有価証券報告書(内国投資信託受益証券)-第13期(平成30年12月11日-令和1年12月9日)

β版IRBANKでは、有報・決算資料の中身がすぐ引ける無料期間延長中無料でβ版をはじめる登録すると永久30%OFFと米株版の先行利用も付きます
【提出】
2020/02/26 9:07
【資料】
PDFをみる
【項目】
55項目
野村米国好利回り社債投信 マザーファンド
貸借対照表
(単位:円)
(2019年12月 9日現在)
資産の部
流動資産
預金294,818,931
コール・ローン116,904,206
株式66,894,694
新株予約権証券389,268
社債券13,154,415,582
貸付債権685,308,632
派生商品評価勘定102,300
未収入金148,656,359
未収配当金117
未収利息207,377,181
前払費用7,693,968
流動資産合計14,682,561,238
資産合計14,682,561,238
負債の部
流動負債
未払金98,469,656
未払解約金98,200,000
未払利息42
流動負債合計196,669,698
負債合計196,669,698
純資産の部
元本等
元本5,820,464,534
剰余金
期末剰余金又は期末欠損金(△)8,665,427,006
元本等合計14,485,891,540
純資産合計14,485,891,540
負債純資産合計14,682,561,238

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。
新株予約権証券
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、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。
貸付債権
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
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。
投資信託受益証券については、原則として収益分配金落ち日において、当該収益分配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)

2019年12月 9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2.4888円
(10,000口当たり純資産額)(24,888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 2018年12月11日
至 2019年12月 9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

2019年12月 9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。
新株予約権証券
(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。
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。
貸付債権
(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(貸付債権は除く)
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

2019年12月 9日現在
期首2018年12月11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6,943,361,299円
同期中における追加設定元本額179,826,222円
同期中における一部解約元本額1,302,722,987円
期末元本額5,820,464,534円
期末元本額の内訳*
野村米国好利回り社債投信 Aコース276,275,395円
野村米国好利回り社債投信 Bコース516,708,695円
野村米国好利回り社債投信 Cコース759,548,361円
野村米国好利回り社債投信 Dコース3,341,122,294円
ノムラ・グローバル・オールスターズ904,393,290円
野村オールウェザー・ファクターアロケーションファンド(非課税適格機関投資家専用)22,416,499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(2019年12月9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MOOD MEDIA CORP COMMON STOCK35,0000.6522,750.00
MOOD MEDIA CORP RESTRICTED COMMON STOCK28,5710.6518,571.15
NINE POINT ENERGY HOLDINGS COMMON2,7071.002,707.00
RUE21 CLASS A COM1180.00880.00
VISTRA ENERGY CORP RIGHTS3,8531.033,968.59
WARREN RESOURCES INC3,6490.25912.25
HERCULES OFFSHORE ESCROW COM11,9430.9911,934.63
NINE POINT ENERGY HOLDINGS-PFD46100.004,600.00
PARKER DRILLING CO-POST BANK96818.9218,314.56
AMPLIFY ENERGY CORP65.3832.28
BONANZA CREEK ENERGY INC3,94318.8174,167.83
JONES ENERGY II INC2,48911.5028,623.50
HEXION HOLDINGS CORP -B15,47312.00185,676.00
NEENAH ENTERPRISES INC107,7780.000.00
CORNERSTONE BUILDING BRANDS INC3,0227.4522,513.90
UC HOLDINGS INC6,82511.0075,075.00
GATEWAY CASINOS ENTERTAINMENT LTD140,8130.4462,588.56
BLUESTEM GROUP INC11,3440.252,836.00
DIRECTBUY HOLDINGS INC2,7720.000.00
AVAYA HOLDINGS CORP111.8311.83
VISTRA ENERGY CORP3,31324.0979,810.17
小計銘柄数:21615,973.25
(66,894,694)
組入時価比率:0.5%100.0%
合計66,894,694
(66,894,694)

(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(2019年12月9日現在)

