有価証券報告書(内国投資信託受益証券)-第26期(平成28年9月16日-平成29年3月15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
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
該当事項はありません。
貸借対照表
| (平成29年 3月15日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 2,306,491,360 |
| コール・ローン | 357,768,403 |
| 株式 | 7,740,066 |
| 社債券 | 23,086,939,949 |
| 未収入金 | 43,384,210 |
| 未収利息 | 375,078,807 |
| 前払費用 | 32,295,077 |
| 流動資産合計 | 26,209,697,872 |
| 資産合計 | 26,209,697,872 |
| 負債の部 | |
| 流動負債 | |
| 未払金 | 718,524,324 |
| 未払解約金 | 31,500,000 |
| 未払利息 | 503 |
| 流動負債合計 | 750,024,827 |
| 負債合計 | 750,024,827 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,596,569,270 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 21,863,103,775 |
| 元本等合計 | 25,459,673,045 |
| 純資産合計 | 25,459,673,045 |
| 負債純資産合計 | 26,209,697,872 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.運用資産の評価基準及び評価方法 | 株式 |
| 原則として時価で評価しております。 時価評価にあたっては、市場価格のある有価証券についてはその最終相場(計算日に最終相場のない場合には、直近の日の最終相場)で評価しております。 | |
| 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。 | |
| 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。 |
| (貸借対照表に関する注記) |
| 平成29年 3月15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 | 7.0789円 | ||
| (10,000口当たり純資産額) | (70,789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28年 9月16日 至 平成29年 3月15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、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。 |
| 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29年 3月15日現在 |
| 1.貸借対照表計上額、時価及び差額 |
| 貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 |
| 株式 (重要な会計方針に係る事項に関する注記)に記載しております。 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。 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29年 3月15日現在 | |
| 期首 | 平成28年 9月16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 | 3,492,253,648円 |
| 同期中における追加設定元本額 | 901,649,795円 |
| 同期中における一部解約元本額 | 797,334,173円 |
| 期末元本額 | 3,596,569,270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 | 366,206,628円 |
| ハイ・イールド ボンド オープンBコース | 673,893,213円 |
| ハイ・イールド ボンド オープンCコース | 20,828,793円 |
| ハイ・イールド ボンド オープンDコース | 252,857,888円 |
| ハイブリッド・インカムオープン | 173,640,124円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 516,362,884円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 414,821,328円 |
| ハイ・イールド ボンド オープン Aコース(野村SMA・EW向け) | 636,973,211円 |
| ハイ・イールド ボンド オープン Bコース(野村SMA・EW向け) | 540,985,201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29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 | DENBURY RESOURCES INC | 28,929 | 2.33 | 67,404.57 | |
| 小計 | 銘柄数:1 | 67,404.57 | ||||
| (7,740,066) | ||||||
| 組入時価比率:0.0% | 100.0% | |||||
| 合計 | 7,740,066 | |||||
| (7,740,066) | ||||||
| (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29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 | 1011778 BC / NEW RED FIN | 750,000.00 | 765,000.00 | |
| A SCHULMAN INC | 200,000.00 | 211,000.00 | |||
| ABC SUPPLY CO INC | 450,000.00 | 464,062.50 | |||
| ABC SUPPLY CO INC | 150,000.00 | 154,875.00 | |||
| ACCESS MIDSTREAM PARTNER | 500,000.00 | 514,813.00 | |||
| ACCESS MIDSTREAM PARTNER | 200,000.00 | 205,058.00 | |||
| ADVANCED MICRO DEVICES | 117,000.00 | 122,850.00 | |||
| AECOM | 150,000.00 | 149,812.50 | |||
| AES CORPORATION | 610,000.00 | 681,675.00 | |||
| AHERN RENTALS INC | 700,000.00 | 656,250.00 | |||
| AIR CANADA | 300,000.00 | 337,125.00 | |||
| AIRCASTLE LTD | 125,000.00 | 134,610.00 | |||
| AIRCASTLE LTD | 375,000.00 | 390,705.00 | |||
| AIRXCEL INC | 175,000.00 | 181,125.00 | |||
| AK STEEL CORP | 100,000.00 | 108,750.00 | |||
| ALBEA BEAUTY HOLDINGS SA | 250,000.00 | 260,937.50 | |||
| ALBERTSONS COS LLC/SAFEW | 275,000.00 | 279,125.00 | |||
| ALBERTSONS COS LLC/SAFEW | 525,000.00 | 508,593.75 | |||
| ALERIS INTL INC | 126,000.00 | 122,220.00 | |||
| ALERIS INTL INC | 250,000.00 | 265,050.00 | |||
| ALLIANCE DATA SYSTEMS CO | 350,000.00 | 359,625.00 | |||
| ALLIANCE DATA SYSTEMS CO | 650,000.00 | 646,750.00 | |||
| ALLY FINANCIAL INC | 500,000.00 | 501,400.00 | |||
| ALLY FINANCIAL INC | 475,000.00 | 513,593.75 | |||
| ALLY FINANCIAL INC | 759,000.00 | 846,285.00 | |||
| ALLY FINANCIAL INC | 175,000.00 | 181,343.75 | |||
| ALLY FINANCIAL INC | 325,000.00 | 385,937.50 | |||
| ALTICE FINANCING SA | 400,000.00 | 416,000.00 | |||
| ALTICE FINANCING SA | 400,000.00 | 418,000.00 | |||
| ALTICE FINCO SA | 200,000.00 | 203,250.00 | |||
| ALTICE SA | 1,250,000.00 | 1,319,062.50 | |||
