有価証券報告書(内国投資信託受益証券)-第13期(平成29年9月29日-平成30年9月28日)
ハイ・イールド ボンド オープンマザーファンド
貸借対照表
注記表
附属明細表
該当事項はありません。
第2 デリバティブ取引及び為替予約取引の契約額等及び時価の状況表
貸借対照表
| (単位:円) | |
| (2018年 9月28日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 827,267,436 |
| コール・ローン | 520,556,101 |
| 社債券 | 26,250,410,167 |
| 未収利息 | 413,408,884 |
| 前払費用 | 14,468,617 |
| 流動資産合計 | 28,026,111,205 |
| 資産合計 | 28,026,111,205 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 759,600 |
| 未払金 | 96,214,289 |
| 未払解約金 | 296,400,000 |
| 未払利息 | 906 |
| 流動負債合計 | 393,374,795 |
| 負債合計 | 393,374,795 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 3,629,118,770 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 24,003,617,640 |
| 元本等合計 | 27,632,736,410 |
| 純資産合計 | 27,632,736,410 |
| 負債純資産合計 | 28,026,111,205 |
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) |
| 2018年 9月28日現在 | |||
| 1. | 計算期間の末日における1単位当たりの純資産の額 | ||
| 1口当たり純資産額 | 7.6142円 | ||
| (10,000口当たり純資産額) | (76,142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 2017年 9月29日 至 2018年 9月28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 |
| 2018年 9月28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 |
| 2018年 9月28日現在 | |
| 期首 | 2017年 9月29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 | 3,902,113,927円 |
| 同期中における追加設定元本額 | 1,294,436,963円 |
| 同期中における一部解約元本額 | 1,567,432,120円 |
| 期末元本額 | 3,629,118,770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 | 201,737,785円 |
| ハイ・イールド ボンド オープンBコース | 556,301,082円 |
| ハイ・イールド ボンド オープンCコース | 18,436,991円 |
| ハイ・イールド ボンド オープンDコース | 197,090,654円 |
| ハイブリッド・インカムオープン | 124,343,337円 |
| ハイ・イールド ボンド オープンAコース(野村SMA向け) | 456,724,690円 |
| ハイ・イールド ボンド オープンBコース(野村SMA向け) | 453,096,861円 |
| ハイ・イールド ボンド オープン Aコース(野村SMA・EW向け) | 897,807,833円 |
| ハイ・イールド ボンド オープン Bコース(野村SMA・EW向け) | 723,579,537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(2018年9月28日現在) |
該当事項はありません。
| (2)株式以外の有価証券(2018年9月28日現在) |
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | 米ドル | 1011778 BC / NEW RED FIN | 750,000.00 | 753,000.00 | |
| 1011778 BC / NEW RED FIN | 600,000.00 | 571,500.00 | |||
| 1011778 BC / NEW RED FIN | 825,000.00 | 790,968.75 | |||
| ABC SUPPLY CO INC | 500,000.00 | 511,875.00 | |||
| ACI WORLDWIDE INC | 150,000.00 | 153,000.00 | |||
| ADT CORP | 100,000.00 | 102,000.00 | |||
| ADVANCED MICRO DEVICES | 117,000.00 | 124,312.50 | |||
| AHERN RENTALS INC | 525,000.00 | 525,000.00 | |||
| AIR CANADA | 625,000.00 | 679,687.50 | |||
| AKER BP ASA | 150,000.00 | 155,812.50 | |||
| ALBERTSONS COS LLC/SAFEW | 275,000.00 | 266,750.00 | |||
| ALBERTSONS COS LLC/SAFEW | 525,000.00 | 472,500.00 | |||
| ALCOA NEDERLAND HOLDING | 375,000.00 | 405,937.50 | |||
| ALCOA NEDERLAND HOLDING | 200,000.00 | 206,500.00 | |||
| ALGECO SCOTSMAN GLOB FIN | 200,000.00 | 206,000.00 | |||
| ALLIANCE DATA SYSTEMS CO | 350,000.00 | 358,312.50 | |||
| ALLIANCE DATA SYSTEMS CO | 400,000.00 | 403,000.00 | |||
| ALLIANCE RES OP/FINANCE | 250,000.00 | 267,500.00 | |||
| ALLY FINANCIAL INC | 500,000.00 | 500,000.00 | |||
| ALLY FINANCIAL INC | 475,000.00 | 480,046.87 | |||
| ALLY FINANCIAL INC | 759,000.00 | 812,851.05 | |||
| ALLY FINANCIAL INC | 175,000.00 | 180,250.00 | |||
| ALLY FINANCIAL INC | 425,000.00 | 516,906.25 | |||
| ALTA MESA HLDGS/FINANC S | 300,000.00 | 286,500.00 | |||
| ALTICE FINANCING SA | 200,000.00 | 201,750.00 | |||
| ALTICE FINANCING SA | 400,000.00 | 389,000.00 | |||
| ALTICE FINCO SA | 200,000.00 | 181,500.00 | |||
| ALTICE FRANCE SA | 875,000.00 | 878,001.25 | |||
| ALTICE FRANCE SA | 200,000.00 | 205,500.00 | |||
| ALTICE SA | 1,250,000.00 | 1,218,187.50 | |||
| AMC ENTERTAINMENT HOLDIN | 525,000.00 | 505,968.75 | |||
| AMC NETWORKS INC | 350,000.00 | 345,625.00 | |||
| AMERICAN AIRLINES GROUP | 575,000.00 | 579,312.50 | |||
| AMERICAN AXLE & MFG INC | 100,000.00 | 99,875.00 | |||
| AMERICAN WOODMARK CORP | 75,000.00 | 71,812.50 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 149,812.50 | |||
| AMERIGAS PART/FIN CORP | 300,000.00 | 296,250.00 | |||
| AMERIGAS PART/FIN CORP | 150,000.00 | 149,250.00 | |||
| AMERIGAS PART/FIN CORP | 175,000.00 | 173,031.25 | |||
| AMSURG CORP | 225,000.00 | 231,491.25 | |||
| ANTERO MIDSTREAM PART/FI | 350,000.00 | 353,062.50 | |||
| ANTERO RESOURCES CORP | 600,000.00 | 615,750.00 | |||
| ANTERO RESOURCES FINANCE | 400,000.00 | 407,000.00 | |||
| APERGY CORP | 75,000.00 | 77,343.75 | |||
| ARAMARK SERVICES INC | 425,000.00 | 429,250.00 | |||
| ARAMARK SERVICES INC | 250,000.00 | 245,325.00 | |||
| ARTESYN ESCROW INC | 400,000.00 | 382,000.00 | |||
| ASBURY AUTOMOTIVE GROUP | 350,000.00 | 355,250.00 | |||
| ASCENT RESOURCES/ARU FIN | 525,000.00 | 594,562.50 | |||
| ASCENT RESOURCES/ARU FIN | 275,000.00 | 272,899.00 | |||
| ASHTEAD CAPITAL INC | 250,000.00 | 260,000.00 | |||
| ASHTEAD CAPITAL INC | 200,000.00 | 202,500.00 | |||
| AUS FINANCE PTY LTD | 225,000.00 | 225,292.50 | |||
| AV HOMES INC | 225,000.00 | 233,718.75 | |||
