有価証券報告書(内国投資信託受益証券)-第32期(令和1年9月18日-令和2年3月16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
| (2020年 3月16日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 894,796,918 |
| コール・ローン | 264,011,797 |
| 社債券 | 22,786,472,343 |
| 未収入金 | 11,221,808 |
| 未収利息 | 368,394,675 |
| 前払費用 | 28,841,398 |
| 流動資産合計 | 24,353,738,939 |
| 資産合計 | 24,353,738,939 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 1,867,000 |
| 未払金 | 118,937,375 |
| 未払解約金 | 119,000,000 |
| 未払利息 | 533 |
| 流動負債合計 | 239,804,908 |
| 負債合計 | 239,804,908 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,354,035,375 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 20,759,898,656 |
| 元本等合計 | 24,113,934,031 |
| 純資産合計 | 24,113,934,031 |
| 負債純資産合計 | 24,353,738,939 |
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 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額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。 |
| (貸借対照表に関する注記) |
| 2020年 3月16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 | 7.1895円 | ||
| (10,000口当たり純資産額) | (71,895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 2019年 9月18日 至 2020年 3月16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 |
| 2020年 3月16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 |
| 2020年 3月16日現在 | |
| 期首 | 2019年 9月18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 | 3,248,434,873円 |
| 同期中における追加設定元本額 | 568,886,196円 |
| 同期中における一部解約元本額 | 463,285,694円 |
| 期末元本額 | 3,354,035,375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 | 190,694,751円 |
| ハイ・イールド ボンド オープンBコース | 494,041,500円 |
| ハイ・イールド ボンド オープンCコース | 17,486,405円 |
| ハイ・イールド ボンド オープンDコース | 165,898,203円 |
| ハイブリッド・インカムオープン | 97,540,086円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 233,839,313円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 227,117,215円 |
| ハイ・イールド ボンド オープン Aコース(野村SMA・EW向け) | 1,009,768,270円 |
| ハイ・イールド ボンド オープン Bコース(野村SMA・EW向け) | 917,649,632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(2020年3月16日現在) |
該当事項はありません。
| (2)株式以外の有価証券(2020年3月16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 | 600,000.00 | 596,250.00 | |
| 1011778 BC / NEW RED FIN | 825,000.00 | 807,468.75 | |||
| 1011778 BC / NEW RED FIN | 175,000.00 | 167,029.78 | |||
| ACI WORLDWIDE INC | 150,000.00 | 152,641.41 | |||
| ACRISURE LLC / FIN INC | 600,000.00 | 605,079.00 | |||
| ADAMS HOMES INC | 150,000.00 | 149,022.55 | |||
| ADVANCED DRAINAGE SYSTEM | 100,000.00 | 100,187.50 | |||
| AG ISSUER LLC | 200,000.00 | 185,325.00 | |||
| AHERN RENTALS INC | 300,000.00 | 220,265.40 | |||
| AIR CANADA | 625,000.00 | 616,017.18 | |||
| ALBERTSONS COS LLC/SAFEW | 275,000.00 | 280,672.56 | |||
| ALBERTSONS COS LLC/SAFEW | 525,000.00 | 520,836.75 | |||
| ALBERTSONS COS LLC/SAFEW | 100,000.00 | 106,562.75 | |||
| ALBERTSONS COS LLC/SAFEW | 175,000.00 | 180,753.12 | |||
| ALBERTSONS COS/SAFEWAY | 175,000.00 | 171,672.14 | |||
| ALBERTSONS COS/SAFEWAY | 675,000.00 | 639,984.36 | |||
| ALBERTSONS COS/SAFEWAY | 175,000.00 | 172,109.64 | |||
| ALCOA NEDERLAND HOLDING | 375,000.00 | 361,040.62 | |||
| ALCOA NEDERLAND HOLDING | 200,000.00 | 181,751.94 | |||
| ALGECO SCOTSMAN GLOB FIN | 374,000.00 | 351,676.87 | |||
| ALLEGHENY TECHNOLOGIES | 150,000.00 | 145,451.62 | |||
| ALLIANCE DATA SYSTEMS CO | 200,000.00 | 182,696.74 | |||
| ALLIED UNIVERSAL HOLDCO | 1,300,000.00 | 1,330,384.23 | |||
| ALLY FINANCIAL INC | 150,000.00 | 145,982.25 | |||
| ALLY FINANCIAL INC | 175,000.00 | 178,110.62 | |||
| ALLY FINANCIAL INC | 225,000.00 | 278,826.45 | |||
| ALTICE FINANCING SA | 800,000.00 | 792,500.00 | |||
| ALTICE FINANCING SA | 400,000.00 | 380,201.48 | |||
| ALTICE FRANCE SA | 1,375,000.00 | 1,385,690.62 | |||
| ALTICE FRANCE SA | 675,000.00 | 691,959.37 | |||
| ALTICE FRANCE SA | 1,025,000.00 | 996,171.87 | |||
| AMC ENTERTAINMENT HOLDIN | 525,000.00 | 306,795.56 | |||
| AMC NETWORKS INC | 700,000.00 | 667,014.60 | |||
| AMERICAN AIRLINES GROUP | 300,000.00 | 263,620.50 | |||
| AMERICAN WOODMARK CORP | 275,000.00 | 272,984.25 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 143,155.87 | |||
| AMERIGAS PART/FIN CORP | 300,000.00 | 274,209.00 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 141,416.25 | |||
| AMERIGAS PART/FIN CORP | 175,000.00 | 164,412.50 | |||
| AMKOR TECHNOLOGY INC | 100,000.00 | 100,719.02 | |||
| AMSTED INDUSTRIES | 100,000.00 | 102,437.50 | |||
| ANIXTER INC | 100,000.00 | 105,373.50 | |||
| ANTERO MIDSTREAM PART/FI | 350,000.00 | 206,062.50 | |||
| ANTERO MIDSTREAM PART/FI | 150,000.00 | 83,155.87 | |||
| ANTERO MIDSTREAM PART/FI | 325,000.00 | 180,171.06 | |||
| ANTERO RESOURCES FINANCE | 300,000.00 | 147,998.25 | |||
| APERGY CORP | 75,000.00 | 76,530.00 | |||
| ARAMARK SERVICES INC | 400,000.00 | 360,092.00 | |||
| ARCHROCK PARTNERS LP/FIN | 200,000.00 | 166,445.00 | |||
| ARCHROCK PARTNERS LP/FIN | 200,000.00 | 166,991.24 | |||
| ARCONIC INC | 200,000.00 | 218,247.88 | |||
| ARCONIC ROLLED PRODUCTS | 125,000.00 | 123,871.87 | |||
| ARDAGH PKG FIN/HLDGS USA | 1,000,000.00 | 971,875.00 | |||
| ARROW BIDCO LLC | 75,000.00 | 60,280.12 | |||
| ASBURY AUTOMOTIVE GROUP | 100,000.00 | 95,375.50 | |||
| ASBURY AUTOMOTIVE GROUP | 100,000.00 | 95,369.50 | |||
| ASCENT RESOURCES/ARU FIN | 341,000.00 | 184,361.65 | |||
