.00 | 258,491.75 | |||
| PGT INNOVATIONS INC | 425,000.00 | 401,074.62 | |||
| PICASSO FINANCE SUB INC | 121,000.00 | 122,496.16 | |||
| PILGRIM'S PRIDE CORP | 600,000.00 | 602,064.00 | |||
| PLAYTIKA HOLDING CORP | 275,000.00 | 251,974.25 | |||
| PM GENERAL PURCHASER LLC | 300,000.00 | 289,969.20 | |||
| POLYONE CORP | 200,000.00 | 203,735.00 | |||
| POST HOLDINGS INC | 158,000.00 | 158,580.65 | |||
| POST HOLDINGS INC | 375,000.00 | 361,845.18 | |||
| POST HOLDINGS INC | 150,000.00 | 142,013.25 | |||
| POST HOLDINGS INC | 200,000.00 | 176,038.00 | |||
| POST HOLDINGS INC | 150,000.00 | 130,154.92 | |||
| PRECISION DRILLING CORP | 175,000.00 | 177,398.37 | |||
| PRESIDIO HOLDING INC | 200,000.00 | 196,004.00 | |||
| PRESTIGE BRANDS INC | 300,000.00 | 296,845.50 | |||
| PRESTIGE BRANDS INC | 150,000.00 | 130,560.00 | |||
| PRIME SECSRVC BRW/FINANC | 150,000.00 | 150,756.75 | |||
| PRIME SECSRVC BRW/FINANC | 325,000.00 | 292,153.87 | |||
| PRIME SECSRVC BRW/FINANC | 500,000.00 | 482,815.00 | |||
| PRIME SECURITY ONE MS IN | 675,000.00 | 622,265.62 | |||
| PRIMO WATER HOLDINGS INC | 300,000.00 | 270,369.00 | |||
| QUEBECOR MEDIA INC | 250,000.00 | 254,705.00 | |||
| QUICKEN LOANS LLC/QUICKN | 125,000.00 | 111,403.75 | |||
| QUICKEN LOANS LLC/QUICKN | 375,000.00 | 330,485.62 | |||
| RACKSPACE TECHNOLOGY | 275,000.00 | 245,542.00 | |||
| RADIAN GROUP INC | 225,000.00 | 224,789.62 | |||
| RADIAN GROUP INC | 50,000.00 | 52,183.00 | |||
| RADIAN GROUP INC | 300,000.00 | 299,076.00 | |||
| RADIATE HOLDCO / FINANCE | 200,000.00 | 191,234.00 | |||
| RANGE RESOURCES CORP | 425,000.00 | 464,010.75 | |||
| RANGE RESOURCES CORP | 175,000.00 | 172,567.50 | |||
| REALOGY GROUP/CO-ISSUER | 250,000.00 | 250,932.50 | |||
| REALOGY GROUP/CO-ISSUER | 450,000.00 | 425,259.00 | |||
| REALOGY GROUP/CO-ISSUER | 275,000.00 | 253,382.25 | |||
| RITCHIE BROS HLDGS INC | 250,000.00 | 244,051.25 | |||
| RLJ LODGING TRUST LP | 175,000.00 | 166,019.87 | |||
| RLJ LODGING TRUST LP | 225,000.00 | 208,573.87 | |||
| ROCKCLIFF ENERGY II LLC | 175,000.00 | 175,179.62 | |||
| ROCKETMTGE C0-ISSUER INC | 125,000.00 | 113,281.25 | |||
| ROLLS-ROYCE PLC | 200,000.00 | 199,995.00 | |||
| ROYAL CARIBBEAN CRUISES | 125,000.00 | 118,269.37 | |||
| ROYAL CARIBBEAN CRUISES | 800,000.00 | 746,728.00 | |||
| ROYAL CARIBBEAN CRUISES | 375,000.00 | 390,686.25 | |||
| ROYAL CARIBBEAN CRUISES | 325,000.00 | 282,140.62 | |||
| ROYAL CARIBBEAN CRUISES | 850,000.00 | 792,684.50 | |||
| RYAN SPECIALTY GROUP | 75,000.00 | 70,781.25 | |||
| SABRE GLBL INC | 150,000.00 | 163,677.00 | |||
| SABRE GLBL INC | 125,000.00 | 128,474.93 | |||
| SANJEL CORP ZCPN | 15,000.00 | 0.00 | |||