| B&G FOODS INC | 250,000.00 | 240,000.00 | |||
| BANK OF AMERICA CORP | 50,000.00 | 49,625.00 | |||
| BANK OF AMERICA CORP | 650,000.00 | 685,750.00 | |||
| BANK OF AMERICA CORP | 100,000.00 | 107,000.00 | |||
| BARCLAYS PLC | 800,000.00 | 804,088.00 | |||
| BASIC ENERGY SERVICES | 75,000.00 | 76,312.50 | |||
| BCD ACQUISITION INC | 300,000.00 | 318,000.00 | |||
| BEACON ESCROW CORP | 350,000.00 | 324,187.50 | |||
| BEACON ROOFING SUPPLY IN | 712,000.00 | 740,480.00 | |||
| BEAZER HOMES USA | 50,000.00 | 52,875.00 | |||
| BEAZER HOMES USA | 11,000.00 | 10,890.00 | |||
| BEAZER HOMES USA | 650,000.00 | 603,694.00 | |||
| BERRY GLOBAL INC | 150,000.00 | 142,500.00 | |||
| BERRY PLASTICS CORP | 450,000.00 | 466,312.50 | |||
| BIG RIVER STEEL/BRS FIN | 225,000.00 | 238,218.75 | |||
| BLOCK COMMUNICATIONS INC | 175,000.00 | 180,031.25 | |||
| BLUE RACER MID LLC/FINAN | 50,000.00 | 51,562.50 | |||
| BLUE RACER MID LLC/FINAN | 75,000.00 | 76,875.00 | |||
| BMC EAST LLC | 150,000.00 | 145,125.00 | |||
| BOMBARDIER INC | 700,000.00 | 776,125.00 | |||
| BOMBARDIER INC | 200,000.00 | 201,500.00 | |||
| BOMBARDIER INC | 85,000.00 | 85,850.00 | |||
| BOMBARDIER INC | 275,000.00 | 285,312.50 | |||
| BOYD GAMING CORP | 1,100,000.00 | 1,160,500.00 | |||
| BOYD GAMING CORP | 825,000.00 | 852,843.75 | |||
| BOYD GAMING CORP | 325,000.00 | 329,062.50 | |||
| BOYNE USA INC | 125,000.00 | 132,800.00 | |||
| BRISTOW GROUP INC | 100,000.00 | 96,750.00 | |||
| BROOKFIELD RESIDENTIAL | 125,000.00 | 123,125.00 | |||
| BRUIN E&P PARTNERS LLC | 350,000.00 | 360,937.50 | |||
| BUILDERS FIRSTSOURCE INC | 1,225,000.00 | 1,182,125.00 | |||
| BUILDING MATERIALS CORP | 718,000.00 | 718,897.50 | |||
| BWAY HOLDING CO | 650,000.00 | 639,730.00 | |||
| BWX TECHNOLOGIES INC | 175,000.00 | 176,093.75 | |||
| CABLEVISION SYSTEMS CORP | 500,000.00 | 511,250.00 | |||
| CALFRAC HOLDINGS LP | 325,000.00 | 305,500.00 | |||
| CALLON PETROLEUM CO | 300,000.00 | 305,250.00 | |||
| CALLON PETROLEUM CO | 325,000.00 | 333,125.00 | |||
| CALPINE CORP | 475,000.00 | 448,281.25 | |||
| CALPINE CORP | 500,000.00 | 441,875.00 | |||
| CALPINE CORP | 425,000.00 | 395,250.00 | |||
| CARDTRONICS INC | 275,000.00 | 272,030.00 | |||
| CARDTRONICS INC / USA | 125,000.00 | 120,625.00 | |||
| CARLSON TRAVEL INC | 200,000.00 | 201,250.00 | |||
| CARMIKE CINEMAS INC | 200,000.00 | 204,500.00 | |||
| CARRIZO OIL & GAS INC | 63,000.00 | 63,078.75 | |||
| CARRIZO OIL & GAS INC | 450,000.00 | 463,500.00 | |||
| CARRIZO OIL & GAS INC | 75,000.00 | 81,375.00 | |||
| CASCADES INC | 400,000.00 | 405,000.00 | |||
| CATALENT PHARMA SOLUTION | 175,000.00 | 168,437.50 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 251,250.00 | |||
| CCO HLDGS LLC/CAP CORP | 300,000.00 | 287,940.00 | |||
| CCO HLDGS LLC/CAP CORP | 50,000.00 | 50,187.50 | |||
| CCO HLDGS LLC/CAP CORP | 275,000.00 | 279,812.50 | |||
| CCO HLDGS LLC/CAP CORP | 150,000.00 | 148,875.00 | |||
| CCO HLDGS LLC/CAP CORP | 1,000,000.00 | 949,380.00 | |||
| CCO HLDGS LLC/CAP CORP | 800,000.00 | 750,000.00 | |||
| CCO HOLDINGS LLC | 1,075,000.00 | 1,076,107.25 | |||
| CDK GLOBAL INC | 150,000.00 | 154,932.00 | |||
| CDW LLC/CDW FINANCE | 325,000.00 | 324,122.50 | |||
| CEDAR FAIR LP/CANADA'S W | 375,000.00 | 375,000.00 | |||
| CEMEX FINANCE LLC | 200,000.00 | 206,412.00 | |||
| CENTENE CORP | 300,000.00 | 307,125.00 | |||
| CENTENE CORP | 300,000.00 | 315,750.00 | |||
| CENTENE ESCROW I CORP | 625,000.00 | 640,625.00 | |||
| CENTENNIAL RESOURCE PROD | 450,000.00 | 447,750.00 | |||
| CENTRAL GARDEN & PET CO | 150,000.00 | 155,437.50 | |||
| CENTURY COMMUNITIES | 225,000.00 | 231,187.50 | |||
| CENTURY COMMUNITIES | 225,000.00 | 210,093.75 | |||
| CENTURYLINK INC | 975,000.00 | 993,281.25 | |||
| CENTURYLINK INC | 200,000.00 | 207,500.00 | |||
| CENTURYLINK INC | 275,000.00 | 294,593.75 | |||
| CENTURYLINK INC | 425,000.00 | 380,375.00 | |||
| CEQUEL COM HLDG I/CAP CP | 175,000.00 | 176,996.75 | |||
| CEQUEL COM HLDG I/CAP CP | 125,000.00 | 127,676.25 | |||
| CF INDUSTRIES INC | 47,000.00 | 49,777.70 | |||
| CF INDUSTRIES INC | 475,000.00 | 442,343.75 | |||
| CHANGE HEALTH / FIN INC | 270,000.00 | 268,987.50 | |||
| CHARLES RIVER LABORATORI | 150,000.00 | 152,625.00 | |||
| CHARLES SCHWAB CORP | 225,000.00 | 217,548.00 | |||
| CHENIERE CORP CHRISTI HD | 500,000.00 | 548,750.00 | |||
| CHENIERE CORP CHRISTI HD | 250,000.00 | 263,125.00 | |||
| CHENIERE CORP CHRISTI HD | 325,000.00 | 326,218.75 | |||
| CHENIERE ENERGY PARTNERS | 550,000.00 | 551,375.00 | |||
| CHESAPEAKE ENERGY CORP | 50,000.00 | 52,625.00 | |||
| CHESAPEAKE ENERGY CORP | 200,000.00 | 206,000.00 | |||
| CHS/COMMUNITY HEALTH | 150,000.00 | 146,625.00 | |||
| CHS/COMMUNITY HEALTH | 697,000.00 | 393,805.00 | |||
| CHS/COMMUNITY HEALTH SYS | 350,000.00 | 335,125.00 | |||
| CHS/COMMUNITY HEALTH SYS | 200,000.00 | 208,500.00 | |||