種類通貨銘柄券面総額評価額備考
新株予約権証券米ドルAMPLIFY ENERGY CORP WARRANT2,236.000.22
APPVION CORP WRT US03835B1180341.000.00
APPVION CORP WRT US03835B1263341.000.00
IPAYMENT HOLDINGS INC WARRANT 12/29/2022836,360.000.00
JACK COOPER E 144A WARRANT226.001.15
JONES ENERGY II INC WARRANT904.00203.40
VISTRA ENERGY CORP - CW241,823.003,379.65
小計銘柄数:7842,231.003,584.42
(389,268)
組入時価比率:0.0%0.0%
合計389,268
(389,268)
社債券米ドル1011778 BC / NEW RED FIN350,000.00364,000.00
1011778 BC / NEW RED FIN100,000.00101,250.00
1839688 ALBERTA ULC181,719.001,181.17
ABC SUPPLY CO INC75,000.0077,393.62
ABC SUPPLY CO INC100,000.00100,750.00
ACI WORLDWIDE INC75,000.0080,317.68
ACRISURE LLC / FIN INC125,000.00134,765.62
ACRISURE LLC / FIN INC275,000.00248,872.25
ACRISURE LLC / FIN INC75,000.0077,634.56
ADVANCED DRAINAGE SYSTEM50,000.0051,642.37
ADVANCED MICRO DEVICES271,000.00305,975.80
AHERN RENTALS INC275,000.00215,301.62
AIR CANADA275,000.00294,470.00
ALBERTSONS COS LLC/SAFEW275,000.00285,799.93
ALBERTSONS COS LLC/SAFEW100,000.00104,982.25
ALCOA INC50,000.0051,266.00
ALCOA INC75,000.0081,679.87
ALCOA INC350,000.00382,058.25
ALERIS INTL INC50,000.0052,645.75
ALGECO SCOTSMAN GLOB FIN200,000.00194,498.00
ALLEGHENY TECHNOLOGIES100,000.00103,920.00
ALLIED UNIVERSAL HOLDCO200,000.00210,874.80
ALLIED UNIVERSAL HOLDCO350,000.00369,170.37
ALLY FINANCIAL75,000.0076,078.12
ALLY FINANCIAL INC100,000.00104,291.50
ALLY FINANCIAL INC175,000.00241,397.62
ALPHA 2 BV200,000.00197,917.00
ALPHA 3 BV / US BIDCO200,000.00205,500.00
ALTICE FRANCE SA200,000.00215,005.00
ALTICE FRANCE SA200,000.00222,245.00
ALTICE FRANCE SA200,000.00202,995.00
ALTICE LUXEMBOURG SA400,000.00453,010.00
ALTOS ESCROW DEBT1,675,000.000.00
ALTOS ESCROW DEBT4,010,000.000.00
AMC ENTERTAINMENT HOLDIN75,000.0067,314.37
AMC ENTERTAINMENT INC250,000.00223,481.87
AMERIGAS PART/FIN CORP100,000.00107,499.00
AMERIGAS PART/FIN CORP25,000.0026,884.50
AMERIGAS PART/FIN CORP175,000.00191,156.43
AMKOR TECHNOLOGY INC75,000.0082,389.37
ANIXTER INC200,000.00208,580.00
ANIXTER INC75,000.0077,562.37
ANTERO MIDSTREAM PART/FI175,000.00149,852.50
ANTERO MIDSTREAM PART/FI100,000.0078,002.50
ANTERO RESOURCES CORP100,000.0091,475.00
APPVION ESCROW350,000.003,500.00
ARAMARK SERVICES INC100,000.00105,252.50
ARCHROCK PARTNERS LP/FIN125,000.00130,015.31
ARCONIC INC25,000.0028,415.00
ARD FINANCE SA400,000.00405,320.00
ARDAGH PKG FIN/HLDGS USA200,000.00203,188.60
ARDAGH PKG FIN/HLDGS USA300,000.00315,465.00
ARDAGH PKG FIN/HLDGS USA250,000.00259,018.12
ARROW BIDCO LLC50,000.0047,520.75
ASCEND LEARNING LLC75,000.0079,249.87
ASCEND LEARNING LLC50,000.0052,833.25
ASCENT RESOURCES/ARU FIN96,000.0091,679.37
ASCENT RESOURCES/ARU FIN100,000.0074,984.75
ASGN INCORPORATED100,000.00101,625.00
ASHTON WOODS USA/FINANCE125,000.00126,926.87
ASP AMC MERGER SUB225,000.00148,406.62
ASSUREDPARTNERS INC200,000.00200,998.00
AVANTOR INC25,000.0026,719.00
AVANTOR INC125,000.00140,007.50
AVENTINE ENERGY ESCROW2,850,000.000.00
AVOLON HOLDINGS FNDG LTD50,000.0051,294.50
AVOLON HOLDINGS FNDG LTD50,000.0054,530.75
BAFFINLAND IRON CORP/LP350,000.00346,437.87
BANFF MERGER SUB INC100,000.0095,752.50
BANK OF AMERICA CORP25,000.0027,444.50
BANK OF AMERICA CORP550,000.00614,919.25
BANK OF AMERICA CORP75,000.0086,126.62
BANK OF AMERICA CORP75,000.0079,218.75
BANK OF NOVA SCOTIA75,000.0075,451.12
BARCLAYS BANK PLC200,000.00224,443.00
BASIC ENERGY SERVICES50,000.0036,000.00
BAUSCH HEALTH AMERICAS175,000.00200,466.87
BAUSCH HEALTH COS INC52,000.0052,624.52
BAUSCH HEALTH COS INC1,100,000.001,148,950.00
BAUSCH HEALTH COS INC50,000.0054,376.25
BAUSCH HEALTH COS INC125,000.00137,477.81
BAUSCH HEALTH COS INC100,000.00112,982.25
BCD ACQUISITION INC175,000.00179,810.75
BEACON ESCROW CORP50,000.0049,187.50
BEACON ROOFING SUPPLY IN50,000.0050,937.50
BEAZER HOMES USA100,000.00104,791.50
BEAZER HOMES USA100,000.00106,502.50
BERRY GLOBAL ESCROW CORP125,000.00130,891.12
BERRY GLOBAL ESCROW CORP50,000.0053,188.75
BERRY PLASTICS CORP100,000.00101,718.80
BIG RIVER STEEL/BRS FIN175,000.00180,689.25
BILL BARRETT CORP25,000.0022,820.30
BLOCK COMMUNICATIONS INC150,000.00156,748.50
BLUE RACER MID LLC/FINAN50,000.0046,125.32
BMC EAST LLC125,000.00130,520.62
BOMBARDIER INC225,000.00226,406.25
BOMBARDIER INC225,000.00229,497.75
BOMBARDIER INC250,000.00252,393.75
BOYD GAMING CORP525,000.00563,625.56
BOYD GAMING CORP100,000.00107,284.75
BOYD GAMING CORP175,000.00178,062.50
BOYNE USA INC75,000.0081,499.87
BRAND ENERGY & INFRASTRU200,000.00197,498.00
BRUIN E&P PARTNERS LLC350,000.00194,395.25
BUFFALO THUNDER DEV 144A466,533.8446.65
BUFFALO THUNDER DEV 144A1,052,025.00536,532.75
BUILDERS FIRSTSOURCE INC22,000.0022,989.78
BUILDERS FIRSTSOURCE INC175,000.00189,935.81
BUILDING MATERIALS CORP500,000.00516,245.00
BWAY HOLDING CO375,000.00360,712.50
CALFRAC HOLDINGS LP50,000.0020,126.25
CALIFORNIA RESOURCES CRP450,000.00149,062.50
CALLON PETROLEUM CO125,000.00120,812.50
CALLON PETROLEUM CO75,000.0069,963.56
CALPINE CORP425,000.00429,781.25
CALPINE CORP275,000.00280,614.12
CALPINE CORP150,000.00151,842.00
CALPINE CORP225,000.00235,928.81
CAMELOT FINANCE SA175,000.00179,921.70
CARDTRONICS INC / USA150,000.00155,312.25
CARLSON TRAVEL INC200,000.00198,583.00
CARRIZO OIL & GAS INC62,000.0060,450.62
CARVANA CO100,000.00104,249.00
CASCADES INC75,000.0076,953.00
CASCADES INC/USA INC25,000.0025,750.00
CASCADES INC/USA INC25,000.0025,437.50
CATALENT PHARMA SOLUTION50,000.0052,116.12
CCM MERGER INC200,000.00204,500.00
CCO HLDGS LLC/CAP CORP50,000.0050,687.50
CCO HLDGS LLC/CAP CORP150,000.00152,811.00
CCO HLDGS LLC/CAP CORP25,000.0025,689.75
CCO HLDGS LLC/CAP CORP225,000.00230,155.87
CCO HLDGS LLC/CAP CORP145,000.00151,342.30
CCO HLDGS LLC/CAP CORP125,000.00129,998.75
CCO HLDGS LLC/CAP CORP50,000.0052,928.62
CCO HLDGS LLC/CAP CORP25,000.0026,797.50
CCO HLDGS LLC/CAP CORP350,000.00357,883.74
CCO HOLDINGS LLC450,000.00475,795.12
CDK GLOBAL INC125,000.00134,002.81
CDK GLOBAL INC25,000.0026,437.50
CDW LLC/CDW FINANCE125,000.00130,936.25
CDW LLC/CDW FINANCE175,000.00183,010.18
CEDAR FAIR LP50,000.0053,750.62
CEMEX SAB DE CV200,000.00205,150.00
CENTENE CORP125,000.00128,000.43
CENTENE CORP275,000.00285,309.75
CENTENE CORP275,000.00282,734.37
CENTENE CORP400,000.00419,750.00
CENTENE ESCROW I CORP325,000.00344,898.12
CENTENNIAL RESOURCE PROD125,000.00118,480.93
CENTRAL GARDEN & PET CO125,000.00129,501.87
CENTURY COMMUNITIES200,000.00206,583.00
CENTURY COMMUNITIES200,000.00212,964.50
CENTURYLINK INC100,000.00105,750.30
CENTURYLINK INC25,000.0027,906.25
CF INDUSTRIES INC200,000.00215,785.50
CHARLES RIVER LABORATORI100,000.00107,232.25
CHARLES RIVER LABORATORI75,000.0076,500.00
CHEMOURS CO175,000.00168,437.50
CHENIERE CORP CHRISTI HD125,000.00140,125.00
CHENIERE ENERGY PARTNERS125,000.00128,748.75
