有価証券報告書(内国投資信託受益証券)-第9期(平成25年10月1日-平成26年9月29日)
ハイ・イールド ボンド オープンマザーファンド
貸借対照表
注記表
附属明細表
該当事項はありません。
第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| (平成26年 9月29日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 334,376,669 |
| コール・ローン | 232,781,107 |
| 社債券 | 19,320,873,175 |
| 未収入金 | 139,033,195 |
| 未収利息 | 355,087,145 |
| 前払費用 | 4,628,877 |
| 流動資産合計 | 20,386,780,168 |
| 資産合計 | 20,386,780,168 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 1,359,600 |
| 未払金 | 136,398,335 |
| 未払解約金 | 380,300,000 |
| 流動負債合計 | 518,057,935 |
| 負債合計 | 518,057,935 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,298,313,895 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 16,570,408,338 |
| 元本等合計 | 19,868,722,233 |
| 純資産合計 | 19,868,722,233 |
| 負債純資産合計 | 20,386,780,168 |
注記表
| (重要な会計方針に係る事項に関する注記) |
| 1.運用資産の評価基準及び評価方法 | 社債券 |
| 原則として時価で評価しております。 時価評価にあたっては、価格情報会社の提供する価額等で評価しております。 | |
| 為替予約取引 | |
| 計算日において予約為替の受渡日の対顧客先物相場の仲値で評価しております。 | |
| 2.外貨建資産・負債の本邦通貨への換算基準 | 信託財産に属する外貨建資産・負債の円換算は、原則として、わが国における計算期間末日の対顧客電信売買相場の仲値によって計算しております。 |
| 3.費用・収益の計上基準 | 有価証券売買等損益 |
| 約定日基準で計上しております。 | |
| 為替差損益 | |
| 約定日基準で計上しております。 | |
| 4.金融商品の時価等に関する事項の補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。 |
| (貸借対照表に関する注記) |
| 平成26年 9月29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 | 6.0239円 | ||
| (10,000口当たり純資産額) | (60,239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10月 1日 至 平成26年 9月29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 9月29日現在 |
| 1.貸借対照表計上額、時価及び差額 |
| 貸借対照表上の金融商品は原則としてすべて時価で評価しているため、貸借対照表計上額と時価との差額はありません。 |
| 2.時価の算定方法 |
| 社債券 (重要な会計方針に係る事項に関する注記)に記載しております。 派生商品評価勘定 デリバティブ取引については、附属明細表に記載しております。 コール・ローン等の金銭債権及び金銭債務 これらの科目は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。 |
| (その他の注記) 元本の移動及び期末元本額の内訳 |
| 平成26年 9月29日現在 | |
| 期首 | 平成25年10月 1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 | 3,607,103,138円 |
| 同期中における追加設定元本額 | 792,636,774円 |
| 同期中における一部解約元本額 | 1,101,426,017円 |
| 期末元本額 | 3,298,313,895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 | 518,525,378円 |
| ハイ・イールド ボンド オープンBコース | 934,742,155円 |
| ハイ・イールド ボンド オープンCコース | 23,218,583円 |
| ハイ・イールド ボンド オープンDコース | 395,681,648円 |
| ハイブリッド・インカムオープン | 340,346,775円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 507,994,640円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 577,804,716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 9月29日現在) |
該当事項はありません。
| (2)株式以外の有価証券(平成26年 9月29日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米ドル | ABC SUPPLY CO INC | 175,000.00 | 171,937.50 | |
| ACCURIDE CORP | 150,000.00 | 156,750.00 | |||
| ACTIVISION BLIZZARD | 350,000.00 | 366,625.00 | |||
| ACTIVISION BLIZZARD | 200,000.00 | 213,000.00 | |||
| ADVANCED MICRO DEVICES | 125,000.00 | 126,875.00 | |||
| ADVANCED MICRO DEVICES | 250,000.00 | 238,125.00 | |||
| AES CORPORATION | 610,000.00 | 677,100.00 | |||
| AES CORPORATION | 125,000.00 | 119,062.50 | |||
| AGUILA 3 SA | 150,000.00 | 154,500.00 | |||
| AINSWORTH LUMBER LTD | 113,000.00 | 117,237.50 | |||
| AIR CANADA | 200,000.00 | 212,250.00 | |||
| AIRCASTLE LTD | 250,000.00 | 265,625.00 | |||
| AIRCASTLE LTD | 150,000.00 | 149,625.00 | |||
| ALBEA BEAUTY HOLDINGS SA | 250,000.00 | 270,000.00 | |||
| ALCOA INC | 200,000.00 | 198,837.20 | |||
| ALERE INC | 175,000.00 | 184,187.50 | |||
| ALERIS INTL INC | 300,000.00 | 305,625.00 | |||
| ALERIS INTL INC | 150,000.00 | 150,000.00 | |||
| ALGECO SCOTSMAN GLOB FIN | 450,000.00 | 437,625.00 | |||
| ALLEGION US HOLDING CO | 100,000.00 | 103,000.00 | |||
| ALLIANCE DATA SYSTEMS CO | 400,000.00 | 393,000.00 | |||
| ALLIANT TECHSYSTEMS INC | 150,000.00 | 150,375.00 | |||
| ALLY FINANCIAL | 1,425,000.00 | 1,667,250.00 | |||
| ALLY FINANCIAL INC | 275,000.00 | 288,062.50 | |||
| ALLY FINANCIAL INC | 950,000.00 | 1,098,437.50 | |||
| ALLY FINANCIAL INC | 150,000.00 | 147,000.00 | |||
| ALLY FINANCIAL INC | 500,000.00 | 628,750.00 | |||
| ALPHA NATURAL RESOURCES | 200,000.00 | 121,000.00 | |||
| ALPHA NATURAL RESOURCES | 125,000.00 | 112,500.00 | |||
| ALPHA NATURAL RESOURCES | 200,000.00 | 117,500.00 | |||
| ALTA MESA HLDGS/FINANC S | 800,000.00 | 826,000.00 | |||
| ALTICE FINANCING SA | 200,000.00 | 205,500.00 | |||
| ALTICE FINCO SA | 200,000.00 | 213,000.00 | |||
| ALTICE SA | 200,000.00 | 207,000.00 | |||