| ASCENT RESOURCES/ARU FIN | 275,000.00 | 80,924.58 | |||
| ASGN INCORPORATED | 650,000.00 | 600,531.74 | |||
| AVANTOR INC | 425,000.00 | 438,493.75 | |||
| AVIS BUDGET CAR/FINANCE | 100,000.00 | 86,437.25 | |||
| AVON INTERNATIONAL CAPIT | 100,000.00 | 93,437.25 | |||
| BANK OF AMERICA CORP | 50,000.00 | 50,709.25 | |||
| BANK OF AMERICA CORP | 650,000.00 | 672,876.75 | |||
| BANK OF AMERICA CORP | 100,000.00 | 107,583.50 | |||
| BANK OF AMERICA CORP | 125,000.00 | 121,163.12 | |||
| BARCLAYS PLC | 650,000.00 | 614,701.75 | |||
| BASIC ENERGY SERVICES | 75,000.00 | 47,625.00 | |||
| BAUSCH HEALTH AMERICAS | 200,000.00 | 211,788.04 | |||
| BAUSCH HEALTH COS INC | 14,000.00 | 13,915.59 | |||
| BAUSCH HEALTH COS INC | 550,000.00 | 533,099.16 | |||
| BAUSCH HEALTH COS INC | 1,275,000.00 | 1,291,533.81 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 199,751.00 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 190,303.24 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 204,006.44 | |||
| BAUSCH HEALTH COS INC | 425,000.00 | 405,324.07 | |||
| BCD ACQUISITION INC | 300,000.00 | 299,061.75 | |||
| BEACON ESCROW CORP | 350,000.00 | 324,187.50 | |||
| BEACON ROOFING SUPPLY IN | 100,000.00 | 97,123.50 | |||
| BEAZER HOMES USA | 650,000.00 | 613,437.50 | |||
| BEAZER HOMES USA | 400,000.00 | 381,748.99 | |||
| BERRY GLOBAL ESCROW CORP | 300,000.00 | 306,561.75 | |||
| BERRY GLOBAL ESCROW CORP | 100,000.00 | 100,916.75 | |||
| BERRY GLOBAL INC | 150,000.00 | 144,298.50 | |||
| BIG RIVER STEEL/BRS FIN | 225,000.00 | 218,927.81 | |||
| BLUE RACER MID LLC/FINAN | 50,000.00 | 38,218.62 | |||
| BLUE RACER MID LLC/FINAN | 75,000.00 | 43,698.55 | |||
| BMC EAST LLC | 1,075,000.00 | 1,084,446.56 | |||
| BOMBARDIER INC | 200,000.00 | 189,354.24 | |||
| BOMBARDIER INC | 85,000.00 | 78,435.55 | |||
| BOMBARDIER INC | 275,000.00 | 236,700.39 | |||
| BOYD GAMING CORP | 825,000.00 | 777,789.37 | |||
| BOYD GAMING CORP | 325,000.00 | 302,197.18 | |||
| BOYD GAMING CORP | 275,000.00 | 237,108.30 | |||
| BOYNE USA INC | 175,000.00 | 181,343.75 | |||
| BROOKFIELD RESID PROPERT | 150,000.00 | 128,530.87 | |||
| BROOKFIELD RESIDENTIAL | 125,000.00 | 125,527.25 | |||
| BUILDERS FIRSTSOURCE INC | 202,000.00 | 208,438.75 | |||
| BUILDERS FIRSTSOURCE INC | 100,000.00 | 97,302.52 | |||
| BWAY HOLDING CO | 1,025,000.00 | 983,756.55 | |||
| CALFRAC HOLDINGS LP | 325,000.00 | 63,138.14 | |||
| CALLON PETROLEUM CO | 300,000.00 | 91,125.00 | |||
| CALLON PETROLEUM CO | 325,000.00 | 85,365.31 | |||
| CALPINE CORP | 500,000.00 | 483,385.60 | |||
| CALPINE CORP | 425,000.00 | 407,204.18 | |||
| CALPINE CORP | 425,000.00 | 387,240.32 | |||
| CALPINE CORP | 550,000.00 | 506,541.03 | |||
| CAMELOT FINANCE SA | 275,000.00 | 271,047.56 | |||
| CAPITOL INV MERGER SUB 2 | 125,000.00 | 123,443.12 | |||
| CARDTRONICS INC / USA | 125,000.00 | 124,848.43 | |||
| CARGO AIRCRAFT MANAGEMEN | 150,000.00 | 143,540.05 | |||
| CARLSON TRAVEL INC | 200,000.00 | 147,842.50 | |||
| CARRIZO OIL & GAS INC | 450,000.00 | 136,407.37 | |||
| CARRIZO OIL & GAS INC | 75,000.00 | 21,326.25 | |||
| CATALENT PHARMA SOLUTION | 175,000.00 | 172,994.06 | |||
| CATALENT PHARMA SOLUTION | 75,000.00 | 74,109.37 | |||
| CCO HLDGS LLC/CAP CORP | 300,000.00 | 301,002.75 | |||
| CCO HLDGS LLC/CAP CORP | 50,000.00 | 50,710.90 | |||
| CCO HLDGS LLC/CAP CORP | 500,000.00 | 511,589.00 | |||
| CCO HLDGS LLC/CAP CORP | 150,000.00 | 150,799.12 | |||
| CCO HLDGS LLC/CAP CORP | 675,000.00 | 680,248.12 | |||
| CCO HLDGS LLC/CAP CORP | 800,000.00 | 795,724.00 | |||
| CCO HLDGS LLC/CAP CORP | 225,000.00 | 229,359.37 | |||
| CCO HLDGS LLC/CAP CORP | 400,000.00 | 392,750.00 | |||
| CCO HLDGS LLC/CAP CORP | 1,000,000.00 | 985,875.00 | |||
| CCO HLDGS LLC/CAP CORP | 600,000.00 | 589,228.50 | |||
| CCO HOLDINGS LLC | 1,075,000.00 | 1,088,141.87 | |||
| CDK GLOBAL INC | 150,000.00 | 152,274.37 | |||
| CDK GLOBAL INC | 50,000.00 | 51,211.75 | |||
| CDW LLC/CDW FINANCE | 900,000.00 | 900,837.00 | |||
| CDW LLC/CDW FINANCE | 150,000.00 | 149,218.20 | |||
| CEDAR FAIR LP | 100,000.00 | 84,812.50 | |||
| CEDAR FAIR LP/CANADA'S W | 375,000.00 | 348,476.70 | |||
| CENTENE CORP | 450,000.00 | 444,498.75 | |||
| CENTENE CORP | 175,000.00 | 179,560.27 | |||
| CENTENE CORP | 450,000.00 | 459,803.25 | |||
| CENTENE CORP | 550,000.00 | 562,767.53 | |||
| CENTENE CORP | 375,000.00 | 358,494.18 | |||
| CENTENE ESCROW I CORP | 800,000.00 | 821,900.00 | |||
| CENTRAL GARDEN & PET CO | 150,000.00 | 152,132.70 | |||
| CENTURY COMMUNITIES | 225,000.00 | 219,093.75 | |||
| CENTURY COMMUNITIES | 325,000.00 | 332,972.64 | |||
| CENTURYLINK INC | 250,000.00 | 255,130.30 | |||
| CENTURYLINK INC | 975,000.00 | 964,638.18 | |||
| CENTURYLINK INC | 200,000.00 | 212,354.24 | |||
| CENTURYLINK INC | 275,000.00 | 296,784.95 | |||
| CENTURYLINK INC | 375,000.00 | 364,156.38 | |||
| CENTURYLINK INC | 150,000.00 | 150,192.55 | |||
| CF INDUSTRIES INC | 325,000.00 | 333,733.56 | |||
| CHANGE HEALTH / FIN INC | 270,000.00 | 259,241.17 | |||
| CHARLES RIVER LABORATORI | 150,000.00 | 157,921.65 | |||
| CHEMOURS CO | 250,000.00 | 218,242.00 | |||
| CHENIERE CORP CHRISTI HD | 500,000.00 | 480,350.05 | |||
| CHENIERE CORP CHRISTI HD | 250,000.00 | 221,422.60 | |||
