有価証券報告書(内国投資信託受益証券)-第18期(平成27年7月22日-平成28年1月20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
該当事項はありません。
第3 その他特定資産の明細表(平成28年1月20日現在)
貸借対照表
| (平成28年 1月20日現在) | |
| 資産の部 | |
| 流動資産 | |
| 預金 | 204,928,601 |
| コール・ローン | 133,171,884 |
| 株式 | 549,205,458 |
| 新株予約権証券 | 133,285,452 |
| 社債券 | 14,003,298,363 |
| 貸付債権 | 560,277,689 |
| 未収入金 | 254,511,856 |
| 未収配当金 | 199,428 |
| 未収利息 | 277,871,679 |
| 前払費用 | 11,307,876 |
| 流動資産合計 | 16,128,058,286 |
| 資産合計 | 16,128,058,286 |
| 負債の部 | |
| 流動負債 | |
| 未払金 | 177,816,886 |
| 未払解約金 | 1,000,000 |
| 流動負債合計 | 178,816,886 |
| 負債合計 | 178,816,886 |
| 純資産の部 | |
| 元本等 | |
| 元本 | 8,374,117,297 |
| 剰余金 | |
| 期末剰余金又は期末欠損金(△) | 7,575,124,103 |
| 元本等合計 | 15,949,241,400 |
| 純資産合計 | 15,949,241,400 |
| 負債純資産合計 | 16,128,058,286 |
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。 | |
| 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。 |
| (貸借対照表に関する注記) |
| 平成28年 1月20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 | 1.9046円 | ||
| (10,000口当たり純資産額) | (19,046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27年 7月22日 至 平成28年 1月20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、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。 |
| 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28年 1月20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。 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28年 1月20日現在 | |
| 期首 | 平成27年 7月22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 | 9,337,642,301円 |
| 同期中における追加設定元本額 | 122,927,312円 |
| 同期中における一部解約元本額 | 1,086,452,316円 |
| 期末元本額 | 8,374,117,297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 | 25,100,094円 |
| 野村米国好利回り社債投信 Bコース | 642,801,001円 |
| 野村米国好利回り社債投信 Cコース | 196,579,070円 |
| 野村米国好利回り社債投信 Dコース | 6,019,247,656円 |
| ノムラ・グローバル・オールスターズ | 1,490,389,476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28年 1月20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 | AFFINION GROUP HOLDINGS INC C | 1,096 | 2.00 | 2,192.00 | |
| AFFINION GROUP HOLDINGS INC D | 1,154 | 1.50 | 1,731.00 | |||
| ENTEGRA TC A UNITS | 5,886 | 240.00 | 1,412,640.00 | |||
| WOODBINE HOLDINGS LLC | 18,186 | 1.00 | 18,186.00 | |||
| HERCULES OFFSHORE INC | 11,998 | 0.90 | 10,822.19 | |||
| PACIFIC ETHANOL INC | 1,832 | 3.11 | 5,697.52 | |||
| LYONDELLBASELL INDU-CL A | 1,448 | 73.98 | 107,123.04 | |||
| NEENAH ENTERPRISES INC | 107,778 | 1.50 | 161,667.00 | |||
| CATALYST PAPER CORP | 9,887 | 3.20 | 31,638.40 | |||
| RESOLUTE FOREST PRODUCTS | 115 | 6.14 | 706.10 | |||
| BEECHCRAFT BEECH HOLDINGS | 10,097 | 7.87 | 79,513.87 | |||
| ATRIUM CORPORATION | 708 | 0.00 | 0.00 | |||
| NORTEK INC | 12,900 | 36.82 | 474,978.00 | |||
| HC2 HOLDINGS INC | 93,961 | 3.74 | 351,414.14 | |||
| UC HOLDINGS INC | 6,825 | 30.00 | 204,750.00 | |||
| GATEWAY CASINOS ENTERTAINMENT LTD | 140,813 | 5.00 | 704,065.00 | |||
| TRIBUNE MEDIA CO-A | 948 | 30.65 | 29,056.20 | |||
| BLUESTEM GROUP INC | 11,344 | 2.75 | 31,196.00 | |||
| DIRECTBUY HOLDINGS INC | 2,772 | 0.00 | 0.00 | |||
| IPAYMENT HOLDINGS INC | 90,163 | 6.00 | 540,978.00 | |||
| TRAVELPORT WORLDWIDE LTD | 4,746 | 11.04 | 52,395.84 | |||
| ALLEN SYSTEMS GROUP INC | 15,641 | 21.00 | 328,461.00 | |||
| NII HOLDINGS INC CLASS B | 22,052 | 3.15 | 69,463.80 | |||
| EME REORGANIZATION TRUST | 729,466 | 0.00 | 291.78 | |||
| JG WENTWORTH CO | 35,351 | 1.04 | 36,765.04 | |||
| NRG ENERGY INC | 1,632 | 10.03 | 16,368.96 | |||
| 小計 | 銘柄数:26 | 4,672,100.88 | ||||
| (549,205,458) | ||||||
| 組入時価比率:3.4% | 100.0% | |||||
| 合計 | 549,205,458 | |||||
| (549,205,458) | ||||||
| (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28年 1月20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 | AVENTINE RESTRICTED WRT 09/27/2017 | 6,912.00 | 0.00 | |
| IPAYMENT HOLDINGS INC WARRANT | 1,975.00 | 0.00 | |||
| IPAYMENT HOLDINGS INC WARRANT 12/29/2022 | 836,360.00 | 836,360.00 | |||
| TRIBUNE MEDIA CO WARRANTS | 8,878.00 | 297,501.78 | |||
| 小計 | 銘柄数:4 | 854,125.00 | 1,133,861.78 | ||
| (133,285,452) | |||||
| 組入時価比率:0.8% | 0.9% | ||||
| 合計 | 133,285,452 | ||||
| (133,285,452) | |||||
| 社債券 | 米ドル | 1011778 BC / NEW RED FIN | 100,000.00 | 99,000.00 | |
| 1011778 BC / NEW RED FIN | 175,000.00 | 178,937.50 | |||
| 1839688 ALBERTA ULC | 181,719.00 | 19.08 | |||
| 99 CENTS ONLY STORES | 75,000.00 | 26,625.00 | |||
| A SCHULMAN INC | 150,000.00 | 138,750.00 | |||
| AAF HLG/FIN | 109,870.00 | 97,784.30 | |||
| ABC SUPPLY CO INC | 150,000.00 | 151,875.00 | |||
| ACCESS MIDSTREAM PARTNER | 125,000.00 | 95,066.37 | |||
| ADS WASTE HOLDINGS INC | 100,000.00 | 92,500.00 | |||
| ADVANCED MICRO DEVICES | 150,000.00 | 96,750.00 | |||
| AES CORP/VA | 175,000.00 | 159,687.50 | |||
| AES CORPORATION | 325,000.00 | 284,375.00 | |||
| AFFINIA GROUP INC | 600,000.00 | 615,000.00 | |||
| AFFINITY GAMING/FIN | 50,000.00 | 50,750.00 | |||
| AIR CANADA | 525,000.00 | 536,812.50 | |||
