有価証券報告書(内国投資信託受益証券)-第22期(平成29年7月21日-平成30年1月22日)

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2018/04/12 9:08
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【項目】
59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)
(平成30年 1月22日現在)
資産の部
流動資産
預金450,355,656
コール・ローン189,233,942
株式362,818,413
新株予約権証券964,092
社債券17,694,417,308
貸付債権1,095,043,721
派生商品評価勘定175,000
未収入金211,781,735
未収配当金187,892
未収利息292,138,781
前払費用5,961,740
流動資産合計20,303,078,280
資産合計20,303,078,280
負債の部
流動負債
未払金209,514,641
未払解約金176,500,000
未払利息206
流動負債合計386,014,847
負債合計386,014,847
純資産の部
元本等
元本8,524,003,750
剰余金
期末剰余金又は期末欠損金(△)11,393,059,683
元本等合計19,917,063,433
純資産合計19,917,063,433
負債純資産合計20,303,078,280

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30年 1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2.3366円
(10,000口当たり純資産額)(23,366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29年 7月21日
至 平成30年 1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30年 1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30年 1月22日現在
期首平成29年 7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9,645,457,942円
同期中における追加設定元本額67,904,773円
同期中における一部解約元本額1,189,358,965円
期末元本額8,524,003,750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570,716,072円
野村米国好利回り社債投信 Bコース802,568,303円
野村米国好利回り社債投信 Cコース1,574,869,853円
野村米国好利回り社債投信 Dコース4,485,615,994円
ノムラ・グローバル・オールスターズ1,067,817,029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(平成30年 1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AVAYA HOLDINGS CORP9,92420.49203,342.76
ENTEGRA TC A UNITS5,8860.000.00
IPAYMENT HOLDINGS INC PFD3,49750.00174,850.00
LINN ENERGY INC1,28831.5040,572.00
MOOD MEDIA CORP COMMON STOCK35,0000.8028,000.00
MOOD MEDIA CORP RESTRICTED COMMON STOCK28,5710.8022,856.80
NINE POINT ENERGY HOLDINGS COMMON2,30911.0025,399.00
VISTRA ENERGY CORP RIGHTS3,8531.003,853.00
WARREN RESOURCES INC3,6491.003,649.00
HERCULES OFFSHORE ESCROW COM11,9430.252,985.75
NINE POINT ENERGY HOLDINGS-PFD46700.0032,200.00
BONANZA CREEK ENERGY INC4,13427.87115,214.58
MIDSTATE PETROLEUM CO INC30018.195,457.00
PEABODY ENERGY CORP3,95039.99157,960.50
NEENAH ENTERPRISES INC107,7785.00538,890.00
BEECHCRAFT BEECH HOLDINGS10,0971.2512,621.25
ATRIUM CORPORATION7080.000.00
HC2 HOLDINGS INC68,2536.27427,946.31
QUAD GRAPHICS INC69323.6916,417.17
UC HOLDINGS INC6,82529.00197,925.00
GATEWAY CASINOS ENTERTAINMENT LTD140,8134.50633,658.50
AFFINION GROUP HOLDINGS INC C1,0960.0110.96
AFFINION GROUP HOLDINGS INC D1,1540.0111.54
TRIBUNE MEDIA CO-A8,87843.46385,837.88
BLUESTEM GROUP INC11,3440.9510,776.80
DIRECTBUY HOLDINGS INC2,7720.000.00
IPAYMENT HOLDINGS INC546,1600.0527,308.00
TRAVELPORT WORLDWIDE LTD1,88913.5725,633.73
NII HOLDINGS INC CLASS B17,9790.6612,006.37
VISTRA ENERGY CORP3,31319.4964,570.37
PEABODY ENERGY CORP PFD-A1,40674.75105,098.50
小計銘柄数:313,275,052.77
(362,712,094)
組入時価比率:1.8%100.0%
カナダドルCATALYST PAPER CORP84,2810.011,198.37
小計銘柄数:11,198.37
(106,319)
組入時価比率:0.0%0.0%
合計362,818,413
(362,818,413)

(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30年 1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AVENTINE RESTRICTED WRT 09/27/20176,912.000.00
DYNEGY INC - CW241,823.00337.25
IPAYMENT HOLDINGS INC WARRANT 12/29/2022836,360.008,363.60
JACK COOPER E 144A WARRANT226.000.00
MIDSTATES PETROLEUM CO INC WARRANT2,135.004.27
小計銘柄数:5847,456.008,705.12
(964,092)
組入時価比率:0.0%0.0%
合計964,092
(964,092)
社債券米ドル1011778 BC / NEW RED FIN600,000.00606,750.00
1839688 ALBERTA ULC181,719.0018.17
A SCHULMAN INC150,000.00159,000.00
ABC SUPPLY CO INC75,000.0079,312.50
ACRISURE LLC / FIN INC300,000.00299,250.00
ADT CORP225,000.00234,562.50
ADVANCED MICRO DEVICES296,000.00330,128.80
ADVANCED MICRO DEVICES315,000.00332,325.00
AHERN RENTALS INC425,000.00412,250.00
AIR CANADA525,000.00597,187.50
AIRCASTLE LTD125,000.00126,562.50
AIRCASTLE LTD375,000.00397,500.00
AIRCASTLE LTD200,000.00211,750.00
AIRXCEL INC225,000.00239,625.00
AK STEEL CORP150,000.00156,000.00
ALBERTSONS COS LLC/SAFEW175,000.00166,687.50
ALBERTSONS COS LLC/SAFEW400,000.00360,000.00
ALCOA INC50,000.0054,000.00
ALCOA INC275,000.00304,975.00
ALCOA NEDERLAND HOLDING200,000.00224,520.00
ALERIS INTL INC300,000.00304,500.00
ALERIS INTL INC175,000.00185,937.50
ALGECO SCOTSMAN GLOB FIN200,000.00201,000.00
ALLEGIANT TRAVEL CO175,000.00180,337.50
ALLIANCE DATA SYSTEMS CO23,000.0023,230.00
ALLIANCE RES OP/FINANCE225,000.00243,843.75
ALLY FINANCIAL INC125,000.00125,218.75
ALLY FINANCIAL INC75,000.0078,468.75
ALLY FINANCIAL INC25,000.0027,562.50
ALPHA 3 BV / US BIDCO200,000.00206,250.00
ALTA MESA HLDGS/FINANC S250,000.00275,312.50
ALTICE SA400,000.00390,000.00
ALTOS ESCROW DEBT1,675,000.00276,375.00
ALTOS ESCROW DEBT4,010,000.00661,650.00
AMC ENTERTAINMENT INC175,000.00169,933.75
AMERICAN AIRLINES GROUP275,000.00281,454.25
AMERICAN AXLE & MFG INC200,000.00211,000.00
AMERICAN MIDSTREAM PTR/F175,000.00181,125.00
AMERIGAS PART/FIN CORP100,000.00106,000.00
AMERIGAS PART/FIN CORP175,000.00180,250.00
AMERIGAS PART/FIN CORP175,000.00180,468.75
AMSURG CORP175,000.00180,687.50
ANDEAVOR LOGIS LP/CORP75,000.0078,656.25
ANGLO AMERICAN CAPITAL200,000.00206,303.04
ANIXTER INC200,000.00211,000.00
ANNA MERGER SUB INC125,000.0087,500.00
ANTERO MIDSTREAM PART/FI200,000.00207,250.00
ANTERO RESOURCES FINANCE50,000.0051,500.00
APPVION INC350,000.0022,750.00