| AMERICAN ACHIEVEMENT COR | 75,000.00 | 75,187.50 | |||
| AMERICAN GILSONITE CO | 275,000.00 | 299,062.50 | |||
| AMERICAN GREETINGS | 375,000.00 | 395,625.00 | |||
| AMERISTAR CASINOS INC | 375,000.00 | 390,937.50 | |||
| AMSURG CORP | 150,000.00 | 151,125.00 | |||
| AMSURG CORP | 225,000.00 | 223,875.00 | |||
| ANIXTER INC | 175,000.00 | 173,687.50 | |||
| ANTERO RESOURCES CORP | 225,000.00 | 223,031.25 | |||
| APERAM | 150,000.00 | 152,766.00 | |||
| APERAM | 225,000.00 | 235,968.75 | |||
| APPROACH RESOURCES INC | 300,000.00 | 298,500.00 | |||
| APX GROUP INC | 425,000.00 | 415,437.50 | |||
| ARAMARK CORP | 350,000.00 | 364,000.00 | |||
| ARCELORMITTAL | 350,000.00 | 367,062.50 | |||
| ARCELORMITTAL | 625,000.00 | 645,312.50 | |||
| ARCH COAL INC | 325,000.00 | 173,468.75 | |||
| ARCH COAL INC | 200,000.00 | 117,000.00 | |||
| ARTESYN ESCROW INC | 400,000.00 | 406,000.00 | |||
| ASHTEAD CAPITAL INC | 575,000.00 | 616,687.50 | |||
| ATLANTIC POWER CORP | 275,000.00 | 280,500.00 | |||
| AUDATEX NORTH AMERICA IN | 350,000.00 | 361,375.00 | |||
| AUDATEX NORTH AMERICA IN | 125,000.00 | 129,375.00 | |||
| AURICO GOLD INC | 150,000.00 | 150,750.00 | |||
| AUS FINANCE PTY LTD | 225,000.00 | 208,125.00 | |||
| AVAYA INC | 100,000.00 | 102,000.00 | |||
| AVIS BUDGET CAR/FINANCE | 175,000.00 | 174,125.00 | |||
| AVIV HEALTHCARE PROPERTI | 200,000.00 | 209,750.00 | |||
| BANK OF AMERICA CORP | 550,000.00 | 547,250.00 | |||
| BANK OF AMERICA CORP | 250,000.00 | 270,669.00 | |||
| BANK OF AMERICA CORP | 325,000.00 | 306,312.50 | |||
| BANKRATE INC | 875,000.00 | 861,875.00 | |||
| BARCLAYS BANK PLC | 200,000.00 | 220,700.00 | |||
| BARCLAYS PLC | 400,000.00 | 417,800.00 | |||
| BE AEROSPACE INC | 425,000.00 | 460,062.50 | |||
| BELDEN INC | 275,000.00 | 264,687.50 | |||
| BIOMET INC | 300,000.00 | 317,625.00 | |||
| BLOCK COMMUNICATIONS INC | 375,000.00 | 392,812.50 | |||
| BLUELINE RENTAL FINANCE | 125,000.00 | 128,750.00 | |||
| BOISE CASCADE LLC/FIN | 125,000.00 | 131,875.00 | |||
| BOMBARDIER INC | 150,000.00 | 148,125.00 | |||
| BONANZA CREEK ENERGY INC | 100,000.00 | 96,250.00 | |||
| BRIGHTSTAR CORP | 150,000.00 | 159,562.50 | |||
| BROOKFIELD RESIDENTIAL | 225,000.00 | 237,375.00 | |||
| BUILDING MATERIALS CORP | 300,000.00 | 314,250.00 | |||
| CABLEVISION SYSTEMS CORP | 625,000.00 | 606,250.00 | |||
| CAESARS ENTERTAINMENT OP | 125,000.00 | 97,187.50 | |||
| CALCIPAR SA | 425,000.00 | 439,875.00 | |||
| CALFRAC HOLDINGS LP | 250,000.00 | 262,500.00 | |||
| CALIFORNIA RESOURCES CRP | 225,000.00 | 228,656.25 | |||
| CALIFORNIA RESOURCES CRP | 200,000.00 | 203,500.00 | |||
| CALPINE CORP | 175,000.00 | 184,625.00 | |||
| CALPINE CORP | 575,000.00 | 559,906.25 | |||
| CALPINE CORP | 675,000.00 | 657,281.25 | |||
| CARDTRONICS INC | 275,000.00 | 274,656.25 | |||
| CARMIKE CINEMAS INC | 125,000.00 | 134,375.00 | |||
| CASCADES INC | 225,000.00 | 219,375.00 | |||
| CASTLE (AM) & CO | 150,000.00 | 151,875.00 | |||
| CB RICHARD ELLIS SERVICE | 450,000.00 | 474,615.00 | |||
| CBS OUT AMER CAP LLC/COR | 125,000.00 | 124,687.50 | |||
| CBS OUT AMER CAP LLC/COR | 125,000.00 | 124,687.50 | |||
| CCO HLDGS LLC/CAP CORP | 647,000.00 | 685,011.25 | |||
| CCO HLDGS LLC/CAP CORP | 500,000.00 | 490,625.00 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 240,937.50 | |||
| CEDAR FAIR LP/CANADA'S W | 425,000.00 | 408,531.25 | |||
| CEMEX FINANCE LLC | 200,000.00 | 197,500.00 | |||
| CENTENE CORP | 125,000.00 | 124,843.75 | |||
| CENTRAL GARDEN & PET CO | 425,000.00 | 434,562.50 | |||
| CENTURY INTERMEDIATE HLD | 225,000.00 | 238,500.00 | |||
| CENTURYLINK INC | 550,000.00 | 563,750.00 | |||
| CENTURYLINK INC | 125,000.00 | 134,843.75 | |||
| CENTURYLINK INC | 425,000.00 | 420,750.00 | |||
| CEQUEL COM ESCRW 1/CAP C | 225,000.00 | 228,375.00 | |||
| CEQUEL COM HLDG I/CAP CP | 75,000.00 | 71,625.00 | |||
| CEQUEL COM HLDG I/CAP CP | 125,000.00 | 119,375.00 | |||
| CHC HELICOPTER SA | 360,000.00 | 385,200.00 | |||
| CHESAPEAKE ENERGY CORP | 50,000.00 | 55,250.00 | |||
| CHESAPEAKE ENERGY CORP | 200,000.00 | 217,000.00 | |||
| CHESAPEAKE ENERGY CORP | 250,000.00 | 257,500.00 | |||
| CHESAPEAKE ENERGY CORP | 300,000.00 | 320,250.00 | |||
| CHESAPEAKE OIL OP/FIN | 350,000.00 | 364,000.00 | |||
| CHOCTAW RESORT DEVEL ENT | 1,023,000.00 | 1,023,000.00 | |||
