有価証券報告書(内国投資信託受益証券)-第8期(2023/04/25-2024/04/22)

米国ハイ・イールド債券インデックスマザーファンド
貸借対照表

(単位:円)

	(2024年 4月22日現在)
資産の部
流動資産
預金	89,852,978
コール・ローン	64,247,825
社債券	13,203,163,988
派生商品評価勘定	124,290
未収利息	180,275,120
前払費用	26,968,278
流動資産合計	13,564,632,479
資産合計	13,564,632,479
負債の部
流動負債
未払金	69,261,266
未払解約金	9,794,568
流動負債合計	79,055,834
負債合計	79,055,834
純資産の部
元本等
元本	6,961,048,136
剰余金
期末剰余金又は期末欠損金(△)	6,524,528,509
元本等合計	13,485,576,645
純資産合計	13,485,576,645
負債純資産合計	13,564,632,479

注記表

(重要な会計方針に係る事項に関する注記)

1.運用資産の評価基準及び評価方法	社債券
	原則として時価で評価しております。 時価評価にあたっては、価格情報会社の提供する価額等で評価しております。
	為替予約取引
	計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。
2.外貨建資産・負債の本邦通貨への換算基準	信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算しております。
3.費用・収益の計上基準	有価証券売買等損益
	約定日基準で計上しております。
	為替差損益
	約定日基準で計上しております。
4.金融商品の時価等に関する事項の補足説明	金融商品の時価の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。

(重要な会計上の見積りに関する注記) 該当事項はありません。

(貸借対照表に関する注記)

2024年 4月22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	1.9373円
		(10,000口当たり純資産額)	(19,373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 2023年 4月25日 至 2024年 4月22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、信託財産に属する資産の効率的な運用に資することを目的として、為替予約取引を行っております。当該デリバティブ取引は、対象とする為替等に係る価格変動リスクを有しております。

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

2024年 4月22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

2024年 4月22日現在
期首	2023年 4月25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	6,001,899,963円
同期中における追加設定元本額	5,082,339,385円
同期中における一部解約元本額	4,123,191,212円
期末元本額	6,961,048,136円
期末元本額の内訳*
野村インデックスファンド・米国ハイ・イールド債券	560,146,231円
野村インデックスファンド・米国ハイ・イールド債券・為替ヘッジ型	180,346,432円
インデックス・ブレンド(タイプⅠ)	2,405,283円
インデックス・ブレンド(タイプⅡ)	2,345,877円
インデックス・ブレンド(タイプⅢ)	8,794,285円
インデックス・ブレンド(タイプⅣ)	3,217,999円
インデックス・ブレンド(タイプⅤ)	11,937,579円
ファンドラップ(ウエルス・スクエア)外国債券	3,794,317,483円
米国ハイ・イールド債券・インデックスF(適格機関投資家専用)	2,393,211,151円
オールウェザー・ファクターアロケーションMオープン投信(適格機関投資家専用)	4,325,816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(2024年4月22日現在)