APX GROUP INC47,000.0047,822.50
ARAMARK SERVICES INC125,000.00130,937.50
ARAMARK SERVICES INC200,000.00204,660.00
ARD FINANCE SA600,000.00630,000.00
ARDAGH PKG FIN/HLDGS USA200,000.00206,000.00
ARDAGH PKG FIN/HLDGS USA200,000.00203,250.00
ARDAGH PKG FIN/HLDGS USA200,000.00216,500.00
ARDAGH PKG FIN/HLDGS USA500,000.00523,600.00
ARTESYN ESCROW INC475,000.00469,062.50
ASBURY AUTOMOTIVE GROUP125,000.00130,937.50
ASCEND LEARNING LLC75,000.0078,187.50
ASCENT RESOURCES/ARU FIN275,000.00302,412.00
ASHTON WOODS USA/FINANCE125,000.00125,937.50
ASP AMC MERGER SUB500,000.00483,750.00
ASSUREDPARTNERS INC200,000.00206,000.00
AV HOMES INC200,000.00210,750.00
AVAYA INC ESCROW 144A275,000.000.00
AVAYA INC ESCROW 144A175,000.000.00
AVENTINE ENERGY ESCROW2,850,000.000.00
B&G FOODS INC175,000.00177,406.25
BALL CORP125,000.00129,531.25
BANK OF AMERICA CORP550,000.00598,125.00
BANK OF AMERICA CORP300,000.00337,890.00
BANK OF AMERICA CORP25,000.0025,343.75
BANK OF AMERICA CORP75,000.0084,750.00
BANK OF NOVA SCOTIA75,000.0074,812.50
BARCLAYS BANK PLC200,000.00227,155.00
BARCLAYS PLC400,000.00419,900.00
BARMINCO FINANCE PTY LTD25,000.0024,562.50
BCD ACQUISITION INC175,000.00192,937.50
BEACON ESCROW CORP50,000.0050,187.50
BEACON ROOFING SUPPLY IN175,000.00186,812.50
BEAZER HOMES USA29,000.0029,978.75
BEAZER HOMES USA200,000.00219,500.00
BEAZER HOMES USA2,000.002,070.00
BEAZER HOMES USA100,000.00105,625.00
BERRY PLASTICS CORP100,000.00105,125.00
BI-LO LLC/BI-LO FIN CORP497,266.00195,176.90
BIG RIVER STEEL/BRS FIN175,000.00188,125.00
BILL BARRETT CORP25,000.0025,625.00
BLOCK COMMUNICATIONS INC150,000.00156,750.00
BLUE RACER MID LLC/FINAN75,000.0078,562.50
BLUELINE RENTAL CRP / LL250,000.00271,250.00
BMC EAST LLC125,000.00130,311.25
BMC SOFTWARE FINANCE INC400,000.00406,920.00
BOMBARDIER INC550,000.00607,062.50
BOMBARDIER INC325,000.00323,781.25
BOMBARDIER INC225,000.00224,437.50
BOMBARDIER INC300,000.00309,150.00
BOOZ ALLEN HAMILTON INC100,000.00101,220.00
BOXER PARENT CO INC60,000.0059,982.00
BOYD GAMING CORP875,000.00928,593.75
BOYD GAMING CORP600,000.00646,500.00
BRAND ENERGY & INFRASTRU250,000.00261,250.00
BROOKFIELD RESIDENTIAL100,000.00106,500.00
BUFFALO THUNDER DEV 144A466,533.84233.26
BUFFALO THUNDER DEV 144A1,052,025.00457,630.87
BUILDERS FIRSTSOURCE INC75,000.0078,375.00
BUILDING MATERIALS CORP500,000.00526,250.00
BWAY HOLDING CO150,000.00156,375.00
BWAY HOLDING CO800,000.00842,000.00
CABLEVISION SYSTEMS CORP150,000.00151,980.00
CALATLANTIC GROUP INC25,000.0026,593.75
CALATLANTIC GROUP INC50,000.0052,125.00
CALFRAC HOLDINGS LP425,000.00425,000.00
CALIFORNIA RESOURCES CRP1,575,000.001,354,500.00
CALLON PETROLEUM CO300,000.00313,500.00
CALPINE CORP375,000.00368,906.25
CALPINE CORP275,000.00282,218.75
CALPINE CORP150,000.00143,062.50
CALPINE CORP225,000.00222,187.50
CAMELOT FINANCE SA350,000.00373,625.00
CARDTRONICS INC / USA150,000.00138,750.00
CARLSON TRAVEL INC200,000.00192,000.00
CARLSON TRAVEL INC200,000.00167,500.00
CARMIKE CINEMAS INC75,000.0078,937.50
CARRIZO OIL & GAS INC188,000.00192,277.00
CARRIZO OIL & GAS INC112,000.00116,760.00
CARROLS RESTAURANT GROUP25,000.0026,375.00
CASCADES INC75,000.0078,187.50
CBS OUT AMER CAP LLC/COR125,000.00128,312.50
CBS RADIO INC125,000.00132,187.50
CCM MERGER INC200,000.00204,500.00
CCO HLDGS LLC/CAP CORP225,000.00229,500.00
CCO HLDGS LLC/CAP CORP150,000.00148,695.00
CCO HLDGS LLC/CAP CORP550,000.00562,375.00
CCO HLDGS LLC/CAP CORP70,000.0073,150.00
CCO HLDGS LLC/CAP CORP125,000.00127,812.50
CCO HLDGS LLC/CAP CORP800,000.00791,500.00
CCO HLDGS LLC/CAP CORP475,000.00463,125.00
CCO HOLDINGS LLC475,000.00495,781.25
CD&R WATERWORKS MERGER125,000.00127,500.00
CDW LLC/CDW FINANCE150,000.00155,437.50
CENTENNIAL RESOURCE PROD125,000.00128,125.00
CENTRAL GARDEN & PET CO125,000.00132,968.75
CENTURY COMMUNITIES300,000.00315,375.00
CENTURY COMMUNITIES200,000.00203,440.00
CENTURYLINK INC25,000.0024,781.25
CENTURYLINK INC50,000.0050,906.24
CENTURYLINK INC575,000.00515,343.75
CEQUEL COM ESCRW 1/CAP C337,000.00343,318.75
CEQUEL COM HLDG I200,000.00217,404.00
CEQUEL COM HLDG I/CAP CP250,000.00251,562.50
CF INDUSTRIES INC118,000.00128,767.50
CF INDUSTRIES INC375,000.00360,468.75
CHANGE HEALTH / FIN INC200,000.00203,250.00
CHARLES SCHWAB CORP175,000.00174,070.31
CHENIERE CORP CHRISTI HD200,000.00227,375.00
CHENIERE CORP CHRISTI HD250,000.00270,468.75
CHENIERE ENERGY PARTNERS300,000.00304,500.00
CHESAPEAKE ENERGY CORP300,000.00316,500.00
CHESAPEAKE ENERGY CORP100,000.00105,500.00
CHESAPEAKE ENERGY CORP350,000.00344,750.00
CHESAPEAKE ENERGY CORP200,000.00202,500.00
CHESAPEAKE ENERGY CORP200,000.00197,000.00
CHOBANI LLC/FINANCE CORP325,000.00348,156.25
CHS/COMMUNITY HEALTH250,000.00166,250.00
CHS/COMMUNITY HEALTH SYS50,000.0045,343.75
CHS/COMMUNITY HEALTH SYS25,000.0020,500.00
CHURCHILL DOWNS INC175,000.00173,906.25
CINEMARK USA INC250,000.00256,875.00
CIT GROUP INC50,000.0052,750.00
CITGO HOLDING INC475,000.00509,437.50
CITGO PETROLEUM CORP125,000.00126,406.25
CITIGROUP INC25,000.0025,406.25
CITIGROUP INC100,000.00104,887.50
CITIGROUP INC100,000.00109,500.00
CLEAR CHANNEL COMMUNICAT230,547.0022,478.33
CLEAR CHANNEL ESCROW176,500.000.00
CLEAR CHANNEL INTL BV25,000.0026,125.00
CLEAR CHANNEL WORLDWIDE75,000.0074,156.25
CLEAR CHANNEL WORLDWIDE175,000.00179,812.50
