有価証券報告書(内国投資信託受益証券)-第31期(令和3年12月9日-令和4年6月8日)
野村米国好利回り社債投信 マザーファンド
貸借対照表
注記表
附属明細表
第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
第3 その他特定資産の明細表(2022年6月8日現在)
貸借対照表
| (2022年 6月 8日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 392,037,391 |
| コール・ローン | 154,218,260 |
| 株式 | 69,973,477 |
| 新株予約権証券 | 6,133,070 |
| 社債券 | 11,910,521,995 |
| 貸付債権 | 48,077,014 |
| 未収配当金 | 101,768 |
| 未収利息 | 184,667,327 |
| 前払費用 | 9,005,906 |
| 流動資産合計 | 12,774,736,208 |
| 資産合計 | 12,774,736,208 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 36,940 |
| 未払金 | 49,749,032 |
| 未払解約金 | 55,800,000 |
| 未払利息 | 96 |
| 流動負債合計 | 105,586,068 |
| 負債合計 | 105,586,068 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,891,796,967 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 8,777,353,173 |
| 元本等合計 | 12,669,150,140 |
| 純資産合計 | 12,669,150,140 |
| 負債純資産合計 | 12,774,736,208 |
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 | 株式 |
| 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、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。 | |
| 新株予約権証券 | |
| 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、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。 | |
| 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。 | |
| 貸付債権 | |
| 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 | 受取配当金 |
| 原則として配当落ち日において、確定配当金額又は予想配当金額を計上しております。 投資信託受益証券については、原則として収益分配金落ち日において、当該収益分配金額を計上しております。 | |
| 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 6月 8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 | 3.2553円 | ||
| (10,000口当たり純資産額) | (32,553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12月 9日 至 2022年 6月 8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 6月 8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 |
| 株式 (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。 新株予約権証券 (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。 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。 貸付債権 (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(貸付債権は除く) 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 6月 8日現在 | |
| 期首 | 2021年12月 9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 | 4,194,241,335円 |
| 同期中における追加設定元本額 | 40,823,836円 |
| 同期中における一部解約元本額 | 343,268,204円 |
| 期末元本額 | 3,891,796,967円 |
| 期末元本額の内訳* | |
| 野村米国好利回り社債投信 Aコース | 181,475,191円 |
| 野村米国好利回り社債投信 Bコース | 410,221,455円 |
| 野村米国好利回り社債投信 Cコース | 291,782,129円 |
| 野村米国好利回り社債投信 Dコース | 2,328,515,273円 |
| ノムラ・グローバル・オールスターズ | 679,802,919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6月8日現在) |
| 種類 | 通貨 | 銘柄 | 株式数 | 評価額 | 備考 | |
| 単価 | 金額 | |||||
| 株式 | 米ドル | BRUIN BLOCKER LLC COM | 15,286 | 0.01 | 175.00 | |
| GATEWAY CASINO LIMITED COMMON STOCK | 140,813 | 0.00 | 0.00 | |||
| GULFPORT ENERGY PFD | 6 | 6,900.00 | 41,400.00 | |||
| HARDWOODS HOLDINGS COM | 468 | 84.00 | 39,312.00 | |||
| INTELSAT JACKSON HOLDING LU2445091858 | 174 | 4.50 | 783.00 | |||
| INTELSAT JACKSON HOLDING LU2445092583 | 174 | 4.25 | 739.50 | |||
| INTELSAT SA/LUXEMBOURG COMMON | 1,663 | 30.25 | 50,305.75 | |||
| NINE POINT ENERGY HOLDINGS COMMON | 2,707 | 0.25 | 676.75 | |||
| SUNGARD MEMBERSHIP INTEREST | 382 | 6.00 | 2,292.00 | |||
| WARREN RESOURCES INC | 3,649 | 0.00 | 0.00 | |||
| NINE POINT ENERGY HOLDINGS-PFD | 46 | 25.00 | 1,150.00 | |||
| PARKER DRILLING CO-POST BANK | 968 | 6.50 | 6,292.00 | |||
| CALIFORNIA RESOURCES CORP | 80 | 47.87 | 3,829.60 | |||
| CLOUD PEAK ENERGY INC | 59 | 0.00 | 0.00 | |||
| GULFPORT ENERGY CORP | 1,784 | 107.08 | 191,030.72 | |||
| LYONDELLBASELL INDU-CL A | 118 | 112.30 | 13,251.40 | |||
| NEENAH ENTERPRISES INC | 107,778 | 0.00 | 0.00 | |||
| UC HOLDINGS INC | 6,825 | 8.00 | 54,600.00 | |||
| BLUESTEM GROUP INC | 11,344 | 1.50 | 17,016.00 | |||
| DIRECTBUY HOLDINGS INC | 2,772 | 0.00 | 0.00 | |||
| VISTRA CORP | 3,313 | 27.39 | 90,743.07 | |||
| VISTRA CORP RIGHTS | 3,853 | 1.25 | 4,816.25 | |||
| IHEARTMEDIA INC-CLASS A | 755 | 11.20 | 8,456.00 | |||
| 小計 | 銘柄数:23 | 526,869.04 | ||||
| (69,973,477) | ||||||
| 組入時価比率:0.6% | 100.0% | |||||
| 合計 | 69,973,477 | |||||
| (69,973,477) | ||||||
| (注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 |
| (注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。 |
| (注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (2)株式以外の有価証券(2022年6月8日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 新株予約権証券 | 米ドル | CALIFORNIA RESOURCES WARRANT | 133.00 | 2,167.90 | |
| CWT TRAVEL HOLDINGS-A-CW26 | 1,052.00 | 0.00 | |||
| CWT TRAVEL HOLDINGS-B-CW28 | 1,108.00 | 0.00 | |||
| DENBURY-CW25 09/18/25 | 875.00 | 43,443.75 | |||
| INTELSAT SA/LUXEMBOURG WARRANT | 1.00 | 2.50 | |||
| IPAYMENT HOLDINGS INC WARRANT 12/29/2022 | 836,360.00 | 0.00 | |||
| VISTRA CORP - CW24 | 1,823.00 | 565.13 | |||
| 小計 | 銘柄数:7 | 841,352.00 | 46,179.28 | ||
| (6,133,070) | |||||
| 組入時価比率:0.0% | 0.1% | ||||
| 合計 | 6,133,070 | ||||
| (6,133,070) | |||||
| 社債券 | 米ドル | 1011778 BC / NEW RED FIN | 150,000.00 | 138,267.75 | |
| 1839688 ALBERTA ULC | 181,719.00 | 0.00 | |||
| ACRISURE LLC / FIN INC | 200,000.00 | 195,207.00 | |||
| ACRISURE LLC / FIN INC | 75,000.00 | 76,579.12 | |||
| ACRISURE LLC / FIN INC | 125,000.00 | 109,559.87 | |||
| ADAMS HOMES INC | 75,000.00 | 73,081.38 | |||