該当事項はありません。

(2)株式以外の有価証券(2024年4月22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	250,000.00	229,429.87
		1011778 BC / NEW RED FIN	80,000.00	74,112.46
		1011778 BC / NEW RED FIN	30,000.00	26,727.51
		1011778 BC / NEW RED FIN	280,000.00	241,160.24
		AAR ESCROW ISSUER LLC	50,000.00	50,096.40
		ABC SUPPLY CO INC	80,000.00	73,987.17
		ACCO BRANDS CORP	50,000.00	43,538.58
		ACRISURE LLC / FIN INC	110,000.00	108,779.20
		ACRISURE LLC / FIN INC	80,000.00	70,836.69
		ACRISURE LLC / FIN INC	50,000.00	44,799.86
		ADAPTHEALTH LLC	50,000.00	41,606.23
		ADAPTHEALTH LLC	80,000.00	67,273.95
		ADIENT GLOBAL HOLDINGS	50,000.00	50,302.45
		ADIENT GLOBAL HOLDINGS	50,000.00	51,456.70
		ADT SEC CORP	100,000.00	89,214.47
		ADVANCED DRAINAGE SYSTEM	50,000.00	49,614.77
		ADVANTAGE SALES & MARKET	80,000.00	73,775.32
		AETHON UN/AETHIN UN FIN	80,000.00	80,301.28
		AFFINITY GAMING	50,000.00	45,356.78
		AG ISSUER LLC	50,000.00	48,398.10
		AG TTMT ESCROW ISSUER	50,000.00	51,395.00
		AIR CANADA	120,000.00	113,479.34
		ALBERTSONS COS LLC/SAFEW	50,000.00	48,688.09
		ALBERTSONS COS/SAFEWAY	70,000.00	66,328.29
		ALBERTSONS COS/SAFEWAY	120,000.00	114,066.77
		ALBERTSONS COS/SAFEWAY	130,000.00	129,736.62
		ALBERTSONS COS/SAFEWAY	150,000.00	131,687.14
		ALBERTSONS COS/SAFEWAY	80,000.00	73,799.68
		ALCOA NEDERLAND HOLDING	200,000.00	183,257.96
		ALGONQUIN PWR & UTILITY	80,000.00	69,627.03
		ALLEGIANT TRAVEL CO	50,000.00	48,669.39
		ALLEN MEDIA LLC/CO-ISSR	80,000.00	40,308.77
		ALLIANT HOLD / CO-ISSUER	200,000.00	197,310.88
		ALLIANT HOLD / CO-ISSUER	110,000.00	109,057.97
		ALLIANT HOLD/CO-ISSUER	160,000.00	154,510.19
		ALLIED UNI HLD / ALL FIN	200,000.00	179,468.92
		ALLIED UNIVERSAL HOLDCO	210,000.00	208,337.39
		ALLISON TRANSMISSION INC	100,000.00	85,587.61
		ALLY FINANCIAL INC	70,000.00	68,574.92
		ALTICE FINANCING SA	200,000.00	155,793.20
		ALTICE FINANCING SA	200,000.00	149,302.34
		ALTICE FRANCE HOLDING SA	200,000.00	78,116.78
		ALTICE FRANCE HOLDING SA	200,000.00	62,716.76
		ALTICE FRANCE SA	200,000.00	134,279.24
		ALTICE FRANCE SA	200,000.00	130,503.66
		ALTICE FRANCE SA	200,000.00	131,823.62
		AMC ENTERTAINMENT HOLDIN	90,000.00	60,643.94
		AMC NETWORKS INC	80,000.00	79,792.80
		AMC NETWORKS INC	100,000.00	67,382.13
		AMER SPORTS COMPANY	80,000.00	77,897.60
		AMERICAN AIRLINES INC	80,000.00	80,502.16
		AMERICAN AIRLINES INC	100,000.00	103,631.70
		AMERICAN AIRLINES/AADVAN	500,000.00	482,737.44
		AMERICAN AXLE & MFG INC	70,000.00	62,450.12
		AMERIGAS PART/FIN CORP	60,000.00	62,150.68
		AMERITEX HOLDCO INTERMED	60,000.00	62,837.59
		AMN HEALTHCARE INC	70,000.00	65,773.84
		AMWINS GROUP INC	70,000.00	69,070.93
		AMWINS GROUP INC	110,000.00	98,864.26
		ANGI HOMESERVICES INC	40,000.00	33,694.81
		ANTERO MIDSTREAM PART/FI	40,000.00	40,810.76
		ANTERO MIDSTREAM PART/FI	50,000.00	48,545.27
		ANTERO MIDSTREAM PART/FI	50,000.00	49,462.37
		ANTERO RESOURCES CORP	50,000.00	47,145.44
ANTERO RESOURCES MIDSTRE	110,000.00	103,932.05
ANYWHERE REAL EST	80,000.00	70,470.99
APOLLO CMMRL REAL EST FI	50,000.00	41,022.70
APX GROUP INC	70,000.00	69,316.38
APX GROUP INC	80,000.00	74,142.75
ARCHES BUYER INC	110,000.00	95,584.55
ARCHES BUYER INC	50,000.00	41,432.99
ARCHROCK PARTNERS LP/FIN	80,000.00	77,684.23
ARDAGH METAL PACKAGING	200,000.00	172,517.90
ARDAGH PKG FIN/HLDGS USA	200,000.00	164,151.94
ARDAGH PKG FIN/HLDGS USA	200,000.00	99,718.00
ARETEC ESCROW ISSUER 2	70,000.00	75,468.75
ARSENAL AIC PARENT LLC	80,000.00	83,128.80
ARSENAL AIC PARENT LLC	50,000.00	54,942.03
ARTERA SERVICES LLC	50,000.00	50,702.73
ASBURY AUTOMOTIVE GROUP	70,000.00	62,976.08
ASBURY AUTOMOTIVE GROUP	60,000.00	53,148.93
ASCENT RESOURCES/ARU FIN	70,000.00	70,855.54
ASGN INCORPORATED	70,000.00	64,761.62
ASSUREDPARTNERS INC	130,000.00	117,358.98
ATHENAHEALTH GROUP INC	230,000.00	205,054.43
ATLAS LUXCO 4 / ALL UNI	200,000.00	179,467.24
AVANTOR FUNDING INC	140,000.00	130,003.79
AVANTOR FUNDING INC	90,000.00	79,375.56
AVIENT CORP	50,000.00	50,476.97
AVIS BUDGET CAR/FINANCE	70,000.00	62,677.17
AVIS BUDGET CAR/FINANCE	60,000.00	53,713.55
AVIS BUDGET CAR/FINANCE	30,000.00	28,895.14
AXALTA COAT/DUTCH HLD BV	150,000.00	143,319.91
B&G FOODS INC	50,000.00	45,917.76
B&G FOODS INC	50,000.00	51,458.60
BALL CORP	50,000.00	50,864.00
BALL CORP	130,000.00	128,942.78
BALL CORP	160,000.00	133,340.97
BALL CORP	40,000.00	33,177.78
BAUSCH & LOMB ESCROW COR	150,000.00	153,187.48
BAUSCH HEALTH COS INC	170,000.00	120,879.35
BAUSCH HEALTH COS INC	50,000.00	30,922.70
BAUSCH HEALTH COS INC	180,000.00	136,470.60
BAYTEX ENERGY CORP	130,000.00	134,422.73
BCPE EMPIRE HOLDINGS INC	60,000.00	58,027.42
BEACON ROOFING SUPPLY IN	60,000.00	59,594.99
BELLRING BRANDS INC	80,000.00	80,718.16
BERRY GLOBAL ESCROW CORP	50,000.00	48,624.84
BIG RIVER STEEL/BRS FIN	80,000.00	79,761.31
BLOCK INC	90,000.00	84,009.07
BLOCK INC	100,000.00	84,254.30
BLUE RACER MID LLC/FINAN	50,000.00	50,194.55
BOMBARDIER INC	108,000.00	107,972.69
BOMBARDIER INC	90,000.00	87,375.45
BOMBARDIER INC	60,000.00	60,972.30
BOMBARDIER INC	80,000.00	84,288.40
BOMBARDIER INC	60,000.00	59,369.86
BOXER PARENT CO INC	50,000.00	50,128.29
BOYD GAMING CORP	110,000.00	104,235.91
BOYD GAMING CORP	70,000.00	62,530.62
BOYNE USA INC	80,000.00	73,049.29
BRAND INDUSTRIAL SERVICE	150,000.00	158,764.50
BREAD FINANCIAL HLDGS	100,000.00	101,197.90
BRITISH TELECOMMUNICATIO	200,000.00	188,379.94
BROADSTREET PARTNERS INC	100,000.00	90,370.74
BROOKFIELD PPTY REIT INC	80,000.00	77,468.86
BROOKFIELD PPTY REIT INC	80,000.00	72,356.28
BROOKFIELD RESID PROPERT	70,000.00	67,224.70
BROOKFIELD RESID PROPERT	60,000.00	51,867.13
BUCKEYE PARTNERS LP	50,000.00	46,368.69
BUILDERS FIRSTSOURCE INC	40,000.00	37,224.80
BUILDERS FIRSTSOURCE INC	120,000.00	103,986.27
BUILDERS FIRSTSOURCE INC	50,000.00	49,303.52
BUILDERS FIRSTSOURCE INC	100,000.00	97,366.04
CABLE ONE INC	70,000.00	52,921.47