CLEARWATER SEAFOODS INC25,000.0025,437.50
CLEAVER-BROOKS INC75,000.0078,375.00
CLIFFS NATURAL RESOURCES325,000.00317,183.75
CLOUD CRANE LLC175,000.00196,875.00
CLOUD PEAK ENRGY RES/FIN225,000.00248,625.00
CLOUD PEAK ENRGY RES/FIN300,000.00244,500.00
CNG HOLDINGS INC175,000.00172,812.50
COEUR MINING INC100,000.0099,375.00
COGENT COMMUNICATIONS GR75,000.0078,645.00
COMMERCIAL METALS CO125,000.00129,375.00
COMMSCOPE TECH FINANCE L250,000.00267,212.50
COMMUNITY CHOICE FINANCI250,000.00235,625.00
COMPASS MINERALS INTERNA200,000.00199,000.00
COMPRESSCO PARTNERS/FINA150,000.00146,062.50
CONCORDIA HEALTHCARE125,000.0013,125.00
CONCORDIA HEALTHCARE COR125,000.0012,500.00
CONSOL ENERGY INC150,000.00155,625.00
CONSOL MINING CORP150,000.00161,250.00
CONSTELLATION MERGER SUB275,000.00269,582.50
CONSTELLIUM NV250,000.00262,500.00
CONTINENTAL RESOURCES150,000.00150,562.50
CONTL AIRLINES 2012-2 B31,767.4633,077.86
COOKE OMEGA/ALPHA VESSEL200,000.00203,500.00
COOPER-STANDARD AUTOMOTI150,000.00157,500.00
CORTES NP ACQUISITION150,000.00162,187.50
COTT BEVERAGES INC300,000.00312,243.45
COVEY PARK ENERGY LLC/FI50,000.0052,875.00
CRC ESCROW ISSUER LLC250,000.00250,625.00
CRESCENT COMMUNITIES LLC166,000.00177,412.50
CRESTWOOD MID PARTNER LP125,000.00129,218.75
CRESTWOOD MIDSTREAM PART125,000.00130,937.50
CROWN AMER/CAP CORP VI150,000.00150,000.00
CROWNROCK LP/CROWNROCK F125,000.00127,500.00
CSTN MERGER SUB INC100,000.00100,875.00
CSVC ACQUISITION CORP375,000.00351,093.75
CUMBERLAND FARMS250,000.00266,875.00
CVR PARTNERS/CVR NITROGE100,000.00108,563.00
CYRUSONE LP/CYRUSONE FIN50,000.0051,500.00
CYRUSONE LP/CYRUSONE FIN50,000.0052,250.00
DAE FUNDING LLC200,000.00200,750.00
DAE FUNDING LLC275,000.00276,375.00
DAE FUNDING LLC100,000.00100,500.00
DANA HOLDING CORP200,000.00210,000.00
DAVITA INC75,000.0077,203.12
DELEK LOGISTICS PARTNERS150,000.00153,750.00
DELL INC100,000.00100,832.00
DELL INC75,000.0077,812.50
DENBURY RESOURCES INC95,000.0099,037.50
DENBURY RESOURCES INC250,000.00207,500.00
DIAMOND 1 FIN/DIAMOND 2195,000.00202,068.75
DIAMOND 1 FIN/DIAMOND 225,000.0026,758.68
DIAMOND OFFSHORE DRILL100,000.00106,500.00
DIEBOLD INC50,000.0052,437.50
DIGICEL GROUP LTD925,000.00925,129.50
DIGICEL LIMITED400,000.00400,500.00
DISH DBS CORP300,000.00307,837.50
DISH DBS CORP400,000.00379,500.00
DISH DBS CORP282,000.00270,896.25
DJO FINCO INC/DJO FINANC200,000.00190,875.00
DONNELLEY FINANCIAL SOL225,000.00240,187.50
DRIVETIME AUTO GP & ACCE100,000.00100,000.00
DYNEGY INC400,000.00423,500.00
DYNEGY INC38,276.0040,572.56
DYNEGY INC125,000.00138,281.25
EAGLE HOLDING CO II LLC175,000.00178,500.00
ECLIPSE RESOURCES CORP25,000.0025,812.50
ELDORADA RESORTS INC375,000.00396,562.50
ELDORADO RESORTS INC125,000.00132,968.75
EMBARQ CORP300,000.00294,630.00
EMC CORP1,025,000.001,008,895.30
EMI MUSIC PUBLISHING GRP50,000.0055,000.00
ENDO FIN LLC/ENDO FINCO50,000.0043,750.00
ENDO FIN LLC/ENDO FINCO400,000.00310,500.00
ENDO FIN/ENDO LTD/E FINC600,000.00471,000.00
ENERGY TRANSFER EQUITY275,000.00304,218.75
ENGILITY CORP50,000.0054,202.50
ENSCO PLC100,000.00100,500.00
ENSCO PLC50,000.0036,875.00
ENTEGRIS INC150,000.00151,875.00
ENVISION HEALTHCARE CORP125,000.00125,625.00
EP ENER/EVEREST ACQ FIN543,000.00355,665.00
EP ENER/EVEREST ACQ FIN544,000.00467,840.00
EP ENER/EVEREST ACQ FIN75,000.0059,156.25
EQUINIX INC75,000.0079,687.50
ESCROW NEWPAGE CORP 10%1,775,000.001,109.37
EVEREST ACQ LLC/FINANCE537,000.00494,711.25
EVERI PAYMENTS INC150,000.00154,875.00
EW SCRIPPS CO175,000.00174,125.00
EXELA INTERMED/EXELA FIN300,000.00299,250.00
EXTERRAN NRG SOLUTIONS/F225,000.00244,125.00
EXTRACTION OIL & GAS INC175,000.00175,109.37
EXTRACTION OIL & GAS LLC75,000.0081,375.00
FBM FINANCE INC400,000.00427,500.00
FELCOR LODGING LP125,000.00131,875.00
FERRELLGAS LP/FERRELLGAS50,000.0044,750.00
FERRELLGAS LP/FERRELLGAS175,000.00166,250.00
FERRELLGAS PARTNERS LP50,000.0044,750.00
FIRST DATA CORPORATION400,000.00424,500.00
FIRST QUALITY FINANCE CO75,000.0076,125.00
FIRSTCASH INC100,000.00104,500.00
FIVE POINT OP CO LP/FIVE75,000.0077,250.00
FLEX ACQUISITION CO INC75,000.0077,203.12
FMG RESOURCES AUG 2006125,000.00127,343.75
FONTAINEBLEAU LAS VEGAS11,815,760.011,181.57
FOUR FINANCE SA200,000.00214,500.00
FREEPORT MCMORAN400,000.00412,500.00
FREEPORT-MCMORAN C & G175,000.00176,312.50
FREEPORT-MCMORAN INC100,000.00101,020.00
FREEPORT-MCMORAN INC75,000.0073,875.00
FRONTIER COMMUNICATIONS850,000.00697,000.00
FRONTIER COMMUNICATIONS176,000.00135,520.00
FTS INTERNATIONAL INC150,000.00148,500.00
FXI HOLDINGS INC100,000.00100,750.00
GANNETT CO INC125,000.00127,656.25
GANNETT CO INC200,000.00210,254.00
GARDA WORLD SECURITY COR175,000.00179,375.00
GARDA WORLD SECURITY COR450,000.00460,125.00
GARTNER INC125,000.00130,781.25
GATEWAY CASINOS & ENTERT200,000.00215,500.00
GENESIS ENERGY LP/FIN100,000.00101,970.00
GENESIS ENERGY LP/FIN75,000.0075,375.00
GENWORTH HOLDINGS INC25,000.0025,125.00
GEO GROUP INC/THE100,000.00103,000.00
GIBRALTAR STEEL CORP OF150,000.00152,325.00
GMAC175,000.00226,187.50
GOLDEN NUGGET INC300,000.00310,875.00
GOLDEN NUGGET INC225,000.00240,187.50
GOLDMAN SACHS GROUP INC75,000.0077,343.75
GOLDMAN SACHS GROUP INC125,000.00129,093.75
GOODYEAR TIRE & RUBBER175,000.00178,718.75
GRAFTECH INTERNATIONAL275,000.00278,781.25
GRAY TELEVISION INC150,000.00150,750.00
