有価証券報告書(内国投資信託受益証券)-第15期(平成26年1月21日-平成26年7月22日)
野村米国好利回り社債投信 マザーファンド
貸借対照表
注記表
附属明細表
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
第3 その他特定資産の明細表(平成26年7月22日現在)
貸借対照表
| (平成26年 7月22日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 427,922,464 |
| コール・ローン | 183,912,192 |
| 株式 | 1,298,644,598 |
| 新株予約権証券 | 205,620,063 |
| 社債券 | 19,269,865,349 |
| 貸付債権 | 886,721,365 |
| 未収入金 | 194,022,786 |
| 未収配当金 | 2,671,257 |
| 未収利息 | 340,870,451 |
| 前払費用 | 6,293,595 |
| 流動資産合計 | 22,816,544,120 |
| 資産合計 | 22,816,544,120 |
| 負債の部 | |
| 流動負債 | |
| 派生商品評価勘定 | 182,000 |
| 未払金 | 378,044,713 |
| 未払解約金 | 135,600,000 |
| 流動負債合計 | 513,826,713 |
| 負債合計 | 513,826,713 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 12,184,098,902 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 10,118,618,505 |
| 元本等合計 | 22,302,717,407 |
| 純資産合計 | 22,302,717,407 |
| 負債純資産合計 | 22,816,544,120 |
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 |
| 受取配当金は、原則として配当落ち日において、確定配当金額又は予想配当金額を計上しております。 | |
| 有価証券売買等損益 | |
| 約定日基準で計上しております。 | |
| 為替差損益 | |
| 約定日基準で計上しております。 | |
| 4.金融商品の時価等に関する事項の補足説明 | 金融商品の時価には、市場価格に基づく価額のほか、市場価格がない場合には合理的に算定された価額が含まれております。当該価額の算定においては一定の前提条件等を採用しているため、異なる前提条件等によった場合、当該価額が異なることもあります。 また、デリバティブ取引に関する契約額等は、あくまでもデリバティブ取引における名目的な契約額または計算上の想定元本であり、当該金額自体がデリバティブ取引の市場リスクの大きさを示すものではありません。 |
| (貸借対照表に関する注記) |
| 平成26年 7月22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 | 1.8305円 | ||
| (10,000口当たり純資産額) | (18,305円) | ||
| (金融商品に関する注記) |
| (1)金融商品の状況に関する事項 |
| 自 平成26年 1月21日 至 平成26年 7月22日 |
| 1.金融商品に対する取組方針 |
| 当ファンドは、投資信託及び投資法人に関する法律第2条第4項に定める証券投資信託であり、信託約款に規定する運用の基本方針に従い、有価証券等の金融商品に対して投資として運用することを目的としております。 |
| 2.金融商品の内容及びその金融商品に係るリスク |
| 当ファンドが保有する金融商品の種類は、有価証券、デリバティブ取引、コール・ローン等の金銭債権及び金銭債務であります。 当ファンドが保有する有価証券の詳細は、附属明細表に記載しております。 これらは、金利変動リスク、為替変動リスクなどの市場リスク、信用リスク及び流動性リスクにさらされております。 当ファンドは、信託財産に属する外貨建資金の受渡を行うことを目的として、為替予約取引を利用しております。 |
| 3.金融商品に係るリスク管理体制 |
| 委託会社においては、独立した投資リスク管理に関する委員会を設け、パフォーマンスの考査及び運用リスクの管理を行なっております。 ○市場リスクの管理 市場リスクに関しては、資産配分等の状況を常時、分析･把握し、投資方針に沿っているか等の管理を行なっております。 ○信用リスクの管理 信用リスクに関しては、発行体や取引先の財務状況等に関する情報収集･分析を常時、継続し、格付等の信用度に応じた組入制限等の管理を行なっております。 ○流動性リスクの管理 流動性リスクに関しては、必要に応じて市場流動性の状況を把握し、取引量や組入比率等の管理を行なっております。 |
| (2)金融商品の時価等に関する事項 |
| 平成26年 7月22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 |
| 平成26年 7月22日現在 | |
| 期首 | 平成26年 1月21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 | 14,139,955,604円 |
| 同期中における追加設定元本額 | 294,265,198円 |
| 同期中における一部解約元本額 | 2,250,121,900円 |
| 期末元本額 | 12,184,098,902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 | 44,221,712円 |
| 野村米国好利回り社債投信 Bコース | 871,854,458円 |
| 野村米国好利回り社債投信 Cコース | 300,890,772円 |
| 野村米国好利回り社債投信 Dコース | 8,766,333,624円 |
| ノムラ・グローバル・オールスターズ | 2,200,798,336円 |
| *は当該親投資信託受益証券を投資対象とする証券投資信託ごとの元本額 |
附属明細表
| 第1 有価証券明細表 (1)株式(平成26年 7月22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 | ATRIUM CORPORATION | 708 | 0.00 | 0.00 | |
| BEECHCRAFT BEECH HOLDINGS | 10,097 | 7.87 | 79,513.87 | |||
| EME REORGANIZATION TRUST | 729,466 | 0.13 | 97,748.44 | |||
| JGWPT CLASS B EQUITY | 35,351 | 11.10 | 392,396.10 | |||
| WOODBINE HOLDINGS LLC | 18,186 | 3.75 | 68,197.50 | |||
| AVENTINE RENEWABLE ENE-144A | 336 | 7.25 | 2,436.00 | |||
| AVENTINE RENEWABLE ENERGY HOLDINGS INC | 1,130 | 9.45 | 10,678.50 | |||
| NEENAH ENTERPRISES INC | 107,778 | 8.50 | 916,113.00 | |||
| CATALYST PAPER CORP | 9,887 | 2.32 | 22,987.27 | |||
| NEWARK GROUP INC | 253,213 | 5.00 | 1,266,065.00 | |||
| RESOLUTE FOREST PRODUCTS | 7,467 | 16.06 | 119,920.02 | |||
| GLOBAL AVIATION HOLDING INC | 19,305 | 0.00 | 0.00 | |||
| NORTEK INC | 12,927 | 83.90 | 1,084,575.30 | |||
| ACCURIDE CORP | 14,200 | 5.08 | 72,136.00 | |||
| DIRECTBUY HOLDINGS INC | 2,772 | 0.00 | 0.00 | |||
| NEW PENHALL HOLDING CO CL-A | 10,650 | 100.00 | 1,065,000.00 | |||
| NEW PENHALL HOLDING CO CL-B | 3,550 | 100.00 | 355,000.00 | |||
| GATEWAY CASINOS ENTERTAINMENT LTD | 140,813 | 4.00 | 563,252.00 | |||
| TRIBUNE MEDIA CO | 4,720 | 87.69 | 413,896.80 | |||
| MERISANT COMPANY INC | 11,952 | 205.00 | 2,450,160.00 | |||
| MERISANT WORLDWIDE A-2 CONV PREF | 14,760 | 225.00 | 3,321,000.00 | |||
| CAPMARK FINANCIAL GROUP INC | 11,070 | 5.00 | 55,350.00 | |||
| HC2 HOLDINGS INC | 93,961 | 3.99 | 374,904.39 | |||
| NRG ENERGY INC | 2,066 | 31.81 | 65,719.46 | |||
| 小計 | 銘柄数:24 | 12,797,049.65 | ||||
| (1,298,644,598) | ||||||
| 組入時価比率:5.8% | 100.0% | |||||
| 合計 | 1,298,644,598 | |||||
| (1,298,644,598) | ||||||
| (注1)外貨建有価証券については、通貨種類毎の小計欄の( )内は、邦貨換算額(単位:円)であります。 |
| (注2)合計金額欄の( )内は、外貨建有価証券に係るもので、内書であります。 |
| (注3)比率は左より組入時価の純資産に対する比率、及び各小計欄の合計金額に対する比率であります。 |
| (2)株式以外の有価証券(平成26年 7月22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 | AFFINION GROUP SERIES A WARRANT | 290,461.00 | 856,859.95 | |
| AFFINION GROUP SERIES B WARRANT | 179,895.00 | 3,597.90 | |||
| AVENTINE RESTRICTED WRT 09/27/2017 | 6,912.00 | ― | |||
| HAWAIIAN TELCOM HOLDCO WARRANT | 19,531.00 | 302,730.50 | |||
| IPAYMENT HOLDINGS INC WARRANT | 1,975.00 | ― | |||
| TRIBUNE MEDIA CO WARRANTS | 10,034.00 | 863,024.34 | |||
| 小計 | 銘柄数:6 | 508,808.00 | 2,026,212.69 | ||