CAESARS ENTERTAIN INC	120,000.00	107,015.08
CAESARS ENTERTAIN INC	210,000.00	211,174.11
CAESARS ENTERTAIN INC	150,000.00	147,605.31
CALDERYS FINANCING LLC	50,000.00	52,615.60
CALIFORNIA RESOURCES CRP	50,000.00	50,395.30
CALPINE CORP	110,000.00	102,504.86
CALPINE CORP	160,000.00	150,328.86
CALPINE CORP	50,000.00	45,470.39
CALPINE CORP	80,000.00	71,620.75
CALPINE CORP	110,000.00	93,922.93
CAMELOT FINANCE SA	80,000.00	76,294.53
CAMELOT RETURN MERGER SU	80,000.00	80,236.16
CARGO AIRCRAFT MANAGEMEN	50,000.00	44,600.81
CARNIVAL CORP	130,000.00	131,013.35
CARNIVAL CORP	340,000.00	330,130.75
CARNIVAL CORP	260,000.00	237,167.34
CARNIVAL CORP	180,000.00	172,527.12
CARNIVAL CORP	30,000.00	30,684.48
CARNIVAL CORP	100,000.00	108,200.19
CARNIVAL HLDGS BM LTD	200,000.00	216,585.00
CATALENT PHARMA SOLUTION	60,000.00	58,618.86
CATALENT PHARMA SOLUTION	50,000.00	47,412.65
CATALENT PHARMA SOLUTION	50,000.00	47,229.97
CCO HLDGS LLC/CAP CORP	150,000.00	132,661.02
CCO HLDGS LLC/CAP CORP	150,000.00	138,129.73
CCO HLDGS LLC/CAP CORP	300,000.00	249,509.67
CCO HLDGS LLC/CAP CORP	300,000.00	242,624.58
CCO HLDGS LLC/CAP CORP	350,000.00	274,420.40
CCO HLDGS LLC/CAP CORP	250,000.00	198,043.37
CCO HLDGS LLC/CAP CORP	200,000.00	154,710.74
CCO HLDGS LLC/CAP CORP	150,000.00	112,725.07
CCO HLDGS LLC/CAP CORP	100,000.00	73,105.53
CD&R SMOKEY BUYER INC	80,000.00	79,360.44
CDI ESCROW ISSUER INC	180,000.00	169,262.14
CEC ENTERTAINMENT CO LLC	80,000.00	78,650.70
CEDAR FAIR/CAN/MAGNUM/MI	100,000.00	99,965.15
CENTRAL GARDEN & PET CO	50,000.00	43,598.32
CENTURY COMMUNITIES	50,000.00	50,012.04
CENTURY COMMUNITIES	50,000.00	43,462.95
CHAMPIONS FINANCING INC	60,000.00	61,338.00
CHARLES RIVER LABORATORI	50,000.00	46,366.97
CHARLES RIVER LABORATORI	30,000.00	26,741.39
CHARLES RIVER LABORATORI	60,000.00	52,046.28
CHART INDUSTRIES INC	140,000.00	143,391.36
CHART INDUSTRIES INC	50,000.00	53,450.55
CHEMOURS CO	110,000.00	99,371.91
CHEMOURS CO	50,000.00	42,058.75
CHESAPEAKE ENERGY CORP	50,000.00	49,415.48
CHOBANI LLC/FINANCE CORP	50,000.00	50,329.55
CHS/COMMUNITY HEALTH SYS	150,000.00	135,806.74
CHS/COMMUNITY HEALTH SYS	80,000.00	76,962.49
CHS/COMMUNITY HEALTH SYS	70,000.00	48,112.75
CHS/COMMUNITY HEALTH SYS	100,000.00	84,451.96
CHS/COMMUNITY HEALTH SYS	150,000.00	105,182.74
CHS/COMMUNITY HEALTH SYS	100,000.00	64,472.97
CHS/COMMUNITY HEALTH SYS	150,000.00	117,509.59
CHS/COMMUNITY HEALTH SYS	210,000.00	209,688.58
CINEMARK USA INC	80,000.00	73,686.60
CIVITAS RESOURCES INC	160,000.00	165,972.96
CIVITAS RESOURCES INC	70,000.00	73,986.15
CIVITAS RESOURCES INC	150,000.00	157,927.05
CLARIOS GLOBAL LP/US FIN	60,000.00	59,955.66
CLARIV SCI HLD CORP	80,000.00	72,468.64
CLARIV SCI HLD CORP	80,000.00	71,994.49
CLEAN HARBORS INC	80,000.00	76,626.35
CLEAN HARBORS INC	30,000.00	29,661.65
CLEAR CHANNEL OUTDOOR HO	110,000.00	91,463.08
CLEAR CHANNEL OUTDOOR HO	70,000.00	71,668.52
CLEAR CHANNEL OUTDOOR HO	100,000.00	79,340.03
CLEAR CHANNEL OUTDOOR HO	100,000.00	97,274.40
CLEAR CHANNEL WORLDWIDE	100,000.00	92,220.76
CLEARWAY ENERGY OP LLC	70,000.00	65,362.21
CLEARWAY ENERGY OP LLC	110,000.00	92,028.78
CLEVELAND-CLIFFS INC	50,000.00	49,589.05
CLEVELAND-CLIFFS INC	160,000.00	158,194.49
CLOUD SOFTWARE GRP INC	350,000.00	327,064.35
CLYDESDALE ACQUISITION	50,000.00	49,298.77
CLYDESDALE ACQUISITION	110,000.00	104,391.82
CNT PRNT/CDK GLO II/FIN	100,000.00	102,132.20
CNTRL PARENT/CDK GLB INC	30,000.00	30,025.98
CNX RESOURCES CORP	60,000.00	57,727.52
CNX RESOURCES CORP	50,000.00	50,227.75
COGENT COMMUNICATIONS GR	50,000.00	46,941.75
COINBASE GLOBAL INC	180,000.00	149,229.57
COLGATE ENERGY P	50,000.00	48,234.38
COLT MERGER SUB INC	150,000.00	152,341.35
COMMSCOPE INC	50,000.00	17,768.49
COMMSCOPE INC	140,000.00	97,967.80
COMPASS GROUP DIVERSIFIE	110,000.00	102,191.84
COMPASS MINERALS INTERNA	70,000.00	66,237.85
COMSTOCK RESOURCES INC	170,000.00	158,933.95
COMSTOCK RESOURCES INC	100,000.00	89,270.08
CONDOR MERGER SUB INC	190,000.00	172,833.17
CONDUENT BUS SERVICES	40,000.00	35,412.25
CONNECT FINCO SARL/CONNE	200,000.00	192,279.08
CONSENSUS CLOUD SOLUTION	50,000.00	43,825.75
CONSOLIDATED COMMUNICATI	70,000.00	59,904.56
CONSOLIDATED ENERGY FIN	150,000.00	125,801.11
CORECIVIC INC	50,000.00	51,512.12
CORELOGIC INC	80,000.00	69,703.63
COTY INC	58,000.00	56,978.96
COTY/HFC PRESTIGE/INT US	80,000.00	74,174.44
COTY/HFC PRESTIGE/INT US	70,000.00	69,533.12
COVERT MERGECO INC	80,000.00	69,315.60
CP ATLAS BUYER INC	60,000.00	53,641.13
CREDIT ACCEPTANC	80,000.00	84,882.08
CRESCENT ENERGY FINANCE	120,000.00	125,557.08
CRESCENT ENERGY FINANCE	70,000.00	69,770.63
CROWDSTRIKE HOLDINGS INC	80,000.00	69,916.60
CROWN AMERICAS LLC	40,000.00	37,894.99
CSC HOLDINGS LLC	200,000.00	188,601.64
CSC HOLDINGS LLC	200,000.00	89,207.08
CSC HOLDINGS LLC	200,000.00	135,669.14
CSC HOLDINGS LLC	200,000.00	86,181.30
CSC HOLDINGS LLC	200,000.00	135,224.80
CUSHMAN & WAKEFIELD US	50,000.00	48,630.91
CVR ENERGY INC	100,000.00	100,140.97
CVR PARTNERS/CVR NITROGE	80,000.00	74,846.18
DARLING INGREDIENTS INC	60,000.00	57,961.94
DARLING INGREDIENTS INC	80,000.00	77,504.68
DAVITA INC	260,000.00	226,334.54
DAVITA INC	150,000.00	121,879.33
DEALER TIRE LLC/DT ISSR	60,000.00	58,710.90
DELEK LOG PART/FINANCE	70,000.00	70,558.60
DELTA AIR LINES INC	76,000.00	77,608.46
DIAMOND FRGN/DIAMOND FIN	80,000.00	82,996.40
DIRECTV FINANCING LLC	50,000.00	48,769.03
DIRECTV HOLDINGS/FING	370,000.00	344,843.36
DISH DBS CORP	250,000.00	187,534.95
DISH DBS CORP	100,000.00	43,356.96
DISH DBS CORP	250,000.00	162,271.95
DISH DBS CORP	120,000.00	46,370.28
DISH NETWORK CORP	340,000.00	341,977.78
DIVERSIFIED HEALTHCARE T	80,000.00	80,222.56
DIVERSIFIED HEALTHCARE T	100,000.00	85,148.66
DIVERSIFIED HEALTHCARE T	30,000.00	21,680.46
DOMTAR CORP	60,000.00	52,767.98
DORNOCH DEBT MERGER SUB	80,000.00	66,924.95