CHENIERE ENERGY PARTNERS200,000.00200,571.00
CHESAPEAKE ENERGY CORP100,000.0097,288.75
CHESAPEAKE ENERGY CORP75,000.0071,408.43
CHESAPEAKE ENERGY CORP275,000.00154,687.50
CHESAPEAKE ENERGY CORP50,000.0029,248.74
CHESAPEAKE ENERGY CORP50,000.0020,311.72
CHOBANI LLC/FINANCE CORP200,000.00190,002.00
CHS/COMMUNITY HEALTH SYS100,000.0084,708.50
CHS/COMMUNITY HEALTH SYS50,000.0051,874.50
CHS/COMMUNITY HEALTH SYS96,000.0074,879.04
CHS/COMMUNITY HEALTH SYS150,000.00149,906.10
CHURCHILL DOWNS INC100,000.00106,232.25
CHURCHILL DOWNS INC175,000.00180,656.43
CINEMARK USA INC325,000.00330,259.15
CIT GROUP INC50,000.0051,177.50
CIT GROUP INC50,000.0053,874.50
CITGO HOLDING INC225,000.00237,375.00
CITIGROUP INC25,000.0025,913.00
CITIGROUP INC100,000.00102,271.50
CITIGROUP INC100,000.00113,835.50
CLEAR CHANNEL COMM232,853.0023,971.07
CLEAR CHANNEL WORLDWIDE85,000.0093,925.00
CLEAR CHANNEL WORLDWIDE175,000.00182,660.62
CLEARWATER SEAFOODS INC25,000.0026,072.87
CLEARWAY ENERGY OP LLC150,000.00157,873.50
CLEARWAY ENERGY OP LLC100,000.00103,034.75
CLEARWAY ENERGY OP LLC175,000.00178,059.00
CLEAVER-BROOKS INC75,000.0072,968.62
CLEVELAND-CLIFFS INC150,000.00143,598.37
CLEVELAND-CLIFFS INC25,000.0020,835.87
CLIFFS NATURAL RESOURCES72,000.0070,650.00
CLOUD CRANE LLC175,000.00179,373.25
CLOUD PEAK ENRGY RES/FIN59,000.0016,372.50
CLOUD PEAK ENRGY RES/FIN300,000.004,494.00
COEUR MINING INC100,000.00100,991.50
COGENT COMMUNICATIONS GR75,000.0078,585.90
COLFAX CORP50,000.0053,124.50
COLFAX CORP25,000.0027,062.50
COMMERCIAL METALS CO125,000.00130,364.37
COMMSCOPE FINANCE LLC125,000.00131,248.75
COMMSCOPE TECH FINANCE L275,000.00270,875.00
COMPASS MINERALS INTERNA200,000.00197,333.00
COMPASS MINERALS INTERNA100,000.00104,500.00
COMPRESSCO PARTNERS/FINA150,000.00133,546.80
CONNECT FINCO SARL/CONNE400,000.00415,000.00
CONSOL ENERGY INC50,000.0048,937.50
CONSOL MINING CORP100,000.0084,791.50
CONSOLIDATED ENERGY FIN150,000.00140,197.87
CONSTELLIUM NV250,000.00261,267.50
COOKE OMEGA/ALPHA VESSEL175,000.00175,632.10
COOPER-STANDARD AUTOMOTI150,000.00132,427.12
CORTES NP ACQUISITION100,000.00103,500.00
COVEY PARK ENERGY LLC/FI100,000.0077,791.50
CRC ESCROW ISSUER LLC125,000.00129,687.50
CREDIT ACCEPTANC150,000.00157,855.87
CRESTWOOD MID PARTNER LP75,000.0076,305.75
CRESTWOOD MID PARTNER LP325,000.00320,116.87
CRESTWOOD MIDSTREAM PART125,000.00125,938.75
CROWNROCK LP/CROWNROCK F200,000.00197,998.00
CSC HOLDINGS LLC200,000.00214,498.00
CSC HOLDINGS LLC250,000.00283,062.50
CSC HOLDINGS LLC200,000.00224,385.00
CSC HOLDINGS LLC675,000.00718,031.25
CSTN MERGER SUB INC100,000.0091,541.50
CSVC ACQUISITION CORP350,000.00199,645.25
DAE FUNDING LLC25,000.0025,259.68
DAE FUNDING LLC225,000.00233,381.25
DAE FUNDING LLC275,000.00279,810.57
DAE FUNDING LLC75,000.0078,374.25
DANA INC75,000.0076,781.25
DARLING INGREDIENTS INC50,000.0053,116.12
DCP MIDSTREAM OPERATING100,000.00107,054.00
DCP MIDSTREAM OPERATING475,000.00483,228.18
DELEK LOGISTICS PARTNERS150,000.00149,964.75
DELL INT LLC/EMC CORP119,000.00121,082.50
DELL INT LLC/EMC CORP25,000.0027,041.01
DELL INT LLC/EMC CORP175,000.00185,281.25
DELPHI JERSEY HOLDINGS50,000.0044,062.50
DENBURY RESOURCES INC320,000.00285,280.00
DENBURY RESOURCES INC75,000.0042,285.00
DIAMOND OFFSHORE DRILL50,000.0041,250.00
DIAMOND SPORTS GR/DIAMON250,000.00251,093.50
DIAMOND SPORTS GR/DIAMON250,000.00239,768.74
DIEBOLD INC75,000.0062,843.62
DIGICEL GROUP LTD401,000.00223,431.98
DIGICEL LIMITED400,000.00203,166.00
DISH DBS CORP25,000.0026,499.82
DISH DBS CORP50,000.0050,562.00
DISH DBS CORP250,000.00250,625.00
DONNELLEY FINANCIAL SOL200,000.00204,083.00
DOWNSTREAM DEVELOPMENT100,000.00105,291.50
DYNEGY INC25,000.0025,593.50
EAGLE HOLDING CO II LLC175,000.00177,276.22
EAGLE HOLDING CO II LLC75,000.0076,311.97
EG GLOBAL FINANCE PLC200,000.00200,500.00
ELDORADA RESORTS INC425,000.00449,539.50
ELDORADO RESORTS INC125,000.00130,833.12
EMBARQ CORP325,000.00334,376.25
ENDEAVOR ENERGY RESOURCE125,000.00131,272.18
ENDO FIN/ENDO LTD/E FINC491,000.00332,657.41
ENERGIZER GAMMA ACQ INC125,000.00133,924.68
ENERGIZER HOLDINGS INC150,000.00167,276.62
ENERGY TRANSFER75,000.0078,002.83
ENLINK MIDSTREAM PARTNER325,000.00290,932.68
ENLINK MIDSTREAM PARTNER75,000.0054,632.62
ENLINK MIDSTREAM PARTNER25,000.0017,585.87
ENLINK MIDSTREAM PARTNER25,000.0017,940.00
ENPRO INDUSTRIES INC100,000.00106,034.75
ENSIGN DRILLING INC225,000.00198,982.12
ENTEGRIS INC150,000.00155,935.87
ENTERPRISE DEVELOP AUTH150,000.00171,062.25
ENTERPRISE MERGER SUB IN100,000.0052,784.75
EP ENER/EVEREST ACQ FIN543,000.002,036.25
ESCROW NEWPAGE CORP 10%1,775,000.001,109.37
ESH HOSPITALITY INC525,000.00525,749.43
EVEREST ACQ LLC/FINANCE287,000.00618.08
EVERI PAYMENTS INC150,000.00160,937.25
EW SCRIPPS CO100,000.00101,666.50
EXELA INTERMED/EXELA FIN125,000.0045,312.50
EXTERRAN NRG SOLUTIONS/F225,000.00220,030.87
EXTRACTION OIL & GAS INC150,000.0063,427.12
EXTRACTION OIL & GAS LLC75,000.0032,656.12
F-BRASILE SPA/F-BRASILE200,000.00212,000.00
FAIR ISAAC CORP50,000.0050,765.00
FAIRSTONE FINANCIAL INC125,000.00134,739.37
FELCOR LODGING LP175,000.00183,822.62
FERRELLGAS LP/FERRELLGAS50,000.0030,394.37
FERRELLGAS LP/FERRELLGAS100,000.0085,291.50
FIDELITY & GUARANTY LIFE200,000.00213,562.00
FINANCIAL & RISK US HOLD175,000.00191,629.37
FIRST QUALITY FINANCE CO75,000.0078,031.12
FIRST QUANTUM MINERALS L800,000.00805,992.00
FIRSTCASH INC100,000.00103,916.50
FIVE POINT OP CO LP/FIVE75,000.0075,398.25
FLEX ACQUISITION CO INC75,000.0072,186.75
FLEX ACQUISITION CO INC125,000.00120,290.31
FONTAINEBLEAU LAS VEGAS11,815,760.0128,948.61
FORESTAR GROUP INC200,000.00216,083.00
FORTRESS TRANS & INFRAST25,000.0026,140.82
FORTRESS TRANS & INFRAST125,000.00128,489.37
FOUR FINANCE SA200,000.00179,258.80
FOXTROT ESCROW ISSUER150,000.00153,468.60
FREEPORT-MCMORAN C & G150,000.00145,110.00
FREEPORT-MCMORAN INC225,000.00229,900.50
FREEPORT-MCMORAN INC25,000.0025,813.12
FREEPORT-MCMORAN INC50,000.0051,938.75
FREEPORT-MCMORAN INC25,000.0025,183.06
FRONTIER COMMUNICATIONS1,125,000.00515,038.50
FRONTIER COMMUNICATIONS25,000.0011,375.00
FRONTIER COMMUNICATIONS150,000.00148,871.25
FRONTIER COMMUNICATIONS100,000.00103,607.25
FTS INTERNATIONAL INC150,000.0078,796.80
GARTNER INC125,000.00130,936.25
GATEWAY CASINOS & ENTERT200,000.00204,167.00
GCI LLC75,000.0081,312.37
GENWORTH HOLDINGS INC50,000.0050,956.87
GENWORTH HOLDINGS INC50,000.0051,804.00
GEO GROUP INC/THE100,000.0079,252.50
GLOBAL AIR LEASE CO LTD438,000.00444,570.00
GLP CAPITAL LP / FIN II75,000.0082,731.18
GMAC175,000.00239,806.43
GO DADDY OPCO/FINCO200,000.00210,964.50
GOLDEN ENTERTAINMENT INC150,000.00159,355.87
GOLDEN NUGGET INC275,000.00285,309.75
GOLDEN NUGGET INC450,000.00480,933.00
GOLDMAN SACHS GROUP INC150,000.00153,468.75
