有価証券報告書(内国投資信託受益証券)-第17期(平成25年7月6日-平成26年1月6日)

【提出】
2014/03/25 9:52
【資料】
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【項目】
50項目
高利回り社債オープン マザーファンド
貸借対照表
(単位:円)
(平成26年 1月 6日現在)
資産の部
流動資産
預金1,757,655,330
コール・ローン2,257,616,509
株式7,132,509
社債券128,987,903,126
派生商品評価勘定7,684,000
未収入金289,080,976
未収利息2,338,312,988
前払費用66,950,619
流動資産合計135,712,336,057
資産合計135,712,336,057
負債の部
流動負債
未払解約金1,716,750,000
流動負債合計1,716,750,000
負債合計1,716,750,000
純資産の部
元本等
元本60,014,394,488
剰余金
期末剰余金又は期末欠損金(△)73,981,191,569
元本等合計133,995,586,057
純資産合計133,995,586,057
負債純資産合計135,712,336,057

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。
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・収益の計上基準受取配当金
受取配当金は、原則として配当落ち日において、確定配当金額又は予想配当金額を計上しております。
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 1月 6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2.2327円
(10,000口当たり純資産額)(22,327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 7月 6日
至 平成26年 1月 6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 1月 6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。
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 1月 6日現在
期首平成25年 7月 6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66,985,567,621円
同期中における追加設定元本額12,677,562,526円
同期中における一部解約元本額19,648,735,659円
期末元本額60,014,394,488円
期末元本額の内訳*
高利回り社債オープン21,480,946,712円
高利回り社債オープン・為替ヘッジ28,115,748,499円
米欧 ハイ・インカムオープン457,817,024円
野村米国ハイ・イールド・ファンド(毎月決算型)4,887,711,299円
野村米国ハイ・イールド・ファンド(毎月決算型)為替ヘッジあり5,028,431,768円
高利回り社債オープン・為替ヘッジ(年1回決算型)3,104,558円
高利回り社債オープン(年1回決算型)3,069,161円
野村米国ハイ・イールド・ファンド(年1回決算型)470,578円
野村米国ハイ・イールド・ファンド(年1回決算型)為替ヘッジあり470,578円
高利回り社債オープンVA(適格機関投資家専用)36,624,311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 1月 6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GEOKINETICS INC500100.0050,000.00
CATALYST PAPER CORP16,8521.0718,065.34
DIRECTBUY HOLDINGS INC4,8510.0297.02
小計銘柄数:368,162.36
(7,132,509)
組入時価比率:0.0%100.0%
合計7,132,509
(7,132,509)

(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26年 1月 6日現在)

種類通貨銘柄券面総額評価額備考
社債券米ドル99 CENTS ONLY STORES2,525,000.002,878,500.00
ACCELLENT INC650,000.00681,687.50
ACCURIDE CORP1,125,000.001,110,937.50
ACE CASH EXPRESS INC400,000.00322,000.00
ACTIVISION BLIZZARD2,650,000.002,762,625.00
ACTIVISION BLIZZARD1,200,000.001,260,000.00
ACTUANT CORPORATION450,000.00457,875.00
AES CORPORATION3,472,000.004,105,640.00
AES CORPORATION450,000.00421,875.00
AFFINIA GROUP INC2,225,000.002,358,500.00
AFFINION GROUP HOLDINGS1,525,000.001,502,125.00
AFFINION INVESTMENTS LLC841,500.00854,122.50
AGUILA 3 SA850,000.00907,375.00
AINSWORTH LUMBER LTD2,047,000.002,213,318.75
AIR CANADA1,175,000.001,242,562.50
AIR CANADA 2013-1B PTC200,000.00194,500.00
AIR CANADA 2013-1C PTC200,000.00200,500.00
AIR LEASE CORP800,000.00834,000.00
AIRCASTLE LTD650,000.00656,500.00
AIRCASTLE LTD950,000.001,022,437.50
AK STEEL CORP2,700,000.002,733,750.00
ALBEA BEAUTY HOLDINGS SA875,000.00916,562.50
ALCATEL-LUCENT USA INC2,025,000.002,047,781.25
ALCATEL-LUCENT USA INC1,600,000.001,668,000.00
ALERE INC450,000.00496,125.00
ALERE INC1,700,000.001,746,750.00
ALERIS INTERNATIONAL INC650,000.00―
ALERIS INTL INC625,000.00665,625.00
ALERIS INTL INC725,000.00774,843.75
ALGECO SCOTSMAN GLOB FIN2,050,000.002,183,250.00
ALGOMA ACQUISITION CORP200,000.00124,000.00
ALLEGHENY TECHNOLOGIES400,000.00405,011.60
ALLEGION US HOLDING CO675,000.00704,531.25
ALLEN SYSTEMS GROUP INC2,700,000.001,485,000.00
ALLIANT TECHSYSTEMS INC1,100,000.001,111,000.00
ALLY FINANCIAL1,875,000.002,257,031.25
ALLY FINANCIAL INC3,025,000.003,156,381.80
ALLY FINANCIAL INC1,150,000.001,253,500.00
ALPHA NATURAL RESOURCES325,000.00346,937.50
ALTA MESA HLDGS/FINANC S1,875,000.002,015,625.00
ALTICE FINANCING SA325,000.00355,062.50
ALTICE FINCO SA325,000.00367,250.00
ALTICE FINCO SA200,000.00207,000.00
AMC NETWORKS INC1,575,000.001,512,000.00
AMERICAN ACHIEVEMENT COR3,075,000.003,244,125.00
AMERICAN AXLE & MFG INC3,125,000.003,328,125.00
AMERICAN CAPITAL LTD1,475,000.001,552,437.50
AMERICAN GILSONITE CO500,000.00483,750.00
AMERICAN GREETINGS800,000.00808,000.00
AMKOR TECHNOLOGIES INC725,000.00757,625.00
AMSURG CORP300,000.00313,500.00
ANCESTRY.COM INC3,450,000.003,570,750.00
ANCESTRY.COM INC ACOM3,200,000.003,744,000.00
ANTERO RESOURCES CORP1,750,000.001,768,593.75
ANTERO RESOURCES FINANCE634,000.00684,720.00
APERAM400,000.00412,500.00
APERAM175,000.00180,031.25
APPROACH RESOURCES INC950,000.00983,250.00
APPVION INC1,525,000.001,553,593.75
APX GROUP INC1,200,000.001,227,000.00
APX GROUP INC3,600,000.003,717,000.00
ARAMARK CORP1,750,000.001,837,500.00
ARCELORMITTAL1,425,000.001,517,625.00
ARCELORMITTAL3,800,000.003,752,500.00
