有価証券報告書(内国投資信託受益証券)-第18期(平成26年1月7日-平成26年7月7日)

【提出】
2014/09/30 9:02
【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 7月 7日現在)
資産の部
流動資産
預金2,950,571,823
コール・ローン2,266,085,219
株式78,966,807
社債券144,681,911,117
未収入金122,771,667
未収利息2,339,941,486
前払費用133,332,377
流動資産合計152,573,580,496
資産合計152,573,580,496
負債の部
流動負債
派生商品評価勘定315,000
未払金760,569,845
未払解約金1,602,800,000
流動負債合計2,363,684,845
負債合計2,363,684,845
純資産の部
元本等
元本64,771,545,473
剰余金
期末剰余金又は期末欠損金(△)85,438,350,178
元本等合計150,209,895,651
純資産合計150,209,895,651
負債純資産合計152,573,580,496

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 7月 7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2.3191円
(10,000口当たり純資産額)(23,191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26年 1月 7日
至 平成26年 7月 7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 7月 7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 7月 7日現在
期首平成26年 1月 7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60,014,394,488円
同期中における追加設定元本額19,058,157,646円
同期中における一部解約元本額14,301,006,661円
期末元本額64,771,545,473円
期末元本額の内訳*
高利回り社債オープン22,465,606,528円
高利回り社債オープン・為替ヘッジ26,988,652,508円
米欧 ハイ・インカムオープン458,890,969円
野村米国ハイ・イールド・ファンド(毎月決算型)8,961,575,240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4,614,923,232円
高利回り社債オープン・為替ヘッジ(年1回決算型)87,736,483円
高利回り社債オープン(年1回決算型)30,178,288円
野村米国ハイ・イールド・ファンド(年1回決算型)868,493,876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262,392,604円
高利回り社債オープンVA(適格機関投資家専用)33,095,745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 7月 7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EME REORGANIZATION TRUST4,538,3020.16728,397.47
CATALYST PAPER CORP16,8522.6244,271.88
DIRECTBUY HOLDINGS INC4,8510.000.00
小計銘柄数:3772,669.35
(78,966,807)
組入時価比率:0.1%100.0%
合計78,966,807
(78,966,807)

(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 7月 7日現在)

種類通貨銘柄券面総額評価額備考
社債券米ドル24 HOUR HOLDINGS III LLC1,800,000.001,800,000.00
99 CENTS ONLY STORES2,525,000.002,809,062.50
AAF HLG/FIN1,325,000.001,364,750.00
ACCURIDE CORP1,125,000.001,186,481.25
ACE CASH EXPRESS INC750,000.00607,500.00
ACTIVISION BLIZZARD300,000.00325,500.00
ACTUANT CORPORATION450,000.00475,875.00
ADVANCED MICRO DEVICES2,650,000.002,838,812.50
ADVANCED MICRO DEVICES2,950,000.003,023,750.00
AES CORPORATION423,000.00492,795.00
AES CORPORATION450,000.00445,500.00
AES CORPORATION1,350,000.001,383,750.00
AFFINIA GROUP INC2,225,000.002,352,937.50
AFFINION GROUP HOLDINGS1,525,000.001,525,000.00
AFFINION INVESTMENTS LLC841,500.00875,160.00
AINSWORTH LUMBER LTD2,047,000.002,164,702.50
AIR CANADA1,175,000.001,316,000.00
AIR CANADA3,625,000.003,860,625.00
AIR CANADA 2013-1B PTC192,317.46199,048.57
AIR CANADA 2013-1C PTC200,000.00210,500.00
AIR LEASE CORP800,000.00861,592.00
AIRCASTLE LTD650,000.00670,813.00
AIRCASTLE LTD950,000.001,041,637.00
AIRCASTLE LTD1,025,000.001,061,059.50
AK STEEL CORP2,700,000.002,868,750.00
ALBEA BEAUTY HOLDINGS SA875,000.00953,750.00
ALCATEL-LUCENT USA INC2,025,000.002,106,000.00
ALCATEL-LUCENT USA INC1,600,000.001,708,000.00
ALERE INC450,000.00490,500.00
ALERE INC1,700,000.001,806,250.00
ALERIS INTERNATIONAL INC650,000.00―
ALERIS INTL INC625,000.00652,343.75
ALERIS INTL INC725,000.00755,812.50
ALGECO SCOTSMAN GLOB FIN1,950,000.002,032,875.00
ALGOMA ACQUISITION CORP200,000.00132,000.00
ALLEGHENY TECHNOLOGIES400,000.00436,176.00
ALLEGIANT TRAVEL CO600,000.00613,500.00
ALLEGION US HOLDING CO675,000.00712,125.00
ALLEN SYSTEMS GROUP INC2,700,000.001,417,500.00
ALLIANT TECHSYSTEMS INC1,100,000.001,138,500.00
ALLY FINANCIAL1,875,000.002,282,812.50
ALPHA NATURAL RESOURCES325,000.00295,750.00
ALPHA NATURAL RESOURCES500,000.00366,100.00
ALPHA NATURAL RESOURCES675,000.00649,687.50
ALTA MESA HLDGS/FINANC S1,875,000.001,973,437.50
ALTICE FINANCING SA325,000.00356,281.25
ALTICE FINCO SA325,000.00375,735.75
ALTICE FINCO SA200,000.00221,250.00
ALTICE SA2,200,000.002,359,500.00
AMC ENTERTAINMENT INC825,000.00864,187.50
AMC NETWORKS INC1,575,000.001,586,812.50
AMERICAN ACHIEVEMENT COR3,075,000.003,174,937.50
AMERICAN AXLE & MFG INC3,125,000.003,367,187.50
AMERICAN CAPITAL LTD1,475,000.001,578,250.00
AMERICAN GILSONITE CO500,000.00542,500.00
AMERICAN GREETINGS800,000.00852,000.00
AMKOR TECHNOLOGIES INC725,000.00775,750.00
AMSTED INDUSTRIES500,000.00501,875.00
AMSURG CORP300,000.00308,250.00
ANCESTRY.COM INC4,300,000.004,461,250.00
ANCESTRY.COM INC ACOM3,200,000.003,776,000.00
ANTERO RESOURCES CORP1,750,000.001,817,812.50
ANTERO RESOURCES FINANCE750,000.00769,687.50
APERAM400,000.00413,500.00
APERAM175,000.00187,031.25
APPROACH RESOURCES INC950,000.00995,125.00
APPVION INC1,225,000.001,223,468.75
APX GROUP INC600,000.00621,000.00
APX GROUP INC3,600,000.003,690,000.00
APX GROUP INC400,000.00408,000.00
ARAMARK CORP1,275,000.001,351,500.00
ARCELORMITTAL1,425,000.001,545,099.00
ARCELORMITTAL2,117,000.002,325,460.99
ARCH COAL INC1,575,000.001,200,937.50
ARCH COAL INC1,800,000.001,530,000.00
ARD FINANCE SA4,565,124.004,832,412.01