GOLDMAN SACHS GROUP INC55,000.0055,749.10
GOLDMAN SACHS GROUP INC125,000.00126,442.50
GRAHAM HOLDINGS CO125,000.00133,480.93
GRANITE HOLDINGS US ACQU150,000.00142,177.12
GRAPHIC PACKAGING INTERN50,000.0053,357.62
GRAY ESCROW INC75,000.0083,263.31
GRAY TELEVISION INC150,000.00156,646.50
GRAY TELEVISION INC300,000.00319,446.75
GREAT LAKES DREDGE&DOCK125,000.00133,017.25
GREIF INC100,000.00106,482.25
GRIFFON CORPORATION475,000.00479,152.92
GRINDING MED/MC GRINDING175,000.00175,439.25
GROUP 1 AUTOMOTIVE INC200,000.00202,248.60
GTCR AP FINANCE INC75,000.0077,276.06
GULFPORT ENERGY CORP25,000.0015,687.50
GULFPORT ENERGY CORP200,000.00123,583.00
H&E EQUIPMENT SERVICES250,000.00264,478.75
HARLAND CLARKE HLDINGS64,000.0064,204.28
HARLAND CLARKE HOLDINGS225,000.00168,257.70
HARLAND ESCROW CORP175,000.00163,257.50
HAT HOLDINGS I LLC/HAT175,000.00185,279.50
HCA INC75,000.0083,155.72
HCA INC50,000.0055,389.50
HCA INC150,000.00182,309.25
HCA INC150,000.00179,812.50
HCA INC50,000.0057,101.25
HCA INC50,000.0055,751.25
HCA INC250,000.00284,768.74
HCA INC25,000.0026,505.23
HEALTHSOUTH CORP29,000.0029,362.79
HECLA MINING CO150,000.00149,493.75
HELLAS II5,050,000.000.00
HERTZ CORP100,000.00106,687.50
HERTZ CORP275,000.00272,593.75
HESS INF PART / FIN CORP150,000.00157,818.37
HESS MIDSTREAM PARTNERS175,000.00176,968.75
HEXION INC50,000.0050,751.24
HILL-ROM HOLDINGS INC50,000.0051,420.12
HILLMAN GROUP INC170,000.00154,328.04
HILTON DOMESTIC OPERATIN325,000.00342,500.43
HILTON DOMESTIC OPERATIN100,000.00106,732.25
HLF FIN SARL LLC/HERBALI75,000.0079,054.68
HOLLY ENERGY PARTNERS LP125,000.00130,396.25
HUB INTERNATIONAL LTD225,000.00234,568.12
HUDBAY MINERALS INC75,000.0077,218.87
HUDBAY MINERALS INC150,000.00152,941.50
HUGHES SATELLITE SYSTEMS250,000.00277,439.37
HUNT COS INC175,000.00173,654.68
IAA SPINCO INC100,000.00105,767.73
IAMGOLD CORP200,000.00206,417.00
ICAHN ENTERPRISES/FIN350,000.00361,810.05
ICAHN ENTERPRISES/FIN350,000.00359,187.50
ICAHN ENTERPRISES/FIN100,000.00105,501.00
ICAHN ENTERPRISES/FIN300,000.00320,812.20
IHEARTCOMMUNICATIONS INC52,867.0057,459.76
IHEARTCOMMUNICATIONS INC5,375.005,899.78
IHEARTCOMMUNICATIONS INC175,000.00181,129.37
IHEARTCOMMUNICATIONS INC125,000.00126,093.75
ILFC E-CAPITAL TRUST I470,000.00374,364.40
INCEPTION MRGR/RACKSPACE150,000.00143,812.50
INDALEX HOLDING3,767,000.0075,340.00
INDIGO NATURAL RES LLC175,000.00157,058.12
INEOS GROUP HOLDINGS SA200,000.00205,938.00
INFOR US INC325,000.00331,091.47
INGLES MARKETS INC75,000.0076,686.75
INMARSAT FINANCE PLC100,000.00101,399.30
INMARSAT FINANCE PLC25,000.0026,260.37
INN OF THE MOUNTAIN GODS104,416.00104,154.96
INSTALLED BUILDING PRODU75,000.0079,286.43
INTELSAT CONNECT FINANCE375,000.00210,937.50
INTELSAT JACKSON HLDG225,000.00187,312.50
INTELSAT JACKSON HLDG475,000.00403,750.00
INTELSAT LUXEMBOURG SA175,000.0080,498.25
IRB HOLDING CORP125,000.00131,605.93
IRON MOUNTAIN INC25,000.0025,343.50
IRON MOUNTAIN INC175,000.00178,906.43
ISTAR INC25,000.0025,999.75
ITALICS MERGER SUB100,000.00101,874.00
JACK OHIO FIN LLC/FIN 1175,000.00185,992.10
JACOBS ENTERTAINMENT INC325,000.00345,447.37
JAGGED PEAK ENERGY LLC125,000.00127,171.56
JBS USA LLC/JBS USA FINA50,000.0051,625.00
JBS USA LLC/JBS USA FINA50,000.0052,020.75
JBS USA/FOOD/FINANCE175,000.00193,751.68
JBS USA/FOOD/FINANCE175,000.00187,310.81
JC PENNEY CORP INC125,000.0072,864.37
JC PENNEY CORPORATION IN100,000.0031,500.00
JEFFERIES FIN LLC / JFIN200,000.00207,974.50
JELD-WEN INC75,000.0076,444.87
JPMORGAN CHASE & CO275,000.00312,368.37
JPMORGAN CHASE & CO125,000.00137,198.75
JPMORGAN CHASE & CO150,000.00165,455.25
JPMORGAN CHASE & CO75,000.0075,681.00
K HOVNANIAN ENTERPRISES79,000.0064,780.00
K HOVNANIAN ENTERPRISES79,000.0029,230.00
KAISER ALUMINUM CORP100,000.00103,292.75
KB HOME100,000.00108,165.00
KB HOME25,000.0028,260.37
KB HOME75,000.0085,966.87
KB HOME75,000.0076,593.75
KCA DEUTAG UK FINANCE PL200,000.00134,562.40
KEHE DISTRIBUTORS LLC/FI75,000.0078,140.62
KENNEDY-WILSON INC200,000.00206,248.00
KFC HLD/PIZZA HUT/TACO150,000.00155,811.00
KFC HLD/PIZZA HUT/TACO150,000.00157,473.37
KINROSS GOLD CORP125,000.00131,137.18
KIRS MIDCO 3 PLC200,000.00198,998.00
KISSNER GR HLDG175,000.00183,312.50
KRATON POLYMERS LLC/CAP250,000.00256,797.50
L BRANDS INC50,000.0050,938.74
L BRANDS INC25,000.0021,502.50
LADDER CAP FIN LLLP/CORP225,000.00233,998.42
LAMAR MEDIA CORP50,000.0051,062.00
LAMAR MEDIA CORP25,000.0026,589.31
LENNAR CORP300,000.00309,450.00
LENNAR CORP50,000.0054,767.37
LEVEL 3 FINANCING INC21,000.0021,119.07
LEVEL 3 FINANCING INC400,000.00407,242.00
LHMC FINCO SARL200,000.00212,125.00
LIONS GATE CAPITAL HOLD200,000.00197,498.00
LIONS GATE CAPITAL HOLD100,000.0097,761.50
LITHIA MOTORS INC100,000.00104,791.50
LITHIA MOTORS INC50,000.0050,812.50
LIVE NATION ENTERTAINMEN75,000.0080,088.56
LIVE NATION ENTERTAINMEN175,000.00180,683.12
LONESTAR RESOURCES AMERI75,000.0052,875.00
LPL HOLDINGS INC50,000.0050,750.00
LTF MERGER SUB INC800,000.00818,332.00
LUCENT TECHNOLOGIES75,000.0079,912.50
MAGNOLIA OIL GAS/MAG FIN50,000.0050,357.62
MALLINCKRODT FIN/SB25,000.0017,392.30
MALLINCKRODT FIN/SB150,000.0050,312.25
MARRIOTT OWNERSHIP RESOR25,000.0027,296.85
MARRIOTT OWNERSHIP RESOR225,000.00230,703.18
MASONITE INTERNATIONAL C50,000.0053,392.37
MASONITE INTERNATIONAL C75,000.0079,861.68
MATADOR RESOURCES CO225,000.00224,443.12
MATCH GROUP INC50,000.0051,607.62
MATCH GROUP INC25,000.0026,446.18
MATTEL INC75,000.0079,311.00
MATTEL INC50,000.0051,125.00
MATTEL INC25,000.0020,273.37
MATTHEWS INTERNATIONAL C125,000.00120,364.37
MCDERMOTT ESCROW 1/ESC 275,000.007,335.75
MEDNAX INC75,000.0077,158.12
MEG ENERGY CORP125,000.00123,475.31
MEG ENERGY CORP175,000.00173,031.25
MELCO RESORTS FINANCE200,000.00205,722.80
MELCO RESORTS FINANCE200,000.00203,424.44
MERCER INTL INC235,000.00244,497.52
MERCER INTL INC100,000.00106,708.50
MERISANT ESCROW4,750,000.000.00
MERITAGE HOMES CORP300,000.00336,874.50
MERLIN ENTERTAINMENTS PL200,000.00217,569.50
MGIC INVESTMENT CORP150,000.00165,812.25
MGM GROWTH/MGM FINANCE50,000.0056,086.00
MGM RESORTS INTL100,000.00111,875.00
MGM RESORTS INTL250,000.00274,593.75
MICHAELS STORES INC50,000.0045,886.25
MICRON TECHNOLOGY INC25,000.0027,028.14
MICRON TECHNOLOGY INC25,000.0027,487.52
MIDAS INT HOLDCO II/FIN200,000.00174,562.40
MIDWEST VANADIUM PTY LTD186,458.05279.68
MIRABELA NICKEL LTD SUBO5,379.740.00
MOHEGAN TRIBAL GAMING AU250,000.00243,353.75
MOOD MEDIA BORROWER LLC116,984.0094,757.04
MOSS CREEK RESOURCES HLD150,000.00100,927.12
MOUNTAIN PROVINCE DIAMON75,000.0072,281.25
MPH ACQUISITION HOLDINGS175,000.00163,845.50
MPT OPER PARTNERSP/FINL75,000.0077,343.75
MPT OPER PARTNERSP/FINL125,000.00130,546.87
MSCI INC100,000.00104,732.25