| (205,620,063) | |||||
| 組入時価比率:0.9% | 1.1% | ||||
| 合計 | 205,620,063 | ||||
| (205,620,063) | |||||
| 社債券 | 米ドル | 24 HOUR HOLDINGS III LLC | 100,000.00 | 98,000.00 | |
| 99 CENTS ONLY STORES | 375,000.00 | 413,437.50 | |||
| AAF HLG/FIN | 100,000.00 | 102,750.00 | |||
| ACE CASH EXPRESS INC | 350,000.00 | 279,125.00 | |||
| ACTUANT CORPORATION | 175,000.00 | 184,625.00 | |||
| ADVANCED MICRO DEVICES | 200,000.00 | 202,250.00 | |||
| AES CORP/VA | 175,000.00 | 175,000.00 | |||
| AES CORPORATION | 400,000.00 | 397,000.00 | |||
| AFFINIA GROUP INC | 600,000.00 | 634,500.00 | |||
| AINSWORTH LUMBER LTD | 180,000.00 | 189,450.00 | |||
| AIR CANADA | 525,000.00 | 553,875.00 | |||
| AIR CANADA 2013-1B PTC | 48,079.36 | 49,521.74 | |||
| AIR CANADA 2013-1C PTC | 50,000.00 | 52,875.00 | |||
| AIRCASTLE LTD | 125,000.00 | 127,656.25 | |||
| AIRCASTLE LTD | 375,000.00 | 405,937.50 | |||
| AIRCASTLE LTD | 200,000.00 | 203,250.00 | |||
| AK STEEL CORP | 100,000.00 | 104,500.00 | |||
| ALBEA BEAUTY HOLDINGS SA | 200,000.00 | 218,000.00 | |||
| ALERE INC | 175,000.00 | 189,000.00 | |||
| ALERE INC | 350,000.00 | 364,000.00 | |||
| ALERIS INTERNATIONAL INC | 3,225,000.00 | ― | |||
| ALERIS INTERNATIONAL INC | 8,950,000.00 | ― | |||
| ALERIS INTL INC | 1,000,000.00 | 1,040,000.00 | |||
| ALERIS INTL INC | 325,000.00 | 336,375.00 | |||
| ALGOMA ACQUISITION CORP | 250,000.00 | 213,750.00 | |||
| ALLEGION US HOLDING CO | 125,000.00 | 132,187.50 | |||
| ALLEN SYSTEMS GROUP INC | 1,050,000.00 | 532,875.00 | |||
| ALLY FINANCIAL INC | 500,000.00 | 501,250.00 | |||
| ALPHA NATURAL RESOURCES | 250,000.00 | 175,625.00 | |||
| ALPHABET HOLDING CO INC | 100,000.00 | 102,375.00 | |||
| ALTA MESA HLDGS/FINANC S | 894,000.00 | 940,935.00 | |||
| ALTICE FINCO SA | 200,000.00 | 217,500.00 | |||
| ALTOS HORNOS DE MEXICO | 1,675,000.00 | 625,327.75 | |||
| ALTOS HORNOS DE MEXICO | 4,010,000.00 | 1,487,710.00 | |||
| AMERICAN CAPITAL LTD | 275,000.00 | 291,500.00 | |||
| AMERICAN ENERGY/AEPB | 150,000.00 | 147,562.50 | |||
| AMERICAN GILSONITE CO | 100,000.00 | 109,125.00 | |||
| AMERICAN GREETINGS | 500,000.00 | 531,250.00 | |||
| AMSTED INDUSTRIES | 100,000.00 | 99,875.00 | |||
| AMSURG CORP | 250,000.00 | 255,625.00 | |||
| ANCESTRY.COM INC | 200,000.00 | 207,500.00 | |||
| ANTERO RESOURCES CORP | 175,000.00 | 179,593.75 | |||
| ANTERO RESOURCES FINANCE | 125,000.00 | 126,406.25 | |||
| APERAM | 350,000.00 | 360,281.25 | |||
| APPROACH RESOURCES INC | 175,000.00 | 182,875.00 | |||
| APPVION INC | 225,000.00 | 221,343.75 | |||
| APX GROUP INC | 200,000.00 | 202,000.00 | |||
| APX GROUP INC | 850,000.00 | 852,125.00 | |||
| ARCELORMITTAL | 100,000.00 | 126,875.00 | |||
| ARCELORMITTAL | 75,000.00 | 79,125.00 | |||
| ARCH COAL INC | 325,000.00 | 260,000.00 | |||
| ARDAGH FINANCE HOLDINGS | 400,000.00 | 407,000.00 | |||
| ARDAGH PKG FIN/HLDGS USA | 200,000.00 | 197,000.00 | |||
| ARDAGH PKG FIN/MP HD USA | 110,294.12 | 111,672.79 | |||
| ARES CAPITAL CORP | 130,000.00 | 137,771.27 | |||
| ARMOURED AUTOGROUP | 700,000.00 | 735,000.00 | |||
| ARTESYN ESCROW INC | 525,000.00 | 519,750.00 | |||
| ASBURY AUTOMOTIVE GROUP | 425,000.00 | 469,625.00 | |||
| ASSOC MAT LLC/AMH NEW FI | 150,000.00 | 154,033.50 | |||
| ATHLON HLDS LP / FIN COR | 350,000.00 | 357,875.00 | |||
| AUDATEX NORTH AMERICA IN | 175,000.00 | 185,500.00 | |||
| AURICO GOLD INC | 125,000.00 | 127,500.00 | |||
| AV HOMES INC | 225,000.00 | 229,218.75 | |||
| AVAYA INC | 325,000.00 | 290,875.00 | |||
| AVENTINE ENERGY ESCROW | 2,850,000.00 | ― | |||
| AVIV HEALTHCARE PROPERTI | 325,000.00 | 346,937.50 | |||
| AVIV HLTH PROP/AVIV HLTH | 175,000.00 | 185,500.00 | |||
| B COMMUNICATIONS LTD | 325,000.00 | 348,075.00 | |||
| B-CORP MERGER SUB INC | 700,000.00 | 714,000.00 | |||
| BAKER & TAYLOR ACQUISITI | 187,000.00 | 177,650.00 | |||
| BARCLAYS PLC | 400,000.00 | 422,800.00 | |||
| BC LUXCO 1 SA | 150,000.00 | 154,128.00 | |||
| BCP SINGAPORE VI CAYMN | 200,000.00 | 207,000.00 | |||
| BEAZER HOMES USA | 100,000.00 | 110,000.00 | |||
| BEAZER HOMES USA | 150,000.00 | 154,875.00 | |||
| BEV PACK HLDS LU/ISSUER | 125,000.00 | 127,812.50 | |||
| BEV PACK HLDS LU/ISSUER | 450,000.00 | 460,125.00 | |||
| BI-LO LLC/BI-LO FIN CORP | 475,000.00 | 480,937.50 | |||
| BLUELINE RENTAL FINANCE | 175,000.00 | 183,750.00 | |||
| BOE INTERMEDIATE HLDNG C | 794,939.00 | 832,698.60 | |||
| BOE MERGER CORP | 1,000,000.00 | 1,052,500.00 | |||
| BOISE CASCADE LLC/FIN | 200,000.00 | 215,000.00 | |||
| BONANZA CREEK ENERGY INC | 250,000.00 | 249,375.00 | |||
| BOWATER CANADA FINANCE | 5,200,000.00 | 520.00 | |||
| BOXER PARENT CO INC | 250,000.00 | 239,375.00 | |||
| BRAND ENERGY & INFRASTRU | 400,000.00 | 423,000.00 | |||
| BROCADE COMMUNICATIONS | 275,000.00 | 268,125.00 | |||
| BROOKFIELD RESIDENTIAL | 350,000.00 | 368,375.00 | |||
| BUFFALO THUNDER DEV AUTH | 5,430,000.00 | 2,280,600.00 | |||
| BURLINGTON HLDG INC/FIN | 60,000.00 | 61,275.00 | |||
| CALCIPAR SA | 225,000.00 | 235,687.50 | |||