| CHRYSLER GP/CG CO-ISSUER | 600,000.00 | 639,000.00 | |||
| CHRYSLER GP/CG CO-ISSUER | 600,000.00 | 657,000.00 | |||
| CHS/COMMUNITY HEALTH | 525,000.00 | 546,000.00 | |||
| CHS/COMMUNITY HEALTH SYS | 650,000.00 | 692,250.00 | |||
| CHS/COMMUNITY HEALTH SYS | 500,000.00 | 531,875.00 | |||
| CIMAREX ENERGY CO | 175,000.00 | 175,218.75 | |||
| CINEMARK USA INC | 100,000.00 | 98,750.00 | |||
| CIT GROUP INC | 500,000.00 | 507,500.00 | |||
| CIT GROUP INC | 175,000.00 | 170,734.37 | |||
| CIT GROUP INC | 175,000.00 | 176,093.75 | |||
| CITGO PETROLEUM CORP | 350,000.00 | 364,875.00 | |||
| CITIGROUP INC | 250,000.00 | 250,234.50 | |||
| CLEAR CHANNEL WORLDWIDE | 100,000.00 | 103,875.00 | |||
| CLEAR CHANNEL WORLDWIDE | 700,000.00 | 730,625.00 | |||
| CLEAR CHANNEL WORLDWIDE | 150,000.00 | 151,500.00 | |||
| CLEAR CHANNEL WORLDWIDE | 600,000.00 | 612,000.00 | |||
| CLEAVER-BROOKS INC | 175,000.00 | 191,187.50 | |||
| CLOUD PEAK ENRGY RES/FIN | 50,000.00 | 49,000.00 | |||
| CNG HOLDINGS INC | 650,000.00 | 513,500.00 | |||
| CNH CAPITAL LLC | 175,000.00 | 171,937.50 | |||
| CNH INDUSTRIAL CAPITAL L | 50,000.00 | 47,125.00 | |||
| COEUR D'ALENE MINES CORP | 125,000.00 | 117,812.50 | |||
| COGENT COMMUNICATIONS GR | 475,000.00 | 502,312.50 | |||
| COLT DEFENSE/FINANCE | 200,000.00 | 117,000.00 | |||
| COMMERCIAL METALS CO | 100,000.00 | 96,500.00 | |||
| COMMSCOPE INC | 275,000.00 | 270,187.50 | |||
| COMMSCOPE INC | 275,000.00 | 270,875.00 | |||
| COMMUNITY CHOICE FINANCI | 350,000.00 | 269,500.00 | |||
| COMPASS MINERALS INTERNA | 275,000.00 | 264,687.50 | |||
| COMPRESSCO PARTNERS/FINA | 125,000.00 | 125,625.00 | |||
| CONCHO RESOURCES INC | 525,000.00 | 556,500.00 | |||
| CONCHO RESOURCES INC | 100,000.00 | 103,000.00 | |||
| CONN'S INC | 125,000.00 | 106,875.00 | |||
| CONSOL ENERGY INC | 225,000.00 | 217,968.75 | |||
| CONSOLIDATEC COMM FIN CO | 50,000.00 | 57,687.50 | |||
| CONSOLIDATED COMM FIN II | 225,000.00 | 225,562.50 | |||
| CONSTELLATION BRANDS INC | 450,000.00 | 492,750.00 | |||
| COTT BEVERAGES INC | 375,000.00 | 366,562.50 | |||
| CREDIT SUISSE GROUP AG | 200,000.00 | 194,380.00 | |||
| CRESTWOOD MIDSTREAM PART | 125,000.00 | 126,250.00 | |||
| CRESTWOOD MIDSTREAM PART | 125,000.00 | 125,625.00 | |||
| CROWN CASTLE INTL CORP | 375,000.00 | 369,375.00 | |||
| CSC HOLDINGS LLC | 350,000.00 | 335,125.00 | |||
| CTP TRANS PROD LLC/ FINA | 100,000.00 | 107,750.00 | |||
| CVR REF LLC/COFF FIN INC | 325,000.00 | 329,875.00 | |||
| CYRUSONE LP/CYRUSONE FIN | 175,000.00 | 181,125.00 | |||
| D.R. HORTON INC | 225,000.00 | 219,375.00 | |||
| DANA HOLDING CORP | 500,000.00 | 517,500.00 | |||
| DAVITA HEALTHCARE PARTNE | 450,000.00 | 439,593.74 | |||
| DENBURY RESOURCES INC | 550,000.00 | 545,187.50 | |||
| DENBURY RESOURCES INC | 250,000.00 | 230,000.00 | |||
| DIGICEL LIMITED | 525,000.00 | 518,437.50 | |||
| DISH DBS CORP | 350,000.00 | 350,000.00 | |||
| DISH DBS CORP | 1,250,000.00 | 1,412,500.00 | |||
| DISH DBS CORP | 350,000.00 | 348,250.00 | |||
| DISH DBS CORP | 225,000.00 | 227,812.50 | |||
| DRIVETIME AUTO GP & ACCE | 275,000.00 | 270,875.00 | |||
| DUPONT FABROS TECH LP | 175,000.00 | 180,250.00 | |||
| DYNACAST INTL LLC/FIN IN | 525,000.00 | 572,250.00 | |||
| EL PASO LLC | 1,750,000.00 | 2,108,750.00 | |||
| ENDO FIN LLC/ENDO FINCO | 225,000.00 | 216,562.50 | |||
| ENDO FINANCE LLC | 300,000.00 | 313,875.00 | |||
| ENDO FINANCE LLC | 325,000.00 | 319,312.50 | |||
| ENERGY TRANSFER EQUITY | 100,000.00 | 101,000.00 | |||
| ENERGY XXI GULF COAST IN | 200,000.00 | 197,000.00 | |||
| ENERGY XXI GULF COAST IN | 575,000.00 | 541,937.50 | |||
| ENTEGRIS INC | 75,000.00 | 76,875.00 | |||
| ENVISION HEALTHCARE CORP | 225,000.00 | 221,625.00 | |||
| EQUINIX INC | 1,025,000.00 | 1,009,625.00 | |||
| EV ENERGY PARTNERS/FINAN | 75,000.00 | 78,000.00 | |||
| EXPRESS LLC | 710,000.00 | 741,950.00 | |||
| FERRELLGAS LP/FERRELLGAS | 175,000.00 | 174,125.00 | |||
| FERRELLGAS PARTNERS LP | 341,000.00 | 357,197.50 | |||
| FGI OPERATING CO LLC/FIN | 125,000.00 | 122,500.00 | |||
| FIRST CASH FINANCIAL SER | 75,000.00 | 78,375.00 | |||
| FIRST DATA CORPORATION | 438,000.00 | 466,470.00 | |||
| FIRST QUANTUM MINERALS L | 150,000.00 | 154,500.00 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 205,500.00 | |||