GRAY TELEVISION INC300,000.00312,780.00
GREAT LAKES DREDGE&DOCK125,000.00131,875.00
GREIF INC350,000.00374,500.00
GRIFFON CORPORATION225,000.00230,062.50
GRIFFON CORPORATION250,000.00255,625.00
GRINDING MED/MC GRINDING275,000.00295,680.00
GROUP 1 AUTOMOTIVE INC200,000.00207,500.00
GROUP 1 AUTOMOTIVE INC125,000.00129,375.00
GULFPORT ENERGY CORP25,000.0025,187.50
GULFPORT ENERGY CORP75,000.0076,031.25
GW HONOS SECURITY CORP400,000.00434,000.00
H&E EQUIPMENT SERVICES250,000.00261,562.50
HARLAND CLARKE HLDINGS100,000.00102,125.00
HARLAND CLARKE HOLDINGS275,000.00286,687.50
HARLAND ESCROW CORP925,000.00955,941.25
HCA INC245,000.00261,292.50
HCA INC200,000.00225,640.00
HCA INC150,000.00161,062.50
HCA INC175,000.00186,593.75
HCA INC400,000.00410,000.00
HCA INC150,000.00171,000.00
HCA INC150,000.00172,312.50
HCA INC125,000.00130,468.75
HEALTHSOUTH CORP50,000.0051,437.50
HEARTHSIDE GROUP HLDS/FI250,000.00256,250.00
HECLA MINING CO150,000.00154,095.00
HELLAS II5,050,000.000.00
HERC RENTALS INC179,000.00193,490.05
HERC RENTALS INC280,000.00308,000.00
HESS INF PART / FIN CORP200,000.00206,000.00
HEXION 2 US FIN CORP425,000.00354,875.00
HEXION INC50,000.0047,500.00
HEXION INC175,000.00162,312.50
HEXION US FIN/NOVA SCOTI520,000.00390,650.00
HIGH RIDGE BRANDS CO100,000.0089,500.00
HILLMAN GROUP INC170,000.00169,787.50
HOCKEY MERGER SUB 2 INC350,000.00364,875.00
HOLLY ENERGY PARTNERS LP125,000.00131,250.00
HOLOGIC INC50,000.0050,075.00
HOLOGIC INC25,000.0025,093.75
HRG GROUP INC500,000.00521,250.00
HUB HOLDINGS LLC/HUB HOL375,000.00376,406.25
HUDBAY MINERALS INC75,000.0080,250.00
HUDBAY MINERALS INC150,000.00165,000.00
HUGHES SATELLITE SYSTEMS400,000.00425,000.00
HUNT COS INC225,000.00237,078.00
IAMGOLD CORP225,000.00235,125.00
ICAHN ENTERPRISES/FIN525,000.00539,765.62
ICAHN ENTERPRISES/FIN350,000.00362,320.00
ICAHN ENTERPRISES/FIN100,000.00102,250.00
IHEARTCOMMUNICATIONS INC225,000.00168,468.75
IHO VERWALTUNGS GMBH200,000.00204,500.00
ILFC E-CAPITAL TRUST I470,000.00460,600.00
INCEPTION MRGR/RACKSPACE175,000.00186,375.00
INDALEX HOLDING3,767,000.00188,350.00
INEOS GROUP HOLDINGS SA200,000.00206,250.00
INFOR SOFTWARE PARENT75,000.0077,062.50
INFOR US INC600,000.00624,750.00
INGLES MARKETS INC75,000.0077,250.00
INMARSAT FINANCE PLC100,000.0099,875.00
INMARSAT FINANCE PLC25,000.0025,525.00
INN OF THE MOUNTAIN GODS150,000.00137,250.00
INTELSAT CONNECT FINANCE414,000.00315,675.00
INTELSAT JACKSON HLDG75,000.0066,750.00
INTELSAT JACKSON HLDG550,000.00507,375.00
INTELSAT LUXEMBOURG SA215,000.0093,525.00
INTELSAT LUXEMBOURG SA275,000.00113,093.75
INTERGEN NV100,000.0099,750.00
INTREPID AVIATION GRP HL150,000.00149,437.50
INVENTIVE GRP HLDGS INC210,000.00226,537.50
IPAYMENT INC50,000.0056,625.00
IRB HOLDING CORP150,000.00151,687.50
ITALICS MERGER SUB100,000.00103,250.00
ITRON INC75,000.0075,656.25
J2 CLOUD LLC/GLOBAL INC225,000.00238,218.75
JACK OHIO FIN LLC/FIN 1175,000.00195,343.75
JACOBS ENTERTAINMENT INC325,000.00354,250.00
JBS INVESTMENTS GMBH200,000.00205,500.00
JC PENNEY CORPORATION IN50,000.0034,625.00
JDA ESRW/JDA BOND FNCE275,000.00289,861.00
JEFFERIES FIN LLC / JFIN200,000.00205,625.00
JEFFERIES FIN LLC / JFIN200,000.00207,000.00
JELD-WEN INC75,000.0075,843.75
JONAH NRG LLC/FINANCE175,000.00175,656.25
JONES ENERGY HLDGS/FIN125,000.0094,375.00
JONES ENERGY HLDGS/FIN100,000.0079,000.00
JPMORGAN CHASE & CO375,000.00423,750.00
JPMORGAN CHASE & CO100,000.00103,000.00
JPMORGAN CHASE & CO125,000.00134,531.25
JPMORGAN CHASE & CO575,000.00620,281.25
JPMORGAN CHASE & CO325,000.00329,956.25
K HOVNANIAN ENTERPRISES125,000.00125,000.00
K HOVNANIAN ENTERPRISES150,000.00167,250.00
KB HOME100,000.00111,250.00
KENNEDY-WILSON INC200,000.00204,500.00
KFC HLD/PIZZA HUT/TACO125,000.00128,712.50
KINDRED HEALTHCARE INC225,000.00241,031.25
KINDRED HEALTHCARE INC200,000.00212,250.00
KINROSS GOLD CORP100,000.00104,750.00
KINROSS GOLD CORP125,000.00126,912.50
KIRS MIDCO 3 PLC600,000.00628,500.00
KISSNER GR HLDG175,000.00180,250.00
KOPPERS INC75,000.0079,312.50
KRATON POLYMERS LLC/CAP250,000.00267,500.00
L BRANDS INC50,000.0049,812.50
LADDER CAP FIN LLLP/CORP225,000.00231,187.50
LAREDO PETROLEUM INC75,000.0076,500.00
LBC TANK TERMINAL HLDING200,000.00208,500.00
LEAR CORP150,000.00158,322.69
LENNAR CORP300,000.00305,250.00
LEVEL 3 FINANCING INC75,000.0076,125.00
LEVEL 3 FINANCING INC400,000.00402,000.00
LG FINANCECO CORP100,000.00106,500.00
LITHIA MOTORS INC100,000.00104,500.00
LIVE NATION ENTERTAINMEN100,000.00103,500.00
LTF MERGER SUB INC875,000.00929,687.50
MALLINCKRODT FIN/SB150,000.00130,830.00
MATADOR RESOURCES CO25,000.0026,375.00
MATCH GROUP INC250,000.00270,937.50
MATCH GROUP INC100,000.00101,750.00
MATTEL INC100,000.0099,375.00
MATTHEWS INTERNATIONAL C125,000.00127,500.00
MBIA INC150,000.00152,250.00
MBIA INSURANCE CO425,000.00196,562.50
MEDIACOM BRDBND LLC/CORP125,000.00127,187.50
MEG ENERGY CORP350,000.00310,625.00
MEG ENERGY CORP50,000.0044,375.00
MEG ENERGY CORP125,000.00123,125.00
MERCER INTL INC200,000.00213,250.00
MEREDITH CORP150,000.00150,000.00
MERISANT ESCROW4,750,000.000.00
MERITAGE HOMES CORP225,000.00245,250.00
MGIC INVESTMENT CORP150,000.00163,125.00
MGM RESORTS INTL275,000.00298,718.75
MGM RESORTS INTL100,000.00109,845.00
MICHAEL BAKER INTL250,000.00245,625.00