| CALFRAC HOLDINGS LP | 575,000.00 | 615,250.00 | |||
| CALPINE CORP | 750,000.00 | 743,437.50 | |||
| CALPINE CORP | 275,000.00 | 294,250.00 | |||
| CALPINE CORP | 100,000.00 | 99,125.00 | |||
| CAPMARK FINANCIAL GROUP | 1,025,000.00 | 8,712.50 | |||
| CAPSUGEL SA | 150,000.00 | 153,281.25 | |||
| CARDTRONICS INC | 125,000.00 | 125,312.50 | |||
| CARLSON TRAVEL HOLDINGS | 400,000.00 | 410,000.00 | |||
| CASCADES INC | 150,000.00 | 150,000.00 | |||
| CASTLE (AM) & CO | 325,000.00 | 357,906.25 | |||
| CATALYST PAPER CORP | 171,334.00 | 154,628.93 | |||
| CBC AMMO LLC/CBC FINCO | 175,000.00 | 176,400.00 | |||
| CBS OUT AMER CAP LLC/COR | 150,000.00 | 152,250.00 | |||
| CBS OUT AMER CAP LLC/COR | 150,000.00 | 153,375.00 | |||
| CCO HLDGS LLC/CAP CORP | 300,000.00 | 302,625.00 | |||
| CCO HLDGS LLC/CAP CORP | 200,000.00 | 209,750.00 | |||
| CCO HLDGS LLC/CAP CORP | 125,000.00 | 124,531.25 | |||
| CCO HLDGS LLC/CAP CORP | 400,000.00 | 393,500.00 | |||
| CCO HLDGS LLC/CAP CORP | 450,000.00 | 457,312.50 | |||
| CCO HLDGS LLC/CAP CORP | 250,000.00 | 251,250.00 | |||
| CEDAR FAIR LP/CANADA'S W | 100,000.00 | 100,625.00 | |||
| CEMEX FINANCE LLC | 200,000.00 | 235,500.00 | |||
| CEMEX FINANCE LLC | 200,000.00 | 206,500.00 | |||
| CEMEX SAB DE CV | 375,000.00 | 387,543.75 | |||
| CEMEX SAB DE CV | 475,000.00 | 509,437.50 | |||
| CENTENE CORP | 75,000.00 | 75,656.25 | |||
| CENTRAL GARDEN & PET CO | 425,000.00 | 438,812.50 | |||
| CENTURYLINK INC | 175,000.00 | 190,750.00 | |||
| CENTURYLINK INC | 1,000,000.00 | 988,750.00 | |||
| CENVEO CORP | 150,000.00 | 148,125.00 | |||
| CENVEO CORP | 150,000.00 | 147,375.00 | |||
| CERIDIAN CORP | 275,000.00 | 316,593.75 | |||
| CGG VERITAS | 550,000.00 | 534,875.00 | |||
| CHC HELICOPTER SA | 325,000.00 | 345,312.50 | |||
| CHECKERS DRIVE-IN RESTAU | 200,000.00 | 223,500.00 | |||
| CHESAPEAKE ENERGY CORP | 375,000.00 | 391,406.25 | |||
| CHESAPEAKE ENERGY CORP | 650,000.00 | 655,687.50 | |||
| CHOCTAW RESORT DEVEL ENT | 1,336,000.00 | 1,322,640.00 | |||
| CIMAREX ENERGY CO | 250,000.00 | 256,875.00 | |||
| CINEMARK USA INC | 175,000.00 | 178,718.75 | |||
| CIT GROUP INC | 150,000.00 | 150,562.50 | |||
| CITIGROUP INC | 625,000.00 | 594,713.75 | |||
| CLAYTON WILLIAMS ENERGY | 1,100,000.00 | 1,164,625.00 | |||
| CLEAR CHANNEL COM | 25,000.00 | 23,218.75 | |||
| CLEAR CHANNEL COMMUNICAT | 150,000.00 | 150,750.00 | |||
| CLEAR CHANNEL COMMUNICAT | 75,000.00 | 83,812.50 | |||
| CLEAVER-BROOKS INC | 60,000.00 | 66,900.00 | |||
| CLOUD PEAK ENRGY RES/FIN | 75,000.00 | 78,187.50 | |||
| CMA CGM | 350,000.00 | 358,750.00 | |||
| CNG HOLDINGS INC | 175,000.00 | 143,500.00 | |||
| CNH INDUSTRIAL CAPITAL L | 75,000.00 | 73,406.25 | |||
| COEUR D'ALENE MINES CORP | 300,000.00 | 297,750.00 | |||
| COLT DEFENSE/FINANCE | 425,000.00 | 347,437.50 | |||
| COMMERCIAL METALS CO | 275,000.00 | 268,125.00 | |||
| COMMSCOPE INC | 300,000.00 | 303,375.00 | |||
| COMMSCOPE INC | 300,000.00 | 302,250.00 | |||
| COMMUNITY CHOICE FINANCI | 250,000.00 | 203,125.00 | |||
| COMPASS MINERALS INTERNA | 200,000.00 | 198,000.00 | |||
| CONN'S INC | 100,000.00 | 98,500.00 | |||
| CONSOL ENERGY INC | 200,000.00 | 211,000.00 | |||
| CONSOLIDATEC COMM FIN CO | 725,000.00 | 845,531.25 | |||
| CONSTELLATION ENTERPRISE | 1,150,000.00 | 1,069,500.00 | |||
| CONTL AIRLINES 2012-2 B | 47,555.06 | 49,695.03 | |||
| CONTL AIRLINES 2012-3 C | 150,000.00 | 160,500.00 | |||
| CONTOURGLOBAL POWER HLDG | 200,000.00 | 199,000.00 | |||
| COPANO ENERGY LLC/FIN CO | 176,000.00 | 198,897.24 | |||
| COTT BEVERAGES INC | 425,000.00 | 423,406.25 | |||
| CPI INTERNATIONAL ACQ | 475,000.00 | 502,312.50 | |||
| CREDIT AGRICOLE SA | 200,000.00 | 211,690.00 | |||
| CRESCENT RESOURCES LLC | 225,000.00 | 249,750.00 | |||
| CRESTWOOD MIDSTREAM PART | 200,000.00 | 208,000.00 | |||
| CRESTWOOD MIDSTREAM PART | 175,000.00 | 182,000.00 | |||
| CROSSTEX ENERGY LP/CROSS | 249,000.00 | 289,151.25 | |||
| CSC HOLDINGS LLC | 150,000.00 | 146,062.50 | |||
| CVR REF LLC/COFF FIN INC | 350,000.00 | 369,250.00 | |||
| CYRUSONE LP/CYRUSONE FIN | 250,000.00 | 269,375.00 | |||
| DANA HOLDING CORP | 75,000.00 | 78,187.50 | |||
| DAVE & BUSTER'S INC | 175,000.00 | 186,235.00 | |||
| DAVE & BUSTERS PARENT IN | 275,000.00 | 235,125.00 | |||
| DENBURY RESOURCES INC | 50,000.00 | 50,187.50 | |||
| DIAMOND FOODS INC | 150,000.00 | 156,375.00 | |||
| DIGICEL GROUP LTD | 125,000.00 | 128,912.50 | |||
| DIGICEL GROUP LTD | 525,000.00 | 574,875.00 | |||
| DIGICEL GROUP LTD | 600,000.00 | 621,000.00 | |||
| DIGICEL LIMITED | 200,000.00 | 214,000.00 | |||
| DIRECTBUY HOLDINGS INC | 298,236.00 | 79,032.54 | |||
| DISH DBS CORP | 500,000.00 | 500,000.00 | |||
| DRILL RIGS HLDS INC | 300,000.00 | 306,750.00 | |||
| DYNEGY INC | 250,000.00 | 243,750.00 | |||
| EAGLE MIDCO INC | 100,000.00 | 104,000.00 | |||
| EMECO PTY LTD | 200,000.00 | 204,500.00 | |||
| ENDO FIN LLC/ENDO FINCO | 250,000.00 | 246,250.00 | |||
| ENERGY FUTURE/EFIH FINAN | 82,975.00 | 96,665.87 | |||
| ENERGY XXI GULF COAST IN | 25,000.00 | 25,187.50 | |||