ARDAGH FINANCE HOLDINGS4,000,000.004,150,000.00
ARES CAPITAL CORP1,025,000.001,087,545.50
ARMOURED AUTOGROUP2,475,000.002,598,750.00
ARTESYN ESCROW INC2,600,000.002,580,500.00
ASBURY AUTOMOTIVE GROUP1,075,000.001,194,593.75
ASHTEAD CAPITAL INC2,050,000.002,249,875.00
ASHTON WOODS USA/FINANCE3,975,000.003,984,937.50
ASSOC MAT LLC/AMH NEW FI575,000.00597,281.25
ATHLON HLDS LP / FIN COR1,800,000.001,867,500.00
AUDATEX NORTH AMERICA IN1,725,000.001,854,375.00
AUDATEX NORTH AMERICA IN975,000.001,050,562.50
AURICO GOLD INC675,000.00676,687.50
AUS FINANCE PTY LTD450,000.00421,875.00
AV HOMES INC1,450,000.001,477,187.50
AVAYA INC4,725,000.004,382,437.50
AVIS BUDGET CAR/FINANCE725,000.00760,343.75
AVIS BUDGET CAR/FINANCE1,925,000.001,944,250.00
AVIS BUDGET CAR/FINANCE350,000.00357,875.00
AVIV HEALTHCARE PROPERTI275,000.00294,937.50
AVIV HLTH PROP/AVIV HLTH950,000.001,011,750.00
B-CORP MERGER SUB INC775,000.00798,250.00
BAKER & TAYLOR ACQUISITI1,052,000.00999,400.00
BALL CORP3,000,000.003,099,000.00
BANK OF AMERICA CORP3,375,000.003,250,361.25
BANKRATE INC950,000.001,009,375.00
BARCLAYS BANK PLC3,650,000.004,186,440.50
BARCLAYS BANK PLC3,025,000.003,387,001.75
BARCLAYS PLC3,075,000.003,300,243.75
BC LUXCO 1 SA150,000.00155,475.00
BC MOUNTAIN LLC/BC MTN400,000.00389,000.00
BEAZER HOMES USA1,000,000.001,107,500.00
BEAZER HOMES USA950,000.00957,125.00
BEAZER HOMES USA1,675,000.001,746,187.50
BEV PACK HLDS LU/ISSUER700,000.00721,000.00
BEV PACK HLDS LU/ISSUER2,425,000.002,491,687.50
BI-LO LLC/BI-LO FIN CORP4,625,000.004,717,500.00
BIOSCRIP INC1,300,000.001,360,125.00
BLOCK COMMUNICATIONS INC1,075,000.001,150,250.00
BLUELINE RENTAL FINANCE950,000.001,017,801.50
BMC SOFTWARE FINANCE INC4,500,000.004,651,875.00
BOE INTERMEDIATE HLDNG C3,207,169.003,365,522.96
BOE MERGER CORP2,525,000.002,663,875.00
BOISE CASCADE LLC/FIN775,000.00835,062.50
BOMBARDIER INC375,000.00388,125.00
BOMBARDIER INC975,000.001,010,343.75
BOXER PARENT CO INC2,050,000.002,009,000.00
BOYD ACQUISITION SUB/FIN2,500,000.002,678,125.00
BRAND ENERGY & INFRASTRU2,250,000.002,401,875.00
BROCADE COMMUNICATIONS825,000.00804,375.00
BROOKFIELD RESIDENTIAL950,000.001,009,375.00
BUFFALO THUNDER DEV AUTH1,800,000.00747,000.00
BUILDERS FIRSTSOURCE INC2,325,000.002,493,562.50
BUILDING MATERIALS CORP625,000.00665,625.00
BUILDING MATERIALS HOLDI4,625,000.005,027,375.00
BURLINGTON HLDG INC/FIN200,000.00205,504.00
CABLEVISION SYSTEMS CORP2,100,000.002,449,125.00
CAESARS ENTERTAINMENT OP1,500,000.00576,090.00
CAESARS ENTERTAINMENT OP3,000,000.002,482,500.00
CAESARS OPERATING ESCROW650,000.00550,875.00
CALFRAC HOLDINGS LP375,000.00403,125.00
CALPINE CORP1,925,000.002,045,312.50
CAPSUGEL SA450,000.00464,343.75
CARLSON TRAVEL HOLDINGS2,000,000.002,057,500.00
CARMIKE CINEMAS INC975,000.001,065,187.50
CASE NEW HOLLAND INC1,425,000.001,663,687.50
CASTLE (AM) & CO425,000.00470,156.25
CATALYST PAPER CORP292,047.00264,302.53
CATAMARAN CORP1,400,000.001,421,000.00
CB RICHARD ELLIS SERVICE100,000.00106,625.00
CBC AMMO LLC/CBC FINCO925,000.00951,362.50
CBS OUT AMER CAP LLC/COR850,000.00873,375.00
CBS OUT AMER CAP LLC/COR850,000.00879,750.00
CCO HLDGS LLC/CAP CORP625,000.00678,906.25
CCO HLDGS LLC/CAP CORP450,000.00480,937.50
CCO HLDGS LLC/CAP CORP2,000,000.002,040,000.00
CCO HLDGS LLC/CAP CORP4,850,000.004,886,375.00
CCO HLDGS LLC/CAP CORP5,650,000.005,883,062.50
CCO HLDGS LLC/CAP CORP1,025,000.001,053,187.50
CEC ENTERTAINMENT INC1,475,000.001,535,843.75
CEMEX FINANCE LLC875,000.001,032,937.50
CEMEX FINANCE LLC1,000,000.001,045,250.00
CENTENE CORP500,000.00545,000.00
CENTENE CORP175,000.00178,281.25
CENTRAL GARDEN & PET CO1,000,000.001,043,750.00
CENTURY INTERMEDIATE HLD1,525,000.001,635,562.50
CENTURYLINK INC650,000.00688,610.00
CENTURYLINK INC1,225,000.001,348,590.25
CENTURYLINK INC7,650,000.007,662,928.50
CENVEO CORP250,000.00262,562.50
CENVEO CORP1,000,000.00997,500.00
CENVEO CORP1,950,000.001,937,812.50
CEQUEL COM ESCRW 1/CAP C3,475,000.003,718,250.00
CEQUEL COM HLDG I/CAP CP5,075,000.005,081,343.75
CERIDIAN CORP950,000.001,102,000.00
CERIDIAN LLC/COMDATA INC2,775,000.002,816,625.00
CGG VERITAS450,000.00448,677.00
CHAPARRAL ENERGY INC1,000,000.001,130,000.00
CHAPARRAL ENERGY INC475,000.00513,000.00
CHC HELICOPTER SA2,362,500.002,592,843.75
CHC HELICOPTER SA1,725,000.001,854,375.00
CHECKERS DRIVE-IN RESTAU775,000.00871,875.00
CHESAPEAKE ENERGY CORP1,375,000.001,471,250.00
CHESAPEAKE OIL OP/FIN650,000.00698,425.00
CHESAPEAKE OILFIELD OP1,000,000.001,028,750.00
CHINOS INTERMED HLDGS A2,400,000.002,406,000.00
CHOICE HOTELS INTL INC1,700,000.001,833,042.00
CHRYSLER GP/CG CO-ISSUER7,038,000.007,685,918.28
CHRYSLER GP/CG CO-ISSUER2,750,000.003,117,812.50
CHS/COMMUNITY HEALTH4,250,000.004,526,250.00
CINEMARK USA INC700,000.00722,750.00
CITIGROUP INC4,050,000.003,893,062.50
CITIGROUP INC300,000.00303,909.00
CITIGROUP INC2,025,000.002,047,619.25
CLAIRE'S STORES INC1,275,000.001,115,625.00
