有価証券報告書(内国投資信託受益証券)-第33期(令和2年3月17日-令和2年9月15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 9月15日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 552,057,636 |
| コール・ローン | 235,780,571 |
| 社債券 | 25,099,308,437 |
| 派生商品評価勘定 | 175,000 |
| 未収入金 | 22,205,400 |
| 未収利息 | 382,519,828 |
| 前払費用 | 10,491,952 |
| 流動資産合計 | 26,302,538,824 |
| 資産合計 | 26,302,538,824 |
| 負債の部 | |
| 流動負債 | |
| 未払金 | 264,503,534 |
| 未払解約金 | 50,600,000 |
| 未払利息 | 329 |
| 流動負債合計 | 315,103,863 |
| 負債合計 | 315,103,863 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,290,270,276 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 22,697,164,685 |
| 元本等合計 | 25,987,434,961 |
| 純資産合計 | 25,987,434,961 |
| 負債純資産合計 | 26,302,538,824 |
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 9月15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 | 7.8983円 | ||
| (10,000口当たり純資産額) | (78,983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 2020年 3月17日 至 2020年 9月15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 9月15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 9月15日現在 | |
| 期首 | 2020年 3月17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 | 3,354,035,375円 |
| 同期中における追加設定元本額 | 607,936,136円 |
| 同期中における一部解約元本額 | 671,701,235円 |
| 期末元本額 | 3,290,270,276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 | 174,098,683円 |
| ハイ・イールド ボンド オープンBコース | 467,496,761円 |
| ハイ・イールド ボンド オープンCコース | 17,182,014円 |
| ハイ・イールド ボンド オープンDコース | 157,358,901円 |
| ハイブリッド・インカムオープン | 93,391,360円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 190,484,259円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 187,977,276円 |
| ハイ・イールド ボンド オープン Aコース(野村SMA・EW向け) | 1,043,994,731円 |
| ハイ・イールド ボンド オープン Bコース(野村SMA・EW向け) | 958,286,291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9月15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9月15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 | 610,350.00 | |
| 1011778 BC / NEW RED FIN | 75,000.00 | 79,876.50 | |||
| 1011778 BC / NEW RED FIN | 825,000.00 | 843,970.87 | |||
| 1011778 BC / NEW RED FIN | 175,000.00 | 179,889.50 | |||
| ACRISURE LLC / FIN INC | 600,000.00 | 633,597.00 | |||
| ADAMS HOMES INC | 150,000.00 | 150,656.25 | |||
| ADAPTHEALTH LLC | 75,000.00 | 77,718.75 | |||
| ADIENT US LLC | 150,000.00 | 166,781.25 | |||
| AG ISSUER LLC | 200,000.00 | 204,000.00 | |||
| AHERN RENTALS INC | 300,000.00 | 160,500.00 | |||
| AIR CANADA | 350,000.00 | 351,750.00 | |||
| ALBERTSONS COS LLC/SAFEW | 525,000.00 | 543,167.62 | |||
| ALBERTSONS COS LLC/SAFEW | 100,000.00 | 111,234.00 | |||
| ALBERTSONS COS LLC/SAFEW | 175,000.00 | 187,579.00 | |||
| ALBERTSONS COS/SAFEWAY | 175,000.00 | 177,362.50 | |||
| ALBERTSONS COS/SAFEWAY | 675,000.00 | 701,618.62 | |||
| ALBERTSONS COS/SAFEWAY | 75,000.00 | 79,927.50 | |||
| ALCOA NEDERLAND HOLDING | 200,000.00 | 215,443.00 | |||
| ALGECO SCOTSMAN GLOB FIN | 374,000.00 | 380,775.01 | |||
| ALLEGHENY TECHNOLOGIES | 150,000.00 | 144,641.25 | |||
| ALLIANCE DATA SYSTEMS CO | 200,000.00 | 193,125.00 | |||
| ALLIED UNIVERSAL HOLDCO | 1,300,000.00 | 1,393,756.00 | |||
| ALLY FINANCIAL INC | 150,000.00 | 159,512.58 | |||
| ALLY FINANCIAL INC | 175,000.00 | 195,199.53 | |||
| ALLY FINANCIAL INC | 225,000.00 | 310,456.28 | |||
| ALTICE FINANCING SA | 400,000.00 | 404,566.00 | |||
| ALTICE FRANCE SA | 675,000.00 | 739,897.87 | |||
| ALTICE FRANCE SA | 225,000.00 | 229,921.87 | |||
| AMC ENTERTAINMENT HOLDIN | 45,000.00 | 38,925.00 | |||
| AMC ENTERTAINMENT HOLDIN | 311,000.00 | 130,620.00 | |||
| AMC NETWORKS INC | 700,000.00 | 715,459.50 | |||
| AMERICAN AIRLINES GROUP | 300,000.00 | 201,750.00 | |||
| AMERICAN AIRLINES INC | 525,000.00 | 508,853.62 | |||
| AMERICAN WOODMARK CORP | 275,000.00 | 280,104.00 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 163,591.50 | |||
| AMERIGAS PART/FIN CORP | 300,000.00 | 328,684.50 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 168,722.25 | |||
| AMERIGAS PART/FIN CORP | 175,000.00 | 198,205.87 | |||
| AMS AG | 600,000.00 | 628,500.00 | |||
| ANTERO MIDSTREAM PART/FI | 350,000.00 | 316,533.00 | |||
| ANTERO MIDSTREAM PART/FI | 150,000.00 | 132,375.00 | |||
| ANTERO MIDSTREAM PART/FI | 175,000.00 | 153,545.00 | |||
| APACHE CORP | 150,000.00 | 148,406.25 | |||
| APACHE CORP | 225,000.00 | 220,640.62 | |||
| APACHE CORP | 225,000.00 | 210,796.87 | |||
| APACHE CORP | 200,000.00 | 185,375.00 | |||
| APERGY CORP | 75,000.00 | 71,720.25 | |||
| ARAMARK SERVICES INC | 625,000.00 | 655,550.00 | |||
| ARAMARK SERVICES INC | 400,000.00 | 402,658.00 | |||
| ARCHROCK PARTNERS LP/FIN | 200,000.00 | 201,581.00 | |||
| ARCHROCK PARTNERS LP/FIN | 200,000.00 | 197,500.00 | |||
| ARCONIC CORP | 300,000.00 | 318,187.50 | |||
| ARCONIC INC | 200,000.00 | 223,750.00 | |||
| ARCONIC ROLLED PRODUCTS | 125,000.00 | 131,213.75 | |||
| ARDAGH PKG FIN/HLDGS USA | 800,000.00 | 820,960.00 | |||
| ASCENT RESOURCES/ARU FIN | 341,000.00 | 338,652.21 | |||
| ASCENT RESOURCES/ARU FIN | 275,000.00 | 215,479.00 | |||
| ASGN INCORPORATED | 650,000.00 | 661,992.50 | |||
| AVANTOR FUNDING INC | 150,000.00 | 155,437.50 | |||
| AVANTOR INC | 425,000.00 | 445,064.25 | |||
| AVAYA INC | 200,000.00 | 200,000.00 | |||
| AVIS BUDGET CAR/FINANCE | 100,000.00 | 95,403.00 | |||
| BANK OF AMERICA CORP | 50,000.00 | 54,738.38 | |||
| BANK OF AMERICA CORP | 100,000.00 | 115,056.23 | |||
| BANK OF AMERICA CORP | 125,000.00 | 132,072.13 | |||
| BARCLAYS PLC | 650,000.00 | 668,420.35 | |||
| BAUSCH HEALTH AMERICAS | 425,000.00 | 464,998.87 | |||
| BAUSCH HEALTH COS INC | 14,000.00 | 13,993.42 | |||
| BAUSCH HEALTH COS INC | 325,000.00 | 332,397.00 | |||
| BAUSCH HEALTH COS INC | 300,000.00 | 320,163.00 | |||
| BAUSCH HEALTH COS INC | 400,000.00 | 424,676.00 | |||
| BAUSCH HEALTH COS INC | 200,000.00 | 196,750.00 | |||
| BAUSCH HEALTH COS INC | 375,000.00 | 388,556.25 | |||