| AMC ENTERTAINMENT HOLDIN | 250,000.00 | 250,937.50 | |||
| AMC NETWORKS INC | 575,000.00 | 568,100.00 | |||
| AMERICAN AIRLINES GROUP | 275,000.00 | 277,406.25 | |||
| AMERICAN AXLE & MFG INC | 475,000.00 | 486,281.25 | |||
| AMERICAN AXLE & MFG INC | 250,000.00 | 248,437.50 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 150,000.00 | |||
| AMERIGAS PART/FIN CORP | 225,000.00 | 219,937.50 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 149,625.00 | |||
| AMERIGAS PART/FIN CORP | 175,000.00 | 170,625.00 | |||
| AMN HEALTHCARE INC | 200,000.00 | 201,500.00 | |||
| AMSURG CORP | 225,000.00 | 228,163.50 | |||
| ANGLO AMERICAN CAPITAL | 200,000.00 | 199,500.00 | |||
| ANGLO AMERICAN CAPITAL | 400,000.00 | 404,750.00 | |||
| ANTERO MIDSTREAM PART/FI | 350,000.00 | 348,250.00 | |||
| ANTERO RESOURCES CORP | 225,000.00 | 227,250.00 | |||
| ANTERO RESOURCES CORP | 600,000.00 | 589,500.00 | |||
| ANTERO RESOURCES FINANCE | 400,000.00 | 393,000.00 | |||
| APX GROUP INC | 538,000.00 | 554,140.00 | |||
| ARAMARK SERVICES INC | 425,000.00 | 441,825.75 | |||
| ARCELORMITTAL | 575,000.00 | 646,875.00 | |||
| ARTESYN ESCROW INC | 400,000.00 | 391,000.00 | |||
| ASHTEAD CAPITAL INC | 575,000.00 | 599,437.50 | |||
| ASHTEAD CAPITAL INC | 250,000.00 | 261,250.00 | |||
| AURICO GOLD INC | 150,000.00 | 156,123.75 | |||
| AUS FINANCE PTY LTD | 225,000.00 | 230,062.50 | |||
| BANK OF AMERICA CORP | 650,000.00 | 678,437.50 | |||
| BANK OF AMERICA CORP | 575,000.00 | 587,914.50 | |||
| BANK OF AMERICA CORP | 100,000.00 | 107,750.00 | |||
| BANKRATE INC | 875,000.00 | 881,562.50 | |||
| BARCLAYS PLC | 400,000.00 | 416,172.00 | |||
| BCD ACQUISITION INC | 300,000.00 | 322,500.00 | |||
| BEACON ROOFING SUPPLY IN | 425,000.00 | 452,625.00 | |||
| BEAZER HOMES USA | 275,000.00 | 284,281.25 | |||
| BEAZER HOMES USA | 50,000.00 | 53,735.00 | |||
| BEAZER HOMES USA | 220,000.00 | 224,400.00 | |||
| BEAZER HOMES USA | 150,000.00 | 149,625.00 | |||
| BERRY PLASTICS CORP | 175,000.00 | 183,968.75 | |||
| BLOCK COMMUNICATIONS INC | 575,000.00 | 588,472.25 | |||
| BLOCK COMMUNICATIONS INC | 175,000.00 | 184,625.00 | |||
| BLUE RACER MID LLC/FINAN | 50,000.00 | 49,812.50 | |||
| BLUELINE RENTAL FINANCE | 125,000.00 | 127,437.50 | |||
| BMC EAST LLC | 150,000.00 | 152,625.00 | |||
| BOMBARDIER INC | 700,000.00 | 740,656.00 | |||
| BOMBARDIER INC | 200,000.00 | 189,250.00 | |||
| BOMBARDIER INC | 85,000.00 | 80,112.50 | |||
| BOMBARDIER INC | 275,000.00 | 273,625.00 | |||
| BOYD GAMING CORP | 1,100,000.00 | 1,164,625.00 | |||
| BOYD GAMING CORP | 500,000.00 | 526,250.00 | |||
| BROOKFIELD RESIDENTIAL | 225,000.00 | 232,312.50 | |||
| BROOKFIELD RESIDENTIAL | 125,000.00 | 128,125.00 | |||
| BUILDERS FIRSTSOURCE INC | 1,225,000.00 | 1,221,423.00 | |||
| BUILDING MATERIALS CORP | 718,000.00 | 726,975.00 | |||
| CABLEVISION SYSTEMS CORP | 500,000.00 | 514,375.00 | |||
| CABLEVISION SYSTEMS CORP | 500,000.00 | 501,250.00 | |||
| CALATLANTIC GROUP INC | 100,000.00 | 108,875.00 | |||
| CALLON PETROLEUM CO | 125,000.00 | 127,187.50 | |||
| CALPINE CORP | 175,000.00 | 183,093.75 | |||
| CALPINE CORP | 475,000.00 | 472,625.00 | |||
| CALPINE CORP | 375,000.00 | 365,625.00 | |||
| CALPINE CORP | 200,000.00 | 200,500.00 | |||
| CARDTRONICS INC | 275,000.00 | 281,187.50 | |||
| CARLSON TRAVEL INC | 200,000.00 | 207,000.00 | |||
| CARMIKE CINEMAS INC | 200,000.00 | 213,000.00 | |||
| CARRIZO OIL & GAS INC | 290,000.00 | 294,698.00 | |||
| CARRIZO OIL & GAS INC | 450,000.00 | 439,875.00 | |||
| CASCADES INC | 225,000.00 | 226,125.00 | |||
| CBS RADIO INC | 75,000.00 | 78,562.50 | |||
| CCO HLDGS LLC/CAP CORP | 460,000.00 | 471,270.00 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 254,377.50 | |||
| CCO HLDGS LLC/CAP CORP | 275,000.00 | 287,375.00 | |||
| CCO HLDGS LLC/CAP CORP | 150,000.00 | 152,250.00 | |||
| CCO HLDGS LLC/CAP CORP | 850,000.00 | 845,928.50 | |||
| CCO HOLDINGS LLC | 1,075,000.00 | 1,103,890.62 | |||
| CDW LLC/CDW FINANCE | 500,000.00 | 531,275.00 | |||
| CDW LLC/CDW FINANCE | 175,000.00 | 175,000.00 | |||
| CEB INC | 350,000.00 | 380,625.00 | |||
| CEDAR FAIR LP/CANADA'S W | 375,000.00 | 380,175.00 | |||
| CEMEX FINANCE LLC | 200,000.00 | 207,500.00 | |||
| CENTENE CORP | 300,000.00 | 312,000.00 | |||
| CENTENE CORP | 300,000.00 | 318,000.00 | |||
| CENTRAL GARDEN & PET CO | 150,000.00 | 158,625.00 | |||