| SBA COMMUNICATIONS CORP | 300,000.00 | 289,080.00 | |||
| SBA COMMUNICATIONS CORP | 175,000.00 | 157,269.87 | |||
| SCIH SALT HOLDINGS INC | 375,000.00 | 351,039.37 | |||
| SCIL IV LLC / SCIL USA H | 200,000.00 | 184,709.00 | |||
| SCOTTS MIRACLE-GRO CO | 700,000.00 | 606,301.50 | |||
| SEAGATE HDD CAYMAN | 150,000.00 | 134,617.50 | |||
| SEAGATE HDD CAYMAN | 150,000.00 | 132,816.75 | |||
| SEALED AIR CORP | 375,000.00 | 384,862.50 | |||
| SEALED AIR CORP | 225,000.00 | 218,614.50 | |||
| SEASPAN CORP | 375,000.00 | 350,160.00 | |||
| SENSATA TECH INC | 150,000.00 | 142,760.25 | |||
| SENSATA TECHNOLOGIES BV | 225,000.00 | 210,656.25 | |||
| SENSATA TECHNOLOGIES INC | 150,000.00 | 136,680.75 | |||
| SERVICE CORP INTL | 300,000.00 | 302,529.00 | |||
| SERVICE CORP INTL | 275,000.00 | 248,183.37 | |||
| SERVICE CORP INTL | 200,000.00 | 184,252.00 | |||
| SERVICE PROPERTIES TRUST | 200,000.00 | 208,850.00 | |||
| SERVICE PROPERTIES TRUST | 225,000.00 | 209,651.62 | |||
| SERVICE PROPERTIES TRUST | 175,000.00 | 157,766.87 | |||
| SERVICE PROPERTIES TRUST | 100,000.00 | 95,625.00 | |||
| SERVICE PROPERTIES TRUST | 925,000.00 | 783,373.25 | |||
| SERVICE PROPERTIES TRUST | 150,000.00 | 122,529.75 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 141,858.00 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 138,636.75 | |||
| SIMMONS FOOD INC/SIMMONS | 200,000.00 | 182,748.00 | |||
| SINCLAIR TELEVISION GROU | 150,000.00 | 145,737.75 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 339,033.75 | |||
| SINCLAIR TELEVISION GROU | 125,000.00 | 108,686.25 | |||
| SINCLAIR TELEVISION GROU | 275,000.00 | 243,012.00 | |||
| SIRIUS XM RADIO INC | 350,000.00 | 328,713.00 | |||
| SIRIUS XM RADIO INC | 300,000.00 | 298,209.00 | |||
| SIRIUS XM RADIO INC | 75,000.00 | 70,110.00 | |||
| SIRIUS XM RADIO INC | 775,000.00 | 777,782.25 | |||
| SIRIUS XM RADIO INC | 450,000.00 | 403,283.25 | |||
| SIZZLING PLATT/FIN CO | 350,000.00 | 319,823.00 | |||
| SLM CORP | 400,000.00 | 407,698.00 | |||
| SLM CORP | 90,000.00 | 74,677.05 | |||
| SM ENERGY CO | 950,000.00 | 967,860.00 | |||
| SM ENERGY CO | 125,000.00 | 128,574.37 | |||
| SONIC AUTOMOTIVE INC | 125,000.00 | 114,186.87 | |||
| SONIC AUTOMOTIVE INC | 125,000.00 | 112,341.25 | |||
| SOTHEBY'S | 200,000.00 | 201,405.00 | |||
| SOUTHWESTERN ENERGY | 150,000.00 | 151,872.00 | |||
| SOUTHWESTERN ENERGY CO | 37,000.00 | 38,536.42 | |||
| SOUTHWESTERN ENERGY CO | 100,000.00 | 109,999.50 | |||
| SOUTHWESTERN ENERGY CO | 450,000.00 | 455,031.00 | |||
| SOUTHWESTERN ENERGY CO | 350,000.00 | 345,602.25 | |||
| SPCM SA | 200,000.00 | 184,749.00 | |||
| SPCM SA | 200,000.00 | 179,939.00 | |||