| BAUSCH HEALTH COS INC | 300,000.00 | 325,255.50 | |||
| BAUSCH HEALTH COS INC | 425,000.00 | 418,710.00 | |||
| BEACON ESCROW CORP | 350,000.00 | 347,135.25 | |||
| BEACON ROOFING SUPPLY IN | 100,000.00 | 103,094.00 | |||
| BEAZER HOMES USA | 650,000.00 | 668,619.25 | |||
| BEAZER HOMES USA | 400,000.00 | 429,262.00 | |||
| BERRY GLOBAL ESCROW CORP | 300,000.00 | 316,813.50 | |||
| BERRY GLOBAL ESCROW CORP | 100,000.00 | 105,313.00 | |||
| BERRY GLOBAL INC | 150,000.00 | 152,034.75 | |||
| BLACK KNIGHT INFOSERV LL | 200,000.00 | 204,000.00 | |||
| BLUE RACER MID LLC/FINAN | 50,000.00 | 49,611.25 | |||
| BLUE RACER MID LLC/FINAN | 75,000.00 | 65,142.00 | |||
| BMC EAST LLC | 575,000.00 | 596,070.87 | |||
| BOMBARDIER INC | 85,000.00 | 65,535.00 | |||
| BOMBARDIER INC | 275,000.00 | 192,843.75 | |||
| BOYD GAMING CORP | 325,000.00 | 336,719.50 | |||
| BOYNE USA INC | 175,000.00 | 185,700.37 | |||
| BROOKFIELD RESID PROPERT | 150,000.00 | 140,484.00 | |||
| BROOKFIELD RESIDENTIAL | 125,000.00 | 127,330.62 | |||
| BUILDERS FIRSTSOURCE INC | 202,000.00 | 219,001.33 | |||
| BUILDERS FIRSTSOURCE INC | 100,000.00 | 106,452.50 | |||
| BWAY HOLDING CO | 1,025,000.00 | 1,034,573.50 | |||
| CALLON PETROLEUM CO | 300,000.00 | 92,437.50 | |||
| CALLON PETROLEUM CO | 325,000.00 | 92,157.00 | |||
| CALPINE CORP | 425,000.00 | 441,734.37 | |||
| CALPINE CORP | 425,000.00 | 439,526.50 | |||
| CALPINE CORP | 550,000.00 | 572,778.25 | |||
| CALPINE CORP | 150,000.00 | 152,531.25 | |||
| CALPINE CORP | 200,000.00 | 208,375.00 | |||
| CAPITOL INV MERGER SUB 2 | 125,000.00 | 131,940.00 | |||
| CARDTRONICS INC / USA | 125,000.00 | 125,768.12 | |||
| CARGO AIRCRAFT MANAGEMEN | 150,000.00 | 154,500.00 | |||
| CARLSON TRAVEL INC | 200,000.00 | 156,000.00 | |||
| CARNIVAL CORP | 500,000.00 | 560,067.49 | |||
| CARNIVAL CORP | 375,000.00 | 405,703.12 | |||
| CARNIVAL CORP | 325,000.00 | 344,906.25 | |||
| CARPENTER TECHNOLOGY | 275,000.00 | 287,291.81 | |||
| CARRIZO OIL & GAS INC | 450,000.00 | 158,901.75 | |||
| CARRIZO OIL & GAS INC | 75,000.00 | 22,039.12 | |||
| CASCADES INC/USA INC | 100,000.00 | 106,187.50 | |||
| CCO HLDGS LLC/CAP CORP | 300,000.00 | 304,687.50 | |||
| CCO HLDGS LLC/CAP CORP | 150,000.00 | 157,148.25 | |||
| CCO HLDGS LLC/CAP CORP | 675,000.00 | 717,278.62 | |||
| CCO HLDGS LLC/CAP CORP | 800,000.00 | 842,560.00 | |||
| CCO HLDGS LLC/CAP CORP | 225,000.00 | 244,944.00 | |||
| CCO HLDGS LLC/CAP CORP | 400,000.00 | 424,000.00 | |||
| CCO HLDGS LLC/CAP CORP | 1,000,000.00 | 1,048,755.00 | |||
| CCO HLDGS LLC/CAP CORP | 400,000.00 | 413,274.00 | |||
| CCO HLDGS LLC/CAP CORP | 600,000.00 | 627,876.00 | |||
| CCO HOLDINGS LLC | 75,000.00 | 78,288.75 | |||
| CDK GLOBAL INC | 150,000.00 | 157,097.25 | |||
| CDK GLOBAL INC | 50,000.00 | 54,047.00 | |||
| CDW LLC/CDW FINANCE | 250,000.00 | 260,463.75 | |||
| CDW LLC/CDW FINANCE | 150,000.00 | 157,190.25 | |||
| CDW LLC/CDW FINANCE | 200,000.00 | 203,500.00 | |||
| CEDAR FAIR LP | 100,000.00 | 98,581.00 | |||
| CEDAR FAIR LP/CANADA'S W | 375,000.00 | 375,429.37 | |||
| CEDAR FAIR/CAN/MAGNUM/MI | 300,000.00 | 310,875.00 | |||
| CEMEX SAB DE CV | 200,000.00 | 218,125.00 | |||
| CENOVUS ENERGY INC | 225,000.00 | 223,100.95 | |||
| CENOVUS ENERGY INC | 125,000.00 | 128,400.61 | |||
| CENTENE CORP | 240,000.00 | 246,900.00 | |||
| CENTENE CORP | 175,000.00 | 185,336.37 | |||
| CENTENE CORP | 450,000.00 | 472,416.75 | |||
| CENTENE CORP | 550,000.00 | 602,912.75 | |||
| CENTENE CORP | 375,000.00 | 392,930.62 | |||
| CENTURY COMMUNITIES | 225,000.00 | 234,257.62 | |||
| CENTURY COMMUNITIES | 325,000.00 | 347,069.12 | |||
| CENTURYLINK INC | 250,000.00 | 258,592.50 | |||
| CENTURYLINK INC | 975,000.00 | 1,016,071.87 | |||
| CENTURYLINK INC | 200,000.00 | 221,500.00 | |||
| CENTURYLINK INC | 275,000.00 | 311,781.25 | |||
| CENTURYLINK INC | 375,000.00 | 388,985.62 | |||
| CENTURYLINK INC | 150,000.00 | 152,973.00 | |||
| CF INDUSTRIES INC | 325,000.00 | 404,056.25 | |||
| CHARLES RIVER LABORATORI | 150,000.00 | 157,859.25 | |||
| CHEMOURS CO | 250,000.00 | 255,970.00 | |||
| CHENIERE ENERGY PARTNERS | 550,000.00 | 564,415.50 | |||
| CHENIERE ENERGY PARTNERS | 300,000.00 | 304,260.00 | |||
| CHS/COMMUNITY HEALTH SYS | 325,000.00 | 323,375.00 | |||
| CHS/COMMUNITY HEALTH SYS | 200,000.00 | 207,875.00 | |||
| CHURCHILL DOWNS INC | 175,000.00 | 182,842.62 | |||
| CINEMARK USA INC | 1,025,000.00 | 973,750.00 | |||
| CITGO PETROLEUM CORP | 275,000.00 | 274,481.62 | |||
| CITGO PETROLEUM CORP | 375,000.00 | 372,890.62 | |||
| CITIGROUP INC | 400,000.00 | 395,750.00 | |||
| CITIGROUP INC | 350,000.00 | 398,172.25 | |||
| CLEAR CHANNEL INTL BV | 200,000.00 | 208,250.00 | |||
| CLEAR CHANNEL WORLDWIDE | 550,000.00 | 551,661.00 | |||
| CLEARWATER SEAFOODS INC | 125,000.00 | 127,018.12 | |||
| CLEARWAY ENERGY OP LLC | 200,000.00 | 210,158.00 | |||
| CLEARWAY ENERGY OP LLC | 325,000.00 | 338,344.50 | |||
| CLEARWAY ENERGY OP LLC | 350,000.00 | 367,829.00 | |||
| CLEAVER-BROOKS INC | 100,000.00 | 97,364.50 | |||
| CLEVELAND-CLIFFS INC | 125,000.00 | 127,682.50 | |||
| CLEVELAND-CLIFFS INC | 225,000.00 | 210,656.25 | |||
| CLIFFS NATURAL RESOURCES | 143,000.00 | 135,581.87 | |||
| CLOUD CRANE LLC | 150,000.00 | 150,734.25 | |||
| CNX MIDSTREAM PTR/CNX | 375,000.00 | 381,562.50 | |||
| CNX RESOURCES CORP | 425,000.00 | 440,414.75 | |||
| COEUR MINING INC | 475,000.00 | 482,668.87 | |||
| COGENT COMMUNICATIONS GR | 475,000.00 | 488,544.62 | |||
| COLFAX CORP | 100,000.00 | 104,023.50 | |||
| COLFAX CORP | 100,000.00 | 107,156.50 | |||
| COLT MERGER SUB INC | 75,000.00 | 78,768.75 | |||
| COLT MERGER SUB INC | 350,000.00 | 369,059.25 | |||
| COMMERCIAL METALS CO | 100,000.00 | 103,864.50 | |||
| COMMERCIAL METALS CO | 200,000.00 | 208,907.00 | |||
| COMMERCIAL METALS CO | 250,000.00 | 261,515.00 | |||
