有価証券報告書(内国投資信託受益証券)-第6期(令和3年4月23日-令和4年4月22日)

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【提出】: 2022/07/20 9:03
【資料】: PDFをみる
【項目】: 51項目

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)
	(2022年 4月22日現在)
資産の部
流動資産
預金	174,407,090
コール・ローン	9,718,500
社債券	9,981,192,449
派生商品評価勘定	505,674
未収利息	110,713,592
前払費用	28,960,143
流動資産合計	10,305,497,448
資産合計	10,305,497,448
負債の部
流動負債
未払金	37,328,441
未払解約金	49,873
未払利息	2
流動負債合計	37,378,316
負債合計	37,378,316
純資産の部
元本等
元本	6,760,861,257
剰余金
期末剰余金又は期末欠損金(△)	3,507,257,875
元本等合計	10,268,119,132
純資産合計	10,268,119,132
負債純資産合計	10,305,497,448

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
1.運用資産の評価基準及び評価方法	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
3.費用・収益の計上基準	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 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	1.5188円
		(10,000口当たり純資産額)	(15,188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 4月23日
至 2022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

2022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

2022年 4月22日現在
期首	2021年 4月23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	3,397,783,917円
同期中における追加設定元本額	6,469,919,428円
同期中における一部解約元本額	3,106,842,088円
期末元本額	6,760,861,257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	490,668,954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	210,029,386円
インデックス・ブレンド(タイプⅠ)	2,235,531円
インデックス・ブレンド(タイプⅡ)	1,845,724円
インデックス・ブレンド(タイプⅢ)	11,630,465円
インデックス・ブレンド(タイプⅣ)	3,027,008円
インデックス・ブレンド(タイプⅤ)	15,744,212円
ファンドラップ(ウエルス・スクエア)外国債券	3,653,029,279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)	2,368,324,882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(2022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(2022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	231,593.75
		1011778 BC / NEW RED FIN	100,000.00	93,380.50
		1011778 BC / NEW RED FIN	220,000.00	190,454.00
		ABC SUPPLY CO INC	50,000.00	46,991.75
		ACCO BRANDS CORP	50,000.00	44,055.25
		ACRISURE LLC / FIN INC	40,000.00	39,242.00
		ACRISURE LLC / FIN INC	50,000.00	44,961.75
		ADAPTHEALTH LLC	70,000.00	61,035.10
		ADT SEC CORP	100,000.00	88,218.24
		ADTALEM GLOBAL EDUCATION	53,000.00	49,856.57
		AETHON UN/AETHIN UN FIN	60,000.00	62,526.90
		AFFINITY GAMING	100,000.00	94,876.50
		AIR CANADA	110,000.00	103,002.35
		ALBERTSONS COS LLC/SAFEW	100,000.00	105,413.00
		ALBERTSONS COS/SAFEWAY	240,000.00	227,550.00
		ALBERTSONS COS/SAFEWAY	150,000.00	130,323.75
		ALCOA NEDERLAND HOLDING	200,000.00	205,368.00
		ALGONQUIN PWR & UTILITY	50,000.00	46,062.50
		ALLEN MEDIA LLC/CO-ISSR	40,000.00	36,879.39
		ALLIANT HOLD / CO-ISSUER	50,000.00	46,660.00
		ALLIANT HOLD/CO-ISSUER	120,000.00	115,512.00
		ALLIED UNI HLD / ALL FIN	200,000.00	180,771.00
		ALLIED UNIVERSAL HOLDCO	70,000.00	69,875.54
		ALLIED UNIVERSAL HOLDCO	250,000.00	249,783.75
		ALLISON TRANSMISSION INC	100,000.00	86,898.50
		ALTICE FINANCING SA	200,000.00	174,795.00
		ALTICE FRANCE HOLDING SA	400,000.00	415,380.00
		ALTICE FRANCE SA	200,000.00	205,547.00
		ALTICE FRANCE SA	200,000.00	180,282.00
		ALTICE FRANCE SA	200,000.00	174,748.00
		AMBIENCE MERGER	30,000.00	23,593.20
		AMC ENTERTAINMENT HOLDIN	100,000.00	94,019.00
		AMC NETWORKS INC	100,000.00	90,114.00
		AMERICAN AIRLINES GROUP	60,000.00	55,572.00
		AMERICAN AIRLINES INC	180,000.00	210,520.80
		AMERICAN AIRLINES/AADVAN	260,000.00	259,061.40
		AMERICAN AIRLINES/AADVAN	270,000.00	264,957.75
		AMERICAN AXLE & MFG INC	40,000.00	35,135.20
		AMERICAN FIN TR/FINAN OP	50,000.00	43,257.75
		AMKOR TECHNOLOGY INC	50,000.00	51,079.25
		AMWINS GROUP INC	140,000.00	130,063.50
		ANGI HOMESERVICES INC	40,000.00	32,855.00
		ANTERO MIDSTREAM PART/FI	100,000.00	105,458.00
		ANTERO MIDSTREAM PART/FI	170,000.00	168,895.00
		ANTERO RESOURCES CORP	84,000.00	89,554.08
		ANTERO RESOURCES CORP	100,000.00	99,470.00
		APACHE CORP	100,000.00	96,067.50
		APOLLO CMMRL REAL EST FI	70,000.00	61,173.70
		APX GROUP INC	100,000.00	100,122.00
		APX GROUP INC	60,000.00	49,650.00
		ARAMARK SERVICES INC	120,000.00	113,512.80
		ARCHES BUYER INC	100,000.00	90,128.50
		ARCHES BUYER INC	50,000.00	44,708.00
		ARCHROCK PARTNERS LP/FIN	50,000.00	50,340.25
		ARCHROCK PARTNERS LP/FIN	50,000.00	49,065.25
		ARCONIC CORP	100,000.00	101,500.00
		ARCONIC ROLLED PRODUCTS	100,000.00	97,437.50
		ARDAGH PKG FIN/HLDGS USA	200,000.00	199,249.00
		ARDAGH PKG FIN/HLDGS USA	200,000.00	174,574.00
		ASBURY AUTOMOTIVE GROUP	100,000.00	89,603.00
		ASGN INCORPORATED	80,000.00	75,196.80
		ASP AMC MERGER SUB	30,000.00	25,321.20
		ASSUREDPARTNERS INC	30,000.00	29,872.35
		ASSUREDPARTNERS INC	60,000.00	54,021.00
AVANTOR FUNDING INC	120,000.00	116,094.00
AVANTOR FUNDING INC	100,000.00	90,782.00