| SPECIALTY BUILDING PRODU | 500,000.00 | 503,065.00 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 70,075.12 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 71,533.50 | |||
| SPECTRUM BRANDS INC | 125,000.00 | 109,210.62 | |||
| SPIRIT AEROSYSTEMS INC | 100,000.00 | 100,110.50 | |||
| SPIRIT AEROSYSTEMS INC | 350,000.00 | 357,383.25 | |||
| SPRINGLEAF FINANCE CORP | 150,000.00 | 153,001.50 | |||
| SPRINGLEAF FINANCE CORP | 500,000.00 | 519,995.00 | |||
| SPRINGLEAF FINANCE CORP | 150,000.00 | 157,665.00 | |||
| SPRINGLEAF FINANCE CORP | 375,000.00 | 393,273.75 | |||
| SPRINGLEAF FINANCE CORP | 200,000.00 | 205,823.00 | |||
| SPRINGLEAF FINANCE CORP | 450,000.00 | 429,561.00 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 373,540.37 | |||
| SPRINT CAPITAL CORP | 450,000.00 | 597,055.50 | |||
| SPRINT COMMUNICATIONS | 225,000.00 | 227,254.50 | |||
| SPRINT CORP | 150,000.00 | 159,237.75 | |||
| SPRINT CORP | 550,000.00 | 589,341.50 | |||
| SPRINT CORP | 125,000.00 | 139,512.50 | |||
| SRM ESCROW ISSUER LLC | 650,000.00 | 633,964.50 | |||
| SRS DISTRIBUTION INC | 150,000.00 | 142,286.25 | |||
| SS&C TECHNOLOGIES INC | 625,000.00 | 628,125.00 | |||
| STANDARD INDUSTRIES INC | 125,000.00 | 123,115.00 | |||
| STANDARD INDUSTRIES INC | 775,000.00 | 739,001.25 | |||
| STANDARD INDUSTRIES INC | 425,000.00 | 389,472.12 | |||
| STANDARD INDUSTRIES INC | 275,000.00 | 238,185.75 | |||
| STAPLES INC | 650,000.00 | 618,374.25 | |||
| STAPLES INC | 500,000.00 | 438,477.50 | |||
| STL HOLDING CO LLC | 300,000.00 | 301,500.00 | |||
| STUDIO CITY FINANCE LTD | 400,000.00 | 303,532.00 | |||
| SUMMIT MATERIALS LLC/FIN | 37,000.00 | 37,758.68 | |||
| SUMMIT MATERIALS LLC/FIN | 200,000.00 | 199,535.00 | |||
| SUNNOVA ENERGY CORP | 200,000.00 | 188,510.00 | |||
| SUNOCO LP/FINANCE CORP | 125,000.00 | 116,091.87 | |||
| SUNOCO LP/FINANCE CORP | 275,000.00 | 252,575.12 | |||
| SUPERIOR PLUS/GEN PRTNR | 200,000.00 | 187,274.00 | |||
| SYNAPTICS INC | 200,000.00 | 188,002.00 | |||
| T-MOBILE USA INC | 200,000.00 | 188,417.00 | |||
| T-MOBILE USA INC | 200,000.00 | 190,761.00 | |||
| T-MOBILE USA INC | 175,000.00 | 177,639.00 | |||
| T-MOBILE USA INC | 200,000.00 | 187,345.00 | |||
| T-MOBILE USA INC | 200,000.00 | 187,345.00 | |||
| T-MOBILE USA INC | 25,000.00 | 23,287.00 | |||
| T-MOBILE USA INC | 200,000.00 | 186,296.00 | |||
| TALEN ENERGY SUPPLY LLC | 225,000.00 | 71,634.37 | |||
| TALEN ENERGY SUPPLY LLC | 450,000.00 | 405,864.00 | |||
| TALEN ENERGY SUPPLY LLC | 125,000.00 | 110,836.25 | |||
| TALEN ENERGY SUPPLY LLC | 50,000.00 | 45,312.75 | |||
| TALLGRASS NRG PRTNR/FIN | 150,000.00 | 155,981.25 | |||
| TALLGRASS NRG PRTNR/FIN | 275,000.00 | 264,937.06 | |||