| CHENIERE CORP CHRISTI HD | 250,000.00 | 222,494.97 | |||
| CHENIERE ENERGY PARTNERS | 550,000.00 | 489,638.87 | |||
| CHENIERE ENERGY PARTNERS | 300,000.00 | 259,372.50 | |||
| CHESAPEAKE ENERGY CORP | 50,000.00 | 23,000.00 | |||
| CHESAPEAKE ENERGY CORP | 200,000.00 | 66,000.00 | |||
| CHS/COMMUNITY HEALTH SYS | 325,000.00 | 313,768.00 | |||
| CHS/COMMUNITY HEALTH SYS | 200,000.00 | 204,062.20 | |||
| CHURCHILL DOWNS INC | 175,000.00 | 156,104.25 | |||
| CINEMARK USA INC | 1,025,000.00 | 923,783.81 | |||
| CIT GROUP INC | 75,000.00 | 74,424.75 | |||
| CITGO PETROLEUM CORP | 275,000.00 | 265,889.93 | |||
| CITIGROUP INC | 325,000.00 | 291,890.62 | |||
| CITIGROUP INC | 775,000.00 | 744,379.75 | |||
| CITIGROUP INC | 350,000.00 | 364,292.25 | |||
| CLEAN HARBORS INC | 100,000.00 | 98,889.50 | |||
| CLEAN HARBORS INC | 50,000.00 | 49,628.75 | |||
| CLEAR CHANNEL WORLDWIDE | 500,000.00 | 500,937.50 | |||
| CLEARWATER SEAFOODS INC | 125,000.00 | 124,218.75 | |||
| CLEARWAY ENERGY OP LLC | 200,000.00 | 205,222.00 | |||
| CLEARWAY ENERGY OP LLC | 325,000.00 | 325,901.87 | |||
| CLEARWAY ENERGY OP LLC | 275,000.00 | 271,780.76 | |||
| CLEAVER-BROOKS INC | 100,000.00 | 94,375.00 | |||
| CLEVELAND-CLIFFS INC | 100,000.00 | 96,812.75 | |||
| CLEVELAND-CLIFFS INC | 225,000.00 | 169,106.62 | |||
| CLIFFS NATURAL RESOURCES | 143,000.00 | 117,488.80 | |||
| CLOUD CRANE LLC | 150,000.00 | 146,742.00 | |||
| CNX MIDSTREAM PTR/CNX | 125,000.00 | 88,771.25 | |||
| CNX RESOURCES CORP | 325,000.00 | 220,391.43 | |||
| COEUR MINING INC | 475,000.00 | 435,514.43 | |||
| COGENT COMMUNICATIONS GR | 475,000.00 | 484,201.93 | |||
| COLFAX CORP | 100,000.00 | 101,623.50 | |||
| COLFAX CORP | 100,000.00 | 102,626.50 | |||
| COMMERCIAL METALS CO | 100,000.00 | 100,574.62 | |||
| COMMERCIAL METALS CO | 200,000.00 | 197,534.00 | |||
| COMMERCIAL METALS CO | 250,000.00 | 250,693.75 | |||
| COMMSCOPE FINANCE LLC | 250,000.00 | 245,771.25 | |||
| COMMSCOPE FINANCE LLC | 250,000.00 | 244,709.92 | |||
| COMMSCOPE FINANCE LLC | 300,000.00 | 280,950.00 | |||
| COMMSCOPE INC | 21,000.00 | 20,776.82 | |||
| COMMSCOPE INC | 625,000.00 | 576,170.31 | |||
| COMMSCOPE TECH FINANCE L | 300,000.00 | 274,046.40 | |||
| COMPASS MINERALS INTERNA | 175,000.00 | 170,745.55 | |||
| CONNECT FINCO SARL/CONNE | 600,000.00 | 556,929.00 | |||
| CONSOL ENERGY INC | 250,000.00 | 218,932.17 | |||
| CONSOLIDATED ENERGY FIN | 150,000.00 | 136,900.50 | |||
| CONSTELLIUM NV | 250,000.00 | 228,618.12 | |||
| COOKE OMEGA/ALPHA VESSEL | 325,000.00 | 326,421.06 | |||
| CRC ESCROW ISSUER LLC | 650,000.00 | 555,184.50 | |||
| CREDIT ACCEPTANC | 125,000.00 | 126,452.02 | |||
| CREDIT ACCEPTANC | 150,000.00 | 151,837.50 | |||
| CREDIT SUISSE GROUP AG | 200,000.00 | 195,328.80 | |||
| CRESTWOOD MID PARTNER LP | 525,000.00 | 411,031.26 | |||
| CRESTWOOD MID PARTNER LP | 250,000.00 | 178,593.12 | |||
| CRESTWOOD MIDSTREAM PART | 300,000.00 | 249,531.36 | |||
| CROWNROCK LP/CROWNROCK F | 500,000.00 | 346,406.25 | |||
| CSC HOLDINGS LLC | 400,000.00 | 428,312.80 | |||
| CSC HOLDINGS LLC | 300,000.00 | 308,438.25 | |||
| CSC HOLDINGS LLC | 1,000,000.00 | 999,025.00 | |||
| CSC HOLDINGS LLC | 600,000.00 | 642,741.00 | |||
| CSC HOLDINGS LLC | 875,000.00 | 887,018.12 | |||
| CSTN MERGER SUB INC | 300,000.00 | 271,125.00 | |||
| CSVC ACQUISITION CORP | 375,000.00 | 151,631.25 | |||
| DAE FUNDING LLC | 325,000.00 | 329,463.87 | |||
| DAE FUNDING LLC | 375,000.00 | 367,256.25 | |||
| DAE FUNDING LLC | 600,000.00 | 587,812.50 | |||
| DANA INC | 125,000.00 | 114,819.83 | |||
| DARLING INGREDIENTS INC | 100,000.00 | 99,527.50 | |||
| DAVITA HEALTHCARE PARTNE | 350,000.00 | 348,869.92 | |||
| DAVITA HEALTHCARE PARTNE | 225,000.00 | 227,371.05 | |||
| DCP MIDSTREAM OPERATING | 475,000.00 | 388,164.77 | |||
| DCP MIDSTREAM OPERATING | 375,000.00 | 264,913.12 | |||
| DELEK LOGISTICS PARTNERS | 175,000.00 | 168,656.25 | |||
| DELL INT LLC/EMC CORP | 25,000.00 | 26,083.43 | |||
| DENBURY RESOURCES INC | 292,000.00 | 130,853.23 | |||
| DIAMOND OFFSHORE DRILL | 175,000.00 | 75,031.25 | |||
| DIAMOND SPORTS GR/DIAMON | 475,000.00 | 369,014.43 | |||
| DIAMOND SPORTS GR/DIAMON | 425,000.00 | 264,037.62 | |||
| DIGICEL LIMITED | 525,000.00 | 378,326.81 | |||
| DISH DBS CORP | 300,000.00 | 298,718.61 | |||
| DISH DBS CORP | 150,000.00 | 142,205.11 | |||
| DISH DBS CORP | 400,000.00 | 384,908.48 | |||
| DISH DBS CORP | 325,000.00 | 319,401.87 | |||
| DONNELLEY FINANCIAL SOL | 775,000.00 | 746,935.31 | |||
| DOWNSTREAM DEVELOPMENT | 175,000.00 | 177,406.25 | |||
| DRAX FINCO PLC | 400,000.00 | 401,690.00 | |||
| EAGLE INT GLO/RUYI US FI | 425,000.00 | 282,093.75 | |||
| EG GLOBAL FINANCE PLC | 200,000.00 | 178,247.00 | |||
| EG GLOBAL FINANCE PLC | 200,000.00 | 186,747.00 | |||
| ELDORADA RESORTS INC | 850,000.00 | 851,062.50 | |||
| ELDORADO RESORTS INC | 150,000.00 | 152,530.87 | |||
| EMBARQ CORP | 350,000.00 | 361,155.37 | |||
| EMC CORP | 134,000.00 | 133,540.54 | |||
| ENDEAVOR ENERGY RESOURCE | 200,000.00 | 144,449.50 | |||
| ENERGIZER GAMMA ACQ INC | 75,000.00 | 75,787.87 | |||
| ENERGIZER HOLDINGS INC | 200,000.00 | 206,450.00 | |||
| ENERGIZER SPINCO INC | 275,000.00 | 276,847.45 | |||
| ENERSYS | 125,000.00 | 121,647.96 | |||