AVAYA INC	70,000.00	66,425.80
AVIS BUDGET CAR/FINANCE	100,000.00	95,119.50
B&G FOODS INC	100,000.00	92,620.50
BAFFINLAND IRON CORP/LP	20,000.00	20,547.10
BALL CORP	120,000.00	121,800.00
BALL CORP	100,000.00	85,999.00
BALL CORP	50,000.00	42,683.00
BAUSCH HEALTH AMERICAS	170,000.00	162,351.70
BAUSCH HEALTH COS INC	120,000.00	118,541.40
BAUSCH HEALTH COS INC	150,000.00	143,845.50
BAUSCH HEALTH COS INC	100,000.00	83,573.00
BAUSCH HEALTH COS INC	100,000.00	91,123.50
BAUSCH HEALTH COS INC	100,000.00	76,399.00
BAUSCH HEALTH COS INC	300,000.00	239,511.00
BAUSCH HEALTH COS INC	100,000.00	72,707.50
BCPE EMPIRE HOLDINGS INC	70,000.00	67,285.75
BELLRING BRANDS INC	100,000.00	99,733.00
BERRY GLOBAL ESCROW CORP	50,000.00	50,320.50
BIG RIVER STEEL/BRS FIN	100,000.00	103,617.00
BLACK KNIGHT INFOSERV LL	90,000.00	84,853.80
BLOCK INC	50,000.00	42,813.00
BLUE RACER MID LLC/FINAN	100,000.00	104,371.50
BOMBARDIER INC	24,000.00	24,420.00
BOMBARDIER INC	50,000.00	47,997.00
BOMBARDIER INC	220,000.00	213,717.90
BOMBARDIER INC	100,000.00	90,880.00
BOOZ ALLEN HAMILTON INC	100,000.00	94,497.50
BOYD GAMING CORP	100,000.00	95,987.50
BOYD GAMING CORP	70,000.00	64,139.95
BOYNE USA INC	50,000.00	47,188.50
BRAND ENERGY & INFRASTRU	80,000.00	72,408.00
BRINK'S CO/THE	20,000.00	19,215.06
BRITISH TELECOMMUNICATIO	200,000.00	188,930.32
BROADSTREET PARTNERS INC	70,000.00	61,719.70
BROOKFIELD PPTY REIT INC	100,000.00	92,984.50
BROOKFIELD RESID PROPERT	100,000.00	86,710.00
BUCKEYE PARTNERS LP	100,000.00	97,603.13
BUILDERS FIRSTSOURCE INC	180,000.00	169,676.10
BWAY HOLDING CO	70,000.00	67,631.55
CABLE ONE INC	50,000.00	44,183.25
CAESARS ENTERTAIN INC	120,000.00	106,442.40
CAESARS RESORT / FINCO	150,000.00	153,562.50
CALIFORNIA RESOURCES CRP	100,000.00	102,437.50
CALLON PETROLEUM	50,000.00	52,026.50
CALPINE CORP	100,000.00	94,220.00
CALPINE CORP	100,000.00	89,750.00
CALPINE CORP	140,000.00	121,775.50
CALPINE CORP	100,000.00	85,372.00
CALUMET SPECIALTY PROD	50,000.00	50,773.75
CAMELOT FINANCE SA	100,000.00	95,679.50
CARGO AIRCRAFT MANAGEMEN	60,000.00	56,853.90
CARNIVAL CORP	150,000.00	165,826.50
CARNIVAL CORP	40,000.00	40,158.60
CARNIVAL CORP	250,000.00	235,470.00
CARNIVAL CORP	220,000.00	202,720.10
CARNIVAL CORP	200,000.00	188,022.00
CARVANA CO	50,000.00	44,940.00
CARVANA CO	120,000.00	99,835.20
CARVANA CO	40,000.00	32,870.80
CATALENT PHARMA SOLUTION	50,000.00	49,469.50
CATALENT PHARMA SOLUTION	100,000.00	88,375.50
CCO HLDGS LLC/CAP CORP	20,000.00	19,497.50
CCO HLDGS LLC/CAP CORP	300,000.00	294,285.00
CCO HLDGS LLC/CAP CORP	500,000.00	461,010.00
CCO HLDGS LLC/CAP CORP	250,000.00	219,421.87
CCO HLDGS LLC/CAP CORP	100,000.00	89,663.50
CCO HLDGS LLC/CAP CORP	200,000.00	175,518.00
CCO HLDGS LLC/CAP CORP	100,000.00	85,366.00
CCO HLDGS LLC/CAP CORP	200,000.00	165,114.00
CD&R SMOKEY BUYER INC	100,000.00	102,500.00
CDK GLOBAL INC	50,000.00	50,403.25
CEC ENTERTAINMENT CO LLC	80,000.00	76,859.20
CEDAR FAIR/CAN/MAGNUM/MI	150,000.00	151,695.00
CEDAR FAIR/CAN/MAGNUM/MI	30,000.00	29,325.00
CENTENE CORP	200,000.00	194,530.00
CENTENE CORP	250,000.00	219,425.00
CENTENE CORP	150,000.00	146,570.25
CENTENE CORP	100,000.00	89,750.00
CENTENE CORP	150,000.00	131,280.00
CENTENE CORP	200,000.00	167,768.00
CENTENE CORP	200,000.00	167,540.00
CENTRAL GARDEN & PET CO	50,000.00	44,317.75
CENTURY COMMUNITIES	50,000.00	42,758.00
CENTURYLINK INC	100,000.00	92,734.00
CENTURYLINK INC	100,000.00	90,500.00
CHARLES RIVER LABORATORI	100,000.00	91,123.00
CHEMOURS CO	120,000.00	114,450.60
CHEMOURS CO	50,000.00	44,067.50
CHENIERE ENERGY INC	200,000.00	195,754.00
CHENIERE ENERGY PARTNERS	330,000.00	317,212.50
CHENIERE ENERGY PARTNERS	50,000.00	43,176.25
CHESAPEAKE ESCROW ISSUER	20,000.00	20,024.20
CHOBANI LLC/FINANCE CORP	12,000.00	11,427.84
CHS/COMMUNITY HEALTH SYS	150,000.00	148,551.00
CHS/COMMUNITY HEALTH SYS	100,000.00	88,252.00
CHS/COMMUNITY HEALTH SYS	200,000.00	196,078.00
CHS/COMMUNITY HEALTH SYS	200,000.00	190,440.00
CHS/COMMUNITY HEALTH SYS	50,000.00	44,935.00
CHS/COMMUNITY HEALTH SYS	100,000.00	92,727.50
CHS/COMMUNITY HEALTH SYS	100,000.00	90,378.50
CHURCHILL DOWNS INC	80,000.00	79,608.00
CHURCHILL DOWNS INC	30,000.00	28,520.70
CINEMARK USA INC	50,000.00	45,085.25
CLARIV SCI HLD CORP	50,000.00	45,369.75
CLARIV SCI HLD CORP	90,000.00	81,177.30
CLEAN HARBORS INC	50,000.00	49,811.50
CLEAR CHANNEL OUTDOOR HO	110,000.00	106,009.75
CLEAR CHANNEL OUTDOOR HO	50,000.00	48,183.75
CLEAR CHANNEL WORLDWIDE	120,000.00	115,164.00
CLEARWAY ENERGY OP LLC	160,000.00	155,405.60
CLEVELAND-CLIFFS INC	50,000.00	50,827.50
CNX RESOURCES CORP	50,000.00	52,026.00
CNX RESOURCES CORP	50,000.00	49,240.00
COGENT COMMUNICATIONS GR	70,000.00	66,252.20