ARCH COAL INC1,575,000.001,267,875.00
ARCH COAL INC1,800,000.001,611,000.00
ARD FINANCE SA4,574,570.004,917,662.75
ARES CAPITAL CORP1,025,000.001,050,578.87
ARMOURED AUTOGROUP1,025,000.00994,250.00
ARTESYN ESCROW INC2,800,000.002,975,000.00
ARVINMERITOR INC1,250,000.001,340,625.00
ASBURY AUTOMOTIVE GROUP1,075,000.001,214,750.00
ASHTEAD CAPITAL INC2,050,000.002,198,625.00
ASHTON WOODS USA/FINANCE3,975,000.003,935,250.00
ASSOC MAT LLC/AMH NEW FI575,000.00616,687.50
ATKORE INTERNATIONAL INC435,000.00467,625.00
AUDATEX NORTH AMERICA IN1,450,000.001,529,750.00
AUDATEX NORTH AMERICA IN975,000.001,011,562.50
AURORA OIL & GAS CORP2,700,000.002,909,250.00
AURORA USA OIL & GAS INC1,525,000.001,578,375.00
AUS FINANCE PTY LTD775,000.00711,062.50
AVAYA INC2,050,000.002,050,000.00
AVAYA INC100,000.00100,000.00
AVAYA INC400,000.00388,000.00
AVIS BUDGET CAR/FINANCE725,000.00766,687.50
AVIS BUDGET CAR/FINANCE350,000.00341,250.00
AVIV HEALTHCARE PROPERTI275,000.00297,000.00
AVIV HLTH PROP/AVIV HLTH950,000.00973,750.00
B-CORP MERGER SUB INC775,000.00778,875.00
BAKER & TAYLOR ACQUISITI652,000.00568,870.00
BALL CORP3,000,000.002,981,250.00
BANK OF AMERICA CORP3,375,000.002,986,875.00
BANKRATE INC950,000.00990,375.00
BARCLAYS BANK PLC3,650,000.003,934,700.00
BARCLAYS BANK PLC3,025,000.003,316,156.25
BARCLAYS PLC2,475,000.002,560,882.50
BARRY CALLEBAUT SVCS NV575,000.00585,033.75
BASIC ENERGY SERVICES650,000.00682,500.00
BC LUXCO 1 SA150,000.00138,750.00
BC MOUNTAIN LLC/BC MTN400,000.00407,000.00
BEAZER HOMES USA1,000,000.001,118,750.00
BEAZER HOMES USA725,000.00777,562.50
BEAZER HOMES USA1,675,000.001,683,375.00
BEV PACK HLDS LU/ISSUER700,000.00715,750.00
BEV PACK HLDS LU/ISSUER2,425,000.002,467,437.50
BI-LO LLC/BI-LO FIN CORP4,625,000.004,844,687.50
BIOMET INC1,075,000.001,135,468.75
BLACKBOARD INC975,000.00975,000.00
BLOCK COMMUNICATIONS INC1,075,000.001,147,562.50
BMC SOFTWARE FINANCE INC4,500,000.004,640,625.00
BOART LONGYEAR MANAGEMEN750,000.00570,000.00
BOE INTERMEDIATE HLDNG C3,058,088.003,226,282.84
BOE MERGER CORP2,525,000.002,695,437.50
BOISE CASCADE LLC/FIN775,000.00819,562.50
BOMBARDIER INC625,000.00625,000.00
BOYD ACQUISITION SUB/FIN2,500,000.002,737,500.00
BRAND ENERGY & INFRASTRU2,250,000.002,292,187.50
BROCADE COMMUNICATIONS825,000.00765,187.50
BROOKFIELD RESIDENTIAL950,000.00992,750.00
BROWN SHOE CO INC750,000.00800,625.00
BUFFALO THUNDER DEV AUTH1,800,000.00729,000.00
BUILDERS FIRSTSOURCE INC2,325,000.002,435,437.50
BUILDING MATERIALS CORP625,000.00670,312.50
BUILDING MATERIALS HOLDI4,625,000.004,960,312.50
BURLINGTON HLDG INC/FIN365,000.00375,950.00
CABLEVISION SYSTEMS CORP2,100,000.002,451,750.00
CABLEVISION SYSTEMS CORP275,000.00308,687.50
CAESARS ENTERTAINMENT325,000.00188,500.00
CAESARS ENTERTAINMENT OP3,000,000.002,925,000.00
CAESARS OPERATING ESCROW2,450,000.002,359,656.25
CALFRAC HOLDINGS LP375,000.00384,375.00
CALPINE CORP987,000.001,085,700.00
CALPINE CORP375,000.00412,968.75
CALPINE CORP1,925,000.001,900,937.50
CAPSUGEL SA875,000.00896,328.12
CARMIKE CINEMAS INC975,000.001,070,062.50
CASCADES INC825,000.00862,125.00
CASE NEW HOLLAND INC1,425,000.001,688,625.00
CASTLE (AM) & CO425,000.00478,125.00
CATALYST PAPER CORP45,337.0046,017.05
CATALYST PAPER CORP292,047.00186,910.08
CB RICHARD ELLIS SERVICE100,000.00106,875.00
CBC AMMO LLC/CBC FINCO925,000.00915,750.00
CCO HLDGS LLC/CAP CORP225,000.00245,250.00
CCO HLDGS LLC/CAP CORP2,000,000.001,882,500.00
CCO HLDGS LLC/CAP CORP4,850,000.004,534,750.00
CCO HLDGS LLC/CAP CORP5,650,000.005,395,750.00
CCO HLDGS LLC/CAP CORP1,025,000.00971,187.50
CEMEX FINANCE LLC875,000.00993,125.00
CENTENE CORP500,000.00535,625.00
CENTRAL GARDEN & PET CO1,000,000.00977,500.00
CENTURYLINK INC650,000.00663,812.50
CENTURYLINK INC100,000.0099,500.00
CENTURYLINK INC975,000.00992,062.50
CENTURYLINK INC7,650,000.006,904,125.00
CENVEO CORP250,000.00251,250.00
CEQUEL COM ESCRW 1/CAP C3,475,000.003,579,250.00
CEQUEL COM HLDG I/CAP CP5,075,000.004,821,250.00
CERIDIAN CORP950,000.001,097,250.00
CGG VERITAS450,000.00462,375.00
CHAPARRAL ENERGY INC1,000,000.001,135,000.00
CHAPARRAL ENERGY INC475,000.00509,437.50
CHC HELICOPTER SA2,625,000.002,835,000.00
CHC HELICOPTER SA1,725,000.001,781,062.50
CHECKERS DRIVE-IN RESTAU775,000.00860,250.00
CHESAPEAKE ENERGY CORP1,375,000.001,430,000.00
CHESAPEAKE ENERGY CORP375,000.00390,000.00
CHESAPEAKE OIL OP/FIN650,000.00685,750.00
CHINOS INTERMED HLDGS A1,625,000.001,669,687.50
CHOICE HOTELS INTL INC1,700,000.001,776,500.00
CHRYSLER GP/CG CO-ISSUER550,000.00629,750.00
CHS/COMMUNITY HEALTH SYS2,750,000.002,987,187.50
CIMAREX ENERGY CO1,275,000.001,354,687.50