| TALLGRASS NRG PRTNR/FIN | 175,000.00 | 166,477.50 | |||
| TALOS PRODUCTION INC | 300,000.00 | 320,014.50 | |||
| TAP ROCK RESOURCES LLC | 300,000.00 | 309,486.00 | |||
| TARGA RESOURCES PARTNERS | 400,000.00 | 406,920.00 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 214,896.00 | |||
| TARGA RESOURCES PARTNERS | 175,000.00 | 182,483.87 | |||
| TARGA RESOURCES PARTNERS | 300,000.00 | 304,144.50 | |||
| TARGA RESOURCES PARTNERS | 894,000.00 | 860,644.86 | |||
| TAYLOR MORRISON | 125,000.00 | 128,971.87 | |||
| TAYLOR MORRISON COMM | 150,000.00 | 153,613.02 | |||
| TAYLOR MORRISON COMM | 150,000.00 | 148,718.25 | |||
| TEGNA INC | 100,000.00 | 99,493.50 | |||
| TEGNA INC | 475,000.00 | 472,342.37 | |||
| TEGNA INC | 200,000.00 | 199,312.00 | |||
| TEINE ENERGY LTD | 275,000.00 | 277,387.00 | |||
| TELECOM ITALIA CAPITAL | 725,000.00 | 696,453.12 | |||
| TELESAT CANADA/TELESAT L | 150,000.00 | 113,580.00 | |||
| TELESAT CANADA/TELESAT L | 150,000.00 | 108,280.50 | |||
| TELESAT CANADA/TELESAT L | 375,000.00 | 178,852.50 | |||
| TEMPUR SEALY INTL INC | 200,000.00 | 182,760.00 | |||
| TEMPUR SEALY INTL INC | 225,000.00 | 192,660.75 | |||
| TENET HEALTHCARE CORP | 206,000.00 | 206,253.38 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 125,472.50 | |||
| TENET HEALTHCARE CORP | 275,000.00 | 277,406.25 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 357,763.00 | |||
| TENET HEALTHCARE CORP | 775,000.00 | 781,006.25 | |||
| TENET HEALTHCARE CORP | 150,000.00 | 146,100.00 | |||
| TENET HEALTHCARE CORP | 275,000.00 | 261,222.50 | |||
| TENNECO INC | 200,000.00 | 196,748.00 | |||
| TENNECO INC | 250,000.00 | 263,453.75 | |||
| TENNECO INC | 325,000.00 | 321,332.37 | |||
| TEREX CORP | 325,000.00 | 305,214.00 | |||
| TERRAFORM POWER OPERATIN | 175,000.00 | 173,025.12 | |||
| TERRAFORM POWER OPERATIN | 350,000.00 | 333,994.50 | |||
| TOPBUILD CORP | 175,000.00 | 159,908.00 | |||
| TRANSDIGM INC | 200,000.00 | 208,979.00 | |||
| TRANSDIGM INC | 500,000.00 | 507,340.00 | |||
| TRANSDIGM INC | 550,000.00 | 564,638.25 | |||
| TRANSDIGM INC | 1,200,000.00 | 1,174,800.00 | |||
| TRANSDIGM INC | 425,000.00 | 392,600.12 | |||
| TRANSDIGM INC | 550,000.00 | 513,526.75 | |||
| TRANSOCEAN GUARDIAN LTD | 181,919.14 | 176,530.69 | |||
| TRANSOCEAN POSEIDON | 117,187.50 | 115,838.08 | |||
| TRAVEL + LEISURE CO | 200,000.00 | 186,751.00 | |||
| TRI POINTE GROUP INC | 200,000.00 | 198,099.00 | |||
| TRI POINTE GROUP INC | 125,000.00 | 123,250.00 | |||
| TRI POINTE HOLDINGS INC | 100,000.00 | 103,794.00 | |||
| TRIMAS CORP | 250,000.00 | 227,202.50 | |||
| TRINSEO OP / TRINSEO FIN | 150,000.00 | 137,478.00 | |||
| TRONOX INC | 375,000.00 | 346,116.00 | |||