DT MIDSTREAM INC	110,000.00	99,008.99
DT MIDSTREAM INC	110,000.00	96,757.74
DYCOM INDUSTRIES INC	50,000.00	45,672.55
EARTHSTONE ENERGY HOL	100,000.00	102,320.10
EARTHSTONE ENERGY HOL	130,000.00	143,234.52
ECO MATERIAL TECH INC	80,000.00	80,100.16
EDGEWELL PERSONAL CARE	60,000.00	57,347.62
EDGEWELL PERSONAL CARE	70,000.00	62,543.88
EDISON INTERNATIONAL	50,000.00	51,116.95
EG GLOBAL FINANCE PLC	200,000.00	205,850.60
ELASTIC NV	60,000.00	53,164.94
ELEMENT SOLUTIONS INC	100,000.00	89,975.40
EMBECTA CORP	40,000.00	31,197.72
EMERALD DEBT MERGER	270,000.00	266,835.90
ENCINO ACQUISITION PARTN	60,000.00	60,000.11
ENCOMPASS HEALTH CORP	80,000.00	74,972.45
ENCOMPASS HEALTH CORP	80,000.00	72,944.23
ENDURANCE ACQ MERGER	50,000.00	37,176.06
ENERFLEX LTD	80,000.00	81,322.15
ENERGIZER HOLDINGS INC	60,000.00	54,447.02
ENERGIZER HOLDINGS INC	70,000.00	61,553.06
ENERGY TRANSFER LP	90,000.00	92,617.25
ENTEGRIS ESCROW CORP	80,000.00	77,471.33
EQM MIDSTREAM PARTNERS L	30,000.00	30,473.31
EQM MIDSTREAM PARTNERS L	150,000.00	149,679.58
EQM MIDSTREAM PARTNERS L	100,000.00	91,714.32
EQM MIDSTREAM PARTNERS L	150,000.00	155,791.05
EQUIPMENTSHARE.COM INC	100,000.00	102,645.50
ESAB CORP	70,000.00	69,775.51
EVERARC ESCROW SARL	80,000.00	70,101.25
FAIR ISAAC CORP	100,000.00	91,709.64
FERRELLGAS ESCROW LLC/FG	50,000.00	48,760.46
FERRELLGAS ESCROW LLC/FG	80,000.00	75,309.00
FERTITTA ENTERTAINMENT	100,000.00	89,642.67
FERTITTA ENTERTAINMENT	140,000.00	120,521.80
FIESTA PURCHASER INC	50,000.00	50,916.34
FIRSTCASH INC	70,000.00	64,865.10
FIRSTCASH INC	80,000.00	75,049.84
FIVE POINT OP CO LP/FIVE	50,000.00	51,194.90
FMG RESOURCES AUG 2006	70,000.00	66,157.49
FMG RESOURCES AUG 2006	160,000.00	153,353.82
FMG RESOURCES AUG 2006	100,000.00	96,719.44
FORTREA HOLDINGS INC	50,000.00	50,456.15
FORTRESS TRANS & INFRAST	110,000.00	104,967.26
FORTRESS TRANS & INFRAST	30,000.00	30,912.87
FORWARD AIR CORP	80,000.00	77,872.50
FOXTROT ESCROW ISSUER	70,000.00	69,471.60
FREEDOM MORTGAGE	150,000.00	143,905.03
FREEDOM MORTGAGE CORP	100,000.00	99,098.47
FREEDOM MORTGAGE CORP	50,000.00	53,461.00
FREEDOM MORTGAGE CORP	30,000.00	32,370.05
FRONT RANGE BIDCO INC	140,000.00	111,444.39
FRONTIER COMMUNICATIONS	100,000.00	94,325.00
FRONTIER COMMUNICATIONS	70,000.00	63,316.31
FRONTIER COMMUNICATIONS	140,000.00	121,562.02
FRONTIER COMMUNICATIONS	70,000.00	57,323.93
FRONTIER COMMUNICATIONS	50,000.00	40,860.20
FRONTIER COMMUNICATIONS	150,000.00	150,641.85
FRONTIER COMMUNICATIONS	100,000.00	99,652.73
FRST STU BID/FRST TRANS	90,000.00	78,984.19
FTAI INFRA ESC HLDGS LLC	80,000.00	83,384.40
GAP INC/THE	80,000.00	67,455.36
GAP INC/THE	60,000.00	48,498.75
GARDA WORLD SECURITY	80,000.00	75,681.98
GARDA WORLD SECURITY	40,000.00	35,182.44
GARDA WORLD SECURITY COR	60,000.00	59,572.70
GATES GLOBAL LLC	60,000.00	60,078.66
GCI LLC	50,000.00	44,596.82
GENESIS ENERGY LP/FIN	140,000.00	140,064.12
GENESIS ENERGY LP/FIN	90,000.00	90,719.64
GENESIS ENERGY LP/FIN	60,000.00	61,688.40
GFL ENVIRONMENTAL INC	30,000.00	29,438.00
GFL ENVIRONMENTAL INC	50,000.00	48,548.40
GFL ENVIRONMENTAL INC	60,000.00	58,311.52
GFL ENVIRONMENTAL INC	80,000.00	72,417.97
GFL ENVIRONMENTAL INC	100,000.00	89,722.29
GFL ENVIRONMENTAL INC	40,000.00	36,895.33
GFL ENVIRONMENTAL INC	80,000.00	71,848.43
GFL ENVIRONMENTAL INC	80,000.00	80,648.56
GGAM FINANCE LTD	80,000.00	82,179.04
GGAM FINANCE LTD	50,000.00	51,530.15
GLATFELTER	60,000.00	49,849.81
GLOBAL ATLANTIC	80,000.00	70,352.96
GLOBAL MEDICAL RESPONSE	70,000.00	67,618.07
GLOBAL NET LEASE/GLOBAL	50,000.00	42,277.16
GO DADDY OPCO/FINCO	70,000.00	67,283.40
GO DADDY OPCO/FINCO	70,000.00	61,598.12
GOEASY LTD	50,000.00	52,542.12
GOODYEAR TIRE & RUBBER	70,000.00	70,307.65
GOODYEAR TIRE & RUBBER	80,000.00	72,287.86
GOODYEAR TIRE & RUBBER	50,000.00	44,525.14
GOODYEAR TIRE & RUBBER	80,000.00	70,330.40
GPC MERGER SUB INC	60,000.00	54,246.24
GRAFTECH FINANCE INC	50,000.00	32,768.51
GRAY ESCROW II INC	110,000.00	66,002.94
GRAY TELEVISION INC	100,000.00	59,753.67
GRIFFON CORPORATION	110,000.00	105,177.36
GROUP 1 AUTOMOTIVE INC	80,000.00	72,293.89
GRUBHUB HOLDINGS INC	70,000.00	61,713.31
GTCR W-2 MERGER SUB LLC	200,000.00	205,628.92
GUITAR CENTER INC	50,000.00	44,015.00
GULFPORT ENERGY OP CORP	50,000.00	50,438.70
H&E EQUIPMENT SERVICES	130,000.00	116,045.42
HANESBRANDS INC	80,000.00	80,098.28
HARVEST MIDSTREAM I LP	80,000.00	79,578.23
HAT HOLDINGS I LLC/HAT	110,000.00	101,859.38
HAT HOLDINGS I LLC/HAT	50,000.00	51,178.40
HAWAIIAN BRAND INTELLECT	130,000.00	121,970.43
HEALTHEQUITY INC	50,000.00	45,199.29
HERBALIFE/HLF FINANCING	40,000.00	39,145.02
HERC HOLDINGS INC	130,000.00	126,046.11
HERTZ CORP/THE	40,000.00	33,457.68
HERTZ CORP/THE	110,000.00	79,498.80
HESS MIDSTREAM	30,000.00	29,518.39
HESS MIDSTREAM OPERATION	70,000.00	62,721.64
HESS MIDSTREAM PARTNERS	110,000.00	104,874.93
HILCORP ENERGY I/HILCORP	80,000.00	76,720.38
HILCORP ENERGY I/HILCORP	40,000.00	38,030.03
HILCORP ENERGY I/HILCORP	50,000.00	47,568.59
HILCORP ENERGY I/HILCORP	50,000.00	48,034.05
HILCORP ENERGY I/HILCORP	70,000.00	74,768.40
HILLENBRAND INC	50,000.00	49,251.13
HILTON DOMESTIC OPERATIN	30,000.00	29,888.70
HILTON DOMESTIC OPERATIN	50,000.00	49,378.61
HILTON DOMESTIC OPERATIN	70,000.00	68,798.35
HILTON DOMESTIC OPERATIN	100,000.00	89,522.38
HILTON DOMESTIC OPERATIN	60,000.00	56,039.12
HILTON DOMESTIC OPERATIN	110,000.00	95,707.15
HILTON DOMESTIC OPERATIN	150,000.00	125,226.82
HILTON GRAND VAC BOR ESC	80,000.00	72,745.96
HILTON GRAND VAC BOR ESC	50,000.00	43,194.63
HILTON GRAND VAC BOR ESC	80,000.00	78,508.49
HLF FIN SARL LLC/HERBALI	60,000.00	34,662.64
HOLOGIC INC	80,000.00	70,217.96
HOME POINT CAPITAL INC	90,000.00	87,484.43
HOWARD HUGHES CORP	80,000.00	74,446.74
HOWARD HUGHES CORP	80,000.00	70,141.49
HOWARD HUGHES CORP	70,000.00	59,006.74
HOWARD MIDSTREAM ENERGY	80,000.00	83,031.68