| ENLINK MIDSTREAM LLC | 200,000.00 | 118,747.00 | |||
| ENLINK MIDSTREAM PARTNER | 580,000.00 | 352,423.95 | |||
| ENLINK MIDSTREAM PARTNER | 225,000.00 | 97,733.81 | |||
| ENPRO INDUSTRIES INC | 150,000.00 | 158,601.91 | |||
| ENSIGN DRILLING INC | 550,000.00 | 243,526.25 | |||
| ENTERPRISE DEVELOP AUTH | 750,000.00 | 839,054.62 | |||
| EQUINIX INC | 150,000.00 | 156,426.37 | |||
| ESH HOSPITALITY INC | 395,000.00 | 343,834.86 | |||
| ESH HOSPITALITY INC | 125,000.00 | 103,958.12 | |||
| EW SCRIPPS CO | 175,000.00 | 171,281.25 | |||
| EXELA INTERMED/EXELA FIN | 450,000.00 | 118,687.50 | |||
| EXTERRAN NRG SOLUTIONS/F | 275,000.00 | 221,031.25 | |||
| FAIRSTONE FINANCIAL INC | 325,000.00 | 329,463.87 | |||
| FELCOR LODGING LP | 525,000.00 | 527,214.45 | |||
| FERRELLGAS LP/FERRELLGAS | 175,000.00 | 147,765.18 | |||
| FERRELLGAS LP/FERRELLGAS | 250,000.00 | 206,054.50 | |||
| FINANCIAL & RISK US HOLD | 200,000.00 | 212,012.64 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 178,770.00 | |||
| FIRST QUANTUM MINERALS L | 400,000.00 | 345,500.00 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 172,250.00 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 168,034.00 | |||
| FIRSTCASH INC | 125,000.00 | 127,031.25 | |||
| FIVE POINT OP CO LP/FIVE | 125,000.00 | 107,189.06 | |||
| FORESTAR GROUP INC | 325,000.00 | 344,267.62 | |||
| FORESTAR GROUP INC | 125,000.00 | 116,687.18 | |||
| FORTRESS TRANS & INFRAST | 50,000.00 | 50,343.62 | |||
| FORTRESS TRANS & INFRAST | 200,000.00 | 199,247.00 | |||
| FOXTROT ESCROW ISSUER | 225,000.00 | 198,538.31 | |||
| FREEPORT-MCMORAN C & G | 500,000.00 | 447,586.25 | |||
| FREEPORT-MCMORAN INC | 325,000.00 | 312,998.14 | |||
| FREEPORT-MCMORAN INC | 350,000.00 | 310,844.62 | |||
| FREEPORT-MCMORAN INC | 400,000.00 | 347,683.00 | |||
| FRONT RANGE BIDCO INC | 375,000.00 | 356,127.18 | |||
| FRONTDOOR INC | 125,000.00 | 131,085.93 | |||
| FRONTIER COMMUNICATIONS | 275,000.00 | 264,734.25 | |||
| FRONTIER COMMUNICATIONS | 300,000.00 | 296,903.01 | |||
| FTS INTERNATIONAL INC | 700,000.00 | 276,935.75 | |||
| GARDA WORLD SECURITY | 150,000.00 | 138,509.02 | |||
| GCI LLC | 125,000.00 | 131,091.87 | |||
| GCP APPLIED TECHNOLOGIES | 100,000.00 | 101,487.50 | |||
| GENESIS ENERGY LP/FIN | 125,000.00 | 86,685.46 | |||
| GENWORTH HOLDINGS INC | 750,000.00 | 703,113.75 | |||
| GEO GROUP INC/THE | 250,000.00 | 206,093.12 | |||
| GFL ENVIRONMENTAL INC | 50,000.00 | 50,924.18 | |||
| GLP CAPITAL LP / FIN II | 100,000.00 | 106,937.25 | |||
| GO DADDY OPCO/FINCO | 200,000.00 | 202,375.00 | |||
| GOLDMAN SACHS GROUP INC | 325,000.00 | 305,725.87 | |||
| GRAHAM HOLDINGS CO | 200,000.00 | 203,532.50 | |||
| GRAPHIC PACKAGING INTERN | 100,000.00 | 106,187.50 | |||
| GRAY ESCROW INC | 875,000.00 | 901,031.25 | |||
| GRAY TELEVISION INC | 350,000.00 | 341,569.37 | |||
| GRAY TELEVISION INC | 875,000.00 | 857,740.62 | |||
| GREIF INC | 175,000.00 | 183,706.25 | |||
| GREYSTAR REAL ESTATE PAR | 225,000.00 | 213,257.81 | |||
| GRIFFON CORPORATION | 325,000.00 | 308,124.37 | |||
| GRINDING MED/MC GRINDING | 325,000.00 | 302,410.22 | |||
| GROUP 1 AUTOMOTIVE INC | 725,000.00 | 719,107.56 | |||
| GROUP 1 AUTOMOTIVE INC | 150,000.00 | 153,287.70 | |||
| GULFPORT ENERGY CORP | 125,000.00 | 33,276.56 | |||
| GULFPORT ENERGY CORP | 650,000.00 | 172,723.65 | |||
| GULFPORT ENERGY CORP | 175,000.00 | 47,997.46 | |||
| H&E EQUIPMENT SERVICES | 300,000.00 | 281,685.00 | |||
| HALYARD HEALTH INC | 200,000.00 | 197,250.00 | |||
| HARLAND CLARKE HOLDINGS | 525,000.00 | 403,920.56 | |||
| HAT HOLDINGS I LLC/HAT | 275,000.00 | 275,339.62 | |||
| HCA INC | 720,000.00 | 766,275.26 | |||
| HCA INC | 500,000.00 | 534,685.60 | |||
| HCA INC | 450,000.00 | 488,598.75 | |||
| HCA INC | 600,000.00 | 649,123.50 | |||
| HCA INC | 1,175,000.00 | 1,304,831.62 | |||
| HCA INC | 275,000.00 | 264,510.59 | |||
| HEALTHSOUTH CORP | 233,000.00 | 233,412.68 | |||
| HECLA MINING CO | 425,000.00 | 424,150.00 | |||
| HERTZ CORP | 625,000.00 | 446,015.62 | |||
| HERTZ CORP | 475,000.00 | 337,546.87 | |||
| HESS MIDSTREAM | 675,000.00 | 511,126.87 | |||
| HESS MIDSTREAM PARTNERS | 275,000.00 | 218,208.01 | |||
| HEXION INC | 375,000.00 | 352,264.68 | |||
| HILL-ROM HOLDINGS INC | 100,000.00 | 100,542.50 | |||
| HILTON DOMESTIC OPERATIN | 750,000.00 | 703,027.50 | |||
| HJ HEINZ CO | 650,000.00 | 644,998.43 | |||
| HOLLY NRG PRTNR/FIN CORP | 175,000.00 | 157,234.64 | |||
| HORIZON PHARMA USA INC | 200,000.00 | 205,375.00 | |||
| HUDBAY MINERALS INC | 100,000.00 | 93,378.75 | |||
| HUDBAY MINERALS INC | 150,000.00 | 131,443.12 | |||
| HUGHES SATELLITE SYSTEMS | 250,000.00 | 254,912.50 | |||
| HUGHES SATELLITE SYSTEMS | 700,000.00 | 712,232.50 | |||
| HUGHES SATELLITE SYSTEMS | 475,000.00 | 481,068.12 | |||
| HUNT COS INC | 300,000.00 | 264,654.75 | |||
| IAA SPINCO INC | 150,000.00 | 150,656.25 | |||
| IAMGOLD CORP | 250,000.00 | 240,987.50 | |||
| ICAHN ENTERPRISES/FIN | 275,000.00 | 275,546.56 | |||
| ICAHN ENTERPRISES/FIN | 675,000.00 | 667,372.50 | |||
| ICAHN ENTERPRISES/FIN | 125,000.00 | 120,743.75 | |||
| ICAHN ENTERPRISES/FIN | 525,000.00 | 511,745.06 | |||
| ICAHN ENTERPRISES/FIN | 450,000.00 | 421,755.16 | |||
| IHEARTCOMMUNICATIONS INC | 100,000.00 | 102,212.75 | |||