CLAYTON WILLIAMS ENERGY375,000.00400,781.25
CLEAR CHANNEL COM400,000.00390,000.00
CLEAR CHANNEL COMMUNICAT825,000.00831,187.50
CLEAR CHANNEL COMMUNICAT1,560,458.001,572,161.43
CLEAR CHANNEL COMMUNICAT3,550,000.003,794,062.50
CLEAR CHANNEL COMMUNICAT1,500,000.001,558,125.00
CLEAR CHANNEL COMMUNICAT975,000.001,106,625.00
CLEAR CHANNEL WORLDWIDE1,675,000.001,809,000.00
CLEAR CHANNEL WORLDWIDE725,000.00775,750.00
CLEARWIRE COMM/FINANCE300,000.00393,000.00
CLEAVER-BROOKS INC4,625,000.005,166,957.50
CLOUD PEAK ENRGY RES/FIN375,000.00392,812.50
CMA CGM450,000.00466,425.00
CNG HOLDINGS INC1,225,000.001,029,000.00
COEUR D'ALENE MINES CORP1,125,000.001,136,250.00
COGENT COMM FINANCE INC2,500,000.002,487,500.00
COGENT COMMUNICATIONS GR775,000.00830,218.75
COLT DEFENSE/FINANCE1,875,000.001,546,875.00
COMMERCIAL METALS CO1,250,000.001,231,250.00
COMMERZBANK AG500,000.00605,040.00
COMMSCOPE HOLDINGS INC2,975,000.003,198,125.00
COMMSCOPE INC1,925,000.001,977,937.50
COMMSCOPE INC1,925,000.001,982,750.00
COMMUNITY CHOICE FINANCI1,275,000.001,096,500.00
COMPASS INVESTORS INC4,625,000.004,763,750.00
COMPILER FINANCE SUB INC1,350,000.001,377,000.00
COMSTOCK RESOURCES INC375,000.00399,375.00
CONCHO RESOURCES INC975,000.001,072,500.00
CONN'S INC975,000.00981,093.75
CONS CNT CO/CONS CNT CAP2,975,000.003,004,750.00
CONSOL ENERGY INC375,000.00401,250.00
CONSOL ENERGY INC1,430,000.001,505,075.00
CONSOLIDATEC COMM FIN CO1,225,000.001,434,781.25
CONSTELLATION ENTERPRISE700,000.00647,500.00
CONTINENTAL AIRLINES INC1,450,000.001,466,312.50
CONTINENTAL RESOURCES555,000.00604,994.40
CONTL AIRLINES 2012-2 B118,887.66124,237.60
CONTL AIRLINES 2012-3 C2,275,000.002,434,250.00
CONTOURGLOBAL POWER HLDG200,000.00199,500.00
COVANTA HOLDING CORP725,000.00755,812.50
CPG MERGER SUB LLC2,350,000.002,485,125.00
CPI INTERNATIONAL ACQ275,000.00289,437.50
CREDIT AGRICOLE SA200,000.00220,184.00
CREDIT SUISSE GROUP AG2,125,000.002,159,318.75
CRESCENT RESOURCES LLC1,325,000.001,487,312.50
CRESTWOOD MIDSTREAM PART500,000.00528,750.00
CRESTWOOD MIDSTREAM PART950,000.001,004,625.00
CROSSTEX ENERGY LP/CROSS452,000.00526,297.50
CROWN CASTLE INTL CORP2,330,000.002,434,850.00
CUMULUS MEDIA INC150,000.00158,437.50
CVR REF LLC/COFF FIN INC750,000.00796,875.00
CYRUSONE LP/CYRUSONE FIN625,000.00678,125.00
D.R. HORTON INC1,950,000.002,091,375.00
DANA HOLDING CORP2,600,000.002,730,000.00
DANA HOLDING CORP2,925,000.003,115,125.00
DAVE & BUSTER'S INC750,000.00795,000.00
DEAN FOODS CO1,240,000.001,365,550.00
DELUXE CORP425,000.00456,875.00
DENBURY RESOURCES INC550,000.00564,437.50
DENBURY RESOURCES INC1,775,000.001,726,187.50
DENVER PARENT CORP2,300,000.002,242,500.00
DIAMOND FOODS INC800,000.00840,000.00
DIGICEL GROUP LTD775,000.00801,195.00
DIGICEL GROUP LTD3,150,000.003,457,125.00
DIGICEL GROUP LTD6,200,000.006,478,194.00
DIGICEL LIMITED200,000.00213,000.00
DIGICEL LIMITED2,275,000.002,358,469.75
DIRECTBUY HOLDINGS INC522,182.00138,378.23
DISH DBS CORP50,000.0053,250.00
DISH DBS CORP2,300,000.002,432,250.00
DISH DBS CORP1,100,000.001,122,000.00
DRIVETIME AUTO GP & ACCE1,950,000.002,010,937.50
DUFRY FINANCE SCA475,000.00494,437.00
DUPONT FABROS TECH LP1,200,000.001,263,000.00
DYNACAST INTL LLC/FIN IN1,100,000.001,221,000.00
DYNEGY INC1,675,000.001,687,562.50
EAGLE MIDCO INC850,000.00881,875.00
EARTHLINK INC1,525,000.001,536,437.50
EILEME 2 AB675,000.00806,415.75
EMECO PTY LTD800,000.00824,000.00
ENDO FINANCE LLC875,000.00898,843.75
ENERGY FUTURE/EFIH FINAN690,680.00835,722.80
ENERGY FUTURE/EFIH FINAN1,550,000.001,929,750.00
ENERGY TRANSFER EQUITY725,000.00761,250.00
ENERGY XXI GULF COAST IN1,475,000.001,596,687.50
ENERGY XXI GULF COAST IN200,000.00204,500.00
ENTEGRIS INC475,000.00491,625.00
EQUINIX INC6,550,000.006,762,875.00
ERICKSON INC1,554,000.001,604,505.00
ESSAR STEEL ALGOMA INC900,000.00902,250.00
ESSAR STEEL MINNESOTA375,000.00379,218.75
EV ENERGY PARTNERS/FINAN275,000.00290,125.00
EXCO RESOURCES INC1,775,000.001,918,100.50
EXOPACK HOLDINGS SA1,000,000.001,075,000.00
EXOPACK HOLDNG CORP1,300,000.001,400,750.00
EXPRESS LLC375,000.00394,687.50
FERRELLGAS LP/FERRELLGAS2,875,000.003,033,125.00
FERRELLGAS PARTNERS LP520,000.00557,700.00
FGI OPERATING CO LLC/FIN600,000.00645,000.00
FIRST CASH FINANCIAL SER815,000.00867,975.00
FIRST DATA CORPORATION1,700,000.001,819,000.00
FIRST DATA CORPORATION275,000.00297,687.50
FIRST DATA CORPORATION3,075,000.003,582,375.00
FIRST DATA CORPORATION8,655,000.0010,266,993.75
FIRST DATA HOLDINGS INC6,588,344.007,354,238.99
FIRST QUANTUM MINERALS L200,000.00209,000.00
FIRST WIND CAPITAL LLC475,000.00509,437.50
FLASH DUTCH 2 BV & US CO2,150,000.002,351,562.50
FLEXI-VAN LEASNG1,550,000.001,681,750.00
FLORIDA EAST COAST HLDGS725,000.00768,500.00
FLORIDA EAST COAST HLDGS375,000.00398,437.50
FLY LEASING LTD200,000.00212,500.00
FMG RESOURCES AUG 2006122,000.00126,559.14
FORBES ENERGY SERVICES1,825,000.001,907,125.00