| CENTURY COMMUNITIES | 225,000.00 | 234,562.50 | |||
| CENTURYLINK INC | 975,000.00 | 985,364.25 | |||
| CENTURYLINK INC | 200,000.00 | 205,500.00 | |||
| CENTURYLINK INC | 275,000.00 | 291,671.87 | |||
| CENTURYLINK INC | 425,000.00 | 375,062.50 | |||
| CEQUEL COM ESCRW 1/CAP C | 575,000.00 | 590,093.75 | |||
| CEQUEL COM HLDG I/CAP CP | 175,000.00 | 175,437.50 | |||
| CEQUEL COM HLDG I/CAP CP | 125,000.00 | 125,312.50 | |||
| CF INDUSTRIES INC | 100,000.00 | 108,500.00 | |||
| CF INDUSTRIES INC | 475,000.00 | 402,562.50 | |||
| CHANGE HEALTH / FIN INC | 270,000.00 | 269,325.00 | |||
| CHENIERE CORP CHRISTI HD | 400,000.00 | 435,000.00 | |||
| CHENIERE CORP CHRISTI HD | 250,000.00 | 256,250.00 | |||
| CHESAPEAKE ENERGY CORP | 50,000.00 | 49,422.00 | |||
| CHESAPEAKE ENERGY CORP | 200,000.00 | 189,000.00 | |||
| CHESAPEAKE ENERGY CORP | 250,000.00 | 224,375.00 | |||
| CHS/COMMUNITY HEALTH | 150,000.00 | 147,937.50 | |||
| CHS/COMMUNITY HEALTH | 800,000.00 | 676,000.00 | |||
| CHS/COMMUNITY HEALTH SYS | 125,000.00 | 124,531.25 | |||
| CHURCHILL DOWNS INC | 200,000.00 | 208,250.00 | |||
| CINEMARK USA INC | 600,000.00 | 618,000.00 | |||
| CIT GROUP INC | 270,000.00 | 276,272.10 | |||
| CIT GROUP INC | 475,000.00 | 493,406.25 | |||
| CITGO PETROLEUM CORP | 275,000.00 | 279,125.00 | |||
| CITIGROUP INC | 775,000.00 | 806,968.75 | |||
| CITIGROUP INC | 350,000.00 | 371,668.50 | |||
| CLEAR CHANNEL WORLDWIDE | 150,000.00 | 152,250.00 | |||
| CLEAR CHANNEL WORLDWIDE | 1,350,000.00 | 1,380,510.00 | |||
| CLIFFS NATURAL RESOURCES | 175,000.00 | 166,031.25 | |||
| CLOUD CRANE LLC | 125,000.00 | 135,312.50 | |||
| CLOUD PEAK ENRGY RES/FIN | 50,000.00 | 39,750.00 | |||
| CNG HOLDINGS INC | 650,000.00 | 581,750.00 | |||
| COEUR D'ALENE MINES CORP | 60,000.00 | 61,800.00 | |||
| COGENT COMMUNICATIONS GR | 250,000.00 | 257,500.00 | |||
| COMMERCIAL METALS CO | 100,000.00 | 102,000.00 | |||
| COMMSCOPE INC | 275,000.00 | 280,500.00 | |||
| COMMSCOPE INC | 275,000.00 | 280,156.25 | |||
| COMMSCOPE TECH FINANCE L | 300,000.00 | 309,000.00 | |||
| COMMSCOPE TECH LLC | 100,000.00 | 97,875.00 | |||
| COMMUNICATIONS SALES & L | 75,000.00 | 77,250.00 | |||
| COMMUNICATIONS SALES & L | 125,000.00 | 132,500.00 | |||
| COMPRESSCO PARTNERS/FINA | 125,000.00 | 116,875.00 | |||
| CONSOLIDATED COMMUNICATI | 225,000.00 | 222,187.50 | |||
| CONSOLIDATED ENERGY FIN | 400,000.00 | 404,240.00 | |||
| CONTINENTAL RESOURCES | 900,000.00 | 882,180.00 | |||
| CONTINENTAL RESOURCES | 150,000.00 | 141,562.50 | |||
| COOPER-STANDARD AUTOMOTI | 150,000.00 | 150,187.50 | |||
| CORTES NP ACQUISITION | 175,000.00 | 187,687.50 | |||
| COTT BEVERAGES INC | 300,000.00 | 310,740.00 | |||
| CREDIT SUISSE GROUP AG | 200,000.00 | 200,421.20 | |||
| CRESTWOOD MID PARTNER LP | 125,000.00 | 124,843.75 | |||
| CRESTWOOD MIDSTREAM PART | 100,000.00 | 102,375.00 | |||
| CSC HOLDINGS INC | 500,000.00 | 550,000.00 | |||
| CTP TRANS PROD LLC/ FINA | 100,000.00 | 90,250.00 | |||
| CVR PARTNERS/CVR NITROGE | 275,000.00 | 282,218.75 | |||
| CVR REF LLC/COFF FIN INC | 275,000.00 | 277,062.50 | |||
| DANA HOLDING CORP | 500,000.00 | 525,000.00 | |||
| DAVITA HEALTHCARE PARTNE | 200,000.00 | 197,451.00 | |||
| DENBURY RESOURCES INC | 442,000.00 | 466,310.00 | |||
| DIAMOND 1 FIN/DIAMOND 2 | 400,000.00 | 416,506.80 | |||
| DIAMOND 1 FIN/DIAMOND 2 | 25,000.00 | 26,596.47 | |||
| DIAMOND 1 FIN/DIAMOND 2 | 400,000.00 | 437,162.00 | |||
| DIAMONDBACK ENERGY INC | 250,000.00 | 251,875.00 | |||
| DIEBOLD INC | 75,000.00 | 81,468.75 | |||
| DIGICEL LIMITED | 525,000.00 | 471,187.50 | |||
| DISH DBS CORP | 350,000.00 | 355,075.00 | |||
| DISH DBS CORP | 1,250,000.00 | 1,368,750.00 | |||
| DISH DBS CORP | 350,000.00 | 359,187.50 | |||
| DISH DBS CORP | 200,000.00 | 207,130.00 | |||
| DONNELLEY FINANCIAL SOL | 475,000.00 | 491,625.00 | |||
| DRIVETIME AUTO GP & ACCE | 275,000.00 | 268,125.00 | |||
| DUPONT FABROS TECH LP | 175,000.00 | 182,875.00 | |||
| DUPONT FABROS TECH LP | 250,000.00 | 260,625.00 | |||
| DYNEGY INC | 275,000.00 | 280,500.00 | |||
| DYNEGY INC | 300,000.00 | 288,750.00 | |||
| DYNEGY INC | 315,000.00 | 291,375.00 | |||
| DYNEGY INC | 450,000.00 | 419,343.75 | |||
| EMI MUSIC PUBLISHING GRP | 50,000.00 | 54,625.00 | |||
| ENDO FIN LLC/ENDO FINCO | 225,000.00 | 192,937.50 | |||
| ENDO FINANCE LLC | 325,000.00 | 294,937.50 | |||
| ENERGY TRANSFER EQUITY | 350,000.00 | 382,375.00 | |||