| TTM TECHNOLOGIES INC | 225,000.00 | 207,299.25 | |||
| TWITTER INC | 575,000.00 | 565,621.75 | |||
| UBER TECHNOLOGIES INC | 450,000.00 | 420,300.00 | |||
| UNITED AIRLINES HOLDINGS | 25,000.00 | 24,594.87 | |||
| UNITED AIRLINES INC | 200,000.00 | 193,023.00 | |||
| UNITED AIRLINES INC | 200,000.00 | 185,759.98 | |||
| UNITED RENTALS NORTH AM | 175,000.00 | 180,612.25 | |||
| UNITED RENTALS NORTH AM | 375,000.00 | 351,888.75 | |||
| UNITED RENTALS NORTH AM | 125,000.00 | 114,610.00 | |||
| UNITED WHOLESALE MTGE LL | 100,000.00 | 92,130.50 | |||
| UNITED WHOLESALE MTGE LL | 300,000.00 | 262,965.00 | |||
| UNITI GROUP/CSL CAPITAL | 200,000.00 | 187,238.00 | |||
| UNIVAR SOLUTIONS USA INC | 175,000.00 | 174,840.75 | |||
| UNIVISION COMMUNICATIONS | 450,000.00 | 446,051.25 | |||
| UNIVISION COMMUNICATIONS | 150,000.00 | 158,100.00 | |||
| UNIVISION COMMUNICATIONS | 300,000.00 | 309,433.50 | |||
| UNIVISION COMMUNICATIONS | 225,000.00 | 210,364.87 | |||
| UPC BROADBAND FINCO BV | 400,000.00 | 375,522.00 | |||
| UPC HOLDING BV | 723,000.00 | 710,121.56 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 198,991.62 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 199,982.00 | |||
| VALEANT PHARMACEUTICALS | 825,000.00 | 849,234.37 | |||
| VENATOR FIN SARL/VENATOR | 175,000.00 | 141,109.50 | |||
| VENTURE GLOBAL CALCASIEU | 275,000.00 | 262,963.25 | |||
| VENTURE GLOBAL CALCASIEU | 200,000.00 | 193,745.00 | |||
| VENTURE GLOBAL CALCASIEU | 250,000.00 | 234,295.00 | |||
| VERICAST MERGER SUB INC | 530,250.00 | 517,656.56 | |||
| VERITAS US INC/BERMUDA L | 1,000,000.00 | 930,050.00 | |||
| VIASAT INC | 150,000.00 | 146,922.00 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 98,141.00 | |||
| VICI PROPERTIES / NOTE | 150,000.00 | 148,881.75 | |||
| VICI PROPERTIES / NOTE | 250,000.00 | 242,233.75 | |||
| VICI PROPERTIES / NOTE | 275,000.00 | 275,467.50 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 96,342.50 | |||
| VIDEOTRON LTD | 150,000.00 | 152,484.00 | |||
| VIDEOTRON LTD / LTEE | 75,000.00 | 75,306.00 | |||
| VIDTRON LTD/VIDTRON LTEE | 350,000.00 | 322,133.00 | |||
| VIKING CRUISES LTD | 75,000.00 | 70,153.50 | |||
| VIKING CRUISES LTD | 300,000.00 | 331,785.00 | |||
| VIKING OCEAN CRUISES SHI | 125,000.00 | 113,446.87 | |||
| VIPER ENERGY PARTNERS LP | 375,000.00 | 383,671.87 | |||
| VISTRA CORP | 225,000.00 | 218,470.50 | |||
| VISTRA OPERATIONS CO LLC | 500,000.00 | 496,420.00 | |||
| VISTRA OPERATIONS CO LLC | 375,000.00 | 365,601.56 | |||
| VISTRA OPERATIONS CO LLC | 375,000.00 | 351,110.62 | |||
| VMED O2 UK FINAN | 600,000.00 | 564,141.00 | |||
| VOC ESCROW LTD | 300,000.00 | 276,660.00 | |||