| COMMSCOPE FINANCE LLC | 250,000.00 | 258,437.50 | |||
| COMMSCOPE FINANCE LLC | 250,000.00 | 262,128.75 | |||
| COMMSCOPE FINANCE LLC | 300,000.00 | 318,376.50 | |||
| COMMSCOPE INC | 200,000.00 | 211,264.00 | |||
| COMMSCOPE TECH FINANCE L | 280,000.00 | 285,222.00 | |||
| COMPASS MINERALS INTERNA | 175,000.00 | 190,783.25 | |||
| CONNECT FINCO SARL/CONNE | 600,000.00 | 612,990.00 | |||
| CONSOL ENERGY INC | 236,000.00 | 237,185.89 | |||
| CONSOLIDATED ENERGY FIN | 150,000.00 | 132,534.00 | |||
| CONSTELLIUM NV | 250,000.00 | 257,013.75 | |||
| CONSTELLIUM SE | 275,000.00 | 281,015.62 | |||
| CONTINENTAL RESOURCES | 600,000.00 | 589,098.00 | |||
| CONTINENTAL RESOURCES | 100,000.00 | 95,507.00 | |||
| CONTINENTAL RESOURCES | 350,000.00 | 312,564.00 | |||
| CONTINENTAL RESOURCES | 250,000.00 | 203,041.25 | |||
| COOKE OMEGA/ALPHA VESSEL | 325,000.00 | 336,704.87 | |||
| COVANTA HOLDING CORP | 200,000.00 | 204,750.00 | |||
| CRC ESCROW ISSUER LLC | 650,000.00 | 644,354.75 | |||
| CREDIT SUISSE GROUP AG | 500,000.00 | 542,522.50 | |||
| CRESTWOOD MID PARTNER LP | 525,000.00 | 494,382.00 | |||
| CRESTWOOD MID PARTNER LP | 250,000.00 | 226,413.75 | |||
| CRESTWOOD MIDSTREAM PART | 300,000.00 | 295,345.50 | |||
| CROWNROCK LP/CROWNROCK F | 700,000.00 | 680,540.00 | |||
| CSC HOLDINGS LLC | 1,000,000.00 | 1,045,200.00 | |||
| CSC HOLDINGS LLC | 600,000.00 | 670,335.00 | |||
| CSC HOLDINGS LLC | 1,100,000.00 | 1,180,800.50 | |||
| CSC HOLDINGS LLC | 200,000.00 | 205,160.00 | |||
| CSC HOLDINGS LLC | 200,000.00 | 201,375.00 | |||
| CSTN MERGER SUB INC | 300,000.00 | 282,343.50 | |||
| CUSHMAN & WAKEFIELD US | 150,000.00 | 158,718.75 | |||
| DAE FUNDING LLC | 325,000.00 | 329,127.50 | |||
| DAE FUNDING LLC | 375,000.00 | 370,543.12 | |||
| DAE FUNDING LLC | 600,000.00 | 589,869.00 | |||
| DANA INC | 125,000.00 | 131,092.50 | |||
| DAVITA INC | 700,000.00 | 728,437.50 | |||
| DAVITA INC | 250,000.00 | 243,795.00 | |||
| DCP MIDSTREAM OPERATING | 875,000.00 | 929,425.00 | |||
| DCP MIDSTREAM OPERATING | 150,000.00 | 159,169.50 | |||
| DCP MIDSTREAM OPERATING | 375,000.00 | 386,955.00 | |||
| DELEK LOGISTICS PARTNERS | 175,000.00 | 161,637.87 | |||
| DELL INC | 250,000.00 | 292,606.25 | |||
| DELTA AIR LINES INC | 75,000.00 | 74,574.07 | |||
| DELTA AIR LINES INC | 225,000.00 | 207,046.98 | |||
| DELTA AIR LINES INC | 100,000.00 | 104,625.95 | |||
| DIAMOND SPORTS GR/DIAMON | 475,000.00 | 362,246.87 | |||
| DIAMOND SPORTS GR/DIAMON | 425,000.00 | 226,886.25 | |||
| DIEBOLD NIXDORF INC | 75,000.00 | 79,875.00 | |||
| DIGICEL INTL FINANCE LTD | 254,275.00 | 256,817.75 | |||
| DIGICEL INTL FINANCE LTD | 128,791.00 | 117,843.76 | |||
| DIGICEL INTL FINANCE LTD | 101,508.00 | 79,176.24 | |||
| DISH DBS CORP | 150,000.00 | 155,437.50 | |||
| DISH DBS CORP | 400,000.00 | 421,252.00 | |||
| DISH DBS CORP | 425,000.00 | 480,787.62 | |||
| DISH DBS CORP | 200,000.00 | 211,375.00 | |||
| DIVERSIFIED HEALTHCARE T | 450,000.00 | 503,046.00 | |||
| DOLYA HOLDCO 18 DAC | 200,000.00 | 203,440.00 | |||
| DONNELLEY FINANCIAL SOL | 550,000.00 | 576,754.75 | |||
| DOWNSTREAM DEVELOPMENT | 175,000.00 | 159,887.87 | |||
| DRAX FINCO PLC | 200,000.00 | 210,021.00 | |||
| EDGEWELL PERSONAL CARE | 300,000.00 | 317,665.50 | |||
| EG GLOBAL FINANCE PLC | 200,000.00 | 205,396.00 | |||
| EG GLOBAL FINANCE PLC | 200,000.00 | 213,396.00 | |||
| EMBARQ CORP | 450,000.00 | 539,874.00 | |||
| EMERGENT BIOSOLUTIONS | 100,000.00 | 101,375.00 | |||
| ENDEAVOR ENERGY RESOURCE | 75,000.00 | 75,867.00 | |||
| ENDEAVOR ENERGY RESOURCE | 200,000.00 | 197,537.00 | |||
| ENERGIZER GAMMA ACQ INC | 150,000.00 | 157,498.50 | |||
| ENERGIZER HOLDINGS INC | 200,000.00 | 216,943.00 | |||
| ENLINK MIDSTREAM LLC | 200,000.00 | 174,081.00 | |||
| ENLINK MIDSTREAM PARTNER | 580,000.00 | 508,225.00 | |||
| ENLINK MIDSTREAM PARTNER | 225,000.00 | 153,403.87 | |||
| ENLINK MIDSTREAM PARTNER | 225,000.00 | 151,481.25 | |||
| ENTERPRISE DEVELOP AUTH | 750,000.00 | 831,506.25 | |||
| EQM MIDSTREAM PARTNERS L | 250,000.00 | 252,625.00 | |||
| EQM MIDSTREAM PARTNERS L | 200,000.00 | 210,500.00 | |||
| EQM MIDSTREAM PARTNERS L | 200,000.00 | 217,283.00 | |||
| EQT CORP | 125,000.00 | 118,241.25 | |||
| EQT CORP | 325,000.00 | 388,984.37 | |||
| ESH HOSPITALITY INC | 395,000.00 | 402,495.12 | |||
| ESH HOSPITALITY INC | 125,000.00 | 124,693.75 | |||
| EXELA INTERMED/EXELA FIN | 450,000.00 | 135,000.00 | |||
| EXTERRAN NRG SOLUTIONS/F | 275,000.00 | 237,502.37 | |||
| FAIRSTONE FINANCIAL INC | 325,000.00 | 343,044.00 | |||
| FELCOR LODGING LP | 525,000.00 | 525,601.12 | |||
| FINANCIAL & RISK US HOLD | 200,000.00 | 214,915.00 | |||
| FIRST QUANTUM MINERALS L | 400,000.00 | 400,042.00 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 206,250.00 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 201,463.00 | |||
| FIRSTCASH INC | 250,000.00 | 256,718.75 | |||
| FIVE POINT OP CO LP/FIVE | 125,000.00 | 128,064.37 | |||
| FLY LEASING LTD | 950,000.00 | 758,712.75 | |||
| FORD MOTOR COMPANY | 525,000.00 | 578,337.37 | |||
| FORD MOTOR COMPANY | 500,000.00 | 581,742.50 | |||
| FORD MOTOR COMPANY | 150,000.00 | 196,669.50 | |||
| FORD MOTOR COMPANY | 75,000.00 | 87,726.56 | |||
| FORD MOTOR COMPANY | 225,000.00 | 214,593.75 | |||
| FORD MOTOR CREDIT CO LLC | 400,000.00 | 408,750.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 208,398.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 200,730.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 203,710.00 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 194,500.00 | |||
| FORD MOTOR CREDIT CO LLC | 1,350,000.00 | 1,405,755.00 | |||
| FORESTAR GROUP INC | 125,000.00 | 125,605.62 | |||
| FORTRESS TRANS & INFRAST | 50,000.00 | 49,736.25 | |||
| FORTRESS TRANS & INFRAST | 200,000.00 | 196,229.00 | |||
| FOXTROT ESCROW ISSUER | 222,000.00 | 241,599.27 | |||