| FIRST WIND CAPITAL LLC | 75,000.00 | 79,687.50 | |||
| FLY LEASING LTD | 400,000.00 | 417,000.00 | |||
| FREESCALE SEMICONDUCTOR | 425,000.00 | 432,437.50 | |||
| FRESENIUS MED CARE II | 325,000.00 | 341,656.25 | |||
| FRESENIUS MED CARE II | 350,000.00 | 372,750.00 | |||
| FRONTIER COMMUNICATIONS | 1,125,000.00 | 1,271,250.00 | |||
| FRONTIER COMMUNICATIONS | 100,000.00 | 110,750.00 | |||
| FRONTIER COMMUNICATIONS | 150,000.00 | 147,000.00 | |||
| FRONTIER COMMUNICATIONS | 75,000.00 | 77,062.50 | |||
| FTI CONSULTING INC | 200,000.00 | 205,000.00 | |||
| GAMESTOP CORP | 175,000.00 | 173,687.50 | |||
| GANNETT CO INC | 200,000.00 | 202,110.00 | |||
| GANNETT CO INC | 100,000.00 | 96,000.00 | |||
| GANNETT CO INC | 125,000.00 | 130,937.50 | |||
| GANNETT CO INC | 100,000.00 | 98,750.00 | |||
| GARDA WORLD SECURITY COR | 225,000.00 | 227,250.00 | |||
| GCI INC | 525,000.00 | 547,312.50 | |||
| GENCORP INC | 250,000.00 | 270,625.00 | |||
| GENERAL MOTORS CO | 125,000.00 | 147,500.00 | |||
| GENON ESCROW CORP | 425,000.00 | 447,312.50 | |||
| GENON ESCROW CORP | 925,000.00 | 971,250.00 | |||
| GEO GROUP INC/THE | 125,000.00 | 126,250.00 | |||
| GESTAMP FUND LUX SA | 200,000.00 | 203,500.00 | |||
| GIBRALTAR STEEL CORP OF | 100,000.00 | 103,000.00 | |||
| GLOBAL BRASS AND COPPER | 650,000.00 | 724,750.00 | |||
| GLP CAPITAL LP / FIN II | 175,000.00 | 177,625.00 | |||
| GLP CAPITAL LP / FIN II | 325,000.00 | 330,687.50 | |||
| GLP CAPITAL LP / FIN II | 825,000.00 | 851,812.50 | |||
| GOLDMAN SACHS GROUP INC | 125,000.00 | 126,229.75 | |||
| GRAFTECH INTERNATIONAL | 175,000.00 | 175,875.00 | |||
| GREAT LAKES DREDGE&DOCK | 250,000.00 | 256,250.00 | |||
| GREIF INC | 250,000.00 | 285,000.00 | |||
| GRIFFON CORPORATION | 125,000.00 | 119,531.25 | |||
| GROUP 1 AUTOMOTIVE INC | 275,000.00 | 268,125.00 | |||
| GUITAR CENTER INC | 200,000.00 | 181,500.00 | |||
| GULFPORT ENERGY CORP | 125,000.00 | 131,093.75 | |||
| H&E EQUIPMENT SERVICES | 150,000.00 | 160,500.00 | |||
| HARDWOODS ACQUISITION IN | 275,000.00 | 274,312.50 | |||
| HARLAND CLARKE HLDINGS | 125,000.00 | 129,218.75 | |||
| HARLAND CLARKE HOLDINGS | 150,000.00 | 161,625.00 | |||
| HCA HOLDINGS INC | 225,000.00 | 235,125.00 | |||
| HCA INC | 525,000.00 | 513,843.75 | |||
| HCA INC | 900,000.00 | 1,015,875.00 | |||
| HCA INC | 1,145,000.00 | 1,173,625.00 | |||
| HEALTHSOUTH CORP | 125,000.00 | 128,125.00 | |||
| HECLA MINING CO | 325,000.00 | 310,375.00 | |||
| HERCULES OFFSHORE INC | 125,000.00 | 110,625.00 | |||
| HERCULES OFFSHORE INC | 500,000.00 | 412,500.00 | |||
| HERCULES OFFSHORE INC | 225,000.00 | 176,906.25 | |||
| HERTZ CORP | 660,000.00 | 684,750.00 | |||
| HERTZ CORP | 200,000.00 | 200,250.00 | |||
| HEXION US FINANCE CORP | 400,000.00 | 403,000.00 | |||
| HILAND PART LP/CORP | 150,000.00 | 158,625.00 | |||
| HILAND PART LP/CORP | 75,000.00 | 73,125.00 | |||
| HILCORP ENERGY I/HILCORP | 350,000.00 | 370,125.00 | |||
| HILCORP ENERGY I/HILCORP | 300,000.00 | 286,500.00 | |||
| HILTON WORLDWIDE FINANCE | 400,000.00 | 413,750.00 | |||
| HUGHES SATELLITE SYSTEMS | 500,000.00 | 550,000.00 | |||
| HUNTSMAN INTERNATIONAL L | 400,000.00 | 394,000.00 | |||
| IAMGOLD CORP | 350,000.00 | 308,875.00 | |||
| ICAHN ENTERPRISES/FIN | 225,000.00 | 223,312.50 | |||
| ICAHN ENTERPRISES/FIN | 300,000.00 | 296,250.00 | |||
| ICAHN ENTERPRISES/FIN | 225,000.00 | 233,437.50 | |||
| ICAHN ENTERPRISES/FIN | 825,000.00 | 833,250.00 | |||
| ICON HEALTH & FITNESS | 425,000.00 | 422,343.75 | |||
| IFM US COLONIAL PIPELINE | 150,000.00 | 163,734.60 | |||
| IGATE CORP | 200,000.00 | 197,000.00 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 286,500.00 | |||
| IMS HEALTH INC | 250,000.00 | 259,375.00 | |||
| INMARSAT FINANCE PLC | 100,000.00 | 98,000.00 | |||
| INTELSAT JACKSON HLDG | 675,000.00 | 641,250.00 | |||
| INTL LEASE FINANCE CORP | 575,000.00 | 674,187.50 | |||
| INTL LEASE FINANCE CORP | 500,000.00 | 522,500.00 | |||
| INTREPID AVIATION GRP HL | 200,000.00 | 201,500.00 | |||
| INVENTIV HEALTH INC | 250,000.00 | 261,250.00 | |||
| ISLE OF CAPRI CASINOS | 150,000.00 | 152,625.00 | |||
| J.B. POINDEXTER & CO | 225,000.00 | 242,718.75 | |||
| JACK COOPER HOLDINGS COR | 125,000.00 | 134,843.75 | |||