MSCI INC50,000.0050,250.00
MTS SYSTEMS CORP50,000.0052,392.36
MURPHY OIL CORP125,000.00131,723.75
MURPHY OIL CORP158,000.00162,540.92
MURPHY OIL CORP225,000.00230,343.75
MURPHY OIL USA INC50,000.0052,741.12
NABORS INDUSTRIES INC25,000.0024,084.37
NABORS INDUSTRIES INC25,000.0022,500.00
NABORS INDUSTRIES INC100,000.0081,291.50
NATHAN'S FAMOUS INC75,000.0076,125.00
NATIONAL CINEMEDIA LLC25,000.0024,258.68
NATIONSTAR MORT/CAP CORP125,000.00125,546.87
NATIONSTAR MTG150,000.00160,453.50
NATIONSTAR MTG50,000.0055,812.50
NAVIENT CORP50,000.0050,953.12
NAVIENT CORP75,000.0079,953.75
NAVIENT CORP75,000.0081,562.50
NAVIENT CORP200,000.00223,748.00
NAVIENT CORP450,000.00482,620.50
NAVIENT CORP150,000.00163,125.00
NAVIENT CORP150,000.00161,772.75
NAVIOS MARITIME ACQ CORP225,000.00176,568.75
NCL CORP LTD182,000.00184,629.90
NCL CORPORATION LTD50,000.0050,250.00
NCR CORP125,000.00125,425.00
NCR CORP175,000.00183,718.93
NCR CORP175,000.00185,906.43
NETFLIX INC50,000.0053,062.50
NETFLIX INC157,000.00163,087.67
NETFLIX INC150,000.00165,003.75
NETFLIX INC200,000.00225,864.50
NETFLIX INC100,000.00105,747.50
NETFLIX INC175,000.00177,625.00
NEW ENTERPRISE STONE & L275,000.00289,867.05
NEW ENTERPRISE STONE & L100,000.00105,380.75
NEWELL RUBBERMAID INC200,000.00207,722.86
NEWELL RUBBERMAID INC275,000.00281,726.47
NEWMARK GROUP INC100,000.00109,275.61
NEXSTAR ESCROW INC275,000.00289,904.31
NEXTERA ENERGY OPERATING150,000.00154,876.50
NEXTERA ENERGY OPERATING125,000.00129,160.00
NEXTERA ENERGY OPERATING225,000.00224,859.15
NFP CORP250,000.00245,627.50
NFP CORP100,000.00100,541.50
NGPL PIPECO LLC175,000.00181,076.36
NINE ENERGY SERVICE INC50,000.0037,587.50
NMG FINCO PLC200,000.00193,130.00
NOBLE HOLDING INTL LTD99,000.0046,818.58
NOBLE HOLDING INTL LTD25,000.008,210.87
NOBLE HOLDING INTL LTD75,000.0028,382.62
NOKIA OYJ75,000.0075,936.97
NORTHWEST ACQ/DOMINION100,000.0070,249.35
NOVA CHEMICALS CORP125,000.00127,790.31
NOVELIS CORP25,000.0026,359.75
NOVELIS CORP450,000.00476,357.62
NRG ENERGY INC150,000.00163,155.37
NRG ENERGY INC275,000.00295,068.80
NUSTAR LOGISTICS LP50,000.0053,218.70
NWH ESCROW CORP125,000.0064,375.00
OASIS PETROLEUM INC100,000.0098,500.00
OASIS PETROLEUM INC75,000.0070,312.50
OASIS PETROLEUM INC75,000.0054,564.37
OCI NV200,000.00209,200.00
OCI NV200,000.00207,500.00
OI EUROPEAN GROUP BV100,000.00100,666.50
OLIN CORP75,000.0078,564.37
OLIN CORP75,000.0075,556.87
OPEN TEXT CORP125,000.00133,415.31
ORTHO-CLINICAL DIAGNOSTI400,000.00399,373.40
OWENS-BROCKWAY125,000.00133,906.25
OXFORD FIN LLC/CO-ISS II125,000.00129,257.75
PACIFIC GAS & ELECTRIC125,000.00130,550.00
PACIFIC GAS & ELECTRIC175,000.00179,392.50
PACIFIC GAS & ELECTRIC75,000.0076,757.62
PACIFIC GAS & ELECTRIC25,000.0024,315.00
PANTHER BF AGGREGATOR 250,000.0052,126.25
PAR PHARMACEUTICAL INC25,000.0024,219.37
PARK AEROSPACE HOLDINGS350,000.00373,244.20
PARK-OHIO INDUSTRIES INC75,000.0074,390.81
PARKLAND FUEL CORP50,000.0053,366.12
PARKLAND FUEL CORP100,000.00107,589.50
PARSLEY ENERGY LLC/FINAN225,000.00232,968.37
PATRICK INDUSTRIES INC175,000.00186,435.81
PATTERN ENERGY GROUP INC100,000.00103,373.50
PBF LOGISTICS LP/FINANCE245,000.00253,572.55
PDC ENERGY INC25,000.0024,979.12
PENSKE AUTO GROUP INC275,000.00278,435.57
PERFORMANCE FOOD GROUP I75,000.0080,158.12
PETRA DIAMONDS US TREAS200,000.00132,498.70
PETROBAKKEN ENERGY LTD450,000.000.00
PGT ESCROW ISSUER INC100,000.00107,034.75
PILGRIM'S PRIDE CORP100,000.00103,751.00
PILGRIM'S PRIDE CORP75,000.0081,455.43
PIONEER HOLDING/FINANCE125,000.00130,351.50
PLASTIPAK HOLDINGS INC200,000.00168,500.00
PLATFORM SPECIALTY PROD175,000.00183,310.75
POLARIS INTERMEDIATE225,000.00196,311.03
POST HOLDINGS INC75,000.0078,562.50
POST HOLDINGS INC50,000.0052,531.12
POST HOLDINGS INC275,000.00294,943.68
POST HOLDINGS INC125,000.00133,727.81
PRECISION DRILLING CORP150,000.00133,177.12
PRESTIGE BRANDS INC75,000.0075,247.50
PRESTIGE BRANDS INC125,000.00130,157.50
PRESTIGE BRANDS INC50,000.0052,125.00
PRIME SECSRVC BRW/FINANC65,000.0068,351.72
PRIME SECSRVC BRW/FINANC75,000.0078,375.75
QORVO INC100,000.00106,262.60
QORVO INC100,000.00103,437.50
RADIAN GROUP INC175,000.00185,353.87
RADIAN GROUP INC50,000.0052,844.37
RANGE RESOURCES CORP150,000.00144,796.80
RANGE RESOURCES CORP100,000.0095,000.00
RANGE RESOURCES CORP25,000.0021,999.75
REVLON ESCROW CORP50,000.0024,645.75
REYNOLDS GRP ISS/REYNOLD125,000.00129,609.37
RHP HOTEL PPTY/RHP FINAN150,000.00153,437.25
RITCHIE BROS AUCTIONEERS150,000.00156,561.00
RITE AID CORP50,000.0041,687.50
ROCKIES EXPRESS PIPELINE25,000.0025,758.37
ROCKPOINT GAS STORAGE CA100,000.0098,791.50
ROYAL BK SCOTLND GRP PLC200,000.00205,520.00
RP CROWN PARENT LLC275,000.00285,426.62
RRI ENERGY ESCROW50,000.000.00
SALEM MEDIA GROUP INC.75,000.0068,625.00
SANCHEZ ENERGY CORP342,000.0017,100.00
SANCHEZ ENERGY CORP325,000.0014,625.00
SANJEL CORP200,000.000.00
SANJEL CORP7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SANJEL CORP ZCPN7,500.000.00
SBA COMMUNICATIONS CORP225,000.00230,060.92
SCHWEITZER-MAUDUIT INTL100,000.00108,034.75
SCIENTIFIC GAMES INTERNA125,000.00131,875.00
SCIENTIFIC GAMES INTERNA125,000.00132,812.50
SCOTTS MIRACLE-GRO CO125,000.00126,871.87
SCRIPPS ESCROW INC50,000.0052,053.62
SEALED AIR CORP150,000.00152,250.00
SELECT MEDICAL CORP150,000.00160,875.00
SERVICE CORP INTL50,000.0053,563.75
SESI LLC100,000.0077,000.00
SESI LLC125,000.0073,801.87
SEVEN GENERATIONS ENERGY200,000.00197,998.00
SEVENTY SEVEN ESCROW175,000.000.00
SHELF DRILL HOLD LTD175,000.00151,814.25
SINCLAIR TELEVISION GROU75,000.0078,401.06
SINCLAIR TELEVISION GROU175,000.00176,352.31
SINCLAIR TELEVISION GROU75,000.0075,095.25
SIRIUS XM RADIO INC225,000.00230,623.42
SIRIUS XM RADIO INC125,000.00131,406.25
SIRIUS XM RADIO INC100,000.00105,252.50
SIRIUS XM RADIO INC200,000.00216,424.98
SLM CORP525,000.00569,625.00
SM ENERGY CO50,000.0044,895.75
SOLERA LLC / SOLERA FINA200,000.00212,498.00
SONIC AUTOMOTIVE INC175,000.00182,498.31
SOUTHWESTERN ENERGY CO63,000.0053,549.37
SPECTRUM BRANDS INC50,000.0051,295.12
SPEEDWAY MOT/SPEEDWAY FD50,000.0050,125.00
SPRINGLEAF FINANCE CORP175,000.00203,947.62
SPRINGLEAF FINANCE CORP225,000.00258,747.75
SPRINGLEAF FINANCE CORP400,000.00464,250.00
SPRINGLEAF FINANCE CORP325,000.00364,463.93
SPRINGLEAF FINANCE CORP50,000.0052,250.00
SPRINT CAPITAL CORP775,000.00915,488.12
SPRINT COMMUNICATIONS175,000.00200,429.60
SPRINT COMMUNICATIONS25,000.0026,397.25
SPRINT CORP375,000.00410,625.00
SPRINT CORP75,000.0081,611.25
SPX FLOW INC100,000.00104,666.50
SPX FLOW INC100,000.00105,659.75
SRC ENERGY INC50,000.0049,999.50
SS&C TECHNOLOGIES INC350,000.00376,031.25
STANDARD INDUSTRIES INC25,000.0025,531.00
STANDARD INDUSTRIES INC50,000.0051,491.12
STAPLES INC150,000.00156,562.35