| FREEPORT-MCMORAN C & G | 500,000.00 | 563,430.00 | |||
| FREEPORT-MCMORAN INC | 325,000.00 | 349,470.87 | |||
| FREEPORT-MCMORAN INC | 350,000.00 | 362,157.25 | |||
| FREEPORT-MCMORAN INC | 200,000.00 | 208,875.00 | |||
| FREEPORT-MCMORAN INC | 400,000.00 | 415,876.00 | |||
| FREEPORT-MCMORAN INC | 200,000.00 | 212,355.00 | |||
| FRONT RANGE BIDCO INC | 375,000.00 | 371,017.50 | |||
| FRONTDOOR INC | 125,000.00 | 134,195.00 | |||
| FTS INTERNATIONAL INC | 700,000.00 | 269,500.00 | |||
| GAP INC/THE | 100,000.00 | 111,600.00 | |||
| GAP INC/THE | 350,000.00 | 390,215.00 | |||
| GAP INC/THE | 100,000.00 | 115,500.00 | |||
| GARDA WORLD SECURITY | 150,000.00 | 152,625.00 | |||
| GARTNER INC | 150,000.00 | 155,812.50 | |||
| GENESIS ENERGY LP/FIN | 125,000.00 | 112,930.00 | |||
| GENWORTH HOLDINGS INC | 750,000.00 | 688,593.75 | |||
| GENWORTH MORTGAGE HLDING | 200,000.00 | 210,000.00 | |||
| GLOBAL AIR LEASE CO LTD | 1,000,000.00 | 588,750.00 | |||
| GOODYEAR TIRE & RUBBER | 500,000.00 | 555,937.50 | |||
| GRAHAM HOLDINGS CO | 200,000.00 | 211,962.00 | |||
| GRAPHIC PACKAGING INTERN | 75,000.00 | 76,125.00 | |||
| GRAY ESCROW INC | 200,000.00 | 216,315.00 | |||
| GRAY TELEVISION INC | 70,000.00 | 71,736.35 | |||
| GREYSTAR REAL ESTATE PAR | 225,000.00 | 230,764.50 | |||
| GRIFFON CORPORATION | 375,000.00 | 394,256.25 | |||
| GRINDING MED/MC GRINDING | 325,000.00 | 331,300.12 | |||
| GROUP 1 AUTOMOTIVE INC | 100,000.00 | 99,770.00 | |||
| GULFPORT ENERGY CORP | 125,000.00 | 76,796.87 | |||
| GULFPORT ENERGY CORP | 650,000.00 | 408,619.25 | |||
| GULFPORT ENERGY CORP | 175,000.00 | 106,935.50 | |||
| H&E EQUIPMENT SERVICES | 300,000.00 | 312,375.00 | |||
| HALYARD HEALTH INC | 200,000.00 | 200,750.00 | |||
| HARLAND CLARKE HOLDINGS | 525,000.00 | 431,130.00 | |||
| HARVEST MIDSTREAM I LP | 375,000.00 | 385,312.50 | |||
| HAT HOLDINGS I LLC/HAT | 100,000.00 | 107,375.00 | |||
| HAT HOLDINGS I LLC/HAT | 75,000.00 | 76,125.00 | |||
| HCA INC | 720,000.00 | 789,786.00 | |||
| HCA INC | 500,000.00 | 557,422.50 | |||
| HCA INC | 450,000.00 | 511,312.50 | |||
| HCA INC | 600,000.00 | 671,970.00 | |||
| HCA INC | 175,000.00 | 205,935.62 | |||
| HCA INC | 275,000.00 | 284,056.05 | |||
| HERBALIFE/HLF FINANCING | 250,000.00 | 271,562.50 | |||
| HESS MIDSTREAM | 675,000.00 | 703,539.00 | |||
| HESS MIDSTREAM PARTNERS | 275,000.00 | 281,616.50 | |||
| HILTON DOMESTIC OPERATIN | 150,000.00 | 156,667.50 | |||
| HILTON DOMESTIC OPERATIN | 750,000.00 | 771,885.00 | |||
| HILTON DOMESTIC OPERATIN | 150,000.00 | 159,750.00 | |||
| HJ HEINZ CO | 150,000.00 | 167,496.09 | |||
| HOLLY NRG PRTNR/FIN CORP | 175,000.00 | 174,552.87 | |||
| HOSPITALITY PROP TRUST | 400,000.00 | 370,000.00 | |||
| HOSPITALITY PROP TRUST | 25,000.00 | 22,500.00 | |||
| HOWARD HUGHES CORP | 200,000.00 | 202,500.00 | |||
| HOWMET AEROSPACE INC | 200,000.00 | 226,750.00 | |||
| HUDBAY MINERALS INC | 100,000.00 | 102,464.50 | |||
| HUDBAY MINERALS INC | 150,000.00 | 156,834.00 | |||
| HUDBAY MINERALS INC | 150,000.00 | 152,625.00 | |||
| HUGHES SATELLITE SYSTEMS | 700,000.00 | 760,389.00 | |||
| HUGHES SATELLITE SYSTEMS | 475,000.00 | 534,226.56 | |||
| HUNT COS INC | 300,000.00 | 288,121.50 | |||
| IAMGOLD CORP | 250,000.00 | 264,661.25 | |||
| IAMGOLD CORP | 275,000.00 | 275,687.50 | |||
| ICAHN ENTERPRISES/FIN | 675,000.00 | 692,735.62 | |||
| ICAHN ENTERPRISES/FIN | 525,000.00 | 559,041.00 | |||
| ICAHN ENTERPRISES/FIN | 250,000.00 | 265,781.25 | |||
| IHEARTCOMMUNICATIONS INC | 200,000.00 | 208,448.00 | |||
| IHEARTCOMMUNICATIONS INC | 175,000.00 | 173,173.00 | |||
| IHEARTCOMMUNICATIONS INC | 225,000.00 | 213,849.00 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 157,273.50 | |||
| INDIGO NATURAL RES LLC | 150,000.00 | 151,973.25 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 201,373.00 | |||
| INTELLIGENT PACKAGING | 100,000.00 | 101,250.00 | |||
| INTERNATIONAL GAME TECH | 200,000.00 | 204,821.00 | |||
| IQVIA INC | 150,000.00 | 158,625.00 | |||
| IRB HOLDING CORP | 150,000.00 | 160,953.75 | |||
| IRON MOUNTAIN INC | 325,000.00 | 339,564.87 | |||
| IRON MOUNTAIN INC | 125,000.00 | 130,470.00 | |||
| IRON MOUNTAIN INC | 400,000.00 | 413,400.00 | |||
| IRON MOUNTAIN INC | 750,000.00 | 796,406.25 | |||
| IRON MOUNTAIN INC | 350,000.00 | 356,809.25 | |||
| IRON MOUNTAIN INC | 150,000.00 | 162,204.75 | |||
| J2 CLOUD LLC/GLOBAL INC | 875,000.00 | 915,250.00 | |||
| JACOBS ENTERTAINMENT INC | 550,000.00 | 527,254.75 | |||
| JAGGED PEAK ENERGY LLC | 200,000.00 | 203,593.00 | |||
| JAGUAR HL / PPDI | 100,000.00 | 104,038.00 | |||
| JAGUAR HL / PPDI | 125,000.00 | 131,718.75 | |||
| JBS INVESTMENTS II GMBH | 200,000.00 | 216,479.00 | |||
| JEFFERIES FIN LLC / JFIN | 200,000.00 | 203,500.00 | |||
| JELD-WEN INC | 150,000.00 | 160,500.00 | |||
| JELD-WEN INC | 100,000.00 | 101,364.50 | |||
| JOSEPH T RYERSON & SON I | 75,000.00 | 80,907.75 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 150,412.50 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 307,218.83 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 160,478.20 | |||
| KAISER ALUMINUM CORP | 225,000.00 | 235,828.12 | |||
| KAISER ALUMINUM CORP | 175,000.00 | 168,225.75 | |||
| KB HOME | 175,000.00 | 184,625.00 | |||
| KB HOME | 50,000.00 | 55,582.25 | |||
| KB HOME | 150,000.00 | 177,127.50 | |||
| KEHE DISTRIBUTORS LLC/FI | 125,000.00 | 135,293.12 | |||
| KEN GARFF AUTOMOTIVE LLC | 125,000.00 | 125,312.50 | |||
| KENNEDY-WILSON INC | 765,000.00 | 773,376.75 | |||
| KFC HLD/PIZZA HUT/TACO | 300,000.00 | 315,871.50 | |||
| KORN/FERRY INTERNATIONAL | 125,000.00 | 128,750.00 | |||
| KRAFT FOODS GROUP INC | 400,000.00 | 436,052.44 | |||
| KRAFT FOODS INC | 75,000.00 | 101,404.07 | |||
| KRAFT HEINZ FOODS CO | 125,000.00 | 132,621.73 | |||
| KRAFT HEINZ FOODS CO | 125,000.00 | 144,993.18 | |||