| ADT SEC CORP | 100,000.00 | 88,208.50 | |||
| ADVANCED DRAINAGE SYSTEM | 50,000.00 | 50,572.75 | |||
| AETHON UN/AETHIN UN FIN | 150,000.00 | 151,191.75 | |||
| AFFINITY GAMING | 125,000.00 | 110,681.47 | |||
| AG ISSUER LLC | 125,000.00 | 118,722.50 | |||
| AHERN RENTALS INC | 275,000.00 | 240,634.21 | |||
| AHP HEALTH PARTN | 50,000.00 | 39,064.50 | |||
| AIR CANADA | 225,000.00 | 207,264.69 | |||
| ALBERTSONS COS/SAFEWAY | 100,000.00 | 95,022.00 | |||
| ALBERTSONS COS/SAFEWAY | 100,000.00 | 85,308.50 | |||
| ALBERTSONS COS/SAFEWAY | 100,000.00 | 91,470.00 | |||
| ALLEGHENY TECHNOLOGIES | 125,000.00 | 113,285.62 | |||
| ALLEGHENY TECHNOLOGIES | 25,000.00 | 22,504.62 | |||
| ALLEN MEDIA LLC/CO-ISSR | 150,000.00 | 93,112.50 | |||
| ALLIED UNIVERSAL HOLDCO | 150,000.00 | 147,777.00 | |||
| ALLIED UNIVERSAL HOLDCO | 250,000.00 | 231,680.00 | |||
| ALTICE FINANCING SA | 200,000.00 | 173,156.86 | |||
| ALTICE FRANCE HOLDING SA | 400,000.00 | 388,366.00 | |||
| ALTICE FRANCE HOLDING SA | 200,000.00 | 162,020.00 | |||
| ALTICE FRANCE SA | 275,000.00 | 226,980.87 | |||
| ALTICE FRANCE SA | 200,000.00 | 167,929.00 | |||
| ALTOS ESCROW DEBT | 1,675,000.00 | 0.00 | |||
| ALTOS ESCROW DEBT | 4,010,000.00 | 0.00 | |||
| AMC ENTERTAINMENT HOLDIN | 264,740.00 | 196,573.42 | |||
| AMERICAN AIRLINES INC | 275,000.00 | 307,312.50 | |||
| AMERICAN AIRLINES/AADVAN | 100,000.00 | 97,141.50 | |||
| AMERICAN AIRLINES/AADVAN | 100,000.00 | 94,000.00 | |||
| AMN HEALTHCARE INC | 100,000.00 | 96,415.50 | |||
| AMN HEALTHCARE INC | 325,000.00 | 293,889.37 | |||
| AMS AG | 200,000.00 | 198,689.70 | |||
| APACHE CORP | 100,000.00 | 95,923.50 | |||
| APACHE CORP | 75,000.00 | 63,886.87 | |||
| APPVION ESCROW | 350,000.00 | 0.00 | |||
| ARCHES BUYER INC | 100,000.00 | 90,156.99 | |||
| ARCHROCK PARTNERS LP/FIN | 125,000.00 | 123,345.30 | |||
| ARCHROCK PARTNERS LP/FIN | 200,000.00 | 192,348.00 | |||
| ARCONIC INC | 100,000.00 | 104,133.00 | |||
| ARD FINANCE SA | 200,000.00 | 157,855.00 | |||
| ARDAGH PKG FIN/HLDGS USA | 400,000.00 | 328,012.00 | |||
| ARKO CORP | 50,000.00 | 42,043.00 | |||
| ASCENT RESOURCES/ARU FIN | 61,000.00 | 82,093.26 | |||
| ASCENT RESOURCES/ARU FIN | 100,000.00 | 101,613.99 | |||
| ASHTON WOODS USA/FINANCE | 75,000.00 | 70,739.86 | |||
| ASHTON WOODS USA/FINANCE | 75,000.00 | 63,529.87 | |||
| ASHTON WOODS USA/FINANCE | 75,000.00 | 62,968.87 | |||
| ASP AMC MERGER SUB | 100,000.00 | 72,187.50 | |||
| ASSUREDPARTNERS INC | 300,000.00 | 296,586.00 | |||
| ASSUREDPARTNERS INC | 50,000.00 | 43,263.21 | |||
| ATLANTICA SUSTAIN INFRA | 200,000.00 | 183,220.46 | |||
| ATLAS LUXCO 4 / ALL UNI | 200,000.00 | 176,902.86 | |||
| AUSTIN BIDCO INC | 425,000.00 | 358,593.75 | |||
| AVANTOR FUNDING INC | 50,000.00 | 47,290.00 | |||
| AVANTOR FUNDING INC | 200,000.00 | 180,382.00 | |||
| AVENTINE ENERGY ESCROW | 2,850,000.00 | 0.00 | |||
| AVIS BUDGET CAR/FINANCE | 175,000.00 | 156,420.25 | |||
| AVIS BUDGET CAR/FINANCE | 100,000.00 | 90,737.00 | |||
| BAFFINLAND IRON CORP/LP | 200,000.00 | 181,205.62 | |||
| BASIC ENERGY SERVICES | 50,000.00 | 0.50 | |||
| BAUSCH HEALTH AMERICAS | 75,000.00 | 59,929.12 | |||
| BAUSCH HEALTH COS INC | 75,000.00 | 69,000.37 | |||
| BAUSCH HEALTH COS INC | 225,000.00 | 145,773.65 | |||
| BAUSCH HEALTH COS INC | 175,000.00 | 108,785.25 | |||
| BCPE ULYSSES INTERMEDIAT | 75,000.00 | 62,314.72 | |||
| BEAZER HOMES USA | 100,000.00 | 92,664.00 | |||
| BIG RIVER STEEL/BRS FIN | 200,000.00 | 200,108.12 | |||
| BLACKSTONE MORTGAGE TR | 425,000.00 | 386,186.87 | |||
| BOMBARDIER INC | 240,000.00 | 231,038.40 | |||
| BOMBARDIER INC | 100,000.00 | 83,801.50 | |||
| BOYD GAMING CORP | 225,000.00 | 201,573.00 | |||
| BRAND ENERGY & INFRASTRU | 275,000.00 | 223,151.50 | |||
| BRISTOW GROUP INC | 200,000.00 | 190,825.00 | |||
| BROOKFIELD PPTY REIT INC | 100,000.00 | 91,303.69 | |||
| BUFFALO THUNDER DEV 144A | 466,533.84 | 0.00 | |||
| BUFFALO THUNDER DEV 144A | 1,052,025.00 | 536,532.75 | |||
| BUILDERS FIRSTSOURCE INC | 100,000.00 | 93,560.00 | |||
| BUILDERS FIRSTSOURCE INC | 325,000.00 | 282,434.75 | |||
| BUILDERS FIRSTSOURCE INC | 75,000.00 | 74,700.37 | |||
| CAESARS ENTERTAIN INC | 275,000.00 | 232,986.87 | |||
| CALLON PETROLEUM | 100,000.00 | 103,884.00 | |||
| CALLON PETROLEUM CO | 75,000.00 | 71,656.23 | |||
| CALPINE CORP | 125,000.00 | 114,501.25 | |||
| CALPINE CORP | 75,000.00 | 65,379.75 | |||
| CAMELOT FINANCE SA | 175,000.00 | 165,574.99 | |||
| CARLYLE AVIATION ELEVATE | 400,000.00 | 330,466.52 | |||
| CARNIVAL CORP | 150,000.00 | 161,415.00 | |||
| CARNIVAL CORP | 100,000.00 | 91,882.50 | |||
| CARNIVAL CORP | 1,325,000.00 | 1,139,718.62 | |||
| CARNIVAL CORP | 175,000.00 | 184,023.00 | |||
| CARNIVAL CORP | 125,000.00 | 111,070.00 | |||
| CARNIVAL CORP | 100,000.00 | 82,639.00 | |||
| CARROLS RESTAURA | 50,000.00 | 38,378.25 | |||
| CASTLE US HOLDING CORP | 250,000.00 | 221,394.05 | |||
| CASTLELAKE AVIATION FIN | 275,000.00 | 235,201.01 | |||
| CCO HLDGS LLC/CAP CORP | 25,000.00 | 23,437.75 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 222,892.35 | |||
| CCO HLDGS LLC/CAP CORP | 450,000.00 | 391,500.00 | |||
| CCO HLDGS LLC/CAP CORP | 100,000.00 | 84,770.65 | |||