COINBASE GLOBAL INC	30,000.00	25,334.10
COINBASE GLOBAL INC	100,000.00	79,380.00
COLGATE ENERGY P	40,000.00	40,154.00
COLT MERGER SUB INC	280,000.00	287,411.60
COLT MERGER SUB INC	130,000.00	138,290.10
COMMSCOPE FINANCE LLC	100,000.00	96,788.50
COMMSCOPE FINANCE LLC	120,000.00	106,375.80
COMMSCOPE INC	50,000.00	41,817.50
COMMSCOPE INC	50,000.00	43,073.25
COMPASS GROUP DIVERSIFIE	40,000.00	37,266.60
COMSTOCK RESOURCES INC	150,000.00	147,096.75
CONDOR MERGER SUB INC	150,000.00	139,335.75
CONDUENT BUS SERVICES	40,000.00	37,257.60
CONNECT FINCO SARL/CONNE	200,000.00	198,250.00
CONSENSUS CLOUD SOLUTION	50,000.00	48,142.25
CORECIVIC INC	80,000.00	83,074.80
CORELOGIC INC	60,000.00	55,172.10
CORNERSTONE BUILDING	70,000.00	60,113.90
COTY INC	30,000.00	29,609.10
COTY/HFC PRESTIGE/INT US	100,000.00	91,334.50
COVERT MERGECO INC	70,000.00	64,969.45
CP ATLAS BUYER INC	30,000.00	24,348.90
CRESCENT ENERGY FINANCE	50,000.00	49,811.25
CRESTWOOD MID PARTNER LP	100,000.00	99,113.50
CROWDSTRIKE HOLDINGS INC	50,000.00	45,176.75
CROWN AMER/CAP CORP VI	50,000.00	50,094.00
CROWNROCK LP/CROWNROCK F	140,000.00	140,994.00
CSC HOLDINGS LLC	200,000.00	196,783.00
CSC HOLDINGS LLC	200,000.00	171,500.00
CSC HOLDINGS LLC	200,000.00	169,225.00
CSC HOLDINGS LLC	200,000.00	169,274.00
CSVC ACQUISITION CORP	20,000.00	15,700.00
CURO GROUP HOLDINGS CORP	100,000.00	86,220.00
CVR ENERGY INC	50,000.00	48,941.50
CVR PARTNERS/CVR NITROGE	50,000.00	50,190.74
CWT TRAVEL GROUP INC	50,000.00	50,000.00
DAVITA INC	200,000.00	180,132.00
DAVITA INC	180,000.00	151,205.40
DCP MIDSTREAM OPERATING	80,000.00	81,418.40
DCP MIDSTREAM OPERATING	100,000.00	103,659.50
DEALER TIRE LLC/DT ISSR	30,000.00	29,903.40
DELTA AIR LINES INC	56,000.00	60,711.28
DELTA AIR LINES INC	100,000.00	96,048.00
DELUXE CORP	40,000.00	39,195.60
DEUTSCHE BANK NY	200,000.00	184,862.56
DIAMOND BC BV	50,000.00	44,605.75
DIAMOND SPORTS GR/DIAMON	250,000.00	94,816.25
DIRECTV HOLDINGS/FING	350,000.00	340,105.46
DISH DBS CORP	200,000.00	187,125.00
DISH DBS CORP	100,000.00	91,088.00
DISH DBS CORP	200,000.00	184,535.00
DISH DBS CORP	120,000.00	97,125.00
DIVERSIFIED HEALTHCARE T	50,000.00	39,813.00
DOLYA HOLDCO 18 DAC	200,000.00	185,154.00
DORNOCH DEBT MERGER SUB	50,000.00	41,250.00
DT MIDSTREAM INC	80,000.00	73,902.40
DT MIDSTREAM INC	80,000.00	72,801.60
DYCOM INDUSTRIES INC	70,000.00	64,788.50
EDGEWELL PERSONAL CARE	100,000.00	90,000.00
EG GLOBAL FINANCE PLC	200,000.00	201,700.00
ELANCO ANIMAL HEALTH INC	80,000.00	83,895.20
ELASTIC NV	70,000.00	63,554.40
ELEMENT SOLUTIONS INC	100,000.00	89,881.00
EMBECTA CORP	40,000.00	36,453.60
ENCINO ACQUISITION PARTN	60,000.00	61,117.20
ENCOMPASS HEALTH CORP	100,000.00	92,196.00
ENDEAVOR ENERGY RESOURCE	100,000.00	100,758.00
ENDO FIN LLC/ENDO FINCO	120,000.00	98,325.00
ENDO FIN LLC/ENDO FINCO	80,000.00	40,700.00
ENDO LUX FIN CO I SARL	50,000.00	44,985.50
ENDURANCE ACQ MERGER	40,000.00	33,566.20
ENERGIZER HOLDINGS INC	100,000.00	85,309.50
ENLINK MIDSTREAM LLC	40,000.00	40,153.40
ENSTAR FINANCE LLC	50,000.00	47,473.50
ENTERCOM MEDIA CORP	50,000.00	44,812.50
ENVIVA PARTNERS LP/FIN C	60,000.00	60,975.60
EQM MIDSTREAM PARTNERS L	150,000.00	151,132.50
EQM MIDSTREAM PARTNERS L	100,000.00	90,470.00
EQM MIDSTREAM PARTNERS L	150,000.00	137,625.00
EVERARC ESCROW SARL	50,000.00	44,243.50
EXELA INTERMED/EXELA FIN	80,000.00	32,800.00
FAIR ISAAC CORP	100,000.00	92,359.50
FERRELLGAS ESCROW LLC/FG	100,000.00	88,470.00
FERTITTA ENTERTAINMENT	100,000.00	92,430.00
FERTITTA ENTERTAINMENT	130,000.00	117,475.80
FIRSTCASH INC	100,000.00	94,595.50
FIRSTENERGY CORP	250,000.00	246,012.50
FIVE POINT OP CO LP/FIVE	60,000.00	59,978.40
FLUOR CORP	50,000.00	48,572.25
FMG RESOURCES AUG 2006	30,000.00	30,553.65
FMG RESOURCES AUG 2006	50,000.00	48,352.50
FMG RESOURCES AUG 2006	130,000.00	116,634.05
FORD MOTOR COMPANY	150,000.00	169,128.00
FORD MOTOR COMPANY	450,000.00	370,923.75
FORD MOTOR CREDI	200,000.00	169,891.00
FORD MOTOR CREDIT CO LLC	200,000.00	196,945.00
FORD MOTOR CREDIT CO LLC	400,000.00	393,520.00
FORD MOTOR CREDIT CO LLC	200,000.00	179,940.00
FORD MOTOR CREDIT CO LLC	200,000.00	188,294.00
FORTRESS TRANS & INFRAST	150,000.00	145,122.75
FORTRESS TRANS & INFRAST	50,000.00	44,184.50
FOXTROT ESCROW ISSUER	50,000.00	54,062.50
FREEDOM MORTGAGE CORP	16,000.00	15,664.32
FREEDOM MORTGAGE CORP	120,000.00	111,024.00
FRONT RANGE BIDCO INC	100,000.00	90,452.00
FRONT RANGE BIDCO INC	90,000.00	79,583.40
FRONTIER COMMUNICATIONS	100,000.00	97,893.00
FRONTIER COMMUNICATIONS	160,000.00	150,232.80
FRONTIER COMMUNICATIONS	80,000.00	73,924.80
FRONTIER COMMUNICATIONS	40,000.00	35,825.20
FRONTIER COMMUNICATIONS	100,000.00	89,875.00