| KRAFT HEINZ FOODS CO | 284,000.00 | 300,145.45 | |||
| KRAFT HEINZ FOODS CO | 400,000.00 | 510,173.36 | |||
| KRAFT HEINZ FOODS CO | 875,000.00 | 880,399.01 | |||
| KRAFT HEINZ FOODS CO | 725,000.00 | 775,644.94 | |||
| KRATON POLYMERS LLC/CAP | 275,000.00 | 282,152.75 | |||
| L BRANDS INC | 75,000.00 | 80,925.75 | |||
| L BRANDS INC | 75,000.00 | 87,187.50 | |||
| L BRANDS INC | 200,000.00 | 193,000.00 | |||
| L BRANDS INC | 250,000.00 | 262,297.50 | |||
| L BRANDS INC | 525,000.00 | 529,331.25 | |||
| LADDER CAP FIN LLLP/CORP | 225,000.00 | 222,888.37 | |||
| LADDER CAP FIN LLLP/CORP | 650,000.00 | 588,250.00 | |||
| LAMAR MEDIA CORP | 24,000.00 | 24,199.92 | |||
| LAMAR MEDIA CORP | 75,000.00 | 78,086.62 | |||
| LAMAR MEDIA CORP | 225,000.00 | 224,884.12 | |||
| LAMAR MEDIA CORP | 100,000.00 | 104,480.00 | |||
| LAMAR MEDIA CORP | 225,000.00 | 227,812.50 | |||
| LAREDO PETROLEUM INC | 250,000.00 | 162,420.00 | |||
| LCPR SR SECURED FIN DAC | 200,000.00 | 212,270.00 | |||
| LENNAR CORP | 250,000.00 | 262,118.75 | |||
| LEVEL 3 FINANCING INC | 375,000.00 | 379,258.12 | |||
| LEVEL 3 FINANCING INC | 400,000.00 | 408,428.00 | |||
| LEVEL 3 FINANCING INC | 200,000.00 | 198,750.00 | |||
| LEVIATHAN BOND LTD | 100,000.00 | 105,375.00 | |||
| LEVIATHAN BOND LTD | 125,000.00 | 133,281.25 | |||
| LEVIATHAN BOND LTD | 75,000.00 | 79,968.75 | |||
| LIFEPOINT HEALTH INC | 275,000.00 | 292,187.50 | |||
| LIFEPOINT HEALTH INC | 100,000.00 | 99,500.00 | |||
| LIONS GATE CAPITAL HOLD | 200,000.00 | 202,873.00 | |||
| LIONS GATE CAPITAL HOLD | 450,000.00 | 450,609.75 | |||
| LITHIA MOTORS INC | 75,000.00 | 78,562.50 | |||
| LIVE NATION ENTERTAINMEN | 200,000.00 | 198,736.00 | |||
| LIVE NATION ENTERTAINMEN | 275,000.00 | 261,797.25 | |||
| LOGAN MERGER SUB INC | 300,000.00 | 306,832.50 | |||
| MAGNOLIA OIL GAS/MAG FIN | 200,000.00 | 201,738.00 | |||
| MALLINCKRODT FIN/SB | 175,000.00 | 42,000.00 | |||
| MARRIOTT OWNERSHIP RESOR | 150,000.00 | 159,656.25 | |||
| MARRIOTT OWNERSHIP RESOR | 100,000.00 | 104,017.00 | |||
| MARRIOTT OWNERSHIP RESOR | 100,000.00 | 95,856.00 | |||
| MASONITE INTERNATIONAL C | 100,000.00 | 105,356.00 | |||
| MASONITE INTERNATIONAL C | 250,000.00 | 266,672.50 | |||
| MATADOR RESOURCES CO | 150,000.00 | 131,605.50 | |||
| MATCH GROUP INC | 50,000.00 | 52,619.75 | |||
| MATCH GROUP INC | 150,000.00 | 164,784.00 | |||
| MATTAMY GROUP CORP | 250,000.00 | 255,430.00 | |||
| MATTEL INC | 300,000.00 | 316,710.00 | |||
| MATTEL INC | 100,000.00 | 108,125.00 | |||
| MATTEL INC | 100,000.00 | 91,970.50 | |||
| MATTHEWS INTERNATIONAL C | 425,000.00 | 402,111.62 | |||
| MEG ENERGY CORP | 325,000.00 | 304,687.50 | |||
| MELCO RESORTS FINANCE | 200,000.00 | 208,985.80 | |||
| MERCER INTL INC | 100,000.00 | 100,797.50 | |||
| MERCER INTL INC | 150,000.00 | 153,375.00 | |||
| MERITAGE HOMES CORP | 225,000.00 | 241,540.87 | |||
| MERITAGE HOMES CORP | 325,000.00 | 365,997.12 | |||
| MERLIN ENTERTAINMENTS PL | 350,000.00 | 339,871.00 | |||
| MGIC INVESTMENT CORP | 275,000.00 | 293,877.37 | |||
| MGIC INVESTMENT CORP | 200,000.00 | 209,125.00 | |||
| MGM GROWTH/MGM FINANCE | 250,000.00 | 262,125.00 | |||
| MGM GROWTH/MGM FINANCE | 650,000.00 | 715,204.75 | |||
| MGM RESORTS INTL | 250,000.00 | 266,197.50 | |||
| MGM RESORTS INTL | 394,000.00 | 421,581.97 | |||
| MGM RESORTS INTL | 686,000.00 | 729,838.83 | |||
| MICROCHIP TECHNOLOGY INC | 275,000.00 | 286,226.95 | |||
| MIDCONTINENT COMM & FIN | 125,000.00 | 130,445.00 | |||
| MINERAL RESOURCES LTD | 275,000.00 | 303,681.12 | |||
| MINERALS TECHNOLOGIES IN | 150,000.00 | 154,156.50 | |||
| MOLINA HEALTHCARE INC | 150,000.00 | 154,563.00 | |||
| MOSS CREEK RESOURCES HLD | 275,000.00 | 181,104.00 | |||
| MOSS CREEK RESOURCES HLD | 350,000.00 | 242,879.00 | |||
| MOTION BONDCO DAC | 400,000.00 | 349,616.00 | |||
| MOUNTAIN PROVINCE DIAMON | 100,000.00 | 74,469.00 | |||
| MPT OPER PARTNERSP/FINL | 225,000.00 | 232,934.62 | |||
| MPT OPER PARTNERSP/FINL | 375,000.00 | 399,082.50 | |||
| MTS SYSTEMS CORP | 469,000.00 | 476,391.44 | |||
| MURPHY OIL CORP | 300,000.00 | 301,090.50 | |||
| MURPHY OIL CORP | 275,000.00 | 255,091.37 | |||
| MURPHY OIL CORP | 375,000.00 | 345,821.25 | |||
| NABORS INDUSTRIES INC | 175,000.00 | 49,637.87 | |||
| NATIONSTAR MTG | 175,000.00 | 190,148.87 | |||
| NATIONSTAR MTG HLD INC | 100,000.00 | 105,172.00 | |||
| NATIONSTAR MTG HLD INC | 250,000.00 | 260,240.00 | |||
| NAVIENT CORP | 50,000.00 | 51,125.00 | |||
| NAVIENT CORP | 250,000.00 | 259,470.00 | |||
| NAVIENT CORP | 100,000.00 | 105,187.50 | |||
| NAVIENT CORP | 800,000.00 | 816,000.00 | |||
| NAVIENT CORP | 225,000.00 | 233,139.37 | |||
| NAVIENT CORP | 200,000.00 | 205,375.00 | |||
| NAVIENT CORP | 175,000.00 | 167,804.00 | |||
| NCL CORPORATION LTD | 100,000.00 | 111,687.50 | |||
| NCL CORPORATION LTD | 200,000.00 | 207,750.00 | |||
| NCR CORP | 175,000.00 | 175,308.87 | |||
| NCR CORP | 700,000.00 | 716,432.50 | |||
| NCR CORP | 75,000.00 | 83,250.00 | |||
| NCR CORP | 275,000.00 | 288,345.75 | |||
| NCR CORP | 200,000.00 | 201,260.00 | |||
| NCR CORP | 50,000.00 | 53,553.50 | |||
| NCR CORP | 125,000.00 | 125,000.00 | |||
| NETFLIX INC | 250,000.00 | 263,100.00 | |||
| NETFLIX INC | 900,000.00 | 1,031,967.00 | |||
| NETFLIX INC | 600,000.00 | 756,750.00 | |||
| NETFLIX INC | 375,000.00 | 448,923.75 | |||
| NETFLIX INC | 175,000.00 | 202,475.00 | |||
| NEW ENTERPRISE STONE & L | 625,000.00 | 652,462.50 | |||
| NEW FORTRESS ENERGY INC | 75,000.00 | 76,640.62 | |||
| NEWELL RUBBERMAID INC | 525,000.00 | 565,523.43 | |||
| NEWELL RUBBERMAID INC | 300,000.00 | 340,500.00 | |||
| NEWELL RUBBERMAID INC | 150,000.00 | 169,410.00 | |||
| NEWMARK GROUP INC | 150,000.00 | 153,416.26 | |||
| NEXSTAR ESCROW INC | 200,000.00 | 210,313.00 | |||
| NEXTERA ENERGY OPERATING | 250,000.00 | 266,875.00 | |||
