有価証券報告書(内国投資信託受益証券)-第33期(平成27年9月16日-平成28年3月15日)
(4)【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(平成28年 3月15日現在)
| 第1 有価証券明細表 (1)株式(平成28年 3月15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 | RESOLUTE FOREST PRODUCTS | 6 | 5.23 | 31.38 | |
| BEECHCRAFT BEECH HOLDINGS | 1,252 | 7.87 | 9,859.50 | |||
| NORTEK INC | 508 | 45.00 | 22,860.00 | |||
| MARK IV DAYCO | 4,608 | 32.25 | 148,608.00 | |||
| READERS DIGEST | 8,224 | 0.00 | 4.11 | |||
| IPAYMENT HOLDINGS INC | 2,230 | 6.25 | 13,937.50 | |||
| ALLEN SYSTEMS GROUP INC | 2,234 | 21.00 | 46,914.00 | |||
| 小計 | 銘柄数:7 | 242,214.49 | ||||
| (27,588,230) | ||||||
| 組入時価比率:0.5% | 100.0% | |||||
| 英ポンド | EAGLE TOPCO 2013 LIMITED | 66,291 | 0.00 | 0.00 | ||
| 小計 | 銘柄数:1 | 0.00 | ||||
| (0) | ||||||
| 組入時価比率:0.0% | 0.0% | |||||
| 合計 | 27,588,230 | |||||
| (27,588,230) | ||||||
| (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(平成28年 3月15日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米ドル | ACE CASH EXPRESS INC | 100,000.00 | 39,500.00 | |
| ADS WASTE HOLDINGS INC | 100,000.00 | 102,250.00 | |||
| ADT CORP | 125,000.00 | 132,812.50 | |||
| AES CORPORATION | 200,000.00 | 225,000.00 | |||
| AIRCASTLE LTD | 250,000.00 | 260,312.50 | |||
| AK STEEL CORP | 75,000.00 | 38,625.00 | |||
| ALBEA BEAUTY HOLDINGS SA | 200,000.00 | 210,000.00 | |||
| ALLY FINANCIAL INC | 50,000.00 | 49,437.50 | |||
| ALLY FINANCIAL INC | 25,000.00 | 25,062.50 | |||
| ALLY FINANCIAL INC | 200,000.00 | 208,000.00 | |||
| ALLY FINANCIAL INC | 50,000.00 | 49,859.50 | |||
| ALLY FINANCIAL INC | 125,000.00 | 143,437.50 | |||
| ALTA MESA HLDGS/FINANC S | 75,000.00 | 15,750.00 | |||
| AMERICAN GREETINGS | 125,000.00 | 128,750.00 | |||
| ANIXTER INC | 100,000.00 | 99,625.00 | |||
| ANTERO RESOURCES CORP | 25,000.00 | 23,875.00 | |||
| APX GROUP INC | 125,000.00 | 124,375.00 | |||
| ARCELORMITTAL | 145,000.00 | 139,925.00 | |||
| AUS FINANCE PTY LTD | 200,000.00 | 157,500.00 | |||
| BALL CORP | 100,000.00 | 105,000.00 | |||
| BANK OF AMERICA CORP | 325,000.00 | 317,931.25 | |||
| BANK OF AMERICA CORP | 125,000.00 | 127,656.25 | |||
| BANK OF AMERICA CORP | 25,000.00 | 24,718.75 | |||
| BARCLAYS BANK PLC | 200,000.00 | 213,750.00 | |||
| BEAZER HOMES USA | 25,000.00 | 25,448.12 | |||
| BEAZER HOMES USA | 75,000.00 | 64,125.00 | |||
| BLOCK COMMUNICATIONS INC | 150,000.00 | 143,250.00 | |||
| BOYD GAMING CORP | 225,000.00 | 237,375.00 | |||
| BUFFALO THUNDER DEV REGS | 11,663.00 | 6,006.44 | |||
| BUFFALO THUNDER DEV ZCPN | 5,172.47 | 2.58 | |||
| CABLEVISION SYSTEMS CORP | 175,000.00 | 186,375.00 | |||
| CALPINE CORP | 100,000.00 | 97,500.00 | |||
| CALPINE CORP | 350,000.00 | 339,500.00 | |||
| CARRIZO OIL & GAS INC | 75,000.00 | 64,500.00 | |||
| CCO HLDGS LLC/CAP CORP | 315,000.00 | 327,600.00 | |||
| CDW LLC/CDW FINANCE | 125,000.00 | 133,281.25 | |||
| CENTRAL GARDEN & PET CO | 100,000.00 | 104,000.00 | |||
| CENTURYLINK INC | 175,000.00 | 181,781.25 | |||
| CENTURYLINK INC | 75,000.00 | 74,156.25 | |||
| CENTURYLINK INC | 125,000.00 | 126,250.00 | |||
| CENTURYLINK INC | 225,000.00 | 191,250.00 | |||
| CHAPARRAL ENERGY INC | 25,000.00 | 4,375.00 | |||
| CHESAPEAKE ENERGY CORP | 150,000.00 | 48,750.00 | |||
| CHOCTAW RESORT DEVEL ENT | 180,000.00 | 173,700.00 | |||
| CHS/COMMUNITY HEALTH | 175,000.00 | 158,812.50 | |||
| CHS/COMMUNITY HEALTH SYS | 75,000.00 | 74,250.00 | |||
| CINEMARK USA INC | 100,000.00 | 102,375.00 | |||
| CIT GROUP INC | 25,000.00 | 25,851.70 | |||
| CIT GROUP INC | 200,000.00 | 200,000.00 | |||
| CIT GROUP INC | 25,000.00 | 26,250.00 | |||
| CIT GROUP INC | 25,000.00 | 25,562.50 | |||
| CIT GROUP INC | 150,000.00 | 153,375.00 | |||
| CITIGROUP INC | 75,000.00 | 68,381.25 | |||
| CITIGROUP INC | 200,000.00 | 191,250.00 | |||
| CITIGROUP INC | 75,000.00 | 71,919.37 | |||
| CLEAR CHANNEL WORLDWIDE | 100,000.00 | 95,500.00 | |||
| CLOUD PEAK ENRGY RES/FIN | 25,000.00 | 8,125.00 | |||
| CNO FINANCIAL GROUP INC | 250,000.00 | 254,920.00 | |||
| COMMERCIAL METALS CO | 100,000.00 | 87,000.00 | |||
| CONCHO RESOURCES INC | 125,000.00 | 125,312.50 | |||
| CONSTELLATION BRANDS INC | 150,000.00 | 157,500.00 | |||
