有価証券報告書(内国投資信託受益証券)-第20期(平成25年9月18日-平成26年3月17日)
ハイ・イールド ボンド オープンマザーファンド
貸借対照表
注記表
附属明細表
該当事項はありません。
第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| (単位:円) | |
| (平成26年 3月17日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 1,022,638,971 |
| コール・ローン | 201,884,463 |
| 社債券 | 18,310,727,556 |
| 派生商品評価勘定 | 180,000 |
| 未収入金 | 78,064,874 |
| 未収利息 | 360,404,595 |
| 前払費用 | 4,317,747 |
| 流動資産合計 | 19,978,218,206 |
| 資産合計 | 19,978,218,206 |
| 負債の部 | |
| 流動負債 | |
| 未払金 | 367,650,771 |
| 未払解約金 | 94,300,000 |
| 流動負債合計 | 461,950,771 |
| 負債合計 | 461,950,771 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,537,668,630 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 15,978,598,805 |
| 元本等合計 | 19,516,267,435 |
| 純資産合計 | 19,516,267,435 |
| 負債純資産合計 | 19,978,218,206 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.運用資産の評価基準及び評価方法 | 社債券 |
| 原則として時価で評価しております。 時価評価にあたっては、価格情報会社の提供する価額等で評価しております。 | |
| 為替予約取引 | |
| 計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。 | |
| 2.外貨建資産・負債の本邦通貨への換算基準 | 信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算しております。 |
| 3.費用・収益の計上基準 | 有価証券売買等損益 |
| 約定日基準で計上しております。 | |
| 為替差損益 | |
| 約定日基準で計上しております。 | |
| 4.金融商品の時価等に関する事項の補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。 |
| (貸借対照表に関する注記) |
| 平成26年 3月17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 | 5.5167円 | ||
| (10,000口当たり純資産額) | (55,167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 平成25年 9月18日 至 平成26年 3月17日 |
| 1.金融商品に対する取組方針 |
| 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する運用の基本方針に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びその金融商品に係るリスク |
| 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 当ファンドが保有する有価証券の詳細は、附属明細表に記載しております。 これらは、金利変動リスク、為替変動リスクなどの市場リスク、信用リスク及び流動性リスクにさらされております。 当ファンドは、信託財産に属する外貨建資金の受渡を行うことを目的として、為替予約取引を利用しております。 |
| 3.金融商品に係るリスク管理体制 |
| 委託会社においては、独立した投資リスク管理に関する委員会を設け、パフォーマンスの考査及び運用リスクの管理を行なっております。 ○市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析･把握し、投資方針に沿っているか等の管理を行なっております。 ○信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集･分析を常時、継続し、格付等の信用度に応じた組入制限等の管理を行なっております。 ○流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行なっております。 |
| (2)金融商品の時価等に関する事項 |
| 平成26年 3月17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 |
| 平成26年 3月17日現在 | |
| 期首 | 平成25年 9月18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 | 3,679,095,044円 |
| 同期中における追加設定元本額 | 419,556,856円 |
| 同期中における一部解約元本額 | 560,983,270円 |
| 期末元本額 | 3,537,668,630円 |
| 期末元本額の内訳* | |
| ハイ・イールド ボンド オープンAコース | 497,449,080円 |
| ハイ・イールド ボンド オープンBコース | 1,052,911,182円 |
| ハイ・イールド ボンド オープンCコース | 25,154,528円 |
| ハイ・イールド ボンド オープンDコース | 440,235,991円 |
| ハイブリッド・インカムオープン | 397,145,091円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 452,871,450円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 671,901,308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(平成26年 3月17日現在) |
該当事項はありません。
| (2)株式以外の有価証券(平成26年 3月17日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米ドル | ABC SUPPLY CO INC | 175,000.00 | 180,250.00 | |
| ACCURIDE CORP | 100,000.00 | 102,500.00 | |||
| ACTIVISION BLIZZARD | 350,000.00 | 375,375.00 | |||
| ACTIVISION BLIZZARD | 200,000.00 | 218,000.00 | |||
| ADVANCED MICRO DEVICES | 200,000.00 | 199,250.00 | |||
| AES CORPORATION | 610,000.00 | 696,925.00 | |||
| AES CORPORATION | 125,000.00 | 120,625.00 | |||
| AGUILA 3 SA | 150,000.00 | 159,093.75 | |||
| AINSWORTH LUMBER LTD | 113,000.00 | 121,192.50 | |||
| AIR CANADA | 200,000.00 | 214,250.00 | |||
| AIRCASTLE LTD | 250,000.00 | 271,875.00 | |||
| AIRCASTLE LTD | 150,000.00 | 150,375.00 | |||
| ALBEA BEAUTY HOLDINGS SA | 250,000.00 | 269,375.00 | |||
| ALERE INC | 175,000.00 | 192,500.00 | |||
| ALERIS INTL INC | 300,000.00 | 314,625.00 | |||
| ALERIS INTL INC | 150,000.00 | 157,125.00 | |||
| ALGECO SCOTSMAN GLOB FIN | 450,000.00 | 493,875.00 | |||
| ALLEGION US HOLDING CO | 100,000.00 | 104,750.00 | |||
| ALLEN SYSTEMS GROUP INC | 425,000.00 | 244,375.00 | |||
| ALLIANT TECHSYSTEMS INC | 150,000.00 | 153,375.00 | |||
| ALLY FINANCIAL | 1,425,000.00 | 1,733,156.25 | |||
| ALLY FINANCIAL INC | 275,000.00 | 300,437.50 | |||
| ALLY FINANCIAL INC | 950,000.00 | 1,134,062.50 | |||
| ALPHA NATURAL RESOURCES | 200,000.00 | 161,000.00 | |||
| ALPHA NATURAL RESOURCES | 200,000.00 | 157,000.00 | |||