| NEXTERA ENERGY OPERATING | 350,000.00 | 365,695.75 | |||
| NIELSEN FINANCE LLC/CO | 150,000.00 | 153,000.00 | |||
| NIELSEN FINANCE LLC/CO | 100,000.00 | 100,000.00 | |||
| NINE ENERGY SERVICE INC | 100,000.00 | 35,406.50 | |||
| NMI HOLDINGS | 300,000.00 | 323,683.49 | |||
| NOVA CHEMICALS CORP | 400,000.00 | 397,002.00 | |||
| NOVA CHEMICALS CORP | 375,000.00 | 361,406.25 | |||
| NOVELIS CORP | 475,000.00 | 490,437.50 | |||
| NOVELIS CORP | 475,000.00 | 475,957.12 | |||
| NRG ENERGY INC | 500,000.00 | 530,730.00 | |||
| NRG ENERGY INC | 150,000.00 | 164,409.75 | |||
| NUFARM AUSTRALIA/AMERICA | 225,000.00 | 227,488.50 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 154,265.62 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 152,507.25 | |||
| NUSTAR LOGISTICS LP | 150,000.00 | 154,500.00 | |||
| NWH ESCROW CORP | 300,000.00 | 106,500.00 | |||
| OCCIDENTAL PETROLEUM COR | 300,000.00 | 290,610.00 | |||
| OCCIDENTAL PETROLEUM COR | 457,000.00 | 429,271.52 | |||
| OCCIDENTAL PETROLEUM COR | 575,000.00 | 479,762.75 | |||
| OCCIDENTAL PETROLEUM COR | 100,000.00 | 100,250.00 | |||
| OCCIDENTAL PETROLEUM COR | 375,000.00 | 346,640.62 | |||
| OCCIDENTAL PETROLEUM COR | 150,000.00 | 137,533.50 | |||
| OCCIDENTAL PETROLEUM COR | 275,000.00 | 260,562.50 | |||
| OCCIDENTAL PETROLEUM COR | 100,000.00 | 77,937.50 | |||
| OCCIDENTAL PETROLEUM COR | 425,000.00 | 404,279.12 | |||
| OCCIDENTAL PETROLEUM COR | 250,000.00 | 243,125.00 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 24,609.37 | |||
| OCCIDENTAL PETROLEUM COR | 125,000.00 | 112,109.37 | |||
| OCI NV | 200,000.00 | 204,750.00 | |||
| OLIN CORP | 425,000.00 | 497,847.12 | |||
| OLIN CORP | 200,000.00 | 198,751.00 | |||
| OLIN CORP | 300,000.00 | 286,031.25 | |||
| ON SEMICONDUCTOR CORP | 325,000.00 | 333,937.50 | |||
| OPEN TEXT CORP | 175,000.00 | 184,503.37 | |||
| OPEN TEXT CORP | 250,000.00 | 255,621.87 | |||
| OPEN TEXT HOLDINGS INC | 250,000.00 | 258,125.00 | |||
| OUTFRONT MEDIA CAP LLC/C | 250,000.00 | 247,297.50 | |||
| OUTFRONT MEDIA CAP LLC/C | 150,000.00 | 147,375.00 | |||
| OWENS-BROCKWAY | 350,000.00 | 371,911.75 | |||
| OWENS-BROCKWAY | 400,000.00 | 441,750.00 | |||
| OWENS-BROCKWAY | 125,000.00 | 136,559.37 | |||
| OXFORD FIN LLC/CO-ISS II | 100,000.00 | 95,601.50 | |||
| PAR PHARMACEUTICAL INC | 425,000.00 | 450,367.18 | |||
| PARAMOUNT RESOURCES LTD | 300,000.00 | 303,343.50 | |||
| PARK INTERMED HOLDINGS | 400,000.00 | 427,000.00 | |||
| PARK-OHIO INDUSTRIES INC | 400,000.00 | 365,424.00 | |||
| PARKLAND FUEL CORP | 200,000.00 | 211,460.00 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 175,637.87 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 176,203.12 | |||
| PARSLEY ENERGY LLC/FINAN | 200,000.00 | 192,980.00 | |||
| PATRICK INDUSTRIES INC | 275,000.00 | 300,162.50 | |||
| PATTERN ENERGY OP LP/PAT | 125,000.00 | 131,256.25 | |||
| PBF HOLDING CO LLC | 200,000.00 | 216,284.99 | |||
| PBF HOLDING CO LLC | 325,000.00 | 263,046.87 | |||
| PBF LOGISTICS LP/FINANCE | 750,000.00 | 738,142.50 | |||
| PDC ENERGY INC | 325,000.00 | 327,437.50 | |||
| PENSKE AUTOMOTIVE GROUP | 200,000.00 | 199,340.00 | |||
| PERFORMANCE FOOD GROUP I | 400,000.00 | 420,268.00 | |||
| PG&E CORP | 275,000.00 | 273,948.12 | |||
| PG&E CORP | 275,000.00 | 272,937.50 | |||
| PGT ESCROW ISSUER INC | 175,000.00 | 187,435.50 | |||
| PICASSO FINANCE SUB INC | 150,000.00 | 160,717.50 | |||
| PILGRIM'S PRIDE CORP | 275,000.00 | 281,586.25 | |||
| PILGRIM'S PRIDE CORP | 600,000.00 | 632,850.00 | |||
| PLASTIPAK HOLDINGS INC | 125,000.00 | 125,546.87 | |||
| POLYONE CORP | 200,000.00 | 211,790.00 | |||
| POST HOLDINGS INC | 525,000.00 | 542,464.12 | |||
| POST HOLDINGS INC | 450,000.00 | 475,733.25 | |||
| POST HOLDINGS INC | 375,000.00 | 400,040.62 | |||
| POST HOLDINGS INC | 200,000.00 | 206,625.00 | |||
| POWDR CORP | 50,000.00 | 51,437.50 | |||
| PRECISION DRILLING CORP | 275,000.00 | 193,502.37 | |||
| PRESIDIO HOLDING INC | 150,000.00 | 154,008.00 | |||
| PRESTIGE BRANDS INC | 300,000.00 | 313,914.00 | |||
| PRIME SECSRVC BRW/FINANC | 150,000.00 | 159,281.25 | |||
| PRIME SECSRVC BRW/FINANC | 325,000.00 | 320,937.50 | |||
| PRIME SECSRVC BRW/FINANC | 250,000.00 | 260,977.50 | |||
| PTC INC | 150,000.00 | 153,375.00 | |||
| PTC INC | 100,000.00 | 104,000.00 | |||
| QORVO INC | 400,000.00 | 422,188.00 | |||
| QORVO INC | 125,000.00 | 133,711.25 | |||
| QTS LP/FINANCE | 225,000.00 | 233,695.12 | |||
| QUEBECOR MEDIA INC | 250,000.00 | 270,026.25 | |||
| QUICKEN LOANS LLC/QUICKN | 125,000.00 | 124,843.75 | |||
| QUICKEN LOANS LLC/QUICKN | 375,000.00 | 374,062.50 | |||
| RADIAN GROUP INC | 225,000.00 | 226,125.00 | |||
| RADIAN GROUP INC | 50,000.00 | 53,843.75 | |||
| RADIAN GROUP INC | 100,000.00 | 100,500.00 | |||
| RADIATE HOLDCO / FINANCE | 200,000.00 | 200,000.00 | |||
| RANGE RESOURCES CORP | 200,000.00 | 211,344.00 | |||
| RATTLER MIDSTREAM LP | 250,000.00 | 260,600.00 | |||
| REALOGY GROUP/CO-ISSUER | 250,000.00 | 248,593.75 | |||
| REALOGY GROUP/CO-ISSUER | 100,000.00 | 105,010.00 | |||
| RESIDEO FUNDING INC | 125,000.00 | 125,669.37 | |||
| ROYAL BK SCOTLND GRP PLC | 800,000.00 | 751,912.00 | |||
| ROYAL CARIBBEAN CRUISES | 275,000.00 | 254,160.50 | |||
| ROYAL CARIBBEAN CRUISES | 150,000.00 | 158,625.00 | |||
| ROYAL CARIBBEAN CRUISES | 75,000.00 | 57,187.50 | |||
| SABRE GLBL INC | 150,000.00 | 166,031.25 | |||
| SABRE GLBL INC | 125,000.00 | 128,156.25 | |||
| SANJEL CORP ZCPN | 15,000.00 | 0.00 | |||
| SBA COMMUNICATIONS CORP | 400,000.00 | 404,826.00 | |||
| SBA COMMUNICATIONS CORP | 200,000.00 | 205,250.00 | |||
| SBA COMMUNICATIONS CORP | 300,000.00 | 310,317.00 | |||
| SCIENCE APPLICATIONS INT | 150,000.00 | 153,867.00 | |||
| SEALED AIR CORP | 375,000.00 | 409,921.87 | |||
| SEALED AIR CORP | 225,000.00 | 238,781.25 | |||