CINCINNATI BELL INC1,375,000.001,497,031.25
CINEMARK USA INC700,000.00682,500.00
CIT GROUP INC1,650,000.001,670,625.00
CIT GROUP INC720,000.00753,300.00
CITIGROUP INC4,050,000.003,571,140.15
CITIGROUP INC2,025,000.001,890,847.80
CLAYTON WILLIAMS ENERGY375,000.00388,125.00
CLEAR CHANNEL COMMUNICAT825,000.00839,437.50
CLEAR CHANNEL COMMUNICAT1,560,458.001,587,766.01
CLEAR CHANNEL COMMUNICAT3,550,000.003,665,375.00
CLEAR CHANNEL COMMUNICAT975,000.001,060,312.50
CLEAR CHANNEL WORLDWIDE1,675,000.001,771,312.50
CLEAR CHANNEL WORLDWIDE725,000.00743,125.00
CLEARWIRE COMM/FINANCE300,000.00410,250.00
CLEAVER-BROOKS INC4,625,000.005,041,250.00
CMA CGM450,000.00443,812.50
CNG HOLDINGS INC1,575,000.001,441,125.00
CNH CAPITAL LLC550,000.00563,062.50
CNH CAPITAL LLC1,050,000.001,069,687.50
COEUR D'ALENE MINES CORP1,125,000.001,147,500.00
COGECO CABLE INC2,725,000.002,639,843.75
COGENT COMMUNICATIONS GR775,000.00844,750.00
COLT DEFENSE/FINANCE1,625,000.001,411,718.75
COMMERCIAL METALS CO1,250,000.001,168,750.00
COMMERZBANK AG500,000.00556,250.00
COMMSCOPE HOLDINGS INC2,975,000.003,123,750.00
COMMUNITY CHOICE FINANCI1,275,000.001,071,000.00
COMPASS INVESTORS INC4,625,000.004,740,625.00
COMPILER FINANCE SUB INC1,350,000.001,346,625.00
CONCHO RESOURCES INC975,000.001,061,531.25
CONS CNT CO/CONS CNT CAP2,975,000.003,183,250.00
CONSOL ENERGY INC375,000.00389,062.50
CONSOLIDATEC COMM FIN CO1,225,000.001,417,937.50
CONSTELLATION BRANDS INC875,000.00824,687.50
CONSTELLATION BRANDS INC2,325,000.002,173,875.00
CONSTELLATION ENTERPRISE700,000.00612,500.00
CONTINENTAL AIRLINES INC1,450,000.001,500,750.00
CONTINENTAL RESOURCES555,000.00577,893.75
CONTL AIRLINES 2012-2 B125,000.00127,500.00
CONTL AIRLINES 2012-3 C2,275,000.002,377,375.00
CPG MERGER SUB LLC2,350,000.002,458,687.50
CPI INTERNATIONAL ACQ275,000.00288,750.00
CRC HEALTH CORP3,675,000.003,695,671.87
CRESCENT RESOURCES LLC1,325,000.001,447,562.50
CRESTWOOD MIDSTREAM PART500,000.00517,500.00
CRESTWOOD MIDSTREAM PART950,000.00978,500.00
CRICKET COMMUNICATIONS I1,950,000.002,232,750.00
CROSSTEX ENERGY LP/CROSS575,000.00656,937.50
CROWN CASTLE INTL CORP3,130,000.003,085,006.25
CUMULUS MEDIA INC150,000.00159,375.00
CVR REF LLC/COFF FIN INC750,000.00742,500.00
CYRUSONE LP/CYRUSONE FIN625,000.00653,906.25
D.R. HORTON INC1,950,000.001,997,531.25
DANA HOLDING CORP400,000.00406,000.00
DANA HOLDING CORP2,925,000.002,976,187.50
DAVE & BUSTER'S INC750,000.00823,125.00
DEAN FOODS CO1,240,000.001,377,950.00
DELUXE CORP625,000.00672,656.25
DENBURY RESOURCES INC1,850,000.001,688,125.00
DENVER PARENT CORP2,300,000.002,288,500.00
DIGICEL GROUP LTD1,675,000.001,750,375.00
DIGICEL GROUP LTD3,150,000.003,276,000.00
DIGICEL LIMITED200,000.00203,000.00
DIGICEL LIMITED2,275,000.002,201,062.50
DIRECTBUY HOLDINGS INC492,207.00260,869.71
DISH DBS CORP50,000.0052,500.00
DISH DBS CORP1,100,000.001,124,750.00
DISH DBS CORP2,300,000.002,308,625.00
DISH DBS CORP1,825,000.001,715,500.00
DUFRY FINANCE SCA475,000.00488,062.50
DUPONT FABROS TECH LP1,200,000.001,245,000.00
DYNACAST INTL LLC/FIN IN1,100,000.001,216,875.00
DYNEGY INC1,675,000.001,591,250.00
EAGLE MIDCO INC850,000.00892,500.00
EAGLE SPINCO INC550,000.00539,687.50
EARTHLINK INC1,525,000.001,509,750.00
EDISON MISSION ENERGY550,000.00418,687.50
EDISON MISSION ENERGY3,684,000.002,818,260.00
EDISON MISSION ENERGY700,000.00534,625.00
EILEME 1 AB1,262,334.001,388,567.40
EILEME 2 AB675,000.00813,375.00
ENDO PHARMACEUT HLDGS IN675,000.00729,000.00
ENERGY FUTURE/EFIH FINAN1,000,000.001,040,000.00
ENERGY FUTURE/EFIH FINAN2,968,666.002,122,596.19
ENERGY FUTURE/EFIH FINAN950,000.001,119,812.50
ENERGY XXI GULF COAST IN1,475,000.001,552,437.50
ENERGYSOLUTIONS INC/LLC1,075,000.001,152,937.50
EPE HLDNG/EP ENERGY BOND1,497,615.001,546,287.48
EQUINIX INC8,150,000.007,987,000.00
ERICKSON AIR-CRANE INC1,554,000.001,610,332.50
ESSAR STEEL ALGOMA INC900,000.00859,500.00
EV ENERGY PARTNERS/FINAN275,000.00278,093.75
EXOPACK HOLDINGS SA1,000,000.001,025,000.00
EXOPACK HOLDNG CORP1,300,000.001,410,500.00
EXPRESS LLC375,000.00396,562.50
FERRELLGAS LP/FERRELLGAS975,000.00994,500.00
FERRELLGAS PARTNERS LP520,000.00549,900.00
FGI OPERATING CO LLC/FIN600,000.00645,000.00
FIFTH & PACIFIC CO INC425,000.00457,941.75
FIRST DATA CORPORATION1,700,000.001,823,250.00
FIRST DATA CORPORATION1,575,000.001,643,906.25
FIRST DATA CORPORATION825,000.00973,500.00
FIRST DATA CORPORATION3,075,000.003,367,125.00
FIRST DATA CORPORATION10,250,000.0010,929,062.50
FLASH DUTCH 2 BV & US CO2,150,000.002,305,875.00
FLEXI-VAN LEASNG3,000,000.003,285,000.00
FLY LEASING LTD200,000.00203,250.00