| CINEMARK USA INC | 1,025,000.00 | 1,034,609.37 | |||
| CIT GROUP INC | 75,000.00 | 75,375.00 | |||
| CITGO PETROLEUM CORP | 275,000.00 | 275,687.50 | |||
| CITIGROUP INC | 775,000.00 | 792,437.50 | |||
| CITIGROUP INC | 350,000.00 | 365,750.00 | |||
| CLEAR CHANNEL INTL BV | 50,000.00 | 51,860.00 | |||
| CLEAR CHANNEL WORLDWIDE | 150,000.00 | 153,562.50 | |||
| CLEAR CHANNEL WORLDWIDE | 2,146,000.00 | 2,194,285.00 | |||
| CLEARWATER SEAFOODS INC | 125,000.00 | 120,937.50 | |||
| CLEARWAY ENERGY OP LLC | 200,000.00 | 201,875.00 | |||
| CLEAVER-BROOKS INC | 100,000.00 | 102,500.00 | |||
| CLIFFS NATURAL RESOURCES | 550,000.00 | 537,460.00 | |||
| CLOUD CRANE LLC | 150,000.00 | 164,250.00 | |||
| CLOUD PEAK ENRGY RES/FIN | 50,000.00 | 36,500.00 | |||
| CNG HOLDINGS INC | 475,000.00 | 467,875.00 | |||
| CNX MIDSTREAM PTR/CNX | 125,000.00 | 125,625.00 | |||
| COEUR MINING INC | 475,000.00 | 454,218.75 | |||
| COGENT COMMUNICATIONS GR | 225,000.00 | 229,500.00 | |||
| COMMERCIAL METALS CO | 100,000.00 | 99,660.00 | |||
| COMMERCIAL METALS CO | 200,000.00 | 194,500.00 | |||
| COMMERCIAL METALS CO | 250,000.00 | 235,625.00 | |||
| COMMSCOPE INC | 275,000.00 | 277,106.50 | |||
| COMMSCOPE INC | 850,000.00 | 858,500.00 | |||
| COMMSCOPE TECH FINANCE L | 300,000.00 | 311,259.00 | |||
| COMMUNICATIONS SALES & L | 75,000.00 | 73,500.00 | |||
| COMPRESSCO PARTNERS/FINA | 125,000.00 | 116,250.00 | |||
| CONSOL ENERGY INC | 250,000.00 | 250,000.00 | |||
| CONSOLIDATED ENERGY FIN | 150,000.00 | 151,687.50 | |||
| CONSTELLIUM NV | 250,000.00 | 245,000.00 | |||
| CONUMA COAL RESOURCES | 171,000.00 | 178,695.00 | |||
| COOKE OMEGA/ALPHA VESSEL | 325,000.00 | 323,375.00 | |||
| CORTES NP ACQUISITION | 550,000.00 | 574,750.00 | |||
| COVEY PARK ENERGY LLC/FI | 300,000.00 | 306,525.00 | |||
| CRC ESCROW ISSUER LLC | 825,000.00 | 787,875.00 | |||
| CREDIT SUISSE GROUP AG | 200,000.00 | 198,047.60 | |||
| CRESTWOOD MID PARTNER LP | 525,000.00 | 538,781.25 | |||
| CRESTWOOD MIDSTREAM PART | 300,000.00 | 311,625.00 | |||
| CROWNROCK LP/CROWNROCK F | 500,000.00 | 488,750.00 | |||
| CSC HOLDINGS INC | 725,000.00 | 738,593.75 | |||
| CSTN MERGER SUB INC | 300,000.00 | 297,000.00 | |||
| CSVC ACQUISITION CORP | 450,000.00 | 389,250.00 | |||
| CUMBERLAND FARMS | 700,000.00 | 720,776.00 | |||
| CVR REF LLC/COFF FIN INC | 500,000.00 | 510,000.00 | |||
| DAE FUNDING LLC | 250,000.00 | 247,812.50 | |||
| DAE FUNDING LLC | 375,000.00 | 366,562.50 | |||
| DAE FUNDING LLC | 600,000.00 | 588,750.00 | |||
| DANA HOLDING CORP | 600,000.00 | 618,750.00 | |||
| DAVITA HEALTHCARE PARTNE | 200,000.00 | 194,000.00 | |||
| DCP MIDSTREAM OPERATING | 325,000.00 | 330,687.50 | |||
| DELEK LOGISTICS PARTNERS | 175,000.00 | 177,187.50 | |||
| DELL INT LLC/EMC CORP | 400,000.00 | 430,574.28 | |||
| DELTA MERGER SUB | 150,000.00 | 152,250.00 | |||
| DENBURY RESOURCES INC | 442,000.00 | 480,122.50 | |||
| DENBURY RESOURCES INC | 100,000.00 | 103,250.00 | |||
| DIAMOND 1 FIN/DIAMOND 2 | 400,000.00 | 412,759.88 | |||
| DIAMOND 1 FIN/DIAMOND 2 | 25,000.00 | 26,294.22 | |||
| DIAMOND OFFSHORE DRILL | 275,000.00 | 286,000.00 | |||
| DIAMONDBACK ENERGY INC | 150,000.00 | 150,000.00 | |||
| DIAMONDBACK ENERGY INC | 350,000.00 | 357,875.00 | |||
| DIEBOLD INC | 75,000.00 | 54,187.50 | |||
| DIGICEL LIMITED | 525,000.00 | 490,875.00 | |||
| DISH DBS CORP | 1,250,000.00 | 1,296,875.00 | |||
| DISH DBS CORP | 300,000.00 | 303,798.00 | |||
| DISH DBS CORP | 200,000.00 | 179,250.00 | |||
| DISH DBS CORP | 325,000.00 | 305,500.00 | |||
| DONNELLEY FINANCIAL SOL | 775,000.00 | 820,046.87 | |||
| DOWNSTREAM DEVELOPMENT | 175,000.00 | 179,812.50 | |||
| DRAX FINCO PLC | 200,000.00 | 204,250.00 | |||
| DRIVETIME AUTO GP & ACCE | 275,000.00 | 283,250.00 | |||
| ELANCO ANIMAL HEALTH INC | 25,000.00 | 25,017.58 | |||
| ELANCO ANIMAL HEALTH INC | 75,000.00 | 75,389.86 | |||
| ELDORADA RESORTS INC | 850,000.00 | 865,937.50 | |||
| EMC CORP | 450,000.00 | 442,753.42 | |||
| EMI MUSIC PUBLISHING GRP | 50,000.00 | 53,562.50 | |||
| ENDO FIN LLC/ENDO FINCO | 800,000.00 | 712,000.00 | |||
| ENDO FINANCE LLC | 325,000.00 | 304,625.75 | |||
| ENERGIZER GAMMA ACQ INC | 100,000.00 | 103,250.00 | |||
| ENERGIZER SPINCO INC | 275,000.00 | 273,625.00 | |||
| ENERGY TRANSFER EQUITY | 650,000.00 | 697,125.00 | |||
| ENERGY TRANSFER EQUITY | 290,000.00 | 308,125.00 | |||
| ENERGY TRANSFER PARTNERS | 225,000.00 | 216,984.37 | |||
| ENERGY TRANSFER PARTNERS | 125,000.00 | 119,921.87 | |||
| ENLINK MIDSTREAM PARTNER | 330,000.00 | 320,466.82 | |||
| ENLINK MIDSTREAM PARTNER | 225,000.00 | 201,156.09 | |||
| ENTEGRIS INC | 100,000.00 | 95,385.00 | |||
| ENTERPRISE DEVELOP AUTH | 200,000.00 | 193,500.00 | |||
| ENVISION HEALTHCARE CORP | 625,000.00 | 643,750.00 | |||
| EP ENER/EVEREST ACQ FIN | 400,000.00 | 270,000.00 | |||
| EP ENER/EVEREST ACQ FIN | 150,000.00 | 151,312.50 | |||