STAPLES INC250,000.00260,306.25
STAR MERGER SUB INC75,000.0082,078.12
STAR MERGER SUB INC325,000.00366,379.81
STARS GRP HLDS/STARS GRP75,000.0081,504.56
STEVENS HOLDING CO INC75,000.0081,776.06
SUBURBAN PROPANE PARTNRS300,000.00307,497.00
SUMMIT MATERIALS LLC/FIN50,000.0051,427.00
SUMMIT MATERIALS LLC/FIN50,000.0054,017.37
SUMMIT MID HLDS LLC / FI225,000.00194,554.80
SUMMIT MID HLDS LLC / FI75,000.0056,468.62
SUMMIT MIDSTREAM PARTNER100,000.0055,571.50
SUNEDISON INC ESCROW250,000.000.00
SUNOCO LP/FINANCE CORP225,000.00230,441.62
SUNOCO LP/FINANCE CORP25,000.0026,008.68
SUNOCO LP/FINANCE CORP175,000.00185,902.93
T-MOBILE USA INC125,000.00128,905.37
T-MOBILE USA INC75,000.0076,593.75
T-MOBILE USA INC100,000.00104,458.00
T-MOBILE USA INC150,000.00156,445.50
T-MOBILE USA INC125,000.00129,530.00
T-MOBILE USA INC50,000.0051,531.12
T-MOBILE USA INC225,000.00237,661.87
TALEN ENERGY SUPPLY LLC75,000.0063,550.68
TALEN ENERGY SUPPLY LLC25,000.0025,558.06
TALEN ENERGY SUPPLY LLC75,000.0073,567.68
TALLGRASS NRG PRTNR/FIN75,000.0072,843.00
TALLGRASS NRG PRTNR/FIN100,000.0097,999.00
TARGA RESOURCES PARTNERS175,000.00177,185.75
TARGA RESOURCES PARTNERS75,000.0077,436.75
TARGA RESOURCES PARTNERS50,000.0053,876.25
TARGA RESOURCES PARTNERS225,000.00224,477.41
TARGA RESOURCES PARTNERS225,000.00245,913.18
TARGA RESOURCES PARTNERS100,000.00100,875.00
TASEKO MINES LTD250,000.00212,578.00
TAYLOR MORRISON COMM100,000.00107,784.75
TECK RESOURCES LIMITED75,000.0076,150.32
TECK RESOURCES LIMITED50,000.0051,304.82
TEGNA INC150,000.00151,312.50
TELECOM ITALIA CAPITAL250,000.00268,330.62
TELECOM ITALIA CAPITAL25,000.0029,277.50
TELESAT CANADA/TELESAT L75,000.0076,229.25
TELESAT CANADA/TELESAT L75,000.0077,533.12
TEMPO ACQUISITION LLC/FI275,000.00282,559.75
TENET HEALTHCARE CORP200,000.00219,000.00
TENET HEALTHCARE CORP200,000.00207,062.00
TENET HEALTHCARE CORP75,000.0077,998.50
TENET HEALTHCARE CORP275,000.00287,031.25
TENET HEALTHCARE CORP25,000.0026,937.50
TENET HEALTHCARE CORP275,000.00288,337.50
TENNANT CO100,000.00104,666.50
TENNECO INC225,000.00204,703.87
TENNECO INC25,000.0021,656.87
TERRAFORM POWER OPERATIN75,000.0076,968.00
TERRAFORM POWER OPERATIN125,000.00126,403.12
TESLA INC525,000.00505,963.50
TEXAS COMPETITIVE ESCROW225,000.00562.50
TITAN INTERNATIONAL INC200,000.00166,583.00
TMS INTERNATIONAL CORP100,000.0085,291.50
TOPBUILD ESCROW CORP150,000.00157,552.12
TOPS HOLDING II ESCROW307,000.000.00
TOWNSQUARE MEDIA INC250,000.00251,978.75
TPC GROUP INC150,000.00151,498.50
TRANSDIGM INC175,000.00182,656.25
TRANSDIGM INC200,000.00216,146.80
TRANSDIGM INC200,000.00216,964.50
TRANSDIGM INC650,000.00653,656.25
TRANSDIGM UK HOLDINGS200,000.00212,180.50
TRANSMONTAIGE PARTNERS100,000.0095,965.25
TRANSOCEAN GUARDIAN LTD22,250.0022,527.90
TRANSOCEAN INC100,000.0095,281.20
TRANSOCEAN INC200,000.00206,000.00
TRANSOCEAN INC25,000.0023,257.75
TRANSOCEAN INC75,000.0068,476.68
TRANSOCEAN PONTUS LTD66,750.0067,750.58
TRANSOCEAN POSEIDON50,000.0051,366.12
TRANSOCEAN SEDCO FOREX100,000.0069,252.50
TRANSOCEAN SENTRY LTD75,000.0075,374.25
TRI POINTE GROUP INC150,000.00155,979.75
TRI POINTE HOLDINGS INC250,000.00270,728.75
TRIANGLE USA PETROLEUM125,000.000.00
TRIDENT MERGER SUB INC75,000.0066,406.12
TRIDENT TPI HOLDINGS INC100,000.0094,791.50
TRINSEO OP / TRINSEO FIN150,000.00151,425.00
TRIUMPH GROUP INC50,000.0052,720.50
TRIUMPH GROUP INC100,000.00104,791.50
TRIVIUM PACKAGING FIN200,000.00210,874.80
TRONOX FINANCE PLC200,000.00200,583.00
TULLOW OIL PLC200,000.00200,550.00
TULLOW OIL PLC200,000.00199,198.00
TWIN RIVER WORLDWIDE HLD50,000.0051,392.37
TWITTER INC50,000.0050,000.00
UBER TECHNOLOGIES INC75,000.0078,186.75
UBER TECHNOLOGIES INC50,000.0050,110.75
UNITED RENTALS NORTH AM75,000.0080,664.37
UNITED RENTALS NORTH AM25,000.0027,519.31
UNITED RENTALS NORTH AM50,000.0050,625.00
UNITED STATES STEEL CORP125,000.00109,065.62
UNITI GROUP/CSL CAPITAL125,000.00103,436.25
UNIVAR SOLUTIONS USA INC100,000.00102,500.00
UNIVISION COMMUNICATIONS24,000.0024,397.48
UNIVISION COMMUNICATIONS175,000.00169,715.00
UPC HOLDING BV200,000.00202,464.50
UPCB FINANCE IV LTD200,000.00205,980.00
US AIRWAYS 2012-2B PTT67,418.5170,875.38
US CONCRETE INC75,000.0078,280.50
USA COM PART/USA COM FIN175,000.00179,702.95
USA COM PART/USA COM FIN125,000.00126,715.62
USI INC175,000.00176,748.25
VALEANT PHARMACEUTICALS16,000.0016,098.16
VALEANT PHARMACEUTICALS725,000.00826,500.00
VECTOR GROUP LTD50,000.0048,124.00
VECTOR GROUP LTD175,000.00179,781.43
VERITAS US INC/BERMUDA L200,000.00185,643.00
VERSCEND HOLDING CORP150,000.00163,691.25
VERTIV INT HOLD CORP575,000.00576,616.90
VICI PROPERTIES / NOTE75,000.0077,062.50
VICI PROPERTIES / NOTE50,000.0052,000.00
VIKING CRUISES LTD100,000.00104,291.50
VIKING CRUISES LTD125,000.00134,509.06
VINE OIL & GAS LP / FIN225,000.0092,981.25
VIPER ENERGY PARTNERS LP175,000.00182,879.37
VIRGIN AUSTRALIA HOLDING50,000.0049,562.50
VISTAJET MALTA/XO MGMT125,000.00120,311.25
VISTRA OPERATIONS CO LLC150,000.00151,168.12
VISTRA OPERATIONS CO LLC75,000.0078,924.18
VISTRA OPERATIONS CO LLC275,000.00288,594.61
VISTRA OPERATIONS CO LLC100,000.00101,710.97
VODAFONE GROUP PLC105,000.00121,871.55
WABASH NATIONAL CORP100,000.0099,166.50
WARRIOR MET COAL LLC62,000.0062,387.19
WEATHERFORD BERMUDA75,000.0019,875.00
WEEKLEY HOMES LLC/ FINAN250,000.00251,353.75
WEEKLEY HOMES LLC/ FINAN175,000.00180,760.12
WELLCARE HEALTH PLANS125,000.00134,004.06
WERNER FINCO LP/INC300,000.00270,874.50
WEST STREET MERGER SUB225,000.00218,810.25
WESTERN DIGITAL CORP75,000.0077,491.87
WHITING PETROLEUM CORP75,000.0044,810.61
WILDHORSE RESOURCE DEVEL250,000.00239,372.50
WILLIAM LYON HOMES INC14,000.0014,026.25
WILLIAM LYON HOMES INC100,000.00104,666.50
WILLIAM LYON HOMES INC200,000.00207,166.00
WILLIAM LYON HOMES INC75,000.0080,838.56
WILLIAMS COMPANIES INC100,000.00103,315.62
WILLIAMS COS INC148,000.00161,589.93
WILLIAMS SCOTSMAN INTL175,000.00184,916.37
WINDSTREAM SRVC / FIN87,000.0083,084.13
WMG ACQUISITION CORP75,000.0077,071.12
WMG ACQUISITION CORP100,000.00105,534.75
WPX ENERGY INC75,000.0084,406.12
WPX ENERGY INC75,000.0075,564.37
WYNN LAS VEGAS LLC/CORP200,000.00210,810.00
WYNN MACAU LTD200,000.00204,498.00
WYNN RESORTS FINANCE LLC75,000.0079,640.62
XPLORNET COMMUNICATIONS123,038.00123,383.98
XPO LOGISTICS INC81,000.0082,570.02
XPO LOGISTICS INC85,000.0087,974.15
YUM! BRANDS INC125,000.00130,640.62
ZAYO GROUP LLC/ZAYO CAP200,000.00205,684.00
ZAYO GROUP LLC/ZAYO CAP25,000.0025,862.25
ZAYO GROUP LLC/ZAYO CAP425,000.00436,282.68
ZIGGO BOND CO BV350,000.00366,562.87
CITIGROUP INC 6.8750% Series K206,725.00229,464.75※
小計銘柄数:843163,169,552.15121,127,215.31
(13,154,415,582)
組入時価比率:90.8%100.0%
合計13,154,415,582
(13,154,415,582)
合計13,154,804,850
(13,154,804,850)