FORD MOTOR COMPANY350,000.00466,308.50
FOREST LABORATORIES INC1,500,000.001,643,250.00
FORESTAR USA REAL ESTATE300,000.00312,000.00
FREESCALE SEMICONDUCTOR225,000.00231,187.50
FREESCALE SEMICONDUCTOR2,850,000.003,056,625.00
FRESENIUS MED CARE II825,000.00919,875.00
FRONTIER COMMUNICATIONS175,000.00187,906.25
GANNETT CO INC1,450,000.001,508,000.00
GANNETT CO INC1,450,000.001,551,500.00
GARDA WORLD SECURITY COR3,825,000.004,035,375.00
GARDA WORLD SECURITY COR2,800,000.002,954,000.00
GATES GLOBAL LLC4,650,000.004,673,250.00
GCI INC300,000.00318,750.00
GENCORP INC2,225,000.002,436,375.00
GENERAL MOTORS CO1,000,000.001,143,570.00
GENERAL MOTORS FINL CO325,000.00329,875.00
GENERAL MOTORS FINL CO1,700,000.001,702,125.00
GENON ESCROW CORP5,048,000.005,565,420.00
GENON ESCROW CORP1,500,000.001,631,250.00
GEO GROUP INC/THE975,000.001,028,625.00
GEORGIA GULF CORPORATION2,525,000.002,521,843.75
GESTAMP FUND LUX SA925,000.00969,242.75
GIBRALTAR STEEL CORP OF450,000.00470,250.00
GIBSON ENERGY INC775,000.00842,812.50
GLOBAL BRASS AND COPPER1,600,000.001,832,000.00
GLOBAL PART/GLP FINANCE700,000.00706,125.00
GLP CAPITAL LP / FIN II2,800,000.002,898,000.00
GMAC LLC2,100,000.002,698,500.00
GOLDEN NUGGET ESCROW INC2,300,000.002,423,625.00
GOLDMAN SACHS GROUP INC400,000.00413,452.00
GRAFTECH INTERNATIONAL675,000.00699,046.87
GRATON ECONOMIC DEV AUTH275,000.00313,500.00
GRAY TELEVISION INC4,025,000.004,367,125.00
GREAT LAKES DREDGE&DOCK25,000.0026,375.00
GREIF INC875,000.001,010,625.00
GRIFFON CORPORATION1,000,000.001,000,000.00
GUITAR CENTER INC1,000,000.00992,500.00
GUITAR CENTER INC775,000.00740,125.00
GULFPORT ENERGY CORP1,075,000.001,169,062.50
GYMBOREE CORP2,250,000.001,504,687.50
H&E EQUIPMENT SERVICES975,000.001,082,250.00
HALCON RESOURCES CORP950,000.001,045,000.00
HALCON RESOURCES CORP5,425,000.005,842,046.87
HAPAG-LLOYD AG150,000.00161,812.50
HARBINGER GROUP INC181,000.00198,873.75
HARBINGER GROUP INC2,130,000.002,199,225.00
HARLAND CLARKE HLDINGS825,000.00879,656.25
HARLAND CLARKE HOLDINGS400,000.00441,500.00
HARLAND ESCROW CORP2,825,000.002,990,968.75
HARRAHS OPERATING CO INC1,957,000.001,423,717.50
HAWAIIAN AIRLINES 13-1B350,000.00347,375.00
HAWKER BEECHCRAFT ACQ CO125,000.00―
HAWKER BEECHCRAFT ESCROW200,000.00―
HCA HOLDINGS INC850,000.00914,812.50
HCA HOLDINGS INC8,405,000.009,224,487.50
HD SUPPLY INC4,950,000.005,927,625.00
HEADWATERS INC1,550,000.001,650,750.00
HEADWATERS INC250,000.00268,750.00
HEARTHSIDE GROUP HLDS/FI1,450,000.001,460,875.00
HECLA MINING CO2,750,000.002,743,125.00
HELLAS II1,700,000.00―
HERCULES OFFSHORE INC1,000,000.001,102,500.00
HERCULES OFFSHORE INC1,475,000.001,559,812.50
HERCULES OFFSHORE INC3,650,000.003,631,750.00
HERCULES OFFSHORE INC2,600,000.002,466,750.00
HERTZ CORP375,000.00395,212.50
HEXION US FIN/NOVA SCOTI8,275,000.008,481,875.00
HEXION US FINANCE CORP2,575,000.002,742,375.00
HILAND PART LP/CORP1,850,000.002,025,750.00
HILAND PART LP/CORP550,000.00562,375.00
HILCORP ENERGY I/HILCORP500,000.00548,750.00
HILLMAN GROUP INC1,450,000.001,537,261.00
HILLMAN GROUP INC1,500,000.001,505,625.00
HOCKEY MERGER SUB 2 INC4,325,000.004,649,375.00
HUB HOLDINGS LLC/HUB HOL1,800,000.001,824,750.00
HUNT COS INC1,875,000.002,001,562.50
HUNTINGTON INGALLS INDUS450,000.00492,750.00
HUNTSMAN INTERNATIONAL L1,200,000.001,246,500.00
IAC/INTERACTIVECORP1,725,000.001,703,437.50
IAMGOLD CORP1,150,000.001,089,625.00
ICAHN ENTERPRISES/FIN1,725,000.001,781,062.50
ICAHN ENTERPRISES/FIN900,000.00968,625.00
ICON HEALTH & FITNESS2,175,000.002,150,531.25
IFM US COLONIAL PIPELINE250,000.00266,038.00
IGATE CORP1,425,000.001,460,625.00
IGLOO HOLDINGS CORP5,250,000.005,368,125.00
ILFC E-CAPITAL TRUST I500,000.00492,500.00
ILLINOIS PWR GENERATING550,000.00550,000.00
IMS HEALTH INC825,000.00872,437.50
INC RESEARCH INC1,500,000.001,702,500.00
INEOS GROUP HOLDINGS SA1,426,000.001,481,257.50
INEOS GROUP HOLDINGS SA200,000.00206,166.00
INFOR SOFTWARE PARENT1,850,000.001,896,250.00
INFOR US INC1,000,000.001,113,750.00
INN OF THE MOUNTAIN GODS1,627,654.001,623,584.86
INTELSAT LUXEMBOURG SA1,575,000.001,675,406.25
INTELSAT LUXEMBOURG SA400,000.00425,500.00
INTELSAT LUXEMBOURG SA5,850,000.006,325,312.50
INTERACTIVE DATA CORP1,225,000.001,240,312.50
INTERGEN NV2,750,000.002,846,250.00
INTERLINE BRANDS INC1,150,000.001,236,250.00
INTL LEASE FINANCE CORP1,125,000.001,238,906.25
INTL LEASE FINANCE CORP1,575,000.001,945,125.00
INTL LEASE FINANCE CORP725,000.00910,781.25
INTREPID AVIATION GRP HL1,375,000.001,454,062.50
INVENTIV HEALTH INC1,050,000.001,128,750.00
INVENTIV HEALTH INC675,000.00648,000.00
INVENTIV HEALTH INC1,475,000.001,412,312.50
IPAYMENT HOLDINGS INC676,139.00243,410.04
IPAYMENT INC3,950,000.003,574,750.00
ISLE OF CAPRI CASINOS2,150,000.002,375,750.00
ISLE OF CAPRI CASINOS500,000.00531,250.00
ITHACA ENERGY INC1,800,000.001,833,750.00
JACK COOPER HOLDINGS COR4,700,000.005,181,750.00