FRST STU BID/FRST TRANS	50,000.00	45,165.62
GAP INC/THE	50,000.00	44,062.50
GAP INC/THE	70,000.00	60,571.35
GARDA WORLD SECURITY	30,000.00	25,455.60
GARTNER INC	100,000.00	96,890.00
GARTNER INC	100,000.00	90,762.00
GATES GLOBAL LLC	30,000.00	29,817.00
GCI LLC	100,000.00	94,946.00
GENESIS ENERGY LP/FIN	50,000.00	48,731.00
GENESIS ENERGY LP/FIN	120,000.00	121,365.60
GENWORTH MORTGAGE HLDING	80,000.00	80,776.00
GFL ENVIRONMENTAL INC	120,000.00	119,511.00
GFL ENVIRONMENTAL INC	150,000.00	139,530.00
GLATFELTER	30,000.00	24,786.15
GLOBAL MEDICAL RESPONSE	100,000.00	97,384.50
GLOBAL NET LEASE/GLOBAL	50,000.00	44,660.18
GO DADDY OPCO/FINCO	50,000.00	49,651.00
GO DADDY OPCO/FINCO	60,000.00	53,475.00
GOODYEAR TIRE & RUBBER	100,000.00	90,643.00
GOODYEAR TIRE & RUBBER	50,000.00	44,819.75
GOODYEAR TIRE & RUBBER	50,000.00	44,703.00
GPC MERGER SUB INC	30,000.00	27,201.75
GRAFTECH FINANCE INC	70,000.00	64,453.55
GRAND CANYON UNIVERSITY	50,000.00	49,070.00
GRAY ESCROW II INC	100,000.00	89,147.00
GREYSTAR REAL ESTATE PAR	20,000.00	20,081.40
GRIFFON CORPORATION	100,000.00	90,714.00
GROUP 1 AUTOMOTIVE INC	50,000.00	45,196.00
GRUBHUB HOLDINGS INC	50,000.00	43,629.75
GUITAR CENTER ESCROW ISS	100,000.00	100,618.00
GULFPORT ENERGY OP CORP	50,000.00	51,699.75
GW B-CR SECURITY CORP	60,000.00	59,856.00
H&E EQUIPMENT SERVICES	120,000.00	106,405.20
HARSCO CORP	50,000.00	46,191.75
HARVEST MIDSTREAM I LP	100,000.00	101,635.00
HAT HOLDINGS I LLC/HAT	50,000.00	46,445.25
HAWAIIAN BRAND INTELLECT	100,000.00	99,028.00
HCA INC	100,000.00	103,081.00
HCA INC	70,000.00	73,930.15
HCA INC	100,000.00	105,846.00
HCA INC	200,000.00	183,015.00
HEALTHEQUITY INC	50,000.00	46,312.50
HERC HOLDINGS INC	130,000.00	130,611.00
HERTZ CORP/THE	50,000.00	46,608.74
HERTZ CORP/THE	100,000.00	90,067.00
HESS MIDSTREAM PARTNERS	100,000.00	97,992.00
HILCORP ENERGY I/HILCORP	50,000.00	50,710.00
HILCORP ENERGY I/HILCORP	100,000.00	99,470.00
HILTON DOMESTIC OPERATIN	30,000.00	30,601.80
HILTON DOMESTIC OPERATIN	100,000.00	92,018.75
HILTON DOMESTIC OPERATIN	150,000.00	146,600.25
HILTON DOMESTIC OPERATIN	100,000.00	88,005.50
HILTON GRAND VAC BOR ESC	150,000.00	138,944.25
HLF FIN SARL LLC/HERBALI	60,000.00	50,030.40
HOLLY NRG PRTNR/FIN CORP	50,000.00	47,770.25
HOLOGIC INC	100,000.00	89,874.50
HOME POINT CAPITAL INC	40,000.00	31,800.00
HOSPITALITY PROP TRUST	100,000.00	94,437.00
HOWARD HUGHES CORP	50,000.00	46,058.25
HOWARD HUGHES CORP	100,000.00	90,368.00
HOWMET AEROSPACE INC	4,000.00	4,255.00
HOWMET AEROSPACE INC	100,000.00	88,125.00
HUB INTERNATIONAL LTD	130,000.00	129,476.75
HUB INTERNATIONAL LTD	50,000.00	46,510.00
HUDBAY MINERALS INC	100,000.00	94,631.50
HUNT COS INC	50,000.00	46,815.25
ICAHN ENTERPRISES/FIN	30,000.00	30,174.45
ICAHN ENTERPRISES/FIN	140,000.00	133,268.80
ICAHN ENTERPRISES/FIN	100,000.00	88,220.00
IHEARTCOMMUNICATIONS INC	50,000.00	51,049.25
IHEARTCOMMUNICATIONS INC	120,000.00	122,586.00
IHEARTCOMMUNICATIONS INC	100,000.00	96,169.50
IHEARTCOMMUNICATIONS INC	40,000.00	36,907.60
II-VI INC	100,000.00	96,232.50
ILIAD HOLDING SAS	200,000.00	195,364.00
IMOLA MERGER CORP	100,000.00	95,035.00
INGEVITY CORP	70,000.00	62,730.85
INTELLIGENT PACKAGING	50,000.00	48,072.50
INTELSAT JACKSON HLDG	200,000.00	192,440.00
INTERNATIONAL GAME TECH	200,000.00	206,162.50
IRON MOUNTAIN INC	100,000.00	96,930.50
IRON MOUNTAIN INC	200,000.00	191,751.00
IRON MOUNTAIN INC	180,000.00	167,524.20
IRON MOUNTAIN INFO MGMT	100,000.00	89,128.50
ISTAR INC	50,000.00	49,209.00
ITT HOLDINGS LLC	50,000.00	45,766.50
J2 GLOBAL	37,000.00	33,713.29
JACOBS ENTERTAINMENT INC	70,000.00	70,044.80
JAGUAR LAND ROVER AUTOMO	200,000.00	177,223.00
JANE STREET GRP/JSG FIN	50,000.00	46,442.75
JB POINDEXTER & CO INC	100,000.00	101,036.00
KAISER ALUMINUM CORP	50,000.00	46,310.75
KAR AUCTION SERVICES INC	30,000.00	30,237.15
KENNEDY-WILSON INC	150,000.00	140,805.00
KRONOS ACQ / KIK CUSTOM	30,000.00	24,550.35
L BRANDS INC	50,000.00	49,025.00
L BRANDS INC	80,000.00	82,116.80
LABL ESCROW ISSUER LLC	100,000.00	97,691.50
LABL INC	50,000.00	49,489.50
LABL INC	50,000.00	46,593.75
LADDER CAP FIN LLLP/CORP	150,000.00	139,335.00
LAMAR MEDIA CORP	200,000.00	185,240.00
LAMB WESTON HLD	70,000.00	64,142.40
LAMB WESTON HLD	60,000.00	55,272.90
LBM ACQUISITION LLC	70,000.00	60,516.40
LCM INVESTMENTS HOLDINGS	100,000.00	89,992.00
LD HOLDINGS GROUP LLC	100,000.00	87,116.00
LD HOLDINGS GROUP LLC	40,000.00	32,354.00
LEVEL 3 FINANCING INC	250,000.00	230,442.50
LEVEL 3 FINANCING INC	100,000.00	87,500.00
LEVI STRAUSS & CO	50,000.00	44,666.25
LIBERTY MUTUAL GROUP INC	50,000.00	45,937.25
LIFE TIME INC	70,000.00	69,207.25
LIFEPOINT HEALTH INC	100,000.00	94,434.00