| ALTA MESA HLDGS/FINANC S | 800,000.00 | 858,000.00 | |||
| ALTICE FINANCING SA | 200,000.00 | 208,000.00 | |||
| ALTICE FINCO SA | 200,000.00 | 214,000.00 | |||
| AMC NETWORKS INC | 200,000.00 | 199,000.00 | |||
| AMERICAN ACHIEVEMENT COR | 75,000.00 | 79,125.00 | |||
| AMERICAN AXLE & MFG INC | 100,000.00 | 104,750.00 | |||
| AMERICAN GILSONITE CO | 275,000.00 | 281,187.50 | |||
| AMERICAN GREETINGS | 375,000.00 | 392,343.75 | |||
| AMERISTAR CASINOS INC | 375,000.00 | 407,812.50 | |||
| AMGH MERGER SUB INC | 200,000.00 | 216,750.00 | |||
| AMSTED INDUSTRIES | 125,000.00 | 125,625.00 | |||
| AMSURG CORP | 150,000.00 | 158,250.00 | |||
| ANTERO RESOURCES CORP | 225,000.00 | 227,953.12 | |||
| ANTERO RESOURCES FINANCE | 260,000.00 | 278,850.00 | |||
| APERAM | 150,000.00 | 155,062.50 | |||
| APERAM | 225,000.00 | 239,625.00 | |||
| APPROACH RESOURCES INC | 125,000.00 | 129,687.50 | |||
| APX GROUP INC | 425,000.00 | 433,500.00 | |||
| ARAMARK CORP | 350,000.00 | 367,937.50 | |||
| ARCELORMITTAL | 350,000.00 | 371,875.00 | |||
| ARCELORMITTAL | 625,000.00 | 637,500.00 | |||
| ARCH COAL INC | 325,000.00 | 260,000.00 | |||
| ARCH COAL INC | 200,000.00 | 178,500.00 | |||
| ARTESYN ESCROW INC | 400,000.00 | 400,000.00 | |||
| ASHTEAD CAPITAL INC | 575,000.00 | 623,875.00 | |||
| ATKORE INTERNATIONAL INC | 605,000.00 | 652,643.75 | |||
| ATLANTIC POWER CORP | 275,000.00 | 290,468.75 | |||
| AUDATEX NORTH AMERICA IN | 300,000.00 | 319,500.00 | |||
| AUDATEX NORTH AMERICA IN | 125,000.00 | 133,125.00 | |||
| AUS FINANCE PTY LTD | 225,000.00 | 205,312.50 | |||
| AUTONATION INC | 150,000.00 | 162,000.00 | |||
| AVIS BUDGET CAR RENTAL | 525,000.00 | 565,687.50 | |||
| AVIS BUDGET CAR/FINANCE | 175,000.00 | 176,750.00 | |||
| AVIV HEALTHCARE PROPERTI | 200,000.00 | 216,000.00 | |||
| BANK OF AMERICA CORP | 250,000.00 | 283,000.00 | |||
| BANK OF AMERICA CORP | 325,000.00 | 304,297.50 | |||
| BANKRATE INC | 875,000.00 | 927,500.00 | |||
| BARCLAYS BANK PLC | 200,000.00 | 221,250.00 | |||
| BARCLAYS PLC | 400,000.00 | 415,800.00 | |||
| BIOMET INC | 300,000.00 | 322,875.00 | |||
| BLOCK COMMUNICATIONS INC | 375,000.00 | 402,187.50 | |||
| BLUELINE RENTAL FINANCE | 125,000.00 | 131,562.50 | |||
| BOART LONGYEAR MANAGEMEN | 275,000.00 | 206,250.00 | |||
| BOISE CASCADE LLC/FIN | 125,000.00 | 133,750.00 | |||
| BRIGHTSTAR CORP | 150,000.00 | 165,750.00 | |||
| BROOKFIELD RESIDENTIAL | 225,000.00 | 240,187.50 | |||
| BROWN SHOE CO INC | 225,000.00 | 239,625.00 | |||
| BUILDING MATERIALS CORP | 300,000.00 | 324,750.00 | |||
| BUILDING MATERIALS CORP | 275,000.00 | 298,375.00 | |||
| BWAY HOLDING CO | 325,000.00 | 346,531.25 | |||
| CABLEVISION SYSTEMS CORP | 625,000.00 | 640,625.00 | |||
| CAESARS ENTERTAINMENT OP | 350,000.00 | 310,625.00 | |||
| CAESARS OPERATING ESCROW | 400,000.00 | 349,250.00 | |||
| CALCIPAR SA | 425,000.00 | 454,750.00 | |||
| CALFRAC HOLDINGS LP | 250,000.00 | 261,875.00 | |||
| CALPINE CORP | 658,000.00 | 723,800.00 | |||
| CALPINE CORP | 179,000.00 | 196,900.00 | |||
| CALPINE CORP | 175,000.00 | 184,625.00 | |||
| CALPINE CORP | 175,000.00 | 178,062.50 | |||
| CARMIKE CINEMAS INC | 125,000.00 | 136,875.00 | |||
| CASCADES INC | 525,000.00 | 547,640.62 | |||
| CASTLE (AM) & CO | 150,000.00 | 169,312.50 | |||
| CB RICHARD ELLIS SERVICE | 450,000.00 | 482,625.00 | |||
| CBS OUT AMER CAP LLC/COR | 125,000.00 | 126,875.00 | |||
| CBS OUT AMER CAP LLC/COR | 125,000.00 | 127,812.50 | |||
| CCO HLDGS LLC/CAP CORP | 1,000,000.00 | 1,093,750.00 | |||
| CCO HLDGS LLC/CAP CORP | 675,000.00 | 667,406.25 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 242,187.50 | |||
| CENTENE CORP | 200,000.00 | 218,000.00 | |||
| CENTRAL GARDEN & PET CO | 575,000.00 | 589,375.00 | |||
| CENTURY INTERMEDIATE HLD | 225,000.00 | 238,218.75 | |||
| CENTURYLINK INC | 550,000.00 | 562,375.00 | |||
| CENTURYLINK INC | 125,000.00 | 132,187.50 | |||
| CENTURYLINK INC | 425,000.00 | 402,687.50 | |||
| CEQUEL COM ESCRW 1/CAP C | 225,000.00 | 235,687.50 | |||
| CEQUEL COM HLDG I/CAP CP | 75,000.00 | 74,250.00 | |||
| CHC HELICOPTER SA | 675,000.00 | 735,750.00 | |||
| CHESAPEAKE ENERGY CORP | 225,000.00 | 253,687.50 | |||
| CHESAPEAKE ENERGY CORP | 50,000.00 | 56,625.00 | |||