| IHEARTCOMMUNICATIONS INC | 175,000.00 | 173,578.12 | |||
| IHEARTCOMMUNICATIONS INC | 225,000.00 | 221,976.83 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 210,523.50 | |||
| INCEPTION MRGR/RACKSPACE | 413,000.00 | 391,818.26 | |||
| INDIGO NATURAL RES LLC | 150,000.00 | 114,280.87 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 182,939.50 | |||
| INSTALLED BUILDING PRODU | 50,000.00 | 53,093.75 | |||
| IQVIA INC | 150,000.00 | 153,333.18 | |||
| IRON MOUNTAIN INC | 325,000.00 | 313,699.75 | |||
| IRON MOUNTAIN INC | 275,000.00 | 262,013.12 | |||
| J2 CLOUD LLC/GLOBAL INC | 875,000.00 | 887,031.25 | |||
| JACOBS ENTERTAINMENT INC | 550,000.00 | 557,583.12 | |||
| JAGGED PEAK ENERGY LLC | 200,000.00 | 146,074.00 | |||
| JAMES HARDIE INTL FIN | 200,000.00 | 200,550.50 | |||
| JBS INVESTMENTS II GMBH | 200,000.00 | 201,266.44 | |||
| JEFFERIES FIN LLC / JFIN | 200,000.00 | 202,375.00 | |||
| JELD-WEN INC | 100,000.00 | 96,375.00 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 135,648.00 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 289,284.87 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 149,354.25 | |||
| JPMORGAN CHASE & CO | 525,000.00 | 472,103.62 | |||
| KAISER ALUMINUM CORP | 175,000.00 | 167,734.64 | |||
| KAR AUCTION SERVICES INC | 325,000.00 | 317,687.50 | |||
| KB HOME | 175,000.00 | 181,890.18 | |||
| KB HOME | 50,000.00 | 54,213.56 | |||
| KB HOME | 150,000.00 | 169,087.50 | |||
| KEHE DISTRIBUTORS LLC/FI | 125,000.00 | 130,466.87 | |||
| KENNEDY-WILSON INC | 765,000.00 | 757,830.03 | |||
| KFC HLD/PIZZA HUT/TACO | 300,000.00 | 294,555.00 | |||
| KINROSS GOLD CORP | 125,000.00 | 127,890.93 | |||
| KIRS MIDCO 3 PLC | 600,000.00 | 558,924.00 | |||
| KORN/FERRY INTERNATIONAL | 125,000.00 | 120,756.71 | |||
| KRAFT FOODS INC | 75,000.00 | 88,542.06 | |||
| KRAFT HEINZ FOODS CO | 50,000.00 | 51,799.82 | |||
| KRAFT HEINZ FOODS CO | 125,000.00 | 122,225.50 | |||
| KRAFT HEINZ FOODS CO | 125,000.00 | 131,598.13 | |||
| KRAFT HEINZ FOODS CO | 250,000.00 | 224,452.85 | |||
| KRAFT HEINZ FOODS CO | 400,000.00 | 460,063.27 | |||
| KRAFT HEINZ FOODS CO | 850,000.00 | 769,358.02 | |||
| KRAFT HEINZ FOODS CO | 325,000.00 | 311,342.15 | |||
| KRATON POLYMERS LLC/CAP | 275,000.00 | 254,196.25 | |||
| L BRANDS INC | 200,000.00 | 174,250.00 | |||
| L BRANDS INC | 250,000.00 | 237,968.75 | |||
| L BRANDS INC | 525,000.00 | 474,795.55 | |||
| LADDER CAP FIN LLLP/CORP | 225,000.00 | 222,603.75 | |||
| LADDER CAP FIN LLLP/CORP | 650,000.00 | 610,014.40 | |||
| LAMAR MEDIA CORP | 75,000.00 | 76,541.62 | |||
| LAMAR MEDIA CORP | 225,000.00 | 222,946.87 | |||
| LAMAR MEDIA CORP | 150,000.00 | 149,756.25 | |||
| LAREDO PETROLEUM INC | 250,000.00 | 100,170.92 | |||
| LCPR SR SECURED FIN DAC | 200,000.00 | 202,747.00 | |||
| LENNAR CORP | 100,000.00 | 102,435.00 | |||
| LENNAR CORP | 250,000.00 | 250,973.12 | |||
| LENNAR CORP | 250,000.00 | 251,093.12 | |||
| LEVEL 3 FINANCING INC | 500,000.00 | 494,063.75 | |||
| LEVEL 3 FINANCING INC | 325,000.00 | 322,714.60 | |||
| LHMC FINCO SARL | 200,000.00 | 203,939.20 | |||
| LIFEPOINT HEALTH INC | 100,000.00 | 96,312.75 | |||
| LIONS GATE CAPITAL HOLD | 200,000.00 | 181,555.00 | |||
| LIONS GATE CAPITAL HOLD | 625,000.00 | 591,242.18 | |||
| LITHIA MOTORS INC | 100,000.00 | 101,375.00 | |||
| LITHIA MOTORS INC | 75,000.00 | 74,136.27 | |||
| LIVE NATION ENTERTAINMEN | 200,000.00 | 178,034.00 | |||
| LIVE NATION ENTERTAINMEN | 275,000.00 | 248,015.62 | |||
| MAGNOLIA OIL GAS/MAG FIN | 200,000.00 | 130,525.00 | |||
| MALLINCKRODT FIN/SB | 175,000.00 | 83,015.18 | |||
| MANITOWOC COMPANY INC | 100,000.00 | 101,224.80 | |||
| MARRIOTT OWNERSHIP RESOR | 425,000.00 | 403,381.22 | |||
| MARRIOTT OWNERSHIP RESOR | 100,000.00 | 85,903.50 | |||
| MASONITE INTERNATIONAL C | 100,000.00 | 101,262.82 | |||
| MASONITE INTERNATIONAL C | 250,000.00 | 252,893.75 | |||
| MATADOR RESOURCES CO | 150,000.00 | 63,472.87 | |||
| MATCH GROUP INC | 150,000.00 | 154,837.50 | |||
| MATTAMY GROUP CORP | 250,000.00 | 224,481.87 | |||
| MATTEL INC | 300,000.00 | 288,375.00 | |||
| MATTEL INC | 100,000.00 | 96,316.42 | |||
| MATTEL INC | 100,000.00 | 80,562.24 | |||
| MATTHEWS INTERNATIONAL C | 425,000.00 | 405,216.25 | |||
| MEDNAX INC | 150,000.00 | 135,200.95 | |||
| MEG ENERGY CORP | 325,000.00 | 197,117.76 | |||
| MERCER INTL INC | 100,000.00 | 93,529.75 | |||
| MERCER INTL INC | 150,000.00 | 124,509.00 | |||
| MERITAGE HOMES CORP | 225,000.00 | 238,358.81 | |||
| MERITAGE HOMES CORP | 325,000.00 | 342,620.85 | |||
| MERLIN ENTERTAINMENTS PL | 350,000.00 | 302,809.50 | |||
| MGIC INVESTMENT CORP | 275,000.00 | 287,072.50 | |||
| MGM GROWTH/MGM FINANCE | 1,150,000.00 | 1,128,420.25 | |||
| MGM RESORTS INTL | 394,000.00 | 367,527.53 | |||
| MGM RESORTS INTL | 686,000.00 | 647,402.21 | |||
| MICHAELS STORES INC | 75,000.00 | 54,335.62 | |||
| MIDCONTINENT COMM & FIN | 125,000.00 | 127,109.37 | |||
| MINERAL RESOURCES LTD | 275,000.00 | 272,786.25 | |||
| MOSS CREEK RESOURCES HLD | 550,000.00 | 184,014.16 | |||
| MOSS CREEK RESOURCES HLD | 350,000.00 | 109,994.92 | |||
| MOTION BONDCO DAC | 400,000.00 | 360,000.00 | |||
| MOUNTAIN PROVINCE DIAMON | 100,000.00 | 90,375.00 | |||