LIFEPOINT HEALTH INC	40,000.00	36,173.60
LIONS GATE CAPITAL HOLD	80,000.00	72,676.80
LITHIA MOTORS INC	80,000.00	75,680.40
LIVE NATION ENTERTAINMEN	100,000.00	103,896.00
LIVE NATION ENTERTAINMEN	50,000.00	47,232.75
LIVE NATION ENTERTAINMEN	50,000.00	46,375.00
LOGAN MERGER SUB INC	100,000.00	90,754.00
LPL HOLDINGS INC	80,000.00	73,702.40
LSB INDUSTRIES	50,000.00	50,200.50
LSF9 ATL HLDG/VICTRA FIN	100,000.00	95,504.00
LUMEN TECHNOLOGIES INC	100,000.00	82,224.00
LUMEN TECHNOLOGIES INC	100,000.00	85,397.50
MACY'S RETAIL HLDGS LLC	50,000.00	48,937.50
MADISON IAQ LLC	70,000.00	62,610.45
MADISON IAQ LLC	80,000.00	66,076.00
MAGIC MERGERCO INC	50,000.00	43,181.25
MAGIC MERGERCO INC	110,000.00	88,000.00
MAJORDRIVE HOLDINGS IV L	60,000.00	49,602.00
MARRIOTT OWNERSHIP RESOR	70,000.00	64,189.30
MASONITE INTERNATIONAL C	50,000.00	48,650.25
MATADOR RESOURCES CO	50,000.00	50,055.00
MATCH GROUP HLD II LLC	50,000.00	42,438.25
MATCH GROUP INC	100,000.00	94,754.50
MATTAMY GROUP CORP	100,000.00	95,869.50
MATTEL INC	150,000.00	144,281.25
MAV ACQUISITION CORP	50,000.00	45,660.75
MAV ACQUISITION CORP	60,000.00	54,895.20
MEG ENERGY CORP	100,000.00	102,697.00
MEG ENERGY CORP	50,000.00	49,311.00
MELCO RESORTS FINANCE	200,000.00	167,600.00
MERCER INTL INC	100,000.00	93,891.50
METHANEX CORP	70,000.00	67,741.10
METIS MERGER SUB LLC	80,000.00	73,817.20
MGIC INVESTMENT CORP	50,000.00	48,791.50
MGM CHINA HOLDINGS LTD	200,000.00	180,898.00
MGM GROWTH/MGM FINANCE	50,000.00	51,030.21
MGM GROWTH/MGM FINANCE	150,000.00	156,170.53
MGM RESORTS INTL	160,000.00	161,124.80
MGM RESORTS INTL	33,000.00	32,650.53
MICROSTRATEGY INC	60,000.00	56,697.00
MIDAS OPCO HOLDINGS LLC	100,000.00	89,511.50
MIDWEST GAMING BORROWER	50,000.00	44,961.50
MILLENNIUM ESCROW CORP	100,000.00	94,763.00
MINERAL RESOURCES LTD	50,000.00	52,284.50
MINERVA MERGER SUB INC	220,000.00	206,734.00
MIWD HLDCO II/MIWD FIN	70,000.00	62,491.45
MODIVCARE ESCROW ISSUER	50,000.00	45,808.00
MOHEGAN GAMING & ENT	100,000.00	93,554.50
MOLINA HEALTHCARE INC	70,000.00	66,970.75
MOLINA HEALTHCARE INC	100,000.00	91,868.00
MOOG INC	50,000.00	47,875.00
MOSS CREEK RESOURCES HLD	60,000.00	55,312.80
MOSS CREEK RESOURCES HLD	50,000.00	47,837.00
MOZART DEBT MERGER SUB	350,000.00	312,375.00
MOZART DEBT MERGER SUB	200,000.00	177,040.00
MPH ACQUISITION HOLDINGS	70,000.00	65,712.50
MPH ACQUISITION HOLDINGS	70,000.00	61,847.80
MPT OPER PARTNERSP/FINL	250,000.00	246,693.75
MPT OPER PARTNERSP/FINL	100,000.00	87,868.50
MSCI INC	130,000.00	120,945.50
MSCI INC	100,000.00	89,116.50
MSCI INC	70,000.00	60,107.60
MURPHY OIL CORP	30,000.00	30,423.15
MURPHY OIL CORP	100,000.00	100,758.00
MURPHY OIL USA INC	40,000.00	38,722.60
MURPHY OIL USA INC	50,000.00	44,874.25
NABORS INDUSTRIES INC	50,000.00	49,079.25
NABORS INDUSTRIES INC	70,000.00	72,296.00
NABORS INDUSTRIES LTD	40,000.00	39,932.60
NATIONSTAR MTG HLD INC	100,000.00	97,432.00
NATIONSTAR MTG HLD INC	100,000.00	89,473.00
NAVIENT CORP	120,000.00	120,826.20
NAVIENT CORP	100,000.00	90,130.50
NCL CORPORATION LTD	110,000.00	103,529.80
NCL CORPORATION LTD	110,000.00	102,430.90
NCL CORPORATION LTD	100,000.00	98,540.50
NCL CORPORATION LTD	80,000.00	79,319.36
NCR CORP	100,000.00	94,375.50
NCR CORP	170,000.00	166,639.10
NESCO HOLDINGS II INC	100,000.00	95,891.00
NETFLIX INC	200,000.00	198,000.00
NETFLIX INC	100,000.00	106,250.00
NETFLIX INC	300,000.00	305,253.00
NEW ENTERPRISE STONE & L	50,000.00	46,867.25
NEW FORTRESS ENERGY INC	100,000.00	98,868.75
NEWS CORP	150,000.00	137,869.50
NEXSTAR BROADCASTING INC	100,000.00	93,137.00
NEXSTAR ESCROW INC	100,000.00	98,282.00
NEXTERA ENERGY OPERATING	50,000.00	50,143.25
NEXTERA ENERGY OPERATING	100,000.00	96,206.50
NFP CORP	150,000.00	135,282.00
NFP CORP	70,000.00	65,224.95
NGL ENRGY OP/FIN CORP	150,000.00	143,832.75
NIELSEN FINANCE LLC/CO	150,000.00	146,809.50
NIELSEN FINANCE LLC/CO	120,000.00	115,920.00
NMG HLDCO/NEIMAN MARCUS	100,000.00	100,357.50
NORDSTROM INC	40,000.00	35,956.40
NORTHERN OIL AND GAS INC	60,000.00	61,956.60
NORTHRIVER MIDSTREAM FIN	50,000.00	49,351.12
NOVELIS CORP	200,000.00	186,770.00
NOVELIS CORP	100,000.00	93,510.00
NRG ENERGY INC	150,000.00	150,653.25
NRG ENERGY INC	100,000.00	96,383.00
NRG ENERGY INC	100,000.00	85,448.50
NUSTAR LOGISTICS LP	100,000.00	101,077.00
NUSTAR LOGISTICS LP	50,000.00	50,017.50
NUSTAR LOGISTICS LP	20,000.00	19,390.10
NUSTAR LOGISTICS LP	50,000.00	49,690.25
OCCIDENTAL PETROLEUM COR	170,000.00	185,517.60
OCCIDENTAL PETROLEUM COR	100,000.00	103,844.00
OCCIDENTAL PETROLEUM COR	200,000.00	230,323.00
OCCIDENTAL PETROLEUM COR	200,000.00	215,255.00
OCCIDENTAL PETROLEUM COR	200,000.00	220,340.00
OCCIDENTAL PETROLEUM COR	200,000.00	215,368.00