| AIR CANADA 2013-1B PTC | 42,317.46 | 42,423.25 | |||
| AIRCASTLE LTD | 125,000.00 | 126,562.50 | |||
| AIRCASTLE LTD | 375,000.00 | 397,500.00 | |||
| AIRCASTLE LTD | 200,000.00 | 197,250.00 | |||
| ALERE INC | 350,000.00 | 338,625.00 | |||
| ALERIS INTL INC | 209,000.00 | 180,785.00 | |||
| ALLEGION PLC | 125,000.00 | 127,812.50 | |||
| ALLIANCE DATA SYSTEMS CO | 225,000.00 | 209,812.50 | |||
| ALLY FINANCIAL INC | 450,000.00 | 436,500.00 | |||
| ALLY FINANCIAL INC | 550,000.00 | 552,062.50 | |||
| ALLY FINANCIAL INC | 200,000.00 | 196,125.00 | |||
| ALLY FINANCIAL INC | 50,000.00 | 56,562.50 | |||
| ALPHABET HOLDING CO INC | 75,000.00 | 72,390.00 | |||
| ALTA MESA HLDGS/FINANC S | 244,000.00 | 74,420.00 | |||
| ALTICE SA | 400,000.00 | 353,000.00 | |||
| ALTICE SA | 200,000.00 | 167,100.00 | |||
| ALTICE US FINANCING SA | 200,000.00 | 179,000.00 | |||
| ALTOS HORNOS DE MEXICO | 1,675,000.00 | 619,750.00 | |||
| ALTOS HORNOS DE MEXICO | 4,010,000.00 | 1,483,700.00 | |||
| AMERICAN AIRLINES GROUP | 75,000.00 | 72,937.50 | |||
| AMERICAN AIRLINES GROUP | 275,000.00 | 257,812.50 | |||
| AMERICAN CAPITAL LTD | 200,000.00 | 206,000.00 | |||
| AMERICAN GREETINGS | 500,000.00 | 516,875.00 | |||
| AMSURG CORP | 175,000.00 | 172,593.75 | |||
| ANCESTRY.COM INC | 200,000.00 | 191,750.00 | |||
| ANHEUSER-BUSCH INBEV FIN | 75,000.00 | 74,939.02 | |||
| ANHEUSER-BUSCH INBEV FIN | 125,000.00 | 123,978.00 | |||
| ANHEUSER-BUSCH INBEV FIN | 175,000.00 | 176,076.77 | |||
| ANIXTER INC | 200,000.00 | 197,750.00 | |||
| ANNA MERGER SUB INC | 175,000.00 | 146,125.00 | |||
| ANTERO RESOURCES CORP | 250,000.00 | 196,250.00 | |||
| APPROACH RESOURCES INC | 100,000.00 | 25,500.00 | |||
| APPVION INC | 225,000.00 | 86,625.00 | |||
| APX GROUP INC | 125,000.00 | 117,968.75 | |||
| ARAMARK SERVICES INC | 125,000.00 | 128,125.00 | |||
| ARCELORMITTAL | 75,000.00 | 55,875.00 | |||
| ARCELORMITTAL | 75,000.00 | 56,156.25 | |||
| ARCELORMITTAL | 600,000.00 | 387,060.00 | |||
| ARDAGH FINANCE HOLDINGS | 236,703.00 | 221,909.06 | |||
| ARDAGH PKG FIN/HLDGS USA | 200,000.00 | 184,000.00 | |||
| ARDAGH PKG FIN/MP HD USA | 110,294.12 | 107,536.76 | |||
| ARGOS MERGER SUB INC | 325,000.00 | 317,281.25 | |||
| ARTESYN ESCROW INC | 475,000.00 | 418,000.00 | |||
| ASBURY AUTOMOTIVE GROUP | 125,000.00 | 124,687.50 | |||
| ASSOC MAT LLC/AMH NEW FI | 150,000.00 | 107,250.00 | |||
| AUDATEX NORTH AMERICA IN | 300,000.00 | 301,500.00 | |||
| AURICO GOLD INC | 125,000.00 | 110,625.00 | |||
| AV HOMES INC | 225,000.00 | 222,750.00 | |||
| AVAYA INC | 75,000.00 | 53,250.00 | |||
| AVENTINE ENERGY ESCROW | 2,850,000.00 | 0.00 | |||
| B COMMUNICATIONS LTD | 325,000.00 | 351,422.50 | |||
| B-CORP MERGER SUB INC | 700,000.00 | 490,000.00 | |||
| BANK OF AMERICA CORP | 375,000.00 | 376,406.25 | |||
| BANK OF AMERICA CORP | 300,000.00 | 313,875.00 | |||
| BANKRATE INC | 100,000.00 | 100,000.00 | |||
| BARCLAYS PLC | 400,000.00 | 421,240.00 | |||
| BCP SINGAPORE VI CAYMN | 200,000.00 | 152,000.00 | |||
| BEACON ROOFING SUPPLY IN | 175,000.00 | 178,500.00 | |||
| BEAZER HOMES USA | 100,000.00 | 101,500.00 | |||
| BEAZER HOMES USA | 100,000.00 | 88,000.00 | |||
| BEAZER HOMES USA | 25,000.00 | 21,250.00 | |||
| BERRY PLASTICS CORP | 50,000.00 | 50,500.00 | |||
| BEV PACK HLDS LU/ISSUER | 125,000.00 | 122,812.50 | |||
| BEV PACK HLDS LU/ISSUER | 450,000.00 | 434,812.50 | |||
| BI-LO LLC/BI-LO FIN CORP | 475,000.00 | 320,625.00 | |||
| BLUE COAT HOLDINGS INC | 75,000.00 | 75,187.50 | |||
| BLUE CUBE SPINCO INC | 225,000.00 | 236,250.00 | |||
| BLUE CUBE SPINCO INC | 75,000.00 | 79,781.25 | |||
| BLUE RACER MID LLC/FINAN | 75,000.00 | 54,000.00 | |||
| BLUELINE RENTAL FINANCE | 125,000.00 | 100,625.00 | |||
| BOISE CASCADE LLC/FIN | 200,000.00 | 205,500.00 | |||
| BOMBARDIER INC | 75,000.00 | 53,250.00 | |||
| BOYD GAMING CORP | 850,000.00 | 847,875.00 | |||
| BROOKFIELD RESIDENTIAL | 350,000.00 | 316,715.00 | |||
| BROOKFIELD RESIDENTIAL | 125,000.00 | 111,875.00 | |||
| BUFFALO THUNDER DEV 144A | 466,533.84 | 256.59 | |||
| BUFFALO THUNDER DEV 144A | 1,052,025.00 | 536,532.75 | |||
| BUILDERS FIRSTSOURCE INC | 600,000.00 | 537,000.00 | |||
| BUILDING MATERIALS CORP | 500,000.00 | 496,250.00 | |||
| CALPINE CORP | 375,000.00 | 330,000.00 | |||
| CALPINE CORP | 275,000.00 | 280,500.00 | |||
| CALPINE CORP | 150,000.00 | 129,000.00 | |||
| CAPSUGEL SA | 75,000.00 | 71,015.62 | |||
| CARLSON TRAVEL HOLDINGS | 400,000.00 | 389,000.00 | |||
| CARRIZO OIL & GAS INC | 200,000.00 | 140,000.00 | |||
| CASCADES INC | 75,000.00 | 70,312.50 | |||
| CASTLE (AM) & CO | 325,000.00 | 221,000.00 | |||
| CATALYST PAPER CORP | 71,570.00 | 48,667.60 | |||
| CATALYST PAPER CORP PIK | 7,971.00 | 5,898.54 | |||
| CBC AMMO LLC/CBC FINCO | 125,000.00 | 101,875.00 | |||
| CBS OUT AMER CAP LLC/COR | 150,000.00 | 152,062.50 | |||