| ENERGY TRANSFER EQUITY | 290,000.00 | 300,150.00 | |||
| ENERSYS | 100,000.00 | 100,000.00 | |||
| ENVISION HEALTHCARE CORP | 225,000.00 | 226,687.50 | |||
| EP ENER/EVEREST ACQ FIN | 400,000.00 | 296,000.00 | |||
| EP ENER/EVEREST ACQ FIN | 150,000.00 | 150,750.00 | |||
| EQUINIX INC | 350,000.00 | 367,500.00 | |||
| EQUINIX INC | 1,025,000.00 | 1,058,312.50 | |||
| EQUINIX INC | 250,000.00 | 251,562.50 | |||
| ESH HOSPITALITY INC | 395,000.00 | 388,087.50 | |||
| FELCOR LODGING LP | 525,000.00 | 543,375.00 | |||
| FERRELLGAS LP/FERRELLGAS | 175,000.00 | 161,000.00 | |||
| FERRELLGAS LP/FERRELLGAS | 250,000.00 | 228,750.00 | |||
| FERRELLGAS PARTNERS LP | 341,000.00 | 325,655.00 | |||
| FIRST DATA CORPORATION | 175,000.00 | 180,250.00 | |||
| FIRST DATA CORPORATION | 500,000.00 | 523,125.00 | |||
| FIRST DATA CORPORATION | 375,000.00 | 375,468.75 | |||
| FLY LEASING LTD | 800,000.00 | 837,000.00 | |||
| FMG RESOURCES AUG 2006 | 100,000.00 | 115,125.00 | |||
| FREEPORT MCMORAN | 859,000.00 | 871,885.00 | |||
| FREEPORT MCMORAN | 325,000.00 | 329,875.00 | |||
| FREEPORT MCMORAN | 475,000.00 | 490,675.00 | |||
| FRONTIER COMMUNICATIONS | 1,000,000.00 | 995,625.00 | |||
| FRONTIER COMMUNICATIONS | 1,425,000.00 | 1,378,687.50 | |||
| FTI CONSULTING INC | 200,000.00 | 207,250.00 | |||
| GANNETT CO INC | 100,000.00 | 100,500.00 | |||
| GANNETT CO INC | 325,000.00 | 339,895.72 | |||
| GARDA WORLD SECURITY COR | 225,000.00 | 217,687.50 | |||
| GCI INC | 75,000.00 | 77,250.00 | |||
| GENON ESCROW CORP | 346,000.00 | 245,660.00 | |||
| GEO GROUP INC/THE | 125,000.00 | 130,312.50 | |||
| GEO GROUP INC/THE | 150,000.00 | 155,812.50 | |||
| GIBRALTAR STEEL CORP OF | 100,000.00 | 103,375.00 | |||
| GOLDMAN SACHS GROUP INC | 125,000.00 | 126,706.25 | |||
| GOODYEAR TIRE & RUBBER | 475,000.00 | 485,390.62 | |||
| GOODYEAR TIRE & RUBBER | 550,000.00 | 543,125.00 | |||
| GOODYEAR TIRE & RUBBER | 275,000.00 | 269,500.00 | |||
| GRAFTECH INTERNATIONAL | 175,000.00 | 147,875.00 | |||
| GRAPHIC PACKAGING INTL | 150,000.00 | 148,125.00 | |||
| GRAY TELEVISION INC | 225,000.00 | 220,500.00 | |||
| GRAY TELEVISION INC | 775,000.00 | 778,875.00 | |||
| GREIF INC | 250,000.00 | 278,750.00 | |||
| GREYSTAR REAL ESTATE PAR | 325,000.00 | 355,062.50 | |||
| GRIFFON CORPORATION | 200,000.00 | 200,250.00 | |||
| GRINDING MED/MC GRINDING | 150,000.00 | 158,250.00 | |||
| GROUP 1 AUTOMOTIVE INC | 275,000.00 | 279,125.00 | |||
| GROUP 1 AUTOMOTIVE INC | 150,000.00 | 151,500.00 | |||
| GULFPORT ENERGY CORP | 125,000.00 | 119,375.00 | |||
| GULFPORT ENERGY CORP | 650,000.00 | 622,375.00 | |||
| HALYARD HEALTH INC | 200,000.00 | 206,500.00 | |||
| HARLAND CLARKE HLDINGS | 375,000.00 | 375,000.00 | |||
| HARLAND CLARKE HOLDINGS | 300,000.00 | 305,250.00 | |||
| HCA HOLDINGS INC | 225,000.00 | 238,500.00 | |||
| HCA INC | 900,000.00 | 1,017,000.00 | |||
| HCA INC | 720,000.00 | 758,433.60 | |||
| HCA INC | 500,000.00 | 500,000.00 | |||
| HCA INC | 450,000.00 | 459,562.50 | |||
| HCA INC | 450,000.00 | 459,562.50 | |||
| HD SUPPLY INC | 375,000.00 | 392,343.75 | |||
| HD SUPPLY INC | 425,000.00 | 438,812.50 | |||
| HEALTHSOUTH CORP | 400,000.00 | 399,600.00 | |||
| HECLA MINING CO | 325,000.00 | 334,392.50 | |||
| HERC RENTALS INC | 203,000.00 | 214,165.00 | |||
| HEXION US FINANCE CORP | 400,000.00 | 360,000.00 | |||
| HILL-ROM HOLDINGS INC | 100,000.00 | 99,190.00 | |||
| HILTON WORLDWIDE FIN LLC | 125,000.00 | 125,000.00 | |||
| HILTON WORLDWIDE FIN LLC | 125,000.00 | 124,297.50 | |||
| HOLLY ENERGY PARTNERS LP | 125,000.00 | 130,937.50 | |||
| HRG GROUP INC | 125,000.00 | 129,093.75 | |||
| HUDBAY MINERALS INC | 100,000.00 | 103,875.00 | |||
| HUDBAY MINERALS INC | 150,000.00 | 159,000.00 | |||
| HUGHES SATELLITE SYSTEMS | 500,000.00 | 544,375.00 | |||
| HUGHES SATELLITE SYSTEMS | 375,000.00 | 369,375.00 | |||
| HUGHES SATELLITE SYSTEMS | 475,000.00 | 480,937.50 | |||
| HUNTINGTON INGALLS INDUS | 375,000.00 | 390,468.75 | |||
| IAMGOLD CORP | 600,000.00 | 621,420.00 | |||
| IAMGOLD CORP | 250,000.00 | 248,750.00 | |||
| ICAHN ENTERPRISES/FIN | 375,000.00 | 381,328.12 | |||
| ICAHN ENTERPRISES/FIN | 400,000.00 | 403,000.00 | |||
| ICAHN ENTERPRISES/FIN | 275,000.00 | 278,781.25 | |||
| ICAHN ENTERPRISES/FIN | 275,000.00 | 280,500.00 | |||
| IHO VERWALTUNGS GMBH | 200,000.00 | 202,000.00 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 282,750.00 | |||