(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2019年12月 9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119,551,300-119,449,000102,300
米ドル119,551,300-119,449,000102,300
合計119,551,300-119,449,000102,300

(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。
第3 その他特定資産の明細表(2019年12月9日現在)
特定資産の種類数量帳簿価額評価額評価損益備考
(銘柄名)単価金額単価金額
貸付債権
米ドル
AIR METHODS CORP TRM96,625.0084.6781,812.3882.6779,876.69△1,935.69
ALERIS INTERNATI INI TRM123,437.50100.21123,696.71100.04123,488.97△207.74
ALTRA INDUSTRIAL TL67,723.8997.5066,030.7999.6067,452.991,422.20
ASURION REPLACE B6 TRM94,864.0998.0092,966.80100.1995,041.962,075.16
ASURION(LONESTAR) B4 IRL203,821.2398.21200,172.82100.33204,500.564,327.74
BIG RIVER STEEL TL48,877.17100.5649,150.8898.8848,327.30△823.58
BOSTON GENERATING TRM 2L1,357,664.130.000.000.000.000.00
BOYD GMNG REFINNCNG TL B45,455.3499.1245,055.33100.3645,617.66562.33
BURGER KING CORP TL B4#1111,984.9497.49109,185.31100.00111,984.942,799.63
CAESARS ENTERTIMNT TRM B163,166.6796.93158,157.45100.22163,530.855,373.40
CALIFORNIA RESOURCES TRM50,000.00105.7552,875.0057.7928,892.85△23,982.15
CAMELOT FINANCE TRM100,000.0099.7599,750.00100.38100,375.00625.00
CENGAGE LERNNG ACQS B TL124,677.8496.67120,526.0692.67115,534.83△4,991.23
CITGO PETROLEUM TRM B125,000.0098.50123,125.00101.00126,250.003,125.00
CLEAR CHANNEL OUTD TRM B75,000.0099.5074,625.00100.4275,316.42691.42
CONSOLIDATED INITIAL TRM172,812.5098.25169,788.2896.00165,900.00△3,888.28
DIAMOND SPORTS B TRM75,000.0099.5074,625.0099.6374,718.7593.75
DUN AND BRDST INITIAL TL50,000.0099.9849,990.00100.8850,437.50447.50
FLEX ACQUISITION INI TRM129,734.0496.24124,869.0197.91127,017.662,148.65
FLEX ACQUISITION TRM 032,375.9396.242,286.5997.912,326.1839.59
FOUNDATION BUILDING B TL124,062.5096.87120,179.34100.19124,295.114,115.77
GATEWAY CASINOS INI TRM148,125.0098.68146,169.7598.79146,335.20165.45
GENWORTH HOLDING INI TRM73,875.00100.8774,517.7199.8173,736.48△781.23
GLOBAL AVIATION 2ND LIEN276,371.440.000.000.000.000.00
GOLDEN NUGGET TRM B60,281.0798.4059,322.60100.3860,507.121,184.52
GOLDEN NUGGET TRM B0253,247.5998.4152,401.62100.3853,447.261,045.64
GOLDEN NUGGET TRM B095,814.9098.405,722.44100.385,836.70114.26
HILTON WORLDWIDE B2 TRM50,000.0099.3549,675.00100.5450,268.75593.75
HUB INTERNATION 2019 IRL225,000.0098.50221,625.00100.33225,731.254,106.25
HUB INTERNATIONAL TL123,125.0097.06119,508.2099.16122,086.072,577.87
HUB INTERNATIONAL TL07312.5097.06303.3299.16309.866.54
IAA SPINCO TRM B48,625.0099.7548,503.43100.5048,868.12364.69
KEANE GROUP INITIAL TRM49,375.0094.2546,535.9393.8346,330.19△205.74
LIFE TIME FITNESS #1 B387,900.6197.59378,588.56100.22388,749.3310,160.77
LIFE TIME FITNESS TL B10992.0797.59968.25100.22994.2425.99
MAUSER PACKAGING TL242,644.8196.50234,152.2597.93237,609.933,457.68
MAUSER PACKAGING TL 10622.1796.49600.3997.93609.258.86
MOTION FINCO INITIAL TL44,191.9299.7444,081.44100.7144,504.93423.49
MOTION FINCO LLC DD TL5,808.0899.755,793.56100.715,849.2155.65
MRO HOLDINGS INI TL0220,461.1999.4920,356.8398.7520,205.42△151.41
MRO HOLDINGS INI TL0310,051.5499.4910,000.2798.759,925.89△74.38
MRO HOLDINGS INITIAL TRM69,237.2799.5068,891.0898.7568,371.80△519.28
MULTIPLAN INITIAL TL155,243.9997.45151,285.2695.45148,180.38△3,104.88
NASCAR Initial TL119,680.8599.35118,902.92100.91120,765.391,862.47
NATIONAL INTERGOV TRM173,746.8699.01172,026.7699.75173,312.491,285.73
NAVISTAR B TRM171,193.4697.87167,547.0399.17169,766.902,219.87
NEXSTAR BROADCAST TRM B4150,000.0099.32148,980.00100.50150,750.001,770.00
NUMERICABLE $ TLB13 IRL371,250.0094.43350,571.3799.46369,238.9318,667.56
PANTHER BF AGGRE 2ND TLB250,000.0099.00247,500.00100.44251,093.753,593.75
PARKER DRILLING 2ND17,341.9191.7115,904.2699.0017,168.491,264.23
PRAIRIE ECI ACQUIOR TRM73,125.0099.2572,576.5695.9270,139.08△2,437.48
PRISO ACQUISI TL B166,108.1096.87160,908.9197.00161,124.85215.94
RADIATE CLOSING DATE TL121,875.0097.50118,828.1299.92121,773.472,945.35
RHP HOTEL PROP B TRM NEW76,912.8698.5075,759.16100.3877,201.281,442.12
SERTA SIMMONS TRM 2L166,133.3373.58122,246.3827.8046,185.06△76,061.32
SINCLAIR TELEVI TRM B-2b75,000.0099.5074,625.00100.1575,112.50487.50
SS&C TECHNOLOGIES TL B-328,939.0699.8928,907.22100.5029,083.75176.53
SS&C TECHNOLOGIES TL B-418,838.0399.8918,817.30100.5018,932.22114.92
STAPLES 2019 RFNIG B1 TL149,250.0099.00147,757.5099.31148,223.90466.40
UFC TRM 1ST LIEN147,493.2799.54146,829.44100.53148,267.601,438.16
UNIFRAX USD TERM LOAN49,625.0099.4949,371.9182.5040,940.62△8,431.29
UNITED SITE INI TRM 1L98,000.0098.8796,892.6099.8397,836.63944.03
VISTRA ENERGY 2018 IRL#1150,574.1198.78148,751.59100.13150,762.322,010.73
VISTRA ENERGY 2018 IRL#235,916.7698.7935,482.17100.1335,961.65479.48
WESTERN DIG US TRM B-472,642.4696.7770,296.10100.0072,642.462,346.36
WINDSTREAM SERVICES TRM75,000.0099.5074,625.0099.6974,765.62140.62
小計6,341,977.946,310,392.56△31,585.38
銘柄数:66(688,738,804)(685,308,632)(△3,430,172)
組入時価比率:4.7%100.0%
貸付債権計688,738,804685,308,632△3,430,172
(688,738,804)(685,308,632)(△3,430,172)
100.0%
合計688,738,804685,308,632△3,430,172
(688,738,804)(685,308,632)(△3,430,172)
(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。