HOWDEN UK REFINANCE / US	200,000.00	197,100.32
HRT DNT/HRT DNT FIN	80,000.00	83,495.21
HUB INTERNATIONAL LTD	100,000.00	91,684.88
HUB INTERNATIONAL LTD	300,000.00	300,986.10
HUB INTERNATIONAL LTD	150,000.00	146,676.87
HUDBAY MINERALS INC	50,000.00	47,802.67
HUDBAY MINERALS INC	50,000.00	48,485.41
HUNT COS INC	70,000.00	61,750.65
HUSKY INJECTION / TITAN	100,000.00	101,897.00
ICAHN ENTERPRISES/FIN	150,000.00	145,208.34
ICAHN ENTERPRISES/FIN	150,000.00	136,674.54
ICAHN ENTERPRISES/FIN	80,000.00	82,792.56
ICAHN ENTERPRISES/FIN	70,000.00	58,376.22
IHEARTCOMMUNICATIONS INC	110,000.00	92,347.12
IHEARTCOMMUNICATIONS INC	80,000.00	41,869.82
IHEARTCOMMUNICATIONS INC	40,000.00	28,079.28
IHEARTCOMMUNICATIONS INC	50,000.00	34,212.97
II-VI INC	100,000.00	91,130.90
ILIAD HOLDING SAS	200,000.00	196,566.00
IMOLA MERGER CORP	210,000.00	192,155.81
INGEVITY CORP	60,000.00	52,987.75
INTELLIGENT PACKAGING	80,000.00	75,959.58
INTELSAT JACKSON HLDG	330,000.00	297,277.33
IQVIA INC	200,000.00	193,092.96
IRB HOLDING CORP	70,000.00	70,000.00
IRON MOUNTAIN INC	70,000.00	65,405.07
IRON MOUNTAIN INC	110,000.00	110,348.83
IRON MOUNTAIN INC	100,000.00	91,392.30
IRON MOUNTAIN INC	100,000.00	91,772.00
IRON MOUNTAIN INC	80,000.00	69,583.61
IRON MOUNTAIN INC	80,000.00	73,358.04
IRON MOUNTAIN INFO MGMT	80,000.00	70,584.80
ITT HOLDINGS LLC	130,000.00	116,685.60
JACOBS ENTERTAINMENT INC	50,000.00	47,212.87
JANE STREET GRP/JSG FIN	50,000.00	45,231.48
JAZZ SECURITIES DAC	200,000.00	181,920.24
JB POINDEXTER & CO INC	60,000.00	61,059.00
JONES DESLAURIERS INSURA	50,000.00	51,608.65
KAISER ALUMINUM CORP	60,000.00	55,426.78
KAISER ALUMINUM CORP	60,000.00	52,118.48
KCA DEUTAG UK FINANCE PL	50,000.00	50,410.45
KEHE DIST/FIN / NEXTWAVE	100,000.00	100,875.01
KENNEDY-WILSON INC	120,000.00	97,600.56
KENNEDY-WILSON INC	70,000.00	54,633.92
KINETIK HOLDINGS LP	80,000.00	80,009.70
KINETIK HOLDINGS LP	90,000.00	86,383.02
KODIAK GAS SERVICES LLC	80,000.00	80,745.12
KOHL'S CORPORATION	50,000.00	40,357.50
KRONOS ACQ / KIK CUSTOM	60,000.00	58,198.12
L BRANDS INC	30,000.00	30,816.75
L BRANDS INC	110,000.00	108,984.82
LABL INC	50,000.00	49,135.55
LABL INC	50,000.00	48,849.88
LABL INC	50,000.00	44,717.77
LADDER CAP FIN LLLP/CORP	50,000.00	45,910.45
LADDER CAP FIN LLLP/CORP	60,000.00	53,094.50
LAMAR MEDIA CORP	50,000.00	46,134.65
LAMAR MEDIA CORP	70,000.00	62,019.63
LAMAR MEDIA CORP	30,000.00	25,549.65
LAMB WESTON HLD	30,000.00	28,598.87
LAMB WESTON HLD	120,000.00	106,267.88
LAMB WESTON HLD	80,000.00	69,144.36
LBM ACQUISITION LLC	80,000.00	72,520.51
LCM INVESTMENTS HOLDINGS	110,000.00	98,999.01
LCM INVESTMENTS HOLDINGS	80,000.00	82,433.28
LCPR SR SECURED FIN DAC	200,000.00	185,147.50
LD HOLDINGS GROUP LLC	60,000.00	56,578.77
LD HOLDINGS GROUP LLC	40,000.00	31,377.38
LEVEL 3 FINANCING INC	100,000.00	99,905.34
LEVEL 3 FINANCING INC	80,000.00	48,799.74
LEVEL 3 FINANCING INC	200,000.00	203,525.80
LEVEL 3 FINANCING INC	50,000.00	29,728.99
LEVEL 3 FING INC	68,000.00	67,925.11
LEVI STRAUSS & CO	50,000.00	42,354.78
LIBERTY MUTUAL GROUP INC	80,000.00	71,478.49
LIFE TIME INC	80,000.00	78,733.46
LIFEPOINT HEALTH INC	70,000.00	65,026.92
LIFEPOINT HEALTH INC	50,000.00	38,028.02
LIFEPOINT HEALTH INC	60,000.00	61,831.92
LIFEPOINT HEALTH INC	130,000.00	137,585.50
LIGHT & WONDER INTER	50,000.00	50,789.23
LIONS GATE CAPITAL HOLD	80,000.00	60,158.46
LITHIA MOTORS INC	80,000.00	70,120.05
LITHIA MOTORS INC	50,000.00	43,486.33
LIVE NATION ENTERTAINMEN	130,000.00	130,156.91
LIVE NATION ENTERTAINMEN	110,000.00	102,940.61
LIVE NATION ENTERTAINMEN	50,000.00	45,360.58
LSB INDUSTRIES	60,000.00	56,678.89
LSF9 ATL HLDG/VICTRA FIN	80,000.00	78,577.54
MACQUARIE AIRFINANCE HLD	40,000.00	42,023.96
MACQUARIE AIRFINANCE HLD	50,000.00	49,932.51
MACQUARIE AIRFINANCE HLD	50,000.00	52,187.00
MACQUARIE AIRFINANCE HLD	50,000.00	49,988.32
MACY'S RETAIL HLDGS LLC	50,000.00	48,104.90
MADISON IAQ LLC	80,000.00	72,530.60
MADISON IAQ LLC	110,000.00	99,378.07
MAGIC MERGERCO INC	80,000.00	66,367.94
MAGIC MERGERCO INC	130,000.00	91,786.61
MAJORDRIVE HOLDINGS IV L	50,000.00	46,673.99
MARRIOTT OWNERSHIP RESOR	50,000.00	44,811.89
MASONITE INTERNATIONAL C	50,000.00	50,111.98
MATADOR RESOURCES CO	50,000.00	50,237.50
MATADOR RESOURCES CO	100,000.00	99,235.96
MATCH GROUP HLD II LLC	30,000.00	25,949.11
MATCH GROUP HLD II LLC	60,000.00	49,255.63
MATCH GROUP INC	60,000.00	54,971.38
MATTAMY GROUP CORP	60,000.00	56,855.60
MATTAMY GROUP CORP	40,000.00	35,530.58
MAUSER PACKAGING SOLUT	130,000.00	125,983.39
MAUSER PACKAGING SOLUT	270,000.00	271,687.50
MAV ACQUISITION CORP	80,000.00	73,622.52
MAV ACQUISITION CORP	50,000.00	46,134.60
MAXIM CRANE WORKS LLC	50,000.00	53,195.45
MEDLINE BORROWER/MEDL CO	70,000.00	69,387.82
MEG ENERGY CORP	50,000.00	48,104.04
MELCO RESORTS FINANCE	200,000.00	191,044.04
MELCO RESORTS FINANCE	200,000.00	179,146.48
MERCER INTL INC	80,000.00	69,094.52
METHANEX CORP	70,000.00	66,616.91
METHANEX CORP	70,000.00	65,717.78
METIS MERGER SUB LLC	70,000.00	64,684.44
MGM CHINA HOLDINGS LTD	200,000.00	189,156.08
MGM RESORTS INTL	80,000.00	80,100.48
MGM RESORTS INTL	83,000.00	80,470.11
MGM RESORTS INTL	140,000.00	130,394.40
MICROSTRATEGY INC	50,000.00	46,669.65
MIDAS OPCO HOLDINGS LLC	110,000.00	97,159.35
MIDWEST GAMING BORROWER	80,000.00	72,567.68
MILLENNIUM ESCROW CORP	80,000.00	46,780.04
MINERAL RESOURCES LTD	90,000.00	91,062.99
MINERAL RESOURCES LTD	100,000.00	101,138.40
MINERAL RESOURCES LTD	130,000.00	136,184.75
MITER BRAND / MIWD BORR	50,000.00	49,465.68
MIWD HLDCO II/MIWD FIN	50,000.00	44,511.25
MODIVCARE ESCROW ISSUER	80,000.00	54,134.72
MODIVCARE INC	50,000.00	48,286.63
MOHEGAN GAMING & ENT	130,000.00	123,807.77
MOLINA HEALTHCARE INC	50,000.00	46,024.50
MOLINA HEALTHCARE INC	70,000.00	60,488.12
MOLINA HEALTHCARE INC	90,000.00	74,893.85
MONEYGRAM INTL INC	50,000.00	49,291.52
MOOG INC	50,000.00	46,680.08