| INCEPTION MRGR/RACKSPACE | 738,000.00 | 756,450.00 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 199,500.00 | |||
| INFOR US INC | 625,000.00 | 629,493.75 | |||
| INMARSAT FINANCE PLC | 125,000.00 | 128,750.00 | |||
| INTELSAT JACKSON HLDG | 25,000.00 | 26,437.50 | |||
| INTREPID AVIATION GRP HL | 525,000.00 | 476,437.50 | |||
| IRON MOUNTAIN INC | 625,000.00 | 646,875.00 | |||
| IRON MOUNTAIN INC | 400,000.00 | 408,500.00 | |||
| J.B. POINDEXTER & CO | 225,000.00 | 235,687.50 | |||
| JACK COOPER HOLDINGS COR | 125,000.00 | 45,000.00 | |||
| JACOBS ENTERTAINMENT INC | 150,000.00 | 154,063.50 | |||
| JBS INVESTMENTS GMBH | 200,000.00 | 211,800.00 | |||
| JBS INVESTMENTS GMBH | 400,000.00 | 425,000.00 | |||
| JC PENNEY CORP INC | 75,000.00 | 74,718.75 | |||
| JC PENNEY CORPORATION IN | 225,000.00 | 172,125.00 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 300,437.50 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 156,375.00 | |||
| JPMORGAN CHASE & CO | 525,000.00 | 523,614.00 | |||
| KB HOME | 374,000.00 | 386,155.00 | |||
| KB HOME | 50,000.00 | 55,125.00 | |||
| KB HOME | 175,000.00 | 191,187.50 | |||
| KCG HOLDINGS INC | 275,000.00 | 276,375.00 | |||
| KEHE DISTRIBUTORS LLC/FI | 100,000.00 | 99,750.00 | |||
| KENNEDY-WILSON INC | 625,000.00 | 652,343.75 | |||
| KFC HLD/PIZZA HUT/TACO | 175,000.00 | 175,875.00 | |||
| KINDRED HEALTHCARE INC | 225,000.00 | 226,125.00 | |||
| KINDRED HEALTHCARE INC | 225,000.00 | 208,406.25 | |||
| KINDRED HEALTHCARE INC | 250,000.00 | 248,750.00 | |||
| KINROSS GOLD CORP | 125,000.00 | 129,375.00 | |||
| KISSNER GR HLDG | 470,000.00 | 486,450.00 | |||
| KOPPERS INC | 75,000.00 | 77,250.00 | |||
| L BRANDS INC | 350,000.00 | 328,562.50 | |||
| L BRANDS INC | 100,000.00 | 93,250.00 | |||
| LADDER CAP FIN LLC/CORP | 406,000.00 | 407,745.80 | |||
| LADDER CAP FIN LLLP/CORP | 225,000.00 | 225,000.00 | |||
| LAREDO PETROLEUM INC | 400,000.00 | 405,000.00 | |||
| LAREDO PETROLEUM INC | 350,000.00 | 347,375.00 | |||
| LENNAR CORP | 275,000.00 | 290,125.00 | |||
| LENNAR CORP | 250,000.00 | 248,750.00 | |||
| LENNAR CORP | 250,000.00 | 251,875.00 | |||
| LENNAR CORP | 375,000.00 | 381,562.50 | |||
| LEVEL 3 FINANCING INC | 675,000.00 | 691,664.40 | |||
| LEVEL 3 FINANCING INC | 500,000.00 | 511,245.00 | |||
| LEVEL 3 FINANCING INC | 325,000.00 | 326,625.00 | |||
| LG FINANCECO CORP | 125,000.00 | 129,218.75 | |||
| LIFEPOINT HEALTH INC | 798,000.00 | 816,453.75 | |||
| LIFEPOINT HEALTH INC | 150,000.00 | 150,093.00 | |||
| LIVE NATION ENTERTAINMEN | 275,000.00 | 286,000.00 | |||
| LLOYDS BANKING | 222,000.00 | 234,498.60 | |||
| MALLINCKRODT FIN/SB | 350,000.00 | 343,000.00 | |||
| MALLINCKRODT FIN/SB | 175,000.00 | 164,500.00 | |||
| MALLINCKRODT FIN/SB | 200,000.00 | 183,000.00 | |||
| MATADOR RESOURCES CO | 125,000.00 | 130,625.00 | |||
| MATCH GROUP INC | 200,000.00 | 215,000.00 | |||
| MATTAMY GROUP CORP | 250,000.00 | 256,250.00 | |||
| MEG ENERGY CORP | 325,000.00 | 332,039.50 | |||
| MEG ENERGY CORP | 750,000.00 | 630,000.00 | |||
| MERCER INTL INC | 150,000.00 | 161,250.00 | |||
| MERCER INTL INC | 100,000.00 | 100,500.00 | |||
| MERITAGE HOMES CORP | 225,000.00 | 252,000.00 | |||
| MERITAGE HOMES CORP | 150,000.00 | 154,875.00 | |||
| MERITOR INC | 125,000.00 | 127,187.50 | |||
| MGIC INVESTMENT CORP | 175,000.00 | 183,750.00 | |||
| MGM RESORTS INTL | 700,000.00 | 756,875.00 | |||
| MGM RESORTS INTL | 375,000.00 | 408,750.00 | |||
| MGM RESORTS INTL | 525,000.00 | 593,250.00 | |||
| MICRON TECHNOLOGY INC | 325,000.00 | 359,937.50 | |||
| MICRON TECHNOLOGY INC | 325,000.00 | 322,562.50 | |||
| MICRON TECHNOLOGY INC | 525,000.00 | 530,250.00 | |||
| MICROSEMI CORP | 225,000.00 | 257,625.00 | |||
| MIDCONTINENT COMM & FIN | 300,000.00 | 318,000.00 | |||
| MILLAR WESTERN FOREST | 75,000.00 | 44,250.00 | |||
| MPG HOLDCO I INC | 225,000.00 | 245,137.50 | |||
| MPT OPER PARTNERSP/FINL | 225,000.00 | 237,375.00 | |||
| MRT MID PART/MRT MID FIN | 655,000.00 | 663,187.50 | |||
| MULTI-COLOR CORP | 300,000.00 | 313,500.00 | |||
| MURPHY OIL CORP | 625,000.00 | 590,625.00 | |||
| MURPHY OIL CORP | 600,000.00 | 620,250.00 | |||
| NABORS INDUSTRIES INC | 50,000.00 | 50,822.00 | |||
| NABORS INDUSTRIES INC | 200,000.00 | 203,500.00 | |||
| NATIONAL CINEMEDIA LLC | 375,000.00 | 387,187.50 | |||