| CONTINENTAL RESOURCES | 150,000.00 | 131,625.00 | |||
| CONTL AIRLINES 2012-2 B | 20,393.83 | 20,597.76 | |||
| CYRUSONE LP/CYRUSONE FIN | 125,000.00 | 129,687.50 | |||
| DANA HOLDING CORP | 125,000.00 | 124,375.00 | |||
| DISH DBS CORP | 135,000.00 | 122,850.00 | |||
| DISH DBS CORP | 50,000.00 | 46,687.50 | |||
| DUPONT FABROS TECH LP | 75,000.00 | 77,250.00 | |||
| DYNEGY INC | 125,000.00 | 111,875.00 | |||
| DYNEGY INC | 50,000.00 | 44,500.00 | |||
| ENERGY TRANSFER EQUITY | 200,000.00 | 194,000.00 | |||
| ENERGY TRANSFER EQUITY | 25,000.00 | 22,062.50 | |||
| EQUINIX INC | 200,000.00 | 210,000.00 | |||
| EQUINIX INC | 175,000.00 | 183,312.50 | |||
| EVEREST ACQ LLC/FINANCE | 100,000.00 | 43,000.00 | |||
| FELCOR LODGING LP | 75,000.00 | 78,093.75 | |||
| FERRELLGAS PARTNERS LP | 98,000.00 | 90,650.00 | |||
| FREEPORT-MCMORAN C & G | 50,000.00 | 44,875.00 | |||
| FREEPORT-MCMORAN INC | 25,000.00 | 18,750.00 | |||
| FRESENIUS MED CARE II | 150,000.00 | 164,250.00 | |||
| FRESENIUS MED CARE II | 175,000.00 | 192,692.50 | |||
| FRESENIUS MED CARE US | 175,000.00 | 189,875.00 | |||
| GENCORP INC | 50,000.00 | 52,000.00 | |||
| GOLDMAN SACHS GROUP INC | 25,000.00 | 24,406.25 | |||
| GOLDMAN SACHS GROUP INC | 75,000.00 | 72,297.75 | |||
| GROUP 1 AUTOMOTIVE INC | 100,000.00 | 98,000.00 | |||
| HARLAND CLARKE HOLDINGS | 75,000.00 | 73,593.75 | |||
| HCA INC | 225,000.00 | 257,343.75 | |||
| HCA INC | 250,000.00 | 258,750.00 | |||
| HCA INC | 100,000.00 | 102,000.00 | |||
| HCA INC | 150,000.00 | 153,375.00 | |||
| HD SUPPLY INC | 100,000.00 | 106,000.00 | |||
| HEALTHSOUTH CORP | 100,000.00 | 104,250.00 | |||
| HEXION US FIN/NOVA SCOTI | 100,000.00 | 41,500.00 | |||
| HILAND PART LP/CORP | 75,000.00 | 77,718.75 | |||
| HILCORP ENERGY I/HILCORP | 125,000.00 | 116,875.00 | |||
| HILTON WORLDWIDE FINANCE | 107,000.00 | 111,681.25 | |||
| IAMGOLD CORP | 200,000.00 | 155,000.00 | |||
| ICAHN ENTERPRISES/FIN | 300,000.00 | 288,186.00 | |||
| ICAHN ENTERPRISES/FIN | 25,000.00 | 23,812.50 | |||
| IMS HEALTH INC | 125,000.00 | 129,218.75 | |||
| INN OF THE MOUNTAIN GODS | 484,393.00 | 445,641.56 | |||
| INTELSAT JACKSON HLDG | 75,000.00 | 58,500.00 | |||
| INTELSAT JACKSON HLDG | 150,000.00 | 106,687.50 | |||
| INTELSAT LUXEMBOURG SA | 50,000.00 | 36,375.00 | |||
| INTL LEASE FINANCE CORP | 350,000.00 | 371,000.00 | |||
| INTL LEASE FINANCE CORP | 125,000.00 | 146,875.00 | |||
| IPAYMENT INC | 35,625.00 | 35,981.25 | |||
| IRON MOUNTAIN INC | 250,000.00 | 263,437.50 | |||
| ISLE OF CAPRI CASINOS | 250,000.00 | 258,287.50 | |||
| JBS USA LLC/JBS USA FINA | 200,000.00 | 204,500.00 | |||
| JMC STEEL GROUP | 175,000.00 | 158,812.50 | |||
| JP MORGAN CHASE & CO | 25,000.00 | 25,083.75 | |||
| JPMORGAN CHASE & CO | 200,000.00 | 215,000.00 | |||
| JPMORGAN CHASE & CO | 75,000.00 | 76,068.75 | |||
| JPMORGAN CHASE & CO | 125,000.00 | 125,781.25 | |||
| JPMORGAN CHASE & CO | 50,000.00 | 50,047.50 | |||
| KB HOME | 150,000.00 | 148,125.00 | |||
| KENNEDY-WILSON INC | 100,000.00 | 96,000.00 | |||
| KINDRED HEALTHCARE INC | 50,000.00 | 49,500.00 | |||
| LADDER CAP FIN LLC/CORP | 125,000.00 | 124,218.75 | |||
| LAREDO PETROLEUM INC | 125,000.00 | 103,125.00 | |||
| LEAR CORP | 125,000.00 | 131,250.00 | |||
| LENNAR CORP | 125,000.00 | 125,937.50 | |||
| LENNAR CORP | 150,000.00 | 150,750.00 | |||
| LEVEL 3 FINANCING INC | 75,000.00 | 77,906.25 | |||
| LEVEL 3 FINANCING INC | 250,000.00 | 259,062.50 | |||
| LIMITED BRANDS INC | 100,000.00 | 115,250.00 | |||
| MATCH GROUP INC | 75,000.00 | 77,859.75 | |||
| MATTAMY GROUP CORP | 100,000.00 | 89,505.00 | |||
| MEDIACOM LLC/CAPTL CORP | 150,000.00 | 155,437.50 | |||
| MEG ENERGY CORP | 100,000.00 | 55,000.00 | |||
| MGM RESORTS INTL | 25,000.00 | 26,265.62 | |||
| MGM RESORTS INTL | 100,000.00 | 113,750.00 | |||
| MGM RESORTS INTL | 100,000.00 | 109,000.00 | |||
| MGM RESORTS INTL | 125,000.00 | 135,625.00 | |||
| MICRON TECHNOLOGY INC | 100,000.00 | 95,500.00 | |||
| MIDWEST VANADIUM PTY LTD | 100,000.00 | 6,250.00 | |||
| MILLAR WESTERN FOREST | 50,000.00 | 19,000.00 | |||