OCCIDENTAL PETROLEUM COR	70,000.00	77,700.00
OLIN CORP	50,000.00	48,088.25
ON SEMICONDUCTOR CORP	50,000.00	46,436.00
ONEMAIN FINANCE CORP	100,000.00	89,623.00
ONEMAIN FINANCE CORP	50,000.00	42,863.50
ONEMAIN FINANCE CORP	100,000.00	83,838.00
OPEN TEXT HOLDINGS INC	100,000.00	90,831.00
OPEN TEXT/OPEN TEXT HOLD	100,000.00	90,378.50
OPEN TEXT/OPEN TEXT HOLD	50,000.00	44,576.00
OPTION CARE HEALTH INC	50,000.00	45,520.75
ORGANON FINANCE 1 LLC	200,000.00	186,500.00
ORGANON FINANCE 1 LLC	200,000.00	183,336.00
OUTFRONT MEDIA CAP LLC/C	50,000.00	47,555.25
OUTFRONT MEDIA CAP LLC/C	50,000.00	45,293.25
OWENS & MINOR INC	70,000.00	64,485.75
OWENS-BROCKWAY	75,000.00	73,044.75
PANTHER BF AGGREGATOR 2	44,000.00	44,993.74
PANTHER BF AGGREGATOR 2	160,000.00	161,200.00
PAR PHARMACEUTICAL INC	200,000.00	188,288.00
PARAMOUNT GLOBAL	100,000.00	98,000.00
PARK INTERMED HOLDINGS	70,000.00	68,772.20
PARK INTERMED HOLDINGS	50,000.00	45,934.50
PARKLAND CORP/CANADA	100,000.00	89,250.00
PARTY CITY HOLDINGS INC	40,000.00	37,548.20
PATTERN ENERGY OP LP/PAT	50,000.00	47,812.50
PATTERSON-UTI ENERGY INC	50,000.00	45,843.98
PBF HOLDING CO LLC	80,000.00	82,416.00
PBF HOLDING CO LLC	30,000.00	28,458.90
PBF HOLDING CO LLC	50,000.00	42,587.25
PDC ENERGY INC	20,000.00	20,054.00
PEARL MERGER SUB INC	84,000.00	83,687.10
PECF USS INTERMEDIATE HO	40,000.00	37,969.60
PENINSULA PACIFIC ENTERT	40,000.00	44,044.60
PENNYMAC FIN SVCS INC	100,000.00	95,608.00
PENNYMAC FIN SVCS INC	80,000.00	66,409.60
PENSKE AUTOMOTIVE GROUP	50,000.00	43,535.00
PERFORMANCE FOOD GROUP I	100,000.00	97,958.00
PERFORMANCE FOOD GROUP I	100,000.00	88,780.00
PG&E CORP	120,000.00	110,511.00
PGT INNOVATIONS INC	50,000.00	44,478.50
PHOTO HOLDINGS MERGER SU	100,000.00	95,002.00
PIKE CORP	60,000.00	55,562.10
PILGRIM'S PRIDE CORP	200,000.00	202,279.00
PILGRIM'S PRIDE CORP	50,000.00	43,107.75
PLANTRONICS INC	70,000.00	71,482.25
PLAYTIKA HOLDING CORP	50,000.00	45,715.75
PM GENERAL PURCHASER LLC	60,000.00	58,566.30
PMHC II INC	80,000.00	66,851.60
POST HOLDINGS INC	100,000.00	95,970.00
POST HOLDINGS INC	180,000.00	167,625.00
POST HOLDINGS INC	50,000.00	43,245.00
POST HOLDINGS INC	50,000.00	42,593.75
POWERTEAM SERVICES LLC	100,000.00	97,119.00
PREMIER ENTERTAINMENT SU	50,000.00	40,939.50
PREMIER ENTERTAINMENT SU	70,000.00	56,613.20
PRESIDIO HOLDING INC	100,000.00	95,605.50
PRESTIGE BRANDS INC	80,000.00	68,522.80
PRIME HEALTHCARE SERVICE	50,000.00	51,104.00
PRIME SECSRVC BRW/FINANC	250,000.00	249,573.75
PRIME SECSRVC BRW/FINANC	120,000.00	118,270.80
PRIME SECSRVC BRW/FINANC	150,000.00	138,972.00
PRIMO WATER HOLDINGS INC	80,000.00	70,500.00
PROG HOLDINGS INC	70,000.00	63,262.50
PTC INC	30,000.00	28,126.04
PUMA INTERNATIONAL FINAN	200,000.00	187,968.00
QUICKEN LOANS LLC/QUICKN	100,000.00	84,805.00
QVC INC	100,000.00	91,835.50
RACKSPACE TECHNOLOGY	50,000.00	43,440.00
RACKSPACE TECHNOLOGY	50,000.00	41,719.00
RADIAN GROUP INC	70,000.00	72,357.60
RADIATE HOLDCO / FINANCE	100,000.00	94,008.50
RADIATE HOLDCO / FINANCE	100,000.00	91,127.00
RADIOLOGY PARTNERS INC	50,000.00	48,521.00
RAKUTEN GROUP INC	200,000.00	186,000.00
RANGE RESOURCES CORP	50,000.00	48,517.00
RATTLER MIDSTREAM LP	100,000.00	100,383.00
REAL HERO MERGER SUB 2	70,000.00	59,756.20
REALOGY GROUP/CO-ISSUER	100,000.00	88,651.00
REALOGY GROUP/CO-ISSUER	50,000.00	42,008.50
REDWOOD STAR MERGER SUB	50,000.00	47,055.00
REGIONALCARE/LIFEPOINT	130,000.00	136,464.90
RENEWABLE ENERGY GROUP I	50,000.00	53,250.00
REYNOLDS GRP ISS/REYNOLD	100,000.00	88,645.50
RHP HOTEL PPTY/ RHP FINA	50,000.00	47,286.50
RHP HOTEL PPTY/RHP FINAN	70,000.00	64,444.80
RITCHIE BROS HLDGS INC	50,000.00	46,438.25
RITE AID CORP	100,000.00	87,367.50
RITE AID CORP	70,000.00	61,512.50
RLJ LODGING TRUST LP	50,000.00	44,851.00
ROBLOX CORP	100,000.00	86,892.00
ROCKCLIFF ENERGY II LLC	50,000.00	49,069.50
ROCKET SOFTWARE INC	40,000.00	34,865.80
ROCKETMTGE C0-ISSUER INC	100,000.00	90,605.50
ROCKETMTGE CO-ISSUER INC	100,000.00	81,952.00
ROCKIES EXPRESS PIPELINE	50,000.00	47,594.00
ROLLER BEARING CO OF AME	50,000.00	45,750.00
ROYAL CARIBBEAN CRUISES	140,000.00	145,208.00
ROYAL CARIBBEAN CRUISES	72,000.00	78,739.56
ROYAL CARIBBEAN CRUISES	150,000.00	142,528.50
ROYAL CARIBBEAN CRUISES	100,000.00	94,323.00
RP ESCROW ISSUER LLC	70,000.00	67,216.10
SABRE GLBL INC	80,000.00	86,864.40
SBA COMMUNICATIONS CORP	150,000.00	143,081.25
SBA COMMUNICATIONS CORP	100,000.00	87,388.00
SC GAMES HOLDIN/US FINCO	50,000.00	48,575.75
SCIENTIFIC GAMES INTERNA	50,000.00	51,875.00
SCIENTIFIC GAMES INTERNA	80,000.00	84,200.00
SCIH SALT HOLDINGS INC	50,000.00	44,826.25
SCIH SALT HOLDINGS INC	70,000.00	58,567.95
SCRIPPS ESCROW II INC	70,000.00	63,416.50