| NATIONAL CINEMEDIA LLC | 125,000.00 | 127,187.50 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 205,625.00 | |||
| NATIONSTAR MORT/CAP CORP | 500,000.00 | 500,000.00 | |||
| NAVIENT CORP | 50,000.00 | 50,625.00 | |||
| NAVIENT CORP | 225,000.00 | 224,718.75 | |||
| NAVIENT CORP | 100,000.00 | 99,500.00 | |||
| NAVIENT CORP | 800,000.00 | 730,000.00 | |||
| NCL CORP LTD | 300,000.00 | 302,250.00 | |||
| NCR CORP | 100,000.00 | 103,375.00 | |||
| NCR CORP | 175,000.00 | 175,875.00 | |||
| NCR CORP | 700,000.00 | 728,000.00 | |||
| NEPTUNE FINCO CORP | 400,000.00 | 475,500.00 | |||
| NETFLIX INC | 250,000.00 | 263,750.00 | |||
| NEW AMETHYST CORP | 175,000.00 | 179,593.75 | |||
| NEWFIELD EXPLORATION CO | 125,000.00 | 126,250.00 | |||
| NEXSTAR BROADCASTING INC | 150,000.00 | 155,625.00 | |||
| NEXSTAR ESCROW CORP | 325,000.00 | 324,187.50 | |||
| NIELSEN CO LUX SARL/THE | 150,000.00 | 148,500.00 | |||
| NIELSEN FINANCE LLC/CO | 950,000.00 | 957,125.00 | |||
| NOVELIS CORP | 250,000.00 | 254,375.00 | |||
| NOVELIS CORP | 475,000.00 | 469,775.00 | |||
| NRG ENERGY INC | 350,000.00 | 348,250.00 | |||
| NRG ENERGY INC | 500,000.00 | 477,500.00 | |||
| NRG YIELD OPERATING LLC | 325,000.00 | 312,000.00 | |||
| NUMERICABLE GROUP SA | 2,275,000.00 | 2,317,656.25 | |||
| NUMERICABLE-SFR SA | 875,000.00 | 880,468.75 | |||
| NWH ESCROW CORP | 300,000.00 | 265,500.00 | |||
| NXP BV/NXP FUNDING LLC | 500,000.00 | 518,440.00 | |||
| NXP BV/NXP FUNDING LLC | 200,000.00 | 208,500.00 | |||
| OASIS PETROLEUM INC | 500,000.00 | 488,750.00 | |||
| OPEN TEXT CORP | 275,000.00 | 286,687.50 | |||
| OWENS-BROCKWAY | 800,000.00 | 815,000.00 | |||
| OWENS-BROCKWAY | 350,000.00 | 364,656.25 | |||
| OWENS-BROCKWAY | 400,000.00 | 426,750.00 | |||
| PARAMOUNT RESOURCES LTD | 300,000.00 | 315,000.00 | |||
| PARSLEY ENERGY LLC/FINAN | 150,000.00 | 153,375.00 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 170,625.00 | |||
| PATTERN ENERGY GROUP INC | 175,000.00 | 173,687.50 | |||
| PBF LOGISTICS LP/FINANCE | 475,000.00 | 475,000.00 | |||
| PDC ENERGY INC | 100,000.00 | 100,500.00 | |||
| PEABODY SEC FIN CORP | 50,000.00 | 49,625.00 | |||
| PEABODY SEC FIN CORP | 75,000.00 | 74,250.00 | |||
| PENSKE AUTO GROUP INC | 350,000.00 | 360,500.00 | |||
| PINNACLE FOODS INC | 100,000.00 | 104,500.00 | |||
| PIONEER ENERGY SERVICES | 125,000.00 | 114,375.00 | |||
| POST HOLDINGS INC | 450,000.00 | 494,437.50 | |||
| POST HOLDINGS INC | 575,000.00 | 540,500.00 | |||
| PRECISION DRILLING CORP | 280,000.00 | 282,100.00 | |||
| PRECISION DRILLING CORP | 150,000.00 | 141,000.00 | |||
| PRIME SECSRVC BRW/FINANC | 650,000.00 | 693,881.50 | |||
| PRODUCTION RES GROUP | 500,000.00 | 385,000.00 | |||
| QORVO INC | 325,000.00 | 353,031.25 | |||
| QORVO INC | 200,000.00 | 219,000.00 | |||
| QUEBECOR MEDIA INC | 250,000.00 | 260,937.50 | |||
| QUINTILES IMS INC | 200,000.00 | 199,500.00 | |||
| RADIAN GROUP INC | 275,000.00 | 287,375.00 | |||
| RADIAN GROUP INC | 200,000.00 | 220,250.00 | |||
| RADIO SYSTEMS CORP | 975,000.00 | 1,014,609.37 | |||
| RANGE RESOURCES CORP | 175,000.00 | 176,750.00 | |||
| RANGE RESOURCES CORP | 75,000.00 | 72,000.00 | |||
| RANGE RESOURCES CORP | 300,000.00 | 286,149.00 | |||
| REALOGY GROUP/CO-ISSUER | 300,000.00 | 312,000.00 | |||
| REALOGY GROUP/CO-ISSUER | 425,000.00 | 410,125.00 | |||
| REGAL ENTERTAINMENT GRP | 350,000.00 | 364,437.50 | |||
| REGAL ENTERTAINMENT GRP | 100,000.00 | 103,500.00 | |||
| RESOLUTE FOREST PRODUCTS | 550,000.00 | 475,750.00 | |||
| REVLON CONSUMER PRODS | 50,000.00 | 49,750.00 | |||
| REVLON ESCROW CORP | 200,000.00 | 201,419.60 | |||
| REYNOLDS GROUP HOLDINGS | 204,162.66 | 209,777.13 | |||
| REYNOLDS GRP ISS/REYNOLD | 775,000.00 | 795,584.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 375,000.00 | 380,625.00 | |||
| RICE ENERGY INC | 125,000.00 | 125,312.50 | |||
| ROSE ROCK MIDSTREAM/FIN | 325,000.00 | 316,875.00 | |||
| ROWAN COMPANIES INC | 200,000.00 | 199,500.00 | |||
| ROYAL BK SCOTLND GRP PLC | 1,100,000.00 | 1,054,625.00 | |||
| RSI HOME PRODUCTS INC | 825,000.00 | 840,468.75 | |||
| RYLAND GROUP | 425,000.00 | 464,312.50 | |||
| SABRA HEALTH/CAPTL CORP | 150,000.00 | 153,375.00 | |||
| SALLY HOLDINGS/SALLY CAP | 311,000.00 | 318,386.25 | |||
| SALLY HOLDINGS/SALLY CAP | 200,000.00 | 199,000.00 | |||
| SANCHEZ ENERGY CORP | 250,000.00 | 225,625.00 | |||
| SBA COMMUNICATIONS CORP | 525,000.00 | 526,968.75 | |||