| ENTEGRIS INC | 75,000.00 | 77,718.75 | |||
| ENVISION HEALTHCARE CORP | 275,000.00 | 276,031.25 | |||
| ERICKSON INC | 279,000.00 | 287,370.00 | |||
| ESCROW NEWPAGE CORP 10% | 1,775,000.00 | 26,625.00 | |||
| ESCROW QUEBECOR | 7,775,000.00 | 77,750.00 | |||
| ESSAR STEEL ALGOMA INC | 300,000.00 | 302,250.00 | |||
| ESSAR STEEL MINNESOTA | 75,000.00 | 76,781.25 | |||
| EXOPACK HOLDINGS SA | 200,000.00 | 213,500.00 | |||
| EXOPACK HOLDNG CORP | 1,050,000.00 | 1,131,375.00 | |||
| FERRELLGAS PARTNERS LP | 1,186,000.00 | 1,263,090.00 | |||
| FIRST DATA CORPORATION | 276,000.00 | 320,160.00 | |||
| FIRST DATA HOLDINGS INC | 180,991.00 | 206,103.50 | |||
| FIRST QUANTUM MINERALS L | 200,000.00 | 208,000.00 | |||
| FLORIDA EAST COAST HLDGS | 125,000.00 | 130,312.50 | |||
| FLORIDA EAST COAST HLDGS | 75,000.00 | 79,125.00 | |||
| FLY LEASING LTD | 200,000.00 | 213,000.00 | |||
| FONTAINEBLEAU LAS VEGAS | 11,880,000.00 | 148,500.00 | |||
| FORBES ENERGY SERVICES | 450,000.00 | 469,125.00 | |||
| FOREST LABORATORIES INC | 249,000.00 | 274,323.30 | |||
| FORESTAR USA REAL ESTATE | 50,000.00 | 52,250.00 | |||
| FREESCALE SEMICONDUCTOR | 450,000.00 | 472,500.00 | |||
| FRESENIUS MED CARE II | 150,000.00 | 165,375.00 | |||
| FRONTIER COMMUNICATIONS | 125,000.00 | 130,937.50 | |||
| GANNETT CO INC | 200,000.00 | 205,000.00 | |||
| GANNETT CO INC | 200,000.00 | 213,000.00 | |||
| GARDA WORLD SECURITY COR | 175,000.00 | 182,875.00 | |||
| GARDA WORLD SECURITY COR | 450,000.00 | 470,250.00 | |||
| GATES GLOBAL LLC | 625,000.00 | 612,500.00 | |||
| GCI INC | 1,225,000.00 | 1,296,968.75 | |||
| GENCORP INC | 125,000.00 | 135,937.50 | |||
| GENON ESCROW CORP | 500,000.00 | 531,250.00 | |||
| GESTAMP FUND LUX SA | 200,000.00 | 206,750.00 | |||
| GIBRALTAR STEEL CORP OF | 150,000.00 | 155,812.50 | |||
| GIBSON ENERGY INC | 125,000.00 | 135,312.50 | |||
| GLOBAL BRASS AND COPPER | 758,000.00 | 858,435.00 | |||
| GLP CAPITAL LP / FIN II | 375,000.00 | 386,250.00 | |||
| GMAC LLC | 350,000.00 | 437,500.00 | |||
| GOLDEN NUGGET ESCROW INC | 425,000.00 | 447,312.50 | |||
| GOLDMAN SACHS GROUP INC | 75,000.00 | 76,682.25 | |||
| GRAFTECH INTERNATIONAL | 275,000.00 | 283,250.00 | |||
| GRATON ECONOMIC DEV AUTH | 225,000.00 | 253,125.00 | |||
| GRAY TELEVISION INC | 1,100,000.00 | 1,179,750.00 | |||
| GREAT LAKES DREDGE&DOCK | 525,000.00 | 548,625.00 | |||
| GREIF INC | 350,000.00 | 403,375.00 | |||
| GRIFFON CORPORATION | 175,000.00 | 171,718.75 | |||
| GROUP 1 AUTOMOTIVE INC | 200,000.00 | 200,000.00 | |||
| GUITAR CENTER INC | 100,000.00 | 96,250.00 | |||
| GUITAR CENTER INC | 100,000.00 | 93,000.00 | |||
| GULFPORT ENERGY CORP | 450,000.00 | 491,625.00 | |||
| GYMBOREE CORP | 175,000.00 | 109,375.00 | |||
| H&E EQUIPMENT SERVICES | 475,000.00 | 518,937.50 | |||
| HALCON RESOURCES CORP | 825,000.00 | 866,250.00 | |||
| HARBINGER GROUP INC | 53,000.00 | 57,836.25 | |||
| HARBINGER GROUP INC | 490,000.00 | 504,700.00 | |||
| HARDWOODS ACQUISITION IN | 300,000.00 | 304,500.00 | |||
| HARLAND CLARKE HLDINGS | 150,000.00 | 159,562.50 | |||
| HARLAND CLARKE HOLDINGS | 225,000.00 | 246,937.50 | |||
| HARLAND ESCROW CORP | 375,000.00 | 395,156.25 | |||
| HARRAHS OPERATING CO INC | 1,225,000.00 | 872,812.50 | |||
| HAWKER BEECHCRAFT ACQ CO | 625,000.00 | ― | |||
| HAWKER BEECHCRAFT ACQ CO | 175,000.00 | ― | |||
| HD SUPPLY INC | 300,000.00 | 354,750.00 | |||
| HEADWATERS INC | 275,000.00 | 292,875.00 | |||
| HEADWATERS INC | 425,000.00 | 451,562.50 | |||
| HEARTHSIDE GROUP HLDS/FI | 250,000.00 | 247,500.00 | |||
| HECLA MINING CO | 50,000.00 | 49,250.00 | |||
| HELLAS II | 5,050,000.00 | ― | |||
| HERCULES OFFSHORE INC | 675,000.00 | 742,500.00 | |||
| HERCULES OFFSHORE INC | 225,000.00 | 219,375.00 | |||
| HERCULES OFFSHORE INC | 350,000.00 | 325,937.50 | |||
| HEXION US FIN/NOVA SCOTI | 750,000.00 | 753,750.00 | |||
| HEXION US FINANCE CORP | 150,000.00 | 159,000.00 | |||
| HILAND PART LP/CORP | 525,000.00 | 565,687.50 | |||
| HILAND PART LP/CORP | 100,000.00 | 100,000.00 | |||
| HILCORP ENERGY I/HILCORP | 50,000.00 | 54,125.00 | |||
| HILLMAN GROUP INC | 225,000.00 | 221,625.00 | |||
| HOCKEY MERGER SUB 2 INC | 350,000.00 | 367,500.00 | |||
| HUNT COS INC | 350,000.00 | 374,500.00 | |||
| HUNTINGTON INGALLS INDUS | 525,000.00 | 566,343.75 | |||
| IAMGOLD CORP | 200,000.00 | 186,500.00 | |||
| ICAHN ENTERPRISES/FIN | 375,000.00 | 378,750.00 | |||
| ICAHN ENTERPRISES/FIN | 100,000.00 | 105,500.00 | |||
| IGATE CORP | 250,000.00 | 252,500.00 | |||
| ILFC E-CAPITAL TRUST I | 470,000.00 | 461,775.00 | |||
| ILLINOIS PWR GENERATING | 150,000.00 | 146,625.00 | |||
| INC RESEARCH INC | 900,000.00 | 1,017,000.00 | |||
| INDALEX HOLDING | 3,767,000.00 | 23,543.75 | |||
| INEOS GROUP HOLDINGS SA | 300,000.00 | 306,375.00 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 202,000.00 | |||
| INMARSAT FINANCE PLC | 100,000.00 | 100,500.00 | |||
| INTELSAT LUXEMBOURG SA | 275,000.00 | 289,093.75 | |||
| INTELSAT LUXEMBOURG SA | 225,000.00 | 235,968.75 | |||