| VODAFONE GROUP PLC | 925,000.00 | 1,017,476.87 | |||
| WEATHERFORD INTERNATIONA | 275,000.00 | 276,067.00 | |||
| WESCO DISTRIBUTION INC | 350,000.00 | 364,981.75 | |||
| WESCO DISTRIBUTION INC | 300,000.00 | 318,690.00 | |||
| WESTERN GLOBAL AIRLINES | 250,000.00 | 271,567.50 | |||
| WESTERN MIDSTREAM OPERAT | 575,000.00 | 567,297.87 | |||
| WESTERN MIDSTREAM OPERAT | 100,000.00 | 98,803.00 | |||
| WESTERN MIDSTREAM OPERAT | 100,000.00 | 97,378.75 | |||
| WESTERN MIDSTREAM OPERAT | 225,000.00 | 219,841.87 | |||
| WESTERN MIDSTREAM OPERAT | 200,000.00 | 193,564.00 | |||
| WILLIAMS SCOTSMAN INTL | 200,000.00 | 194,562.50 | |||
| WINDSTREAM ESCROW LLC | 200,000.00 | 197,761.00 | |||
| WMG ACQUISITION CORP | 250,000.00 | 235,992.50 | |||
| WMG ACQUISITION CORP | 250,000.00 | 223,438.75 | |||
| WR GRACE HOLDING LLC | 550,000.00 | 531,437.50 | |||
| WW INTERNATIONAL INC | 175,000.00 | 141,757.87 | |||
| WYNDHAM DESTINATIONS INC | 275,000.00 | 287,725.62 | |||
| WYNN LAS VEGAS LLC/CORP | 325,000.00 | 320,450.00 | |||
| WYNN LAS VEGAS LLC/CORP | 375,000.00 | 360,603.75 | |||
| WYNN RESORTS FINANCE LLC | 200,000.00 | 207,180.00 | |||
| WYNN RESORTS FINANCE LLC | 75,000.00 | 69,696.75 | |||
| XEROX HOLDINGS CORP | 250,000.00 | 250,520.00 | |||
| XEROX HOLDINGS CORP | 250,000.00 | 242,261.25 | |||
| XHR LP | 200,000.00 | 204,224.00 | |||
| XHR LP | 100,000.00 | 96,368.00 | |||
| XPO LOGISTICS INC | 350,000.00 | 361,156.25 | |||
| YUM! BRANDS INC | 50,000.00 | 51,971.25 | |||
| YUM! BRANDS INC | 150,000.00 | 136,302.75 | |||
| YUM! BRANDS INC | 275,000.00 | 275,000.00 | |||
| ZIGGO BOND CO BV | 200,000.00 | 181,381.00 | |||
| ZIGGO BV | 400,000.00 | 369,694.00 | |||
| 小計 | 銘柄数:844 | 251,369,701.64 | 242,763,164.75 | ||
| (29,675,369,259) | |||||
| 組入時価比率:96.4% | 100.0% | ||||
| 合計 | 29,675,369,259 | ||||
| (29,675,369,259) | |||||
| (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
| 種類 | 2022年 3月28日現在 | |||
| 契約額等(円) | 時価(円) | 評価損益(円) | ||
| うち1年超 | ||||
| 市場取引以外の取引 | ||||
| 為替予約取引 | ||||
| 売建 | 231,192,000 | - | 232,250,490 | △1,058,490 |
| 米ドル | 231,192,000 | - | 232,250,490 | △1,058,490 |
| 合計 | 231,192,000 | - | 232,250,490 | △1,058,490 |
| (注)時価の算定方法 |
| 1為替予約取引 |
| 1)計算日において対顧客先物相場の仲値が発表されている外貨については以下のように評価しております。 |
| ①計算日において為替予約の受渡日(以下「当該日」といいます)の対顧客先物相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。 |
| ②計算日において当該日の対顧客先物相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されている場合には、当該日に最も近い前後二つの対顧客先物相場の仲値をもとに計算したレートを用いております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物相場の仲値を用いております。 |
| 2)計算日に対顧客先物相場の仲値が発表されていない外貨については、計算日の対顧客相場の仲値で評価しております。 |
| ※上記取引でヘッジ会計が適用されているものはございません。 |
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