| CCO HLDGS LLC/CAP CORP | 125,000.00 | 107,689.06 | |||
| CCO HLDGS LLC/CAP CORP | 725,000.00 | 609,612.26 | |||
| CCO HLDGS LLC/CAP CORP | 75,000.00 | 62,141.62 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 200,075.00 | |||
| CDI ESCROW ISSUER INC | 100,000.00 | 96,625.00 | |||
| CDW LLC/CDW FINANCE | 75,000.00 | 70,614.37 | |||
| CEMEX SAB DE CV | 200,000.00 | 192,266.00 | |||
| CEMEX SAB DE CV | 200,000.00 | 167,589.00 | |||
| CENTENE CORP | 50,000.00 | 48,444.50 | |||
| CENTENE CORP | 100,000.00 | 95,896.00 | |||
| CENTENE CORP | 225,000.00 | 198,186.75 | |||
| CENTENE CORP | 325,000.00 | 278,877.62 | |||
| CENTURYLINK INC | 225,000.00 | 202,437.00 | |||
| CHENIERE ENERGY INC | 250,000.00 | 240,328.75 | |||
| CHENIERE ENERGY PARTNERS | 200,000.00 | 188,365.00 | |||
| CHENIERE ENERGY PARTNERS | 250,000.00 | 225,947.50 | |||
| CHENIERE ENERGY PARTNERS | 200,000.00 | 170,989.00 | |||
| CHS/COMMUNITY HEALTH SYS | 225,000.00 | 225,275.62 | |||
| CHS/COMMUNITY HEALTH SYS | 100,000.00 | 94,761.50 | |||
| CHS/COMMUNITY HEALTH SYS | 215,000.00 | 214,398.79 | |||
| CHS/COMMUNITY HEALTH SYS | 75,000.00 | 69,283.12 | |||
| CHS/COMMUNITY HEALTH SYS | 150,000.00 | 120,045.00 | |||
| CHS/COMMUNITY HEALTH SYS | 200,000.00 | 147,435.00 | |||
| CHS/COMMUNITY HEALTH SYS | 150,000.00 | 128,938.18 | |||
| CHS/COMMUNITY HEALTH SYS | 182,000.00 | 149,849.70 | |||
| CIENA CORP | 125,000.00 | 113,537.50 | |||
| CINEMARK USA INC | 125,000.00 | 117,464.28 | |||
| CINEMARK USA INC | 75,000.00 | 65,332.12 | |||
| CITGO HOLDING INC | 350,000.00 | 350,421.74 | |||
| CITGO PETROLEUM CORP | 175,000.00 | 174,422.50 | |||
| CITGO PETROLEUM CORP | 150,000.00 | 148,313.25 | |||
| CITIGROUP INC | 225,000.00 | 198,421.87 | |||
| CITIGROUP INC | 75,000.00 | 68,099.31 | |||
| CITIGROUP INC | 25,000.00 | 24,127.50 | |||
| CLARIOS GLOBAL LP | 45,000.00 | 45,175.59 | |||
| CLEARWAY ENERGY OP LLC | 225,000.00 | 214,692.75 | |||
| CLEARWAY ENERGY OP LLC | 250,000.00 | 215,736.25 | |||
| CLEARWAY ENERGY OP LLC | 50,000.00 | 42,477.75 | |||
| CLEVELAND-CLIFFS INC | 50,000.00 | 49,913.25 | |||
| CLEVELAND-CLIFFS INC | 150,000.00 | 137,863.50 | |||
| CLEVELAND-CLIFFS INC | 125,000.00 | 114,578.75 | |||
| CLEVELAND-CLIFFS INC | 25,000.00 | 22,802.12 | |||
| CLOUD PEAK ENRGY | 300,000.00 | 825.00 | |||
| CNX RESOURCES CORP | 275,000.00 | 283,841.25 | |||
| CNX RESOURCES CORP | 100,000.00 | 98,913.50 | |||
| COEUR MINING INC | 175,000.00 | 137,510.62 | |||
| COINBASE GLOBAL INC | 50,000.00 | 36,499.88 | |||
| COINBASE GLOBAL INC | 250,000.00 | 168,364.87 | |||
| COLT MERGER SUB INC | 175,000.00 | 175,838.25 | |||
| COLT MERGER SUB INC | 175,000.00 | 176,588.12 | |||
| COMMERCIAL METALS CO | 100,000.00 | 90,642.12 | |||
| COMMERCIAL METALS CO | 50,000.00 | 43,815.29 | |||
| COMMSCOPE INC | 100,000.00 | 83,109.50 | |||
| COMMSCOPE INC | 50,000.00 | 43,523.33 | |||
| COMPASS MINERALS INTERNA | 100,000.00 | 95,594.87 | |||
| COMSTOCK RESOURCES INC | 275,000.00 | 263,411.50 | |||
| CONSENSUS CLOUD SOLUTION | 100,000.00 | 93,921.50 | |||
| CONSENSUS CLOUD SOLUTION | 100,000.00 | 88,289.00 | |||
| CONSTELLIUM SE | 250,000.00 | 220,831.25 | |||
| CP ATLAS BUYER INC | 225,000.00 | 181,969.87 | |||
| CQP HOLDCO LP/BIP-V CHIN | 500,000.00 | 464,737.50 | |||
| CRESTWOOD MID PARTNER LP | 75,000.00 | 74,011.87 | |||
| CRESTWOOD MID PARTNER LP | 150,000.00 | 144,642.00 | |||
| CRESTWOOD MID PARTNER LP | 225,000.00 | 212,895.00 | |||
| CROWNROCK LP/CROWNROCK F | 175,000.00 | 174,981.62 | |||
| CROWNROCK LP/CROWNROCK F | 75,000.00 | 73,839.75 | |||
| CSC HOLDINGS LLC | 250,000.00 | 225,823.75 | |||
| CSC HOLDINGS LLC | 200,000.00 | 159,137.50 | |||
| CSC HOLDINGS LLC | 200,000.00 | 165,082.00 | |||
| DARLING INGREDIENTS INC | 25,000.00 | 25,489.00 | |||
| DAVITA INC | 200,000.00 | 167,211.00 | |||
| DAVITA INC | 75,000.00 | 59,439.75 | |||
| DCP MIDSTREAM OPERATING | 625,000.00 | 620,458.43 | |||
| DELEK LOGISTICS PARTNERS | 275,000.00 | 269,383.12 | |||
| DELTA AIR LINES INC | 50,000.00 | 53,617.50 | |||
| DELTA AIR LINES/SKYMILES | 100,000.00 | 99,052.02 | |||
| DIAMOND SPORTS GR/DIAMON | 250,000.00 | 41,250.00 | |||
| DIEBOLD INC | 100,000.00 | 56,175.98 | |||
| DIEBOLD NIXDORF INC | 225,000.00 | 176,098.50 | |||
| DIGICEL GROUP 0.5 LTD | 424,491.00 | 412,401.49 | |||
| DIRECTV HOLDINGS/FING | 250,000.00 | 234,596.62 | |||
| DISH DBS CORP | 200,000.00 | 172,125.00 | |||
| DISH DBS CORP | 100,000.00 | 75,938.75 | |||
| DISH DBS CORP | 150,000.00 | 124,031.25 | |||
| DISH DBS CORP | 125,000.00 | 88,766.87 | |||
| DORNOCH DEBT MERGER SUB | 250,000.00 | 199,129.02 | |||
| EARTHSTONE ENERGY HOL | 50,000.00 | 50,807.50 | |||
| EDGEWELL PERSONAL CARE | 150,000.00 | 145,770.75 | |||
| EMPIRE COMMUNITIES CORP | 100,000.00 | 89,132.08 | |||
| ENDO LUX FIN CO I SARL | 100,000.00 | 74,605.50 | |||
| ENDURANCE ACQ MERGER | 375,000.00 | 289,168.83 | |||
| ENERGEAN ISRAEL FINANCE | 50,000.00 | 46,375.00 | |||
| ENERGEAN ISRAEL FINANCE | 50,000.00 | 45,781.25 | |||
| ENLINK MIDSTREAM PARTNER | 200,000.00 | 200,500.00 | |||
| ENLINK MIDSTREAM PARTNER | 75,000.00 | 61,464.75 | |||
| ENLINK MIDSTREAM PARTNER | 175,000.00 | 137,299.75 | |||
| ENLINK MIDSTREAM PARTNER | 25,000.00 | 20,457.12 | |||