JAGUAR HOLDING CO I1,875,000.001,931,250.00
JAGUAR HOLDING CO/MERGER225,000.00246,656.25
JAGUAR LAND ROVER PLC2,750,000.003,117,812.50
JAMES RIVER ESCROW INC475,000.0059,375.00
JBS INVESTMENTS GMBH800,000.00858,608.00
JBS INVESTMENTS GMBH2,400,000.002,493,288.00
JBS USA LLC/JBS USA FINA1,150,000.001,253,500.00
JBS USA LLC/JBS USA FINA2,000,000.002,157,000.00
JCH PARENT INC2,025,000.002,025,000.00
JEFFERIES FIN LLC / JFIN305,000.00312,625.00
JMC STEEL GROUP550,000.00563,750.00
JPMORGAN CHASE & CO1,050,000.001,009,890.00
JPMORGAN CHASE & CO1,625,000.001,661,416.25
JPMORGAN CHASE & CO3,450,000.003,546,496.50
JURASSIC HOLDINGS III2,600,000.002,658,500.00
K HOVNANIAN ENTERPRISES375,000.00419,062.50
K HOVNANIAN ENTERPRISES625,000.00641,015.62
K HOVNANIAN ENTERPRSIES972,000.001,046,115.00
K.HOVNANIAN ENTERPRISES1,700,000.001,782,875.00
KB HOME475,000.00562,875.00
KB HOME475,000.00477,375.00
KB HOME1,350,000.001,474,875.00
KCG HOLDINGS INC2,650,000.002,832,187.50
KEHE DISTRIBUTORS LLC/FI1,550,000.001,692,406.25
KENAN ADVANTAGE GROUP600,000.00643,500.00
KENNEDY-WILSON INC1,050,000.001,143,765.00
KENNEDY-WILSON INC925,000.00948,125.00
KINDER MORGAN INC/DELAWA2,375,000.002,464,062.50
KINDRED HEALTHCARE INC1,925,000.001,958,687.50
KINOVE GERMAN BONDCO GMB325,000.00351,000.00
KISSNER MILLING CO LTD3,175,000.003,278,187.50
KODIAK OIL & GAS CORP175,000.00183,312.50
KODIAK OIL & GAS CORP1,100,000.001,146,750.00
L BRANDS INC2,375,000.002,596,152.87
LADDER CAP FIN LLC/CORP1,350,000.001,468,125.00
LAMAR MEDIA CORP75,000.0075,937.50
LANDRY'S HOLDINGS II INC4,425,000.004,712,625.00
LANDRY'S INC3,800,000.004,199,000.00
LAREDO PETROLEUM INC1,000,000.001,095,000.00
LBC TANK TERMINAL HLDING575,000.00608,062.50
LBG CAPITAL NO.1 PLC80,000.0088,704.00
LEAR CORP350,000.00378,875.00
LEAR CORP1,375,000.001,412,812.50
LEE ENTERPRISES INC675,000.00721,406.25
LENDER PROCESS SERVICES400,000.00430,500.00
LENNAR CORP950,000.001,211,250.00
LENNAR CORP1,700,000.001,923,125.00
LENNAR CORP2,125,000.002,125,000.00
LEVEL 3 COMMUNICATIONS1,750,000.001,918,437.50
LEVEL 3 FINANCING INC1,375,000.001,402,500.00
LEVEL 3 FINANCING INC3,275,000.003,586,125.00
LEVEL 3 FINANCING INC2,450,000.002,624,562.50
LIFEPOINT HOSPITALS INC1,450,000.001,524,428.50
LIMITED BRANDS INC1,050,000.001,141,875.00
LIN TELEVISION CORP750,000.00785,625.00
LIN TELEVISION CORP625,000.00660,937.50
LOCAL INSIGHT REGATTA1,125,000.00―
LOGO MERGER SUB CORP3,300,000.003,514,500.00
LONESTAR RESOURCES AMERI1,500,000.001,526,250.00
LOUISIANA PACIFIC CORP725,000.00800,218.75
LYNX I CORP1,050,000.001,110,375.00
LYONDELLBASELL IND NV2,500,000.002,789,125.00
MAGNUM HUNTER RESOURCES3,418,000.003,802,525.00
MANITOWOC COMPANY INC475,000.00524,875.00
MARFRIG HOLDING EUROPE B200,000.00202,174.00
MARIPOSA BOR / MERG SUB2,025,000.002,202,187.50
MARIPOSA BOR / MERG SUB575,000.00631,062.50
MARKWEST ENERGY PART/FIN475,000.00516,130.25
MARKWEST ENERGY PART/FIN3,000.003,300.00
MARQUETTE TRANS CO/FINAN825,000.00874,706.25
MASONITE INTERNATIONAL C225,000.00246,375.00
MATTAMY GROUP CORP1,100,000.001,133,000.00
MCCLATCHY CO1,650,000.001,897,500.00
MDC HOLDINGS INC3,400,000.003,233,400.00
MDC PARTNERS INC850,000.00901,000.00
MEDIACOM BRDBND LLC/CORP675,000.00684,281.25
MEDIACOM BRDBND LLC/CORP850,000.00898,875.00
MEDIACOM LLC/CAPTL CORP1,150,000.001,210,375.00
MEG ENERGY CORP575,000.00618,125.00
MERISANT ESCROW600,000.00―
MERITAGE HOMES CORP425,000.00438,812.50
MERITAGE HOMES CORP360,000.00396,900.00
MERITOR INC500,000.00522,500.00
METHANEX CORP200,000.00210,531.60
METHANEX CORP275,000.00302,118.57
MGM RESORTS INTL1,750,000.002,075,937.50
MGM RESORTS INTL2,475,000.002,948,343.75
MGM RESORTS INTL1,825,000.002,045,277.50
MGM RESORTS INTL1,150,000.001,357,023.00
MICHAEL BAKER HLDINGS/FI900,000.00904,500.00
MICHAEL BAKER INTL INC600,000.00642,000.00
MICHAELS FINCO HLDG/INC3,925,000.004,028,031.25
MIDSTATES PETRO INC/LLC3,100,000.003,534,000.00
MIDSTATES PETRO INC/LLC3,200,000.003,536,000.00
MIDWEST VANADIUM PTY LTD150,000.0066,000.00
MILACRON LLC/MCRON FIN3,975,000.004,355,805.00
MILLAR WESTERN FOREST625,000.00670,312.50
MIRABELA NICKEL LTD275,000.0066,000.00
MISA INVESTMENTS LTD300,000.00307,875.00
MODULAR SPACE CORP875,000.00924,218.75
MOHEGAN TRIBAL GAMING1,725,000.001,927,687.50
MONITRONICS INTERNATIONA1,275,000.001,370,625.00
MOOD MEDIA CORP900,000.00814,500.00
MPH ACQUISITION HOLDINGS6,925,000.007,271,250.00
MPL 2 ACQUISITION CANCO1,050,000.001,136,625.00
MPT OPER PARTNERSP/FINL1,050,000.001,152,375.00
MPT OPER PARTNERSP/FINL1,325,000.001,426,945.50
MRT MID PART/MRT MID FIN1,650,000.001,744,875.00
MU FINANCE PLC958,910.941,007,000.32
MURRAY ENERGY CORP825,000.00897,187.50
MUSTANG MERGER CORP2,525,000.002,764,875.00
NAI ENTERTAINMENT HLDING525,000.00546,000.00
NANA DEVELOPMENT CORP775,000.00757,562.50
NATIONAL CINEMEDIA LLC850,000.00928,625.00
NATIONAL CINEMEDIA LLC1,100,000.001,157,750.00
NATIONSTAR MORT/CAP CORP1,775,000.001,830,468.75