MICRON TECHNOLOGY INC775,000.00811,944.25
MICROSEMI CORP40,000.0044,988.00
MIDAS INT HOLDCO II/FIN225,000.00230,625.00
MIDCONTINENT COMM & FIN350,000.00375,305.00
MIDSTATES PETRO ESCROW525,000.000.00
MIDSTATES PETRO ESCROW125,000.000.00
MIDWEST VANADIUM PTY LTD186,458.051,398.43
MIRABELA NICKEL LTD SUBO5,379.740.00
MOHEGAN TRIBAL GAMING AU550,000.00566,500.00
MOOD MED BWR/MOOD MED CO104,066.00103,545.67
MOSS CREEK RESOURCES HLD425,000.00440,937.50
MOUNTAIN PROVINCE DIAMON75,000.0074,156.25
MPH ACQUISITION HOLDINGS225,000.00242,156.25
MPT OPER PARTNERSP/FINL175,000.00187,468.75
MRT MID PART/MRT MID FIN200,000.00203,000.00
MSCI INC100,000.00102,750.00
MTW FOODSERVICE ESCROW150,000.00171,000.00
MULTI-COLOR CORP150,000.00157,312.50
MURPHY OIL CORP400,000.00400,992.00
MURPHY OIL CORP150,000.00161,250.00
MURRAY ENERGY CORP1,050,000.00572,250.00
NABORS INDUSTRIES INC100,000.00101,875.00
NABORS INDUSTRIES INC50,000.0049,500.00
NABORS INDUSTRIES INC50,000.0050,250.00
NATHAN'S FAMOUS INC75,000.0078,187.50
NATIONAL CINEMEDIA LLC350,000.00356,562.50
NATIONAL CINEMEDIA LLC50,000.0046,750.00
NATIONSTAR MORT/CAP CORP125,000.00125,203.12
NATIONSTAR MORT/CAP CORP225,000.00228,937.50
NAVIENT CORP50,000.0050,672.50
NAVIENT CORP75,000.0079,500.00
NAVIENT CORP225,000.00236,250.00
NAVIENT CORP200,000.00215,000.00
NAVIENT CORP450,000.00452,668.50
NAVIENT CORP175,000.00182,875.00
NAVIOS MARITIME ACQ CORP325,000.00281,125.00
NAVIOS MARITIME HLDS/FIN225,000.00184,500.00
NAVISTAR INTL CORP275,000.00288,502.50
NCI BUILDING SYSTEMS INC75,000.0080,043.75
NCL CORP LTD225,000.00232,875.00
NCR CORP125,000.00128,750.00
NELL AF SARL ESCROW3,900,000.009,750.00
NEPTUNE FINCO CORP600,000.00678,000.00
NETFLIX INC550,000.00541,750.00
NEW AMETHYST CORP75,000.0079,500.75
NEW ENTERPRISE STONE & L275,000.00300,093.75
NEXSTAR BROADCASTING INC100,000.00103,500.00
NEXSTAR ESCROW CORP275,000.00286,429.00
NEXTERA ENERGY OPERATING125,000.00125,447.50
NEXTERA ENERGY OPERATING25,000.0025,000.00
NFP CORP250,000.00259,375.00
NGPL PIPECO LLC175,000.00179,156.25
NMG FINCO PLC200,000.00206,172.00
NOBLE HOLDING INTL LTD450,000.00426,375.00
NOBLE HOLDING INTL LTD200,000.00201,250.00
NOBLE HOLDING INTL LTD25,000.0018,125.00
NOBLE HOLDING INTL LTD75,000.0065,062.50
NOKIA OYJ75,000.0074,227.50
NORANDA ALUMINUM ESCROW150,000.001.50
NORTHWEST ACQ/DOMINION100,000.00103,750.00
NOVA CHEMICALS CORP275,000.00276,375.00
NOVELIS CORP450,000.00460,129.50
NRG ENERGY INC250,000.00260,937.50
NRG ENERGY INC25,000.0026,375.00
NRG ENERGY INC150,000.00159,750.00
NRG ENERGY INC25,000.0025,250.00
NRG YIELD OPERATING LLC100,000.00101,000.00
NUMERICABLE GROUP SA1,100,000.001,095,875.00
NWH ESCROW CORP125,000.00116,250.00
OASIS PETROLEUM INC100,000.00102,500.00
OLIN CORP125,000.00126,093.75
OPEN TEXT CORP200,000.00213,250.00
ORTHO-CLINICAL DIAGNOSTI400,000.00398,000.00
OWENS-BROCKWAY125,000.00139,609.37
OXFORD FIN LLC/CO-ISS II125,000.00129,062.50
PARK AEROSPACE HOLDINGS375,000.00376,406.25
PARK-OHIO INDUSTRIES INC75,000.0080,625.00
PARKER DRILLING CO50,000.0048,250.00
PARSLEY ENERGY LLC/FINAN225,000.00240,750.00
PATTERN ENERGY GROUP INC100,000.00105,500.00
PBF LOGISTICS LP/FINANCE220,000.00229,900.00
PBF LOGISTICS LP/FINANCE150,000.00156,750.00
PDC ENERGY INC125,000.00130,937.50
PEABODY ENERGY ESCROW475,000.000.00
PEABODY SEC FIN CORP175,000.00182,218.75
PENSKE AUTO GROUP INC375,000.00387,421.87
PENSKE AUTOMOTIVE GROUP75,000.0076,218.75
PETRA DIAMONDS US TREAS200,000.00205,500.00
PETROBAKKEN ENERGY LTD450,000.001,125.00
PILGRIM'S PRIDE CORP25,000.0025,375.00
PINNACLE FOODS INC75,000.0079,875.00
PIONEER HOLDING/FINANCE125,000.00131,562.50
PLAINS ALL AMERICAN PIPE100,000.00100,500.00
PLASTIPAK HOLDINGS INC100,000.00104,250.00
PLATFORM SPECIALTY PROD200,000.00201,750.00
POLARIS INTERMEDIATE225,000.00234,495.00
POST HOLDINGS INC275,000.00280,156.25
POST HOLDINGS INC250,000.00251,812.50
PQ CORP75,000.0076,781.25
PRECISION DRILLING CORP100,000.0097,875.00
PRECISION DRILLING CORP150,000.00154,875.00
PRESTIGE BRANDS INC100,000.00102,000.00
PRESTIGE BRANDS INC125,000.00129,375.00
PRIME SECSRVC BRW/FINANC225,000.00250,031.25
PRISO ACQUISITION CORP475,000.00504,687.50
QEP RESOURCES INC75,000.0076,968.75
QORVO INC150,000.00161,250.00
QORVO INC225,000.00249,750.00
QTS LP/FINANCE150,000.00151,875.00
QUEBECOR MEDIA INC100,000.00106,000.00
RADIAN GROUP INC131,000.00138,205.00
RADIAN GROUP INC79,000.0088,401.00
RADIAN GROUP INC175,000.00178,062.50
RADIATE HOLDCO / FINANCE475,000.00465,500.00
RADIO ONE INC150,000.00144,750.00
RANGE RESOURCES CORP150,000.00156,375.00
RANGE RESOURCES CORP50,000.0050,720.00
RANGE RESOURCES CORP150,000.00150,750.00
REALOGY GROUP/CO-ISSUER300,000.00298,500.00
REGAL ENTERTAINMENT GRP571,000.00590,985.00
RESOLUTE ENERGY CORP300,000.00303,000.00
REVLON ESCROW CORP150,000.0091,125.00
REYNOLDS GRP ISS/REYNOLD145,366.16147,728.36
REYNOLDS GRP ISS/REYNOLD250,000.00259,375.00
REYNOLDS GRP ISS/REYNOLD225,000.00241,126.87
RHP HOTEL PPTY/RHP FINAN150,000.00155,355.00
RITCHIE BROS AUCTIONEERS100,000.00103,000.00
RITE AID CORP75,000.0066,937.50
RITE AID CORP150,000.00123,750.00
ROSE ROCK MIDSTREAM/FIN100,000.00100,750.00
ROWAN COMPANIES INC175,000.00182,546.87
ROYAL BK SCOTLND GRP PLC200,000.00213,000.00
ROYAL BK SCOTLND GRP PLC200,000.00230,750.00