| MOOD MEDIA CORP | 175,000.00 | 112,875.00 | |||
| MPL 2 ACQUISITION CANCO | 125,000.00 | 130,312.50 | |||
| MPT OPER PARTNERSP/FINL | 150,000.00 | 157,125.00 | |||
| MURPHY OIL CORP | 100,000.00 | 79,792.00 | |||
| NATIONAL CINEMEDIA LLC | 175,000.00 | 182,875.00 | |||
| NATIONSTAR MORT/CAP CORP | 75,000.00 | 65,250.00 | |||
| NBTY INC | 100,000.00 | 102,500.00 | |||
| NEWFIELD EXPLORATION CO | 125,000.00 | 122,500.00 | |||
| NORTEK INC | 50,000.00 | 52,125.00 | |||
| NRG ENERGY INC | 100,000.00 | 101,750.00 | |||
| NRG ENERGY INC | 87,000.00 | 81,562.50 | |||
| NUMERICABLE GROUP SA | 200,000.00 | 203,500.00 | |||
| OASIS PETROLEUM INC | 25,000.00 | 18,875.00 | |||
| OASIS PETROLEUM INC | 30,000.00 | 21,600.00 | |||
| OASIS PETROLEUM INC | 75,000.00 | 54,187.50 | |||
| OPPENHEIMER HOLDINGS INC | 77,000.00 | 77,962.50 | |||
| OWENS-ILLINOIS INC | 125,000.00 | 138,125.00 | |||
| PBF LOGISTICS LP/FINANCE | 100,000.00 | 85,000.00 | |||
| PLAINS EXPLORATION & PRO | 175,000.00 | 148,750.00 | |||
| PLAINS EXPLORATION & PRO | 75,000.00 | 62,625.00 | |||
| PLAINS EXPLORATION & PRO | 125,000.00 | 101,875.00 | |||
| POST HOLDINGS INC | 200,000.00 | 212,250.00 | |||
| QUICKSILVER RESOURCES IN | 50,000.00 | 1,125.00 | |||
| RADIAN GROUP INC | 175,000.00 | 168,875.00 | |||
| RADIO SYSTEMS CORP | 100,000.00 | 103,000.00 | |||
| RANGE RESOURCES CORP | 75,000.00 | 64,875.00 | |||
| REGAL ENTERTAINMENT GRP | 75,000.00 | 76,125.00 | |||
| REYNOLDS GROUP HOLDINGS | 100,000.00 | 103,437.50 | |||
| RHP HOTEL PPTY/RHP FINAN | 100,000.00 | 103,000.00 | |||
| RICE ENERGY INC | 75,000.00 | 67,125.00 | |||
| RITE AID CORP | 100,000.00 | 105,875.00 | |||
| RITE AID CORP | 50,000.00 | 60,500.00 | |||
| RR DONNELLEY & SONS CO | 75,000.00 | 63,187.50 | |||
| RRI ENERGY | 75,000.00 | 61,125.00 | |||
| RYLAND GROUP | 175,000.00 | 179,375.00 | |||
| SABINE PASS LIQUEFACTION | 100,000.00 | 98,750.00 | |||
| SABINE PASS LIQUEFACTION | 100,000.00 | 96,000.00 | |||
| SABRA HEALTH/CAPTL CORP | 75,000.00 | 75,562.50 | |||
| SALLY HOLDINGS/SALLY CAP | 150,000.00 | 160,875.00 | |||
| SANCHEZ ENERGY CORP | 25,000.00 | 13,250.00 | |||
| SELECT MEDICAL CORP | 75,000.00 | 70,875.00 | |||
| SERVICE CORP INTL | 100,000.00 | 117,500.00 | |||
| SIDEWINDER DRILLING INC | 100,000.00 | 21,500.00 | |||
| SINCLAIR TELEVISION GROU | 100,000.00 | 105,250.00 | |||
| SIRIUS XM RADIO INC | 125,000.00 | 132,343.75 | |||
| SLM CORP | 150,000.00 | 152,250.00 | |||
| SLM CORP | 100,000.00 | 100,250.00 | |||
| SLM CORP | 25,000.00 | 23,656.25 | |||
| SLM CORP | 75,000.00 | 65,250.00 | |||
| SONIC AUTOMOTIVE INC | 125,000.00 | 133,125.00 | |||
| SPECTRUM BRANDS INC | 50,000.00 | 52,875.00 | |||
| SPECTRUM BRANDS INC | 50,000.00 | 53,750.00 | |||
| SPIRIT AEROSYSTEMS INC | 100,000.00 | 103,687.50 | |||
| SPRINGLEAF FINANCE CORP | 100,000.00 | 102,500.00 | |||
| SPRINT CAPITAL CORP | 25,000.00 | 20,812.50 | |||
| SPRINT CORP | 75,000.00 | 60,697.50 | |||
| SPRINT NEXTEL CORP | 250,000.00 | 265,000.00 | |||
| SUBURBAN PROPANE PARTNRS | 150,000.00 | 142,500.00 | |||
| SUMMIT MID HLDS LLC / FI | 200,000.00 | 143,500.00 | |||
| T-MOBILE USA INC | 150,000.00 | 158,437.50 | |||
| T-MOBILE USA INC | 275,000.00 | 287,375.00 | |||
| T-MOBILE USA INC | 50,000.00 | 52,312.50 | |||
| TECK RESOURCES LIMITED | 50,000.00 | 35,875.00 | |||
| TESORO CORP | 50,000.00 | 47,750.00 | |||
| TOLL BROS FINANCE CORP | 50,000.00 | 56,250.00 | |||
| TOLL BROS FINANCE CORP | 50,000.00 | 49,875.00 | |||
| TRANSDIGM INC | 100,000.00 | 104,750.00 | |||
| U.S. FOODSERVICE | 125,000.00 | 128,906.25 | |||
| UNIT CORP | 75,000.00 | 36,000.00 | |||
| US AIRWAYS 2012-2B PTT | 21,816.40 | 22,416.35 | |||
| US AIRWAYS 2012-2C PTT | 25,000.00 | 24,750.00 | |||
| US AIRWAYS GROUP INC | 50,000.00 | 52,156.25 | |||
| VIASAT INC | 125,000.00 | 130,625.00 | |||
| WEATHERFORD BERMUDA | 100,000.00 | 83,750.00 | |||
| WELLCARE HEALTH PLANS IN | 150,000.00 | 156,937.50 | |||
| WELLS FARGO & COMPANY | 75,000.00 | 75,937.50 | |||
| WELLS FARGO & COMPANY | 50,000.00 | 53,187.50 | |||
| WILLIAMS COMPANIES INC | 150,000.00 | 114,000.00 | |||