| EQUINIX INC | 450,000.00 | 465,750.00 | |||
| EQUINIX INC | 1,100,000.00 | 1,131,625.00 | |||
| ESH HOSPITALITY INC | 395,000.00 | 384,137.50 | |||
| EW SCRIPPS CO | 175,000.00 | 168,656.25 | |||
| EXELA INTERMED/EXELA FIN | 550,000.00 | 588,500.00 | |||
| EXTERRAN NRG SOLUTIONS/F | 275,000.00 | 287,718.75 | |||
| EXTRACTION OIL & GAS INC | 150,000.00 | 134,437.50 | |||
| EXTRACTION OIL & GAS LLC | 100,000.00 | 99,250.00 | |||
| FELCOR LODGING LP | 525,000.00 | 548,625.00 | |||
| FERRELLGAS LP/FERRELLGAS | 175,000.00 | 152,687.50 | |||
| FERRELLGAS LP/FERRELLGAS | 250,000.00 | 209,375.00 | |||
| FERRELLGAS PARTNERS LP | 341,000.00 | 332,475.00 | |||
| FINANCIAL & RISK US HOLD | 200,000.00 | 200,750.00 | |||
| FIRST DATA CORPORATION | 175,000.00 | 178,185.00 | |||
| FIRST DATA CORPORATION | 1,000,000.00 | 1,043,000.00 | |||
| FIRST DATA CORPORATION | 375,000.00 | 377,268.75 | |||
| FIRST QUALITY FINANCE CO | 75,000.00 | 70,218.75 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 192,500.00 | |||
| FIRST QUANTUM MINERALS L | 400,000.00 | 370,500.00 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 190,500.00 | |||
| FIRST QUANTUM MINERALS L | 400,000.00 | 367,500.00 | |||
| FIRSTCASH INC | 125,000.00 | 126,093.75 | |||
| FIVE POINT OP CO LP/FIVE | 125,000.00 | 126,562.50 | |||
| FORTRESS TRANS & INFRAST | 200,000.00 | 199,500.00 | |||
| FREEPORT MCMORAN | 475,000.00 | 508,843.75 | |||
| FREEPORT-MCMORAN C & G | 350,000.00 | 321,125.00 | |||
| FREEPORT-MCMORAN INC | 325,000.00 | 317,281.25 | |||
| FRONTDOOR INC | 125,000.00 | 128,593.75 | |||
| FRONTIER COMMUNICATIONS | 750,000.00 | 667,500.00 | |||
| FRONTIER COMMUNICATIONS | 625,000.00 | 489,062.50 | |||
| FRONTIER COMMUNICATIONS | 275,000.00 | 259,875.00 | |||
| FTS INTERNATIONAL INC | 700,000.00 | 674,625.00 | |||
| FXI HOLDINGS INC | 225,000.00 | 214,312.50 | |||
| GARDA WORLD SECURITY COR | 225,000.00 | 223,593.75 | |||
| GCP APPLIED TECHNOLOGIES | 100,000.00 | 98,500.00 | |||
| GENERAL MOTORS FINL CO | 175,000.00 | 172,812.50 | |||
| GIBRALTAR STEEL CORP OF | 100,000.00 | 101,125.00 | |||
| GLP CAPITAL LP / FIN II | 100,000.00 | 101,860.00 | |||
| GOEASY LTD | 100,000.00 | 104,375.00 | |||
| GOLDMAN SACHS GROUP INC | 125,000.00 | 126,281.25 | |||
| GOODYEAR TIRE & RUBBER | 475,000.00 | 476,425.00 | |||
| GOODYEAR TIRE & RUBBER | 450,000.00 | 423,562.50 | |||
| GRAHAM HOLDINGS CO | 200,000.00 | 205,500.00 | |||
| GRAY TELEVISION INC | 350,000.00 | 338,625.00 | |||
| GRAY TELEVISION INC | 875,000.00 | 869,531.25 | |||
| GREIF INC | 250,000.00 | 259,500.00 | |||
| GREYSTAR REAL ESTATE PAR | 225,000.00 | 220,500.00 | |||
| GRIFFON CORPORATION | 825,000.00 | 817,781.25 | |||
| GRINDING MED/MC GRINDING | 200,000.00 | 208,500.00 | |||
| GROUP 1 AUTOMOTIVE INC | 725,000.00 | 724,093.75 | |||
| GROUP 1 AUTOMOTIVE INC | 150,000.00 | 148,125.00 | |||
| GULFPORT ENERGY CORP | 125,000.00 | 121,875.00 | |||
| GULFPORT ENERGY CORP | 650,000.00 | 641,062.50 | |||
| GULFPORT ENERGY CORP | 175,000.00 | 170,187.50 | |||
| H&E EQUIPMENT SERVICES | 300,000.00 | 299,250.00 | |||
| HALYARD HEALTH INC | 200,000.00 | 205,276.00 | |||
| HARLAND CLARKE HOLDINGS | 525,000.00 | 506,625.00 | |||
| HCA HEALTHCARE INC | 225,000.00 | 235,406.25 | |||
| HCA INC | 900,000.00 | 987,750.00 | |||
| HCA INC | 720,000.00 | 760,500.00 | |||
| HCA INC | 500,000.00 | 510,000.00 | |||
| HCA INC | 325,000.00 | 334,750.00 | |||
| HCA INC | 450,000.00 | 469,406.25 | |||
| HCA INC | 425,000.00 | 430,843.75 | |||
| HCA INC | 425,000.00 | 427,125.00 | |||
| HEALTHSOUTH CORP | 400,000.00 | 404,500.00 | |||
| HECLA MINING CO | 600,000.00 | 603,374.99 | |||
| HERC RENTALS INC | 266,000.00 | 282,625.00 | |||
| HESS INF PART / FIN CORP | 375,000.00 | 380,625.00 | |||
| HEXION US FINANCE CORP | 400,000.00 | 377,250.00 | |||
| HI-CRUSH PARTNERS LP | 125,000.00 | 117,812.50 | |||
| HILL-ROM HOLDINGS INC | 100,000.00 | 98,500.00 | |||
| HILTON DOMESTIC OPERATIN | 600,000.00 | 597,000.00 | |||
| HLF FIN SARL LLC/HERBALI | 75,000.00 | 76,500.00 | |||
| HOLLY ENERGY PARTNERS LP | 175,000.00 | 180,250.00 | |||
| HUDBAY MINERALS INC | 100,000.00 | 103,250.00 | |||
| HUDBAY MINERALS INC | 150,000.00 | 155,097.00 | |||
| HUGHES SATELLITE SYSTEMS | 250,000.00 | 270,312.50 | |||
| HUGHES SATELLITE SYSTEMS | 700,000.00 | 686,680.75 | |||
| HUGHES SATELLITE SYSTEMS | 475,000.00 | 458,375.00 | |||
| HUNT COS INC | 300,000.00 | 280,500.00 | |||
| IAMGOLD CORP | 250,000.00 | 249,687.50 | |||
| ICAHN ENTERPRISES/FIN | 425,000.00 | 431,906.25 | |||
| ICAHN ENTERPRISES/FIN | 400,000.00 | 406,500.00 | |||
| ICAHN ENTERPRISES/FIN | 825,000.00 | 847,687.50 | |||
| ICAHN ENTERPRISES/FIN | 275,000.00 | 282,218.75 | |||
| ICAHN ENTERPRISES/FIN | 125,000.00 | 125,781.25 | |||
| IHO VERWALTUNGS GMBH | 200,000.00 | 198,500.00 | |||
| ILFC E-CAPITAL TRUST I | 300,000.00 | 273,750.00 | |||
| INCEPTION MRGR/RACKSPACE | 788,000.00 | 769,285.00 | |||