| INTERACTIVE DATA CORP | 225,000.00 | 227,250.00 | |||
| INTERGEN NV | 300,000.00 | 303,000.00 | |||
| INTREPID AVIATION GRP HL | 150,000.00 | 157,875.00 | |||
| INVENTIV HEALTH INC | 838,000.00 | 770,960.00 | |||
| IPAYMENT HOLDINGS INC | 2,085,011.00 | 646,353.41 | |||
| IPAYMENT INC | 125,000.00 | 105,000.00 | |||
| ISLE OF CAPRI CASINOS | 275,000.00 | 287,375.00 | |||
| JACK COOPER HOLDINGS COR | 825,000.00 | 906,468.75 | |||
| JAMES RIVER ESCROW INC | 325,000.00 | 40,625.00 | |||
| JBS INVESTMENTS GMBH | 200,000.00 | 216,000.00 | |||
| JBS USA LLC/JBS USA FINA | 275,000.00 | 297,000.00 | |||
| JCH PARENT INC | 300,000.00 | 294,000.00 | |||
| JMC STEEL GROUP | 750,000.00 | 756,562.50 | |||
| JPMORGAN CHASE & CO | 375,000.00 | 402,187.50 | |||
| JPMORGAN CHASE & CO | 100,000.00 | 95,375.00 | |||
| JPMORGAN CHASE & CO | 550,000.00 | 559,908.80 | |||
| JPMORGAN CHASE & CO | 425,000.00 | 422,449.57 | |||
| JURASSIC HOLDINGS III | 500,000.00 | 505,000.00 | |||
| K HOVNANIAN ENTERPRISES | 125,000.00 | 127,890.62 | |||
| K HOVNANIAN ENTERPRSIES | 1,212,000.00 | 1,299,870.00 | |||
| KB HOME | 300,000.00 | 352,500.00 | |||
| KB HOME | 75,000.00 | 75,000.00 | |||
| KB HOME | 250,000.00 | 273,125.00 | |||
| KCG HOLDINGS INC | 475,000.00 | 501,125.00 | |||
| KENAN ADVANTAGE GROUP | 225,000.00 | 237,375.00 | |||
| KENNEDY-WILSON INC | 1,025,000.00 | 1,109,562.50 | |||
| KENNEDY-WILSON INC | 150,000.00 | 152,625.00 | |||
| KINDRED HEALTHCARE INC | 75,000.00 | 75,375.00 | |||
| KINOVE GERMAN BONDCO GMB | 325,000.00 | 349,781.25 | |||
| KISSNER MILLING CO LTD | 250,000.00 | 257,812.50 | |||
| KODIAK OIL & GAS CORP | 150,000.00 | 159,375.00 | |||
| L BRANDS INC | 150,000.00 | 160,858.95 | |||
| LADDER CAP FIN LLC/CORP | 375,000.00 | 404,062.50 | |||
| LAMAR MEDIA CORP | 150,000.00 | 149,250.00 | |||
| LANDRY'S INC | 1,000,000.00 | 1,095,000.00 | |||
| LAREDO PETROLEUM INC | 175,000.00 | 189,875.00 | |||
| LAREDO PETROLEUM INC | 300,000.00 | 309,000.00 | |||
| LBC TANK TERMINAL HLDING | 200,000.00 | 214,000.00 | |||
| LBG CAPITAL NO.1 PLC | 40,000.00 | 44,164.00 | |||
| LEAR CORP | 150,000.00 | 153,750.00 | |||
| LEHMAN BROTHERS HOLDINGS | 2,634,000.00 | 533,385.00 | |||
| LENNAR CORP | 300,000.00 | 295,500.00 | |||
| LEVEL 3 FINANCING INC | 250,000.00 | 253,437.50 | |||
| LEVEL 3 FINANCING INC | 250,000.00 | 270,625.00 | |||
| LEVEL 3 FINANCING INC | 250,000.00 | 264,062.50 | |||
| LIGHT TOWER RENTALS INC | 175,000.00 | 178,062.50 | |||
| LIMITED BRANDS INC | 725,000.00 | 775,750.00 | |||
| LIN TELEVISION CORP | 300,000.00 | 316,875.00 | |||
| LIVE NATION ENTERTAINMEN | 100,000.00 | 100,750.00 | |||
| LLOYDS BANKING GROUP PLC | 325,000.00 | 329,875.00 | |||
| LOCAL INSIGHT REGATTA | 4,850,000.00 | ― | |||
| LOGO MERGER SUB CORP | 700,000.00 | 743,750.00 | |||
| LOUISIANA PACIFIC CORP | 75,000.00 | 82,125.00 | |||
| LYNX I CORP | 125,000.00 | 128,125.00 | |||
| MAGNETATION LLC/FIN CORP | 125,000.00 | 136,250.00 | |||
| MAGNUM HUNTER RESOURCES | 400,000.00 | 443,000.00 | |||
| MANITOWOC COMPANY INC | 225,000.00 | 245,250.00 | |||
| MARIPOSA BOR / MERG SUB | 357,000.00 | 383,775.00 | |||
| MASONITE INTERNATIONAL C | 100,000.00 | 108,750.00 | |||
| MATTAMY GROUP CORP | 375,000.00 | 384,375.00 | |||
| MBIA INC | 150,000.00 | 159,750.00 | |||
| MBIA INSURANCE CO | 425,000.00 | 321,937.50 | |||
| MDC PARTNERS INC | 150,000.00 | 157,125.00 | |||
| MEDIACOM BRDBND LLC/CORP | 125,000.00 | 127,031.25 | |||
| MEDIACOM BRDBND LLC/CORP | 475,000.00 | 498,750.00 | |||
| MEMORIAL RESOURCE DEVELO | 225,000.00 | 223,875.00 | |||
| MERISANT ESCROW | 4,750,000.00 | ― | |||
| MERITAGE HOMES CORP | 125,000.00 | 128,125.00 | |||
| METHANEX CORP | 175,000.00 | 193,932.37 | |||
| MGM RESORTS INTL | 400,000.00 | 473,000.00 | |||
| MHGE PARENT LLC/FINANCE | 375,000.00 | 368,906.25 | |||
| MICHAEL BAKER HLDINGS/FI | 150,000.00 | 150,750.00 | |||
| MICHAELS FINCO HLDG/INC | 775,000.00 | 792,437.50 | |||
| MIDSTATES PETRO INC/LLC | 575,000.00 | 636,812.50 | |||
| MIDWEST VANADIUM PTY LTD | 200,000.00 | 88,000.00 | |||
| MILACRON LLC/MCRON FIN | 650,000.00 | 706,875.00 | |||
| MILESTONE AVIATION GROUP | 125,000.00 | 137,187.50 | |||
| MILLAR WESTERN FOREST | 125,000.00 | 133,750.00 | |||
| MIRABELA NICKEL LTD | 425,000.00 | 102,000.00 | |||
| MOHEGAN TRIBAL GAMING | 875,000.00 | 866,250.00 | |||
| MOOD MEDIA CORP | 200,000.00 | 181,000.00 | |||
| MPH ACQUISITION HOLDINGS | 125,000.00 | 130,312.50 | |||
| MPT OPER PARTNERSP/FINL | 250,000.00 | 270,625.00 | |||
| MRT MID PART/MRT MID FIN | 225,000.00 | 235,687.50 | |||
| NANA DEVELOPMENT CORP | 225,000.00 | 219,375.00 | |||
| NATIONAL CINEMEDIA LLC | 350,000.00 | 365,750.00 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 203,500.00 | |||
| NATIONSTAR MORT/CAP CORP | 150,000.00 | 166,500.00 | |||
| NATIONSTAR MORT/CAP CORP | 850,000.00 | 833,000.00 | |||
| NAVIOS MARITIME ACQ CORP | 325,000.00 | 333,937.50 | |||
| NAVIOS MARITIME HLDS/FIN | 225,000.00 | 231,187.50 | |||
| NAVIOS SA LOGIST/FIN US | 75,000.00 | 77,250.00 | |||