NATIONSTAR MORT/CAP CORP400,000.00447,000.00
NATIONSTAR MORT/CAP CORP325,000.00342,875.00
NATIONSTAR MORT/CAP CORP5,225,000.005,231,531.25
NAVISTAR INTL CORP2,825,000.002,962,718.75
NBTY INC750,000.00795,937.50
NCR ESCROW CORP700,000.00745,500.00
NCR ESCROW CORP1,500,000.001,638,750.00
NEOVIA LOGISTICS INT HLD2,425,000.002,534,125.00
NES RENTALS HOLDINGS3,600,000.003,861,000.00
NEUSTAR INC75,000.0065,250.00
NEW ACAD FIN CO/FIN CORP1,100,000.001,122,000.00
NEW ENTERPRISE STONE & L1,656,134.001,854,870.08
NEW ENTERPRISE STONE & L700,000.00668,500.00
NFR ENERGY LLC/FIN CORP1,050,000.001,107,750.00
NIELSEN CO LUX SARL/THE2,700,000.002,801,250.00
NIELSEN FINANCE LLC/CO2,050,000.002,073,062.50
NII CAPITAL CORP250,000.0099,375.00
NII CAPITAL CORP3,450,000.001,017,750.00
NII INTERNATL TELECOM SA3,300,000.002,937,000.00
NII INTERNATL TELECOM SA3,225,000.002,781,562.50
NORANDA ALUMINUM ACQUISI975,000.00996,937.50
NORTEK INC2,425,000.002,697,812.50
NOVA CHEMICALS CORP1,325,000.001,455,843.75
NOVELIS INC3,000,000.003,352,500.00
NPC INTL/OPER CO A&B INC550,000.00621,500.00
NRG ENERGY INC2,475,000.002,642,062.50
NRG ENERGY INC1,475,000.001,554,281.25
NUMERICABLE GROUP SA3,600,000.003,702,420.00
NUMERICABLE GROUP SA5,200,000.005,428,384.00
NUMERICABLE GROUP SA1,825,000.001,912,454.00
NUVEEN INVESTMENTS INC925,000.001,005,937.50
NXP BV/NXP FUNDING LLC1,000,000.001,057,500.00
OASIS PETROLEUM INC1,050,000.001,136,625.00
ONCURE ESCROW 11.75%1,250,000.00―
ONCURE HOLDINGS INC446,428.00495,535.08
OPPENHEIMER HOLDINGS INC678,000.00727,155.00
ORION ENGINEERED CARB FI2,275,000.002,378,512.50
ORTHO-CLINICAL DIAGNOSTI4,375,000.004,347,656.25
OSHKOSH CORP700,000.00722,750.00
OWENS CORNING INC2,175,000.002,611,461.60
OWENS-BROCKWAY2,105,000.002,331,287.50
OWENS-ILLINOIS INC600,000.00703,500.00
PACIFIC DRILLING SA1,725,000.001,712,062.50
PACIFIC DRILLING V LTD775,000.00828,475.00
PACNET LTD200,000.00217,500.00
PAETEC ESCROW CORP1,000,000.001,081,000.00
PALACE ENT HLDG LLC/CORP1,075,000.001,124,046.87
PANTRY INC1,075,000.001,167,718.75
PAR PHARMACEUTICAL COS I950,000.001,030,750.00
PARKER DRILLING CO1,175,000.001,236,687.50
PARSLEY ENERGY LLC/FINAN325,000.00348,562.50
PATRIOT MERGER CORP2,350,000.002,585,000.00
PC NEXTCO HOLDINGS/FINAN6,325,000.006,498,937.50
PEABODY ENERGY CORP1,215,000.001,211,962.50
PENN NATIONAL GAMING INC175,000.00166,250.00
PENN VIRGINIA RESOURCE1,075,000.001,174,437.50
PENSKE AUTO GROUP INC975,000.001,026,187.50
PERRY ELLIS INTL INC425,000.00442,000.00
PERSTORP HOLDING AB500,000.00538,125.00
PETCO HOLDINGS INC6,175,000.006,344,812.50
PETROBAKKEN ENERGY LTD1,725,000.001,819,875.00
PINNACLE ENTERTAINMENT175,000.00191,187.50
PINNACLE FOODS FINANCE L1,175,000.001,204,375.00
PINNACLE MERGER SUB INC2,200,000.002,453,000.00
PINNACLE OPERATING CORP1,600,000.001,748,000.00
PIONEER ENERGY SERVICES975,000.001,011,562.50
PLAINS EXPLORATION & PRO975,000.001,048,125.00
PLAINS EXPLORATION & PRO250,000.00278,847.50
PLAYA RESORTS HOLDINGS200,000.00215,500.00
PNK FINANCE CORP4,500,000.004,770,000.00
POLYMER GROUP INC1,150,000.001,171,562.50
POLYONE CORP475,000.00517,156.25
POLYONE CORP1,475,000.001,524,781.25
POST HOLDINGS INC1,700,000.001,814,750.00
POST HOLDINGS INC625,000.00675,193.75
POST HOLDINGS INC1,850,000.001,896,250.00
PROQUEST LLC/PROQUEST1,450,000.001,540,625.00
PROSPECT HLDG LLC/FINANC1,650,000.001,629,375.00
QS WHOLESALE INC1,600,000.001,640,000.00
QUADRA FNX MINING LTD875,000.00942,812.50
QUEBECOR MEDIA INC825,000.00853,875.00
QUICKSILVER RESOURCES IN600,000.00558,210.00
QUIKSILVER INC/QS WHOLES1,700,000.001,708,500.00
QVC INC125,000.00132,133.62
QWEST CORPORATION425,000.00440,478.50
RADIAN GROUP INC1,350,000.001,385,437.50
RADIATION THERAPY SERVIC750,000.00771,562.50
RADIATION THERAPY SERVIC775,000.00716,875.00
RADIO SYSTEMS CORP750,000.00834,375.00
RADIOSHACK CORP2,025,000.00891,000.00
RAIN CII CARBON LLC/CII425,000.00448,375.00
RCN TELECM SER/CAPITAL2,350,000.002,526,250.00
REALOGY GROUP/CO-ISSUER3,100,000.003,107,750.00
REGAL ENTERTAINMENT GRP875,000.00903,437.50
REGAL ENTERTAINMENT GRP275,000.00279,812.50
REGENCY ENERGY PART/FIN1,150,000.001,247,750.00
REGENCY ENERGY PARTNERS1,375,000.001,380,403.75
RELIANCE INTERMEDIATE HO800,000.00860,000.00
RENAISSANCE ACQUISITION3,425,000.003,619,094.75
RES-CARE INC100,000.00109,750.00
RESOLUTE FOREST PRODUCTS4,325,000.004,303,375.00
REVLON CONSUMER PRODS1,075,000.001,109,937.50
REXEL900,000.00958,752.00
REXEL SA1,550,000.001,617,533.50
REYNOLDS GROUP HOLDINGS400,000.00431,500.00
REYNOLDS GROUP HOLDINGS5,400,000.005,879,250.00
REYNOLDS GRP ISS/REYNOLD450,000.00471,375.00
REYNOLDS GRP ISS/REYNOLD3,975,000.004,229,400.00
REYNOLDS GRP ISS/REYNOLD350,000.00381,937.50
REYNOLDS GRP ISS/REYNOLD6,600,000.007,326,000.00
REYNOLDS GRP ISS/REYNOLD1,520,000.001,603,600.00
RHP HOTEL PPTY/RHP FINAN150,000.00150,000.00
RITE AID CORP3,725,000.004,023,000.00