FMG RESOURCES AUG 2006375,000.00399,843.75
FORBES ENERGY SERVICES1,825,000.001,793,062.50
FORD MOTOR COMPANY350,000.00447,792.45
FOREST LABORATORIES INC1,500,000.001,516,875.00
FREESCALE SEMICONDUCTOR1,775,000.001,730,625.00
FREESCALE SEMICONDUCTOR3,775,000.003,841,062.50
FRESENIUS MED CARE II1,175,000.001,248,437.50
FRONTIER COMMUNICATIONS175,000.00175,000.00
GANNETT CO INC1,450,000.001,515,250.00
GANNETT CO INC1,450,000.001,511,625.00
GARDA WORLD SECURITY COR3,175,000.003,206,750.00
GCI INC300,000.00320,250.00
GCI INC25,000.0024,000.00
GENCORP INC400,000.00430,500.00
GENERAL MOTORS CO1,600,000.001,676,000.00
GENERAL MOTORS FINL CO325,000.00325,812.50
GENERAL MOTORS FINL CO2,175,000.002,079,843.75
GENON ESCROW CORP6,798,000.007,715,730.00
GENON ESCROW CORP2,700,000.003,024,000.00
GEO GROUP INC/THE975,000.00971,343.75
GEORGIA GULF CORPORATION2,525,000.002,401,906.25
GESTAMP FUND LUX SA925,000.00950,437.50
GIBRALTAR STEEL CORP OF450,000.00465,187.50
GIBSON BRANDS INC600,000.00636,000.00
GLOBAL BRASS AND COPPER1,600,000.001,838,000.00
GLP CAPITAL LP / FIN II2,800,000.002,828,000.00
GMAC LLC1,650,000.001,994,437.50
GOLDEN NUGGET ESCROW INC2,300,000.002,334,500.00
GRAFTECH INTERNATIONAL675,000.00696,093.75
GRATON ECONOMIC DEV AUTH275,000.00320,375.00
GRAY TELEVISION INC4,025,000.004,301,718.75
GREAT LAKES DREDGE&DOCK25,000.0026,375.00
GREIF INC300,000.00342,750.00
GRIFOLS INC2,901,000.003,107,696.25
GULFPORT ENERGY CORP1,075,000.001,155,625.00
GXS WORLDWIDE INC950,000.00984,437.50
H&E EQUIPMENT SERVICES975,000.001,067,625.00
HALCON RESOURCES CORP950,000.00999,875.00
HALCON RESOURCES CORP5,425,000.005,513,156.25
HAPAG-LLOYD AG150,000.00159,375.00
HARBINGER GROUP INC850,000.00916,937.50
HARLAND CLARKE HOLDINGS400,000.00435,000.00
HARRAHS OPERATING CO INC1,957,000.001,594,955.00
HAWAIIAN AIRLINES 13-1B350,000.00322,000.00
HAWKER BEECHCRAFT ACQ CO125,000.0012,500.00
HAWKER BEECHCRAFT ESCROW200,000.00―
HCA HOLDINGS INC1,500,000.001,571,250.00
HCA HOLDINGS INC8,405,000.009,203,475.00
HCA INC1,175,000.001,248,437.50
HCA INC475,000.00523,093.75
HCA INC1,525,000.001,515,468.75
HD SUPPLY INC4,950,000.005,933,812.50
HEADWATERS INC1,550,000.001,596,500.00
HEADWATERS INC250,000.00270,000.00
HEALTHCARE TECHNOLOGY IN2,200,000.002,296,250.00
HECLA MINING CO1,425,000.001,373,343.75
HELLAS II1,700,000.00―
HERCULES OFFSHORE INC1,000,000.001,140,000.00
HERCULES OFFSHORE INC1,475,000.001,655,687.50
HERCULES OFFSHORE INC3,650,000.003,878,125.00
HERTZ CORP375,000.00389,531.25
HEXION US FIN/NOVA SCOTI2,875,000.002,889,375.00
HEXION US FINANCE CORP3,475,000.003,583,593.75
HILAND PART LP/CORP1,850,000.001,993,375.00
HILCORP ENERGY I/HILCORP500,000.00545,000.00
HILLMAN GROUP INC1,450,000.001,576,875.00
HILTON WORLDWIDE FINANCE925,000.00960,265.62
HOCKEY MERGER SUB 2 INC4,325,000.004,476,375.00
HOLLY ENERGY PARTNERS LP1,050,000.001,113,000.00
HUNTINGTON INGALLS INDUS450,000.00495,562.50
HUNTSMAN INTERNATIONAL L1,925,000.001,910,562.50
IAC/INTERACTIVECORP2,375,000.002,226,562.50
IAMGOLD CORP1,150,000.00994,750.00
ICAHN ENTERPRISES/FIN4,435,000.004,623,487.50
ICON HEALTH & FITNESS825,000.00738,375.00
IFM US COLONIAL PIPELINE250,000.00263,814.25
IGLOO HOLDINGS CORP5,250,000.005,376,000.00
ILFC E-CAPITAL TRUST I500,000.00465,000.00
IMS HEALTH INC825,000.00876,562.50
INC RESEARCH INC1,500,000.001,672,500.00
INEOS GROUP HOLDINGS SA1,426,000.001,440,260.00
INFOR US INC1,000,000.001,135,000.00
INMARSAT FINANCE PLC200,000.00209,000.00
INN OF THE MOUNTAIN GODS587,654.00572,228.08
INTELSAT JACKSON HLDG1,675,000.001,840,406.25
INTELSAT JACKSON HLDG5,850,000.005,594,062.50
INTELSAT LUXEMBOURG SA1,000,000.001,067,500.00
INTELSAT LUXEMBOURG SA400,000.00431,000.00
INTELSAT LUXEMBOURG SA5,850,000.006,310,687.50
INTERGEN NV2,750,000.002,860,000.00
INTERLINE BRANDS INC1,150,000.001,265,000.00
INTL LEASE FINANCE CORP1,125,000.001,209,375.00
INTL LEASE FINANCE CORP1,575,000.001,856,531.25
INTL LEASE FINANCE CORP725,000.00861,843.75
INVENTIV HEALTH INC1,050,000.001,102,500.00
INVENTIV HEALTH INC675,000.00599,062.50
INVENTIV HEALTH INC1,475,000.001,305,375.00
IPAYMENT HOLDINGS INC192,019.0093,129.21
IPAYMENT INC1,450,000.001,196,250.00
ISLE OF CAPRI CASINOS3,550,000.003,798,500.00
ISLE OF CAPRI CASINOS1,800,000.001,777,500.00
ISTAR FINANCIAL INC725,000.00746,750.00
JACK COOPER FINANCE CO1,000,000.001,081,250.00
JACK COOPER HOLDINGS COR3,700,000.004,000,625.00
JAGUAR HOLDING CO/MERGER225,000.00254,250.00
JAGUAR LAND ROVER PLC2,750,000.003,141,875.00
JAMES RIVER ESCROW INC475,000.00125,875.00
JBS INVESTMENTS GMBH800,000.00816,000.00
JBS USA LLC/JBS USA FINA1,150,000.001,253,500.00