IRBANK 採用情報

フルスタックエンジニア

  • 10年以上蓄積したファイナンスデータとAIを掛け合わせて、投資の意思決定を加速させるポジションです。
  • UI からデータベースまで一貫して関われるポジションです。
Detail

プロダクトMLエンジニア

  • MLとLLMを掛け合わせ、分析から予測までをスピーディかつ正確な投資体験に落とし込むポジションです。
Detail

AI Agent エンジニア

  • 開示資料・決算・企業データを横断し、投資家の意思決定を支援するAI Agent機能を設計・実装するポジションです。
  • RAG・検索・ランキングを含む情報取得/推論パイプラインの設計から運用まで一気通貫で担います。
Detail

UI/UXデザイナー

  • IRBANK初の一人目デザイナーとして、複雑な金融情報を美しく直感的に届ける体験をつくるポジションです。
Detail

Webメディアディレクター

  • 月間500万PVを超える、大規模DBサイトを運営できます。
  • これから勢いよく伸びるであろうサービスの根幹部分を支えるポジションです。
Detail

クラウドインフラ & セキュリティエンジニア

  • Google Cloud 上でマイクロサービス基盤の信頼性・可用性・セキュリティを担うポジションです。
  • 大規模金融データを安全かつ高速に処理するインフラを設計・構築できます。
Detail

学生インターン

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

マーケティングマネージャー

  • IRBANKのブランドと文化の構築。
  • 百万人の現IRBANKユーザーとまだIRBANKを知らない数千万人に対してマーケティングをしてみたい方。
Detail