RITE AID CORP925,000.001,031,375.00
RITE AID CORP1,475,000.001,489,750.00
ROYAL BK SCOTLND GRP PLC7,050,000.007,537,014.00
RR DONNELLEY & SONS CO675,000.00776,250.00
RR DONNELLEY & SONS CO1,100,000.001,212,750.00
RR DONNELLEY & SONS CO525,000.00549,937.50
RR DONNELLEY & SONS CO925,000.00929,625.00
RRI ENERGY225,000.00240,750.00
RSC EQUIP RENT/RSC HLDGS3,089,000.003,443,833.43
RSI HOME PRODUCTS INC625,000.00667,968.75
RUE21 INC225,000.00171,000.00
RYLAND GROUP675,000.00736,593.75
RYLAND GROUP400,000.00399,000.00
SABINE PASS LIQUEFACTION100,000.00106,083.00
SABINE PASS LIQUEFACTION2,500,000.002,606,250.00
SABINE PASS LIQUEFACTION300,000.00312,750.00
SABINE PASS LIQUEFACTION3,700,000.003,871,125.00
SABINE PASS LNG LP775,000.00838,937.50
SABRA HEALTH/CAPTL CORP925,000.00964,312.50
SABRE INC1,065,000.001,187,475.00
SALLY HOLDINGS/SALLY CAP525,000.00563,062.50
SALLY HOLDINGS/SALLY CAP950,000.00980,875.00
SAMSON INVESTMENT CO1,575,000.001,671,468.75
SANCHEZ ENERGY CORP4,825,000.005,259,250.00
SANCHEZ ENERGY CORP3,275,000.003,389,625.00
SANDRIDGE ENERGY INC400,000.00433,500.00
SANDRIDGE ENERGY INC525,000.00582,093.75
SANDRIDGE ENERGY INC1,450,000.001,578,687.50
SANJEL CORP1,100,000.001,102,750.00
SAPPI PAPIER HOLDNG GMBH1,450,000.001,602,250.00
SAPPI PAPIER HOLDNG GMBH75,000.0079,271.25
SBA COMMUNICATIONS CORP50,000.0053,125.00
SCHAEFFLER FINANCE BV2,800,000.002,810,528.00
SCHAEFFLER HLDG FIN BV1,275,000.001,348,465.50
SEADRILL LTD1,600,000.001,632,736.00
SEALED AIR CORP225,000.00248,906.25
SEALED AIR CORP475,000.00546,250.00
SEALED AIR CORP725,000.00741,312.50
SEITEL INC1,350,000.001,458,000.00
SELECT MEDICAL CORP475,000.00501,125.00
SEMINOLE HARD ROCK ENT I1,000,000.001,005,000.00
SERVICE CORP INTL3,500,000.003,788,750.00
SERVICE CORP INTL1,250,000.001,403,125.00
SERVICE CORP INTL600,000.00598,500.00
SERVICE CORP INTL1,250,000.001,481,250.00
SERVICE CORP INTL4,600,000.004,784,000.00
SERVICE CORP INTL825,000.00849,750.00
SERVICEMASTER COMPANY550,000.00587,812.50
SESI LLC725,000.00821,062.50
SEVEN GENERATIONS ENERGY2,600,000.002,873,000.00
SHEA HOMES LP/FNDG CP413,000.00452,235.00
SHEARERS FOODS350,000.00385,000.00
SIDEWINDER DRILLING INC1,775,000.001,819,375.00
SIGNODE INDUSTRIAL GROUP1,850,000.001,882,375.00
SINCLAIR TELEVISION GROU800,000.00811,000.00
SINCLAIR TELEVISION GROU2,775,000.002,955,375.00
SIRIUS XM RADIO INC2,150,000.002,053,250.00
SLM CORP2,025,000.002,156,625.00
SLM CORP9,200,000.0010,683,500.00
SLM CORP1,250,000.001,385,937.50
SLM CORP2,200,000.002,180,750.00
SLM CORP2,975,000.003,023,343.75
SM ENERGY CO125,000.00135,312.50
SM ENERGY CO425,000.00461,125.00
SOCIETE GENERALE200,000.00198,924.00
SOCIETE GENERALE400,000.00397,748.00
SONIC AUTOMOTIVE INC3,000,000.003,300,000.00
SONIC AUTOMOTIVE INC725,000.00714,125.00
SOPHIA HOLDING FIN LP/IN200,000.00208,000.00
SPCM SA100,000.00107,250.00
SPECTRUM BRANDS HLDGS175,000.00187,250.00
SPECTRUM BRANDS INC275,000.00297,687.50
SPECTRUM BRANDS INC800,000.00868,000.00
SPENCER SPIRIT HLDG/GIFT525,000.00558,468.75
SPENCER SPIRIT HOLDINGS3,525,000.003,604,312.50
SPIRIT AEROSYSTEMS INC600,000.00649,500.00
SPIRIT AEROSYSTEMS INC1,050,000.001,071,000.00
SPRINGLEAF FINANCE CORP7,175,000.008,000,125.00
SPRINGLEAF FINANCE CORP900,000.001,017,000.00
SPRINGLEAF FINANCE CORP900,000.001,030,500.00
SPRINT CAPITAL CORP900,000.00999,000.00
SPRINT CAPITAL CORP1,425,000.001,458,843.75
SPRINT CAPITAL CORP6,875,000.008,009,375.00
SPRINT COMMUNICATIONS4,800,000.004,932,000.00
SPRINT NEXTEL CORP800,000.00940,000.00
SPRINT NEXTEL CORP500,000.00577,500.00
SPRINT NEXTEL CORP9,600,000.0013,056,000.00
SRA INTERNATIONAL INC1,075,000.001,158,312.50
ST BARBARA LTD325,000.00269,750.00
STACKPOLE INTL INTER CO1,450,000.001,522,500.00
STANDARD PACIFIC CORP1,000,000.001,190,000.00
STAR GAS PARTNER/FINANCE375,000.00397,500.00
STEEL DYNAMICS INC450,000.00491,625.00
STEEL DYNAMICS INC975,000.001,062,750.00
STENA AB1,800,000.001,930,500.00
STONERIDGE INC700,000.00749,000.00
SUBURBAN PROPANE PARTNRS1,825,000.001,847,812.50
SUGAR HSP GMNG PROP/FIN1,050,000.001,031,625.00
SUMMIT MATERIALS LLC/FIN1,250,000.001,412,500.00
SUMMIT MID HLDS LLC / FI2,075,000.002,277,312.50
SUN MERGER SUB INC800,000.00836,000.00
SUNCOKE ENRGY PART LP/FI525,000.00562,406.25
SUNCOKE ENRGY PART LP/FI1,000,000.001,071,250.00
SUNGARD AVAIL SERV CAP1,750,000.001,631,875.00
SUNGARD DATA SYSTEMS INC3,950,000.004,187,000.00
SWIFT SERVICES HLDGS INC3,800,000.004,106,375.00
SYNCREON GROUP BV/SYNCRE4,450,000.004,550,125.00
T-MOBILE USA INC475,000.00501,125.00
T-MOBILE USA INC1,450,000.001,567,812.50
T-MOBILE USA INC1,275,000.001,359,468.75
T-MOBILE USA INC975,000.001,054,218.75
T-MOBILE USA INC2,375,000.002,588,750.00
T-MOBILE USA INC450,000.00491,062.50
TALOS PRODUCTION LLC/FIN4,625,000.004,925,625.00
TAMINCO GLOBAL1,800,000.002,016,000.00
TARGA RESOURCES PARTNERS425,000.00462,718.75
TAYLOR MORRISON COMM/MON162,000.00176,985.00