| CBS OUT AMER CAP LLC/COR | 75,000.00 | 75,820.35 | |||
| CCO HLDGS LLC/CAP CORP | 100,000.00 | 98,000.00 | |||
| CCO HLDGS LLC/CAP CORP | 125,000.00 | 122,187.50 | |||
| CCO HLDGS LLC/CAP CORP | 500,000.00 | 505,000.00 | |||
| CCOH SAFARI LLC | 50,000.00 | 48,875.00 | |||
| CEB INC | 200,000.00 | 197,000.00 | |||
| CEMEX FINANCE LLC | 200,000.00 | 200,500.00 | |||
| CENTRAL GARDEN & PET CO | 125,000.00 | 126,250.00 | |||
| CENTURY COMMUNITIES | 100,000.00 | 91,500.00 | |||
| CENTURYLINK INC | 1,350,000.00 | 999,000.00 | |||
| CEQUEL COM ESCRW 1/CAP C | 150,000.00 | 140,062.50 | |||
| CERIDIAN CORP | 275,000.00 | 219,656.25 | |||
| CGG VERITAS | 350,000.00 | 139,685.00 | |||
| CHAPARRAL ENERGY INC | 75,000.00 | 16,500.00 | |||
| CHC HELICOPTER SA | 211,250.00 | 39,081.25 | |||
| CHEMOURS CO | 25,000.00 | 15,187.50 | |||
| CHESAPEAKE ENERGY CORP | 175,000.00 | 51,625.00 | |||
| CHESAPEAKE ENERGY CORP | 125,000.00 | 36,875.00 | |||
| CHESAPEAKE ENERGY CORP | 375,000.00 | 106,875.00 | |||
| CHOCTAW RESORT DEVEL ENT | 1,227,000.00 | 1,184,055.00 | |||
| CHS/COMMUNITY HEALTH | 850,000.00 | 733,125.00 | |||
| CHS/COMMUNITY HEALTH SYS | 50,000.00 | 46,625.00 | |||
| CHURCHILL DOWNS INC | 200,000.00 | 201,500.00 | |||
| CINEMARK USA INC | 175,000.00 | 172,593.75 | |||
| CIT GROUP INC | 150,000.00 | 146,625.00 | |||
| CITGO HOLDING INC | 225,000.00 | 205,875.00 | |||
| CITGO PETROLEUM CORP | 125,000.00 | 118,750.00 | |||
| CITIGROUP INC | 25,000.00 | 23,783.75 | |||
| CITIGROUP INC | 100,000.00 | 98,219.50 | |||
| CLOUD PEAK ENRGY RES/FIN | 75,000.00 | 20,437.50 | |||
| CNG HOLDINGS INC | 175,000.00 | 77,000.00 | |||
| CNH INDUSTRIAL CAPITAL L | 75,000.00 | 66,375.00 | |||
| COEUR D'ALENE MINES CORP | 300,000.00 | 178,500.00 | |||
| COMMERCIAL METALS CO | 225,000.00 | 190,125.00 | |||
| COMMSCOPE INC | 300,000.00 | 286,125.00 | |||
| COMMSCOPE INC | 300,000.00 | 283,125.00 | |||
| COMMSCOPE TECH FINANCE L | 300,000.00 | 285,750.00 | |||
| COMMUNICATIONS SALES & L | 250,000.00 | 213,625.00 | |||
| COMMUNITY CHOICE FINANCI | 250,000.00 | 82,500.00 | |||
| COMPASS MINERALS INTERNA | 200,000.00 | 186,500.00 | |||
| COMPRESSCO PARTNERS/FINA | 150,000.00 | 105,750.00 | |||
| CONCORDIA HEALTHCARE COR | 250,000.00 | 211,875.00 | |||
| CONSOLIDATED COMMUNICATI | 175,000.00 | 146,125.00 | |||
| CONSOLIDATED ENERGY FIN | 200,000.00 | 169,000.00 | |||
| CONSTELLATION BRANDS INC | 175,000.00 | 180,031.25 | |||
| CONSTELLATION ENTERPRISE | 125,000.00 | 89,375.00 | |||
| CONTL AIRLINES 2012-2 B | 40,787.66 | 42,011.28 | |||
| COPANO ENERGY LLC/FIN CO | 176,000.00 | 173,021.90 | |||
| COTT BEVERAGES INC | 425,000.00 | 406,937.50 | |||
| COVERIS HOLDINGS SA | 200,000.00 | 160,500.00 | |||
| CREDIT AGRICOLE SA | 200,000.00 | 196,664.00 | |||
| CRESTWOOD MIDSTREAM PART | 200,000.00 | 134,000.00 | |||
| CRESTWOOD MIDSTREAM PART | 175,000.00 | 113,750.00 | |||
| CRESTWOOD MIDSTREAM PART | 125,000.00 | 75,625.00 | |||
| CROSSTEX ENERGY LP/CROSS | 227,000.00 | 236,403.24 | |||
| CSC HOLDINGS LLC | 150,000.00 | 129,000.00 | |||
| CYRUSONE LP/CYRUSONE FIN | 157,000.00 | 161,317.50 | |||
| DEAN FOODS CO | 50,000.00 | 50,625.00 | |||
| DENBURY RESOURCES INC | 325,000.00 | 118,625.00 | |||
| DIAMOND FOODS INC | 150,000.00 | 155,250.00 | |||
| DIGICEL GROUP LTD | 525,000.00 | 423,937.50 | |||
| DIGICEL GROUP LTD | 600,000.00 | 438,000.00 | |||
| DIGICEL LIMITED | 200,000.00 | 184,500.00 | |||
| DIGICEL LIMITED | 400,000.00 | 334,000.00 | |||
| DIRECTBUY HOLDINGS INC | 356,109.00 | 94,368.88 | |||
| DISH DBS CORP | 400,000.00 | 333,000.00 | |||
| DISH DBS CORP | 100,000.00 | 85,000.00 | |||
| DJO FINCO INC/DJO FINANC | 200,000.00 | 167,500.00 | |||
| DRIVETIME AUTO GP & ACCE | 100,000.00 | 88,000.00 | |||
| DYNEGY INC | 50,000.00 | 42,375.00 | |||
| DYNEGY INC | 175,000.00 | 147,000.00 | |||
| EARTHLINK INC | 37,000.00 | 37,555.00 | |||
| ECO SERVICES OP/ECO FIN | 250,000.00 | 216,250.00 | |||
| ELDORADO RESORTS INC | 125,000.00 | 122,187.50 | |||
| EMDEON INC | 200,000.00 | 183,000.00 | |||
| ENDEAVOR ENERGY RESOURCE | 50,000.00 | 41,250.00 | |||
| ENDO FIN LLC/ENDO FINCO | 275,000.00 | 264,859.37 | |||
| ENDO FIN LLC/ENDO FINCO | 400,000.00 | 381,875.20 | |||
| ENERGY FUTURE/EFIH FINAN | 238,027.84 | 252,607.04 | |||
| ENERGY TRANSFER EQUITY | 50,000.00 | 41,875.00 | |||
| ENERGY TRANSFER EQUITY | 275,000.00 | 194,562.50 | |||
| ENERGY XXI GULF COAST IN | 125,000.00 | 21,562.50 | |||
| ENPRO INDUSTRIES INC | 125,000.00 | 124,062.50 | |||
| ENTEGRIS INC | 75,000.00 | 75,918.75 | |||
| ENVISION HEALTHCARE CORP | 275,000.00 | 264,000.00 | |||
| EP ENER/EVEREST ACQ FIN | 225,000.00 | 75,375.00 | |||
| EQUINIX INC | 175,000.00 | 179,375.00 | |||
| ESCROW NEWPAGE CORP 10% | 1,775,000.00 | 19,525.00 | |||
| ESCROW QUEBECOR | 7,775,000.00 | 15,550.00 | |||