JBS USA LLC/JBS USA FINA250,000.00261,875.00
JBS USA LLC/JBS USA FINA2,000,000.002,090,000.00
JMC STEEL GROUP550,000.00556,875.00
JPMORGAN CHASE & CO1,050,000.00947,625.00
JPMORGAN CHASE & CO1,625,000.001,562,031.25
K HOVNANIAN ENTERPRISES375,000.00435,000.00
K HOVNANIAN ENTERPRSIES972,000.001,060,695.00
K.HOVNANIAN ENTERPRISES1,700,000.001,804,125.00
KB HOME475,000.00560,500.00
KB HOME1,350,000.001,414,125.00
KCG HOLDINGS INC2,175,000.002,316,375.00
KEHE DISTRIBUTORS LLC/FI1,550,000.001,645,906.24
KENAN ADVANTAGE GROUP600,000.00634,500.00
KENNEDY-WILSON INC1,050,000.001,157,625.00
KINDER MORGAN INC/DELAWA1,225,000.001,213,538.90
KINDER MORGAN INC/DELAWA2,250,000.002,191,623.75
KINETICS CONCEPT/KCI USA1,300,000.001,472,250.00
KINOVE GERMAN BONDCO GMB367,000.00406,452.50
KODIAK OIL & GAS CORP175,000.00176,312.50
KODIAK OIL & GAS CORP1,100,000.001,100,000.00
L BRANDS INC2,375,000.002,416,562.50
LADDER CAP FIN LLC/CORP725,000.00769,406.25
LAMAR MEDIA CORP950,000.00907,250.00
LANDRY'S HOLDINGS II INC4,425,000.004,712,625.00
LANDRY'S INC3,800,000.004,161,000.00
LAREDO PETROLEUM INC1,000,000.001,115,000.00
LAREDO PETROLEUM INC1,000,000.001,095,000.00
LBC TANK TERMINAL HLDING575,000.00597,281.25
LBG CAPITAL NO.1 PLC200,000.00214,250.00
LEAR CORP400,000.00445,000.00
LENDER PROCESS SERVICES400,000.00415,000.00
LENNAR CORP275,000.00288,750.00
LENNAR CORP1,700,000.001,916,750.00
LENNAR CORP2,125,000.001,981,562.50
LEVEL 3 COMMUNICATIONS1,750,000.001,920,625.00
LEVEL 3 FINANCING INC1,375,000.001,393,046.87
LEVEL 3 FINANCING INC3,275,000.003,614,781.25
LEVEL 3 FINANCING INC2,450,000.002,480,625.00
LIBBEY GLASS INC337,000.00366,908.75
LIMITED BRANDS INC1,050,000.001,078,875.00
LIN TELEVISION CORP750,000.00794,062.50
LIN TELEVISION CORP625,000.00653,906.25
LKQ CORP250,000.00233,125.00
LOCAL INSIGHT REGATTA1,125,000.00―
LOGO MERGER SUB CORP3,300,000.003,436,125.00
LOUISIANA PACIFIC CORP725,000.00812,000.00
LUCENT TECHNOLOGIES1,800,000.001,615,500.00
LYNX I CORP1,050,000.001,060,500.00
LYONDELLBASELL IND NV2,500,000.002,776,235.00
MAGNUM HUNTER RESOURCES3,418,000.003,708,530.00
MANITOWOC COMPANY INC475,000.00485,093.75
MARIPOSA BOR / MERG SUB2,025,000.002,136,375.00
MARIPOSA BOR / MERG SUB750,000.00791,250.00
MARKWEST ENERGY PART/FIN475,000.00518,343.75
MARKWEST ENERGY PART/FIN227,000.00241,755.00
MARKWEST ENERGY PART/FIN2,425,000.002,291,625.00
MARQUETTE TRANS CO/FINAN825,000.00874,500.00
MATTAMY GROUP CORP700,000.00700,000.00
MCCLATCHY CO1,650,000.001,835,625.00
MDC HOLDINGS INC3,400,000.002,946,212.20
MDC PARTNERS INC550,000.00578,875.00
MEDIACOM BRDBND LLC/CORP850,000.00877,625.00
MEDIACOM LLC/CAPTL CORP1,150,000.001,253,500.00
MEG ENERGY CORP575,000.00581,468.75
MERISANT ESCROW600,000.00―
MERITAGE HOMES CORP425,000.00426,062.50
MERITAGE HOMES CORP360,000.00384,300.00
METHANEX CORP200,000.00214,258.00
METHANEX CORP275,000.00291,814.32
METROPCS WIRELESS INC100,000.00107,625.00
METROPCS WIRELESS INC1,275,000.001,327,593.75
METROPCS WIRELESS INC2,375,000.002,461,093.75
MGM RESORTS INTL1,750,000.002,126,250.00
MGM RESORTS INTL1,925,000.002,264,281.25
MGM RESORTS INTL3,475,000.003,457,625.00
MGM RESORTS INTL1,825,000.001,971,000.00
MGM RESORTS INTL1,150,000.001,288,000.00
MICHAEL BAKER INTL INC600,000.00618,000.00
MICHAEL FOODS HOLDING2,650,000.002,809,000.00
MICHAELS FINCO HLDG/INC3,925,000.004,116,343.75
MIDSTATES PETRO INC/LLC3,100,000.003,390,625.00
MIDSTATES PETRO INC/LLC4,500,000.004,725,000.00
MIDWEST VANADIUM PTY LTD150,000.00126,000.00
MILACRON LLC/MCRON FIN3,975,000.004,213,500.00
MILLAR WESTERN FOREST625,000.00643,750.00
MIRABELA NICKEL LTD275,000.0075,625.00
MISA INVESTMENTS LTD300,000.00312,000.00
MOHEGAN TRIBAL GAMING1,725,000.001,867,312.50
MONITRONICS INTERNATIONA1,275,000.001,364,250.00
MOOD MEDIA CORP900,000.00801,000.00
MPH INTERMEDIATE HLDNG 22,625,000.002,739,843.75
MPL 2 ACQUISITION CANCO1,050,000.001,097,250.00
MPT OPER PARTNERSP/FINL1,050,000.001,128,750.00
MPT OPER PARTNERSP/FINL1,325,000.001,374,687.50
MRT MID PART/MRT MID FIN1,175,000.001,204,375.00
MU FINANCE PLC958,910.941,004,459.20
MULTIPLAN INC475,000.00523,687.50
MURRAY ENERGY CORP825,000.00858,000.00
MUSTANG MERGER CORP2,525,000.002,739,625.00
NAI ENTERTAINMENT HLDING525,000.00546,000.00
NANA DEVELOPMENT CORP775,000.00807,937.50
NATIONAL CINEMEDIA LLC850,000.00941,375.00
NATIONAL CINEMEDIA LLC1,100,000.001,146,750.00
NATIONSTAR MORT/CAP CORP1,775,000.001,823,812.50
NATIONSTAR MORT/CAP CORP1,075,000.001,217,437.50
NATIONSTAR MORT/CAP CORP325,000.00338,812.50
NATIONSTAR MORT/CAP CORP5,225,000.004,937,625.00
NAVISTAR INTL CORP1,025,000.001,071,125.00