| WILLIAMS COMPANIES INC | 300,000.00 | 196,500.00 | |||
| WILLIAMS COS INC | 50,000.00 | 46,250.00 | |||
| WINDSTREAM CORP | 50,000.00 | 45,625.00 | |||
| WINDSTREAM CORP | 50,000.00 | 43,750.00 | |||
| WINDSTREAM CORP | 25,000.00 | 20,687.50 | |||
| WINDSTREAM CORP | 250,000.00 | 196,250.00 | |||
| WMG HOLDINGS CORP | 83,000.00 | 88,706.25 | |||
| YUM! BRANDS INC | 25,000.00 | 26,312.50 | |||
| ZAYO GROUP LLC/ZAYO CAP | 225,000.00 | 226,687.50 | |||
| 小計 | 銘柄数:226 | 26,161,063.70 | 24,993,040.75 | ||
| (2,846,707,341) | |||||
| 組入時価比率:56.1% | 100.0% | ||||
| 合計 | 2,846,707,341 | ||||
| (2,846,707,341) | |||||
| (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。 |
| 財務諸表における注記事項として記載しているため省略しております。 |
第3 その他特定資産の明細表(平成28年 3月15日現在)
| 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 | |||||||
| 21ST CENTURY TRM B | 160,687.50 | 84.49 | 135,780.93 | 91.00 | 146,225.62 | 10,444.69 | |
| 99 CENTS ONLY B2 TL #1 | 55,930.28 | 64.48 | 36,066.30 | 61.63 | 34,467.03 | △ 1,599.27 | |
| 99 CENTS ONLY B2 TL #2 | 43,308.29 | 64.48 | 27,927.09 | 61.63 | 26,688.73 | △ 1,238.36 | |
| ABC SUPPLY TL B #1 | 61,750.00 | 98.94 | 61,101.62 | 99.05 | 61,163.37 | 61.75 | |
| ABC SUPPLY TL B #12 | 4,000.00 | 98.95 | 3,958.00 | 99.05 | 3,962.00 | 4.00 | |
| ABC SUPPLY TL B #4 | 12,000.00 | 98.95 | 11,874.00 | 99.05 | 11,886.00 | 12.00 | |
| ACCUDYNE(SILVER II) TL | 111,809.71 | 83.24 | 93,081.58 | 87.67 | 98,019.88 | 4,938.30 | |
| ACOSTA TRANCHE B-1 TRM | 24,723.68 | 95.14 | 23,524.58 | 97.75 | 24,167.39 | 642.81 | |
| ACTIVISION BLIZZARD TRM | 82,125.00 | 99.89 | 82,042.87 | 100.15 | 82,250.48 | 207.61 | |
| ADS WASTE HLDIGS TLB-2#1 | 187,277.77 | 97.24 | 182,127.63 | 98.50 | 184,468.60 | 2,340.97 | |
| ADVANTAGE SALE 1ST TL #2 | 806.45 | 96.29 | 776.54 | 97.38 | 785.28 | 8.74 | |
| ADVANTAGE SALE 1ST TL #3 | 177.41 | 96.29 | 170.83 | 97.38 | 172.75 | 1.92 | |
| ADVANTAGE SALE 1ST TL #6 | 125.01 | 96.28 | 120.37 | 97.38 | 121.72 | 1.35 | |
| ADVANTAGE SALE INTL 1LTL | 48,266.12 | 96.29 | 46,476.26 | 97.38 | 46,999.13 | 522.87 | |
| ADVANTAGE SALES 2L TL | 50,000.00 | 87.83 | 43,916.65 | 88.17 | 44,083.35 | 166.70 | |
| AFFINION B #1 | 125,443.32 | 92.15 | 115,603.92 | 90.25 | 113,212.59 | △ 2,391.33 | |
| AFFINION B #8 | 320.01 | 92.15 | 294.91 | 90.25 | 288.80 | △ 6.11 | |
| AFFINION GROUP TRM 2L | 193,924.90 | 85.44 | 165,701.84 | 79.88 | 154,897.51 | △ 10,804.33 | |
| AMERICAN ROCK SALT TRM | 240,089.83 | 92.16 | 221,282.87 | 90.81 | 218,031.57 | △ 3,251.30 | |
| ANCESTRY INITIAL TL | 249,375.00 | 99.31 | 247,660.54 | 99.28 | 247,582.74 | △ 77.80 | |
| ARDAGH GROUP NEW TRM | 24,562.50 | 98.68 | 24,240.11 | 99.75 | 24,501.09 | 260.98 | |
| ASCENA RETAIL B#1 TL | 110,786.90 | 93.84 | 103,973.50 | 95.38 | 105,663.00 | 1,689.50 | |
| ASCENA RETAIL B#2 TL | 13,888.89 | 93.84 | 13,034.71 | 95.38 | 13,246.52 | 211.81 | |
| ASURION 1L IRL B-1 #1 | 111,197.64 | 94.74 | 105,359.76 | 97.79 | 108,742.06 | 3,382.30 | |
| ASURION LONESTAR TRM 2L | 175,000.00 | 85.18 | 149,078.12 | 92.08 | 161,145.77 | 12,067.65 | |
| ASURION(LONESTAR) B4 IRL | 73,971.28 | 92.61 | 68,512.19 | 96.21 | 71,166.51 | 2,654.32 | |
| AVAYA INC. TERM B-7 LOAN | 260,334.42 | 68.70 | 178,871.35 | 62.67 | 163,142.98 | △ 15,728.37 | |
| AVAYA TRM B-6 | 119,085.60 | 75.49 | 89,909.62 | 69.33 | 82,565.97 | △ 7,343.65 | |
| AXALTA CO(DUPONT) TRM 01 | 66,603.26 | 98.91 | 65,877.75 | 99.23 | 66,091.81 | 214.06 | |
| BERRY PLAST TERM F LOANS | 231,517.86 | 99.53 | 230,447.08 | 99.97 | 231,453.49 | 1,006.41 | |
| BERRY PLASTICS TRM E#1 | 108,700.28 | 98.91 | 107,522.72 | 99.09 | 107,708.38 | 185.66 | |
| BMCSOFT INT FOREIGNUS TL | 73,500.00 | 81.50 | 59,902.50 | 86.50 | 63,577.50 | 3,675.00 | |
| BRAND ENERGY B #1 | 24,250.00 | 93.87 | 22,764.68 | 94.67 | 22,956.67 | 191.99 | |
| BRAND ENERGY B #10 | 250.00 | 93.87 | 234.68 | 94.67 | 236.66 | 1.98 | |
| BRICKMAN INITIAL TRM #1 | 129,971.84 | 96.71 | 125,707.20 | 97.54 | 126,768.94 | 1,061.74 | |
| BRICKMAN INITIAL TRM #7 | 116,268.68 | 96.71 | 112,453.67 | 97.54 | 113,403.47 | 949.80 | |
| BWAY CORP INITIAL TRM#1 | 45,151.64 | 94.33 | 42,593.03 | 96.25 | 43,458.45 | 865.42 | |