| ESH HOSPITALITY INC | 400,000.00 | 386,000.00 | |||
| EVEREST ACQ LLC/FINANCE | 100,000.00 | 35,750.00 | |||
| EXAMWORKS GROUP INC | 175,000.00 | 172,593.75 | |||
| EXCO RESOURCES INC | 175,000.00 | 29,750.00 | |||
| EXOPACK HOLDNG CORP | 1,050,000.00 | 987,000.00 | |||
| FELCOR LODGING LP | 75,000.00 | 75,750.00 | |||
| FERRELLGAS LP/FERRELLGAS | 175,000.00 | 135,625.00 | |||
| FERRELLGAS PARTNERS LP | 1,186,000.00 | 1,097,050.00 | |||
| FIRST DATA CORPORATION | 250,000.00 | 262,812.50 | |||
| FLORIDA EAST COAST HLDGS | 75,000.00 | 67,312.50 | |||
| FLORIDA EAST COAST HLDGS | 75,000.00 | 46,500.00 | |||
| FLY LEASING LTD | 200,000.00 | 203,500.00 | |||
| FMG RESOURCES AUG 2006 | 50,000.00 | 36,187.50 | |||
| FONTAINEBLEAU LAS VEGAS | 11,815,760.01 | 23,336.12 | |||
| FORBES ENERGY SERVICES | 450,000.00 | 186,750.00 | |||
| FRESENIUS MED CARE II | 96,000.00 | 96,480.00 | |||
| FRESENIUS MED CARE II | 125,000.00 | 132,500.00 | |||
| FRONTIER COMMUNICATIONS | 525,000.00 | 495,468.75 | |||
| FRONTIER COMMUNICATIONS | 125,000.00 | 116,562.50 | |||
| GANNETT CO INC | 125,000.00 | 125,000.00 | |||
| GANNETT CO INC | 200,000.00 | 208,500.00 | |||
| GARDA WORLD SECURITY COR | 175,000.00 | 146,343.75 | |||
| GARDA WORLD SECURITY COR | 450,000.00 | 376,312.50 | |||
| GENCORP INC | 125,000.00 | 127,500.00 | |||
| GENON ESCROW CORP | 225,000.00 | 165,375.00 | |||
| GIBRALTAR STEEL CORP OF | 150,000.00 | 153,000.00 | |||
| GIBSON ENERGY INC | 125,000.00 | 115,625.00 | |||
| GLOBAL BRASS AND COPPER | 158,000.00 | 167,480.00 | |||
| GLP CAPITAL LP / FIN II | 200,000.00 | 192,000.00 | |||
| GMAC | 175,000.00 | 202,562.50 | |||
| GOLDMAN SACHS GROUP INC | 75,000.00 | 74,156.25 | |||
| GOLDMAN SACHS GROUP INC | 125,000.00 | 122,746.25 | |||
| GRAFTECH INTERNATIONAL | 275,000.00 | 158,125.00 | |||
| GRAY TELEVISION INC | 350,000.00 | 360,937.50 | |||
| GREAT LAKES DREDGE&DOCK | 500,000.00 | 465,000.00 | |||
| GREIF INC | 350,000.00 | 392,875.00 | |||
| GRIFFON CORPORATION | 175,000.00 | 166,031.25 | |||
| GROUP 1 AUTOMOTIVE INC | 200,000.00 | 193,000.00 | |||
| GROUP 1 AUTOMOTIVE INC | 125,000.00 | 120,625.00 | |||
| HALCON RESOURCES CORP | 300,000.00 | 61,500.00 | |||
| HARLAND CLARKE HLDINGS | 150,000.00 | 123,750.00 | |||
| HARLAND CLARKE HOLDINGS | 225,000.00 | 209,531.25 | |||
| HARLAND ESCROW CORP | 925,000.00 | 632,468.75 | |||
| HARRON COMM/HARRON FIN | 225,000.00 | 236,531.25 | |||
| HCA INC | 125,000.00 | 135,312.50 | |||
| HCA INC | 75,000.00 | 75,093.75 | |||
| HCA INC | 225,000.00 | 223,031.25 | |||
| HCA INC | 50,000.00 | 50,375.00 | |||
| HCA INC | 100,000.00 | 99,500.00 | |||
| HEALTHSOUTH CORP | 175,000.00 | 168,875.00 | |||
| HEARTHSIDE GROUP HLDS/FI | 250,000.00 | 230,000.00 | |||
| HECLA MINING CO | 125,000.00 | 77,187.50 | |||
| HELLAS II | 5,050,000.00 | 0.00 | |||
| HEXION US FIN/NOVA SCOTI | 1,220,000.00 | 481,900.00 | |||
| HILLMAN GROUP INC | 170,000.00 | 144,500.00 | |||
| HOCKEY MERGER SUB 2 INC | 350,000.00 | 299,250.00 | |||
| HRG GROUP INC | 125,000.00 | 131,250.00 | |||
| HRG GROUP INC | 350,000.00 | 332,062.50 | |||
| HRG GROUP INC | 150,000.00 | 142,312.50 | |||
| HUNT COS INC | 225,000.00 | 202,500.00 | |||
| HUNTSMAN INTERNATIONAL L | 300,000.00 | 260,250.00 | |||
| IAMGOLD CORP | 200,000.00 | 127,000.00 | |||
| ICAHN ENTERPRISES/FIN | 400,000.00 | 383,000.00 | |||
| ICON HEALTH & FITNESS | 25,000.00 | 22,500.00 | |||
| ILFC E-CAPITAL TRUST I | 470,000.00 | 428,875.00 | |||
| ILLINOIS PWR GENERATING | 150,000.00 | 85,500.00 | |||
| INDALEX HOLDING | 3,767,000.00 | 28,252.50 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 191,500.00 | |||
| INFOR US INC | 525,000.00 | 444,937.50 | |||
| INMARSAT FINANCE PLC | 100,000.00 | 97,625.00 | |||
| INN OF THE MOUNTAIN GODS | 150,000.00 | 139,500.00 | |||
| INTELSAT JACKSON HLDG | 100,000.00 | 88,500.00 | |||
| INTELSAT JACKSON HLDG | 125,000.00 | 104,687.50 | |||
| INTELSAT LUXEMBOURG SA | 275,000.00 | 200,062.50 | |||
| INTELSAT LUXEMBOURG SA | 300,000.00 | 125,250.00 | |||
| INTERGEN NV | 100,000.00 | 77,500.00 | |||
| INTREPID AVIATION GRP HL | 150,000.00 | 119,250.00 | |||
| INVENTIV HEALTH INC | 351,000.00 | 335,205.00 | |||
| INVENTIV HEALTH INC | 547,193.00 | 529,409.22 | |||
| IPAYMENT INC | 561,908.00 | 570,336.62 | |||
| IRON MOUNTAIN INC | 400,000.00 | 420,000.00 | |||
| ITALICS MERGER SUB | 100,000.00 | 90,500.00 | |||
| JAC HOLDING CORP | 120,000.00 | 115,200.00 | |||
| JACK COOPER HOLDINGS COR | 275,000.00 | 220,000.00 | |||
| JAGUAR HL / PPDI | 475,000.00 | 452,437.50 | |||
| JBS INVESTMENTS GMBH | 200,000.00 | 191,000.00 | |||
| JC PENNEY CORP INC | 150,000.00 | 135,750.00 | |||
| JCH PARENT INC | 229,074.00 | 135,153.66 | |||
| JLL/DELTA DUTCH PLEDGECO | 350,000.00 | 312,375.00 | |||
| JMC STEEL GROUP | 625,000.00 | 434,375.00 | |||