NBTY INC750,000.00823,125.00
NCR ESCROW CORP700,000.00717,500.00
NCR ESCROW CORP2,150,000.002,209,125.00
NEFF RENTAL LLC/NEFF FIN3,600,000.003,825,000.00
NEOVIA LOGISTICS INT HLD2,425,000.002,461,375.00
NES RENTALS HOLDINGS4,400,000.004,686,000.00
NEUSTAR INC75,000.0067,312.50
NEW ACAD FIN CO/FIN CORP1,100,000.001,131,636.00
NEW ENTERPRISE STONE & L1,135,706.001,294,704.84
NEW ENTERPRISE STONE & L700,000.00521,500.00
NFR ENERGY LLC/FIN CORP1,050,000.001,098,562.50
NIELSEN CO LUX SARL/THE2,700,000.002,760,750.00
NIELSEN FINANCE LLC/CO2,000,000.001,960,000.00
NII CAPITAL CORP950,000.00422,750.00
NII CAPITAL CORP450,000.00190,125.00
NII INTERNATL TELECOM SA1,350,000.001,161,000.00
NII INTERNATL TELECOM SA3,225,000.002,515,500.00
NORANDA ALUMINUM ACQUISI975,000.00823,875.00
NORTEK INC2,425,000.002,697,812.50
NORTH AMERICAN ENERGY AL425,000.00437,750.00
NORTH ATLANTIC TRADING875,000.00953,750.00
NOVA CHEMICALS CORP1,325,000.001,368,890.62
NOVELIS INC3,000,000.003,352,500.00
NPC INTL/OPER CO A&B INC550,000.00638,000.00
NRG ENERGY INC275,000.00292,187.50
NRG ENERGY INC4,550,000.004,618,250.00
NUVEEN INVESTMENTS INC950,000.00954,750.00
NXP BV/NXP FUNDING LLC1,450,000.001,469,937.50
NXP BV/NXP FUNDING LLC1,000,000.001,022,500.00
OASIS PETROLEUM INC1,050,000.001,131,375.00
ONCURE ESCROW 11.75%1,250,000.00―
ONCURE HOLDINGS INC446,428.00477,677.96
OPPENHEIMER HOLDINGS INC875,000.00940,625.00
ORION ENGINEERED CARB FI2,275,000.002,377,375.00
OWENS CORNING INC2,175,000.002,352,358.20
OWENS-BROCKWAY2,195,000.002,485,837.50
OWENS-ILLINOIS INC600,000.00702,000.00
PACIFIC DRILLING SA1,725,000.001,742,250.00
PACIFIC DRILLING V LTD775,000.00840,875.00
PACNET LTD200,000.00204,500.00
PAETEC ESCROW CORP1,000,000.001,120,000.00
PALACE ENT HLDG LLC/CORP1,075,000.001,085,750.00
PANTRY INC1,075,000.001,144,875.00
PAR PHARMACEUTICAL COS I950,000.00995,125.00
PATRIOT MERGER CORP2,350,000.002,467,500.00
PC NEXTCO HOLDINGS/FINAN6,325,000.006,570,093.75
PEABODY ENERGY CORP1,215,000.001,231,706.25
PENN NATIONAL GAMING INC175,000.00172,812.50
PENN VIRGINIA RESOURCE225,000.00239,062.50
PENN VIRGINIA RESOURCE1,075,000.001,118,000.00
PENSKE AUTO GROUP INC975,000.001,004,250.00
PERRY ELLIS INTL INC425,000.00454,750.00
PERSTORP HOLDING AB500,000.00538,750.00
PETCO HOLDINGS INC6,175,000.006,298,561.75
PETROBAKKEN ENERGY LTD1,725,000.001,750,875.00
PINNACLE ENTERTAINMENT175,000.00192,062.50
PINNACLE FOODS FINANCE L1,175,000.001,110,375.00
PINNACLE MERGER SUB INC2,200,000.002,365,000.00
PINNACLE OPERATING CORP1,600,000.001,708,000.00
PLAINS EXPLORATION & PRO975,000.001,069,163.55
PLAINS EXPLORATION & PRO250,000.00276,109.00
PLAINS EXPLORATION & PRO2,250,000.002,480,276.25
PLY GEM INDUSTRIES INC945,000.001,022,962.50
PNK FINANCE CORP4,500,000.004,646,250.00
POLYONE CORP475,000.00526,656.25
POLYONE CORP1,475,000.001,441,812.50
POST HOLDINGS INC1,375,000.001,426,562.50
POST HOLDINGS INC625,000.00668,750.00
PROQUEST LLC/PROQUEST1,450,000.001,500,750.00
PROSPECT HLDG LLC/FINANC1,650,000.001,563,375.00
QS WHOLESALE INC1,600,000.001,752,000.00
QUADRA FNX MINING LTD875,000.00927,500.00
QUEBECOR MEDIA INC825,000.00804,375.00
QUICKSILVER RESOURCES IN600,000.00615,000.00
QUIKSILVER INC/QS WHOLES1,700,000.001,933,750.00
QVC INC125,000.00123,941.62
QWEST CORPORATION425,000.00414,165.05
RADIATION THERAPY SERVIC750,000.00759,375.00
RADIATION THERAPY SERVIC775,000.00682,000.00
RADIO SYSTEMS CORP750,000.00825,000.00
RADIOSHACK CORP1,775,000.001,100,500.00
RAIN CII CARBON LLC/CII425,000.00435,625.00
RANGE RESOURCES CORP1,325,000.001,301,812.50
RCN TELECM SER/CAPITAL2,350,000.002,391,125.00
REGAL ENTERTAINMENT GRP726,000.00796,785.00
REGAL ENTERTAINMENT GRP875,000.00864,062.50
REGAL ENTERTAINMENT GRP275,000.00261,250.00
REGENCY ENERGY PARTNERS1,375,000.001,258,125.00
RELIANCE INTERMEDIATE HO800,000.00880,000.00
RENAISSANCE ACQUISITION3,425,000.003,433,562.50
RENT-A-CENTER INC1,550,000.001,464,750.00
RES-CARE INC100,000.00112,250.00
RESOLUTE FOREST PRODUCTS2,875,000.002,673,750.00
REVLON CONSUMER PRODS1,075,000.001,066,937.50
REXEL900,000.00947,250.00
REXEL SA1,550,000.001,573,250.00
REYNOLDS GROUP HOLDINGS400,000.00434,000.00
REYNOLDS GROUP HOLDINGS5,400,000.005,805,000.00
REYNOLDS GRP ISS/REYNOLD450,000.00478,125.00
REYNOLDS GRP ISS/REYNOLD400,000.00431,500.00
REYNOLDS GRP ISS/REYNOLD350,000.00388,500.00
REYNOLDS GRP ISS/REYNOLD4,675,000.005,236,000.00
REYNOLDS GRP ISS/REYNOLD1,920,000.001,968,000.00
RHP HOTEL PPTY/RHP FINAN150,000.00149,250.00
RITE AID CORP1,350,000.001,425,937.50
RITE AID CORP925,000.00962,000.00
RITE AID CORP1,475,000.001,412,312.50