| ENTERPRISE MERGER SUB IN | 100,000.00 | 31,646.50 | |||
| EQM MIDSTREAM PARTNERS L | 75,000.00 | 74,716.87 | |||
| EQM MIDSTREAM PARTNERS L | 150,000.00 | 153,021.00 | |||
| EQM MIDSTREAM PARTNERS L | 50,000.00 | 50,494.75 | |||
| EQM MIDSTREAM PARTNERS L | 100,000.00 | 99,046.50 | |||
| EQM MIDSTREAM PARTNERS L | 100,000.00 | 88,194.50 | |||
| EQM MIDSTREAM PARTNERS L | 50,000.00 | 50,929.75 | |||
| EQT CORP | 150,000.00 | 166,211.25 | |||
| ESC CB INTELSAT JA | 175,000.00 | 0.00 | |||
| EVERI HOLDINGS INC | 50,000.00 | 44,726.75 | |||
| EXELA INTERMED/EXELA FIN | 91,000.00 | 32,305.00 | |||
| FERRELLGAS ESCROW LLC/FG | 175,000.00 | 158,291.87 | |||
| FERRELLGAS ESCROW LLC/FG | 175,000.00 | 148,975.75 | |||
| FERTITTA ENTERTAINMENT | 75,000.00 | 68,040.00 | |||
| FIRSTENERGY CORP | 100,000.00 | 98,132.50 | |||
| FMG RESOURCES AUG 2006 | 50,000.00 | 48,113.00 | |||
| FMG RESOURCES AUG 2006 | 175,000.00 | 152,129.25 | |||
| FMG RESOURCES AUG 2006 | 50,000.00 | 48,549.50 | |||
| FONTAINEBLEAU LAS VEGAS | 11,815,760.01 | 30,720.97 | |||
| FORD MOTOR COMPANY | 400,000.00 | 443,558.24 | |||
| FORD MOTOR COMPANY | 75,000.00 | 90,374.04 | |||
| FORD MOTOR COMPANY | 125,000.00 | 99,631.87 | |||
| FORD MOTOR CREDI | 200,000.00 | 168,540.98 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 197,680.40 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 192,343.48 | |||
| FORD MOTOR CREDIT CO LLC | 200,000.00 | 187,206.00 | |||
| FORD MOTOR CREDIT CO LLC | 400,000.00 | 376,031.44 | |||
| FORESTAR GROUP INC | 100,000.00 | 89,983.12 | |||
| FORESTAR GROUP INC | 175,000.00 | 157,822.89 | |||
| FORTRESS TRANS & INFRAST | 225,000.00 | 216,458.68 | |||
| FORTRESS TRANS & INFRAST | 200,000.00 | 202,204.99 | |||
| FOUNDATION BUILDING M | 75,000.00 | 60,657.75 | |||
| FOXTROT ESCROW ISSUER | 100,000.00 | 95,873.00 | |||
| FREEDOM MORTGAGE | 125,000.00 | 105,336.25 | |||
| FRONTIER COMMUNICATIONS | 75,000.00 | 68,950.87 | |||
| FRONTIER COMMUNICATIONS | 39,479.00 | 33,175.19 | |||
| GARDA WORLD SECURITY | 125,000.00 | 102,915.35 | |||
| GENESIS ENERGY LP/FIN | 100,000.00 | 96,175.50 | |||
| GENWORTH MORTGAGE HLDING | 225,000.00 | 225,232.87 | |||
| GLOBAL AIR LEASE CO LTD | 754,387.00 | 606,729.77 | |||
| GO DADDY OPCO/FINCO | 100,000.00 | 98,157.50 | |||
| GOLDEN ENTERTAINMENT INC | 150,000.00 | 151,697.25 | |||
| GOODYEAR TIRE & RUBBER | 269,000.00 | 243,302.43 | |||
| GOODYEAR TIRE & RUBBER | 150,000.00 | 132,418.59 | |||
| GPS HOSPITALITY HOLDING | 150,000.00 | 108,185.25 | |||
| GRAHAM HOLDINGS CO | 125,000.00 | 126,031.87 | |||
| GRANITE HOLDINGS US ACQU | 300,000.00 | 291,517.50 | |||
| GRAY ESCROW II INC | 250,000.00 | 221,337.50 | |||
| GRAY ESCROW INC | 75,000.00 | 75,303.83 | |||
| GULFPORT ENERGY CORP | 65,901.00 | 67,983.14 | |||
| GULFPORT ENERGY ESCROW | 25,000.00 | 126.25 | |||
| GULFPORT ENERGY ESCROW | 200,000.00 | 1,010.00 | |||
| GULFPORT ENERGY OP CORP | 2,930.00 | 3,022.57 | |||
| HARVEST MIDSTREAM I LP | 250,000.00 | 250,302.50 | |||
| HAT HOLDINGS I LLC/HAT | 50,000.00 | 50,469.00 | |||
| HAT HOLDINGS I LLC/HAT | 100,000.00 | 91,248.50 | |||
| HAT HOLDINGS I LLC/HAT | 300,000.00 | 250,276.50 | |||
| HAWAIIAN BRAND INTELLECT | 200,000.00 | 195,514.00 | |||
| HCA INC | 100,000.00 | 102,614.00 | |||
| HCA INC | 150,000.00 | 162,441.00 | |||
| HCA INC | 150,000.00 | 162,050.25 | |||
| HCA INC | 50,000.00 | 51,930.00 | |||
| HCA INC | 250,000.00 | 256,396.25 | |||
| HELLAS II | 5,050,000.00 | 0.00 | |||
| HERTZ CORP/THE | 50,000.00 | 44,971.00 | |||
| HERTZ CORP/THE | 75,000.00 | 63,960.00 | |||
| HESS MIDSTREAM | 175,000.00 | 176,350.12 | |||
| HESS MIDSTREAM OPERATION | 50,000.00 | 48,728.75 | |||
| HESS MIDSTREAM PARTNERS | 175,000.00 | 169,599.50 | |||
| HILCORP ENERGY I/HILCORP | 150,000.00 | 151,100.25 | |||
| HILCORP ENERGY I/HILCORP | 75,000.00 | 73,153.14 | |||
| HILCORP ENERGY I/HILCORP | 75,000.00 | 73,401.37 | |||
| HILTON DOMESTIC OPERATIN | 75,000.00 | 75,116.62 | |||
| HILTON DOMESTIC OPERATIN | 50,000.00 | 45,139.25 | |||
| HILTON DOMESTIC OPERATIN | 75,000.00 | 71,781.75 | |||
| HILTON GRAND VAC BOR ESC | 225,000.00 | 207,192.37 | |||
| HILTON GRAND VAC BOR ESC | 150,000.00 | 131,457.75 | |||
| HOLLY NRG PRTNR/FIN CORP | 50,000.00 | 49,941.75 | |||
| HOSPITALITY PROP TRUST | 150,000.00 | 136,262.17 | |||
| HOWARD MIDSTREAM ENERGY | 75,000.00 | 72,098.25 | |||
| HUSKY III HOLDING LTD | 100,000.00 | 101,194.00 | |||
| IAMGOLD CORP | 150,000.00 | 105,582.97 | |||
| ICAHN ENTERPRISES/FIN | 125,000.00 | 121,750.62 | |||
| ICAHN ENTERPRISES/FIN | 575,000.00 | 566,429.62 | |||
| ICAHN ENTERPRISES/FIN | 75,000.00 | 70,830.00 | |||
| ICAHN ENTERPRISES/FIN | 100,000.00 | 88,705.50 | |||
| IHEARTCOMMUNICATIONS INC | 52,966.00 | 52,253.60 | |||
| IHEARTCOMMUNICATIONS INC | 125,000.00 | 112,633.75 | |||
| ILFC E-CAPITAL TRUST I | 320,000.00 | 250,400.00 | |||
| ILIAD HOLDING SAS | 200,000.00 | 190,773.00 | |||
| IMOLA MERGER CORP | 350,000.00 | 326,950.75 | |||
| INTEL PKG HOLDCO ISSUER | 50,000.00 | 47,931.50 | |||
| IRIS HOLDINGS INC | 75,000.00 | 70,621.12 | |||
| IRIS MERGER SUB 2019 INC | 100,000.00 | 103,656.50 | |||
| IRON MOUNTAIN INC | 25,000.00 | 23,914.87 | |||