| CHESAPEAKE ENERGY CORP | 200,000.00 | 220,000.00 | |||
| CHESAPEAKE ENERGY CORP | 250,000.00 | 266,250.00 | |||
| CHESAPEAKE ENERGY CORP | 300,000.00 | 320,250.00 | |||
| CHESAPEAKE OIL OP/FIN | 350,000.00 | 366,187.50 | |||
| CHOCTAW RESORT DEVEL ENT | 1,023,000.00 | 1,017,885.00 | |||
| CHRYSLER GP/CG CO-ISSUER | 600,000.00 | 658,500.00 | |||
| CHRYSLER GP/CG CO-ISSUER | 600,000.00 | 678,000.00 | |||
| CHS/COMMUNITY HEALTH | 525,000.00 | 546,000.00 | |||
| CHS/COMMUNITY HEALTH SYS | 650,000.00 | 718,380.00 | |||
| CHS/COMMUNITY HEALTH SYS | 500,000.00 | 543,125.00 | |||
| CIMAREX ENERGY CO | 250,000.00 | 270,625.00 | |||
| CINEMARK USA INC | 100,000.00 | 100,000.00 | |||
| CIT GROUP INC | 500,000.00 | 525,000.00 | |||
| CIT GROUP INC | 175,000.00 | 176,868.82 | |||
| CIT GROUP INC | 175,000.00 | 181,276.37 | |||
| CITIGROUP INC | 175,000.00 | 170,406.25 | |||
| CLEAR CHANNEL WORLDWIDE | 100,000.00 | 106,750.00 | |||
| CLEAR CHANNEL WORLDWIDE | 700,000.00 | 752,500.00 | |||
| CLEAR CHANNEL WORLDWIDE | 150,000.00 | 157,875.00 | |||
| CLEAR CHANNEL WORLDWIDE | 600,000.00 | 636,000.00 | |||
| CLEAVER-BROOKS INC | 175,000.00 | 194,687.50 | |||
| CLOUD PEAK ENRGY RES/FIN | 50,000.00 | 50,875.00 | |||
| CNG HOLDINGS INC | 650,000.00 | 620,750.00 | |||
| CNH CAPITAL LLC | 175,000.00 | 178,062.50 | |||
| COEUR D'ALENE MINES CORP | 125,000.00 | 128,125.00 | |||
| COGECO CABLE INC | 175,000.00 | 174,781.25 | |||
| COGENT COMMUNICATIONS GR | 475,000.00 | 517,750.00 | |||
| COLT DEFENSE/FINANCE | 400,000.00 | 368,000.00 | |||
| COMMERCIAL METALS CO | 100,000.00 | 96,125.00 | |||
| COMMUNITY CHOICE FINANCI | 350,000.00 | 303,625.00 | |||
| CONCHO RESOURCES INC | 525,000.00 | 570,937.50 | |||
| CONCHO RESOURCES INC | 100,000.00 | 104,250.00 | |||
| CONSOLIDATEC COMM FIN CO | 275,000.00 | 320,375.00 | |||
| CONSTELLATION BRANDS INC | 225,000.00 | 218,812.50 | |||
| CONSTELLATION BRANDS INC | 450,000.00 | 497,250.00 | |||
| CONTL AIRLINES 2012-3 C | 100,000.00 | 106,250.00 | |||
| COVANTA HOLDING CORP | 100,000.00 | 101,125.00 | |||
| CRESTWOOD MIDSTREAM PART | 125,000.00 | 130,625.00 | |||
| CRESTWOOD MIDSTREAM PART | 125,000.00 | 130,625.00 | |||
| CROWN CASTLE INTL CORP | 375,000.00 | 381,562.50 | |||
| CTP TRANS PROD LLC/ FINA | 100,000.00 | 108,000.00 | |||
| CVR REF LLC/COFF FIN INC | 325,000.00 | 339,625.00 | |||
| CYRUSONE LP/CYRUSONE FIN | 175,000.00 | 183,750.00 | |||
| D.R. HORTON INC | 225,000.00 | 226,687.50 | |||
| DARLING ESCROW CORP | 175,000.00 | 178,281.25 | |||
| DENBURY RESOURCES INC | 250,000.00 | 233,750.00 | |||
| DIGICEL LIMITED | 525,000.00 | 531,562.50 | |||
| DISH DBS CORP | 350,000.00 | 363,125.00 | |||
| DISH DBS CORP | 1,250,000.00 | 1,475,000.00 | |||
| DISH DBS CORP | 350,000.00 | 362,250.00 | |||
| DISH DBS CORP | 225,000.00 | 236,250.00 | |||
| DUFRY FINANCE SCA | 200,000.00 | 208,000.00 | |||
| DUPONT FABROS TECH LP | 175,000.00 | 185,937.50 | |||
| DYNACAST INTL LLC/FIN IN | 525,000.00 | 586,687.50 | |||
| EACCESS LTD | 325,000.00 | 355,468.75 | |||
| EARTHLINK INC | 500,000.00 | 503,750.00 | |||
| EL PASO LLC | 1,750,000.00 | 1,728,097.00 | |||
| ELDORADO GOLD CORP | 225,000.00 | 223,875.00 | |||
| EMECO PTY LTD | 200,000.00 | 206,000.00 | |||
| ENDO FINANCE LLC | 325,000.00 | 331,500.00 | |||
| ENDO PHARMACEUT HLDGS IN | 300,000.00 | 325,125.00 | |||
| ENERGY XXI GULF COAST IN | 200,000.00 | 209,000.00 | |||
| ENERGYSOLUTIONS INC/LLC | 525,000.00 | 560,437.50 | |||
| EQUINIX INC | 1,025,000.00 | 1,042,937.50 | |||
| ESSAR STEEL ALGOMA INC | 275,000.00 | 270,875.00 | |||
| EV ENERGY PARTNERS/FINAN | 125,000.00 | 129,375.00 | |||
| EXPRESS LLC | 710,000.00 | 744,619.60 | |||
| EXPRO FINANCE LUXEMBOURG | 398,000.00 | 415,163.75 | |||
| FERRELLGAS LP/FERRELLGAS | 125,000.00 | 131,250.00 | |||
| FERRELLGAS PARTNERS LP | 341,000.00 | 364,870.00 | |||
| FGI OPERATING CO LLC/FIN | 125,000.00 | 133,750.00 | |||
| FIRST DATA CORPORATION | 175,000.00 | 188,125.00 | |||
| FIRST DATA CORPORATION | 675,000.00 | 727,312.50 | |||
| FIRST QUALITY FINANCE CO | 50,000.00 | 48,750.00 | |||
| FIRST QUANTUM MINERALS L | 150,000.00 | 155,250.00 | |||
| FLORIDA EAST RR | 400,000.00 | 418,540.00 | |||
| FLY LEASING LTD | 400,000.00 | 419,000.00 | |||
| FMG RESOURCES AUG 2006 | 275,000.00 | 300,093.75 | |||