| NCR ESCROW CORP | 125,000.00 | 130,625.00 | |||
| NCR ESCROW CORP | 150,000.00 | 161,250.00 | |||
| NELL AF SARL ESCROW | 3,900,000.00 | 1,014,000.00 | |||
| NEOVIA LOGISTICS INT HLD | 725,000.00 | 752,187.50 | |||
| NES RENTALS HOLDINGS | 625,000.00 | 662,500.00 | |||
| NEUSTAR INC | 175,000.00 | 151,812.50 | |||
| NEW ACAD FIN CO/FIN CORP | 425,000.00 | 432,437.50 | |||
| NEW ENTERPRISE STONE & L | 59,056.00 | 66,142.72 | |||
| NEW ENTERPRISE STONE & L | 750,000.00 | 720,000.00 | |||
| NFR ENERGY LLC/FIN CORP | 1,800,000.00 | 1,881,000.00 | |||
| NGL ENRGY PART LP/FIN CO | 125,000.00 | 125,937.50 | |||
| NIELSEN FINANCE LLC/CO | 350,000.00 | 350,875.00 | |||
| NII CAPITAL CORP | 675,000.00 | 199,125.00 | |||
| NII CAPITAL CORP | 300,000.00 | 116,250.00 | |||
| NII CAPITAL CORP | 100,000.00 | 29,250.00 | |||
| NII INTERNATL TELECOM SA | 275,000.00 | 238,562.50 | |||
| NORANDA ALUMINUM ACQUISI | 150,000.00 | 153,375.00 | |||
| NORTEK INC | 600,000.00 | 661,500.00 | |||
| NPC INTL/OPER CO A&B INC | 425,000.00 | 476,000.00 | |||
| NRG ENERGY INC | 275,000.00 | 289,437.50 | |||
| NRG ENERGY INC | 125,000.00 | 127,812.50 | |||
| NSG HOLDINGS LLC/NSG HLD | 581,000.00 | 630,385.00 | |||
| NXP BV/NXP FUNDING LLC | 300,000.00 | 311,250.00 | |||
| OASIS PETROLEUM INC | 375,000.00 | 404,062.50 | |||
| OFFSHORE GROUP INVST LTD | 175,000.00 | 175,875.00 | |||
| ONCURE ESCROW 11.75% | 1,450,000.00 | ― | |||
| ONCURE HOLDINGS INC | 517,857.00 | 569,642.70 | |||
| OPPENHEIMER HOLDINGS INC | 136,000.00 | 145,520.00 | |||
| ORTHO-CLINICAL DIAGNOSTI | 700,000.00 | 679,875.00 | |||
| OUTERWALL INC | 175,000.00 | 175,437.50 | |||
| PACIFIC DRILLING V LTD | 300,000.00 | 313,500.00 | |||
| PACNET LTD | 200,000.00 | 219,000.00 | |||
| PALACE ENT HLDG LLC/CORP | 400,000.00 | 417,750.00 | |||
| PANTRY INC | 225,000.00 | 241,593.75 | |||
| PAR PHARMACEUTICAL COS I | 225,000.00 | 242,718.75 | |||
| PARKER DRILLING CO | 200,000.00 | 208,000.00 | |||
| PARSLEY ENERGY LLC/FINAN | 50,000.00 | 52,750.00 | |||
| PATRIOT MERGER CORP | 225,000.00 | 245,812.50 | |||
| PC NEXTCO HOLDINGS/FINAN | 875,000.00 | 892,500.00 | |||
| PEABODY ENERGY CORP | 150,000.00 | 144,843.75 | |||
| PENN NATIONAL GAMING INC | 100,000.00 | 94,000.00 | |||
| PENN VIRGINIA RESOURCE | 275,000.00 | 296,312.50 | |||
| PENSKE AUTO GROUP INC | 300,000.00 | 314,250.00 | |||
| PERRY ELLIS INTL INC | 675,000.00 | 698,625.00 | |||
| PERSTORP HOLDING AB | 200,000.00 | 216,000.00 | |||
| PETROBAKKEN ENERGY LTD | 600,000.00 | 627,000.00 | |||
| PETROPLUS FINANCE LTD | 500,000.00 | 183,750.00 | |||
| PINNACLE ENTERTAINMENT | 50,000.00 | 54,500.00 | |||
| PINNACLE FOODS FINANCE L | 50,000.00 | 50,875.00 | |||
| PINNACLE MERGER SUB INC | 425,000.00 | 473,875.00 | |||
| PIONEER ENERGY SERVICES | 175,000.00 | 179,375.00 | |||
| POLYMER GROUP INC | 125,000.00 | 125,468.75 | |||
| POST HOLDINGS INC | 300,000.00 | 315,750.00 | |||
| POST HOLDINGS INC | 175,000.00 | 176,531.25 | |||
| PRECISION DRILLING CORP | 100,000.00 | 99,000.00 | |||
| PROQUEST LLC/PROQUEST | 675,000.00 | 712,125.00 | |||
| PROSPECT HLDG LLC/FINANC | 300,000.00 | 292,500.00 | |||
| QUEBECOR MEDIA INC | 200,000.00 | 204,500.00 | |||
| QVC INC | 75,000.00 | 80,034.00 | |||
| RADIAN GROUP INC | 75,000.00 | 76,687.50 | |||
| RADIO SYSTEMS CORP | 350,000.00 | 385,875.00 | |||
| REGAL ENTERTAINMENT GRP | 200,000.00 | 204,000.00 | |||
| REGENCY ENERGY PARTNERS | 175,000.00 | 171,937.50 | |||
| RES-CARE INC | 350,000.00 | 382,812.50 | |||
| RESOLUTE FOREST PRODUCTS | 600,000.00 | 579,000.00 | |||
| REVLON CONSUMER PRODS | 125,000.00 | 128,125.00 | |||
| REX ENERGY CORP | 150,000.00 | 148,312.50 | |||
| REXEL | 600,000.00 | 630,000.00 | |||
| REXEL SA | 450,000.00 | 459,000.00 | |||
| REYNOLDS GROUP HOLDINGS | 475,000.00 | 511,812.50 | |||
| REYNOLDS GRP ISS/REYNOLD | 700,000.00 | 731,500.00 | |||
| RITE AID CORP | 375,000.00 | 400,312.50 | |||
| RITE AID CORP | 50,000.00 | 55,375.00 | |||
| RITE AID CORP | 550,000.00 | 561,000.00 | |||
| RJS POWER HOLDINGS LLC | 200,000.00 | 200,500.00 | |||
| RR DONNELLEY & SONS CO | 200,000.00 | 228,750.00 | |||
| RR DONNELLEY & SONS CO | 100,000.00 | 104,000.00 | |||
| RR DONNELLEY & SONS CO | 175,000.00 | 174,125.00 | |||
| RSI HOME PRODUCTS INC | 350,000.00 | 372,750.00 | |||
| RYLAND GROUP | 650,000.00 | 702,000.00 | |||
| RYLAND GROUP | 200,000.00 | 199,000.00 | |||
| SABINE PASS LIQUEFACTION | 100,000.00 | 102,500.00 | |||
| SABINE PASS LNG LP | 2,075,000.00 | 2,220,250.00 | |||
| SABLE INTL FINANCE LTD | 200,000.00 | 223,500.00 | |||
| SABRA HEALTH/CAPTL CORP | 175,000.00 | 180,687.50 | |||
| SALLY HOLDINGS/SALLY CAP | 100,000.00 | 106,000.00 | |||
| SALLY HOLDINGS/SALLY CAP | 175,000.00 | 182,000.00 | |||
| SANCHEZ ENERGY CORP | 475,000.00 | 521,312.50 | |||
| SANCHEZ ENERGY CORP | 500,000.00 | 515,000.00 | |||
| SANDRIDGE ENERGY INC | 450,000.00 | 475,312.50 | |||
| SANDRIDGE ENERGY INC | 325,000.00 | 345,718.75 | |||
| SANMINA CORP | 75,000.00 | 74,625.00 | |||