| IRON MOUNTAIN INC | 275,000.00 | 251,373.37 | |||
| IRON MOUNTAIN INC | 150,000.00 | 139,086.00 | |||
| IRON MOUNTAIN INFO MGMT | 150,000.00 | 133,150.50 | |||
| ITHACA ENERGY NORTH | 200,000.00 | 202,814.00 | |||
| J2 GLOBAL | 174,000.00 | 149,699.16 | |||
| JACOBS ENTERTAINMENT INC | 75,000.00 | 68,658.48 | |||
| JAGUAR LAND ROVER AUTOMO | 200,000.00 | 198,092.00 | |||
| JAGUAR LAND ROVER AUTOMO | 200,000.00 | 156,753.00 | |||
| JAZZ SECURITIES DAC | 200,000.00 | 187,676.30 | |||
| JBS USA/FOOD/FINANCE | 175,000.00 | 170,583.59 | |||
| JC PENNEY CORP INC | 124,769.68 | 12.47 | |||
| JPMORGAN CHASE & CO | 100,000.00 | 89,734.97 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 153,468.75 | |||
| K HOVNANIAN ENTERPRISES | 79,000.00 | 80,975.00 | |||
| K HOVNANIAN ENTERPRISES | 79,000.00 | 55,792.44 | |||
| KAISER ALUMINUM CORP | 175,000.00 | 162,183.00 | |||
| KB HOME | 75,000.00 | 78,187.50 | |||
| KB HOME | 100,000.00 | 92,322.50 | |||
| KB HOME | 100,000.00 | 85,204.00 | |||
| KEN GARFF AUTOMOTIVE LLC | 275,000.00 | 235,539.89 | |||
| KINETIK HOLDINGS LP | 100,000.00 | 99,138.00 | |||
| L BRANDS INC | 15,000.00 | 16,047.30 | |||
| L BRANDS INC | 50,000.00 | 50,922.50 | |||
| L BRANDS INC | 100,000.00 | 97,538.00 | |||
| L BRANDS INC | 225,000.00 | 200,715.75 | |||
| LADDER CAP FIN LLLP/CORP | 75,000.00 | 68,650.50 | |||
| LADDER CAP FIN LLLP/CORP | 50,000.00 | 44,645.25 | |||
| LAMAR MEDIA CORP | 200,000.00 | 191,046.00 | |||
| LAREDO PETROLEUM INC | 300,000.00 | 310,386.00 | |||
| LAREDO PETROLEUM INC | 175,000.00 | 175,200.37 | |||
| LBM ACQUISITION LLC | 100,000.00 | 80,382.00 | |||
| LEEWARD RENEWABL | 275,000.00 | 239,109.75 | |||
| LEVEL 3 FINANCING INC | 325,000.00 | 281,032.37 | |||
| LEVEL 3 FINANCING INC | 75,000.00 | 61,875.00 | |||
| LIFE TIME INC | 200,000.00 | 194,148.00 | |||
| LIFE TIME INC | 300,000.00 | 289,872.00 | |||
| LINDBLAD EXPEDITIONS LLC | 50,000.00 | 47,997.50 | |||
| LITHIA MOTORS INC | 500,000.00 | 448,500.00 | |||
| LOGAN MERGER SUB INC | 325,000.00 | 255,778.99 | |||
| LSF11 A5 HOLDCO LLC | 250,000.00 | 213,655.00 | |||
| LSF9 ATL HLDG/VICTRA FIN | 125,000.00 | 106,148.97 | |||
| LUMEN TECHNOLOGIES INC | 100,000.00 | 83,876.00 | |||
| MACY'S RETAIL HLDGS LLC | 100,000.00 | 93,030.00 | |||
| MACY'S RETAIL HLDGS LLC | 25,000.00 | 22,236.75 | |||
| MACY'S RETAIL HLDGS LLC | 25,000.00 | 21,762.37 | |||
| MAGIC MERGERCO INC | 50,000.00 | 35,190.75 | |||
| MALLINCKRODT FIN/SB | 150,000.00 | 58,146.00 | |||
| MATADOR RESOURCES CO | 50,000.00 | 50,194.00 | |||
| MATTAMY GROUP CORP | 125,000.00 | 102,143.12 | |||
| MATTEL INC | 50,000.00 | 47,870.25 | |||
| MATTEL INC | 50,000.00 | 46,823.75 | |||
| MATTHEWS INTERNATIONAL C | 125,000.00 | 119,609.37 | |||
| MAV ACQUISITION CORP | 125,000.00 | 107,432.50 | |||
| MEG ENERGY CORP | 200,000.00 | 209,481.00 | |||
| MERISANT ESCROW | 4,750,000.00 | 0.00 | |||
| MERITAGE HOMES CORP | 200,000.00 | 177,618.00 | |||
| METIS MERGER SUB LLC | 275,000.00 | 229,968.75 | |||
| MGIC INVESTMENT CORP | 450,000.00 | 431,411.62 | |||
| MGM RESORTS INTL | 164,000.00 | 156,096.84 | |||
| MIDAS INT HOLDCO II/FIN | 375,000.00 | 421,875.00 | |||
| MIDWEST VANADIUM PTY LTD | 186,314.88 | 465.78 | |||
| MINERVA MERGER SUB INC | 325,000.00 | 293,759.37 | |||
| MIRABELA NICKEL LTD SUBO | 5,379.74 | 0.00 | |||
| MOHEGAN GAMING & ENT | 375,000.00 | 333,226.87 | |||
| MOLINA HEALTHCARE INC | 275,000.00 | 244,972.75 | |||
| MOTION BONDCO DAC | 200,000.00 | 179,888.66 | |||
| MOZART DEBT MERGER SUB | 300,000.00 | 265,001.25 | |||
| MOZART DEBT MERGER SUB | 150,000.00 | 127,314.00 | |||
| MPH ACQUISITION HOLDINGS | 25,000.00 | 23,437.37 | |||
| MPT OPER PARTNERSP/FINL | 125,000.00 | 121,836.87 | |||
| MPT OPER PARTNERSP/FINL | 175,000.00 | 162,267.00 | |||
| MSCI INC | 175,000.00 | 158,452.00 | |||
| MURPHY OIL CORP | 200,000.00 | 200,822.00 | |||
| NABORS INDUSTRIES INC | 125,000.00 | 120,824.37 | |||
| NABORS INDUSTRIES INC | 50,000.00 | 50,497.00 | |||
| NABORS INDUSTRIES LTD | 150,000.00 | 145,722.00 | |||
| NABORS INDUSTRIES LTD | 75,000.00 | 71,082.75 | |||
| NATIONSTAR MTG HLD INC | 50,000.00 | 48,332.75 | |||
| NATIONSTAR MTG HLD INC | 125,000.00 | 113,971.87 | |||
| NATIONSTAR MTG HLD INC | 100,000.00 | 86,643.06 | |||
| NATIONSTAR MTG HLD INC | 50,000.00 | 43,976.25 | |||
| NAVIENT CORP | 250,000.00 | 247,445.72 | |||
| NAVIENT CORP | 50,000.00 | 50,025.32 | |||
| NAVIENT CORP | 350,000.00 | 335,588.75 | |||
| NAVIENT CORP | 150,000.00 | 129,332.47 | |||
| NCL CORPORATION LTD | 350,000.00 | 306,817.00 | |||
| NCL CORPORATION LTD | 50,000.00 | 43,065.50 | |||
| NCL FINANCE LTD | 100,000.00 | 82,467.88 | |||
| NCR CORP | 100,000.00 | 92,797.50 | |||
| NCR CORP | 250,000.00 | 231,398.75 | |||
| NCR CORP | 175,000.00 | 166,465.56 | |||
| NCR CORP | 50,000.00 | 45,249.88 | |||
| NEW ENTERPRISE STONE & L | 250,000.00 | 238,938.20 | |||
| NEW ENTERPRISE STONE & L | 100,000.00 | 90,630.50 | |||
| NEWS CORP | 275,000.00 | 245,685.00 | |||
| NEWS CORP | 100,000.00 | 93,209.50 | |||
| NEXSTAR BROADCASTING INC | 150,000.00 | 137,185.50 | |||
| NEXTERA ENERGY OPERATING | 25,000.00 | 25,031.37 | |||
| NEXTERA ENERGY OPERATING | 150,000.00 | 144,590.62 | |||