| INDIGO NATURAL RES LLC | 250,000.00 | 243,750.00 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 196,500.00 | |||
| INFOR US INC | 625,000.00 | 634,375.00 | |||
| INMARSAT FINANCE PLC | 125,000.00 | 127,109.37 | |||
| INTELSAT JACKSON HLDG | 775,000.00 | 817,625.00 | |||
| INTERNATIONAL GAME TECH | 200,000.00 | 202,750.00 | |||
| IRON MOUNTAIN INC | 400,000.00 | 402,000.00 | |||
| IRON MOUNTAIN INC | 325,000.00 | 302,656.25 | |||
| ISTAR INC | 175,000.00 | 175,000.00 | |||
| iStar Inc | 50,000.00 | 49,375.00 | |||
| ITRON INC | 75,000.00 | 72,187.50 | |||
| J2 CLOUD LLC/GLOBAL INC | 425,000.00 | 437,163.50 | |||
| JACOBS ENTERTAINMENT INC | 525,000.00 | 555,187.50 | |||
| JAGGED PEAK ENERGY LLC | 200,000.00 | 199,500.00 | |||
| JAMES HARDIE INTL FIN | 200,000.00 | 189,500.00 | |||
| JB POINDEXTER & CO INC | 150,000.00 | 155,670.00 | |||
| JBS INVESTMENTS GMBH | 200,000.00 | 204,410.00 | |||
| JBS INVESTMENTS GMBH | 400,000.00 | 410,584.00 | |||
| JC PENNEY CORPORATION IN | 25,000.00 | 11,062.50 | |||
| JEFFERIES FIN LLC / JFIN | 450,000.00 | 458,437.50 | |||
| JEFFERIES FIN LLC / JFIN | 200,000.00 | 196,000.00 | |||
| JELD-WEN INC | 100,000.00 | 93,000.00 | |||
| JONAH NRG LLC/FINANCE | 175,000.00 | 136,281.25 | |||
| JONES ENERGY HLDGS/FIN | 200,000.00 | 206,500.00 | |||
| JPMORGAN CHASE & CO | 275,000.00 | 300,437.50 | |||
| JPMORGAN CHASE & CO | 150,000.00 | 156,187.50 | |||
| JPMORGAN CHASE & CO | 525,000.00 | 529,751.25 | |||
| JPW INDUSTRIES HOLD CORP | 150,000.00 | 153,375.00 | |||
| KAR AUCTION SERVICES INC | 325,000.00 | 316,062.50 | |||
| KB HOME | 50,000.00 | 53,005.00 | |||
| KB HOME | 175,000.00 | 185,062.50 | |||
| KCA DEUTAG UK FINANCE PL | 200,000.00 | 196,000.00 | |||
| KENNEDY-WILSON INC | 765,000.00 | 759,262.50 | |||
| KFC HLD/PIZZA HUT/TACO | 400,000.00 | 397,749.99 | |||
| KINROSS GOLD CORP | 125,000.00 | 128,906.25 | |||
| KIRS MIDCO 3 PLC | 600,000.00 | 596,250.00 | |||
| KISSNER GR HLDG | 570,000.00 | 585,675.00 | |||
| KRATON POLYMERS LLC/CAP | 275,000.00 | 283,937.50 | |||
| L BRANDS INC | 200,000.00 | 172,750.00 | |||
| LADDER CAP FIN LLLP/CORP | 225,000.00 | 226,800.00 | |||
| LAREDO PETROLEUM INC | 200,000.00 | 201,500.00 | |||
| LENNAR CORP | 425,000.00 | 444,698.75 | |||
| LENNAR CORP | 100,000.00 | 105,000.00 | |||
| LENNAR CORP | 250,000.00 | 248,437.50 | |||
| LENNAR CORP | 250,000.00 | 252,500.00 | |||
| LEVEL 3 FINANCING INC | 675,000.00 | 683,758.12 | |||
| LEVEL 3 FINANCING INC | 500,000.00 | 506,875.00 | |||
| LEVEL 3 FINANCING INC | 325,000.00 | 326,625.00 | |||
| LHMC FINCO SARL | 200,000.00 | 204,500.00 | |||
| LIFEPOINT HEALTH INC | 798,000.00 | 812,962.50 | |||
| LIONS GATE CAPITAL HOLD | 400,000.00 | 409,000.00 | |||
| LITHIA MOTORS INC | 100,000.00 | 95,720.00 | |||
| LIVE NATION ENTERTAINMEN | 275,000.00 | 279,125.00 | |||
| LIVE NATION ENTERTAINMEN | 200,000.00 | 203,000.00 | |||
| MAGNOLIA OIL GAS/MAG FIN | 200,000.00 | 200,000.00 | |||
| MALLINCKRODT FIN/SB | 350,000.00 | 323,750.00 | |||
| MALLINCKRODT FIN/SB | 175,000.00 | 155,750.00 | |||
| MARRIOTT OWNERSHIP RESOR | 25,000.00 | 25,663.75 | |||
| MASONITE INTERNATIONAL C | 100,000.00 | 100,500.00 | |||
| MATADOR RESOURCES CO | 150,000.00 | 151,875.00 | |||
| MATCH GROUP INC | 525,000.00 | 554,531.25 | |||
| MATTAMY GROUP CORP | 175,000.00 | 170,625.00 | |||
| MATTHEWS INTERNATIONAL C | 425,000.00 | 412,250.00 | |||
| MCDERMOTT ESCROW 1/ESC 2 | 575,000.00 | 614,531.25 | |||
| MEG ENERGY CORP | 750,000.00 | 678,750.00 | |||
| MERCER INTL INC | 36,000.00 | 37,667.16 | |||
| MERCER INTL INC | 100,000.00 | 102,510.00 | |||
| MERITAGE HOMES CORP | 225,000.00 | 242,718.75 | |||
| MERITAGE HOMES CORP | 325,000.00 | 330,687.50 | |||
| MERITOR INC | 125,000.00 | 128,125.00 | |||
| MGIC INVESTMENT CORP | 175,000.00 | 183,968.75 | |||
| MGM RESORTS INTL | 725,000.00 | 763,062.50 | |||
| MGM RESORTS INTL | 925,000.00 | 980,500.00 | |||
| MGM RESORTS INTL | 525,000.00 | 575,531.25 | |||
| MGM RESORTS INTL | 600,000.00 | 606,000.00 | |||
| MIDCONTINENT COMM & FIN | 350,000.00 | 369,183.50 | |||
| MOHEGAN TRIBAL GAMING AU | 100,000.00 | 97,000.00 | |||
| MOSS CREEK RESOURCES HLD | 550,000.00 | 548,625.00 | |||
| MOUNTAIN PROVINCE DIAMON | 100,000.00 | 102,375.00 | |||
| MPT OPER PARTNERSP/FINL | 225,000.00 | 237,105.00 | |||
| MRT MID PART/MRT MID FIN | 655,000.00 | 656,637.50 | |||
| MUELLER WATER PRODUCTS | 375,000.00 | 377,812.50 | |||
| MULTI-COLOR CORP | 922,000.00 | 947,355.00 | |||
| MURPHY OIL CORP | 625,000.00 | 621,776.12 | |||
| MURPHY OIL CORP | 600,000.00 | 633,203.10 | |||
| MURPHY OIL CORP | 275,000.00 | 278,807.81 | |||
| NABORS INDUSTRIES INC | 50,000.00 | 49,518.04 | |||
| NABORS INDUSTRIES INC | 200,000.00 | 198,006.40 | |||
| NATHAN'S FAMOUS INC | 100,000.00 | 100,375.00 | |||
| NATIONAL CINEMEDIA LLC | 375,000.00 | 382,500.00 | |||