| BWAY CORP INITIAL TRM#10 | 125.00 | 94.33 | 117.92 | 96.25 | 120.31 | 2.39 | |
| BWAY CORP INITIAL TRM#3 | 1,924.18 | 94.33 | 1,815.13 | 96.25 | 1,852.02 | 36.89 | |
| BWAY CORP INITIAL TRM#8 | 2,049.18 | 94.33 | 1,933.05 | 96.25 | 1,972.33 | 39.28 | |
| CALPINE CORP TRM #1 | 49,000.00 | 97.12 | 47,591.25 | 97.17 | 47,611.68 | 20.43 | |
| CAPITAL AUTOMOTIVE TRM B | 132,496.20 | 99.69 | 132,098.71 | 99.73 | 132,137.40 | 38.69 | |
| CATALENT PRMA DOLLAR TRM | 147,750.30 | 99.55 | 147,090.74 | 99.57 | 147,114.08 | 23.34 | |
| CENGAGE LEARNING ORIG TL | 24,049.58 | 97.49 | 23,448.34 | 98.80 | 23,760.98 | 312.64 | |
| CERAMTEC Initial$ B-1 TL | 32,277.75 | 99.19 | 32,019.52 | 99.25 | 32,035.66 | 16.14 | |
| CERAMTEC Initial$ B-2 TL | 3,431.03 | 99.19 | 3,403.58 | 99.25 | 3,405.29 | 1.71 | |
| CERAMTEC Initial$ B-3 TL | 9,836.06 | 99.19 | 9,757.37 | 99.25 | 9,762.28 | 4.91 | |
| CHARTER TERM I LOAN | 250,000.00 | 99.82 | 249,562.50 | 100.00 | 250,000.00 | 437.50 | |
| CHEMTURA CORP TRM B#2 | 9,857.14 | 100.00 | 9,857.14 | 100.13 | 9,869.46 | 12.32 | |
| CHUCK E CHEESE 1L TRM B | 171,937.50 | 95.74 | 164,630.15 | 95.19 | 163,663.00 | △ 967.15 | |
| CITGO PETROLEUM TL | 167,910.66 | 98.41 | 165,252.13 | 99.25 | 166,651.33 | 1,399.20 | |
| CITGO PETROLEUM TL B | 24,687.50 | 96.74 | 23,885.15 | 94.71 | 23,381.11 | △ 504.04 | |
| CITYCENTER NEW TRM B | 106,931.10 | 99.38 | 106,278.82 | 99.77 | 106,686.01 | 407.19 | |
| CLEAR CHANNEL D TL | 125,000.00 | 69.16 | 86,458.37 | 68.55 | 85,687.50 | △ 770.87 | |
| COMMUNICATION SALE TL #1 | 174,125.00 | 94.16 | 163,967.76 | 96.31 | 167,704.14 | 3,736.38 | |
| CONSOLDATED CNTANR TRM#1 | 170,371.63 | 90.62 | 154,399.28 | 91.25 | 155,464.11 | 1,064.83 | |
| CONSOLDATED CNTANR TRM#2 | 71,503.37 | 90.62 | 64,799.92 | 91.25 | 65,246.82 | 446.90 | |
| DAVIDS BRIDAL INITAL #1 | 119,430.76 | 84.69 | 101,157.85 | 84.00 | 100,321.83 | △ 836.02 | |
| DAYCO PRODUCTS LLC TRM | 196,492.43 | 98.55 | 193,662.93 | 96.50 | 189,615.19 | △ 4,047.74 | |
| DPX HOLDINGS INCREM DOLL | 98,313.91 | 96.44 | 94,823.76 | 95.58 | 93,971.67 | △ 852.09 | |
| DTZ 2015 1 TL#1 | 40,702.98 | 97.54 | 39,702.37 | 97.58 | 39,719.31 | 16.94 | |
| DTZ 2015 1 TL#10 | 8,396.76 | 97.54 | 8,190.34 | 97.58 | 8,193.83 | 3.49 | |
| DTZ 2015 1 TL#2 | 2,790.86 | 97.54 | 2,722.25 | 97.58 | 2,723.41 | 1.16 | |
| DTZ 2015 1 TL#7 | 96,349.78 | 97.54 | 93,981.19 | 97.58 | 94,021.29 | 40.10 | |
| DTZ 2015 1 TL#8 | 198.05 | 97.54 | 193.19 | 97.58 | 193.26 | 0.07 | |
| DTZ 2015 1 TL#9 | 438.45 | 97.53 | 427.66 | 97.58 | 427.85 | 0.19 | |
| DTZ INITIAL TL 2L #1 | 45,872.67 | 98.49 | 45,184.57 | 98.75 | 45,299.26 | 114.69 | |
| DTZ INITIAL TL 2L #2 | 4,127.33 | 98.49 | 4,065.42 | 98.75 | 4,075.73 | 10.31 | |
| EASTMAN KODAK 1L TRM | 243,750.00 | 85.00 | 207,187.50 | 87.00 | 212,062.50 | 4,875.00 | |
| ECO SERVICES INITIAL TL | 123,750.00 | 98.16 | 121,481.29 | 96.00 | 118,800.00 | △ 2,681.29 | |
| ENERGY FUTURE DIP TL | 50,000.00 | 99.59 | 49,796.90 | 99.92 | 49,958.35 | 161.45 | |
| ENTEGRIS INC B TRM | 14,067.92 | 99.04 | 13,933.10 | 98.04 | 13,792.42 | △ 140.68 | |
| ENTEGRIS INC B TRM #02 | 2,717.39 | 99.04 | 2,691.34 | 98.04 | 2,664.17 | △ 27.17 | |
| ENVISION HEALTH TRM#7 | 14,978.95 | 99.46 | 14,899.38 | 99.75 | 14,941.50 | 42.12 | |
| ENVISION HEALTHCARE TRM# | 204,176.22 | 99.46 | 203,091.63 | 99.75 | 203,665.77 | 574.14 | |
| ENVISION HEALTHCARE TRM# | 100,047.58 | 99.46 | 99,516.12 | 99.75 | 99,797.46 | 281.34 | |
| EPICOR SOFTWARE TRM B | 124,375.00 | 96.85 | 120,462.41 | 92.34 | 114,852.60 | △ 5,609.81 | |
| EQUINOX HLDNG 1ST B #1 | 243,164.32 | 98.93 | 240,580.69 | 98.75 | 240,124.76 | △ 455.93 | |
| EZE CASTLE 1L TRM #1 | 47,864.75 | 98.08 | 46,947.32 | 97.92 | 46,867.58 | △ 79.74 | |
| EZE CASTLESOFT 2L NEW TL | 73,529.41 | 93.24 | 68,566.17 | 92.00 | 67,647.05 | △ 919.12 | |
| FEDERAL MOGUL TRM C#1 | 120,574.44 | 83.37 | 100,528.93 | 88.17 | 106,306.50 | 5,777.57 | |
| FEDERAL MOGUL TRM C#3 | 615.17 | 83.37 | 512.89 | 88.17 | 542.37 | 29.48 | |
| FIRST DATA 2018DOLLAR TL | 200,000.00 | 98.89 | 197,785.80 | 99.61 | 199,218.80 | 1,433.00 | |