| JPMORGAN CHASE & CO | 375,000.00 | 410,343.75 | |||
| JPMORGAN CHASE & CO | 100,000.00 | 95,250.00 | |||
| JPMORGAN CHASE & CO | 125,000.00 | 125,937.50 | |||
| JPMORGAN CHASE & CO | 550,000.00 | 552,750.00 | |||
| JPMORGAN CHASE & CO | 325,000.00 | 306,718.75 | |||
| K HOVNANIAN ENTERPRISES | 125,000.00 | 78,125.00 | |||
| K HOVNANIAN ENTERPRISES | 150,000.00 | 90,750.00 | |||
| K HOVNANIAN ENTERPRSIES | 1,212,000.00 | 1,199,880.00 | |||
| KB HOME | 300,000.00 | 322,875.00 | |||
| KB HOME | 250,000.00 | 238,750.00 | |||
| KENNEDY-WILSON INC | 225,000.00 | 212,062.50 | |||
| KINDRED HEALTHCARE INC | 225,000.00 | 204,750.00 | |||
| KINDRED HEALTHCARE INC | 150,000.00 | 129,562.50 | |||
| KISSNER MILLING CO LTD | 175,000.00 | 164,500.00 | |||
| L BRANDS INC | 225,000.00 | 232,031.25 | |||
| LADDER CAP FIN LLC/CORP | 375,000.00 | 376,406.25 | |||
| LANDRY'S INC | 900,000.00 | 947,250.00 | |||
| LAREDO PETROLEUM INC | 175,000.00 | 123,375.00 | |||
| LAREDO PETROLEUM INC | 175,000.00 | 129,937.50 | |||
| LBC TANK TERMINAL HLDING | 200,000.00 | 193,000.00 | |||
| LBG CAPITAL NO.1 PLC | 40,000.00 | 41,851.60 | |||
| LEAR CORP | 150,000.00 | 152,250.00 | |||
| LENNAR CORP | 125,000.00 | 121,562.50 | |||
| LEVEL 3 FINANCING INC | 250,000.00 | 258,125.00 | |||
| LEVEL 3 FINANCING INC | 325,000.00 | 321,750.00 | |||
| LIMITED BRANDS INC | 475,000.00 | 501,718.75 | |||
| LIN TELEVISION CORP | 300,000.00 | 313,065.00 | |||
| LINN ENERGY LLC/FIN CORP | 250,000.00 | 33,750.00 | |||
| LINN ENERGY LLC/FIN CORP | 325,000.00 | 47,937.50 | |||
| LIVE NATION ENTERTAINMEN | 100,000.00 | 98,500.00 | |||
| LOGO MERGER SUB CORP | 700,000.00 | 708,750.00 | |||
| LOUISIANA PACIFIC CORP | 75,000.00 | 77,250.00 | |||
| LTF MERGER SUB INC | 600,000.00 | 561,000.00 | |||
| LYNX I CORP | 112,500.00 | 114,046.87 | |||
| MALLINCKRODT FIN/SB | 150,000.00 | 137,437.50 | |||
| MANITOWOC COMPANY INC | 225,000.00 | 231,187.50 | |||
| MATTAMY GROUP CORP | 375,000.00 | 350,625.00 | |||
| MBIA INC | 150,000.00 | 153,187.50 | |||
| MBIA INSURANCE CO | 425,000.00 | 114,750.00 | |||
| MDC PARTNERS INC | 150,000.00 | 143,812.50 | |||
| MEDIACOM BRDBND LLC/CORP | 125,000.00 | 119,531.25 | |||
| MEDIACOM BRDBND LLC/CORP | 475,000.00 | 457,187.50 | |||
| MEDNAX INC | 150,000.00 | 151,500.00 | |||
| MEG ENERGY CORP | 125,000.00 | 67,187.50 | |||
| MEG ENERGY CORP | 50,000.00 | 27,500.00 | |||
| MEMORIAL RESOURCE DEVELO | 150,000.00 | 121,500.00 | |||
| MERCER INTL INC | 150,000.00 | 151,500.00 | |||
| MERISANT ESCROW | 4,750,000.00 | 0.00 | |||
| MERITAGE HOMES CORP | 150,000.00 | 149,625.00 | |||
| MGM RESORTS INTL | 100,000.00 | 101,000.00 | |||
| MICHAEL BAKER HLDINGS/FI | 107,219.00 | 76,125.49 | |||
| MICRON TECHNOLOGY INC | 600,000.00 | 498,000.00 | |||
| MICRON TECHNOLOGY INC | 500,000.00 | 410,000.00 | |||
| MICROSEMI CORP | 175,000.00 | 180,687.50 | |||
| MIDAS INT HOLDCO II/FIN | 250,000.00 | 221,250.00 | |||
| MIDCONTINENT COMM & FIN | 175,000.00 | 175,656.25 | |||
| MIDSTATES PETRO INC/LLC | 525,000.00 | 39,375.00 | |||
| MIDSTATES PETRO INC/LLC | 125,000.00 | 9,375.00 | |||
| MIDWEST VANADIUM PTY LTD | 200,000.00 | 11,000.00 | |||
| MILACRON LLC/MCRON FIN | 500,000.00 | 447,500.00 | |||
| MILLAR WESTERN FOREST | 125,000.00 | 64,375.00 | |||
| MIRABELA NICKEL LTD SUBO | 5,379.74 | 0.00 | |||
| MOOD MEDIA CORP | 200,000.00 | 125,000.00 | |||
| MPG HOLDCO I INC | 100,000.00 | 98,250.00 | |||
| MPH ACQUISITION HOLDINGS | 450,000.00 | 448,875.00 | |||
| MRT MID PART/MRT MID FIN | 225,000.00 | 193,500.00 | |||
| MSCI INC | 125,000.00 | 127,187.50 | |||
| MULTI-COLOR CORP | 150,000.00 | 146,625.00 | |||
| NATHAN'S FAMOUS INC | 225,000.00 | 237,937.50 | |||
| NATIONAL CINEMEDIA LLC | 350,000.00 | 358,750.00 | |||
| NATIONSTAR MORT/CAP CORP | 200,000.00 | 192,000.00 | |||
| NATIONSTAR MORT/CAP CORP | 225,000.00 | 193,781.25 | |||
| NAVIENT CORP | 850,000.00 | 657,687.50 | |||
| NAVIOS MARITIME ACQ CORP | 325,000.00 | 270,968.75 | |||
| NAVIOS MARITIME HLDS/FIN | 225,000.00 | 94,500.00 | |||
| NAVIOS SA LOGIST/FIN US | 75,000.00 | 40,781.25 | |||
| NCI BUILDING SYSTEMS INC | 75,000.00 | 78,375.00 | |||
| NCR CORP | 125,000.00 | 120,468.75 | |||
| NELL AF SARL ESCROW | 3,900,000.00 | 507,000.00 | |||
| NEOVIA LOGISTICS INT HLD | 625,000.00 | 590,625.00 | |||
| NEPTUNE FINCO CORP | 800,000.00 | 825,600.00 | |||
| NEPTUNE FINCO CORP | 200,000.00 | 209,000.00 | |||
| NES RENTALS HOLDINGS | 625,000.00 | 490,625.00 | |||
| NEW ENTERPRISE STONE & L | 65,160.00 | 66,137.40 | |||
| NEW ENTERPRISE STONE & L | 750,000.00 | 581,250.00 | |||
| NEXSTAR BROADCASTING INC | 150,000.00 | 144,750.00 | |||
| NFR ENERGY LLC/FIN CORP | 1,800,000.00 | 63,000.00 | |||
| NGL ENRGY PART LP/FIN CO | 125,000.00 | 95,625.00 | |||
| NORANDA ALUMINUM ACQUISI | 150,000.00 | 16,500.00 | |||
| NORTEK INC | 425,000.00 | 435,625.00 | |||