ROCKWOOD SPECIALTIES GRO975,000.001,001,812.50
ROYAL BK SCOTLND GRP PLC7,050,000.006,926,625.00
RR DONNELLEY & SONS CO25,000.0029,125.00
RR DONNELLEY & SONS CO675,000.00757,687.50
RR DONNELLEY & SONS CO1,100,000.001,188,000.00
RR DONNELLEY & SONS CO525,000.00531,562.50
RRI ENERGY225,000.00249,187.50
RSC EQUIP RENT/RSC HLDGS825,000.00933,796.87
RSC EQUIP RENT/RSC HLDGS3,089,000.003,498,292.50
RSI HOME PRODUCTS INC625,000.00657,812.50
RUE21 INC800,000.00584,000.00
RYLAND GROUP675,000.00718,875.00
RYLAND GROUP400,000.00383,000.00
SABINE PASS LIQUEFACTION100,000.0098,500.00
SABINE PASS LIQUEFACTION4,050,000.003,807,000.00
SABINE PASS LNG LP775,000.00852,500.00
SABRA HEALTH/CAPTL CORP211,000.00228,407.50
SABRE INC1,850,000.002,044,250.00
SALLY HOLDINGS/SALLY CAP525,000.00548,625.00
SALLY HOLDINGS/SALLY CAP950,000.00945,250.00
SANCHEZ ENERGY CORP4,825,000.004,957,687.50
SANDRIDGE ENERGY INC475,000.00515,375.00
SANDRIDGE ENERGY INC400,000.00422,000.00
SANDRIDGE ENERGY INC525,000.00559,125.00
SANDRIDGE ENERGY INC1,750,000.001,789,375.00
SAPPI PAPIER HOLDNG GMBH1,450,000.001,600,437.50
SAPPI PAPIER HOLDNG GMBH75,000.0074,812.50
SBA COMMUNICATIONS CORP50,000.0051,750.00
SBA TELECOMMUNICATIONS500,000.00523,750.00
SCHAEFFLER HLDG FIN BV1,275,000.001,367,437.50
SEADRILL LTD1,600,000.001,608,000.00
SEALED AIR CORP225,000.00253,687.50
SEALED AIR CORP475,000.00542,093.75
SEALED AIR CORP725,000.00709,593.75
SEITEL INC1,350,000.001,373,625.00
SEMINOLE HARD ROCK ENT I1,750,000.001,723,750.00
SERVICE CORP INTL3,500,000.003,823,750.00
SERVICE CORP INTL1,250,000.001,406,250.00
SERVICE CORP INTL300,000.00322,500.00
SERVICE CORP INTL600,000.00578,250.00
SERVICE CORP INTL1,250,000.001,437,500.00
SERVICE CORP INTL4,600,000.004,680,500.00
SERVICEMASTER COMPANY550,000.00552,750.00
SESI LLC625,000.00670,312.50
SESI LLC725,000.00812,000.00
SEVEN GENERATIONS ENERGY1,375,000.001,491,875.00
SHEA HOMES LP/FNDG CP413,000.00459,978.75
SHEARERS FOODS350,000.00371,000.00
SIDEWINDER DRILLING INC1,275,000.001,147,500.00
SINCLAIR TELEVISION GROU800,000.00794,000.00
SINCLAIR TELEVISION GROU2,775,000.002,872,125.00
SIRIUS XM RADIO INC1,450,000.001,479,000.00
SIRIUS XM RADIO INC2,150,000.001,956,500.00
SLM CORP175,000.00181,781.25
SLM CORP225,000.00245,691.22
SLM CORP2,025,000.002,104,971.30
SLM CORP9,200,000.0010,453,500.00
SLM CORP1,250,000.001,329,678.75
SLM CORP2,200,000.002,089,014.40
SM ENERGY CO125,000.00134,062.50
SM ENERGY CO425,000.00449,437.50
SNOQUALMIE ENT AUTH1,275,000.001,261,453.12
SONIC AUTOMOTIVE INC3,000,000.003,285,000.00
SONIC AUTOMOTIVE INC725,000.00686,937.50
SOPHIA HOLDING FIN LP/IN200,000.00206,000.00
SORENSON COMMUNICATIONS1,200,000.00912,000.00
SPCM SA100,000.00106,000.00
SPEC BRNDS ESCROW CORP275,000.00294,593.75
SPEC BRNDS ESCROW CORP800,000.00851,000.00
SPECTRUM BRANDS HLDGS175,000.00189,437.50
SPENCER SPIRIT HLDG/GIFT525,000.00565,687.50
SPENCER SPIRIT HOLDINGS3,525,000.003,604,312.50
SPIRIT AEROSYSTEMS INC600,000.00648,750.00
SPRINGLEAF FINANCE CORP7,175,000.007,892,500.00
SPRINGLEAF FINANCE CORP900,000.00974,250.00
SPRINGLEAF FINANCE CORP900,000.00981,000.00
SPRINT CAPITAL CORP5,225,000.005,643,000.00
SPRINT CORP225,000.00243,843.75
SPRINT CORP2,200,000.002,249,500.00
SPRINT NEXTEL CORP800,000.00946,000.00
SPRINT NEXTEL CORP2,275,000.002,647,531.25
SPRINT NEXTEL CORP500,000.00561,250.00
SPRINT NEXTEL CORP4,800,000.004,716,000.00
SRA INTERNATIONAL INC1,075,000.001,123,375.00
ST BARBARA LTD325,000.00272,187.50
STACKPOLE INTL INTER CO2,550,000.002,661,562.50
STANADYNE CORP525,000.00511,875.00
STANADYNE HOLDINGS INC300,000.00193,500.00
STANDARD PACIFIC CORP225,000.00264,375.00
STANDARD PACIFIC CORP350,000.00365,750.00
STAR GAS PARTNER/FINANCE375,000.00395,625.00
STEEL DYNAMICS INC450,000.00491,625.00
STEEL DYNAMICS INC975,000.001,057,875.00
STONERIDGE INC700,000.00763,000.00
SUGAR HSP GMNG PROP/FIN1,050,000.001,018,500.00
SUMMIT MID HLDS LLC / FI2,075,000.002,178,750.00
SUN MERGER SUB INC800,000.00836,000.00
SUNCOKE ENERGY INC225,000.00243,562.50
SUNCOKE ENRGY PART LP/FI525,000.00551,250.00
SUNGARD DATA SYSTEMS INC3,950,000.004,167,250.00
SWIFT SERVICES HLDGS INC3,800,000.004,241,750.00
SYNCREON GROUP BV/SYNCRE4,450,000.004,639,125.00
T-MOBILE USA INC450,000.00474,750.00
T-MOBILE USA INC475,000.00505,875.00
T-MOBILE USA INC1,450,000.001,551,500.00
T-MOBILE USA INC975,000.001,021,312.50
T-MOBILE USA INC450,000.00469,125.00
TALOS PRODUCTION LLC/FIN4,625,000.004,752,187.50
TAMINCO GLOBAL1,800,000.002,052,000.00
TARGA RESOURCES PARTNERS425,000.00459,000.00
TAYLOR MORRISON COMM/MON162,000.00179,010.00
TEKNI-PLEX INC2,351,000.002,680,140.00