| SAPPI PAPIER HOLDNG GMBH | 200,000.00 | 213,500.00 | |||
| SBA COMMUNICATIONS CORP | 600,000.00 | 580,500.00 | |||
| SEALED AIR CORP | 150,000.00 | 151,125.00 | |||
| SEITEL INC | 325,000.00 | 346,125.00 | |||
| SELECT MEDICAL CORP | 100,000.00 | 103,750.00 | |||
| SEMINOLE HARD ROCK ENT I | 150,000.00 | 148,500.00 | |||
| SERVICE CORP INTL | 275,000.00 | 284,625.00 | |||
| SERVICE CORP INTL | 125,000.00 | 127,968.75 | |||
| SESI LLC | 75,000.00 | 84,750.00 | |||
| SEVEN GENERATIONS ENERGY | 350,000.00 | 385,000.00 | |||
| SEVENTY SEVEN ENE(144A) | 150,000.00 | 154,312.50 | |||
| SHELF DRILL HOLD LTD | 575,000.00 | 616,687.50 | |||
| SIDEWINDER DRILLING INC | 225,000.00 | 229,500.00 | |||
| SIGNODE INDUSTRIAL GROUP | 325,000.00 | 323,375.00 | |||
| SINCLAIR TELEVISION GROU | 225,000.00 | 228,375.00 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 395,625.00 | |||
| SINCLAIR TELEVISION GROU | 250,000.00 | 248,125.00 | |||
| SLM CORP | 75,000.00 | 81,093.75 | |||
| SLM CORP | 125,000.00 | 122,193.75 | |||
| SLM CORP | 525,000.00 | 521,718.75 | |||
| SOCIETE GENERALE | 200,000.00 | 192,500.00 | |||
| SONIC AUTOMOTIVE INC | 175,000.00 | 170,625.00 | |||
| SOPHIA HOLDING FIN LP/IN | 500,000.00 | 513,750.00 | |||
| SOUTHERN STAR CENT CORP | 250,000.00 | 251,250.00 | |||
| SPECTRUM BRANDS HLDGS | 125,000.00 | 133,437.50 | |||
| SPECTRUM BRANDS INC | 125,000.00 | 133,125.00 | |||
| SPENCER SPIRIT HOLDINGS | 100,000.00 | 102,000.00 | |||
| SPIRIT AEROSYSTEMS INC | 125,000.00 | 125,937.50 | |||
| SPRINGLEAF FINANCE CORP | 125,000.00 | 129,062.50 | |||
| SPRINGLEAF FINANCE CORP | 175,000.00 | 197,750.00 | |||
| SPRINGLEAF FINANCE CORP | 175,000.00 | 200,375.00 | |||
| SPRINT CAPITAL CORP | 1,200,000.00 | 1,371,000.00 | |||
| STAR GAS PARTNER/FINANCE | 650,000.00 | 689,000.00 | |||
| STEEL DYNAMICS INC | 250,000.00 | 268,750.00 | |||
| STEEL DYNAMICS INC | 400,000.00 | 431,000.00 | |||
| STONERIDGE INC | 425,000.00 | 454,750.00 | |||
| SUBURBAN PROPANE PARTNRS | 300,000.00 | 299,250.00 | |||
| SUMMIT MATERIALS LLC/FIN | 250,000.00 | 281,875.00 | |||
| SUMMIT MID HLDS LLC / FI | 450,000.00 | 492,750.00 | |||
| SUMMIT MID HLDS LLC / FI | 300,000.00 | 303,000.00 | |||
| SUNCOKE ENRGY PART LP/FI | 175,000.00 | 186,375.00 | |||
| SUNCOKE ENRGY PART LP/FI | 150,000.00 | 159,750.00 | |||
| SUNGARD AVAIL SERV CAP | 300,000.00 | 270,750.00 | |||
| SYNCREON GROUP BV/SYNCRE | 475,000.00 | 479,750.00 | |||
| T-MOBILE USA INC | 75,000.00 | 78,937.50 | |||
| T-MOBILE USA INC | 375,000.00 | 394,218.75 | |||
| TALOS PRODUCTION LLC/FIN | 1,050,000.00 | 1,105,125.00 | |||
| TAMINCO GLOBAL | 575,000.00 | 638,250.00 | |||
| TARGA RESOURCES PARTNERS | 450,000.00 | 482,625.00 | |||
| TAYLOR MORRISON COMM/MON | 250,000.00 | 246,875.00 | |||
| TEMPEL STEEL COMPANY | 425,000.00 | 422,875.00 | |||
| TENET HEALTHCARE CORP | 125,000.00 | 125,937.50 | |||
| TEREX CORP | 275,000.00 | 293,562.50 | |||
| TERVITA CORP | 100,000.00 | 102,875.00 | |||
| TERVITA CORP | 200,000.00 | 209,500.00 | |||
| TESORO CORP | 200,000.00 | 197,750.00 | |||
| TESORO LOGISTICS LP/CORP | 50,000.00 | 52,125.00 | |||
| TESORO LOGISTICS LP/CORP | 350,000.00 | 366,625.00 | |||
| TEXAS COMPETITIVE/TCEH | 225,000.00 | 197,437.50 | |||
| THOMPSON CREEK METALS CO | 675,000.00 | 669,937.50 | |||
| TITAN INTERNATIONAL INC | 225,000.00 | 230,062.50 | |||
| TMS INTERNATIONAL CORP | 100,000.00 | 107,500.00 | |||
| TMX FIN LLC/TITLEMAX FIN | 325,000.00 | 347,750.00 | |||
| TOLL BROS FINANCE CORP | 600,000.00 | 685,500.00 | |||
| TOLL BROS FINANCE CORP | 350,000.00 | 371,875.00 | |||
| TOPS HLDG CORP/TOPS MKTS | 475,000.00 | 517,750.00 | |||
| TOPS HOLDING II CORP | 725,000.00 | 754,906.25 | |||
| TRAC INTERMODAL LLC/CORP | 425,000.00 | 483,437.50 | |||
| TRANSDIGM INC | 175,000.00 | 179,156.25 | |||
| TRANSDIGM INC | 100,000.00 | 103,375.00 | |||
| TRANSFIELD SERVICES LTD | 150,000.00 | 155,812.50 | |||
| TRANSUNION HOLDING CO | 300,000.00 | 312,000.00 | |||
| TRAVELPORT LLC | 378,304.00 | 387,761.60 | |||
| TRIANGLE USA PETROLEUM | 325,000.00 | 326,625.00 | |||
| TRINIDAD DRILLING LTD | 700,000.00 | 745,500.00 | |||
| TRIUMPH GROUP INC | 200,000.00 | 201,250.00 | |||
| TULLOW OIL PLC | 200,000.00 | 206,500.00 | |||
| TULLOW OIL PLC | 400,000.00 | 408,500.00 | |||
| UNIFRAX I LLC/UNIFRAX HO | 525,000.00 | 552,562.50 | |||
| UNISYS CORP | 215,000.00 | 233,275.00 | |||
| UNIT CORP | 425,000.00 | 452,625.00 | |||
| UNITED AIR 2014-1 B PTT | 100,000.00 | 101,625.00 | |||
| UNITED CONTINENTAL HLDGS | 125,000.00 | 130,000.00 | |||
| UNITED REFINING | 260,000.00 | 283,400.00 | |||
| UNITED RENTALS NORTH AM | 350,000.00 | 381,500.00 | |||
| UNITYMEDIA HESSEN / NRW | 350,000.00 | 356,125.00 | |||
| UNIVERSAL HOSPITAL SERVI | 325,000.00 | 336,375.00 | |||
| US AIRWAYS 2012-2B PTT | 95,939.75 | 104,814.17 | |||
| US STEEL CORP | 75,000.00 | 79,125.00 | |||
| VALEANT PHARMACEUTICALS | 200,000.00 | 203,500.00 | |||
| VALEANT PHARMACEUTICALS | 250,000.00 | 270,312.50 | |||
| VANDER INTERMEDIATE HOLD | 125,000.00 | 131,250.00 | |||