| NPC INTL/OPER CO A&B INC | 425,000.00 | 440,937.50 | |||
| NRG ENERGY INC | 275,000.00 | 227,562.50 | |||
| NRG ENERGY INC | 225,000.00 | 185,625.00 | |||
| NUMERICABLE GROUP SA | 1,000,000.00 | 956,250.00 | |||
| NWH ESCROW CORP | 325,000.00 | 240,500.00 | |||
| OASIS PETROLEUM INC | 250,000.00 | 105,000.00 | |||
| OPPENHEIMER HOLDINGS INC | 136,000.00 | 139,400.00 | |||
| ORTHO-CLINICAL DIAGNOSTI | 600,000.00 | 373,500.00 | |||
| OUTERWALL INC | 175,000.00 | 137,375.00 | |||
| OWENS-BROCKWAY | 125,000.00 | 125,546.87 | |||
| PALACE ENT HLDG LLC/CORP | 400,000.00 | 386,750.00 | |||
| PAPERWORKS INDUSTRIES IN | 125,000.00 | 115,312.50 | |||
| PATRIOT MERGER CORP | 400,000.00 | 366,000.00 | |||
| PBF LOGISTICS LP/FINANCE | 200,000.00 | 173,000.00 | |||
| PENN NATIONAL GAMING INC | 100,000.00 | 96,000.00 | |||
| PENSKE AUTO GROUP INC | 300,000.00 | 301,500.00 | |||
| PERSTORP HOLDING AB | 200,000.00 | 197,000.00 | |||
| PETROBAKKEN ENERGY LTD | 450,000.00 | 101,250.00 | |||
| PILGRIM'S PRIDE CORP | 100,000.00 | 95,250.00 | |||
| PINNACLE FOODS INC | 75,000.00 | 76,312.50 | |||
| PINNACLE MERGER SUB INC | 255,000.00 | 277,950.00 | |||
| PLATFORM SPECIA 144A | 100,000.00 | 94,750.00 | |||
| PNK FINANCE CORP | 100,000.00 | 106,500.00 | |||
| POST HOLDINGS INC | 150,000.00 | 153,375.00 | |||
| POST HOLDINGS INC | 175,000.00 | 171,281.25 | |||
| POST HOLDINGS INC | 275,000.00 | 286,687.50 | |||
| PRECISION DRILLING CORP | 100,000.00 | 63,500.00 | |||
| PRESTIGE BRANDS INC | 100,000.00 | 96,000.00 | |||
| PRISO ACQUISITION CORP | 475,000.00 | 446,500.00 | |||
| PROSPECT HLDG LLC/FINANC | 300,000.00 | 144,750.00 | |||
| PSPC ESCROW CORP | 50,000.00 | 39,687.50 | |||
| QORVO INC | 25,000.00 | 24,562.50 | |||
| QORVO INC | 125,000.00 | 121,875.00 | |||
| QUEBECOR MEDIA INC | 200,000.00 | 198,500.00 | |||
| QVC INC | 75,000.00 | 76,233.82 | |||
| RADIAN GROUP INC | 225,000.00 | 209,250.00 | |||
| RADIO SYSTEMS CORP | 350,000.00 | 364,875.00 | |||
| RCN TELECM SER/CAPITAL | 175,000.00 | 175,437.50 | |||
| REGAL ENTERTAINMENT GRP | 200,000.00 | 196,500.00 | |||
| RESOLUTE FOREST PRODUCTS | 600,000.00 | 369,108.00 | |||
| REXEL SA | 450,000.00 | 437,346.00 | |||
| REYNOLDS GROUP HOLDINGS | 275,000.00 | 259,875.00 | |||
| RHP HOTEL PPTY/RHP FINAN | 150,000.00 | 149,625.00 | |||
| RITE AID CORP | 175,000.00 | 180,031.25 | |||
| RITE AID CORP | 725,000.00 | 752,187.50 | |||
| RITE AID CORP | 50,000.00 | 58,250.00 | |||
| RITE AID CORP | 200,000.00 | 221,000.00 | |||
| RJS POWER HOLDINGS LLC | 175,000.00 | 128,625.00 | |||
| ROYAL BK SCOTLND GRP PLC | 200,000.00 | 203,000.00 | |||
| ROYAL BK SCOTLND GRP PLC | 200,000.00 | 207,500.00 | |||
| RR DONNELLEY & SONS CO | 100,000.00 | 102,375.00 | |||
| RR DONNELLEY & SONS CO | 100,000.00 | 90,500.00 | |||
| RR DONNELLEY & SONS CO | 175,000.00 | 152,031.25 | |||
| RRI ENERGY | 100,000.00 | 83,000.00 | |||
| RSI HOME PRODUCTS INC | 325,000.00 | 334,750.00 | |||
| RUE21 INC | 225,000.00 | 139,500.00 | |||
| RYLAND GROUP | 200,000.00 | 201,500.00 | |||
| SABINE OIL & GAS CORP | 50,000.00 | 3,250.00 | |||
| SABINE PASS LNG LP | 2,075,000.00 | 2,064,625.00 | |||
| SABLE INTL FINANCE LTD | 200,000.00 | 209,500.00 | |||
| SABLE INTL FINANCE LTD | 200,000.00 | 188,000.00 | |||
| SABRA HEALTH/CAPTL CORP | 175,000.00 | 179,593.75 | |||
| SALLY HOLDINGS/SALLY CAP | 100,000.00 | 103,750.00 | |||
| SALLY HOLDINGS/SALLY CAP | 325,000.00 | 331,500.00 | |||
| SANCHEZ ENERGY CORP | 225,000.00 | 82,125.00 | |||
| SANDRIDGE ENERGY INC | 800,000.00 | 36,000.00 | |||
| SANDRIDGE ENERGY INC | 100,000.00 | 4,500.00 | |||
| SANJEL CORP | 200,000.00 | 8,000.00 | |||
| SCHAEFFLER HLDG FIN BV | 400,000.00 | 415,500.00 | |||
| SCIENTIFIC GAMES INTERNA | 275,000.00 | 180,125.00 | |||
| SCOTTS MIRACLE-GRO CO | 50,000.00 | 51,750.00 | |||
| SEALED AIR CORP | 150,000.00 | 151,125.00 | |||
| SEALED AIR CORP | 100,000.00 | 101,500.00 | |||
| SELECT MEDICAL CORP | 100,000.00 | 84,000.00 | |||
| SENSATA TECH UK FIN CO | 200,000.00 | 202,000.00 | |||
| SERVICE CORP INTL | 275,000.00 | 283,250.00 | |||
| SEVEN GENERATIONS ENERGY | 100,000.00 | 80,375.00 | |||
| SEVENTY SEVEN ENE | 175,000.00 | 18,375.00 | |||
| SIDEWINDER DRILLING INC | 225,000.00 | 100,125.00 | |||
| SIGNODE INDUSTRIAL GROUP | 325,000.00 | 259,187.50 | |||
| SINCLAIR TELEVISION GROU | 375,000.00 | 385,312.50 | |||
| SINCLAIR TELEVISION GROU | 50,000.00 | 48,187.50 | |||
| SIRIUS XM RADIO INC | 175,000.00 | 179,593.75 | |||
| SLM CORP | 75,000.00 | 74,812.50 | |||
| SLM CORP | 600,000.00 | 464,250.00 | |||
| SONIC AUTOMOTIVE INC | 175,000.00 | 164,937.50 | |||
| SOUTHERN STAR CENT CORP | 250,000.00 | 210,000.00 | |||
| SPECTRUM BRANDS INC | 125,000.00 | 132,812.50 | |||
| SPIRIT AEROSYSTEMS INC | 100,000.00 | 101,500.00 | |||
| SPRINGLEAF FINANCE CORP | 25,000.00 | 23,343.75 | |||