| MPT OPER PARTNERSP/FINL | 225,000.00 | 230,449.05 | |||
| MPT OPER PARTNERSP/FINL | 275,000.00 | 274,652.12 | |||
| MRT MID PART/MRT MID FIN | 380,000.00 | 303,288.45 | |||
| MTS SYSTEMS CORP | 75,000.00 | 72,220.31 | |||
| MUELLER WATER PRODUCTS | 375,000.00 | 375,998.43 | |||
| MURPHY OIL CORP | 300,000.00 | 214,007.22 | |||
| MURPHY OIL CORP | 275,000.00 | 185,968.75 | |||
| MURPHY OIL CORP | 375,000.00 | 230,084.51 | |||
| MURPHY OIL USA INC | 100,000.00 | 99,968.50 | |||
| NABORS INDUSTRIES INC | 175,000.00 | 47,997.46 | |||
| NATHAN'S FAMOUS INC | 100,000.00 | 99,500.00 | |||
| NATIONSTAR MTG | 175,000.00 | 174,712.91 | |||
| NATIONSTAR MTG | 175,000.00 | 179,682.91 | |||
| NATIONSTAR MTG HLD INC | 100,000.00 | 96,605.37 | |||
| NAVIENT CORP | 50,000.00 | 49,992.37 | |||
| NAVIENT CORP | 250,000.00 | 249,307.50 | |||
| NAVIENT CORP | 100,000.00 | 101,312.75 | |||
| NAVIENT CORP | 800,000.00 | 764,502.00 | |||
| NAVIENT CORP | 225,000.00 | 223,116.75 | |||
| NAVIENT CORP | 200,000.00 | 200,532.50 | |||
| NAVIENT CORP | 50,000.00 | 45,719.05 | |||
| NCR CORP | 175,000.00 | 170,497.46 | |||
| NCR CORP | 700,000.00 | 714,364.84 | |||
| NCR CORP | 275,000.00 | 274,388.12 | |||
| NCR CORP | 50,000.00 | 50,343.75 | |||
| NETFLIX INC | 250,000.00 | 257,867.80 | |||
| NETFLIX INC | 900,000.00 | 940,403.25 | |||
| NETFLIX INC | 200,000.00 | 219,375.00 | |||
| NETFLIX INC | 600,000.00 | 678,741.00 | |||
| NETFLIX INC | 375,000.00 | 400,718.32 | |||
| NETFLIX INC | 175,000.00 | 183,203.12 | |||
| NEW ENTERPRISE STONE & L | 625,000.00 | 650,703.12 | |||
| NEWELL RUBBERMAID INC | 525,000.00 | 524,763.96 | |||
| NEWELL RUBBERMAID INC | 300,000.00 | 316,375.23 | |||
| NEWELL RUBBERMAID INC | 150,000.00 | 156,005.37 | |||
| NEWMARK GROUP INC | 150,000.00 | 155,642.77 | |||
| NEXSTAR ESCROW INC | 475,000.00 | 460,453.12 | |||
| NEXTERA ENERGY OPERATING | 250,000.00 | 247,808.75 | |||
| NEXTERA ENERGY OPERATING | 350,000.00 | 339,841.25 | |||
| NIELSEN FINANCE LLC/CO | 1,025,000.00 | 1,006,419.31 | |||
| NINE ENERGY SERVICE INC | 100,000.00 | 34,228.35 | |||
| NORTHWEST ACQ/DOMINION | 100,000.00 | 60,437.25 | |||
| NOVA CHEMICALS CORP | 400,000.00 | 365,500.00 | |||
| NOVA CHEMICALS CORP | 375,000.00 | 319,790.62 | |||
| NOVELIS CORP | 475,000.00 | 449,173.06 | |||
| NOVELIS CORP | 475,000.00 | 438,749.75 | |||
| NRG ENERGY INC | 500,000.00 | 507,637.50 | |||
| NRG ENERGY INC | 150,000.00 | 151,425.75 | |||
| NUFARM AUSTRALIA/AMERICA | 225,000.00 | 209,850.75 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 126,769.87 | |||
| NWH ESCROW CORP | 300,000.00 | 132,000.00 | |||
| OASIS PETROLEUM INC | 700,000.00 | 184,779.84 | |||
| OCI NV | 200,000.00 | 195,000.00 | |||
| OLIN CORP | 200,000.00 | 178,875.00 | |||
| OLIN CORP | 175,000.00 | 154,609.00 | |||
| OPEN TEXT CORP | 175,000.00 | 178,233.12 | |||
| OPEN TEXT CORP | 250,000.00 | 238,343.75 | |||
| OPEN TEXT HOLDINGS INC | 250,000.00 | 240,063.75 | |||
| OUTFRONT MEDIA CAP LLC/C | 250,000.00 | 250,548.75 | |||
| OUTFRONT MEDIA CAP LLC/C | 150,000.00 | 146,531.25 | |||
| OWENS-BROCKWAY | 800,000.00 | 819,498.00 | |||
| OWENS-BROCKWAY | 350,000.00 | 361,976.30 | |||
| OWENS-BROCKWAY | 400,000.00 | 421,687.20 | |||
| OXFORD FIN LLC/CO-ISS II | 100,000.00 | 101,499.00 | |||
| PAR PHARMACEUTICAL INC | 425,000.00 | 431,108.31 | |||
| PARAMOUNT RESOURCES LTD | 300,000.00 | 247,265.40 | |||
| PARK-OHIO INDUSTRIES INC | 400,000.00 | 389,110.00 | |||
| PARKLAND FUEL CORP | 200,000.00 | 191,039.00 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 131,871.25 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 127,141.87 | |||
| PARSLEY ENERGY LLC/FINAN | 200,000.00 | 140,627.58 | |||
| PATRICK INDUSTRIES INC | 275,000.00 | 286,515.62 | |||
| PATTERN ENERGY GROUP INC | 175,000.00 | 176,975.31 | |||
| PBF HOLDING CO LLC | 125,000.00 | 92,935.46 | |||
| PBF LOGISTICS LP/FINANCE | 750,000.00 | 697,614.37 | |||
| PDC ENERGY INC | 325,000.00 | 235,230.93 | |||
| PERFORMANCE FOOD GROUP I | 400,000.00 | 399,748.99 | |||
| PGT ESCROW ISSUER INC | 175,000.00 | 181,584.37 | |||
| PILGRIM'S PRIDE CORP | 275,000.00 | 277,549.58 | |||
| PILGRIM'S PRIDE CORP | 600,000.00 | 605,835.00 | |||
| PLASTIPAK HOLDINGS INC | 125,000.00 | 101,368.75 | |||
| POST HOLDINGS INC | 525,000.00 | 521,206.87 | |||
| POST HOLDINGS INC | 450,000.00 | 447,525.00 | |||
| POST HOLDINGS INC | 375,000.00 | 376,032.18 | |||
| POST HOLDINGS INC | 200,000.00 | 194,625.50 | |||
| PRECISION DRILLING CORP | 150,000.00 | 89,172.18 | |||
| PRESIDIO HOLDING INC | 150,000.00 | 148,020.93 | |||
| PRESTIGE BRANDS INC | 300,000.00 | 301,932.36 | |||
| PRIME SECSRVC BRW/FINANC | 150,000.00 | 149,789.25 | |||
| PRIME SECSRVC BRW/FINANC | 125,000.00 | 115,435.46 | |||
| PTC INC | 150,000.00 | 147,239.25 | |||
| PTC INC | 100,000.00 | 97,837.50 | |||
| QORVO INC | 400,000.00 | 407,537.16 | |||
| QORVO INC | 125,000.00 | 124,920.00 | |||
| QTS LP/FINANCE | 225,000.00 | 224,763.75 | |||
| QUEBECOR MEDIA INC | 250,000.00 | 256,507.17 | |||
| RADIAN GROUP INC | 225,000.00 | 230,429.25 | |||
| RADIAN GROUP INC | 100,000.00 | 103,375.50 | |||
| RANGE RESOURCES CORP | 66,000.00 | 46,653.58 | |||
| RANGE RESOURCES CORP | 75,000.00 | 56,159.06 | |||
| RANGE RESOURCES CORP | 225,000.00 | 162,000.56 | |||