| NFP CORP | 125,000.00 | 109,581.87 | |||
| NFP CORP | 50,000.00 | 46,148.50 | |||
| NGL ENRGY OP/FIN CORP | 225,000.00 | 212,393.25 | |||
| NINE ENERGY SERVICE INC | 50,000.00 | 31,823.60 | |||
| NMI HOLDINGS | 275,000.00 | 285,808.87 | |||
| NORTHERN OIL AND GAS INC | 250,000.00 | 254,680.00 | |||
| NORTHWEST ACQ/DOMINION | 100,000.00 | 6.00 | |||
| NOVELIS CORP | 275,000.00 | 256,909.12 | |||
| NRG ENERGY INC | 30,000.00 | 30,340.50 | |||
| NRG ENERGY INC | 150,000.00 | 130,019.24 | |||
| NRG ENERGY INC | 175,000.00 | 166,613.12 | |||
| OCCIDENTAL PETROLEUM | 150,000.00 | 144,189.75 | |||
| OCCIDENTAL PETROLEUM COR | 25,000.00 | 26,299.00 | |||
| OCCIDENTAL PETROLEUM COR | 175,000.00 | 174,936.21 | |||
| OCCIDENTAL PETROLEUM COR | 50,000.00 | 54,312.50 | |||
| OCCIDENTAL PETROLEUM COR | 200,000.00 | 206,865.00 | |||
| OCCIDENTAL PETROLEUM COR | 100,000.00 | 103,516.00 | |||
| OCCIDENTAL PETROLEUM COR | 150,000.00 | 161,446.50 | |||
| OCCIDENTAL PETROLEUM COR | 100,000.00 | 122,174.50 | |||
| OCCIDENTAL PETROLEUM COR | 225,000.00 | 248,132.81 | |||
| OCCIDENTAL PETROLEUM COR | 150,000.00 | 160,420.50 | |||
| OCCIDENTAL PETROLEUM COR | 225,000.00 | 263,077.87 | |||
| OCCIDENTAL PETROLEUM COR | 75,000.00 | 82,879.05 | |||
| OCCIDENTAL PETROLEUM COR | 75,000.00 | 64,536.75 | |||
| OLIN CORP | 75,000.00 | 74,656.46 | |||
| OLIN CORP | 150,000.00 | 144,598.95 | |||
| OLYMPUS WTR US HLDG CORP | 200,000.00 | 174,603.90 | |||
| OLYMPUS WTR US HLDG CORP | 200,000.00 | 158,418.88 | |||
| OPEN TEXT HOLDINGS INC | 125,000.00 | 114,792.50 | |||
| OPEN TEXT/OPEN TEXT HOLD | 125,000.00 | 112,599.02 | |||
| OPEN TEXT/OPEN TEXT HOLD | 125,000.00 | 110,888.75 | |||
| ORGANON FINANCE 1 LLC | 200,000.00 | 185,250.00 | |||
| OSCAR ACQUISITIONCO LLC | 75,000.00 | 65,857.50 | |||
| OUTFRONT MEDIA CAP LLC/C | 25,000.00 | 23,296.50 | |||
| OUTFRONT MEDIA CAP LLC/C | 125,000.00 | 107,882.03 | |||
| OUTFRONT MEDIA CAP LLC/C | 325,000.00 | 280,414.87 | |||
| OWENS & MINOR INC | 150,000.00 | 147,465.75 | |||
| PACIFIC GAS & ELECTRIC | 250,000.00 | 230,925.25 | |||
| PAR PHARMACEUTICAL INC | 175,000.00 | 132,890.62 | |||
| PARK RIVER HOLDINGS INC | 175,000.00 | 124,691.87 | |||
| PARK-OHIO INDUSTRIES INC | 275,000.00 | 228,937.50 | |||
| PARKLAND CORP/CANADA | 250,000.00 | 224,267.50 | |||
| PARKLAND CORP/CANADA | 175,000.00 | 155,899.62 | |||
| PARKLAND FUEL CORP | 100,000.00 | 97,993.50 | |||
| PATRICK INDUSTRIES INC | 175,000.00 | 173,029.50 | |||
| PATTERN ENERGY OP LP/PAT | 250,000.00 | 231,916.25 | |||
| PBF HOLDING CO LLC | 125,000.00 | 130,182.56 | |||
| PBF HOLDING CO LLC | 225,000.00 | 205,662.37 | |||
| PBF LOGISTICS LP/FINANCE | 170,000.00 | 169,383.75 | |||
| PECF USS INTERMEDIATE HO | 50,000.00 | 42,313.25 | |||
| PENN VIRGINIA ESC LLC | 100,000.00 | 100,375.00 | |||
| PENNYMAC FIN SVCS INC | 200,000.00 | 158,751.00 | |||
| PENNYMAC FIN SVCS INC | 50,000.00 | 40,584.75 | |||
| PETROBAKKEN ENERGY LTD | 450,000.00 | 0.00 | |||
| PG&E CORP | 275,000.00 | 251,798.25 | |||
| PM GENERAL PURCHASER LLC | 125,000.00 | 105,863.40 | |||
| PRECISION DRILLING CORP | 75,000.00 | 74,536.50 | |||
| PRECISION DRILLING CORP | 75,000.00 | 72,085.50 | |||
| PREMIER ENTERTAINMENT SU | 125,000.00 | 98,087.50 | |||
| PREMIER ENTERTAINMENT SU | 125,000.00 | 97,766.25 | |||
| PRIME SECSRVC BRW/FINANC | 75,000.00 | 74,826.37 | |||
| PRIME SECSRVC BRW/FINANC | 175,000.00 | 152,833.62 | |||
| PRIME SECSRVC BRW/FINANC | 75,000.00 | 68,485.87 | |||
| RADIAN GROUP INC | 25,000.00 | 25,723.37 | |||
| RADIAN GROUP INC | 125,000.00 | 120,433.75 | |||
| RANGE RESOURCES CORP | 125,000.00 | 134,210.00 | |||
| RANGE RESOURCES CORP | 75,000.00 | 72,345.75 | |||
| REALOGY GROUP/CO-ISSUER | 225,000.00 | 191,827.12 | |||
| REALOGY GROUP/CO-ISSUER | 125,000.00 | 104,605.66 | |||
| ROCKCLIFF ENERGY II LLC | 200,000.00 | 191,093.00 | |||
| ROLLS-ROYCE PLC | 200,000.00 | 195,628.82 | |||
| ROYAL CARIBBEAN CRUISES | 175,000.00 | 175,637.00 | |||
| ROYAL CARIBBEAN CRUISES | 200,000.00 | 204,196.00 | |||
| ROYAL CARIBBEAN CRUISES | 75,000.00 | 64,004.06 | |||
| ROYAL CARIBBEAN CRUISES | 100,000.00 | 82,306.00 | |||
| ROYAL CARIBBEAN CRUISES | 225,000.00 | 169,151.62 | |||
| ROYAL CARIBBEAN CRUISES | 350,000.00 | 280,994.00 | |||
| RRI ENERGY ESCROW | 50,000.00 | 0.00 | |||
| SANCHEZ ENERGY CORP | 342,000.00 | 5,130.00 | |||
| SANCHEZ ENERGY CORP | 325,000.00 | 4,875.00 | |||
| SBA COMMUNICATIONS CORP | 425,000.00 | 405,069.62 | |||
| SCIENTIFIC GAMES INTERNA | 125,000.00 | 122,446.87 | |||
| SCIENTIFIC GAMES INTERNA | 75,000.00 | 74,202.75 | |||
| SCIL IV LLC / SCIL USA H | 325,000.00 | 302,638.37 | |||
| SEALED AIR CORP | 25,000.00 | 24,288.75 | |||
| SEASPAN CORP | 175,000.00 | 154,763.91 | |||
| SELECT MEDICAL CORP | 150,000.00 | 149,583.00 | |||
| SENSATA TECHNOLOGIES BV | 400,000.00 | 362,868.00 | |||
| SERVICE PROPERTIES TRUST | 75,000.00 | 65,187.29 | |||
| SERVICE PROPERTIES TRUST | 100,000.00 | 98,812.15 | |||
| SERVICE PROPERTIES TRUST | 300,000.00 | 256,233.00 | |||
| SERVICE PROPERTIES TRUST | 50,000.00 | 44,250.00 | |||
| SERVICE PROPERTIES TRUST | 25,000.00 | 19,220.54 | |||
| SERVICE PROPERTIES TRUST | 150,000.00 | 109,803.00 | |||