| SPRINGLEAF FINANCE CORP | 175,000.00 | 174,125.00 | |||
| SPRINT CAPITAL CORP | 2,100,000.00 | 1,428,000.00 | |||
| SPRINT CORP | 450,000.00 | 317,250.00 | |||
| SPRINT CORP | 300,000.00 | 201,750.00 | |||
| SPRINT CORP | 250,000.00 | 172,500.00 | |||
| SS&C TECH HOLDINGS INC | 125,000.00 | 128,125.00 | |||
| STANDARDAERO AVIATION | 125,000.00 | 123,750.00 | |||
| SUBURBAN PROPANE PARTNRS | 300,000.00 | 246,000.00 | |||
| SUMMIT MID HLDS LLC / FI | 450,000.00 | 357,750.00 | |||
| SUMMIT MID HLDS LLC / FI | 300,000.00 | 208,500.00 | |||
| SUNCOKE ENRGY PART LP/FI | 175,000.00 | 102,375.00 | |||
| SUNCOKE ENRGY PART LP/FI | 150,000.00 | 87,750.00 | |||
| SUNCOKE ENRGY PART LP/FI | 100,000.00 | 58,500.00 | |||
| SUNGARD AVAIL SERV CAP | 300,000.00 | 174,000.00 | |||
| SUNOCO LP/FINANCE CORP | 275,000.00 | 249,218.75 | |||
| SUNOCO LP/FINANCE CORP | 400,000.00 | 362,000.00 | |||
| T-MOBILE USA INC | 75,000.00 | 76,593.75 | |||
| T-MOBILE USA INC | 325,000.00 | 325,000.00 | |||
| T-MOBILE USA INC | 275,000.00 | 277,062.50 | |||
| T-MOBILE USA INC | 125,000.00 | 123,750.00 | |||
| T-MOBILE USA INC | 50,000.00 | 49,500.00 | |||
| TALOS PRODUCTION LLC/FIN | 600,000.00 | 213,000.00 | |||
| TARGA RESOURCES PARTNERS | 175,000.00 | 140,875.00 | |||
| TARGA RESOURCES PARTNERS | 450,000.00 | 383,625.00 | |||
| TARGA RESOURCES PARTNERS | 75,000.00 | 59,812.50 | |||
| TEAMHEALTH INC | 75,000.00 | 77,015.62 | |||
| TECK COMINCO LIMITED | 100,000.00 | 39,500.00 | |||
| TENET HEALTHCARE CORP | 450,000.00 | 414,000.00 | |||
| TENET HEALTHCARE CORP | 260,000.00 | 236,600.00 | |||
| TERRAFORM GLOBAL OPERATI | 250,000.00 | 195,625.00 | |||
| TERRAFORM POWER OPERATIN | 150,000.00 | 114,000.00 | |||
| TESORO LOGISTICS LP/CORP | 39,000.00 | 34,612.50 | |||
| TESORO LOGISTICS LP/CORP | 350,000.00 | 309,750.00 | |||
| TEXAS COMPETITIVE/TCEH | 225,000.00 | 70,875.00 | |||
| THOMPSON CREEK METALS CO | 675,000.00 | 96,187.50 | |||
| TITAN INTERNATIONAL INC | 175,000.00 | 128,625.00 | |||
| TOLL BROS FINANCE CORP | 350,000.00 | 360,500.00 | |||
| TOLL BROS FINANCE CORP | 50,000.00 | 49,125.00 | |||
| TOPS HOLDING II CORP | 432,000.00 | 422,280.00 | |||
| TOWNSQUARE MEDIA INC | 225,000.00 | 205,593.75 | |||
| TPC GROUP INC | 75,000.00 | 48,397.50 | |||
| TRAC INTERMODAL LLC/CORP | 213,000.00 | 230,040.00 | |||
| TRANSDIGM INC | 100,000.00 | 97,750.00 | |||
| TRANSDIGM INC | 400,000.00 | 391,000.00 | |||
| TRANSFIELD SERVICES LTD | 150,000.00 | 153,750.00 | |||
| TRI POINTE HOLDINGS INC | 150,000.00 | 145,125.00 | |||
| TRI POINTE HOLDINGS INC | 250,000.00 | 242,500.00 | |||
| TRIANGLE USA PETROLEUM | 125,000.00 | 27,812.50 | |||
| TRINIDAD DRILLING LTD | 400,000.00 | 342,000.00 | |||
| TULLOW OIL PLC | 200,000.00 | 119,000.00 | |||
| UNIFRAX I LLC/UNIFRAX HO | 700,000.00 | 623,000.00 | |||
| UNIT CORP | 425,000.00 | 278,375.00 | |||
| UNITED RENTALS NORTH AM | 25,000.00 | 23,625.00 | |||
| UNITED RENTALS NORTH AM | 75,000.00 | 68,437.50 | |||
| UNITYMEDIA KABELBW GMBH | 400,000.00 | 401,248.00 | |||
| UNIVAR INC | 125,000.00 | 112,812.50 | |||
| UNIVISION COMMUNICATIONS | 50,000.00 | 47,062.50 | |||
| UPCB FINANCE IV LTD | 200,000.00 | 190,500.00 | |||
| US AIRWAYS 2012-2B PTT | 87,265.60 | 90,756.22 | |||
| US STEEL CORP | 75,000.00 | 33,375.00 | |||
| VALEANT PHARMACEUTICALS | 25,000.00 | 24,250.00 | |||
| VANDER INTERMEDIATE HOLD | 125,000.00 | 68,125.00 | |||
| VIASAT INC | 225,000.00 | 233,718.75 | |||
| VIKING CRUISES LTD | 100,000.00 | 93,500.00 | |||
| VIKING CRUISES LTD | 100,000.00 | 84,000.00 | |||
| VPII ESCROW CORP | 225,000.00 | 219,937.50 | |||
| VRX ESCROW CORP | 300,000.00 | 274,500.00 | |||
| VRX ESCROW CORP | 400,000.00 | 350,000.00 | |||
| VRX ESCROW CORP | 1,125,000.00 | 981,562.50 | |||
| VTR FINANCE BV | 400,000.00 | 363,480.00 | |||
| WARREN RESOURCES INC | 475,000.00 | 64,125.00 | |||
| WAVE HOLDCO LLC/CORP | 150,000.00 | 143,625.00 | |||
| WAVEDIVISION ESCROW/WAVE | 100,000.00 | 94,500.00 | |||
| WELLCARE HEALTH PLANS IN | 450,000.00 | 458,437.50 | |||
| WELLS FARGO & COMPANY | 175,000.00 | 177,515.62 | |||
| WELLS FARGO & COMPANY | 75,000.00 | 79,218.75 | |||
| WEST CORP | 500,000.00 | 415,625.00 | |||
| WILLIAM LYON HOMES INC | 75,000.00 | 72,000.00 | |||
| WILLIAM LYON HOMES INC | 50,000.00 | 52,125.00 | |||
| WILLIAM LYON HOMES INC | 100,000.00 | 97,750.00 | |||
| WINDSTREAM CORP | 100,000.00 | 76,750.00 | |||
| WINDSTREAM CORP | 275,000.00 | 205,218.75 | |||
| WINDSTREAM CORP | 350,000.00 | 258,125.00 | |||
| WISE HLDG/FIN CORP | 150,000.00 | 65,250.00 | |||
| WMG ACQUISITION CORP | 25,000.00 | 24,187.50 | |||
| WMG HOLDINGS CORP | 575,000.00 | 605,906.25 | |||
| WOODSIDE HOMES CO LLC/FI | 75,000.00 | 64,125.00 | |||
| WR GRACE & CO-CONN | 250,000.00 | 246,250.00 | |||
| WYNN MACAU LTD | 200,000.00 | 168,500.00 | |||