| JAGUAR LAND ROVER PLC | 150,000.00 | 165,000.00 | |||
| JBS INVESTMENTS GMBH | 200,000.00 | 214,500.00 | |||
| JBS INVESTMENTS GMBH | 400,000.00 | 410,000.00 | |||
| JBS USA LLC/JBS USA FINA | 125,000.00 | 120,625.00 | |||
| JMC STEEL GROUP | 275,000.00 | 278,781.25 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 290,812.50 | |||
| JPMORGAN CHASE & CO | 125,000.00 | 125,184.25 | |||
| JPMORGAN CHASE & CO | 450,000.00 | 447,750.00 | |||
| JPMORGAN CHASE & CO | 525,000.00 | 511,752.15 | |||
| KB HOME | 600,000.00 | 688,500.00 | |||
| KB HOME | 75,000.00 | 73,312.50 | |||
| KB HOME | 50,000.00 | 55,250.00 | |||
| KB HOME | 175,000.00 | 185,937.50 | |||
| KCG HOLDINGS INC | 700,000.00 | 735,000.00 | |||
| KEHE DISTRIBUTORS LLC/FI | 100,000.00 | 106,437.50 | |||
| KENAN ADVANTAGE GROUP | 275,000.00 | 288,406.25 | |||
| KENNEDY-WILSON INC | 125,000.00 | 133,750.00 | |||
| KENNEDY-WILSON INC | 125,000.00 | 126,406.25 | |||
| KINDRED HEALTHCARE INC | 200,000.00 | 196,500.00 | |||
| KISSNER MILLING CO LTD | 225,000.00 | 231,187.50 | |||
| KODIAK OIL & GAS CORP | 125,000.00 | 128,125.00 | |||
| KODIAK OIL & GAS CORP | 100,000.00 | 100,500.00 | |||
| L BRANDS INC | 325,000.00 | 339,625.00 | |||
| LADDER CAP FIN LLC/CORP | 250,000.00 | 266,875.00 | |||
| LAMAR MEDIA CORP | 509,000.00 | 529,360.00 | |||
| LAMAR MEDIA CORP | 650,000.00 | 632,125.00 | |||
| LAREDO PETROLEUM INC | 300,000.00 | 315,750.00 | |||
| LBG CAPITAL NO.1 PLC | 140,000.00 | 152,775.00 | |||
| LENDER PROCESS SERVICES | 350,000.00 | 369,250.00 | |||
| LENNAR CORP | 225,000.00 | 231,187.50 | |||
| LENNAR CORP | 275,000.00 | 302,500.00 | |||
| LENNAR CORP | 250,000.00 | 243,750.00 | |||
| LIFEPOINT HOSPITALS INC | 450,000.00 | 454,500.00 | |||
| LIGHT TOWER RENTALS INC | 100,000.00 | 101,250.00 | |||
| LIMITED BRANDS INC | 600,000.00 | 705,000.00 | |||
| LIMITED BRANDS INC | 225,000.00 | 250,312.50 | |||
| LIMITED BRANDS INC | 275,000.00 | 287,375.00 | |||
| LIN TELEVISION CORP | 350,000.00 | 366,406.25 | |||
| LIN TELEVISION CORP | 75,000.00 | 76,687.50 | |||
| LINN ENERGY LLC/FIN CORP | 300,000.00 | 294,750.00 | |||
| LIVE NATION ENTERTAINMEN | 75,000.00 | 75,375.00 | |||
| LLOYDS BANKING | 222,000.00 | 229,215.00 | |||
| LYNX I CORP | 200,000.00 | 203,500.00 | |||
| MALLINCKRODT FIN/SB | 350,000.00 | 351,750.00 | |||
| MANITOWOC COMPANY INC | 150,000.00 | 156,750.00 | |||
| MARKWEST ENERGY PART/FIN | 325,000.00 | 343,687.50 | |||
| MARKWEST ENERGY PART/FIN | 511,000.00 | 540,382.50 | |||
| MARQUETTE TRANS CO/FINAN | 450,000.00 | 471,937.50 | |||
| MASONITE INTERNATIONAL C | 325,000.00 | 349,895.00 | |||
| MATTAMY GROUP CORP | 250,000.00 | 250,000.00 | |||
| MEG ENERGY CORP | 325,000.00 | 329,875.00 | |||
| MEG ENERGY CORP | 425,000.00 | 429,250.00 | |||
| MERITAGE HOMES CORP | 75,000.00 | 75,187.50 | |||
| MERITAGE HOMES CORP | 150,000.00 | 161,625.00 | |||
| MERITOR INC | 125,000.00 | 126,875.00 | |||
| MGM RESORTS INTL | 575,000.00 | 610,937.50 | |||
| MGM RESORTS INTL | 375,000.00 | 396,562.50 | |||
| MGM RESORTS INTL | 275,000.00 | 305,250.00 | |||
| MICRON TECHNOLOGY INC | 175,000.00 | 182,437.50 | |||
| MICRON TECHNOLOGY INC | 800,000.00 | 780,000.00 | |||
| MILLAR WESTERN FOREST | 75,000.00 | 79,500.00 | |||
| MPL 2 ACQUISITION CANCO | 325,000.00 | 347,546.87 | |||
| MPT OPER PARTNERSP/FINL | 600,000.00 | 642,000.00 | |||
| MRT MID PART/MRT MID FIN | 300,000.00 | 307,500.00 | |||
| NAI ENTERTAINMENT HLDING | 75,000.00 | 76,687.50 | |||
| NANA DEVELOPMENT CORP | 225,000.00 | 216,000.00 | |||
| NATIONAL CINEMEDIA LLC | 475,000.00 | 510,625.00 | |||
| NATIONAL CINEMEDIA LLC | 375,000.00 | 380,625.00 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 219,500.00 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 202,000.00 | |||
| NATIONSTAR MORT/CAP CORP | 300,000.00 | 287,250.00 | |||
| NATIONSTAR MORT/CAP CORP | 500,000.00 | 472,500.00 | |||
| NBTY INC | 575,000.00 | 592,250.00 | |||
| NCR CORP | 100,000.00 | 103,000.00 | |||
| NCR CORP | 200,000.00 | 212,000.00 | |||
| NETFLIX INC | 100,000.00 | 103,750.00 | |||
| NEUSTAR INC | 125,000.00 | 112,187.50 | |||
| NIELSEN CO LUX SARL/THE | 300,000.00 | 301,500.00 | |||
| NIELSEN FINANCE LLC/CO | 725,000.00 | 711,406.25 | |||
| NOVA CHEMICALS CORP | 125,000.00 | 131,093.75 | |||