MOZART DEBT MERGER SUB	440,000.00	393,330.78
MOZART DEBT MERGER SUB	240,000.00	221,872.89
MPH ACQUISITION HOLDINGS	100,000.00	81,602.19
MPH ACQUISITION HOLDINGS	100,000.00	74,801.87
MPT OPER PARTNERSP/FINL	150,000.00	114,082.32
MPT OPER PARTNERSP/FINL	50,000.00	33,800.66
MURPHY OIL USA INC	60,000.00	55,519.90
MURPHY OIL USA INC	50,000.00	42,612.75
NABORS INDUSTRIES INC	90,000.00	88,867.99
NABORS INDUSTRIES INC	50,000.00	50,978.89
NABORS INDUSTRIES LTD	50,000.00	49,601.84
NATIONSTAR MTG HLD INC	110,000.00	102,875.53
NATIONSTAR MTG HLD INC	80,000.00	70,768.21
NATIONSTAR MTG HLD INC	80,000.00	72,171.41
NATIONSTAR MTG HLD INC	100,000.00	97,086.55
NAVIENT CORP	50,000.00	46,724.62
NAVIENT CORP	50,000.00	44,869.51
NAVIENT CORP	80,000.00	71,612.92
NAVIENT CORP	50,000.00	51,389.75
NAVIENT CORP	70,000.00	76,306.16
NCL CORPORATION LTD	130,000.00	127,110.81
NCL CORPORATION LTD	200,000.00	195,395.21
NCL CORPORATION LTD	50,000.00	51,824.50
NCL CORPORATION LTD	60,000.00	60,582.72
NCL FINANCE LTD	60,000.00	58,073.24
NCR ATLEOS ESCROW CORP	130,000.00	136,500.52
NCR CORP	80,000.00	72,766.56
NCR CORP	100,000.00	90,533.69
NECESS RETAIL/AFIN OP LP	50,000.00	42,492.93
NEPTUNE BIDCO US INC	270,000.00	249,427.21
NESCO HOLDINGS II INC	80,000.00	73,835.48
NEW ENTERPRISE STONE & L	50,000.00	46,807.60
NEW FORTRESS ENERGY INC	85,000.00	83,920.65
NEW FORTRESS ENERGY INC	160,000.00	151,816.54
NEW FORTRESS ENERGY INC	90,000.00	86,928.79
NEWELL BRANDS INC	50,000.00	48,955.87
NEWELL BRANDS INC	50,000.00	48,570.44
NEWELL BRANDS INC	50,000.00	47,297.14
NEWFOLD DIGITAL HLDGS GR	60,000.00	64,299.72
NEWMARK GROUP INC	40,000.00	40,293.66
NEWS CORP	80,000.00	71,453.46
NEWS CORP	50,000.00	45,504.31
NEXSTAR BROADCASTING INC	100,000.00	88,650.03
NEXSTAR ESCROW INC	130,000.00	122,072.17
NEXTERA ENERGY OPERATING	50,000.00	46,254.07
NEXTERA ENERGY OPERATING	70,000.00	70,006.99
NFP CORP	210,000.00	214,092.90
NFP CORP	50,000.00	50,162.99
NGL ENERGY PARTNERS LP	130,000.00	131,193.02
NGL ENERGY PARTNERS LP	130,000.00	131,256.58
NMG HLDCO/NEIMAN MARCUS	110,000.00	109,131.55
NOBLE FINANCE II LLC	80,000.00	81,547.44
NORDSTROM INC	40,000.00	35,635.16
NORTHERN OIL AND GAS INC	60,000.00	60,513.96
NORTHERN OIL AND GAS INC	50,000.00	52,557.30
NORTHRIVER MIDSTREAM FIN	50,000.00	49,039.11
NORTONLIFELOCK INC	140,000.00	139,802.75
NOVELIS CORP	50,000.00	46,486.03
NOVELIS CORP	200,000.00	181,159.10
NOVELIS CORP	50,000.00	41,982.71
NRG ENERGY INC	70,000.00	61,195.27
NRG ENERGY INC	60,000.00	56,499.68
NRG ENERGY INC	100,000.00	83,996.72
NUSTAR LOGISTICS LP	30,000.00	29,777.28
NUSTAR LOGISTICS LP	50,000.00	49,415.15
NUSTAR LOGISTICS LP	80,000.00	78,852.15
OLIN CORP	50,000.00	48,176.87
OLYMPUS WTR US HLDG CORP	200,000.00	208,742.10
ON SEMICONDUCTOR CORP	70,000.00	63,414.99
ONEMAIN FINANCE CORP	120,000.00	109,768.99
ONEMAIN FINANCE CORP	100,000.00	87,383.16
ONEMAIN FINANCE CORP	80,000.00	83,434.24
ONEMAIN FINANCE CORP	70,000.00	70,682.85
ONEMAIN FINANCE CORP	70,000.00	58,283.50
OPEN TEXT CORP	80,000.00	72,716.39
OPEN TEXT HOLDINGS INC	100,000.00	87,682.82
OPEN TEXT/OPEN TEXT HOLD	80,000.00	69,702.02
OPEN TEXT/OPEN TEXT HOLD	50,000.00	42,631.43
OPTION CARE HEALTH INC	40,000.00	35,879.08
ORGANON FINANCE 1 LLC	200,000.00	181,803.38
ORGANON FINANCE 1 LLC	200,000.00	171,439.28
OSCAR ACQUISITIONCO LLC	80,000.00	77,898.83
OUTFRONT MEDIA CAP LLC/C	50,000.00	47,343.43
OUTFRONT MEDIA CAP LLC/C	60,000.00	52,743.94
OUTFRONT MEDIA CAP LLC/C	30,000.00	25,972.78
OWENS & MINOR INC	40,000.00	38,549.04
OWENS-BROCKWAY	65,000.00	64,644.26
OWENS-BROCKWAY	80,000.00	79,478.94
PACTIV EVERGREEN GROUP	130,000.00	120,138.43
PACTIV EVERGREEN GROUP	30,000.00	27,471.91
PANTHER ESCROW ISSUER	300,000.00	300,764.40
PARAMOUNT GLOBAL	100,000.00	90,836.49
PARK INTERMED HOLDINGS	50,000.00	49,974.61
PARK INTERMED HOLDINGS	80,000.00	76,250.00
PARK INTERMED HOLDINGS	80,000.00	72,425.84
PARKLAND CORP/CANADA	110,000.00	99,323.01
PARKLAND CORP/CANADA	50,000.00	44,981.56
PARKLAND FUEL CORP	50,000.00	48,748.23
PATTERN ENERGY OP LP/PAT	80,000.00	71,263.44
PBF HOLDING CO LLC	80,000.00	77,749.86
PBF HOLDING CO LLC	50,000.00	51,124.65
PECF USS INTERMEDIATE HO	70,000.00	34,289.15
PENNYMAC FIN SVCS INC	50,000.00	49,230.24
PENNYMAC FIN SVCS INC	80,000.00	70,999.13
PENNYMAC FIN SVCS INC	90,000.00	90,939.15
PENNYMAC FIN SVCS INC	30,000.00	27,080.81
PENSKE AUTOMOTIVE GROUP	50,000.00	48,291.59
PENSKE AUTOMOTIVE GROUP	50,000.00	43,694.86
PERFORMANCE FOOD GROUP I	100,000.00	96,223.78
PERFORMANCE FOOD GROUP I	110,000.00	97,917.40
PETSMART INC/PETSMART FI	250,000.00	239,057.50
PG&E CORP	110,000.00	104,004.61
PG&E CORP	80,000.00	74,328.12
PHINIA INC	50,000.00	50,067.70
PICARD MIDCO INC	370,000.00	348,334.50
PICASSO FINANCE SUB INC	50,000.00	49,797.57
PIKE CORP	70,000.00	65,637.13
PLAYTIKA HOLDING CORP	50,000.00	42,655.48
PM GENERAL PURCHASER LLC	60,000.00	60,598.02
POLYONE CORP	80,000.00	79,750.41
POST HOLDINGS INC	110,000.00	103,354.72
POST HOLDINGS INC	150,000.00	133,877.65
POST HOLDINGS INC	120,000.00	104,468.58
POST HOLDINGS INC	100,000.00	98,527.68
PREMIER ENTERTAINMENT SU	80,000.00	57,634.93
PREMIER ENTERTAINMENT SU	80,000.00	55,916.23
PRESIDIO HOLDING INC	50,000.00	50,097.25
PRESIDIO HOLDING INC	50,000.00	50,552.15
PRESTIGE BRANDS INC	70,000.00	59,407.24
PRIME HEALTHCARE SERVICE	110,000.00	109,059.50
PRIME SECSRVC BRW/FINANC	130,000.00	128,397.07
PRIME SECSRVC BRW/FINANC	110,000.00	99,679.63
PRIME SECSRVC BRW/FINANC	130,000.00	125,778.53
PRIMO WATER HOLDINGS INC	80,000.00	72,535.17
PROG HOLDINGS INC	70,000.00	64,282.24
PTC INC	60,000.00	55,512.10
QUICKEN LOANS LLC/QUICKN	60,000.00	52,443.84
QUICKEN LOANS LLC/QUICKN	140,000.00	118,182.47
QVC INC	60,000.00	51,127.40
QVC INC	50,000.00	37,951.91
RACKSPACE FINANCE LLC	35,000.00	16,940.70
RADIATE HOLDCO / FINANCE	80,000.00	61,683.44
RADIATE HOLDCO / FINANCE	80,000.00	33,906.06