| FOREST LABORATORIES INC | 200,000.00 | 211,500.00 | |||
| FREESCALE SEMICONDUCTOR | 425,000.00 | 449,437.50 | |||
| FRESENIUS MED CARE II | 325,000.00 | 348,562.50 | |||
| FRESENIUS MED CARE II | 425,000.00 | 451,562.50 | |||
| FRONTIER COMMUNICATIONS | 1,125,000.00 | 1,314,843.75 | |||
| FRONTIER COMMUNICATIONS | 100,000.00 | 115,375.00 | |||
| FRONTIER COMMUNICATIONS | 75,000.00 | 78,187.50 | |||
| FTI CONSULTING INC | 200,000.00 | 205,750.00 | |||
| GANNETT CO INC | 700,000.00 | 740,250.00 | |||
| GANNETT CO INC | 200,000.00 | 209,500.00 | |||
| GANNETT CO INC | 125,000.00 | 132,812.50 | |||
| GARDA WORLD SECURITY COR | 225,000.00 | 241,312.50 | |||
| GCI INC | 525,000.00 | 561,750.00 | |||
| GENCORP INC | 75,000.00 | 81,375.00 | |||
| GENERAL MOTORS FINL CO | 125,000.00 | 127,056.25 | |||
| GENON ESCROW CORP | 425,000.00 | 432,437.50 | |||
| GENON ESCROW CORP | 925,000.00 | 943,500.00 | |||
| GEO GROUP INC/THE | 125,000.00 | 128,437.50 | |||
| GESTAMP FUND LUX SA | 200,000.00 | 206,000.00 | |||
| GIBRALTAR STEEL CORP OF | 100,000.00 | 106,750.00 | |||
| GLOBAL BRASS AND COPPER | 650,000.00 | 750,750.00 | |||
| GLP CAPITAL LP / FIN II | 175,000.00 | 181,562.50 | |||
| GLP CAPITAL LP / FIN II | 325,000.00 | 334,750.00 | |||
| GLP CAPITAL LP / FIN II | 825,000.00 | 851,812.50 | |||
| GMAC LLC | 300,000.00 | 370,680.00 | |||
| GRAFTECH INTERNATIONAL | 175,000.00 | 180,687.50 | |||
| GREAT LAKES DREDGE&DOCK | 250,000.00 | 261,250.00 | |||
| GREIF INC | 250,000.00 | 285,000.00 | |||
| GRIFFON CORPORATION | 125,000.00 | 123,437.50 | |||
| GRIFOLS INC | 500,000.00 | 532,475.00 | |||
| H&E EQUIPMENT SERVICES | 150,000.00 | 164,625.00 | |||
| HARLAND CLARKE HLDINGS | 125,000.00 | 127,343.75 | |||
| HARLAND CLARKE HOLDINGS | 150,000.00 | 165,750.00 | |||
| HCA HOLDINGS INC | 225,000.00 | 240,234.75 | |||
| HCA INC | 525,000.00 | 525,984.37 | |||
| HCA INC | 900,000.00 | 1,024,875.00 | |||
| HCA INC | 1,145,000.00 | 1,172,193.75 | |||
| HCA INC | 325,000.00 | 320,937.50 | |||
| HECLA MINING CO | 225,000.00 | 222,187.50 | |||
| HERCULES OFFSHORE INC | 300,000.00 | 317,853.00 | |||
| HERCULES OFFSHORE INC | 125,000.00 | 138,750.00 | |||
| HERCULES OFFSHORE INC | 500,000.00 | 527,500.00 | |||
| HERCULES OFFSHORE INC | 225,000.00 | 225,281.25 | |||
| HERTZ CORP | 660,000.00 | 707,025.00 | |||
| HERTZ CORP | 200,000.00 | 211,000.00 | |||
| HEXION US FINANCE CORP | 400,000.00 | 414,000.00 | |||
| HILAND PART LP/CORP | 150,000.00 | 163,125.00 | |||
| HILCORP ENERGY I/HILCORP | 350,000.00 | 384,125.00 | |||
| HILTON WORLDWIDE FINANCE | 475,000.00 | 498,453.12 | |||
| HOLLY ENERGY PARTNERS LP | 700,000.00 | 728,875.00 | |||
| HUGHES SATELLITE SYSTEMS | 500,000.00 | 562,500.00 | |||
| HUNTSMAN INTERNATIONAL L | 400,000.00 | 404,000.00 | |||
| IAMGOLD CORP | 350,000.00 | 304,500.00 | |||
| ICAHN ENTERPRISES/FIN | 225,000.00 | 226,125.00 | |||
| ICAHN ENTERPRISES/FIN | 300,000.00 | 303,000.00 | |||
| ICAHN ENTERPRISES/FIN | 225,000.00 | 238,218.75 | |||
| ICAHN ENTERPRISES/FIN | 825,000.00 | 829,125.00 | |||
| ICON HEALTH & FITNESS | 575,000.00 | 534,750.00 | |||
| IFM US COLONIAL PIPELINE | 150,000.00 | 164,569.35 | |||
| IGATE CORP | 575,000.00 | 606,625.00 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 284,250.00 | |||
| IMS HEALTH INC | 250,000.00 | 264,062.50 | |||
| INTELSAT JACKSON HLDG | 825,000.00 | 895,125.00 | |||
| INTELSAT JACKSON HLDG | 750,000.00 | 726,562.50 | |||
| INTL LEASE FINANCE CORP | 725,000.00 | 852,781.25 | |||
| INTL LEASE FINANCE CORP | 575,000.00 | 692,875.00 | |||
| INTL LEASE FINANCE CORP | 500,000.00 | 527,500.00 | |||
| INTREPID AVIATION GRP HL | 200,000.00 | 207,000.00 | |||
| INVENTIV HEALTH INC | 250,000.00 | 265,625.00 | |||
| IRON MOUNTAIN INC | 28,000.00 | 29,820.00 | |||
| ISLE OF CAPRI CASINOS | 150,000.00 | 152,250.00 | |||
| J.B. POINDEXTER & CO | 225,000.00 | 241,875.00 | |||
| JACK COOPER HOLDINGS COR | 125,000.00 | 137,968.75 | |||
| JAGUAR HOLDING CO/MERGER | 150,000.00 | 168,000.00 | |||
| JAGUAR LAND ROVER PLC | 150,000.00 | 170,625.00 | |||
| JBS INVESTMENTS GMBH | 200,000.00 | 209,500.00 | |||
| JBS USA LLC/JBS USA FINA | 275,000.00 | 289,781.25 | |||
| JMC STEEL GROUP | 275,000.00 | 283,593.75 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 289,437.50 | |||