| SBA COMMUNICATIONS CORP | 200,000.00 | 194,500.00 | |||
| SCIENTIFIC GAMES INTERNA | 200,000.00 | 207,082.00 | |||
| SCOTTS MIRACLE-GRO CO | 325,000.00 | 345,312.50 | |||
| SEALED AIR CORP | 200,000.00 | 206,000.00 | |||
| SEALED AIR CORP | 500,000.00 | 526,250.00 | |||
| SENSATA TECH UK FIN CO | 375,000.00 | 392,812.50 | |||
| SERVICE CORP INTL | 875,000.00 | 1,018,281.25 | |||
| SERVICE CORP INTL | 200,000.00 | 206,000.00 | |||
| SESI LLC | 300,000.00 | 299,250.00 | |||
| SESI LLC | 300,000.00 | 300,000.00 | |||
| SGMS ESCROW CORP | 675,000.00 | 702,486.00 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 151,125.00 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 151,125.00 | |||
| SINCLAIR TELEVISION GROU | 750,000.00 | 780,937.50 | |||
| SINCLAIR TELEVISION GROU | 150,000.00 | 150,937.50 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 356,250.00 | |||
| SIRIUS XM RADIO INC | 675,000.00 | 700,312.50 | |||
| SIRIUS XM RADIO INC | 375,000.00 | 371,250.00 | |||
| SLM CORP | 200,000.00 | 203,500.00 | |||
| SLM CORP | 500,000.00 | 533,125.00 | |||
| SLM CORP | 400,000.00 | 373,000.00 | |||
| SM ENERGY CO | 300,000.00 | 292,500.00 | |||
| SM ENERGY CO | 450,000.00 | 436,500.00 | |||
| SONIC AUTOMOTIVE INC | 775,000.00 | 808,906.25 | |||
| SONIC AUTOMOTIVE INC | 125,000.00 | 122,500.00 | |||
| SONIC AUTOMOTIVE INC | 200,000.00 | 201,500.00 | |||
| SOUTHERN STAR CENT CORP | 225,000.00 | 229,500.00 | |||
| SOUTHWESTERN ENERGY CO | 25,000.00 | 26,062.50 | |||
| SOUTHWESTERN ENERGY CO | 800,000.00 | 786,000.00 | |||
| SOUTHWESTERN ENERGY CO | 125,000.00 | 110,000.00 | |||
| SOUTHWESTERN ENERGY CO | 175,000.00 | 162,750.00 | |||
| SPCM SA | 200,000.00 | 207,876.00 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 78,843.75 | |||
| SPECTRUM BRANDS INC | 175,000.00 | 183,312.50 | |||
| SPEEDWAY MOTORSPORTS INC | 125,000.00 | 126,250.00 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 338,203.12 | |||
| SPRINT CAPITAL CORP | 750,000.00 | 879,142.50 | |||
| SPRINT COMMUNICATIONS | 350,000.00 | 348,468.75 | |||
| SPRINT CORP | 150,000.00 | 161,157.00 | |||
| SPRINT CORP | 550,000.00 | 569,673.50 | |||
| SPRINT NEXTEL CORP | 575,000.00 | 590,093.75 | |||
| SPRINT NEXTEL CORP | 1,150,000.00 | 1,249,187.50 | |||
| SPRINT NEXTEL CORP | 475,000.00 | 516,562.50 | |||
| SPRINT NEXTEL CORP | 75,000.00 | 79,406.25 | |||
| SPX FLOW INC | 125,000.00 | 125,185.02 | |||
| SPX FLOW INC | 125,000.00 | 125,625.00 | |||
| SS&C TECH HOLDINGS INC | 225,000.00 | 237,375.00 | |||
| STANDARD INDUSTRIES INC | 150,000.00 | 155,625.00 | |||
| STANDARD INDUSTRIES INC | 75,000.00 | 75,937.50 | |||
| STANDARD PACIFIC CORP | 850,000.00 | 901,000.00 | |||
| STARWOOD PROPERTY TRUST | 225,000.00 | 227,367.00 | |||
| STEEL DYNAMICS INC | 125,000.00 | 128,437.50 | |||
| STEEL DYNAMICS INC | 275,000.00 | 284,625.00 | |||
| SUBURBAN PROPANE PARTNRS | 250,000.00 | 245,000.00 | |||
| SUMMIT MID HLDS LLC / FI | 650,000.00 | 680,956.25 | |||
| SUMMIT MID HLDS LLC / FI | 25,000.00 | 25,062.50 | |||
| SUMMIT MID HLDS LLC / FI | 100,000.00 | 99,500.00 | |||
| SUNCOKE ENRGY PART LP/FI | 325,000.00 | 330,687.50 | |||
| SUNOCO LP/FINANCE CORP | 450,000.00 | 447,750.00 | |||
| SUNOCO LP/FINANCE CORP | 700,000.00 | 700,105.00 | |||
| SUNOCO LP/FINANCE CORP | 625,000.00 | 619,531.25 | |||
| SYMANTEC CORP | 250,000.00 | 251,468.00 | |||
| T-MOBILE USA INC | 275,000.00 | 286,000.00 | |||
| T-MOBILE USA INC | 525,000.00 | 554,531.25 | |||
| T-MOBILE USA INC | 125,000.00 | 125,000.00 | |||
| T-MOBILE USA INC | 125,000.00 | 130,156.25 | |||
| T-MOBILE USA INC | 550,000.00 | 580,250.00 | |||
| T-MOBILE USA INC | 1,125,000.00 | 1,190,317.50 | |||
| T-MOBILE USA INC | 75,000.00 | 79,500.00 | |||
| T-MOBILE USA INC | 450,000.00 | 476,437.50 | |||
| T-MOBILE USA INC | 125,000.00 | 125,000.00 | |||
| TALLGRASS NRG PRTNR/FIN | 150,000.00 | 149,625.00 | |||
| TARGA RESOURCES PARTNERS | 300,000.00 | 303,000.00 | |||
| TARGA RESOURCES PARTNERS | 131,000.00 | 135,257.50 | |||
| TARGA RESOURCES PARTNERS | 300,000.00 | 323,250.00 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 202,750.00 | |||
| TAYLOR MORRISON COMM/MON | 200,000.00 | 206,000.00 | |||
| TECK COMINCO LIMITED | 175,000.00 | 176,203.12 | |||
| TECK RESOURCES LIMITED | 75,000.00 | 81,937.50 | |||
| TECK RESOURCES LIMITED | 675,000.00 | 679,640.62 | |||
| TECK RESOURCES LIMITED | 75,000.00 | 86,437.50 | |||