RAISING CANE'S RESTAURAN	50,000.00	53,537.10
RAKUTEN GROUP INC	200,000.00	148,462.64
RAKUTEN GROUP INC	200,000.00	207,623.90
RAND PARENT LLC	80,000.00	78,420.90
RANGE RESOURCES CORP	60,000.00	62,351.08
RANGE RESOURCES CORP	50,000.00	45,921.70
REAL HERO MERGER SUB 2	80,000.00	68,913.79
REALOGY GROUP/CO-ISSUER	70,000.00	49,065.56
RESORTS WORLD/RWLV CAP	200,000.00	177,389.32
RHP HOTEL PPTY/ RHP FINA	80,000.00	75,862.40
RHP HOTEL PPTY/RHP FINAN	170,000.00	155,552.67
RITCHIE BROS AUCTIONEERS	50,000.00	50,422.45
RITCHIE BROS AUCTIONEERS	80,000.00	82,488.80
RITHM CAPITAL CORP	70,000.00	67,650.45
RLJ LODGING TRUST LP	30,000.00	28,099.13
RLJ LODGING TRUST LP	60,000.00	51,596.50
ROBLOX CORP	110,000.00	94,587.61
ROCKCLIFF ENERGY II LLC	80,000.00	73,360.17
ROCKET SOFTWARE INC	70,000.00	58,252.50
ROCKETMTGE C0-ISSUER INC	130,000.00	119,031.04
ROCKETMTGE CO-ISSUER INC	70,000.00	56,703.91
ROCKIES EXPRESS PIPELINE	50,000.00	46,018.09
ROGERS COMMUNICATIONS IN	60,000.00	57,098.20
ROLLER BEARING CO OF AME	50,000.00	44,814.45
ROYAL CARIBBEAN CRUISES	30,000.00	28,676.83
ROYAL CARIBBEAN CRUISES	110,000.00	107,735.23
ROYAL CARIBBEAN CRUISES	100,000.00	96,881.70
ROYAL CARIBBEAN CRUISES	230,000.00	223,112.05
ROYAL CARIBBEAN CRUISES	100,000.00	106,666.60
ROYAL CARIBBEAN CRUISES	50,000.00	51,125.30
SABRE GLBL INC	80,000.00	68,694.48
SABRE GLBL INC	70,000.00	63,982.24
SALLY HOLDINGS/SALLY CAP	50,000.00	47,961.93
SBA COMMUNICATIONS CORP	130,000.00	121,698.87
SBA COMMUNICATIONS CORP	120,000.00	104,450.72
SC GAMES HOLDIN/US FINCO	80,000.00	74,816.04
SCIENTIFIC GAMES INTERNA	80,000.00	80,295.12
SCIENTIFIC GAMES INTERNA	60,000.00	60,505.56
SCIH SALT HOLDINGS INC	130,000.00	119,730.50
SCIH SALT HOLDINGS INC	80,000.00	73,890.40
SCRIPPS ESCROW II INC	50,000.00	36,537.59
SEAGATE HDD CAYMAN	80,000.00	84,553.20
SEAGATE HDD CAYMAN	20,000.00	21,178.68
SEAGATE HDD CAYMAN	60,000.00	66,772.20
SEALED AIR CORP	80,000.00	78,991.72
SEASPAN CORP	70,000.00	59,961.76
SEAWORLD PARKS & ENTERTA	60,000.00	55,049.22
SELECT MEDICAL CORP	130,000.00	129,995.07
SENSATA TECHNOLOGIES INC	200,000.00	168,010.82
SERVICE CORP INTL	80,000.00	76,380.83
SERVICE CORP INTL	80,000.00	67,196.63
SERVICE CORP INTL	80,000.00	68,697.90
SERVICE PROPERTIES TRUST	80,000.00	80,531.92
SERVICE PROPERTIES TRUST	80,000.00	83,533.76
SILGAN HOLDINGS INC	50,000.00	46,373.62
SIMMONS FOOD INC/SIMMONS	90,000.00	78,413.69
SINCLAIR TELEVISION GROU	90,000.00	62,357.40
SIRIUS XM RADIO INC	80,000.00	74,252.75
SIRIUS XM RADIO INC	220,000.00	195,661.32
SIRIUS XM RADIO INC	100,000.00	92,333.42
SIRIUS XM RADIO INC	150,000.00	127,283.95
SIRIUS XM RADIO INC	130,000.00	104,475.82
SITIO ROYAL OP/SIT FIN	60,000.00	61,811.94
SIX FLAGS ENTERTAINMENT	70,000.00	69,836.46
SLM CORP	40,000.00	38,548.18
SLM CORP	50,000.00	45,993.73
SMYRNA READY MIX CONCRET	100,000.00	105,360.80
SONIC AUTOMOTIVE INC	70,000.00	61,246.36
SONIC AUTOMOTIVE INC	60,000.00	50,875.08
SOUTHWESTERN ENERGY	70,000.00	66,931.75
SOUTHWESTERN ENERGY CO	120,000.00	113,284.21
SOUTHWESTERN ENERGY CO	100,000.00	89,631.84
SPECIALTY BUILDING PRODU	80,000.00	78,804.43
SPIRIT AEROSYSTEMS INC	90,000.00	97,300.71
SPIRIT AEROSYSTEMS INC	100,000.00	110,655.30
SPIRIT LOYALTY KY LTD/IP	70,000.00	54,374.18
SPIRIT LOYALTY KY LTD/IP	50,000.00	38,838.70
SPRINGLEAF FINANCE CORP	100,000.00	91,429.87
SPX FLOW INC	50,000.00	50,666.05
SRM ESCROW ISSUER LLC	100,000.00	96,120.74
SRS DISTRIBUTION INC	80,000.00	79,747.20
SRS DISTRIBUTION INC	80,000.00	81,084.56
STANDARD INDUSTRIES INC	180,000.00	157,778.82
STANDARD INDUSTRIES INC	80,000.00	65,385.68
STAPLES INC	200,000.00	195,407.56
STAPLES INC	100,000.00	91,835.54
STAR PARENT INC	100,000.00	103,886.27
STARWOOD PROPERTY TRUST	50,000.00	46,194.47
STARWOOD PROPERTY TRUST	60,000.00	59,211.38
STATION CASINOS LLC	100,000.00	92,563.70
STATION CASINOS LLC	50,000.00	43,759.93
STERICYCLE INC	40,000.00	35,504.90
STONEX GROUP INC	50,000.00	49,749.08
STRATHCONA RESOURCES	30,000.00	29,718.04
STUDIO CITY FINANCE LTD	200,000.00	186,995.68
SUBURBAN PROPANE PARTNRS	80,000.00	70,799.83
SUMMIT MATERIALS LLC/FIN	50,000.00	47,733.72
SUMMIT MATERIALS LLC/FIN	80,000.00	81,369.60
SUMMIT MID HLDS LLC / FI	100,000.00	101,878.50
SUNCOKE ENERGY INC	50,000.00	44,295.22
SUNOCO LP/FINANCE CORP	60,000.00	60,433.14
SUNOCO LP/FINANCE CORP	120,000.00	109,065.67
SUNOCO LP/FINANCE CORP	30,000.00	26,766.22
SUPERIOR PLUS/GEN PRTNR	80,000.00	72,197.44
SURGERY CENTER HOLDINGS	80,000.00	79,704.88
SWF ESCROW ISSUER CORP	70,000.00	44,255.60
SYNCHRONY FINANCIAL	80,000.00	77,572.48
TALEN ENERGY SUPPLY LLC	130,000.00	137,161.57
TALLGRASS NRG PRTNR/FIN	80,000.00	79,191.60
TALLGRASS NRG PRTNR/FIN	80,000.00	74,374.20
TALOS PRODUCTION INC	70,000.00	73,397.80
TALOS PRODUCTION INC	80,000.00	84,678.72
TAYLOR MORRISON COMM	30,000.00	29,403.76
TAYLOR MORRISON COMM	50,000.00	46,493.78
TEGNA INC	30,000.00	29,054.37
TEGNA INC	180,000.00	161,429.85
TEGNA INC	60,000.00	52,522.36
TELEFLEX INC	50,000.00	46,091.92
TEMPUR SEALY INTL INC	60,000.00	52,965.63
TEMPUR SEALY INTL INC	80,000.00	65,448.07
TENET HEALTHCARE CORP	100,000.00	96,347.81
TENET HEALTHCARE CORP	100,000.00	93,738.90
TENET HEALTHCARE CORP	240,000.00	235,084.65
TENET HEALTHCARE CORP	200,000.00	181,686.90
TENET HEALTHCARE CORP	100,000.00	90,113.39
TENET HEALTHCARE CORP	150,000.00	146,455.20
TENET HEALTHCARE CORP	170,000.00	169,727.37
TENNECO INC	180,000.00	163,593.05
TEREX CORP	70,000.00	65,189.61
TERRAFORM POWER OPERATIN	60,000.00	52,606.14
TERRIER MEDIA BUYER INC	100,000.00	59,347.20
THOR INDUSTRIES	50,000.00	43,064.15
TK ELEVATOR US NEWCO INC	200,000.00	189,843.30
TKC HOLDINGS INC	80,000.00	76,241.84
TOPBUILD CORP	70,000.00	60,126.40
TOWNSQUARE MEDIA INC	40,000.00	38,644.76
TRANSDIGM INC	240,000.00	230,978.08
TRANSDIGM INC	300,000.00	301,101.60
TRANSDIGM INC	100,000.00	90,851.74