| JPMORGAN CHASE & CO | 125,000.00 | 124,062.50 | |||
| JPMORGAN CHASE & CO | 450,000.00 | 446,464.80 | |||
| KB HOME | 600,000.00 | 712,500.00 | |||
| KB HOME | 50,000.00 | 56,500.00 | |||
| KB HOME | 175,000.00 | 186,812.50 | |||
| KCG HOLDINGS INC | 200,000.00 | 215,000.00 | |||
| KEHE DISTRIBUTORS LLC/FI | 100,000.00 | 107,187.50 | |||
| KENAN ADVANTAGE GROUP | 275,000.00 | 291,500.00 | |||
| KENNEDY-WILSON INC | 125,000.00 | 136,562.50 | |||
| KINDER MORGAN INC/DELAWA | 150,000.00 | 150,375.00 | |||
| KINDER MORGAN INC/DELAWA | 275,000.00 | 274,312.50 | |||
| KINOVE GERMAN BONDCO GMB | 229,000.00 | 249,610.00 | |||
| KODIAK OIL & GAS CORP | 125,000.00 | 127,812.50 | |||
| KODIAK OIL & GAS CORP | 100,000.00 | 101,750.00 | |||
| L BRANDS INC | 325,000.00 | 336,375.00 | |||
| LADDER CAP FIN LLC/CORP | 250,000.00 | 268,750.00 | |||
| LAMAR MEDIA CORP | 509,000.00 | 539,540.00 | |||
| LAMAR MEDIA CORP | 650,000.00 | 645,125.00 | |||
| LAREDO PETROLEUM INC | 300,000.00 | 331,500.00 | |||
| LBG CAPITAL NO.1 PLC | 350,000.00 | 376,267.50 | |||
| LENDER PROCESS SERVICES | 375,000.00 | 398,437.50 | |||
| LENNAR CORP | 225,000.00 | 239,062.50 | |||
| LENNAR CORP | 275,000.00 | 311,437.50 | |||
| LENNAR CORP | 250,000.00 | 241,250.00 | |||
| LIBBEY GLASS INC | 135,000.00 | 147,993.75 | |||
| LIBERTY TIRE RECYCLING | 325,000.00 | 316,875.00 | |||
| LIFEPOINT HOSPITALS INC | 250,000.00 | 260,000.00 | |||
| LIMITED BRANDS INC | 600,000.00 | 729,000.00 | |||
| LIMITED BRANDS INC | 225,000.00 | 257,625.00 | |||
| LIMITED BRANDS INC | 275,000.00 | 288,750.00 | |||
| LIN TELEVISION CORP | 350,000.00 | 366,625.00 | |||
| LIN TELEVISION CORP | 75,000.00 | 79,500.00 | |||
| LINN ENERGY LLC/FIN CORP | 300,000.00 | 311,250.00 | |||
| LKQ CORP | 150,000.00 | 143,250.00 | |||
| LYNX I CORP | 200,000.00 | 207,000.00 | |||
| LYNX II CORP | 200,000.00 | 211,500.00 | |||
| MANITOWOC COMPANY INC | 150,000.00 | 158,250.00 | |||
| MARKWEST ENERGY PART/FIN | 325,000.00 | 353,437.50 | |||
| MARKWEST ENERGY PART/FIN | 511,000.00 | 551,880.00 | |||
| MARQUETTE TRANS CO/FINAN | 450,000.00 | 475,875.00 | |||
| MASONITE INTERNATIONAL C | 325,000.00 | 359,937.50 | |||
| MATTAMY GROUP CORP | 250,000.00 | 252,187.50 | |||
| MCCLATCHY CO | 225,000.00 | 260,437.50 | |||
| MEDASSETS INC | 175,000.00 | 188,125.00 | |||
| MEG ENERGY CORP | 325,000.00 | 342,062.50 | |||
| MEG ENERGY CORP | 800,000.00 | 826,000.00 | |||
| MERITAGE HOMES CORP | 75,000.00 | 76,921.87 | |||
| MERITAGE HOMES CORP | 150,000.00 | 165,375.00 | |||
| MERITOR INC | 125,000.00 | 125,312.50 | |||
| METROPCS WIRELESS INC | 400,000.00 | 425,500.00 | |||
| MGM RESORTS INTL | 575,000.00 | 635,375.00 | |||
| MGM RESORTS INTL | 375,000.00 | 410,156.25 | |||
| MGM RESORTS INTL | 275,000.00 | 317,707.50 | |||
| MICRON TECHNOLOGY INC | 175,000.00 | 182,875.00 | |||
| MILLAR WESTERN FOREST | 75,000.00 | 79,500.00 | |||
| MISA INVESTMENTS LTD | 50,000.00 | 51,750.00 | |||
| MPL 2 ACQUISITION CANCO | 325,000.00 | 346,937.50 | |||
| MPT OPER PARTNERSP/FINL | 600,000.00 | 651,000.00 | |||
| MPT OPER PARTNERSP/FINL | 400,000.00 | 428,500.00 | |||
| MRT MID PART/MRT MID FIN | 225,000.00 | 234,000.00 | |||
| NAI ENTERTAINMENT HLDING | 75,000.00 | 78,375.00 | |||
| NANA DEVELOPMENT CORP | 225,000.00 | 233,156.25 | |||
| NATIONAL CINEMEDIA LLC | 475,000.00 | 524,875.00 | |||
| NATIONAL CINEMEDIA LLC | 375,000.00 | 397,500.00 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 221,000.00 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 202,500.00 | |||
| NATIONSTAR MORT/CAP CORP | 300,000.00 | 282,750.00 | |||
| NATIONSTAR MORT/CAP CORP | 500,000.00 | 463,750.00 | |||
| NBTY INC | 575,000.00 | 623,875.00 | |||
| NCR ESCROW CORP | 100,000.00 | 105,750.00 | |||
| NCR ESCROW CORP | 200,000.00 | 212,000.00 | |||
| NETFLIX INC | 100,000.00 | 103,875.00 | |||
| NEUBERGER BERMAN GRP/FIN | 250,000.00 | 265,625.00 | |||
| NEUSTAR INC | 125,000.00 | 108,750.00 | |||
| NIELSEN CO LUX SARL/THE | 300,000.00 | 316,500.00 | |||
| NII CAPITAL CORP | 225,000.00 | 75,375.00 | |||
| NII INTERNATL TELECOM SA | 275,000.00 | 195,937.50 | |||
| NORTH AMERICAN ENERGY AL | 175,000.00 | 182,000.00 | |||