TAYLOR MORRISON COMM/MON1,450,000.001,450,000.00
TEKNI-PLEX INC2,025,000.002,262,937.50
TELEFLEX INC600,000.00640,500.00
TEMBEC INDUSTRIES INC200,000.00217,500.00
TEMPEL STEEL COMPANY1,025,000.001,019,875.00
TENET HEALTHCARE CORP4,650,000.004,722,261.00
TENET HEALTHCARE CORP2,850,000.003,298,875.00
TEREX CORP675,000.00729,000.00
TERVITA CORP2,150,000.002,257,500.00
TESORO CORP1,200,000.001,210,500.00
TESORO LOGISTICS LP/CORP675,000.00717,187.50
TESORO LOGISTICS LP/CORP2,575,000.002,761,687.50
THE MEN'S WEARHOUSE INC1,125,000.001,184,062.50
THOMPSON CREEK METALS CO700,000.00796,250.00
THOMPSON CREEK METALS CO525,000.00521,062.50
THOMPSON CREEK METALS CO425,000.00484,500.00
TITAN INTERNATIONAL INC1,800,000.001,845,000.00
TMS INTERNATIONAL CORP475,000.00510,625.00
TMX FIN LLC/TITLEMAX FIN2,550,000.002,725,312.50
TOLL BROS FINANCE CORP475,000.00489,250.00
TOLL BROS FINANCE CORP300,000.00347,250.00
TOLL BROS FINANCE CORP1,875,000.002,006,250.00
TOPAZ MARINE SA400,000.00433,000.00
TOPS HLDG CORP/TOPS MKTS1,225,000.001,338,312.50
TOPS HOLDING II CORP2,925,000.003,063,937.50
TPC GROUP INC1,525,000.001,692,750.00
TRAC INTERMODAL LLC/CORP775,000.00887,375.00
TRANSDIGM INC2,575,000.002,665,125.00
TRANSDIGM INC1,800,000.001,881,000.00
TRANSFIELD SERVICES LTD925,000.00954,017.25
TRANSUNION HOLDING CO2,175,000.002,278,312.50
TRAVELPORT LLC5,545,248.005,739,331.68
TRAVELPORT LLC700,000.00716,625.00
TRINIDAD DRILLING LTD425,000.00451,562.50
TRINSEO OP / TRINSEO FIN2,900,000.003,124,750.00
TRIUMPH GROUP INC1,350,000.001,356,750.00
TULLOW OIL PLC1,200,000.001,253,856.00
TULLOW OIL PLC2,800,000.002,922,304.00
TW TELECOM HOLDINGS INC1,800,000.001,973,250.00
TW TELECOM HOLDINGS INC3,075,000.003,505,500.00
U.S. FOODSERVICE1,175,000.001,257,984.37
UNIFRAX I LLC/UNIFRAX HO4,250,000.004,483,750.00
UNISYS CORP575,000.00626,750.00
UNIT CORP1,150,000.001,233,375.00
UNITED AIR 2014-1 B PTT500,000.00508,125.00
UNITED CONTINENTAL HLDGS725,000.00759,437.50
UNITED REFINING504,000.00555,660.00
UNITED RENTALS NORTH AM1,409,000.001,563,990.00
UNITED RENTALS NORTH AM1,375,000.001,479,087.50
UNITED RENTALS NORTH AM2,175,000.002,272,875.00
UNITYMEDIA HESSEN / NRW1,875,000.001,950,000.00
UNIVERSAL HOSPITAL SERVI1,125,000.001,182,656.25
UNIVISION COMMUNICATIONS9,338,000.009,944,970.00
UNIVISION COMMUNICATIONS1,899,000.002,122,132.50
US AIRWAYS 2012-2B PTT215,864.44235,831.90
US AIRWAYS 2012-2C PTT300,000.00309,750.00
US AIRWAYS GROUP INC1,425,000.001,506,937.50
US STEEL CORP300,000.00320,250.00
VALEANT PHARMACEUTICALS1,000,000.001,030,000.00
VANDER INTERMEDIATE HOLD650,000.00700,375.00
VECTOR GROUP LTD1,200,000.001,290,000.00
VERISIGN INC775,000.00765,312.50
VERSO PAPER HLDGS LLC/IN1,450,000.001,554,617.50
VIASAT INC1,725,000.001,875,721.87
VIDEOTRON LTEE600,000.00603,000.00
VIKING CRUISES LTD775,000.00864,125.00
VIMPELCOM HLDGS1,825,000.001,976,675.75
VIRGIN MEDIA FINANCE PLC400,000.00423,520.00
VISANT CORP1,050,000.00987,000.00
VPII ESCROW CORP1,400,000.001,512,000.00
VPII ESCROW CORP1,725,000.001,916,906.25
VTR FINANCE BV1,800,000.001,924,416.00
VWR FUNDING INC1,975,000.002,091,031.25
WATCO COS LLC/FINANCE CO1,125,000.001,153,125.00
WATERJET HOLDINGS INC400,000.00427,000.00
WAVE HOLDCO LLC/CORP975,000.001,005,468.75
WAVEDIVISION ESCROW/WAVE2,250,000.002,446,875.00
WELLCARE HEALTH PLANS IN775,000.00829,250.00
WELLS ENTERPRISES INC200,000.00210,750.00
WELLS FARGO & COMPANY1,000,000.001,060,350.00
WIDEOPENWEST FIN/CAPITAL650,000.00732,062.50
WILLIAM LYON HOMES INC425,000.00437,750.00
WILLIAM LYON HOMES INC1,625,000.001,824,062.50
WIND ACQUISITION FIN SA825,000.00872,437.50
WIND ACQUISITION FIN SA1,600,000.001,720,000.00
WINDSTREAM CORP721,000.00836,360.00
WINDSTREAM CORP4,625,000.005,047,031.25
WINDSTREAM CORP5,090,000.005,529,012.50
WINDSTREAM CORP8,275,000.008,368,093.75
WINDSTREAM HLDGS MIDWEST1,375,000.001,368,125.00
WISE HLDG/FIN CORP900,000.00921,375.00
WISE METALS GROUP LLC/WI3,350,000.003,651,500.00
WMG ACQUISITION CORP200,000.00201,000.00
WMG ACQUISITION CORP900,000.00904,500.00
WMG HOLDINGS CORP600,000.00718,500.00
WOODSIDE HOMES CO LLC/FI125,000.00128,203.12
GMAC CAP TR I 8.125% 2/15/40 Series2676,250.00738,194.50※
GEN FIN CORP 8.1250% 7/31/21 Series708,175.00717,522.91※
CITIGROUP INC 6.8750% Series K1,144,350.001,244,137.32※
REGIONS FINL (RF) 6.3750% Series A401,250.00400,768.50※
ALLY FINANCIAL 7.0000% SERIES 144A7,382,000.007,442,671.18※
ALLY FINANCIAL 8.50% Series A891,250.00981,801.00※
小計銘柄数:8661,352,463,862.501,415,674,277.08
(144,681,911,117)
組入時価比率:96.3%100.0%
合計144,681,911,117
(144,681,911,117)

(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 7月 7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643,482,000-643,797,000△315,000
米ドル643,482,000-643,797,000△315,000
合計643,482,000-643,797,000△315,000

(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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