SEAGATE HDD CAYMAN	140,000.00	120,137.50
SEASPAN CORP	30,000.00	27,298.80
SEAWORLD PARKS & ENTERTA	70,000.00	65,411.85
SELECT MEDICAL CORP	150,000.00	150,798.00
SENIOR HOUSING PROPERTIE	50,000.00	43,706.00
SENSATA TECHNOLOGIES INC	150,000.00	128,424.75
SERVICE CORP INTL	30,000.00	29,385.60
SERVICE CORP INTL	50,000.00	49,159.50
SERVICE CORP INTL	50,000.00	43,633.25
SERVICE CORP INTL	100,000.00	89,770.00
SERVICE PROPERTIES TRUST	60,000.00	61,740.90
SIMMONS FOOD INC/SIMMONS	60,000.00	54,978.60
SINCLAIR TELEVISION GROU	30,000.00	25,155.60
SINCLAIR TELEVISION GROU	50,000.00	42,513.75
SIRIUS XM RADIO INC	30,000.00	27,756.90
SIRIUS XM RADIO INC	200,000.00	195,000.00
SIRIUS XM RADIO INC	100,000.00	97,469.00
SIRIUS XM RADIO INC	300,000.00	258,069.00
SIX FLAGS ENTERTAINMENT	30,000.00	29,639.10
SLM CORP	50,000.00	48,824.00
SONIC AUTOMOTIVE INC	100,000.00	88,188.00
SOUTHWESTERN ENERGY	40,000.00	39,788.00
SOUTHWESTERN ENERGY CO	100,000.00	100,395.50
SOUTHWESTERN ENERGY CO	100,000.00	96,754.00
SPECIALTY BUILDING PRODU	100,000.00	100,349.00
SPIRIT AEROSYSTEMS INC	30,000.00	29,916.00
SPIRIT AEROSYSTEMS INC	100,000.00	102,360.00
SPIRIT AEROSYSTEMS INC	60,000.00	53,921.40
SPRINGLEAF FINANCE CORP	50,000.00	51,567.25
SPRINGLEAF FINANCE CORP	220,000.00	202,334.00
SPRINT CORP	120,000.00	131,707.50
SQUARE INC	150,000.00	138,165.75
SRM ESCROW ISSUER LLC	100,000.00	97,389.00
SRS DISTRIBUTION INC	100,000.00	93,425.50
SRS DISTRIBUTION INC	60,000.00	54,000.00
SS&C TECHNOLOGIES INC	200,000.00	198,078.00
SSL ROBOTICS LLC	36,000.00	38,476.44
STANDARD INDUSTRIES INC	150,000.00	139,762.50
STANDARD INDUSTRIES INC	100,000.00	88,567.00
STAPLES INC	130,000.00	125,704.15
STAPLES INC	80,000.00	71,845.20
STATION CASINOS LLC	30,000.00	27,534.00
STATION CASINOS LLC	70,000.00	61,045.95
STERICYCLE INC	50,000.00	50,396.00
STRATHCONA RESOURCES	30,000.00	30,047.10
SUBURBAN PROPANE PARTNRS	50,000.00	46,186.25
SUMMIT MATERIALS LLC/FIN	50,000.00	47,460.00
SUMMIT MID HLDS LLC / FI	100,000.00	94,562.50
SUNOCO LP/FINANCE CORP	150,000.00	151,132.50
SUNOCO LP/FINANCE CORP	50,000.00	45,221.87
SUPERIOR PLUS/GEN PRTNR	70,000.00	65,086.00
SURGERY CENTER HOLDINGS	50,000.00	52,423.00
SWF ESCROW ISSUER CORP	40,000.00	33,150.40
SWITCH LTD	100,000.00	95,116.50
SYNEOS HEALTH INC	50,000.00	44,584.50
T-MOBILE USA INC	200,000.00	185,784.00
T-MOBILE USA INC	200,000.00	187,728.00
T-MOBILE USA INC	180,000.00	180,779.40
T-MOBILE USA INC	150,000.00	137,212.50
T-MOBILE USA INC	120,000.00	108,442.50
T-MOBILE USA INC	100,000.00	90,368.75
TALEN ENERGY SUPPLY LLC	70,000.00	25,312.35
TALEN ENERGY SUPPLY LLC	50,000.00	47,875.00
TALLGRASS NRG PRTNR/FIN	100,000.00	94,073.00
TALLGRASS NRG PRTNR/FIN	70,000.00	65,026.50
TALOS PRODUCTION INC	80,000.00	86,490.80
TAP ROCK RESOURCES LLC	50,000.00	51,278.00
TAYLOR MORRISON COMM	50,000.00	46,610.00
TAYLOR MORRISON COMM/MON	50,000.00	50,150.50
TECHNIPFMC PLC	34,000.00	35,208.02
TEGNA INC	100,000.00	98,970.00
TEGNA INC	150,000.00	146,842.50
TELEFLEX INC	30,000.00	29,413.50
TELEFLEX INC	50,000.00	47,550.00
TELENET FINANCE LUX NOTE	200,000.00	194,000.00
TELESAT CANADA/TELESAT L	50,000.00	36,146.50
TELESAT CANADA/TELESAT L	30,000.00	13,849.20
TEMPUR SEALY INTL INC	50,000.00	44,575.00
TEMPUR SEALY INTL INC	80,000.00	67,680.00
TENET HEALTHCARE CORP	100,000.00	99,448.50
TENET HEALTHCARE CORP	100,000.00	101,234.00
TENET HEALTHCARE CORP	300,000.00	300,853.50
TENET HEALTHCARE CORP	200,000.00	193,502.00
TENET HEALTHCARE CORP	200,000.00	199,864.00
TENNECO INC	100,000.00	97,769.00
TEREX CORP	50,000.00	46,434.50
TERRAFORM POWER OPERATIN	100,000.00	92,588.00
TERRIER MEDIA BUYER INC	100,000.00	98,970.00
THOR INDUSTRIES	70,000.00	59,762.50
TITAN ACQ/CO-BORROWER	40,000.00	39,154.80
TKC HOLDINGS INC	60,000.00	59,556.00
TOPBUILD CORP	70,000.00	61,687.15
TOWNSQUARE MEDIA INC	80,000.00	81,641.20
TRANSDIGM INC	200,000.00	208,310.00
TRANSDIGM INC	280,000.00	282,304.40
TRANSDIGM INC	150,000.00	153,393.00
TRANSDIGM INC	100,000.00	94,363.00
TRANSDIGM INC	100,000.00	90,162.00
TRANSDIGM INC	100,000.00	90,125.00
TRANSOCEAN INC	60,000.00	61,350.00
TRAVEL + LEISURE CO	70,000.00	63,783.30
TREEHOUSE FOODS INC	40,000.00	33,660.40
TRINET GROUP INC	30,000.00	27,038.10
TRINSEO OP / TRINSEO FIN	30,000.00	29,148.45
TRITON WATER HOLDINGS IN	90,000.00	74,388.60
TRIUMPH GROUP INC	100,000.00	104,970.00
TRIUMPH GROUP INC	50,000.00	49,183.25
TRONOX INC	100,000.00	91,064.00
TWILIO INC	100,000.00	89,889.00
TWITTER INC	20,000.00	19,222.60
TWITTER INC	100,000.00	98,046.00
UBER TECHNOLOGIES INC	50,000.00	52,836.00
UBER TECHNOLOGIES INC	150,000.00	158,481.00
UBER TECHNOLOGIES INC	220,000.00	221,546.60
UNICREDIT SPA	200,000.00	181,478.38