| SENSATA TECHNOLOGIES INC | 150,000.00 | 150,187.50 | |||
| SERVICE CORP INTL | 875,000.00 | 936,250.00 | |||
| SERVICE CORP INTL | 125,000.00 | 138,851.25 | |||
| SERVICE CORP INTL | 275,000.00 | 279,984.37 | |||
| SERVICE PROPERTIES TRUST | 200,000.00 | 215,897.20 | |||
| SERVICE PROPERTIES TRUST | 225,000.00 | 209,812.50 | |||
| SERVICE PROPERTIES TRUST | 175,000.00 | 157,062.50 | |||
| SERVICE PROPERTIES TRUST | 25,000.00 | 21,000.00 | |||
| SEVEN GENERATIONS ENERGY | 275,000.00 | 263,269.87 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 151,898.25 | |||
| SINCLAIR TELEVISION GROU | 150,000.00 | 150,159.00 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 360,937.50 | |||
| SINCLAIR TELEVISION GROU | 125,000.00 | 118,961.25 | |||
| SIRIUS XM RADIO INC | 300,000.00 | 311,247.00 | |||
| SIRIUS XM RADIO INC | 300,000.00 | 317,689.50 | |||
| SIRIUS XM RADIO INC | 775,000.00 | 846,610.00 | |||
| SLM CORP | 175,000.00 | 182,266.87 | |||
| SLM CORP | 400,000.00 | 417,246.00 | |||
| SLM CORP | 90,000.00 | 78,244.65 | |||
| SM ENERGY CO | 950,000.00 | 452,257.00 | |||
| SONIC AUTOMOTIVE INC | 200,000.00 | 210,212.00 | |||
| SOTHEBY'S | 200,000.00 | 202,588.00 | |||
| SOUTHWESTERN ENERGY CO | 271,000.00 | 270,487.81 | |||
| SOUTHWESTERN ENERGY CO | 100,000.00 | 104,000.00 | |||
| SPECTRUM BRANDS INC | 145,000.00 | 149,712.50 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 78,267.00 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 78,750.00 | |||
| SPIRIT AEROSYSTEMS INC | 475,000.00 | 466,393.00 | |||
| SPIRIT LOYALTY KY LTD/IP | 200,000.00 | 208,500.00 | |||
| SPRINGLEAF FINANCE CORP | 150,000.00 | 160,687.50 | |||
| SPRINGLEAF FINANCE CORP | 500,000.00 | 560,842.50 | |||
| SPRINGLEAF FINANCE CORP | 150,000.00 | 168,277.50 | |||
| SPRINGLEAF FINANCE CORP | 800,000.00 | 914,436.00 | |||
| SPRINGLEAF FINANCE CORP | 200,000.00 | 226,838.00 | |||
| SPRINGLEAF FINANCE CORP | 450,000.00 | 482,062.50 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 413,359.37 | |||
| SPRINT CAPITAL CORP | 700,000.00 | 1,048,950.00 | |||
| SPRINT COMMUNICATIONS | 225,000.00 | 249,978.37 | |||
| SPRINT COMMUNICATIONS | 350,000.00 | 379,312.50 | |||
| SPRINT CORP | 500,000.00 | 526,250.00 | |||
| SPRINT CORP | 150,000.00 | 173,487.75 | |||
| SPRINT CORP | 550,000.00 | 636,619.50 | |||
| SPRINT CORP | 125,000.00 | 153,470.62 | |||
| SPX FLOW INC | 400,000.00 | 419,424.00 | |||
| SS&C TECHNOLOGIES INC | 625,000.00 | 660,156.25 | |||
| STANDARD INDUSTRIES INC | 125,000.00 | 131,300.62 | |||
| STANDARD INDUSTRIES INC | 775,000.00 | 813,750.00 | |||
| STANDARD INDUSTRIES INC | 250,000.00 | 262,883.75 | |||
| STANDARD INDUSTRIES INC | 275,000.00 | 273,033.75 | |||
| STAPLES INC | 650,000.00 | 612,085.50 | |||
| STAPLES INC | 500,000.00 | 413,437.50 | |||
| STAR MERGER SUB INC | 200,000.00 | 217,125.00 | |||
| STL HOLDING CO LLC | 250,000.00 | 250,625.00 | |||
| STUDIO CITY FINANCE LTD | 200,000.00 | 210,250.00 | |||
| STUDIO CITY FINANCE LTD | 200,000.00 | 211,000.00 | |||
| SUBURBAN PROPANE PARTNRS | 250,000.00 | 254,841.25 | |||
| SUMMIT MATERIALS LLC/FIN | 825,000.00 | 843,475.87 | |||
| SUMMIT MATERIALS LLC/FIN | 37,000.00 | 39,536.72 | |||
| SUMMIT MATERIALS LLC/FIN | 200,000.00 | 210,250.00 | |||
| SUMMIT MID HLDS LLC / FI | 25,000.00 | 17,337.87 | |||
| SUMMIT MID HLDS LLC / FI | 100,000.00 | 56,364.50 | |||
| SUNOCO LP/FINANCE CORP | 275,000.00 | 278,752.37 | |||
| SUNOCO LP/FINANCE CORP | 475,000.00 | 488,148.00 | |||
| SUNOCO LP/FINANCE CORP | 300,000.00 | 314,934.00 | |||
| SWITCH LTD | 150,000.00 | 151,687.50 | |||
| T-MOBILE USA INC | 375,000.00 | 376,485.00 | |||
| T-MOBILE USA INC | 250,000.00 | 255,715.00 | |||
| T-MOBILE USA INC | 275,000.00 | 282,390.62 | |||
| T-MOBILE USA INC | 175,000.00 | 187,598.25 | |||
| TALEN ENERGY SUPPLY LLC | 275,000.00 | 218,048.87 | |||
| TALEN ENERGY SUPPLY LLC | 625,000.00 | 640,900.00 | |||
| TALEN ENERGY SUPPLY LLC | 125,000.00 | 124,741.87 | |||
| TALEN ENERGY SUPPLY LLC | 50,000.00 | 51,343.75 | |||
| TALLGRASS NRG PRTNR/FIN | 200,000.00 | 194,623.00 | |||
| TALLGRASS NRG PRTNR/FIN | 150,000.00 | 150,000.00 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 202,945.00 | |||
| TARGA RESOURCES PARTNERS | 400,000.00 | 413,750.00 | |||
| TARGA RESOURCES PARTNERS | 100,000.00 | 106,250.00 | |||
| TARGA RESOURCES PARTNERS | 400,000.00 | 402,162.00 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 217,125.00 | |||
| TARGA RESOURCES PARTNERS | 175,000.00 | 181,070.31 | |||
| TARGA RESOURCES PARTNERS | 300,000.00 | 300,000.00 | |||
| TAYLOR MORRISON | 125,000.00 | 134,961.25 | |||
| TAYLOR MORRISON COMM | 150,000.00 | 166,659.00 | |||
| TAYLOR MORRISON COMM | 150,000.00 | 162,375.00 | |||
| TEGNA INC | 100,000.00 | 101,275.00 | |||
| TEGNA INC | 475,000.00 | 470,250.00 | |||
| TEGNA INC | 200,000.00 | 198,188.00 | |||
| TELECOM ITALIA CAPITAL | 1,125,000.00 | 1,466,043.75 | |||
| TELEFLEX INC | 150,000.00 | 157,687.50 | |||
| TELESAT CANADA/TELESAT L | 150,000.00 | 152,343.75 | |||
| TELESAT CANADA/TELESAT L | 375,000.00 | 387,600.00 | |||
| TENET HEALTHCARE CORP | 500,000.00 | 507,375.00 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 127,930.00 | |||
| TENET HEALTHCARE CORP | 200,000.00 | 219,033.00 | |||
| TENET HEALTHCARE CORP | 275,000.00 | 283,250.00 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 364,386.75 | |||
| TENET HEALTHCARE CORP | 775,000.00 | 806,000.00 | |||
| TENET HEALTHCARE CORP | 150,000.00 | 153,723.00 | |||
| TENNANT CO | 450,000.00 | 471,530.25 | |||
| TENNECO INC | 200,000.00 | 155,500.00 | |||
| TERRAFORM POWER OPERATIN | 225,000.00 | 231,817.50 | |||
| TERRAFORM POWER OPERATIN | 175,000.00 | 195,530.12 | |||
| TERRAFORM POWER OPERATIN | 175,000.00 | 189,386.75 | |||
| TMS INTERNATIONAL CORP | 175,000.00 | 151,593.75 | |||
| TOPBUILD ESCROW CORP | 200,000.00 | 208,212.00 | |||