| FIRST DATA CO NEW2022 TL | 582,500.00 | 98.64 | 574,594.89 | 99.31 | 578,495.31 | 3,900.42 | |
| FMG RESOURCES AUG2006 TL | 99,491.10 | 66.91 | 66,576.16 | 85.21 | 84,774.67 | 18,198.51 | |
| FORMULA ONE 2ND LIEN | 25,000.00 | 88.00 | 22,000.00 | 90.08 | 22,520.82 | 520.82 | |
| GLOBAL AVIATION 2ND LIEN | 831.44 | 0.99 | 8.31 | 1.00 | 8.31 | 0.00 | |
| GYMBOREE TRM (NEW) #1 | 246,930.83 | 52.37 | 129,330.02 | 52.54 | 129,741.65 | 411.63 | |
| HAWKER BCHCRFT TRM LC #1 | 467.58 | 26.92 | 125.91 | 26.94 | 125.95 | 0.04 | |
| HAWKER BCHCRFT TRM LC #2 | 13.65 | 26.88 | 3.67 | 26.94 | 3.67 | 0.00 | |
| HAWKER BCHCRFT TRM LC #3 | 56.54 | 26.93 | 15.23 | 26.94 | 15.23 | 0.00 | |
| HAWKER BCHCRFT TRM LC #4 | 2,810.81 | 26.93 | 757.14 | 26.94 | 757.14 | 0.00 | |
| HAWKER BCHCRFT TRM LC #5 | 106.30 | 26.93 | 28.63 | 26.94 | 28.63 | 0.00 | |
| HD SUPPLY TERM LOAN | 24,937.50 | 98.49 | 24,563.43 | 98.92 | 24,667.35 | 103.92 | |
| HEALOGICS INITIAL#1 | 123,437.50 | 84.49 | 104,304.68 | 87.50 | 108,007.81 | 3,703.13 | |
| HERCULES OFFSHORE 1L TRM | 217,801.72 | 57.99 | 126,324.99 | 65.83 | 143,386.05 | 17,061.06 | |
| HERTZ CORPORATION B-2 #1 | 198,234.40 | 98.92 | 196,103.38 | 99.05 | 196,351.17 | 247.79 | |
| HILTON INITIAL TRM#1 | 39,473.70 | 99.84 | 39,414.48 | 99.85 | 39,414.48 | 0.00 | |
| HILTON INITIAL TRM#10 | 5,427.63 | 99.85 | 5,419.49 | 99.85 | 5,419.48 | △ 0.01 | |
| HILTON INITIAL TRM#11 | 1,973.69 | 99.85 | 1,970.73 | 99.85 | 1,970.72 | △ 0.01 | |
| HILTON INITIAL TRM#2 | 31,578.95 | 99.84 | 31,531.58 | 99.85 | 31,531.58 | 0.00 | |
| HILTON INITIAL TRM#6 | 4,934.21 | 99.84 | 4,926.80 | 99.85 | 4,926.80 | 0.00 | |
| HOUSTON FUEL TRANCH B TL | 123,437.50 | 92.99 | 114,796.87 | 89.00 | 109,859.37 | △ 4,937.50 | |
| IASIS HEALTHCARE TRM B-2 | 198,229.19 | 98.19 | 194,661.06 | 98.75 | 195,751.32 | 1,090.26 | |
| INEOS DOLLAR TRM #1 | 136,868.43 | 95.49 | 130,709.35 | 97.25 | 133,104.54 | 2,395.19 | |
| INFORMATICA DOLLAR TRM | 24,937.50 | 96.12 | 23,971.17 | 97.56 | 24,329.64 | 358.47 | |
| INTERNATIONAL LEASE TRM | 75,000.00 | 99.65 | 74,737.50 | 99.69 | 74,765.62 | 28.12 | |
| IPAYMENT INC TRM #1 | 104,880.00 | 95.43 | 100,094.85 | 94.92 | 99,548.63 | △ 546.22 | |
| IPAYMENT INC TRM #2 | 760.00 | 95.43 | 725.32 | 94.92 | 721.36 | △ 3.96 | |
| J CREW INITIAL LOAN #1 | 6,491.82 | 67.09 | 4,356.01 | 68.47 | 4,444.87 | 88.86 | |
| J CREW INITIAL LOAN #2 | 6,462.40 | 67.09 | 4,336.27 | 68.47 | 4,424.72 | 88.45 | |
| J CREW INITIAL LOAN #3 | 6,553.77 | 67.09 | 4,397.57 | 68.47 | 4,487.28 | 89.71 | |
| J CREW INITIAL LOAN #4 | 5,365.43 | 67.09 | 3,600.20 | 68.47 | 3,673.64 | 73.44 | |
| JARDEN CORP B1#1 TRM | 124,363.86 | 99.85 | 124,182.53 | 99.81 | 124,130.67 | △ 51.86 | |
| JARDEN CORP B2 TRM | 249,375.00 | 99.82 | 248,938.59 | 99.83 | 248,938.59 | 0.00 | |
| JMC STEEL TRM | 111,268.09 | 96.93 | 107,860.50 | 99.50 | 110,711.74 | 2,851.24 | |
| KAR HOLDINGS NEW B-2 #1 | 318,617.36 | 99.68 | 317,621.68 | 99.50 | 317,024.27 | △ 597.41 | |
| KINDRED HEALTHCARENEW TL | 123,743.72 | 96.99 | 120,031.40 | 98.00 | 121,268.84 | 1,237.44 | |
| LANDRYS NEW TL B #1 | 138,923.34 | 99.43 | 138,141.89 | 99.40 | 138,089.79 | △ 52.10 | |
| LIBERTY CABLEVISIN 2L TL | 125,000.00 | 93.75 | 117,187.50 | 94.00 | 117,500.00 | 312.50 | |
| LIBERTY CABLEVISN B1L TL | 125,000.00 | 95.90 | 119,875.00 | 95.50 | 119,375.00 | △ 500.00 | |
| LIVE NATION TRM B-1 | 165,507.36 | 99.62 | 164,886.70 | 99.88 | 165,300.47 | 413.77 | |
| LTF MERG CLOSING DATE #1 | 22,812.50 | 97.75 | 22,299.22 | 98.88 | 22,555.85 | 256.63 | |
| LTF MERG CLOSING DATE #3 | 2,000.00 | 97.75 | 1,955.00 | 98.88 | 1,977.50 | 22.50 | |
| LTF MERG CLOSING DATE #4 | 62.50 | 97.74 | 61.09 | 98.88 | 61.79 | 0.70 | |
| MANORCARE TL | 238,125.00 | 94.41 | 224,829.76 | 86.00 | 204,787.50 | △ 20,042.26 | |
| MATCH GRO TERM B1 2 LOAN | 3,125.00 | 99.87 | 3,121.09 | 99.79 | 3,118.49 | △ 2.60 | |
| MATCH GRO TERM B-1 LOANS | 246,875.00 | 99.87 | 246,566.41 | 99.79 | 246,360.75 | △ 205.66 | |
| MCGRAW TERM B LOAN #2 | 93,643.19 | 98.49 | 92,238.54 | 98.44 | 92,180.01 | △ 58.53 | |