| NRG ENERGY INC | 150,000.00 | 166,125.00 | |||
| NRG ENERGY INC | 500,000.00 | 538,750.00 | |||
| NRG ENERGY INC | 600,000.00 | 618,000.00 | |||
| NRG ENERGY INC | 300,000.00 | 304,500.00 | |||
| NSG HOLDINGS LLC/NSG HLD | 726,000.00 | 787,710.00 | |||
| NUMERICABLE GROUP SA | 400,000.00 | 396,500.00 | |||
| NUMERICABLE GROUP SA | 400,000.00 | 401,500.00 | |||
| NUMERICABLE GROUP SA | 200,000.00 | 199,250.00 | |||
| OPPENHEIMER HOLDINGS INC | 213,000.00 | 228,442.50 | |||
| OSHKOSH CORP | 100,000.00 | 102,000.00 | |||
| OUTERWALL INC | 150,000.00 | 143,250.00 | |||
| PACIFIC DRILLING SA | 175,000.00 | 162,750.00 | |||
| PACIFIC DRILLING V LTD | 200,000.00 | 202,500.00 | |||
| PALACE ENT HLDG LLC/CORP | 275,000.00 | 284,453.12 | |||
| PAPERWORKS INDUSTRIES IN | 100,000.00 | 102,125.00 | |||
| PARKER DRILLING CO | 150,000.00 | 152,250.00 | |||
| PEABODY ENERGY CORP | 925,000.00 | 896,093.75 | |||
| PENN NATIONAL GAMING INC | 225,000.00 | 207,000.00 | |||
| PENN VIRGINIA RESOURCE | 125,000.00 | 132,187.50 | |||
| PENSKE AUTO GROUP INC | 350,000.00 | 355,250.00 | |||
| PERSTORP HOLDING AB | 200,000.00 | 210,000.00 | |||
| PETROLEUM GEO-SERVICES | 200,000.00 | 204,000.00 | |||
| PHYSIO-CONTROL INTL INC | 261,000.00 | 283,185.00 | |||
| PIONEER ENERGY SERVICES | 125,000.00 | 124,062.50 | |||
| PNK FINANCE CORP | 400,000.00 | 420,000.00 | |||
| POLYONE CORP | 300,000.00 | 316,875.00 | |||
| POLYONE CORP | 125,000.00 | 120,546.87 | |||
| POST HOLDINGS INC | 125,000.00 | 120,312.50 | |||
| POST HOLDINGS INC | 100,000.00 | 99,000.00 | |||
| POST HOLDINGS INC | 150,000.00 | 138,187.50 | |||
| PRECISION DRILLING CORP | 150,000.00 | 145,500.00 | |||
| PRODUCTION RES GROUP | 500,000.00 | 397,500.00 | |||
| PROQUEST LLC/PROQUEST | 450,000.00 | 474,075.00 | |||
| PROSPECT HLDG LLC/FINANC | 225,000.00 | 208,125.00 | |||
| QUADRA FNX MINING LTD | 300,000.00 | 319,506.00 | |||
| QUICKSILVER RESOURCE | 150,000.00 | 66,000.00 | |||
| QVC INC | 50,000.00 | 52,524.05 | |||
| RADIO SYSTEMS CORP | 225,000.00 | 243,000.00 | |||
| RAIN CII CARBON LLC/CII | 295,000.00 | 306,800.00 | |||
| RANGE RESOURCES CORP | 175,000.00 | 178,937.50 | |||
| REGAL ENTERTAINMENT GRP | 100,000.00 | 100,250.00 | |||
| REGAL ENTERTAINMENT GRP | 50,000.00 | 49,875.00 | |||
| REGENCY ENERGY PART/FIN | 175,000.00 | 183,750.00 | |||
| REGENCY ENERGY PARTNERS | 225,000.00 | 239,625.00 | |||
| RELIANCE INTERMEDIATE HO | 700,000.00 | 736,750.00 | |||
| RENT-A-CENTER INC | 275,000.00 | 257,125.00 | |||
| RES-CARE INC | 450,000.00 | 483,750.00 | |||
| RESOLUTE FOREST PRODUCTS | 650,000.00 | 606,125.00 | |||
| REX ENERGY CORP | 50,000.00 | 48,187.50 | |||
| REXEL | 225,000.00 | 232,875.00 | |||
| REXEL SA | 300,000.00 | 308,812.50 | |||
| REYNOLDS GROUP HOLDINGS | 700,000.00 | 733,250.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 225,000.00 | 239,062.50 | |||
| RHP HOTEL PPTY/RHP FINAN | 125,000.00 | 122,500.00 | |||
| RJS POWER HOLDINGS LLC | 175,000.00 | 171,937.50 | |||
| ROSE ROCK MIDSTREAM/FIN | 425,000.00 | 421,812.50 | |||
| ROSETTA RESOURCES INC | 125,000.00 | 122,031.25 | |||
| ROYAL BK SCOTLND GRP PLC | 450,000.00 | 474,750.00 | |||
| RR DONNELLEY & SONS CO | 125,000.00 | 125,937.50 | |||
| RR DONNELLEY & SONS CO | 125,000.00 | 122,187.50 | |||
| RSI HOME PRODUCTS INC | 225,000.00 | 236,250.00 | |||
| RSP PERMIAN INC | 100,000.00 | 99,750.00 | |||
| RYLAND GROUP | 425,000.00 | 454,750.00 | |||
| RYLAND GROUP | 150,000.00 | 147,750.00 | |||
| SABINE PASS LIQUEFACTION | 800,000.00 | 818,000.00 | |||
| SABINE PASS LIQUEFACTION | 300,000.00 | 312,375.00 | |||
| SABINE PASS LIQUEFACTION | 50,000.00 | 50,375.00 | |||
| SABINE PASS LIQUEFACTION | 100,000.00 | 100,750.00 | |||
| SABINE PASS LIQUEFACTION | 500,000.00 | 503,125.00 | |||
| SABRA HEALTH/CAPTL CORP | 50,000.00 | 50,625.00 | |||
| SABRE INC | 345,000.00 | 373,031.25 | |||
| SALIX PHARMACEUTICALS LT | 175,000.00 | 189,437.50 | |||
| SALLY HOLDINGS/SALLY CAP | 450,000.00 | 475,875.00 | |||
| SALLY HOLDINGS/SALLY CAP | 275,000.00 | 281,875.00 | |||
| SANCHEZ ENERGY CORP | 450,000.00 | 441,000.00 | |||
| SANDRIDGE ENERGY INC | 500,000.00 | 510,000.00 | |||
| SANDRIDGE ENERGY INC | 450,000.00 | 445,500.00 | |||
| SANDRIDGE ENERGY INC | 175,000.00 | 167,125.00 | |||
| SANJEL CORP | 200,000.00 | 198,000.00 | |||