| NOVA CHEMICALS CORP | 125,000.00 | 134,218.75 | |||
| NRG ENERGY INC | 150,000.00 | 168,750.00 | |||
| NRG ENERGY INC | 500,000.00 | 550,000.00 | |||
| NRG ENERGY INC | 600,000.00 | 621,000.00 | |||
| NSG HOLDINGS LLC/NSG HLD | 726,000.00 | 778,635.00 | |||
| NXP BV/NXP FUNDING LLC | 200,000.00 | 201,500.00 | |||
| OPPENHEIMER HOLDINGS INC | 275,000.00 | 293,562.50 | |||
| OSHKOSH CORP | 100,000.00 | 102,250.00 | |||
| PACIFIC DRILLING SA | 175,000.00 | 176,750.00 | |||
| PACIFIC DRILLING V LTD | 200,000.00 | 216,000.00 | |||
| PALACE ENT HLDG LLC/CORP | 275,000.00 | 286,687.50 | |||
| PARKER DRILLING CO | 150,000.00 | 156,187.50 | |||
| PEABODY ENERGY CORP | 925,000.00 | 982,812.50 | |||
| PENN NATIONAL GAMING INC | 225,000.00 | 219,375.00 | |||
| PENN VIRGINIA RESOURCE | 275,000.00 | 287,718.75 | |||
| PENN VIRGINIA RESOURCE | 125,000.00 | 133,437.50 | |||
| PENSKE AUTO GROUP INC | 350,000.00 | 364,000.00 | |||
| PERSTORP HOLDING AB | 200,000.00 | 215,500.00 | |||
| PETROLEUM GEO-SERVICES | 200,000.00 | 216,500.00 | |||
| PHIBRO ANIMAL HEALTH COR | 350,000.00 | 372,750.00 | |||
| PHYSIO-CONTROL INTL INC | 261,000.00 | 294,277.50 | |||
| PIONEER ENERGY SERVICES | 125,000.00 | 125,937.50 | |||
| PLAINS EXPLORATION & PRO | 350,000.00 | 385,875.00 | |||
| PLAINS EXPLORATION & PRO | 450,000.00 | 495,562.50 | |||
| PLAINS EXPLORATION & PRO | 325,000.00 | 358,718.75 | |||
| PNK FINANCE CORP | 400,000.00 | 418,000.00 | |||
| POLYONE CORP | 300,000.00 | 328,875.00 | |||
| POLYONE CORP | 125,000.00 | 125,625.00 | |||
| POST HOLDINGS INC | 125,000.00 | 133,125.00 | |||
| POST HOLDINGS INC | 100,000.00 | 107,750.00 | |||
| PRODUCTION RES GROUP | 500,000.00 | 395,000.00 | |||
| PROQUEST LLC/PROQUEST | 450,000.00 | 471,375.00 | |||
| PROSPECT HLDG LLC/FINANC | 225,000.00 | 219,375.00 | |||
| QUADRA FNX MINING LTD | 300,000.00 | 318,000.00 | |||
| QUICKSILVER RESOURCE | 150,000.00 | 138,750.00 | |||
| QVC INC | 275,000.00 | 297,625.62 | |||
| QVC INC | 50,000.00 | 51,821.75 | |||
| RADIATION THERAPY SERVIC | 200,000.00 | 210,500.00 | |||
| RADIO SYSTEMS CORP | 225,000.00 | 246,375.00 | |||
| RADIOSHACK CORP | 225,000.00 | 115,875.00 | |||
| RAIN CII CARBON LLC/CII | 295,000.00 | 309,012.50 | |||
| RANGE RESOURCES CORP | 175,000.00 | 178,062.50 | |||
| REGAL ENTERTAINMENT GRP | 100,000.00 | 101,750.00 | |||
| REGAL ENTERTAINMENT GRP | 50,000.00 | 50,375.00 | |||
| REGAL ENTERTAINMENT GRP | 50,000.00 | 49,000.00 | |||
| REGENCY ENERGY PART/FIN | 175,000.00 | 181,125.00 | |||
| REGENCY ENERGY PARTNERS | 400,000.00 | 427,500.00 | |||
| REGENCY ENERGY PARTNERS | 225,000.00 | 243,000.00 | |||
| RELIANCE INTERMEDIATE HO | 700,000.00 | 766,500.00 | |||
| RENT-A-CENTER INC | 275,000.00 | 283,250.00 | |||
| RES-CARE INC | 450,000.00 | 502,875.00 | |||
| RESOLUTE FOREST PRODUCTS | 650,000.00 | 641,875.00 | |||
| REXEL | 225,000.00 | 237,375.00 | |||
| REXEL SA | 300,000.00 | 307,500.00 | |||
| REYNOLDS GROUP HOLDINGS | 700,000.00 | 757,750.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 475,000.00 | 504,687.50 | |||
| REYNOLDS GRP ISS/REYNOLD | 225,000.00 | 248,625.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 425,000.00 | 445,187.50 | |||
| RHP HOTEL PPTY/RHP FINAN | 125,000.00 | 126,250.00 | |||
| ROYAL BK SCOTLND GRP PLC | 450,000.00 | 454,500.00 | |||
| RR DONNELLEY & SONS CO | 150,000.00 | 178,875.00 | |||
| RR DONNELLEY & SONS CO | 125,000.00 | 131,562.50 | |||
| RR DONNELLEY & SONS CO | 125,000.00 | 125,000.00 | |||
| RSI HOME PRODUCTS INC | 225,000.00 | 241,875.00 | |||
| RYLAND GROUP | 425,000.00 | 461,125.00 | |||
| RYLAND GROUP | 150,000.00 | 149,250.00 | |||
| SABINE PASS LIQUEFACTION | 800,000.00 | 822,000.00 | |||
| SABINE PASS LIQUEFACTION | 300,000.00 | 310,875.00 | |||
| SABINE PASS LIQUEFACTION | 150,000.00 | 147,937.50 | |||
| SABRA HEALTH/CAPTL CORP | 50,000.00 | 51,687.50 | |||
| SABRE INC | 575,000.00 | 638,968.75 | |||
| SALIX PHARMACEUTICALS LT | 175,000.00 | 185,937.50 | |||
| SALLY HOLDINGS/SALLY CAP | 450,000.00 | 493,875.00 | |||
| SALLY HOLDINGS/SALLY CAP | 275,000.00 | 291,500.00 | |||
| SANDRIDGE ENERGY INC | 500,000.00 | 541,250.00 | |||
| SANDRIDGE ENERGY INC | 450,000.00 | 488,250.00 | |||
| SANDRIDGE ENERGY INC | 175,000.00 | 185,500.00 | |||
| SBA COMMUNICATIONS CORP | 325,000.00 | 340,437.50 | |||