| XPO LOGISTICS INC | 450,000.00 | 393,187.50 | |||
| ZAYO GROUP LLC/ZAYO CAP | 550,000.00 | 522,500.00 | |||
| ALLY FINANCIAL 8.50% Series A | 106,350.00 | 109,625.58 | ※ | ||
| CITIGROUP INC 6.8750% Series K | 206,725.00 | 227,149.43 | ※ | ||
| COWEN GROUP INC 8.2500% 10/15/21 SERIES | 122,225.00 | 117,531.56 | ※ | ||
| REGIONS FINL (RF) 6.3750% Series A | 152,575.00 | 156,114.74 | ※ | ||
| SEASPAN CORP 6.375% 4/30/19 Series | 106,450.00 | 101,006.14 | ※ | ||
| 小計 | 銘柄数:561 | 187,937,962.27 | 119,126,315.30 | ||
| (14,003,298,363) | |||||
| 組入時価比率:87.8% | 99.1% | ||||
| 合計 | 14,003,298,363 | ||||
| (14,003,298,363) | |||||
| 合計 | 14,136,583,815 | ||||
| (14,136,583,815) | |||||
| (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。 |
該当事項はありません。
第3 その他特定資産の明細表(平成28年1月20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 | ||||||||
| 21ST CENTURY TRM B | 124,375.00 | 86.00 | 106,962.50 | 84.50 | 105,096.87 | △ 1,865.63 | ||
| ADVANTAGE SALE 1ST TL #2 | 1,612.91 | 96.87 | 1,562.50 | 96.42 | 1,555.11 | △ 7.39 | ||
| ADVANTAGE SALE 1ST TL #3 | 604.85 | 96.87 | 585.94 | 96.42 | 583.17 | △ 2.77 | ||
| ADVANTAGE SALE INTL 1LTL | 96,532.25 | 96.87 | 93,515.61 | 96.42 | 93,073.20 | △ 442.41 | ||
| ADVANTAGE SALES 2L TL | 100,000.00 | 90.50 | 90,500.00 | 87.83 | 87,833.30 | △ 2,666.70 | ||
| ANCESTRY INITIAL TL | 49,875.00 | 99.40 | 49,575.75 | 99.25 | 49,500.93 | △ 74.82 | ||
| ASURION 1L IRL B-1 #1 | 527,638.11 | 94.68 | 499,607.33 | 94.75 | 499,937.10 | 329.77 | ||
| ASURION LONESTAR TRM 2L | 75,000.00 | 88.32 | 66,243.75 | 84.93 | 63,693.75 | △ 2,550.00 | ||
| ASURION(LONESTAR) B4 IRL | 323,375.00 | 92.80 | 300,092.00 | 92.56 | 299,323.98 | △ 768.02 | ||
| BOSTON GENERATING TRM 2L | 1,357,664.13 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| CHASSIX EXIT TERM LOAN | 179,305.01 | 100.00 | 179,305.01 | 98.00 | 175,718.90 | △ 3,586.11 | ||
| CHEMOURS TRANCHE B #1 | 174,125.00 | 93.41 | 162,661.82 | 89.42 | 155,696.82 | △ 6,965.00 | ||
| CITGO PETROLEUM TL | 248,743.72 | 98.59 | 245,261.30 | 97.92 | 243,561.64 | △ 1,699.66 | ||
| DTZ 2015 1 TL#1 | 19,569.17 | 98.56 | 19,287.86 | 97.46 | 19,071.78 | △ 216.08 | ||
| DTZ 2015 1 TL#10 | 4,036.99 | 98.55 | 3,978.85 | 97.46 | 3,934.38 | △ 44.47 | ||
| DTZ 2015 1 TL#11 | 4,225.78 | 98.56 | 4,165.03 | 97.46 | 4,118.37 | △ 46.66 | ||
| DTZ 2015 1 TL#12 | 68.96 | 98.54 | 67.96 | 97.46 | 67.20 | △ 0.76 | ||
| DTZ 2015 1 TL#2 | 1,341.78 | 98.56 | 1,322.49 | 97.46 | 1,307.67 | △ 14.82 | ||
| DTZ 2015 1 TL#7 | 42,028.29 | 98.56 | 41,424.13 | 97.46 | 40,960.05 | △ 464.08 | ||
| DTZ 2015 1 TL#8 | 95.22 | 98.55 | 93.84 | 97.46 | 92.79 | △ 1.05 | ||
| DTZ 2015 1 TL#9 | 210.79 | 98.56 | 207.76 | 97.46 | 205.43 | △ 2.33 | ||
| ENERGY FUTURE DIP TL | 456,414.88 | 99.53 | 454,275.66 | 99.34 | 453,419.88 | △ 855.78 | ||
| FIRST DATA CO NEW2022 TL | 75,000.00 | 98.58 | 73,941.97 | 98.32 | 73,741.05 | △ 200.92 | ||
| FORMULA ONE 2ND LIEN | 275,000.00 | 93.62 | 257,468.75 | 86.25 | 237,187.50 | △ 20,281.25 | ||
| GLOBAL AVIATION 2ND LIEN | 276,371.44 | 0.99 | 2,763.71 | 1.00 | 2,763.71 | 0.00 | ||
| HERCULES OFFSHORE 1L TRM | 822,806.50 | 83.49 | 687,043.42 | 58.00 | 477,227.77 | △ 209,815.65 | ||
| HILTON INITIAL TRM#1 | 39,305.75 | 99.63 | 39,163.81 | 99.79 | 39,222.22 | 58.41 | ||
| HILTON INITIAL TRM#2 | 27,643.60 | 99.63 | 27,543.77 | 99.79 | 27,584.85 | 41.08 | ||
| HILTON INITIAL TRM#6 | 6,047.04 | 99.63 | 6,025.20 | 99.79 | 6,034.19 | 8.99 | ||
| LTF MERG CLOSING DATE #1 | 124,375.00 | 97.31 | 121,032.42 | 97.75 | 121,576.56 | 544.14 | ||
| MULTIPLAN INITIAL TRM | 121,261.68 | 97.54 | 118,280.70 | 97.98 | 118,806.13 | 525.43 | ||
| NXP BV TRANCHE B LOAN | 50,000.00 | 99.25 | 49,625.00 | 99.65 | 49,822.90 | 197.90 | ||
| PHARMACEUTICAL INITIL TL | 174,125.00 | 97.16 | 169,197.26 | 98.28 | 171,121.34 | 1,924.08 | ||
| PINNACLE FOODS L#I TRM | 50,000.00 | 99.50 | 49,750.00 | 99.50 | 49,750.00 | 0.00 | ||
| PRISO ACQUISI INITIAL TL | 647,024.64 | 98.11 | 634,860.57 | 96.25 | 622,761.21 | △ 12,099.36 | ||
| RHP HOTEL PROPERTIE B TL | 75,000.00 | 99.53 | 74,648.47 | 99.50 | 74,625.00 | △ 23.47 | ||
| SOUTHCROSS HOLDING 1L TL | 147,750.00 | 62.00 | 91,605.00 | 37.50 | 55,406.25 | △ 36,198.75 | ||
| STALLION OILFIELD TL | 47,604.34 | 54.61 | 26,001.49 | 48.50 | 23,088.10 | △ 2,913.39 | ||
| VALEANT F1 TR B #1 TL | 173,687.50 | 95.40 | 165,702.73 | 96.05 | 166,821.45 | 1,118.72 | ||
| W&T OFFSHORE LOAN | 200,000.00 | 86.00 | 172,000.00 | 75.00 | 150,000.00 | △ 22,000.00 | ||
| 貸付債権計 | 7,119,845.33 | 5,087,351.36 | 4,766,292.55 | △ 321,058.81 | ||||
| 銘柄数:40 | (598,018,152) | (560,277,689) | (△ 37,740,463) | |||||
| 組入時価比率:3.5% | 100.0% | |||||||
| 合計 | 598,018,152 | 560,277,689 | △ 37,740,463 | |||||
| (598,018,152) | (560,277,689) | (△ 37,740,463) | ||||||
| (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。