| NATIONAL CINEMEDIA LLC | 350,000.00 | 336,000.00 | |||
| NATIONSTAR MORT/CAP CORP | 500,000.00 | 500,312.50 | |||
| NAVIENT CORP | 50,000.00 | 52,125.00 | |||
| NAVIENT CORP | 250,000.00 | 259,375.00 | |||
| NAVIENT CORP | 100,000.00 | 106,375.00 | |||
| NAVIENT CORP | 800,000.00 | 788,000.00 | |||
| NAVIENT CORP | 225,000.00 | 226,406.25 | |||
| NAVIENT CORP | 200,000.00 | 198,000.00 | |||
| NCL CORP LTD | 242,000.00 | 244,117.50 | |||
| NCR CORP | 100,000.00 | 101,375.00 | |||
| NCR CORP | 175,000.00 | 174,597.50 | |||
| NCR CORP | 700,000.00 | 713,125.00 | |||
| NEPTUNE FINCO CORP | 400,000.00 | 466,000.00 | |||
| NEPTUNE FINCO CORP | 300,000.00 | 316,875.00 | |||
| NETFLIX INC | 250,000.00 | 259,343.75 | |||
| NETFLIX INC | 900,000.00 | 846,000.00 | |||
| NETFLIX INC | 200,000.00 | 200,250.00 | |||
| NEW AMETHYST CORP | 175,000.00 | 189,218.75 | |||
| NEW ENTERPRISE STONE & L | 375,000.00 | 381,562.50 | |||
| NEXSTAR BROADCASTING INC | 650,000.00 | 663,812.50 | |||
| NEXSTAR ESCROW CORP | 700,000.00 | 686,000.00 | |||
| NGPL PIPECO LLC | 225,000.00 | 228,093.75 | |||
| NIELSEN FINANCE LLC/CO | 850,000.00 | 833,000.00 | |||
| NORTHWEST ACQ/DOMINION | 100,000.00 | 102,780.00 | |||
| NOVA CHEMICALS CORP | 400,000.00 | 385,000.00 | |||
| NOVA CHEMICALS CORP | 375,000.00 | 349,687.50 | |||
| NOVELIS CORP | 250,000.00 | 256,562.50 | |||
| NOVELIS CORP | 475,000.00 | 461,937.50 | |||
| NRG ENERGY INC | 250,000.00 | 258,700.00 | |||
| NRG ENERGY INC | 500,000.00 | 526,875.00 | |||
| NRG ENERGY INC | 275,000.00 | 277,744.50 | |||
| NRG YIELD OPERATING LLC | 325,000.00 | 312,812.50 | |||
| NUFARM AUSTRALIA/AMERICA | 225,000.00 | 214,312.50 | |||
| NWH ESCROW CORP | 300,000.00 | 275,250.00 | |||
| NXP BV/NXP FUNDING LLC | 500,000.00 | 505,000.00 | |||
| NXP BV/NXP FUNDING LLC | 200,000.00 | 202,500.00 | |||
| OASIS PETROLEUM INC | 1,100,000.00 | 1,122,000.00 | |||
| OASIS PETROLEUM INC | 100,000.00 | 102,000.00 | |||
| OPEN TEXT CORP | 175,000.00 | 180,578.12 | |||
| OWENS-BROCKWAY | 800,000.00 | 809,000.00 | |||
| OWENS-BROCKWAY | 350,000.00 | 361,812.50 | |||
| OWENS-BROCKWAY | 400,000.00 | 414,000.00 | |||
| OXFORD FIN LLC/CO-ISS II | 100,000.00 | 102,250.00 | |||
| PARAMOUNT RESOURCES LTD | 300,000.00 | 312,000.00 | |||
| PARK-OHIO INDUSTRIES INC | 400,000.00 | 414,500.00 | |||
| PARKLAND FUEL CORP | 75,000.00 | 75,375.00 | |||
| PARSLEY ENERGY LLC/FINAN | 150,000.00 | 156,750.00 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 175,000.00 | |||
| PARSLEY ENERGY LLC/FINAN | 175,000.00 | 175,875.00 | |||
| PARTY CITY HOLDINGS INC | 125,000.00 | 126,875.00 | |||
| PATTERN ENERGY GROUP INC | 175,000.00 | 177,625.00 | |||
| PBF LOGISTICS LP/FINANCE | 750,000.00 | 768,750.00 | |||
| PDC ENERGY INC | 325,000.00 | 319,312.50 | |||
| PEABODY SEC FIN CORP | 375,000.00 | 380,625.00 | |||
| PENSKE AUTOMOTIVE GROUP | 100,000.00 | 99,000.00 | |||
| PGT ESCROW ISSUER INC | 150,000.00 | 156,000.00 | |||
| PILGRIM'S PRIDE CORP | 275,000.00 | 266,750.00 | |||
| PILGRIM'S PRIDE CORP | 300,000.00 | 283,500.00 | |||
| PINNACLE FOODS INC | 750,000.00 | 791,250.00 | |||
| PIONEER ENERGY SERVICES | 125,000.00 | 110,000.00 | |||
| PLASTIPAK HOLDINGS INC | 125,000.00 | 114,375.00 | |||
| POST HOLDINGS INC | 525,000.00 | 500,508.75 | |||
| POST HOLDINGS INC | 450,000.00 | 444,375.00 | |||
| POST HOLDINGS INC | 375,000.00 | 363,750.00 | |||
| PRECISION DRILLING CORP | 151,789.84 | 154,825.63 | |||
| PRECISION DRILLING CORP | 150,000.00 | 144,000.00 | |||
| PRECISION DRILLING CORP | 200,000.00 | 206,000.00 | |||
| PRIME SECSRVC BRW/FINANC | 649,000.00 | 697,026.00 | |||
| QEP RESOURCES INC | 100,000.00 | 96,125.00 | |||
| QORVO INC | 3,000.00 | 3,258.75 | |||
| QORVO INC | 300,000.00 | 305,730.00 | |||
| QTS LP/FINANCE | 225,000.00 | 216,605.25 | |||
| QUEBECOR MEDIA INC | 250,000.00 | 260,000.00 | |||
| RADIAN GROUP INC | 353,000.00 | 378,151.25 | |||
| RADIAN GROUP INC | 225,000.00 | 222,187.50 | |||
| RANGE RESOURCES CORP | 175,000.00 | 178,937.50 | |||
| RANGE RESOURCES CORP | 75,000.00 | 74,531.25 | |||
| RANGE RESOURCES CORP | 500,000.00 | 492,500.00 | |||
| REALOGY GROUP/CO-ISSUER | 300,000.00 | 302,250.00 | |||
| REALOGY GROUP/CO-ISSUER | 425,000.00 | 400,775.00 | |||
| REYNOLDS GROUP HOLDINGS | 38,465.64 | 38,946.46 | |||
| REYNOLDS GRP ISS/REYNOLD | 375,000.00 | 372,656.25 | |||
| ROCKPOINT GAS STORAGE CA | 125,000.00 | 127,500.00 | |||
| ROSE ROCK MIDSTREAM/FIN | 1,075,000.00 | 1,069,625.00 | |||
| ROWAN COMPANIES INC | 200,000.00 | 198,500.00 | |||
| ROYAL BK SCOTLND GRP PLC | 800,000.00 | 757,000.00 | |||
| SABRA HEALTH/CAPTL CORP | 150,000.00 | 152,531.25 | |||
| SANCHEZ ENERGY CORP | 250,000.00 | 142,575.00 | |||
| SBA COMMUNICATIONS CORP | 525,000.00 | 528,937.50 | |||
| SBA COMMUNICATIONS CORP | 400,000.00 | 394,500.00 | |||
| SBA COMMUNICATIONS CORP | 200,000.00 | 198,000.00 | |||
| SCHWEITZER-MAUDUIT INTL | 175,000.00 | 178,937.50 | |||