| SBA TELECOMMUNICATIONS | 650,000.00 | 682,500.00 | |||
| SCHAEFFLER FINANCE BV | 200,000.00 | 227,500.00 | |||
| SCHAEFFLER HLDG FIN BV | 325,000.00 | 347,750.00 | |||
| SEALED AIR CORP | 325,000.00 | 364,812.50 | |||
| SEITEL INC | 300,000.00 | 311,250.00 | |||
| SELECT MEDICAL CORP | 75,000.00 | 76,687.50 | |||
| SEMINOLE HARD ROCK ENT I | 175,000.00 | 175,875.00 | |||
| SENECA GAMING CORP | 650,000.00 | 702,000.00 | |||
| SERVICE CORP INTL | 875,000.00 | 1,016,093.75 | |||
| SERVICE CORP INTL | 200,000.00 | 203,750.00 | |||
| SERVICEMASTER COMPANY | 425,000.00 | 438,812.50 | |||
| SESI LLC | 300,000.00 | 321,750.00 | |||
| SESI LLC | 300,000.00 | 335,250.00 | |||
| SHEA HOMES LP/FNDG CP | 300,000.00 | 331,500.00 | |||
| SHEARERS FOODS | 100,000.00 | 109,500.00 | |||
| SIDEWINDER DRILLING INC | 300,000.00 | 298,500.00 | |||
| SILGAN HOLDINGS INC | 325,000.00 | 331,500.00 | |||
| SINCLAIR TELEVISION GROU | 300,000.00 | 298,500.00 | |||
| SINCLAIR TELEVISION GROU | 100,000.00 | 105,000.00 | |||
| SIRIUS XM RADIO INC | 125,000.00 | 121,718.75 | |||
| SIRIUS XM RADIO INC | 225,000.00 | 236,250.00 | |||
| SIRIUS XM RADIO INC | 125,000.00 | 117,187.50 | |||
| SLM CORP | 100,000.00 | 109,500.00 | |||
| SLM CORP | 200,000.00 | 210,841.20 | |||
| SM ENERGY CO | 175,000.00 | 189,000.00 | |||
| SM ENERGY CO | 175,000.00 | 187,687.50 | |||
| SONIC AUTOMOTIVE INC | 775,000.00 | 856,375.00 | |||
| SONIC AUTOMOTIVE INC | 125,000.00 | 121,250.00 | |||
| SPCM SA | 200,000.00 | 212,750.00 | |||
| SPECTRUM BRANDS HLDGS | 75,000.00 | 81,375.00 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 81,562.50 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 81,562.50 | |||
| SPENCER SPIRIT HLDG/GIFT | 175,000.00 | 187,250.00 | |||
| SPIRIT AEROSYSTEMS INC | 375,000.00 | 404,062.50 | |||
| SPIRIT AEROSYSTEMS INC | 125,000.00 | 125,625.00 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 313,625.00 | |||
| SPRINT CAPITAL CORP | 1,250,000.00 | 1,368,750.00 | |||
| SPRINT CORP | 150,000.00 | 162,375.00 | |||
| SPRINT CORP | 550,000.00 | 567,875.00 | |||
| SPRINT NEXTEL CORP | 475,000.00 | 565,250.00 | |||
| SPRINT NEXTEL CORP | 1,075,000.00 | 1,265,812.50 | |||
| SPRINT NEXTEL CORP | 450,000.00 | 517,500.00 | |||
| SPRINT NEXTEL CORP | 75,000.00 | 81,375.00 | |||
| SPRINT NEXTEL CORP | 450,000.00 | 451,125.00 | |||
| STACKPOLE INTL INTER CO | 300,000.00 | 318,750.00 | |||
| STANDARD PACIFIC CORP | 850,000.00 | 1,011,500.00 | |||
| STANDARD PACIFIC CORP | 100,000.00 | 106,125.00 | |||
| STEEL DYNAMICS INC | 175,000.00 | 192,281.25 | |||
| STEEL DYNAMICS INC | 275,000.00 | 301,125.00 | |||
| STENA AB | 200,000.00 | 204,500.00 | |||
| STONERIDGE INC | 325,000.00 | 353,437.50 | |||
| STRATUS TECHNOLOGIES INC | 812,000.00 | 822,150.00 | |||
| SUMMIT MID HLDS LLC / FI | 300,000.00 | 323,250.00 | |||
| SUN MERGER SUB INC | 200,000.00 | 207,500.00 | |||
| SUNCOKE ENRGY PART LP/FI | 100,000.00 | 106,750.00 | |||
| T-MOBILE USA INC | 200,000.00 | 213,000.00 | |||
| T-MOBILE USA INC | 200,000.00 | 214,250.00 | |||
| T-MOBILE USA INC | 100,000.00 | 105,625.00 | |||
| T-MOBILE USA INC | 225,000.00 | 233,437.50 | |||
| T-MOBILE USA INC | 125,000.00 | 132,968.75 | |||
| T-MOBILE USA INC | 100,000.00 | 105,500.00 | |||
| T-MOBILE USA INC | 75,000.00 | 79,687.50 | |||
| TARGA RESOURCES PARTNERS | 350,000.00 | 378,000.00 | |||
| TARGA RESOURCES PARTNERS | 131,000.00 | 140,170.00 | |||
| TAYLOR MORRISON COMM/MON | 108,000.00 | 119,340.00 | |||
| TAYLOR MORRISON COMM/MON | 54,000.00 | 59,670.00 | |||
| TAYLOR MORRISON COMM/MON | 200,000.00 | 197,000.00 | |||
| TELEFLEX INC | 300,000.00 | 321,000.00 | |||
| TELESAT CANADA/TELESAT L | 550,000.00 | 572,000.00 | |||
| TEMBEC INDUSTRIES INC | 100,000.00 | 110,000.00 | |||
| TEMPEL STEEL COMPANY | 100,000.00 | 97,000.00 | |||
| TENASKA ALABAMA PART | 251,942.38 | 267,058.92 | |||
| TENET HEALTHCARE CORP | 200,000.00 | 201,500.00 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 375,156.25 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 342,562.50 | |||
| TENNECO INC | 225,000.00 | 239,625.00 | |||
| TERVITA CORP | 150,000.00 | 156,750.00 | |||
| TESORO CORP | 200,000.00 | 199,750.00 | |||
| TESORO LOGISTICS LP/CORP | 175,000.00 | 185,937.50 | |||