| REALOGY GROUP/CO-ISSUER | 300,000.00 | 288,938.25 | |||
| REALOGY GROUP/CO-ISSUER | 425,000.00 | 377,917.65 | |||
| REALOGY GROUP/CO-ISSUER | 100,000.00 | 90,187.25 | |||
| RESIDEO FUNDING INC | 125,000.00 | 121,328.43 | |||
| ROYAL BK SCOTLND GRP PLC | 800,000.00 | 740,228.00 | |||
| SANJEL CORP ZCPN | 15,000.00 | 0.00 | |||
| SBA COMMUNICATIONS CORP | 400,000.00 | 392,324.00 | |||
| SBA COMMUNICATIONS CORP | 200,000.00 | 201,220.00 | |||
| SBA COMMUNICATIONS CORP | 550,000.00 | 539,057.03 | |||
| SCHWEITZER-MAUDUIT INTL | 175,000.00 | 185,055.41 | |||
| SCIENCE APPLICATIONS INT | 150,000.00 | 149,344.12 | |||
| SCOTTS MIRACLE-GRO CO | 175,000.00 | 176,202.68 | |||
| SEALED AIR CORP | 375,000.00 | 395,351.70 | |||
| SEALED AIR CORP | 225,000.00 | 221,435.70 | |||
| SELECT MEDICAL CORP | 275,000.00 | 272,353.12 | |||
| SENSATA TECH UK FIN CO | 689,000.00 | 697,801.97 | |||
| SERVICE CORP INTL | 875,000.00 | 948,825.93 | |||
| SERVICE CORP INTL | 125,000.00 | 130,859.37 | |||
| SESI LLC | 50,000.00 | 30,213.56 | |||
| SESI LLC | 125,000.00 | 40,543.75 | |||
| SEVEN GENERATIONS ENERGY | 275,000.00 | 175,742.18 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 142,596.70 | |||
| SINCLAIR TELEVISION GROU | 150,000.00 | 149,291.25 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 340,415.62 | |||
| SINCLAIR TELEVISION GROU | 125,000.00 | 117,622.96 | |||
| SIRIUS XM RADIO INC | 175,000.00 | 171,176.25 | |||
| SIRIUS XM RADIO INC | 300,000.00 | 299,575.50 | |||
| SIRIUS XM RADIO INC | 175,000.00 | 177,235.62 | |||
| SIRIUS XM RADIO INC | 775,000.00 | 799,672.12 | |||
| SLM CORP | 167,000.00 | 166,557.86 | |||
| SLM CORP | 400,000.00 | 388,749.00 | |||
| SLM CORP | 90,000.00 | 74,713.72 | |||
| SM ENERGY CO | 950,000.00 | 332,238.75 | |||
| SONIC AUTOMOTIVE INC | 200,000.00 | 202,555.00 | |||
| SOTHEBY'S | 200,000.00 | 174,345.00 | |||
| SOUTHWESTERN ENERGY CO | 271,000.00 | 176,868.82 | |||
| SPCM SA | 400,000.00 | 389,505.00 | |||
| SPECTRUM BRANDS INC | 175,000.00 | 167,672.31 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 71,390.62 | |||
| SPEEDWAY MOT/SPEEDWAY FD | 100,000.00 | 93,373.50 | |||
| SPRINGLEAF FINANCE CORP | 150,000.00 | 149,853.75 | |||
| SPRINGLEAF FINANCE CORP | 500,000.00 | 507,505.50 | |||
| SPRINGLEAF FINANCE CORP | 800,000.00 | 802,992.16 | |||
| SPRINGLEAF FINANCE CORP | 200,000.00 | 202,375.00 | |||
| SPRINGLEAF FINANCE CORP | 450,000.00 | 421,226.41 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 381,047.87 | |||
| SPRINT CAPITAL CORP | 1,200,000.00 | 1,619,125.44 | |||
| SPRINT COMMUNICATIONS | 225,000.00 | 252,983.81 | |||
| SPRINT COMMUNICATIONS | 350,000.00 | 366,724.96 | |||
| SPRINT CORP | 500,000.00 | 515,137.50 | |||
| SPRINT CORP | 150,000.00 | 163,234.30 | |||
| SPRINT CORP | 550,000.00 | 594,699.16 | |||
| SPRINT CORP | 125,000.00 | 142,483.75 | |||
| SPRINT NEXTEL CORP | 375,000.00 | 376,170.93 | |||
| SPX FLOW INC | 125,000.00 | 124,862.50 | |||
| SPX FLOW INC | 400,000.00 | 409,110.00 | |||
| SS&C TECHNOLOGIES INC | 625,000.00 | 641,240.62 | |||
| STANDARD INDUSTRIES INC | 775,000.00 | 760,036.68 | |||
| STAPLES INC | 650,000.00 | 618,717.12 | |||
| STAPLES INC | 500,000.00 | 444,367.50 | |||
| STAR MERGER SUB INC | 200,000.00 | 211,821.00 | |||
| STATION CASINOS LLC | 125,000.00 | 103,593.75 | |||
| STEVENS HOLDING CO INC | 100,000.00 | 102,131.31 | |||
| SUBURBAN PROPANE PARTNRS | 250,000.00 | 247,431.87 | |||
| SUMMIT MATERIALS LLC/FIN | 825,000.00 | 805,406.25 | |||
| SUMMIT MATERIALS LLC/FIN | 100,000.00 | 98,225.00 | |||
| SUMMIT MID HLDS LLC / FI | 25,000.00 | 12,609.31 | |||
| SUMMIT MID HLDS LLC / FI | 100,000.00 | 30,177.00 | |||
| SUMMIT MIDSTREAM PARTNER | 75,000.00 | 36,036.75 | |||
| SUNOCO LP/FINANCE CORP | 275,000.00 | 248,448.75 | |||
| SUNOCO LP/FINANCE CORP | 475,000.00 | 389,609.25 | |||
| SUNOCO LP/FINANCE CORP | 300,000.00 | 258,832.50 | |||
| SUPERIOR PLUS/GEN PRTNR | 75,000.00 | 75,552.37 | |||
| T-MOBILE USA INC | 125,000.00 | 126,331.25 | |||
| T-MOBILE USA INC | 425,000.00 | 425,752.76 | |||
| T-MOBILE USA INC | 125,000.00 | 124,735.93 | |||
| T-MOBILE USA INC | 275,000.00 | 269,791.58 | |||
| T-MOBILE USA INC | 475,000.00 | 474,316.00 | |||
| TALEN ENERGY SUPPLY LLC | 275,000.00 | 228,851.56 | |||
| TALEN ENERGY SUPPLY LLC | 625,000.00 | 610,209.37 | |||
| TALEN ENERGY SUPPLY LLC | 125,000.00 | 115,954.68 | |||
| TALLGRASS NRG PRTNR/FIN | 200,000.00 | 151,398.20 | |||
| TALLGRASS NRG PRTNR/FIN | 150,000.00 | 112,594.12 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 158,063.50 | |||
| TARGA RESOURCES PARTNERS | 400,000.00 | 327,757.00 | |||
| TARGA RESOURCES PARTNERS | 100,000.00 | 83,626.50 | |||
| TARGA RESOURCES PARTNERS | 400,000.00 | 315,341.00 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 163,753.00 | |||
| TARGA RESOURCES PARTNERS | 175,000.00 | 133,622.77 | |||
| TASEKO MINES LTD | 375,000.00 | 309,139.68 | |||
| TAYLOR MORRISON | 150,000.00 | 151,647.55 | |||
| TAYLOR MORRISON | 225,000.00 | 214,533.83 | |||
| TAYLOR MORRISON | 125,000.00 | 132,689.52 | |||
| TAYLOR MORRISON COMM | 150,000.00 | 156,281.25 | |||
| TAYLOR MORRISON COMM/MON | 225,000.00 | 233,836.02 | |||
| TEGNA INC | 475,000.00 | 451,966.63 | |||