TRANSDIGM INC	290,000.00	286,762.59
TRANSDIGM INC	100,000.00	91,125.00
TRANSDIGM INC	250,000.00	250,760.50
TRANSDIGM INC	100,000.00	99,118.20
TRANSOCEAN INC	50,000.00	50,134.20
TRANSOCEAN INC	144,000.00	149,364.00
TRAVEL + LEISURE CO	50,000.00	44,908.76
TREEHOUSE FOODS INC	50,000.00	44,079.80
TRIDENT TPI HOLDINGS INC	80,000.00	85,317.76
TRINET GROUP INC	50,000.00	44,122.49
TRIPADVISOR INC	50,000.00	50,169.85
TRITON WATER HOLDINGS IN	70,000.00	62,552.35
TRIUMPH GROUP INC	100,000.00	103,838.60
TRONOX INC	120,000.00	105,510.04
TTM TECHNOLOGIES INC	50,000.00	44,453.11
TWILIO INC	40,000.00	35,232.52
TWILIO INC	50,000.00	42,674.55
UBER TECHNOLOGIES INC	100,000.00	101,804.60
UBER TECHNOLOGIES INC	50,000.00	49,984.28
UBER TECHNOLOGIES INC	150,000.00	139,730.20
UKG INC	250,000.00	250,380.25
UNICREDIT SPA	200,000.00	182,700.28
UNIFRAX ESCROW ISS CORP	90,000.00	51,270.54
UNITED AIRLINES INC	180,000.00	172,758.58
UNITED AIRLINES INC	210,000.00	191,608.28
UNITED NATURAL FOODS INC	60,000.00	46,873.86
UNITED RENTALS NORTH AM	80,000.00	74,660.24
UNITED RENTALS NORTH AM	70,000.00	66,691.64
UNITED RENTALS NORTH AM	80,000.00	70,996.38
UNITED RENTALS NORTH AM	110,000.00	95,874.54
UNITED RENTALS NORTH AM	150,000.00	126,949.14
UNITED RENTALS NORTH AM	30,000.00	29,174.70
UNITED WHOLESALE MTGE LL	80,000.00	78,587.37
UNITED WHOLESALE MTGE LL	50,000.00	47,781.11
UNITED WHOLESALE MTGE LL	50,000.00	45,812.52
UNITI GROUP/CSL CAPITAL	280,000.00	283,739.40
UNITI GROUP/CSL CAPITAL	130,000.00	95,752.20
UNITI GRP/UNITI HLD/CSL	60,000.00	43,175.45
UNIVISION COMMUNICATIONS	140,000.00	134,705.15
UNIVISION COMMUNICATIONS	170,000.00	169,263.82
UNIVISION COMMUNICATIONS	110,000.00	95,268.15
UNIVISION COMMUNICATIONS	90,000.00	85,901.59
UPC BROADBAND FINCO BV	200,000.00	173,889.00
URBAN ONE INC	90,000.00	70,715.37
US ACUTE CARE SOLUTIONS	80,000.00	78,620.60
US FOODS INC	80,000.00	80,636.48
US FOODS INC	130,000.00	120,405.89
US FOODS INC	30,000.00	27,061.76
USA COM PART/USA COM FIN	100,000.00	98,639.99
USI INC/NY	80,000.00	78,809.97
VAIL RESORTS INC	60,000.00	59,977.74
VALARIS LTD	130,000.00	132,911.09
VALVOLINE INC	50,000.00	41,703.85
VECTOR GROUP LTD	80,000.00	72,326.32
VENTURE GLOBAL CALCASIEU	110,000.00	97,151.40
VENTURE GLOBAL CALCASIEU	160,000.00	157,737.38
VENTURE GLOBAL CALCASIEU	70,000.00	60,853.63
VENTURE GLOBAL CALCASIEU	100,000.00	82,193.63
VENTURE GLOBAL LNG INC	200,000.00	202,054.20
VENTURE GLOBAL LNG INC	380,000.00	402,980.50
VENTURE GLOBAL LNG INC	130,000.00	131,445.60
VENTURE GLOBAL LNG INC	200,000.00	210,805.00
VERDE PURCHASER LLC	80,000.00	83,563.52
VERICAST MERGER SUB INC	140,300.00	151,313.55
VERITAS US INC/BERMUDA L	180,000.00	163,892.66
VERTIV GROUP CORPORATION	90,000.00	82,637.16
VIASAT INC	80,000.00	55,500.00
VIBRANTZ TECH INC	70,000.00	65,047.17
VICTORIA'S SECRET & CO	60,000.00	47,294.79
VICTORS MERGER CORP	50,000.00	36,041.50
VIDTRON LTD/VIDTRON LTEE	50,000.00	44,405.38
VIKING CRUISES LTD	70,000.00	68,829.41
VIKING CRUISES LTD	50,000.00	53,213.20
VINE ENERGY HOLDINGS LLC	130,000.00	130,143.00
VIRGIN MEDIA FINANCE PLC	200,000.00	161,705.10
VIRGIN MEDIA SECURED FIN	200,000.00	180,938.80
VIRGIN MEDIA SECURED FIN	200,000.00	168,011.36
VISTA OUTDOOR INC	50,000.00	49,263.47
VISTAJET MALTA/VM HOLDS	100,000.00	86,591.52
VISTAJET MALTA/XO MGMT	50,000.00	43,185.19
VISTAJET MALTA/XO MGMT	50,000.00	37,406.93
VISTRA OPERATIONS CO LLC	140,000.00	133,209.60
VISTRA OPERATIONS CO LLC	130,000.00	117,755.84
VISTRA OPERATIONS CO LLC	110,000.00	112,965.99
VITAL ENERGY INC	50,000.00	50,643.55
VMED O2 UK FINAN	200,000.00	166,453.38
VODAFONE GROUP PLC	90,000.00	91,882.62
VODAFONE GROUP PLC	120,000.00	111,935.62
VODAFONE GROUP PLC	130,000.00	109,195.93
VT TOPCO INC	50,000.00	51,647.35
VZ SECURED FINANCING BV	200,000.00	166,166.18
WALGREENS BOOTS ALLIANCE	50,000.00	42,634.68
WAND NEWCO 3 INC	130,000.00	132,081.82
WASH MULTIFAM ACQ INC	80,000.00	77,297.88
WATCO COS LLC/FINANCE CO	80,000.00	78,880.69
WEATHERFORD INTERNATIONA	160,000.00	165,352.80
WESCO DISTRIBUTION INC	120,000.00	119,901.87
WESCO DISTRIBUTION INC	120,000.00	121,977.48
WESCO DISTRIBUTION INC	100,000.00	98,798.26
WESCO DISTRIBUTION INC	100,000.00	98,389.45
WESTERN ALLIANCE BANCORP	80,000.00	68,200.00
WHITE CAP BUYER LLC	60,000.00	58,045.10
WILLIAMS SCOTSMAN INC	50,000.00	50,927.70
WILLIAMS SCOTSMAN INTL	50,000.00	46,076.49
WINDSOR HOLDINGS III LLC	100,000.00	103,266.63
WINDSTREAM ESCROW LLC	130,000.00	116,730.06
WMG ACQUISITION CORP	80,000.00	70,141.56
WMG ACQUISITION CORP	100,000.00	86,981.08
WOLVERINE WORLD WIDE	50,000.00	39,415.76
WR GRACE HOLDING LLC	80,000.00	75,091.84
WR GRACE HOLDING LLC	130,000.00	114,557.43
WW INTERNATIONAL INC	60,000.00	21,880.36
WYNDHAM DESTINATIONS INC	70,000.00	69,812.86
WYNDHAM HOTELS & RESORTS	50,000.00	45,802.17
WYNN MACAU LTD	200,000.00	193,855.92
WYNN MACAU LTD	200,000.00	185,881.10
WYNN RESORTS FINANCE LLC	100,000.00	92,325.54
WYNN RESORTS FINANCE LLC	70,000.00	70,644.14
XEROX HOLDINGS CORP	80,000.00	71,709.31
XEROX HOLDINGS CORP	50,000.00	49,898.37
XHR LP	50,000.00	50,087.48
XHR LP	50,000.00	45,474.84
XPO INC	60,000.00	60,518.28
YUM! BRANDS INC	160,000.00	149,342.52
YUM! BRANDS INC	40,000.00	34,502.84
YUM! BRANDS INC	140,000.00	125,666.02
YUM! BRANDS INC	60,000.00	56,528.59
ZAYO GROUP HOLDINGS INC	100,000.00	66,854.00
ZF NA CAPITAL	150,000.00	152,867.25
ZI TECH LLC/ZI FIN CORP	60,000.00	52,669.65
ZIPRECRUITER INC	60,000.00	52,369.56
小計	銘柄数:967	93,042,300.00	85,291,757.03
			(13,203,163,988)
	組入時価比率:97.9%		100.0%
	合計			13,203,163,988
				(13,203,163,988)

(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	2024年 4月22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
買建	46,308,600	-	46,432,890	124,290
米ドル	46,308,600	-	46,432,890	124,290
合計	46,308,600	-	46,432,890	124,290

(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。