RR DONNELLEY & SONS CO60,000.0059,100.00
RR DONNELLEY & SONS CO105,000.00100,537.50
RRI ENERGY150,000.00122,250.00
RSI HOME PRODUCTS INC325,000.00342,062.50
RSP PERMIAN INC50,000.0052,687.50
RUE21 INC175,000.00656.25
RYLAND GROUP200,000.00214,750.00
SABLE INTL FINANCE LTD200,000.00210,700.00
SABRA HEALTH/CAPTL CORP125,000.00128,321.87
SALEM MEDIA GROUP INC.50,000.0049,750.00
SANCHEZ ENERGY CORP342,000.00335,160.00
SANCHEZ ENERGY CORP200,000.00176,250.00
SANJEL CORP200,000.002,250.00
SBA COMMUNICATIONS CORP225,000.00223,920.00
SCIENTIFIC GAMES INTERNA825,000.00906,468.75
SCOTTS MIRACLE-GRO CO50,000.0053,125.00
SEALED AIR CORP150,000.00160,875.00
SELECT MEDICAL CORP100,000.00102,845.00
SEMGROUP CORP175,000.00175,000.00
SERVICE CORP INTL275,000.00282,046.87
SESI LLC100,000.00102,750.00
SESI LLC100,000.00107,500.00
SEVEN GENERATIONS ENERGY200,000.00203,500.00
SEVENTY SEVEN ESCROW175,000.000.00
SILGAN HOLDINGS INC150,000.00154,500.00
SILVERSEA CRUISE FINANCE125,000.00135,312.50
SINCLAIR TELEVISION GROU100,000.00104,250.00
SINCLAIR TELEVISION GROU175,000.00175,218.75
SIRIUS XM RADIO INC225,000.00227,812.50
SLM CORP600,000.00608,625.00
SM ENERGY CO100,000.00102,625.00
SM ENERGY CO200,000.00207,750.00
SM ENERGY CO75,000.0077,250.00
SM ENERGY CO50,000.0050,500.00
SM ENERGY CO300,000.00319,125.00
SOFTBANK CORP400,000.00407,920.00
SOLERA LLC / SOLERA FINA250,000.00281,250.00
SONIC AUTOMOTIVE INC175,000.00175,000.00
SOTHEBY'S200,000.00197,500.00
SOUTHERN STAR CENT CORP250,000.00258,125.00
SOUTHWESTERN ENERGY CO175,000.00172,375.00
SOUTHWESTERN ENERGY CO175,000.00179,812.50
SPRINGLEAF FINANCE CORP325,000.00335,968.75
SPRINGLEAF FINANCE CORP175,000.00193,375.00
SPRINT CAPITAL CORP1,025,000.001,237,687.50
SPRINT COMMUNICATIONS175,000.00210,000.00
SPRINT CORP525,000.00563,718.75
SPRINT NEXTEL CORP730,000.00766,500.00
SPX FLOW INC100,000.00105,500.00
SPX FLOW INC100,000.00106,250.00
SS&C TECH HOLDINGS INC200,000.00211,500.00
STANDARD INDUSTRIES INC25,000.0026,156.25
STANDARD INDUSTRIES INC75,000.0075,727.50
STANDARDAERO AVIATION125,000.00137,500.00
STARWOOD PROPERTY TRUST100,000.0099,650.00
STATION CASINOS LLC75,000.0076,250.62
SUBURBAN PROPANE PARTNRS300,000.00298,500.00
SUMMIT MATERIALS LLC/FIN75,000.0083,062.50
SUMMIT MATERIALS LLC/FIN50,000.0051,250.00
SUMMIT MID HLDS LLC / FI300,000.00304,500.00
SUMMIT MID HLDS LLC / FI75,000.0076,125.00
SUMMIT MIDSTREAM PARTNER275,000.00282,562.50
SUNGARD AVAIL SERV CAP250,000.00157,500.00
SUNOCO LP/FINANCE CORP550,000.00571,312.50
SUNOCO LP/FINANCE CORP200,000.00204,250.00
SUNOCO LP/FINANCE CORP25,000.0025,562.50
SUNOCO LP/FINANCE CORP25,000.0025,625.00
T-MOBILE USA INC125,000.00128,162.50
T-MOBILE USA INC500,000.00520,000.00
T-MOBILE USA INC125,000.00130,312.50
TALEN ENERGY SUPPLY LLC125,000.00126,093.75
TALLGRASS NRG PRTNR/FIN100,000.00103,500.00
TALOS PRODUCTION LLC/FIN577,000.00439,962.50
TARGA RESOURCES PARTNERS75,000.0076,687.50
TASEKO MINES LTD325,000.00337,187.50
TECK COMINCO LIMITED350,000.00393,750.00
TECK RESOURCES LIMITED75,000.0077,718.75
TECK RESOURCES LIMITED250,000.00260,625.00
TECK RESOURCES LIMITED75,000.0075,468.75
TECK RESOURCES LIMITED175,000.00195,562.50
TEMPO ACQUISITION LLC/FI300,000.00306,750.00
TENET HEALTHCARE CORP325,000.00333,937.50
TENET HEALTHCARE CORP50,000.0051,437.50
TENET HEALTHCARE CORP25,000.0026,468.75
TENET HEALTHCARE CORP100,000.00106,125.00
TENET HEALTHCARE CORP225,000.00236,531.25
TENET HEALTHCARE CORP275,000.00273,968.75
TENET HEALTHCARE CORP225,000.00222,187.50
TENNANT CO100,000.00105,500.00
TENNECO INC225,000.00236,036.25
TEREX CORP50,000.0052,125.00
TERRAFORM GLOBAL OPERATI125,000.00139,375.00
TERRAFORM POWER OPERATIN75,000.0074,681.25
TERRAFORM POWER OPERATIN150,000.00164,625.00
TEXAS COMPETITIVE ESCROW225,000.002,250.00
TITAN INTERNATIONAL INC250,000.00257,500.00
TMS INTERNATIONAL CORP100,000.00105,500.00
TOLL BROS FINANCE CORP350,000.00384,562.50
TOPS HOLDING II CORP307,000.00267,090.00
TOWNSQUARE MEDIA INC350,000.00340,812.50
TPC GROUP INC325,000.00332,718.75
TRANSDIGM INC100,000.00101,500.00
TRANSDIGM INC400,000.00413,200.00
TRANSDIGM INC150,000.00157,312.50
TRANSDIGM INC125,000.00129,687.50
TRANSOCEAN INC125,000.00126,562.50
TRANSOCEAN INC400,000.00439,000.00
TRANSOCEAN INC225,000.00234,562.50
TRANSOCEAN SEDCO FOREX100,000.0093,500.00
TREEHOUSE FOODS INC150,000.00156,750.00
TRI POINTE GROUP INC150,000.00153,187.50
TRI POINTE HOLDINGS INC150,000.00153,000.00
TRI POINTE HOLDINGS INC250,000.00267,050.00
TRIANGLE USA PETROLEUM125,000.000.00
TRIDENT MERGER SUB INC75,000.0075,562.50
TRINIDAD DRILLING LTD125,000.00123,437.50
TRINSEO OP / TRINSEO FIN200,000.00206,500.00
TRIUMPH GROUP INC150,000.00160,500.00
TULLOW OIL PLC200,000.00205,000.00
TUTOR PERINI CORP25,000.0026,812.50
UNITED CONTINENTAL HLDGS75,000.0075,937.50
UNITED RENTALS NORTH AM75,000.0080,602.50
UNITED RENTALS NORTH AM200,000.00198,500.00
UNITED STATES STEEL CORP150,000.00158,062.50
UNITI GROUP/CSL CAPITAL175,000.00160,072.50
UNITYMEDIA KABELBW GMBH400,000.00424,000.00
UNIVISION COMMUNICATIONS24,000.0024,960.00
UPC HOLDING BV200,000.00195,000.00
UPCB FINANCE IV LTD200,000.00204,750.00
US AIRWAYS 2012-2B PTT77,256.1183,706.99
US CONCRETE INC275,000.00295,625.00
US FOODS INC125,000.00131,250.00
USIS MERGER SUB INC250,000.00260,000.00