| SHEA HOMES LP/FNDG CP | 75,000.00 | 66,318.18 | |||
| SHEA HOMES LP/FNDG CP | 100,000.00 | 85,844.70 | |||
| SHELF DRILL HOLD LTD | 100,000.00 | 100,167.00 | |||
| SHELF DRILL HOLD LTD | 175,000.00 | 143,024.87 | |||
| SINCLAIR TELEVISION GROU | 175,000.00 | 157,165.75 | |||
| SINCLAIR TELEVISION GROU | 75,000.00 | 60,775.16 | |||
| SINCLAIR TELEVISION GROU | 150,000.00 | 126,951.75 | |||
| SIRIUS XM RADIO INC | 125,000.00 | 112,000.85 | |||
| SIRIUS XM RADIO INC | 200,000.00 | 191,875.00 | |||
| SIRIUS XM RADIO INC | 150,000.00 | 127,153.50 | |||
| SM ENERGY CO | 350,000.00 | 350,901.25 | |||
| SONIC AUTOMOTIVE INC | 75,000.00 | 64,290.00 | |||
| SONIC AUTOMOTIVE INC | 75,000.00 | 62,827.50 | |||
| SOUTHWESTERN ENERGY | 300,000.00 | 298,201.50 | |||
| SOUTHWESTERN ENERGY CO | 200,000.00 | 200,027.00 | |||
| SPCM SA | 200,000.00 | 162,958.00 | |||
| SPECIALTY BUILDING PRODU | 125,000.00 | 115,606.25 | |||
| SPIRIT AEROSYSTEMS INC | 225,000.00 | 228,269.25 | |||
| SPIRIT AEROSYSTEMS INC | 50,000.00 | 42,903.00 | |||
| SPIRIT LOYALTY KY LTD/IP | 125,000.00 | 130,944.37 | |||
| SPRINGLEAF FINANCE CORP | 25,000.00 | 25,107.12 | |||
| SPRINGLEAF FINANCE CORP | 150,000.00 | 151,418.25 | |||
| SPRINGLEAF FINANCE CORP | 225,000.00 | 221,149.12 | |||
| SPRINT CAPITAL CORP | 550,000.00 | 701,225.25 | |||
| SRM ESCROW ISSUER LLC | 225,000.00 | 210,364.87 | |||
| SS&C TECHNOLOGIES INC | 250,000.00 | 247,596.24 | |||
| STANDARD INDUSTRIES INC | 75,000.00 | 71,391.37 | |||
| STANDARD INDUSTRIES INC | 50,000.00 | 45,988.50 | |||
| STANDARD INDUSTRIES INC | 100,000.00 | 85,808.00 | |||
| STANDARD INDUSTRIES INC | 125,000.00 | 100,303.12 | |||
| STAPLES INC | 75,000.00 | 68,823.00 | |||
| STAPLES INC | 350,000.00 | 279,018.25 | |||
| STL HOLDING CO LLC | 225,000.00 | 211,500.00 | |||
| STUDIO CITY FINANCE LTD | 200,000.00 | 125,266.00 | |||
| SUMMIT MID HLDS LLC / FI | 75,000.00 | 60,885.00 | |||
| SUNNOVA ENERGY CORP | 257,000.00 | 234,201.53 | |||
| SUNOCO LP/FINANCE CORP | 175,000.00 | 177,092.12 | |||
| SUNOCO LP/FINANCE CORP | 75,000.00 | 68,241.92 | |||
| SUNOCO LP/FINANCE CORP | 125,000.00 | 111,900.00 | |||
| SWITCH LTD | 525,000.00 | 523,363.73 | |||
| SWITCH LTD | 50,000.00 | 50,195.58 | |||
| SYNEOS HEALTH INC | 275,000.00 | 243,659.62 | |||
| T-MOBILE USA INC | 100,000.00 | 90,616.75 | |||
| T-MOBILE USA INC | 125,000.00 | 112,617.50 | |||
| T-MOBILE USA INC | 100,000.00 | 90,094.00 | |||
| TALEN ENERGY SUPPLY LLC | 75,000.00 | 47,349.00 | |||
| TALEN ENERGY SUPPLY LLC | 150,000.00 | 145,397.61 | |||
| TALEN ENERGY SUPPLY LLC | 75,000.00 | 71,174.42 | |||
| TALEN ENERGY SUPPLY LLC | 25,000.00 | 24,175.65 | |||
| TALLGRASS NRG PRTNR/FIN | 175,000.00 | 155,236.46 | |||
| TALOS PRODUCTION INC | 150,000.00 | 161,896.68 | |||
| TAP ROCK RESOURCES LLC | 150,000.00 | 150,576.75 | |||
| TARGA RESOURCES PARTNERS | 175,000.00 | 171,341.62 | |||
| TARGA RESOURCES PARTNERS | 100,000.00 | 99,057.50 | |||
| TARGA RESOURCES PARTNERS | 150,000.00 | 143,267.25 | |||
| TARGA RESOURCES PARTNERS | 50,000.00 | 45,150.00 | |||
| TAYLOR MORRISON | 75,000.00 | 75,199.12 | |||
| TAYLOR MORRISON COMM | 100,000.00 | 98,720.00 | |||
| TAYLOR MORRISON COMM | 75,000.00 | 70,089.37 | |||
| TEGNA INC | 150,000.00 | 145,575.75 | |||
| TEINE ENERGY LTD | 125,000.00 | 124,672.50 | |||
| TELECOM ITALIA CAPITAL | 125,000.00 | 106,496.25 | |||
| TELESAT CANADA/TELESAT L | 125,000.00 | 89,188.75 | |||
| TELESAT CANADA/TELESAT L | 75,000.00 | 51,290.52 | |||
| TELESAT CANADA/TELESAT L | 250,000.00 | 120,081.37 | |||
| TENET HEALTHCARE CORP | 400,000.00 | 415,542.00 | |||
| TENET HEALTHCARE CORP | 200,000.00 | 193,674.00 | |||
| TENET HEALTHCARE CORP | 75,000.00 | 70,676.77 | |||
| TENET HEALTHCARE CORP | 300,000.00 | 282,372.00 | |||
| TENET HEALTHCARE CORP | 175,000.00 | 159,459.10 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 124,999.37 | |||
| TENNECO INC | 25,000.00 | 23,415.75 | |||
| TENNECO INC | 100,000.00 | 96,085.50 | |||
| TERRAFORM POWER OPERATIN | 125,000.00 | 117,746.87 | |||
| THOR INDUSTRIES | 50,000.00 | 40,981.69 | |||
| TITAN ACQ/CO-BORROWER | 100,000.00 | 94,175.00 | |||
| TMS INTERNATIONAL CORP | 150,000.00 | 119,063.25 | |||
| TOPS HOLDING II ESCROW | 307,000.00 | 0.00 | |||
| TPC GROUP INC | 50,000.00 | 26,635.00 | |||
| TRANSDIGM INC | 125,000.00 | 129,830.00 | |||
| TRANSDIGM INC | 150,000.00 | 151,218.75 | |||
| TRANSDIGM INC | 200,000.00 | 202,310.00 | |||
| TRANSDIGM INC | 450,000.00 | 423,787.50 | |||
| TRANSDIGM INC | 200,000.00 | 175,397.20 | |||
| TRANSDIGM INC | 150,000.00 | 132,996.27 | |||
| TRANSOCEAN GUARDIAN LTD | 15,159.92 | 14,464.30 | |||
| TRANSOCEAN INC | 140,000.00 | 140,962.50 | |||
| TRANSOCEAN INC | 100,000.00 | 78,845.00 | |||
| TRANSOCEAN POSEIDON | 46,875.00 | 44,748.75 | |||
| TRANSOCEAN SENTRY LTD | 56,050.91 | 54,491.76 | |||
| TRAVEL + LEISURE CO | 100,000.00 | 89,982.00 | |||
| TRI POINTE GROUP INC | 50,000.00 | 47,588.25 | |||
| TRI POINTE GROUP INC | 75,000.00 | 71,834.62 | |||
| TRIDENT TPI HOLDINGS INC | 175,000.00 | 171,324.12 | |||
| TRONOX INC | 175,000.00 | 154,397.63 | |||
| TWITTER INC | 50,000.00 | 49,065.25 | |||
| UBER TECHNOLOGIES INC | 25,000.00 | 25,700.00 | |||