| VECTOR GROUP LTD | 375,000.00 | 401,250.00 | |||
| VERISIGN INC | 175,000.00 | 171,937.50 | |||
| VIASAT INC | 225,000.00 | 244,125.00 | |||
| VIKING CRUISES LTD | 200,000.00 | 221,000.00 | |||
| VISANT CORP | 200,000.00 | 189,000.00 | |||
| VPII ESCROW CORP | 100,000.00 | 106,250.00 | |||
| VPII ESCROW CORP | 350,000.00 | 384,562.50 | |||
| VTR FINANCE BV | 400,000.00 | 420,867.60 | |||
| VWR FUNDING INC | 1,000,000.00 | 1,061,250.00 | |||
| WATCO COS LLC/FINANCE CO | 325,000.00 | 333,937.50 | |||
| WATERJET HOLDINGS INC | 75,000.00 | 79,687.50 | |||
| WAVE HOLDCO LLC/CORP | 150,000.00 | 155,062.50 | |||
| WELLCARE HEALTH PLANS IN | 250,000.00 | 265,625.00 | |||
| WELLS FARGO & COMPANY | 175,000.00 | 183,764.17 | |||
| WEST CORP | 500,000.00 | 490,625.00 | |||
| WEYERHAEUSER REAL ESTATE | 250,000.00 | 249,687.50 | |||
| WEYERHAEUSER REAL ESTATE | 250,000.00 | 256,562.50 | |||
| WILLIAM LYON HOMES INC | 75,000.00 | 77,062.50 | |||
| WILLIAM LYON HOMES INC | 50,000.00 | 55,750.00 | |||
| WILLIAMS COMPANIES INC | 75,000.00 | 75,416.70 | |||
| WILLIAMS COMPANIES INC | 100,000.00 | 100,561.10 | |||
| WIND ACQUISITION FIN SA | 200,000.00 | 212,500.00 | |||
| WINDSTREAM CORP | 275,000.00 | 298,031.25 | |||
| WINDSTREAM CORP | 200,000.00 | 213,000.00 | |||
| WINDSTREAM CORP | 700,000.00 | 695,625.00 | |||
| WISE HLDG/FIN CORP | 150,000.00 | 153,562.50 | |||
| WISE METALS GROUP LLC/WI | 625,000.00 | 675,000.00 | |||
| WMG ACQUISITION CORP | 25,000.00 | 25,000.00 | |||
| WMG HOLDINGS CORP | 575,000.00 | 687,125.00 | |||
| WOODBINE HOLDINGS LLC | 325,000.00 | 346,125.00 | |||
| WOODSIDE HOMES CO LLC/FI | 25,000.00 | 25,593.75 | |||
| WYNN MACAU LTD | 200,000.00 | 204,000.00 | |||
| SEASPAN CORP 6.375% 4/30/19 Series | 511,900 | 515,227.35 | ※ | ||
| CITIGROUP INC 6.8750% Series K | 206,725 | 222,684.17 | ※ | ||
| REGIONS FINL (RF) 6.3750% Series A | 176,875 | 176,945.75 | ※ | ||
| ALLY FINANCIAL 7.0000% SERIES 144A | 684,000 | 689,130.00 | ※ | ||
| ALLY FINANCIAL 8.50% Series A | 255,000 | 281,112.00 | ※ | ||
| 小計 | 銘柄数:590 | 262,098,071.29 | 189,888,306.56 | ||
| (19,269,865,349) | |||||
| 組入時価比率:86.4% | 98.9% | ||||
| 合計 | 19,269,865,349 | ||||
| (19,269,865,349) | |||||
| 合計 | 19,475,485,412 | ||||
| (19,475,485,412) | |||||
| (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。 |
| 種類 | 平成26年 7月22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 | 131,729,000 | - | 131,911,000 | △182,000 |
| 米ドル | 131,729,000 | - | 131,911,000 | △182,000 |
| 合計 | 131,729,000 | - | 131,911,000 | △182,000 |
| (注)時価の算定方法 |
| 1為替予約取引 |
| 1)計算日において対顧客先物相場の仲値が発表されている外貨については以下のように評価しております。 |
| ①計算日において為替予約の受渡日(以下「当該日」といいます)の対顧客先物相場の仲値が発表されている場合は、当該為替予約は当該仲値で評価しております。 |
| ②計算日において当該日の対顧客先物相場の仲値が発表されていない場合は、以下の方法によっております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されている場合には、当該日に最も近い前後二つの対顧客先物相場の仲値をもとに計算したレートを用いております。 |
| ・計算日に当該日を超える対顧客先物相場が発表されていない場合には、当該日に最も近い発表されている対顧客先物相場の仲値を用いております。 |
| 2)計算日に対顧客先物相場の仲値が発表されていない外貨については、計算日の対顧客相場の仲値で評価しております。 |
| ※上記取引でヘッジ会計が適用されているものはございません。 |
第3 その他特定資産の明細表(平成26年7月22日現在)
| 特定資産の種類 | 数量 | 帳簿価額(米ドル) | 評価額(米ドル) | 評価損益 | 備考 | |||
| (銘柄名) | 単価 | 金額 | 単価 | 金額 | (米ドル) | |||
| 貸付債権 | ||||||||
| AMSURG INITIAL TERM LOAN | 125,000.00 | 99.75 | 124,687.50 | 99.75 | 124,687.50 | 0.00 | ||
| ASURION 1L IRL B-1 | 1,113,705.41 | 99.87 | 1,112,257.59 | 100.49 | 1,119,129.15 | 6,871.56 | ||
| BOSTON GENERATING TRM 2L | 1,357,664.13 | 1.50 | 20,364.96 | 1.50 | 20,364.96 | 0.00 | ||
| ENERGY FUTURE DIP TL | 456,414.88 | 98.37 | 448,977.38 | 100.47 | 458,554.55 | 9,577.17 | ||
| ENTEGRA PIK 3RD LIEN TRM | 5,849,551.98 | 62.30 | 3,644,721.75 | 65.50 | 3,831,456.54 | 186,734.79 | ||
| GLOBAL AVIATION 2ND LIEN | 276,371.44 | 65.00 | 179,641.43 | 1.00 | 2,763.71 | △176,877.72 | ||
| HARLAND CLARKE #B-3 TL1 | 884,041.67 | 100.16 | 885,456.13 | 101.50 | 897,311.13 | 11,855.00 | ||
| HARLAND CLARKE #B-3 TL2 | 156,800.00 | 100.17 | 157,066.56 | 101.50 | 159,153.56 | 2,087.00 | ||
| HARLAND CLARKE #B-3 TL3 | 153,533.33 | 100.17 | 153,807.54 | 101.50 | 155,837.86 | 2,030.32 | ||
| MULTIPLAN INITIAL TRM | 225,000.00 | 100.00 | 225,000.00 | 99.65 | 224,205.07 | △794.93 | ||
| OXEA SARL 2ND LIEN TRM | 350,000.00 | 101.50 | 355,250.00 | 100.83 | 352,916.55 | △2,333.45 | ||
| OXEA SARL TRM B-2 #1 | 471,437.50 | 100.50 | 473,794.69 | 100.04 | 471,634.08 | △2,160.61 | ||
| SPENCER SPIRI INITIAL TL | 575,000.00 | 99.00 | 569,250.00 | 99.00 | 569,250.00 | 0.00 | ||
| STALLION OILFIELD TL | 48,354.34 | 101.86 | 49,258.56 | 101.38 | 49,019.21 | △239.35 | ||
| TRAVELPORT#1(2ND LIEN TL | 294,900.00 | 103.50 | 305,221.50 | 102.28 | 301,608.97 | △3,612.53 | ||
| 貸付債権計 | 12,337,774.68 | 8,704,755.59 | 8,737,892.84 | 33,137.25 | ||||
| 銘柄数:15 | (883,358,597) | (886,721,365) | (3,362,768) | |||||
| 組入時価比率:4.0% | 100.0% | |||||||
| 合計 | 883,358,597 | 886,721,365 | 3,362,768 | |||||
| (883,358,597) | (886,721,365) | (3,362,768) | ||||||
| (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。 | ||||||||
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。