VALEANT PHARMACEUTICALS350,000.00350,000.00
VALEANT PHARMACEUTICALS650,000.00676,812.50
VALVOLINE FINCO TWO LLC50,000.0052,625.00
VANTIV LLC/ISSUER CORP200,000.00202,000.00
VECTOR GROUP LTD175,000.00182,656.25
VENATOR FIN SARL/VENATOR75,000.0078,750.00
VERITAS US INC/BERMUDA L400,000.00412,500.00
VERMILION ENERGY INC175,000.00176,750.00
VERSUM MATERIALS INC75,000.0080,062.50
VERTIV INT HOLD CORP575,000.00620,281.25
VHF PARENT LLC/ORCHESTRA125,000.00132,187.50
VIKING CRUISES LTD100,000.00104,625.00
VIKING CRUISES LTD50,000.0051,500.00
VINE OIL & GAS LP / FIN150,000.00148,125.00
VPII ESCROW CORP250,000.00251,875.00
VRX ESCROW CORP225,000.00206,437.50
VRX ESCROW CORP1,450,000.001,319,500.00
VTR FINANCE BV400,000.00422,000.00
WARRIOR MET COAL LLC225,000.00238,500.00
WAVE HOLDCO LLC/CORP438,804.00439,901.01
WAVEDIVISION ESCROW/WAVE100,000.00102,305.00
WEATHERFORD BERMUDA50,000.0052,375.00
WEATHERFORD BERMUDA75,000.0077,062.50
WEATHERFORD BERMUDA25,000.0020,875.00
WEATHERFORD BERMUDA150,000.00128,250.00
WEATHERFORD INTL LLC25,000.0020,812.50
WEATHERFORD INTL LTD200,000.00214,000.00
WEEKLEY HOMES LLC/ FINAN250,000.00253,125.00
WEEKLEY HOMES LLC/ FINAN175,000.00175,218.75
WEIGHT WATCHERS INTL INC75,000.0079,218.75
WELLS FARGO & COMPANY175,000.00186,375.00
WERNER FINCO LP/INC300,000.00314,250.00
WEST STREET MERGER SUB250,000.00253,750.00
WESTERN DIGITAL CORP200,000.00217,300.00
WESTERN DIGITAL CORP300,000.00348,375.00
WHITING PETROLEUM CORP150,000.00153,667.50
WHITING PETROLEUM CORP200,000.00207,000.00
WHITING PETROLEUM CORP50,000.0051,437.50
WILDHORSE RESOURCE DEVEL175,000.00181,562.50
WILLIAM LYON HOMES INC75,000.0075,562.50
WILLIAM LYON HOMES INC100,000.00103,655.00
WILLIAM LYON HOMES INC200,000.00205,000.00
WILLIAMS COMPANIES INC175,000.00174,562.50
WILLIAMS COS INC148,000.00172,050.00
WIND TRE SPA200,000.00180,960.00
WINDSTREAM CORP61,000.0045,750.00
WINDSTREAM SRVC / FIN137,000.00131,006.25
WINDSTREAM SRVC/FIN511,000.00291,270.00
WMG ACQUISITION CORP75,000.0077,343.75
WPX ENERGY INC84,000.0090,957.72
WPX ENERGY INC100,000.00105,750.00
WPX ENERGY INC225,000.00259,875.00
WR GRACE & CO-CONN125,000.00131,262.50
WRANGLER BUYER CORP75,000.0077,906.25
WYNN LAS VEGAS LLC/CORP150,000.00151,327.50
WYNN MACAU LTD200,000.00201,520.00
WYNN MACAU LTD200,000.00203,700.00
XPLORNET COMMUNICATIONS105,342.00111,004.13
XPO LOGISTICS INC150,000.00156,892.50
ZAYO GROUP LLC/ZAYO CAP450,000.00461,250.00
ZIGGO BOND FINANCE BV350,000.00346,500.00
CITIGROUP INC 6.8750% Series K206,725.00235,335.74※
SEASPAN CORP 6.375% 4/30/19 Series106,450.00108,320.11※
小計銘柄数:778202,483,241.37159,769,005.05
(17,694,417,308)
組入時価比率:88.8%100.0%
合計17,694,417,308
(17,694,417,308)
合計17,695,381,400
(17,695,381,400)

(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
種類平成30年 1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177,348,000-177,173,000175,000
米ドル177,348,000-177,173,000175,000
合計177,348,000-177,173,000175,000

(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30年1月22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
21ST CENTURY TRM B122,812.5094.00115,443.7595.50117,285.931,842.18
AIR METHODS CORP TRM147,515.9799.75147,147.18100.25147,884.75737.57
ASURION 2L REPLA B-2 TRM60,000.00102.5061,500.00103.0661,837.50337.50
ASURION REPLACE B-5 TRM99,498.74100.4199,906.68100.78100,269.85363.17
ASURION(LONESTAR) B4 IRL308,588.65100.44309,946.44100.71310,774.38827.94
AVOLON INITIAL TRM B-274,125.0099.7273,917.4599.6573,867.63△49.82
BCP RENAISSANCE INI TRM225,000.00100.95227,156.17101.63228,656.251,500.08
BERRY PLASTICS TL N74,437.50100.2574,623.60100.4674,778.64155.04
BIG RIVER STEEL TL99,750.00100.75100,498.12100.75100,498.120.00
BOSTON GENERATING TRM 2L1,357,664.130.000.000.000.000.00
BURGER KING CORP TL B3#175,513.8499.9375,460.98100.3875,797.01336.03
BURGER KING CORP TL B3#248,546.7199.9348,516.36100.3848,728.76212.40
BWAY CORP INITIAL TRM397,000.00100.41398,654.30100.65399,563.82909.52
BWAY CORP INITIAL TRM 051,000.00100.411,004.16100.651,006.452.29
CAESARS ENTERTIMNT TRM B200,000.00100.00200,000.00100.43200,850.00850.00
CALIFORNIA RESOURCES TRM50,000.00108.5054,250.00111.7555,875.001,625.00
CALPINE CORPORATION TL74,437.50100.0074,437.50100.0974,503.9766.47
CAMELOT FIN TL#151,846.38100.1251,908.59100.6652,188.92280.33
CAMELOT FIN TL#271,597.38100.1271,683.29100.6672,070.42387.13
CATALYST PAPER CORP #148,322.55112.5854,405.31112.5854,405.310.00
CHESAPEAKE TL Supplement200,000.00106.25212,500.00107.21214,416.601,916.60
CITGO PETROLEUM TL203,794.14100.00203,794.1499.16202,074.52△1,719.62
CITYCENTER HLDGS TL B99,500.00100.4399,927.85100.58100,075.20147.35
COLUMBUS MCKINON INI TRM65,808.29101.0066,466.37101.0066,466.370.00
CONSOLIDATED INITIAL TRM124,687.50100.37125,148.84100.75125,622.65473.81
CPI INTERNATIONAL 1L TRM99,750.00100.54100,288.65100.58100,331.8443.19
DAVIS VISION INI 1L TRM100,000.0099.7599,750.00100.71100,708.30958.30
DAVIS VISION INI TRM 2L150,000.0099.50149,250.00100.50150,750.001,500.00
DECK CHASSIS ACQUISI TRM125,000.0099.50124,375.00102.00127,500.003,125.00
DONNELLEY FINANCIL TRM B48,571.43100.3748,753.28100.7548,935.71182.43
DTZ 2015 1 TL#119,781.4498.7219,530.0599.3519,652.86122.81
DTZ 2015 1 TL#102,645.8098.722,611.9399.352,628.6016.67
DTZ 2015 1 TL#21,129.5198.721,115.1599.351,122.167.01