| METHANOL HLDNS initil TL | 248,750.00 | 92.00 | 228,850.00 | 84.00 | 208,950.00 | △ 19,900.00 | |
| MICHAELS STORES 2014 #1 | 68,235.29 | 99.35 | 67,798.17 | 99.78 | 68,081.76 | 283.59 | |
| MICHAELS STORES 2014 #2 | 852.94 | 99.34 | 847.39 | 99.78 | 851.02 | 3.63 | |
| MICHAELS STORES 2014 #3 | 11,764.71 | 99.35 | 11,689.35 | 99.78 | 11,738.23 | 48.88 | |
| MILACRON TERM LOANS | 16,506.85 | 98.37 | 16,238.61 | 98.00 | 16,176.71 | △ 61.90 | |
| MPG HOLDCO I INITIAL TL | 75,264.10 | 97.39 | 73,301.88 | 97.67 | 73,507.96 | 206.08 | |
| MPG HOLDCO I INITIAL TL4 | 84,942.73 | 97.39 | 82,728.18 | 97.67 | 82,960.76 | 232.58 | |
| MPG HOLDCO I INITIAL TL5 | 36,239.78 | 97.39 | 35,294.97 | 97.67 | 35,394.19 | 99.22 | |
| MULTIPLAN INITIAL TRM | 56,420.44 | 97.86 | 55,218.68 | 98.40 | 55,515.34 | 296.66 | |
| NCL CORP LTD TERM B LOAN | 123,750.00 | 99.62 | 123,285.93 | 99.54 | 123,182.85 | △ 103.08 | |
| NEIMAN MARCUS GROUP #1 | 123,189.03 | 88.12 | 108,560.32 | 87.19 | 107,405.43 | △ 1,154.89 | |
| NINE WEST LOANS | 123,125.00 | 54.00 | 66,487.50 | 66.00 | 81,262.50 | 14,775.00 | |
| NPC INTERNATIONAL TRM #1 | 29,260.75 | 98.99 | 28,968.14 | 99.00 | 28,968.14 | 0.00 | |
| NPC INTERNATIONAL TRM #2 | 18,036.81 | 98.99 | 17,856.44 | 99.00 | 17,856.44 | 0.00 | |
| NPC INTERNATIONAL TRM #6 | 827.45 | 98.99 | 819.17 | 99.00 | 819.17 | 0.00 | |
| NUMERCBL USD TLB-5 TRM | 249,375.00 | 95.28 | 237,604.50 | 97.06 | 242,049.60 | 4,445.10 | |
| NUMERICAB DDENOMI B1 #1 | 26,472.59 | 96.03 | 25,422.71 | 98.14 | 25,979.90 | 557.19 | |
| NUMERICAB DDENOMI B1 #6 | 67.02 | 96.03 | 64.36 | 98.14 | 65.77 | 1.41 | |
| NUMERICAB DDENOMI B2 #1 | 22,902.41 | 96.03 | 21,994.12 | 98.14 | 22,476.17 | 482.05 | |
| NUMERICAB DDENOMI B2 #6 | 57.98 | 96.03 | 55.68 | 98.14 | 56.90 | 1.22 | |
| NUMERICABLE USD TLB-6 | 250,000.00 | 95.76 | 239,419.75 | 98.13 | 245,312.50 | 5,892.75 | |
| OCEAN RIG TERM LOANS | 121,887.56 | 35.65 | 43,465.10 | 41.17 | 50,177.08 | 6,711.98 | |
| ONE CALL CARE 1L TRM B | 147,019.20 | 82.66 | 121,535.92 | 82.13 | 120,739.51 | △ 796.41 | |
| ORCHARD ACQUISITION TL01 | 117,260.87 | 63.99 | 75,046.95 | 40.00 | 46,904.34 | △ 28,142.61 | |
| ORION ENGNRD INIT DOL TL | 45,604.71 | 99.87 | 45,547.70 | 99.69 | 45,462.19 | △ 85.51 | |
| OXBOW CARBON 1L #B TRM | 66,746.76 | 92.24 | 61,573.88 | 89.38 | 59,654.91 | △ 1,918.97 | |
| PARAGON OFFSHORE TL | 246,730.77 | 23.49 | 57,981.73 | 20.88 | 51,505.04 | △ 6,476.69 | |
| PARAGON OFFSHORE TL#2 | 144.23 | 23.49 | 33.89 | 20.88 | 30.10 | △ 3.79 | |
| PARTY CITY TL #1 | 6,343.28 | 97.83 | 6,205.84 | 97.83 | 6,205.84 | 0.00 | |
| PARTY CITY TL #3 | 68,097.01 | 97.83 | 66,621.55 | 97.83 | 66,621.55 | 0.00 | |
| PARTY CITY TL #4 | 13,554.11 | 97.83 | 13,260.43 | 97.83 | 13,260.43 | 0.00 | |
| PARTY CITY TL #6 | 161,380.60 | 97.83 | 157,883.96 | 97.83 | 157,883.96 | 0.00 | |
| PERFORMANCE InitialTL #2 | 16,666.67 | 99.45 | 16,576.38 | 100.25 | 16,708.33 | 131.95 | |
| PERFORMANCE InitialTL #3 | 3,883.33 | 99.44 | 3,861.97 | 100.25 | 3,893.03 | 31.06 | |
| PETSMART TERM LOANS B1 | 16,583.34 | 96.86 | 16,062.80 | 99.20 | 16,451.18 | 388.38 | |
| PETSMART TERM LOANS B2 | 16,458.33 | 96.85 | 15,941.53 | 99.20 | 16,327.17 | 385.64 | |
| PETSMART TERM LOANS B3 | 16,583.33 | 96.86 | 16,062.79 | 99.20 | 16,451.17 | 388.38 | |
| POST HOLDINGS A IRL NEW | 11,815.64 | 99.74 | 11,786.10 | 100.13 | 11,830.40 | 44.30 | |
| PRISO ACQUISI INITIAL TL | 74,656.70 | 96.24 | 71,857.07 | 96.50 | 72,043.71 | 186.64 | |
| REGAL CINEMAS #1 | 149,609.38 | 99.83 | 149,359.98 | 99.98 | 149,586.04 | 226.06 | |
| REGAL CINEMAS #2 | 85,710.60 | 99.83 | 85,567.72 | 99.98 | 85,697.22 | 129.50 | |
| REGIONALCARE HOSPITL B2 | 73,628.15 | 98.33 | 72,400.98 | 98.00 | 72,155.58 | △ 245.40 | |
| RUE21 TERM B LOAN | 172,793.87 | 80.49 | 139,099.06 | 79.17 | 136,795.20 | △ 2,303.86 | |
| SABRE IRL | 24,437.50 | 98.90 | 24,170.22 | 99.71 | 24,366.21 | 195.99 | |
| SAMSON INV NEW TRANCHE 1 | 200,000.00 | 2.75 | 5,500.00 | 1.25 | 2,500.00 | △ 3,000.00 | |
| SCHAEFFLER AG TL B | 84,615.39 | 100.02 | 84,636.54 | 99.98 | 84,597.78 | △ 38.76 | |