| SCOTTS MIRACLE-GRO CO | 325,000.00 | 335,562.50 | |||
| SEALED AIR CORP | 375,000.00 | 379,687.50 | |||
| SELECT MEDICAL CORP | 500,000.00 | 509,375.00 | |||
| SEMGROUP CORP | 225,000.00 | 224,437.50 | |||
| SENSATA TECH UK FIN CO | 689,000.00 | 728,617.50 | |||
| SERVICE CORP INTL | 875,000.00 | 965,781.25 | |||
| SERVICE CORP INTL | 200,000.00 | 202,875.00 | |||
| SESI LLC | 125,000.00 | 127,343.75 | |||
| SEVEN GENERATIONS ENERGY | 275,000.00 | 268,125.00 | |||
| SHEA HOMES LP/FNDG CP | 1,150,000.00 | 1,139,937.50 | |||
| SHEA HOMES LP/FNDG CP | 150,000.00 | 147,187.50 | |||
| SIGMA HOLDCO BV | 200,000.00 | 189,500.00 | |||
| SINCLAIR TELEVISION GROU | 750,000.00 | 766,875.00 | |||
| SINCLAIR TELEVISION GROU | 150,000.00 | 146,827.50 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 346,406.25 | |||
| SIRIUS XM RADIO INC | 175,000.00 | 172,375.00 | |||
| SIRIUS XM RADIO INC | 675,000.00 | 703,687.50 | |||
| SIRIUS XM RADIO INC | 175,000.00 | 169,093.75 | |||
| SLM CORP | 200,000.00 | 201,250.00 | |||
| SLM CORP | 500,000.00 | 528,750.00 | |||
| SLM CORP | 400,000.00 | 402,500.00 | |||
| SM ENERGY CO | 950,000.00 | 991,562.50 | |||
| SM ENERGY CO | 25,000.00 | 25,718.75 | |||
| SONIC AUTOMOTIVE INC | 671,000.00 | 635,772.50 | |||
| SONIC AUTOMOTIVE INC | 200,000.00 | 188,000.00 | |||
| SOUTHERN STAR CENT CORP | 225,000.00 | 225,281.25 | |||
| SOUTHWESTERN ENERGY CO | 125,000.00 | 124,843.75 | |||
| SOUTHWESTERN ENERGY CO | 325,000.00 | 324,187.50 | |||
| SOUTHWESTERN ENERGY CO | 200,000.00 | 211,000.00 | |||
| SPCM SA | 400,000.00 | 383,000.00 | |||
| SPECTRUM BRANDS INC | 175,000.00 | 177,625.00 | |||
| SPEEDWAY MOTORSPORTS INC | 125,000.00 | 125,468.75 | |||
| SPRINGLEAF FINANCE CORP | 350,000.00 | 350,000.00 | |||
| SPRINGLEAF FINANCE CORP | 800,000.00 | 796,500.00 | |||
| SPRINT CAPITAL CORP | 325,000.00 | 326,218.75 | |||
| SPRINT CAPITAL CORP | 1,250,000.00 | 1,403,125.00 | |||
| SPRINT COMMUNICATIONS | 225,000.00 | 257,625.00 | |||
| SPRINT COMMUNICATIONS | 350,000.00 | 357,875.00 | |||
| SPRINT CORP | 150,000.00 | 162,187.50 | |||
| SPRINT CORP | 550,000.00 | 570,968.75 | |||
| SPRINT CORP | 125,000.00 | 132,812.50 | |||
| SPRINT NEXTEL CORP | 1,026,000.00 | 1,033,438.50 | |||
| SPRINT NEXTEL CORP | 475,000.00 | 494,593.75 | |||
| SPRINT NEXTEL CORP | 75,000.00 | 78,562.50 | |||
| SPX FLOW INC | 125,000.00 | 125,937.50 | |||
| SPX FLOW INC | 400,000.00 | 404,000.00 | |||
| SRC ENERGY INC | 225,000.00 | 212,062.50 | |||
| STANDARD INDUSTRIES INC | 75,000.00 | 76,218.75 | |||
| STANDARD INDUSTRIES INC | 275,000.00 | 255,406.25 | |||
| STATION CASINOS LLC | 125,000.00 | 120,156.25 | |||
| STEVENS HOLDING CO INC | 100,000.00 | 100,000.00 | |||
| SUBURBAN PROPANE PARTNRS | 250,000.00 | 246,875.00 | |||
| SUMMIT MATERIALS LLC/FIN | 825,000.00 | 775,500.00 | |||
| SUMMIT MID HLDS LLC / FI | 25,000.00 | 25,031.25 | |||
| SUMMIT MID HLDS LLC / FI | 100,000.00 | 96,500.00 | |||
| SUMMIT MIDSTREAM PARTNER | 350,000.00 | 348,250.00 | |||
| SUNOCO LP/FINANCE CORP | 275,000.00 | 272,662.50 | |||
| SUNOCO LP/FINANCE CORP | 300,000.00 | 290,250.00 | |||
| SUPERIOR PLUS/GEN PRTNR | 75,000.00 | 75,562.50 | |||
| T-MOBILE USA INC | 125,000.00 | 125,156.25 | |||
| T-MOBILE USA INC | 1,550,000.00 | 1,598,205.00 | |||
| T-MOBILE USA INC | 450,000.00 | 469,687.50 | |||
| T-MOBILE USA INC | 125,000.00 | 126,328.12 | |||
| T-MOBILE USA INC | 275,000.00 | 262,281.25 | |||
| T-MOBILE USA INC | 475,000.00 | 447,084.25 | |||
| TALEN ENERGY SUPPLY LLC | 125,000.00 | 113,281.25 | |||
| TALLGRASS NRG PRTNR/FIN | 200,000.00 | 200,000.00 | |||
| TALLGRASS NRG PRTNR/FIN | 150,000.00 | 153,750.00 | |||
| TARGA RESOURCES PARTNERS | 300,000.00 | 317,250.00 | |||
| TARGA RESOURCES PARTNERS | 200,000.00 | 202,000.00 | |||
| TARGA RESOURCES PARTNERS | 150,000.00 | 155,437.50 | |||
| TASEKO MINES LTD | 375,000.00 | 382,500.00 | |||
| TAYLOR MORRISON COMM/MON | 375,000.00 | 371,250.00 | |||
| TECK COMINCO LIMITED | 750,000.00 | 795,000.00 | |||
| TECK RESOURCES LIMITED | 475,000.00 | 483,906.25 | |||
| TECK RESOURCES LIMITED | 75,000.00 | 82,231.50 | |||
| TENET HEALTHCARE CORP | 850,000.00 | 877,625.00 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 131,056.25 | |||
| TENET HEALTHCARE CORP | 500,000.00 | 486,875.00 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 122,350.00 | |||
| TENNANT CO | 100,000.00 | 101,875.00 | |||
| TENNECO INC | 200,000.00 | 178,531.00 | |||
| TERRAFORM POWER OPERATIN | 225,000.00 | 220,500.00 | |||
| TERRAFORM POWER OPERATIN | 175,000.00 | 163,843.75 | |||
| TITAN INTERNATIONAL INC | 425,000.00 | 411,187.50 | |||
| TMS INTERNATIONAL CORP | 175,000.00 | 176,750.00 | |||
| TOPBUILD ESCROW CORP | 200,000.00 | 196,500.00 | |||
| TPC GROUP INC | 450,000.00 | 448,875.00 | |||
| TRANSDIGM INC | 1,050,000.00 | 1,068,375.00 | |||
| TRANSMONTAIGE PARTNERS | 125,000.00 | 118,437.50 | |||