DTZ 2015 1 TL#746,356.3898.7245,767.2899.3546,055.06287.78
DTZ 2015 1 TL#847.6998.7247.0799.3547.380.31
DTZ 2015 1 TL#9177.4498.72175.1899.35176.281.10
EVERI PAYMENTS TRM B199,000.00100.75200,492.50100.70200,393.00△99.50
FLEX ACQUISITION INI TRM173,687.50100.50174,555.93100.65174,809.17253.24
FORTERRA SENIOR LIEN TL99,246.2290.7290,036.1794.9594,230.714,194.54
FTS INTERN INITIAL TRM25,000.0089.9522,489.7998.8824,718.752,228.96
GATEWAY CASINOS TRM B1174,125.00100.83175,570.23101.17176,156.51586.28
GLOBAL AVIATION 2ND LIEN276,371.440.25690.920.25690.920.00
GOLDEN NUGGET TRM B42,374.24100.8142,718.53101.0042,797.9879.45
GOLDEN NUGGET TRM B0232,247.66100.8132,509.67101.0032,570.1360.46
HAYWARD INITIAL TRM24,937.50100.3125,014.80100.5925,085.5770.77
HD SUPPLY WATERWORKS TRM175,000.00100.56175,984.37100.56175,984.370.00
HELIX ACQUISITION 2L TRM125,000.0099.75124,687.50100.00125,000.00312.50
HERCULES OFFSHORE 1L TRM57,902.9575.0043,427.2175.0043,427.210.00
IPAYMENT 1L INC TRM01149,625.00100.75150,747.18101.00151,121.25374.07
JAGUAR HOLDING 2017 TL0180,960.19100.2681,171.81100.6081,443.68271.87
JAGUAR HOLDING 2017 TL0289,664.81100.2689,897.93100.6090,200.28302.35
LIFE TIME FITNESS TL B270,584.02100.28271,344.90100.38271,598.71253.81
LIONS GATE ENTER TLB201774,192.7199.9174,125.9399.9674,161.7735.84
LYONS MAGNUS TL(SIERRA)25,000.00101.0025,250.00101.1325,281.2531.25
MEDALLION MIDLAND INI TL50,000.00100.5050,250.00100.6350,312.5062.50
MICRON TECHNOLOGY TRM74,433.24100.6574,917.05100.7875,016.7299.67
MOHEGAN TRBL GAMING TL B168,825.74100.62169,872.45100.78170,134.13261.68
MULTIPLAN INITIAL TL201,074.08100.10201,275.15100.56202,205.12929.97
NAVISTAR B TRM300,000.00100.12300,375.00100.50301,500.001,125.00
PAREXEL INTER INITIAL TL124,687.50100.47125,273.53100.65125,497.96224.43
PRESTIGE BRANDS B4 TRM154,152.06100.41154,785.16100.70155,225.57440.41
PRISO ACQUISI TL B634,299.28100.43637,026.76100.50637,470.77444.01
RADIATE CLOSING DATE TL124,062.5099.25123,132.0399.75123,752.34620.31
RHP HOTEL PROP B TRM NEW173,687.50100.65174,816.46100.43174,425.67△390.79
RP CROWN PARENT INIT TRM49,874.06100.2850,013.70100.2850,014.300.60
SCIENTIFIC GAME TL B-4#198,033.20100.9298,943.53100.8498,860.40△83.13
SCIENTIFIC GAME TL B-4#226,654.30100.9226,901.81100.8426,879.20△22.61
SEMINOLE TRIBE TL B199,500.00100.34200,178.30100.52200,528.62350.32
SEQUA INITIAL TRM49,750.00100.5049,998.75100.7550,123.12124.37
SERTA SIMMONS TRM 2L166,133.3387.00144,535.9991.33151,735.057,199.06
SURGERY PARTNERS INIT TL99,750.0098.1297,874.7098.8598,602.87728.17
TEAM HEALTH INITIAL TL272,937.5096.79264,176.2096.13262,361.17△1,815.03
TEMPO ACQUISITION INI TL149,250.0099.75148,876.87100.03149,296.56419.69
TEREX CORP U.S. TRM49,625.00100.3749,808.61100.5449,893.8185.20
UFC TERM LOAN150,000.00101.35152,025.00101.63152,437.50412.50
UFC TRM 1ST LIEN74,062.50100.4374,380.96100.4374,379.93△1.03
UNIFRAX DOLLAR TRM124,375.78100.00124,375.78101.06125,697.271,321.49
UNIFRAX DOLLAR TRM24,937.50100.0024,937.50101.0625,202.46264.96
UNITED SITE INI TRM 1L99,805.82100.83100,634.20100.81100,616.74△17.46
UNITED SITE INI TRM 2L125,000.00101.00126,250.00101.25126,562.50312.50
USI HOLDINGS INITIAL TRM149,625.0099.84149,385.60100.25149,999.06613.46
VENATOR INITIAL TRM74,812.50100.3775,089.30100.3875,093.043.74
VISTRA EXIT TL 0196,123.21100.1696,277.67100.5896,675.91398.24
VISTRA EXIT TL 0221,428.57100.1621,462.85100.5821,551.7888.93
VISTRA EXIT TL 0324,798.21100.1624,837.88100.5824,940.79102.91
WERNER INTER INI TRM49,875.00100.1249,934.85100.1349,937.342.49
WESTERN DIG US TRM B-399,001.87100.3399,328.57100.3899,373.1244.55
WP DELUX DD TL COMM 2L#23,829.7998.993,791.49100.633,853.7262.23
WP DELUX DD TL COMMIT 2L638.30100.37640.69100.63642.281.59
WP DELUX DD TL COMMIT 2L851.0699.00842.55100.63856.3713.82
WP DELUXE DD TL COMMIT4,424.78100.004,424.78100.444,444.1319.35
WP DELUXE DD TL COMMIT1,327.4399.741,324.11100.441,333.239.12
WP DELUXE INITL TRM44,247.79100.1244,303.09100.4444,441.37138.28
WP DELUXE INITL TRM 2L44,680.85100.3744,848.40100.6344,960.10111.70
ZAYO 2017 REFINA B-2 IRL142,992.50100.34143,482.24100.44143,615.94133.70
小計9,846,285.609,887,527.9641,242.36
銘柄数:95(1,090,476,130)(1,095,043,721)(4,567,591)
組入時価比率:5.5%100.0%
貸付債権計1,090,476,1301,095,043,7214,567,591
(1,090,476,130)(1,095,043,721)(4,567,591)
100.0%
合計1,090,476,1301,095,043,7214,567,591
(1,090,476,130)(1,095,043,721)(4,567,591)
(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。
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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。
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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。
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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。
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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。
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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。
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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。
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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。
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