| SANMINA CORP | 75,000.00 | 73,687.50 | |||
| SBA COMMUNICATIONS CORP | 325,000.00 | 333,125.00 | |||
| SBA COMMUNICATIONS CORP | 1,025,000.00 | 976,312.50 | |||
| SBA TELECOMMUNICATIONS | 650,000.00 | 664,625.00 | |||
| SCHAEFFLER FINANCE BV | 400,000.00 | 391,000.00 | |||
| SCHAEFFLER HLDG FIN BV | 325,000.00 | 340,437.50 | |||
| SEALED AIR CORP | 325,000.00 | 351,812.50 | |||
| SEITEL INC | 300,000.00 | 324,000.00 | |||
| SELECT MEDICAL CORP | 75,000.00 | 75,937.50 | |||
| SEMINOLE HARD ROCK ENT I | 175,000.00 | 170,625.00 | |||
| SENECA GAMING CORP | 650,000.00 | 682,500.00 | |||
| SERVICE CORP INTL | 875,000.00 | 1,030,312.50 | |||
| SERVICE CORP INTL | 200,000.00 | 204,500.00 | |||
| SERVICEMASTER COMPANY | 276,000.00 | 289,800.00 | |||
| SESI LLC | 300,000.00 | 313,500.00 | |||
| SESI LLC | 300,000.00 | 329,250.00 | |||
| SEVENTY SEVEN ENE(144A) | 625,000.00 | 629,687.50 | |||
| SHEA HOMES LP/FNDG CP | 300,000.00 | 318,000.00 | |||
| SHEARERS FOODS | 100,000.00 | 110,000.00 | |||
| SIDEWINDER DRILLING INC | 300,000.00 | 303,000.00 | |||
| SILGAN HOLDINGS INC | 325,000.00 | 328,250.00 | |||
| SINCLAIR TELEVISION GROU | 300,000.00 | 297,750.00 | |||
| SINCLAIR TELEVISION GROU | 225,000.00 | 218,812.50 | |||
| SIRIUS XM RADIO INC | 125,000.00 | 119,687.50 | |||
| SIRIUS XM RADIO INC | 225,000.00 | 226,125.00 | |||
| SIRIUS XM RADIO INC | 125,000.00 | 115,937.50 | |||
| SLM CORP | 100,000.00 | 104,750.00 | |||
| SLM CORP | 200,000.00 | 202,500.00 | |||
| SLM CORP | 500,000.00 | 563,200.00 | |||
| SLM CORP | 400,000.00 | 392,000.00 | |||
| SM ENERGY CO | 175,000.00 | 182,437.50 | |||
| SMITHFIELD FOODS INC | 450,000.00 | 479,250.00 | |||
| SOCIETE GENERALE | 200,000.00 | 186,250.00 | |||
| SONIC AUTOMOTIVE INC | 775,000.00 | 829,250.00 | |||
| SONIC AUTOMOTIVE INC | 125,000.00 | 120,000.00 | |||
| SOUTHERN STAR CENT CORP | 225,000.00 | 225,562.50 | |||
| SPCM SA | 200,000.00 | 215,000.00 | |||
| SPECTRUM BRANDS HLDGS | 75,000.00 | 78,937.50 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 78,375.00 | |||
| SPECTRUM BRANDS INC | 75,000.00 | 79,218.75 | |||
| SPIRIT AEROSYSTEMS INC | 375,000.00 | 397,500.00 | |||
| SPIRIT AEROSYSTEMS INC | 125,000.00 | 125,312.50 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 308,750.00 | |||
| SPRINT CAPITAL CORP | 1,150,000.00 | 1,255,800.00 | |||
| SPRINT COMMUNICATIONS | 450,000.00 | 433,125.00 | |||
| SPRINT CORP | 150,000.00 | 158,250.00 | |||
| SPRINT CORP | 550,000.00 | 550,687.50 | |||
| SPRINT NEXTEL CORP | 1,075,000.00 | 1,206,687.50 | |||
| SPRINT NEXTEL CORP | 450,000.00 | 492,750.00 | |||
| SPRINT NEXTEL CORP | 75,000.00 | 78,000.00 | |||
| STACKPOLE INTL INTER CO | 300,000.00 | 303,000.00 | |||
| STANDARD PACIFIC CORP | 850,000.00 | 973,250.00 | |||
| STANDARD PACIFIC CORP | 100,000.00 | 102,500.00 | |||
| STEEL DYNAMICS INC | 175,000.00 | 185,937.50 | |||
| STEEL DYNAMICS INC | 150,000.00 | 151,875.00 | |||
| STEEL DYNAMICS INC | 275,000.00 | 291,843.75 | |||
| STONERIDGE INC | 292,000.00 | 308,060.00 | |||
| SUBURBAN PROPANE PARTNRS | 250,000.00 | 238,750.00 | |||
| SUMMIT MID HLDS LLC / FI | 300,000.00 | 322,500.00 | |||
| SUMMIT MID HLDS LLC / FI | 75,000.00 | 73,687.50 | |||
| SUN MERGER SUB INC | 200,000.00 | 202,000.00 | |||
| SUNCOKE ENRGY PART LP/FI | 100,000.00 | 105,500.00 | |||
| SUNCOKE ENRGY PART LP/FI | 125,000.00 | 131,875.00 | |||
| T-MOBILE USA INC | 200,000.00 | 205,500.00 | |||
| T-MOBILE USA INC | 200,000.00 | 204,750.00 | |||
| T-MOBILE USA INC | 100,000.00 | 100,812.50 | |||
| T-MOBILE USA INC | 275,000.00 | 273,968.75 | |||
| T-MOBILE USA INC | 125,000.00 | 127,343.75 | |||
| T-MOBILE USA INC | 450,000.00 | 446,625.00 | |||
| T-MOBILE USA INC | 100,000.00 | 102,066.00 | |||
| T-MOBILE USA INC | 75,000.00 | 76,593.75 | |||
| T-MOBILE USA INC | 450,000.00 | 446,625.00 | |||
| TARGA RESOURCES PARTNERS | 350,000.00 | 373,625.00 | |||
| TARGA RESOURCES PARTNERS | 131,000.00 | 139,515.00 | |||
| TAYLOR MORRISON COMM/MON | 108,000.00 | 115,695.00 | |||
| TAYLOR MORRISON COMM/MON | 54,000.00 | 57,847.50 | |||
| TAYLOR MORRISON COMM/MON | 200,000.00 | 196,000.00 | |||
| TELEFLEX INC | 300,000.00 | 315,750.00 | |||
| TEMBEC INDUSTRIES INC | 100,000.00 | 108,320.00 | |||
| TEMPEL STEEL COMPANY | 100,000.00 | 101,250.00 | |||