| TEGNA INC | 225,000.00 | 213,472.12 | |||
| TELECOM ITALIA CAPITAL | 1,125,000.00 | 1,295,800.29 | |||
| TELESAT CANADA/TELESAT L | 150,000.00 | 149,397.55 | |||
| TELESAT CANADA/TELESAT L | 325,000.00 | 325,609.37 | |||
| TENET HEALTHCARE CORP | 500,000.00 | 483,257.50 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 122,013.75 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 120,468.75 | |||
| TENET HEALTHCARE CORP | 275,000.00 | 273,964.62 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 352,259.25 | |||
| TENET HEALTHCARE CORP | 775,000.00 | 762,820.87 | |||
| TENNANT CO | 450,000.00 | 457,503.75 | |||
| TENNECO INC | 200,000.00 | 140,374.50 | |||
| TERRAFORM POWER OPERATIN | 225,000.00 | 225,070.31 | |||
| TERRAFORM POWER OPERATIN | 175,000.00 | 178,491.68 | |||
| TERRAFORM POWER OPERATIN | 175,000.00 | 170,818.81 | |||
| TMS INTERNATIONAL CORP | 175,000.00 | 156,406.25 | |||
| TOPBUILD ESCROW CORP | 200,000.00 | 204,534.00 | |||
| TPC GROUP INC | 525,000.00 | 470,539.12 | |||
| TRANSDIGM INC | 725,000.00 | 720,017.43 | |||
| TRANSDIGM INC | 550,000.00 | 537,281.25 | |||
| TRANSDIGM INC | 1,200,000.00 | 1,088,250.00 | |||
| TRANSMONTAIGE PARTNERS | 125,000.00 | 106,583.75 | |||
| TRI POINTE GROUP INC | 200,000.00 | 201,555.00 | |||
| TRI POINTE HOLDINGS INC | 100,000.00 | 101,937.25 | |||
| TRINSEO OP / TRINSEO FIN | 500,000.00 | 445,625.00 | |||
| TRIUMPH GROUP INC | 525,000.00 | 470,204.43 | |||
| TRIVIUM PACKAGING FIN | 200,000.00 | 199,624.50 | |||
| TRONOX FINANCE PLC | 500,000.00 | 435,475.00 | |||
| TTM TECHNOLOGIES INC | 175,000.00 | 167,781.25 | |||
| TWIN RIVER WORLDWIDE HLD | 150,000.00 | 132,281.25 | |||
| UNITED CONTINENTAL HLDGS | 450,000.00 | 445,217.62 | |||
| UNITED CONTINENTAL HLDGS | 150,000.00 | 141,187.50 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 270,382.75 | |||
| UNITED RENTALS NORTH AM | 350,000.00 | 352,405.37 | |||
| UNITED RENTALS NORTH AM | 300,000.00 | 309,370.50 | |||
| UNITED RENTALS NORTH AM | 125,000.00 | 125,546.56 | |||
| UNIVAR SOLUTIONS USA INC | 175,000.00 | 167,200.89 | |||
| UNIVISION COMMUNICATIONS | 375,000.00 | 350,898.26 | |||
| UNIVISION COMMUNICATIONS | 450,000.00 | 398,577.91 | |||
| UPC HOLDING BV | 723,000.00 | 714,866.25 | |||
| US CONCRETE INC | 350,000.00 | 333,976.30 | |||
| US FOODS INC | 700,000.00 | 687,200.50 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 140,374.50 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 136,390.00 | |||
| VALEANT PHARMACEUTICALS | 800,000.00 | 845,000.00 | |||
| VENATOR FIN SARL/VENATOR | 175,000.00 | 144,156.25 | |||
| VIASAT INC | 150,000.00 | 151,342.86 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 94,844.62 | |||
| VICI PROPERTIES / NOTE | 150,000.00 | 143,666.25 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 95,318.37 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 95,453.60 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 92,008.37 | |||
| VIDEOTRON LTD | 150,000.00 | 153,469.12 | |||
| VIKING CRUISES LTD | 75,000.00 | 58,081.35 | |||
| VIPER ENERGY PARTNERS LP | 375,000.00 | 313,648.12 | |||
| VIRGIN MEDIA SECURED FIN | 1,190,000.00 | 1,169,921.72 | |||
| VIRGIN MEDIA SECURED FIN | 750,000.00 | 756,086.25 | |||
| VISTRA OPERATIONS CO LLC | 275,000.00 | 270,507.27 | |||
| VISTRA OPERATIONS CO LLC | 450,000.00 | 450,279.45 | |||
| VISTRA OPERATIONS CO LLC | 500,000.00 | 497,375.00 | |||
| VISTRA OPERATIONS CO LLC | 725,000.00 | 720,921.87 | |||
| VIZIENT INC | 75,000.00 | 79,265.62 | |||
| VOC ESCROW LTD | 75,000.00 | 60,204.02 | |||
| VODAFONE GROUP PLC | 925,000.00 | 975,900.90 | |||
| VTR FINANCE BV | 180,000.00 | 171,768.81 | |||
| WABASH NATIONAL CORP | 125,000.00 | 119,843.75 | |||
| WASTE PRO USA INC | 100,000.00 | 95,656.25 | |||
| WEEKLEY HOMES LLC/ FINAN | 225,000.00 | 234,278.88 | |||
| WESTERN DIGITAL CORP | 100,000.00 | 98,531.00 | |||
| WHITING PETROLEUM CORP | 325,000.00 | 50,138.14 | |||
| WILLIAMS SCOTSMAN INTL | 450,000.00 | 447,372.00 | |||
| WMG ACQUISITION CORP | 325,000.00 | 327,892.50 | |||
| WMG ACQUISITION CORP | 125,000.00 | 129,083.75 | |||
| WPX ENERGY INC | 525,000.00 | 474,795.56 | |||
| WPX ENERGY INC | 150,000.00 | 105,421.65 | |||
| WPX ENERGY INC | 150,000.00 | 106,518.75 | |||
| WPX ENERGY INC | 275,000.00 | 183,833.01 | |||
| WR GRACE & CO-CONN | 225,000.00 | 224,578.68 | |||
| WYNN LAS VEGAS LLC/CORP | 275,000.00 | 227,218.75 | |||
| WYNN RESORTS FINANCE LLC | 125,000.00 | 104,216.87 | |||
| XPO LOGISTICS INC | 350,000.00 | 339,764.25 | |||
| ZIGGO BOND CO BV | 690,000.00 | 685,257.97 | |||
| ZIGGO BOND CO BV | 200,000.00 | 189,643.08 | |||
| ZIGGO BV | 200,000.00 | 195,041.00 | |||
| 小計 | 銘柄数:725 | 229,148,000.00 | 213,136,959.53 | ||
| (22,786,472,343) | |||||
| 組入時価比率:94.5% | 100.0% | ||||
| 合計 | 22,786,472,343 | ||||
| (22,786,472,343) | |||||
| (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 | 2020年 3月16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 | 105,023,000 | - | 106,890,000 | △1,867,000 |
| 米ドル | 105,023,000 | - | 106,890,000 | △1,867,000 |
| 合計 | 105,023,000 | - | 106,890,000 | △1,867,000 |
| (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。 |
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。