| TRI POINTE GROUP INC | 200,000.00 | 178,750.00 | |||
| TRI POINTE HOLDINGS INC | 225,000.00 | 226,968.75 | |||
| TRI POINTE HOLDINGS INC | 100,000.00 | 99,625.00 | |||
| TRINIDAD DRILLING LTD | 275,000.00 | 273,281.25 | |||
| TRINSEO OP / TRINSEO FIN | 625,000.00 | 603,125.00 | |||
| TRIUMPH GROUP INC | 125,000.00 | 121,093.75 | |||
| TRIUMPH GROUP INC | 525,000.00 | 499,406.25 | |||
| TRIUMPH GROUP INC | 175,000.00 | 169,531.25 | |||
| TRONOX FINANCE PLC | 500,000.00 | 465,000.00 | |||
| TTM TECHNOLOGIES INC | 175,000.00 | 174,931.75 | |||
| TULLOW OIL PLC | 600,000.00 | 600,870.00 | |||
| TULLOW OIL PLC | 200,000.00 | 195,250.00 | |||
| UNITED CONTINENTAL HLDGS | 450,000.00 | 471,375.00 | |||
| UNITED CONTINENTAL HLDGS | 150,000.00 | 148,657.50 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 268,125.00 | |||
| UNITED RENTALS NORTH AM | 350,000.00 | 360,500.00 | |||
| UNITED RENTALS NORTH AM | 125,000.00 | 124,062.50 | |||
| UNITED RENTALS NORTH AM | 275,000.00 | 259,187.50 | |||
| UNITED STATES STEEL CORP | 250,000.00 | 248,750.00 | |||
| UNITYMEDIA KABELBW GMBH | 200,000.00 | 210,060.00 | |||
| UNIVERSAL HOSPITAL SERVI | 951,000.00 | 953,377.50 | |||
| UPC HOLDING BV | 600,000.00 | 574,320.00 | |||
| US CONCRETE INC | 350,000.00 | 354,655.00 | |||
| US FOODS INC | 550,000.00 | 554,125.00 | |||
| USA COM PART/USA COM FIN | 200,000.00 | 207,500.00 | |||
| VALEANT PHARMACEUTICALS | 225,000.00 | 234,843.75 | |||
| VALEANT PHARMACEUTICALS | 375,000.00 | 397,031.25 | |||
| VALVOLINE FINCO TWO LLC | 75,000.00 | 75,187.50 | |||
| VANTIV LLC/ISSUER CORP | 200,000.00 | 190,750.00 | |||
| VECTOR GROUP LTD | 200,000.00 | 186,500.00 | |||
| VENATOR FIN SARL/VENATOR | 175,000.00 | 159,687.50 | |||
| VERMILION ENERGY INC | 125,000.00 | 124,062.50 | |||
| VERSUM MATERIALS INC | 400,000.00 | 409,000.00 | |||
| VIKING CRUISES LTD | 75,000.00 | 75,562.50 | |||
| VIRGIN MEDIA FINANCE PLC | 600,000.00 | 617,250.00 | |||
| VIRGIN MEDIA FINANCE PLC | 750,000.00 | 737,812.50 | |||
| VISTRA ENERGY CORP | 550,000.00 | 572,000.00 | |||
| VISTRA OPERATIONS CO LLC | 450,000.00 | 456,750.00 | |||
| VOC ESCROW LTD | 75,000.00 | 72,750.00 | |||
| VPII ESCROW CORP | 250,000.00 | 255,125.00 | |||
| VRX ESCROW CORP | 525,000.00 | 512,531.25 | |||
| VRX ESCROW CORP | 550,000.00 | 526,625.00 | |||
| VTR FINANCE BV | 200,000.00 | 204,250.00 | |||
| WABASH NATIONAL CORP | 125,000.00 | 119,687.50 | |||
| WAND MERGER CORP | 175,000.00 | 184,187.50 | |||
| WAND MERGER CORP | 175,000.00 | 184,406.25 | |||
| WARRIOR MET COAL LLC | 450,000.00 | 462,375.00 | |||
| WASTE PRO USA INC | 100,000.00 | 98,000.00 | |||
| WEATHERFORD BERMUDA | 25,000.00 | 18,875.00 | |||
| WEATHERFORD BERMUDA | 125,000.00 | 97,500.00 | |||
| WEATHERFORD INTL LLC | 75,000.00 | 57,187.50 | |||
| WEEKLEY HOMES LLC/ FINAN | 225,000.00 | 215,437.50 | |||
| WELLCARE HEALTH PLANS | 175,000.00 | 178,062.50 | |||
| WESTERN DIGITAL CORP | 675,000.00 | 654,665.62 | |||
| WHITING PETROLEUM CORP | 225,000.00 | 235,687.50 | |||
| WILLIAM LYON HOMES INC | 100,000.00 | 102,125.00 | |||
| WILLIAM LYON HOMES INC | 150,000.00 | 145,500.00 | |||
| WILLIAM LYON HOMES INC | 225,000.00 | 210,093.75 | |||
| WILLIAMS COMPANIES INC | 672,000.00 | 683,302.36 | |||
| WILLIAMS SCOTSMAN INTL | 275,000.00 | 284,625.00 | |||
| WILLIAMS SCOTSMAN INTL | 350,000.00 | 348,250.00 | |||
| WINDSTREAM CORP | 75,000.00 | 55,500.00 | |||
| WINDSTREAM CORP | 250,000.00 | 135,000.00 | |||
| WINDSTREAM CORP | 491,000.00 | 380,525.00 | |||
| WINDSTREAM SRVC / FIN | 479,000.00 | 463,432.50 | |||
| WINDSTREAM SRVC/FIN | 270,000.00 | 145,800.00 | |||
| WMG ACQUISITION CORP | 325,000.00 | 324,187.50 | |||
| WMG ACQUISITION CORP | 125,000.00 | 124,375.00 | |||
| WPX ENERGY INC | 525,000.00 | 546,656.25 | |||
| WPX ENERGY INC | 150,000.00 | 152,437.50 | |||
| WR GRACE & CO-CONN | 225,000.00 | 231,187.50 | |||
| WYNN LAS VEGAS LLC/CORP | 350,000.00 | 324,166.50 | |||
| XPO LOGISTICS INC | 394,000.00 | 407,927.90 | |||
| XPO LOGISTICS INC | 575,000.00 | 598,718.75 | |||
| ZAYO GROUP LLC/ZAYO CAP | 250,000.00 | 259,062.50 | |||
| ZAYO GROUP LLC/ZAYO CAP | 650,000.00 | 677,625.00 | |||
| ZAYO GROUP LLC/ZAYO CAP | 450,000.00 | 450,000.00 | |||
| ZIGGO BOND FINANCE BV | 200,000.00 | 188,000.00 | |||
| ZIGGO BOND FINANCE BV | 840,000.00 | 768,600.00 | |||
| 小計 | 銘柄数:674 | 231,159,255.48 | 231,138,594.41 | ||
| (26,250,410,167) | |||||
| 組入時価比率:95.0% | 100.0% | ||||
| 合計 | 26,250,410,167 | ||||
| (26,250,410,167) | |||||
| (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 | 2018年 9月28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 | 101,426,400 | - | 102,186,000 | △759,600 |
| 米ドル | 101,426,400 | - | 102,186,000 | △759,600 |
| 合計 | 101,426,400 | - | 102,186,000 | △759,600 |
| (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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