TELEFLEX INC600,000.00633,000.00
TEMBEC INDUSTRIES INC200,000.00219,750.00
TEMPEL STEEL COMPANY1,025,000.00992,968.75
TENET HEALTHCARE CORP2,800,000.002,684,500.00
TENET HEALTHCARE CORP3,025,000.003,274,562.50
TENNESSEE GAS PIPELINE250,000.00283,884.00
TEREX CORP675,000.00702,000.00
TERVITA CORP1,475,000.001,526,625.00
TESORO CORP500,000.00542,500.00
TESORO CORP1,000,000.001,015,000.00
TESORO LOGISTICS LP/CORP675,000.00695,250.00
TESORO LOGISTICS LP/CORP2,575,000.002,671,562.50
THERMADYNE HOLDINGS CORP659,000.00705,130.00
THOMPSON CREEK METALS CO700,000.00775,250.00
THOMPSON CREEK METALS CO525,000.00451,500.00
THOMPSON CREEK METALS CO425,000.00418,625.00
TITAN INTERNATIONAL INC1,800,000.001,885,500.00
TMS INTERNATIONAL CORP475,000.00508,250.00
TMX FIN LLC/TITLEMAX FIN1,325,000.001,414,437.50
TOLL BROS FINANCE CORP475,000.00484,500.00
TOLL BROS FINANCE CORP300,000.00343,500.00
TOLL BROS FINANCE CORP1,875,000.001,893,750.00
TOPAZ MARINE SA400,000.00406,000.00
TOPS HLDG CORP/TOPS MKTS1,225,000.001,353,625.00
TOPS HOLDING II CORP2,925,000.003,031,031.25
TPC GROUP INC1,525,000.001,631,750.00
TRAC INTERMODAL LLC/CORP775,000.00887,375.00
TRANSDIGM INC825,000.00808,500.00
TRANSUNION HOLDING CO2,175,000.002,310,937.50
TRAVELPORT LLC5,476,789.005,832,780.28
TRAVELPORT LLC700,000.00715,750.00
TRINIDAD DRILLING LTD425,000.00454,750.00
TRINSEO OP / TRINSEO FIN2,900,000.003,016,000.00
TRIUMPH GROUP INC1,350,000.001,319,625.00
TULLOW OIL PLC1,200,000.001,224,000.00
TW TELECOM HOLDINGS INC2,300,000.002,265,500.00
TW TELECOM HOLDINGS INC3,075,000.003,205,687.50
U.S. FOODSERVICE3,000,000.003,285,000.00
UNIFRAX I LLC/UNIFRAX HO4,250,000.004,420,000.00
UNISYS CORP575,000.00618,125.00
UNIT CORP1,150,000.001,219,000.00
UNITED CONTINENTAL HLDGS725,000.00726,812.50
UNITED REFINING504,000.00567,000.00
UNITED RENTALS NORTH AM1,409,000.001,571,035.00
UNITYMEDIA HESSEN / NRW1,875,000.001,818,750.00
UNIVERSAL HOSPITAL SERVI1,125,000.001,195,312.50
UNIVISION COMMUNICATIONS10,238,000.0011,082,635.00
UNIVISION COMMUNICATIONS2,350,000.002,596,750.00
US AIRWAYS 2012-2B PTT224,121.58238,689.48
US AIRWAYS 2012-2C PTT300,000.00294,750.00
US AIRWAYS GROUP INC1,425,000.001,464,187.50
US STEEL CORP300,000.00319,125.00
VALEANT PHARMACEUTICALS1,000,000.001,012,500.00
VECTOR GROUP LTD1,200,000.001,272,000.00
VERISIGN INC775,000.00742,062.50
VERSO PAPER HLDGS LLC/IN1,450,000.001,544,250.00
VERSO PAPER HLDGS LLC/IN250,000.0086,875.00
VIASAT INC1,725,000.001,841,437.50
VIDEOTRON LTEE600,000.00603,750.00
VIKING CRUISES LTD775,000.00879,625.00
VIMPELCOM HLDGS2,025,000.002,126,452.50
VISKASE COS INC397,000.00417,822.65
VPII ESCROW CORP1,400,000.001,545,250.00
VPII ESCROW CORP1,725,000.001,910,437.50
VWR FUNDING INC1,975,000.002,128,062.50
WALTER ENERGY INC400,000.00424,000.00
WATCO COS LLC/FINANCE CO1,125,000.001,119,375.00
WAVEDIVISION ESCROW/WAVE2,250,000.002,404,687.50
WELLCARE HEALTH PLANS IN775,000.00802,125.00
WELLS ENTERPRISES INC250,000.00253,125.00
WIDEOPENWEST FIN/CAPITAL650,000.00724,750.00
WILLIAM LYON HOMES INC1,325,000.001,444,250.00
WILLIAM LYON HOMES INC300,000.00327,000.00
WIND ACQUISITION FIN SA2,025,000.002,156,625.00
WIND ACQUISITION FIN SA825,000.00872,437.50
WIND ACQUISITION HOLDING358,569.00372,015.33
WINDSTREAM CORP721,000.00827,347.50
WINDSTREAM CORP360,000.00388,800.00
WINDSTREAM CORP4,625,000.004,752,187.50
WINDSTREAM CORP5,090,000.005,140,900.00
WINDSTREAM CORP7,250,000.006,815,000.00
WISE METALS GROUP LLC/WI3,350,000.003,551,000.00
WMG ACQUISTION CORP625,000.00722,656.25
WMG HOLDINGS CORP600,000.00717,000.00
WYLE SERVICES CORP500,000.00513,750.00
WYNN LAS VEGAS LLC/CORP65,000.0065,975.00
GMAC CAP TR I 8.125% 2/15/40 Series2676,250.00724,669.50※
REGIONS FINL (RF) 6.3750% Series A401,250.00362,730.00※
CITIGROUP INC 6.8750% Series K1,694,175.001,726,025.49※
ALLY FINANCIAL 7.0000% SERIES 144A6,549,000.006,288,472.92※
ALLY FINANCIAL 8.50% Series A891,250.00962,193.50※
小計銘柄数:8071,200,027,944.521,232,682,560.46
(128,987,903,126)
組入時価比率:96.3%100.0%
合計128,987,903,126
(128,987,903,126)

(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。
(注4)備考欄の※の銘柄はハイブリッド優先証券であることを表しております。
第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
種類平成26年 1月 6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1,190,003,000-1,182,319,0007,684,000
米ドル1,190,003,000-1,182,319,0007,684,000
合計1,190,003,000-1,182,319,0007,684,000

(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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  • 月間500万PVを超える日本最大級のIRデータプラットフォームの運営に携わり、金融・データ・プロダクトの現場を学生のうちから体験できます。
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