| TENASKA ALABAMA PART | 238,603.32 | 255,305.55 | |||
| TENET HEALTHCARE CORP | 200,000.00 | 199,000.00 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 364,875.00 | |||
| TENET HEALTHCARE CORP | 350,000.00 | 336,437.50 | |||
| TENNECO INC | 225,000.00 | 234,787.50 | |||
| TERVITA CORP | 275,000.00 | 279,468.75 | |||
| TESORO CORP | 125,000.00 | 121,093.75 | |||
| TESORO LOGISTICS LP/CORP | 175,000.00 | 182,437.50 | |||
| THOMPSON CREEK METALS CO | 200,000.00 | 218,500.00 | |||
| THOMPSON CREEK METALS CO | 275,000.00 | 266,750.00 | |||
| TITAN INTERNATIONAL INC | 150,000.00 | 148,875.00 | |||
| TMS INTERNATIONAL CORP | 75,000.00 | 79,500.00 | |||
| TMX FIN LLC/TITLEMAX FIN | 175,000.00 | 179,375.00 | |||
| TOLL BROS FINANCE CORP | 225,000.00 | 264,375.00 | |||
| TOLL BROS FINANCE CORP | 225,000.00 | 252,562.50 | |||
| TOPAZ MARINE SA | 200,000.00 | 209,040.00 | |||
| TOPS HLDG CORP/TOPS MKTS | 200,000.00 | 209,500.00 | |||
| TPC GROUP INC | 450,000.00 | 483,750.00 | |||
| TRAC INTERMODAL LLC/CORP | 300,000.00 | 331,500.00 | |||
| TRANSFIELD SERVICES LTD | 125,000.00 | 130,625.00 | |||
| TRINIDAD DRILLING LTD | 250,000.00 | 259,843.75 | |||
| TRINSEO OP / TRINSEO FIN | 360,000.00 | 378,000.00 | |||
| TRIUMPH GROUP INC | 175,000.00 | 173,250.00 | |||
| TULLOW OIL PLC | 600,000.00 | 587,250.00 | |||
| TW TELECOM HOLDINGS INC | 325,000.00 | 351,812.50 | |||
| TW TELECOM HOLDINGS INC | 425,000.00 | 478,125.00 | |||
| ULTRA PETROLEUM CORP | 150,000.00 | 144,750.00 | |||
| UNISYS CORP | 200,000.00 | 212,000.00 | |||
| UNITED CONTINENTAL HLDGS | 500,000.00 | 506,250.00 | |||
| UNITED REFINING | 358,000.00 | 383,955.00 | |||
| UNITED RENTALS NORTH AM | 225,000.00 | 239,062.50 | |||
| UNITED RENTALS NORTH AM | 400,000.00 | 409,000.00 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 273,625.00 | |||
| UNITYMEDIA HESSEN / NRW | 475,000.00 | 480,937.50 | |||
| UNIVERSAL HOSPITAL SERVI | 225,000.00 | 214,875.00 | |||
| UNIVISION COMMUNICATIONS | 775,000.00 | 811,812.50 | |||
| UNIVISION COMMUNICATIONS | 420,000.00 | 453,600.00 | |||
| US AIRWAYS 2012-2C PTT | 50,000.00 | 50,875.00 | |||
| US STEEL CORP | 125,000.00 | 134,375.00 | |||
| VALEANT PHARMACEUTICALS | 425,000.00 | 440,406.25 | |||
| VALEANT PHARMACEUTICALS | 150,000.00 | 147,750.00 | |||
| VECTOR GROUP LTD | 275,000.00 | 294,250.00 | |||
| VERISIGN INC | 600,000.00 | 585,000.00 | |||
| VERSO PAPER HLDGS LLC/IN | 75,000.00 | 76,031.25 | |||
| VIASAT INC | 275,000.00 | 292,875.00 | |||
| VIKING CRUISES LTD | 350,000.00 | 385,000.00 | |||
| VIRGIN MEDIA FINANCE PLC | 200,000.00 | 207,000.00 | |||
| VPI ESCROW CORP | 100,000.00 | 102,625.00 | |||
| VPII ESCROW CORP | 250,000.00 | 263,125.00 | |||
| VPII ESCROW CORP | 250,000.00 | 265,937.50 | |||
| VTR FINANCE BV | 200,000.00 | 206,500.00 | |||
| WELLCARE HEALTH PLANS IN | 200,000.00 | 204,000.00 | |||
| WELLS FARGO & COMPANY | 150,000.00 | 153,375.00 | |||
| WESCO DISTRIBUTION INC | 250,000.00 | 251,093.75 | |||
| WEST CORP | 950,000.00 | 864,500.00 | |||
| WEYERHAEUSER REAL ESTATE | 225,000.00 | 221,906.25 | |||
| WEYERHAEUSER REAL ESTATE | 225,000.00 | 226,406.25 | |||
| WHITEWAVE FOODS CO | 175,000.00 | 177,187.50 | |||
| WILLIAM LYON HOMES INC | 75,000.00 | 74,437.50 | |||
| WINDSTREAM CORP | 50,000.00 | 52,175.00 | |||
| WINDSTREAM CORP | 375,000.00 | 402,187.50 | |||
| WINDSTREAM CORP | 250,000.00 | 263,437.50 | |||
| WINDSTREAM CORP | 250,000.00 | 242,812.50 | |||
| WMG HOLDINGS CORP | 300,000.00 | 349,500.00 | |||
| WR GRACE & CO-CONN | 225,000.00 | 226,968.75 | |||
| WYNN LAS VEGAS LLC/CORP | 200,000.00 | 203,250.00 | |||
| 小計 | 銘柄数:576 | 171,956,603.32 | 176,656,059.02 | ||
| (19,320,873,175) | |||||
| 組入時価比率:97.2% | 100.0% | ||||
| 合計 | 19,320,873,175 | ||||
| (19,320,873,175) | |||||
| (注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 |
| (注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。 |
| (注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| 種類 | 平成26年 9月29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 | 359,528,400 | - | 360,888,000 | △1,359,600 |
| 米ドル | 359,528,400 | - | 360,888,000 | △1,359,600 |
| 合計 | 359,528,400 | - | 360,888,000 | △1,359,600 |
| (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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