| THOMPSON CREEK METALS CO | 200,000.00 | 223,000.00 | |||
| THOMPSON CREEK METALS CO | 275,000.00 | 254,375.00 | |||
| TITAN INTERNATIONAL INC | 150,000.00 | 159,375.00 | |||
| TMS INTERNATIONAL CORP | 75,000.00 | 81,281.25 | |||
| TMX FIN LLC/TITLEMAX FIN | 125,000.00 | 137,187.50 | |||
| TOLL BROS FINANCE CORP | 225,000.00 | 272,250.00 | |||
| TOLL BROS FINANCE CORP | 225,000.00 | 257,062.50 | |||
| TOPAZ MARINE SA | 200,000.00 | 208,000.00 | |||
| TOPS HLDG CORP/TOPS MKTS | 200,000.00 | 220,000.00 | |||
| TOYS R US DELAWARE INC | 150,000.00 | 142,875.00 | |||
| TPC GROUP INC | 450,000.00 | 489,375.00 | |||
| TRAC INTERMODAL LLC/CORP | 300,000.00 | 345,000.00 | |||
| TRANS UNION LLC/TRANSUNI | 475,000.00 | 513,000.00 | |||
| TRINIDAD DRILLING LTD | 250,000.00 | 268,750.00 | |||
| TRINSEO OP / TRINSEO FIN | 400,000.00 | 427,000.00 | |||
| TW TELECOM HOLDINGS INC | 325,000.00 | 330,281.25 | |||
| TW TELECOM HOLDINGS INC | 425,000.00 | 452,625.00 | |||
| UNISYS CORP | 200,000.00 | 219,000.00 | |||
| UNITED CONTINENTAL HLDGS | 100,000.00 | 104,750.00 | |||
| UNITED REFINING | 358,000.00 | 400,065.00 | |||
| UNITED RENTALS NORTH AM | 225,000.00 | 249,187.50 | |||
| UNITED RENTALS NORTH AM | 400,000.00 | 424,500.00 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 276,031.25 | |||
| UNITYMEDIA HESSEN / NRW | 475,000.00 | 484,500.00 | |||
| UNIVERSAL HOSPITAL SERVI | 225,000.00 | 242,437.50 | |||
| UNIVISION COMMUNICATIONS | 775,000.00 | 833,125.00 | |||
| UNIVISION COMMUNICATIONS | 575,000.00 | 636,812.50 | |||
| US AIRWAYS 2012-2C PTT | 50,000.00 | 51,000.00 | |||
| US STEEL CORP | 125,000.00 | 132,812.50 | |||
| VALEANT PHARMACEUTICALS | 425,000.00 | 452,625.00 | |||
| VALEANT PHARMACEUTICALS | 150,000.00 | 156,937.50 | |||
| VECTOR GROUP LTD | 175,000.00 | 188,125.00 | |||
| VERSO PAPER HLDGS LLC/IN | 75,000.00 | 81,187.50 | |||
| VERSO PAPER HLDGS LLC/IN | 250,000.00 | 133,750.00 | |||
| VIASAT INC | 275,000.00 | 293,906.25 | |||
| VIKING CRUISES LTD | 125,000.00 | 142,500.00 | |||
| VPI ESCROW CORP | 275,000.00 | 297,343.75 | |||
| VPII ESCROW CORP | 250,000.00 | 275,312.50 | |||
| VPII ESCROW CORP | 250,000.00 | 281,250.00 | |||
| VTR FINANCE BV | 200,000.00 | 203,857.00 | |||
| VULCAN MATERIALS | 31,000.00 | 35,049.37 | |||
| WATERJET HOLDINGS INC | 50,000.00 | 52,875.00 | |||
| WELLCARE HEALTH PLANS IN | 200,000.00 | 209,500.00 | |||
| WESCO DISTRIBUTION INC | 250,000.00 | 255,000.00 | |||
| WEST CORP | 800,000.00 | 862,000.00 | |||
| WEX INC | 150,000.00 | 142,125.00 | |||
| WIND ACQUISITION FIN SA | 400,000.00 | 418,000.00 | |||
| WIND ACQUISITION HOLDING | 446,713.00 | 443,362.65 | |||
| WINDSTREAM CORP | 375,000.00 | 430,781.25 | |||
| WINDSTREAM CORP | 50,000.00 | 53,500.00 | |||
| WINDSTREAM CORP | 375,000.00 | 403,593.75 | |||
| WINDSTREAM CORP | 250,000.00 | 263,750.00 | |||
| WINDSTREAM CORP | 325,000.00 | 318,500.00 | |||
| WMG ACQUISTION CORP | 450,000.00 | 507,375.00 | |||
| WMG HOLDINGS CORP | 300,000.00 | 358,500.00 | |||
| WYLE SERVICES CORP | 225,000.00 | 234,562.50 | |||
| WYNN LAS VEGAS LLC/CORP | 200,000.00 | 210,500.00 | |||
| 小計 | 銘柄数:553 | 171,138,655.38 | 180,543,557.05 | ||
| (18,310,727,556) | |||||
| 組入時価比率:93.8% | 100.0% | ||||
| 合計 | 18,310,727,556 | ||||
| (18,310,727,556) | |||||
| (注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 |
| (注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。 |
| (注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| 種類 | 平成26年 3月17日現在 | |||
| 契約額等(円) | 時価(円) | 評価損益(円) | ||
| うち1年超 | ||||
| 市場取引以外の取引 | ||||
| 為替予約取引 | ||||
| 売建 | 81,308,000 | - | 81,128,000 | 180,000 |
| 米ドル | 81,308,000 | - | 81,128,000 | 180,000 |
| 合計 | 81,308,000 | - | 81,128,000 | 180,000 |
| (注)時価の算定方法 |
| 1為替予約取引 |
| 1)計算日において対顧客先物相場の仲値が発表されている外貨については以下のように評価しております。 |
| ①計算日において為替予約の受渡日(以下「当該日」といいます)の対顧客先物相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。 |
| ②計算日において当該日の対顧客先物相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されている場合には、当該日に最も近い前後二つの対顧客先物相場の仲値をもとに計算したレートを用いております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物相場の仲値を用いております。 |
| 2)計算日に対顧客先物相場の仲値が発表されていない外貨については、計算日の対顧客相場の仲値で評価しております。 |
| ※上記取引でヘッジ会計が適用されているものはございません。 |
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