| TPC GROUP INC | 525,000.00 | 444,664.50 | |||
| TRANSDIGM INC | 200,000.00 | 217,700.00 | |||
| TRANSDIGM INC | 875,000.00 | 922,035.62 | |||
| TRANSDIGM INC | 550,000.00 | 574,304.50 | |||
| TRANSDIGM INC | 1,200,000.00 | 1,163,250.00 | |||
| TRANSMONTAIGE PARTNERS | 125,000.00 | 130,240.00 | |||
| TRANSOCEAN GUARDIAN LTD | 234,000.00 | 177,840.00 | |||
| TRANSOCEAN POSEIDON | 125,000.00 | 103,125.00 | |||
| TRI POINTE GROUP INC | 200,000.00 | 215,712.00 | |||
| TRI POINTE GROUP INC | 125,000.00 | 138,437.50 | |||
| TRI POINTE HOLDINGS INC | 100,000.00 | 108,864.50 | |||
| TRINSEO OP / TRINSEO FIN | 500,000.00 | 504,062.50 | |||
| TRIUMPH GROUP INC | 525,000.00 | 422,501.62 | |||
| TRIUMPH GROUP INC | 100,000.00 | 104,812.50 | |||
| TRIVIUM PACKAGING FIN | 200,000.00 | 210,500.00 | |||
| TRONOX FINANCE PLC | 500,000.00 | 504,322.50 | |||
| TRONOX INC | 225,000.00 | 229,921.87 | |||
| TTM TECHNOLOGIES INC | 175,000.00 | 180,012.87 | |||
| TWIN RIVER WORLDWIDE HLD | 150,000.00 | 148,284.00 | |||
| UNICREDIT SPA | 200,000.00 | 205,575.92 | |||
| UNITED AIRLINES HOLDINGS | 25,000.00 | 22,656.25 | |||
| UNITED CONTINENTAL HLDGS | 450,000.00 | 451,631.25 | |||
| UNITED CONTINENTAL HLDGS | 225,000.00 | 211,960.12 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 281,875.00 | |||
| UNITED RENTALS NORTH AM | 350,000.00 | 371,726.25 | |||
| UNITED RENTALS NORTH AM | 175,000.00 | 187,468.75 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 282,562.50 | |||
| UNIVAR SOLUTIONS USA INC | 175,000.00 | 180,108.25 | |||
| UNIVISION COMMUNICATIONS | 450,000.00 | 442,125.00 | |||
| UNIVISION COMMUNICATIONS | 150,000.00 | 163,798.50 | |||
| UNIVISION COMMUNICATIONS | 300,000.00 | 300,726.00 | |||
| UPC HOLDING BV | 723,000.00 | 751,786.24 | |||
| US CONCRETE INC | 350,000.00 | 361,812.50 | |||
| US CONCRETE INC | 150,000.00 | 150,937.50 | |||
| US FOODS INC | 700,000.00 | 707,000.00 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 206,362.00 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 206,122.00 | |||
| VALEANT PHARMACEUTICALS | 825,000.00 | 900,281.25 | |||
| VENATOR FIN SARL/VENATOR | 175,000.00 | 154,546.87 | |||
| VERITAS US INC/BERMUDA L | 300,000.00 | 308,812.50 | |||
| VIASAT INC | 150,000.00 | 157,453.12 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 99,974.50 | |||
| VICI PROPERTIES / NOTE | 150,000.00 | 154,361.25 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 100,172.00 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 104,346.00 | |||
| VICI PROPERTIES / NOTE | 100,000.00 | 100,125.00 | |||
| VIDEOTRON LTD | 150,000.00 | 163,592.25 | |||
| VIDEOTRON LTD / LTEE | 75,000.00 | 79,530.37 | |||
| VIKING CRUISES LTD | 75,000.00 | 62,898.37 | |||
| VIKING CRUISES LTD | 300,000.00 | 344,250.00 | |||
| VIPER ENERGY PARTNERS LP | 375,000.00 | 377,733.75 | |||
| VIRGIN MEDIA FINANCE PLC | 200,000.00 | 204,733.00 | |||
| VISTAJET MALTA/XO MGMT | 250,000.00 | 228,151.25 | |||
| VISTRA OPERATIONS CO LLC | 500,000.00 | 526,980.00 | |||
| VISTRA OPERATIONS CO LLC | 375,000.00 | 393,701.25 | |||
| VMED O2 UK FINANCING I | 400,000.00 | 407,000.00 | |||
| VOC ESCROW LTD | 300,000.00 | 266,194.50 | |||
| VODAFONE GROUP PLC | 925,000.00 | 1,107,058.96 | |||
| WABASH NATIONAL CORP | 125,000.00 | 124,856.87 | |||
| WESCO DISTRIBUTION INC | 350,000.00 | 380,213.75 | |||
| WESCO DISTRIBUTION INC | 300,000.00 | 329,671.50 | |||
| WESTERN GAS PARTNERS | 175,000.00 | 175,437.50 | |||
| WESTERN GLOBAL AIRLINES | 250,000.00 | 256,875.00 | |||
| WESTERN MIDSTREAM OPERAT | 675,000.00 | 654,135.75 | |||
| WESTERN MIDSTREAM OPERAT | 100,000.00 | 98,633.50 | |||
| WESTERN MIDSTREAM OPERAT | 100,000.00 | 85,000.00 | |||
| WESTERN MIDSTREAM OPERAT | 225,000.00 | 191,250.00 | |||
| WESTERN MIDSTREAM OPERAT | 200,000.00 | 189,358.00 | |||
| WILLIAM CARTER | 125,000.00 | 132,265.62 | |||
| WILLIAMS SCOTSMAN INTL | 200,000.00 | 203,125.00 | |||
| WINDSTREAM ESCROW LLC | 200,000.00 | 199,750.00 | |||
| WINNEBAGO INDUSTRIES | 75,000.00 | 79,828.12 | |||
| WMG ACQUISITION CORP | 125,000.00 | 130,132.50 | |||
| WMG ACQUISITION CORP | 250,000.00 | 258,973.75 | |||
| WMG ACQUISITION CORP | 250,000.00 | 245,000.00 | |||
| WPX ENERGY INC | 150,000.00 | 151,406.25 | |||
| WPX ENERGY INC | 150,000.00 | 146,184.00 | |||
| WPX ENERGY INC | 200,000.00 | 199,254.00 | |||
| WPX ENERGY INC | 275,000.00 | 259,700.37 | |||
| WR GRACE & CO-CONN | 200,000.00 | 207,376.00 | |||
| WYNDHAM DESTINATIONS INC | 275,000.00 | 293,218.75 | |||
| WYNN LAS VEGAS LLC/CORP | 325,000.00 | 320,332.18 | |||
| WYNN LAS VEGAS LLC/CORP | 375,000.00 | 366,328.12 | |||
| WYNN MACAU LTD | 400,000.00 | 404,200.00 | |||
| WYNN MACAU LTD | 275,000.00 | 273,968.75 | |||
| WYNN RESORTS FINANCE LLC | 200,000.00 | 212,243.00 | |||
| WYNN RESORTS FINANCE LLC | 125,000.00 | 121,718.75 | |||
| XEROX HOLDINGS CORP | 250,000.00 | 251,718.75 | |||
| XEROX HOLDINGS CORP | 250,000.00 | 252,497.50 | |||
| XHR LP | 200,000.00 | 205,040.00 | |||
| XPO LOGISTICS INC | 350,000.00 | 370,125.00 | |||
| XPO LOGISTICS INC | 350,000.00 | 374,281.25 | |||
| YUM! BRANDS INC | 50,000.00 | 55,562.50 | |||
| YUM! BRANDS INC | 150,000.00 | 150,187.50 | |||
| ZIGGO BOND CO BV | 690,000.00 | 721,129.35 | |||
| ZIGGO BOND CO BV | 200,000.00 | 208,250.00 | |||
| 小計 | 銘柄数:816 | 234,851,574.00 | 237,368,152.43 | ||
| (25,099,308,437) | |||||
| 組入時価比率:96.6% | 100.0% | ||||
| 合計 | 25,099,308,437 | ||||
| (25,099,308,437) | |||||
| (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 9月15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 | 53,040,000 | - | 52,865,000 | 175,000 |
| 米ドル | 53,040,000 | - | 52,865,000 | 175,000 |
| 合計 | 53,040,000 | - | 52,865,000 | 175,000 |
| (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。 |
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