UNIFRAX ESCROW ISS CORP	40,000.00	35,557.00
UNITED AIRLINES INC	100,000.00	97,352.00
UNITED AIRLINES INC	180,000.00	168,978.60
UNITED NATURAL FOODS INC	30,000.00	30,259.35
UNITED RENTALS NORTH AM	150,000.00	149,330.25
UNITED RENTALS NORTH AM	80,000.00	73,052.00
UNITED RENTALS NORTH AM	100,000.00	88,817.00
UNITED STATES STEEL CORP	100,000.00	102,371.00
UNITED WHOLESALE MTGE LL	100,000.00	87,552.00
UNITED WHOLESALE MTGE LL	50,000.00	42,191.25
UNITI GROUP/CSL CAPITAL	70,000.00	63,784.35
UNITI GROUP/CSL CAPITAL	120,000.00	107,552.40
UNITI GRP/UNITI HLD/CSL	120,000.00	123,000.00
UNITI GRP/UNITI HLD/CSL	30,000.00	25,390.50
UNIVISION COMMUNICATIONS	80,000.00	81,308.80
UNIVISION COMMUNICATIONS	100,000.00	90,648.00
UPC HOLDING BV	200,000.00	193,827.00
URBAN ONE INC	100,000.00	98,335.00
US ACUTE CARE SOLUTIONS	50,000.00	49,108.25
US FOODS INC	20,000.00	18,729.30
US FOODS INC	100,000.00	90,702.50
US RENAL CARE INC	50,000.00	44,771.50
USA COM PART/USA COM FIN	70,000.00	69,251.00
USA COM PART/USA COM FIN	70,000.00	69,379.80
USI INC	30,000.00	29,821.20
VALEANT PHARMACEUTICALS	300,000.00	300,135.00
VALVOLINE INC	90,000.00	80,263.80
VECTOR GROUP LTD	30,000.00	30,870.15
VECTOR GROUP LTD	100,000.00	89,119.50
VENTURE GLOBAL CALCASIEU	100,000.00	93,270.00
VENTURE GLOBAL CALCASIEU	100,000.00	92,638.50
VENTURE GLOBAL CALCASIEU	100,000.00	89,720.00
VERICAST MERGER SUB INC	90,300.00	86,602.21
VERITAS US INC/BERMUDA L	190,000.00	170,343.55
VERSCEND HOLDING CORP	60,000.00	62,409.90
VERTIV GROUP CORPORATION	100,000.00	88,122.50
VIASAT INC	30,000.00	28,812.30
VIASAT INC	100,000.00	96,694.00
VICI PROPERTIES / NOTE	190,000.00	185,053.35
VICI PROPERTIES / NOTE	150,000.00	141,988.50
VICI PROPERTIES / NOTE	100,000.00	96,469.00
VICTORIA'S SECRET & CO	70,000.00	61,687.50
VICTORS MERGER CORP	70,000.00	49,117.95
VIDTRON LTD/VIDTRON LTEE	50,000.00	44,811.25
VIKING CRUISES LTD	50,000.00	55,122.25
VIKING CRUISES LTD	90,000.00	78,750.00
VIKING CRUISES LTD	40,000.00	36,460.80
VINE ENERGY HOLDINGS LLC	150,000.00	153,597.00
VIRGIN MEDIA SECURED FIN	200,000.00	191,046.00
VIRGIN MEDIA SECURED FIN	200,000.00	177,255.00
VISTAJET MALTA/XO MGMT	80,000.00	72,922.00
VISTRA OPERATIONS CO LLC	40,000.00	40,221.40
VISTRA OPERATIONS CO LLC	150,000.00	149,019.75
VISTRA OPERATIONS CO LLC	120,000.00	116,064.00
VISTRA OPERATIONS CO LLC	100,000.00	92,249.00
VOC ESCROW LTD	50,000.00	46,360.00
VODAFONE GROUP PLC	150,000.00	162,549.00
VODAFONE GROUP PLC	100,000.00	91,467.90
VODAFONE GROUP PLC	50,000.00	43,450.25
VZ SECURED FINANCING BV	200,000.00	178,992.00
W & T OFFSHORE INC	50,000.00	49,696.17
WASH MULTIFAM ACQ INC	50,000.00	48,948.50
WASTE PRO USA INC	30,000.00	27,139.65
WATCO COS LLC/FINANCE CO	60,000.00	57,985.10
WEATHERFORD INTERNATIONA	70,000.00	71,204.00
WEATHERFORD INTERNATIONA	150,000.00	151,455.00
WESCO DISTRIBUTION INC	220,000.00	230,637.00
WEST CORP	42,000.00	37,708.44
WESTERN MIDSTREAM OPERAT	50,000.00	48,150.00
WESTERN MIDSTREAM OPERAT	100,000.00	94,887.50
WEWORK COS INC	60,000.00	52,650.00
WEWORK COS LLC/WW CO-OBL	40,000.00	32,669.60
WHITE CAP BUYER LLC	60,000.00	55,879.20
WILLIAMS SCOTSMAN INTL	60,000.00	57,490.20
WMG ACQUISITION CORP	100,000.00	90,884.50
WMG ACQUISITION CORP	40,000.00	36,250.40
WOLVERINE ESCROW LLC	100,000.00	68,801.00
WOLVERINE WORLD WIDE	50,000.00	43,688.75
WR GRACE HOLDING LLC	100,000.00	95,250.00
WR GRACE HOLDING LLC	100,000.00	88,375.00
WW INTERNATIONAL INC	70,000.00	57,182.65
WYNDHAM DESTINATIONS INC	20,000.00	20,710.70
WYNDHAM HOTELS & RESORTS	50,000.00	47,030.00
WYNN LAS VEGAS LLC/CORP	90,000.00	85,023.00
WYNN MACAU LTD	200,000.00	174,340.00
WYNN MACAU LTD	200,000.00	159,500.00
WYNN RESORTS FINANCE LLC	100,000.00	103,942.00
WYNN RESORTS FINANCE LLC	50,000.00	44,760.00
XEROX HOLDINGS CORP	100,000.00	97,575.50
XEROX HOLDINGS CORP	20,000.00	18,426.70
XHR LP	50,000.00	46,239.50
XPO LOGISTICS INC	54,000.00	55,814.40
YUM! BRANDS INC	200,000.00	192,566.00
ZI TECH LLC/ZI FIN CORP	50,000.00	45,177.25
ZIPRECRUITER INC	70,000.00	66,504.90
小計	銘柄数:839	82,490,300.00	77,584,084.33
			(9,981,192,449)
	組入時価比率:97.2%		100.0%
	合計			9,981,192,449
				(9,981,192,449)

(注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。

(注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。

(注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。

第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表

種類	2022年 4月22日現在
	契約額等(円)		時価(円)	評価損益(円)
		うち1年超	時価(円)	評価損益(円)
市場取引以外の取引
為替予約取引
買建	315,941,720	-	316,447,394	505,674
米ドル	315,941,720	-	316,447,394	505,674
合計	315,941,720	-	316,447,394	505,674

(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。

有価証券報告書(内国投資信託受益証券)-第6期(令和3年4月23日-令和4年4月22日)

開示資料

決算