| UBER TECHNOLOGIES INC | 225,000.00 | 229,991.73 | |||
| UBER TECHNOLOGIES INC | 100,000.00 | 98,340.00 | |||
| UBER TECHNOLOGIES INC | 125,000.00 | 108,980.68 | |||
| UNITED AIRLINES HOLDINGS | 25,000.00 | 24,922.37 | |||
| UNITED AIRLINES HOLDINGS | 125,000.00 | 121,758.75 | |||
| UNITED AIRLINES INC | 100,000.00 | 94,243.00 | |||
| UNITED AIRLINES INC | 100,000.00 | 91,750.00 | |||
| UNITED RENTALS NORTH AM | 100,000.00 | 89,933.50 | |||
| UNITED RENTALS NORTH AM | 100,000.00 | 86,658.40 | |||
| UNITED WHOLESALE MTGE LL | 50,000.00 | 43,908.91 | |||
| UNITED WHOLESALE MTGE LL | 150,000.00 | 125,402.25 | |||
| UNIVISION COMMUNICATIONS | 175,000.00 | 171,753.75 | |||
| UNIVISION COMMUNICATIONS | 75,000.00 | 78,035.54 | |||
| UNIVISION COMMUNICATIONS | 100,000.00 | 89,198.50 | |||
| UPC BROADBAND FINCO BV | 200,000.00 | 180,275.00 | |||
| UPC HOLDING BV | 200,000.00 | 186,361.00 | |||
| USA COM PART/USA COM FIN | 225,000.00 | 219,458.99 | |||
| USA COM PART/USA COM FIN | 125,000.00 | 123,311.25 | |||
| VALEANT PHARMACEUTICALS | 150,000.00 | 127,340.25 | |||
| VENTURE GLOBAL CALCASIEU | 125,000.00 | 114,939.37 | |||
| VENTURE GLOBAL CALCASIEU | 100,000.00 | 91,207.50 | |||
| VENTURE GLOBAL CALCASIEU | 125,000.00 | 110,571.87 | |||
| VERMILION ENERGY INC | 100,000.00 | 96,438.50 | |||
| VERSCEND HOLDING CORP | 150,000.00 | 151,843.50 | |||
| VICI PROPERTIES / NOTE | 75,000.00 | 71,234.62 | |||
| VICI PROPERTIES / NOTE | 105,000.00 | 97,865.25 | |||
| VICI PROPERTIES / NOTE | 50,000.00 | 45,162.25 | |||
| VICI PROPERTIES/NOTE | 175,000.00 | 167,333.25 | |||
| VICTORS MERGER CORP | 75,000.00 | 48,843.87 | |||
| VIDTRON LTD/VIDTRON LTEE | 250,000.00 | 212,660.00 | |||
| VIKING CRUISES LTD | 175,000.00 | 190,197.00 | |||
| VIKING CRUISES LTD | 150,000.00 | 125,226.00 | |||
| VIKING CRUISES LTD | 100,000.00 | 84,123.50 | |||
| VIKING OCEAN CRUISES SHI | 50,000.00 | 43,217.25 | |||
| VIPER ENERGY PARTNERS LP | 225,000.00 | 223,106.62 | |||
| VIRGIN AUSTRALIA HOLDING | 50,000.00 | 2,637.50 | |||
| VISTAJET MALTA/XO MGMT | 100,000.00 | 95,132.50 | |||
| VISTAJET MALTA/XO MGMT | 175,000.00 | 151,162.37 | |||
| VISTRA CORP | 225,000.00 | 216,447.75 | |||
| VISTRA OPERATIONS CO LLC | 150,000.00 | 143,830.50 | |||
| VMED O2 UK FINANCING I | 200,000.00 | 171,832.00 | |||
| VODAFONE GROUP PLC | 155,000.00 | 162,235.40 | |||
| WASH MULTIFAM ACQ INC | 275,000.00 | 272,043.75 | |||
| WEATHERFORD INTERNATIONA | 150,000.00 | 140,676.00 | |||
| WEEKLEY HOMES LLC/ FINAN | 225,000.00 | 198,562.50 | |||
| WERNER FINCO LP/INC | 300,000.00 | 269,674.50 | |||
| WESTERN GLOBAL AIRLINES | 100,000.00 | 100,358.75 | |||
| WESTERN MIDSTREAM OPERAT | 175,000.00 | 168,443.62 | |||
| WESTERN MIDSTREAM OPERAT | 100,000.00 | 92,789.50 | |||
| WESTERN MIDSTREAM OPERAT | 150,000.00 | 136,023.75 | |||
| WHITE CAP BUYER LLC | 125,000.00 | 111,135.00 | |||
| WHITE CAP PARENT LLC | 150,000.00 | 138,243.00 | |||
| WR GRACE HOLDING LLC | 375,000.00 | 313,125.00 | |||
| WYNDHAM DESTINATIONS INC | 150,000.00 | 154,806.75 | |||
| WYNN LAS VEGAS LLC/CORP | 50,000.00 | 48,569.75 | |||
| WYNN RESORTS FINANCE LLC | 50,000.00 | 43,481.50 | |||
| YUM! BRANDS INC | 125,000.00 | 119,561.87 | |||
| ZIGGO BV | 200,000.00 | 181,545.00 | |||
| 小計 | 銘柄数:643 | 132,380,481.98 | 89,680,912.55 | ||
| (11,910,521,995) | |||||
| 組入時価比率:94.0% | 99.9% | ||||
| 合計 | 11,910,521,995 | ||||
| (11,910,521,995) | |||||
| 合計 | 11,916,655,065 | ||||
| (11,916,655,065) | |||||
| (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。 |
| 種類 | 2022年 6月 8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 | 26,524,000 | - | 26,560,940 | △36,940 |
| 米ドル | 26,524,000 | - | 26,560,940 | △36,940 |
| 合計 | 26,524,000 | - | 26,560,940 | △36,940 |
| (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。 |
| 特定資産の種類 | 数量 | 帳簿価額 | 評価額 | 評価損益 | 備考 | ||
| (銘柄名) | 単価 | 金額 | 単価 | 金額 | |||
| 貸付債権 | |||||||
| 米ドル | |||||||
| ASCENT RESOURCES TL | 115,000.00 | 108.06 | 124,271.87 | 106.00 | 121,900.00 | △2,371.87 | |
| CLEAR CHANNEL OUTD B#1 | 72,937.50 | 97.92 | 71,426.68 | 92.00 | 67,102.50 | △4,324.18 | |
| CLEAR CHANNEL OUTD B#10 | 187.50 | 97.92 | 183.61 | 92.00 | 172.50 | △11.11 | |
| DIAMOND SPORTS B TRM | 73,129.22 | 46.25 | 33,822.26 | 29.89 | 21,858.76 | △11,963.50 | |
| GLOBAL AVIATION 2ND LIEN | 276,371.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| PARKER DRILLING 2ND | 18,241.89 | 96.53 | 17,609.83 | 99.00 | 18,059.47 | 449.64 | |
| STAPLES 2019 RFNIG B1 TL | 145,500.00 | 95.76 | 139,330.80 | 91.34 | 132,905.22 | △6,425.58 | |
| 小計 | 386,645.05 | 361,998.45 | △24,646.60 | ||||
| 銘柄数:7 | (51,350,329) | (48,077,014) | (△3,273,315) | ||||
| 組入時価比率:0.4% | 100.0% | ||||||
| 貸付債権計 | 51,350,329 | 48,077,014 | △3,273,315 | ||||
| (51,350,329) | (48,077,014) | (△3,273,315) | |||||
| 100.0% | |||||||
| 合計 | 51,350,329 | 48,077,014 | △3,273,315 | ||||
| (51,350,329) | (48,077,014) | (△3,273,315) | |||||
| (注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 | |||||||
| (注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。 | |||||||
| (注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。 | |||||||
10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