| TEMPUR SEALY INTL INC | 275,000.00 | 268,812.50 | |||
| TENET HEALTHCARE CORP | 850,000.00 | 884,000.00 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 132,031.25 | |||
| TENNECO INC | 200,000.00 | 196,500.00 | |||
| TERRAFORM GLOBAL OPERATI | 275,000.00 | 309,375.00 | |||
| TESORO CORP | 200,000.00 | 203,750.00 | |||
| TESORO CORP | 75,000.00 | 77,343.75 | |||
| TESORO LOGISTICS LP/CORP | 250,000.00 | 258,750.00 | |||
| TESORO LOGISTICS LP/CORP | 225,000.00 | 239,062.50 | |||
| TESORO LOGISTICS LP/CORP | 625,000.00 | 641,406.25 | |||
| TITAN INTERNATIONAL INC | 100,000.00 | 103,800.00 | |||
| TMS INTERNATIONAL CORP | 75,000.00 | 75,750.00 | |||
| TMX FIN LLC/TITLEMAX FIN | 100,000.00 | 94,000.00 | |||
| TOLL BROS FINANCE CORP | 175,000.00 | 173,250.00 | |||
| TOPAZ MARINE SA | 200,000.00 | 202,184.00 | |||
| TPC GROUP INC | 450,000.00 | 421,209.00 | |||
| TRAC INTERMODAL LLC/CORP | 20,000.00 | 21,212.50 | |||
| TRANSFIELD SERVICES LTD | 125,000.00 | 131,093.75 | |||
| TREEHOUSE FOODS INC | 300,000.00 | 310,500.00 | |||
| TRI POINTE HOLDINGS INC | 225,000.00 | 228,375.00 | |||
| TRI POINTE HOLDINGS INC | 100,000.00 | 101,750.00 | |||
| TRIUMPH GROUP INC | 175,000.00 | 163,187.50 | |||
| TULLOW OIL PLC | 600,000.00 | 541,500.00 | |||
| UNITED RENTALS NORTH AM | 350,000.00 | 358,750.00 | |||
| UNITYMEDIA HESSEN / NRW | 675,000.00 | 698,625.00 | |||
| UNITYMEDIA KABELBW GMBH | 200,000.00 | 207,000.00 | |||
| UNIVERSAL HOSPITAL SERVI | 300,000.00 | 299,250.00 | |||
| UNIVISION COMMUNICATIONS | 920,000.00 | 959,100.00 | |||
| US AIRWAYS 2012-2C PTT | 50,000.00 | 51,125.00 | |||
| US CONCRETE INC | 225,000.00 | 236,250.00 | |||
| US CONCRETE INC | 125,000.00 | 131,250.00 | |||
| VALEANT PHARMACEUTICALS | 425,000.00 | 376,125.00 | |||
| VALEANT PHARMACEUTICALS | 225,000.00 | 228,375.00 | |||
| VALEANT PHARMACEUTICALS | 375,000.00 | 380,625.00 | |||
| VALVOLINE FINCO TWO LLC | 75,000.00 | 77,812.50 | |||
| VECTOR GROUP LTD | 200,000.00 | 204,500.00 | |||
| VERITAS US INC/BERMUDA L | 200,000.00 | 208,500.00 | |||
| VERMILION ENERGY INC | 125,000.00 | 124,375.00 | |||
| VERSUM MATERIALS INC | 100,000.00 | 102,750.00 | |||
| VIKING CRUISES LTD | 350,000.00 | 362,687.50 | |||
| VIKING CRUISES LTD | 75,000.00 | 71,625.00 | |||
| VIRGIN MEDIA FINANCE PLC | 600,000.00 | 618,000.00 | |||
| VIRGIN MEDIA FINANCE PLC | 500,000.00 | 499,375.00 | |||
| VPII ESCROW CORP | 250,000.00 | 254,375.00 | |||
| VPII ESCROW CORP | 250,000.00 | 217,500.00 | |||
| VRX ESCROW CORP | 325,000.00 | 286,812.50 | |||
| VRX ESCROW CORP | 525,000.00 | 397,687.50 | |||
| VRX ESCROW CORP | 550,000.00 | 410,437.50 | |||
| VTR FINANCE BV | 200,000.00 | 208,500.00 | |||
| WEATHERFORD BERMUDA | 25,000.00 | 21,875.00 | |||
| WEATHERFORD BERMUDA | 125,000.00 | 111,250.00 | |||
| WEATHERFORD BERMUDA | 50,000.00 | 43,250.00 | |||
| WEATHERFORD INTL LLC | 75,000.00 | 66,750.00 | |||
| WELLCARE HEALTH PLANS IN | 450,000.00 | 462,656.25 | |||
| WEST CORP | 950,000.00 | 915,448.50 | |||
| WESTERN DIGITAL CORP | 450,000.00 | 488,025.00 | |||
| WESTERN DIGITAL CORP | 650,000.00 | 749,125.00 | |||
| WESTERN REFINING/WNRL FI | 100,000.00 | 108,000.00 | |||
| WILLIAM LYON HOMES INC | 75,000.00 | 76,500.00 | |||
| WILLIAM LYON HOMES INC | 100,000.00 | 104,500.00 | |||
| WILLIAM LYON HOMES INC | 225,000.00 | 224,718.75 | |||
| WILLIAMS COMPANIES INC | 722,000.00 | 707,560.00 | |||
| WINDSTREAM CORP | 375,000.00 | 376,875.00 | |||
| WINDSTREAM CORP | 250,000.00 | 241,718.75 | |||
| WINDSTREAM CORP | 250,000.00 | 224,218.75 | |||
| WMG ACQUISITION CORP | 75,000.00 | 76,218.75 | |||
| WOODSIDE HOMES CO LLC/FI | 500,000.00 | 526,250.00 | |||
| WPX ENERGY INC | 1,125,000.00 | 1,102,500.00 | |||
| WR GRACE & CO-CONN | 225,000.00 | 232,312.50 | |||
| XPO LOGISTICS INC | 450,000.00 | 467,437.50 | |||
| XPO LOGISTICS INC | 125,000.00 | 128,906.25 | |||
| ZAYO GROUP LLC/ZAYO CAP | 250,000.00 | 262,187.50 | |||
| ZAYO GROUP LLC/ZAYO CAP | 325,000.00 | 344,194.50 | |||
| ZIGGO BOND FINANCE BV | 200,000.00 | 196,000.00 | |||
| ZIGGO BOND FINANCE BV | 450,000.00 | 432,985.50 | |||
| 小計 | 銘柄数:594 | 198,210,162.66 | 201,053,208.65 | ||
| (23,086,939,949) | |||||
| 組入時価比率:90.7% | 100.0% | ||||
| 合計 | 23,086,939,949 | ||||
| (23,086,939,949) | |||||
| (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。 |
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