| SEMINOLE GAM INITIAL #1 | 60,562.50 | 99.27 | 60,123.42 | 99.41 | 60,202.94 | 79.52 | |
| SENSATA TECH NEW TL | 123,442.18 | 98.06 | 121,050.48 | 99.13 | 122,362.06 | 1,311.58 | |
| SERTA SIMMONS TL#2 | 79,054.49 | 99.47 | 78,641.27 | 99.63 | 78,758.03 | 116.76 | |
| SERTA SIMMONS TL#3 | 64,885.50 | 99.47 | 64,546.34 | 99.63 | 64,642.17 | 95.83 | |
| SERTA SIMMONS TL#4 | 33,185.96 | 99.47 | 33,012.49 | 99.63 | 33,061.51 | 49.02 | |
| SERVICEMASTER INITIAL TL | 123,375.64 | 99.78 | 123,105.81 | 99.67 | 122,964.42 | △ 141.39 | |
| SHEARER'S FOOD 2L TL | 25,000.00 | 93.00 | 23,250.00 | 91.00 | 22,750.00 | △ 500.00 | |
| SIGNO INDUST INI TL B #1 | 8,703.70 | 96.49 | 8,399.07 | 97.00 | 8,442.58 | 43.51 | |
| SIGNO INDUST INI TL B #2 | 24,444.44 | 96.49 | 23,588.88 | 97.00 | 23,711.10 | 122.22 | |
| SPENCER SPIRI INITL #2TL | 187,229.35 | 97.37 | 182,314.57 | 96.25 | 180,208.24 | △ 2,106.33 | |
| SPENCER SPIRI INITL #7TL | 9,411.58 | 97.37 | 9,164.52 | 96.25 | 9,058.64 | △ 105.88 | |
| SPIN HOLDCO 1L #1 | 48,837.35 | 95.71 | 46,746.52 | 97.08 | 47,412.91 | 666.39 | |
| SPIN HOLDCO 1L #12 | 279.85 | 95.71 | 267.87 | 97.08 | 271.68 | 3.81 | |
| SPIN HOLDCO 1L #5 | 61,704.70 | 95.71 | 59,062.99 | 97.08 | 59,904.95 | 841.96 | |
| SPORTS AUTHORITY TRM B | 60,876.20 | 14.49 | 8,827.04 | 14.00 | 8,522.66 | △ 304.38 | |
| SUN PRODUCT TRANCHE B #1 | 245,822.04 | 94.43 | 232,148.18 | 96.25 | 236,603.71 | 4,455.53 | |
| SUN PRODUCT TRANCHE B #4 | 168.15 | 94.43 | 158.80 | 96.25 | 161.84 | 3.04 | |
| SUNGARD AVAILABILTY B TL | 133,739.84 | 85.99 | 115,016.26 | 86.25 | 115,350.61 | 334.35 | |
| SURGERY PARTN INITIAL TL | 123,750.00 | 99.16 | 122,718.79 | 99.38 | 122,976.56 | 257.77 | |
| TEKNI-PLEX B-1 #4 TRM | 187.50 | 98.37 | 184.45 | 97.75 | 183.28 | △ 1.17 | |
| TEKNI-PLEX B-1 TRM | 74,437.50 | 98.37 | 73,227.89 | 97.75 | 72,762.65 | △ 465.24 | |
| TERVITA TERM LOAN | 40,413.28 | 75.99 | 30,714.09 | 77.33 | 31,252.92 | 538.83 | |
| TEXAS COMP ELEC DIP #2 | 14,356.43 | 99.41 | 14,272.68 | 99.54 | 14,290.63 | 17.95 | |
| TEXAS COMP ELEC HOLD TL | 13,861.39 | 99.41 | 13,780.53 | 99.54 | 13,797.86 | 17.33 | |
| TEXAS COMP EXTENDED #1 | 215,071.85 | 30.43 | 65,462.49 | 28.54 | 61,385.16 | △ 4,077.33 | |
| TI GROUP AUTOMOT US TRM | 124,687.50 | 97.31 | 121,336.52 | 99.75 | 124,375.78 | 3,039.26 | |
| TOWER ATMTVE 1ST TL01 | 40,362.20 | 95.99 | 38,747.71 | 98.50 | 39,756.76 | 1,009.05 | |
| TOWNSQUARE ME INITIAL TL | 46,626.10 | 98.91 | 46,120.99 | 98.50 | 45,926.70 | △ 194.29 | |
| TPF II POWER LLC TRM | 122,956.37 | 97.43 | 119,805.61 | 94.75 | 116,501.16 | △ 3,304.45 | |
| TRANSDIGM INC D TRM | 172,375.00 | 97.33 | 167,778.27 | 98.06 | 169,035.23 | 1,256.96 | |
| TRANSDIGM TRANCHE E TL | 96,324.48 | 96.37 | 92,832.71 | 97.95 | 94,349.82 | 1,517.11 | |
| TRIBUNE INITIAL TRM B | 91,750.31 | 98.49 | 90,374.05 | 98.92 | 90,756.37 | 382.32 | |
| US FOODSERVICE TERM LOAN | 121,136.81 | 98.81 | 119,698.31 | 99.21 | 120,185.03 | 486.72 | |
| VALEANT F1 TR B #1 TL | 49,500.00 | 96.12 | 47,579.40 | 94.75 | 46,901.25 | △ 678.15 | |
| WILSONART INITIAL NEW | 242,500.33 | 97.16 | 235,629.56 | 97.96 | 237,549.20 | 1,919.64 | |
| XO COMMUNICATIONS LLC TL | 122,812.50 | 97.74 | 120,049.21 | 99.60 | 122,321.25 | 2,272.04 | |
| YELL GROUP FAC. A2 #1 | 42,384.33 | 203.49 | 86,252.11 | 200.50 | 84,980.58 | △ 1,271.53 | |
| YELL GROUP FAC. B2 #1 | 173,519.54 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| 小計 | 16,295,150.24 | 16,310,010.40 | 14,860.16 | ||||
| 銘柄数:213 | (1,856,017,612) | (1,857,710,184) | (1,692,572) | ||||
| 組入時価比率:36.6% | 100.0% | ||||||
| ユーロ | |||||||
| YELL SPAIN EUR #1 | 1,531.36 | 203.24 | 3,112.48 | 200.25 | 3,066.54 | △ 45.94 | |
| 小計 | 3,112.48 | 3,066.54 | △ 45.94 | ||||
| 銘柄数:1 | (393,479) | (387,671) | (△ 5,808) | ||||
| 組入時価比率:0.0% | 0.0% | ||||||
| 貸付債権計 | 1,856,411,091 | 1,858,097,855 | 1,686,764 | ||||
| (1,856,411,091) | (1,858,097,855) | (1,686,764) | |||||
| 100.0% | |||||||
| 合計 | 1,856,411,091 | 1,858,097,855 | 1,686,764 | ||||
| (1,856,411,091) | (1,858,097,855) | (1,686,764) | |||||
| (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。
