野村米国ハイ・イールド・ファンド(毎月決算型)、野…

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    有価証券報告書(内国投資信託受益証券)-第6期(平成25年12月13日-平成26年6月12日)

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    53項目
    高利回り社債オープン マザーファンド
    貸借対照表
    (単位:円)
    (平成26年 6月12日現在)
    資産の部
    流動資産
    預金5,139,913,663
    コール・ローン2,549,670,611
    株式79,703,506
    社債券142,454,693,754
    未収入金429,903,304
    未収配当金587,226
    未収利息2,257,329,752
    前払費用88,606,099
    流動資産合計153,000,407,915
    資産合計153,000,407,915
    負債の部
    流動負債
    未払金4,692,688,390
    未払解約金940,862,000
    流動負債合計5,633,550,390
    負債合計5,633,550,390
    純資産の部
    元本等
    元本64,067,886,082
    剰余金
    期末剰余金又は期末欠損金(△)83,298,971,443
    元本等合計147,366,857,525
    純資産合計147,366,857,525
    負債純資産合計153,000,407,915

    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。
    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。
    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26年 6月12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2.3002円
    (10,000口当たり純資産額)(23,002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25年12月13日
    至 平成26年 6月12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26年 6月12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。
    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。
    コール・ローン等の金銭債権及び金銭債務
    これらの科目は短期間で決済されるため、帳簿価額は時価と近似していることから、当該帳簿価額を時価としております。

    (その他の注記)
    元本の移動及び期末元本額の内訳

    平成26年 6月12日現在
    期首平成25年12月13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62,873,406,685円
    同期中における追加設定元本額18,493,794,291円
    同期中における一部解約元本額17,299,314,894円
    期末元本額64,067,886,082円
    期末元本額の内訳*
    高利回り社債オープン22,397,436,789円
    高利回り社債オープン・為替ヘッジ26,867,915,035円
    米欧 ハイ・インカムオープン468,400,462円
    野村米国ハイ・イールド・ファンド(毎月決算型)8,417,196,190円
    野村米国ハイ・イールド・ファンド(毎月決算型)為替ヘッジあり4,709,514,907円
    高利回り社債オープン・為替ヘッジ(年1回決算型)60,685,349円
    高利回り社債オープン(年1回決算型)27,785,486円
    野村米国ハイ・イールド・ファンド(年1回決算型)835,136,030円
    野村米国ハイ・イールド・ファンド(年1回決算型)為替ヘッジあり249,983,374円
    高利回り社債オープンVA(適格機関投資家専用)33,832,460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 6月12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EME REORGANIZATION TRUST4,538,3020.16735,204.92
    CATALYST PAPER CORP16,8522.7245,972.25
    DIRECTBUY HOLDINGS INC4,8510.000.00
    小計銘柄数:3781,177.17
    (79,703,506)
    組入時価比率:0.1%100.0%
    合計79,703,506
    (79,703,506)

    (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 6月12日現在)

    種類通貨銘柄券面総額評価額備考
    社債券米ドル24 HOUR HOLDINGS III LLC1,800,000.001,795,500.00
    99 CENTS ONLY STORES2,525,000.002,802,750.00
    ACCURIDE CORP1,125,000.001,193,906.25
    ACE CASH EXPRESS INC400,000.00323,000.00
    ACTIVISION BLIZZARD300,000.00324,750.00
    ACTUANT CORPORATION450,000.00474,750.00
    ADT CORP750,000.00748,125.00
    ADVANCED MICRO DEVICES2,650,000.002,838,812.50
    ADVANCED MICRO DEVICES2,950,000.003,016,375.00
    AES CORP/VA1,100,000.001,113,750.00
    AES CORPORATION423,000.00495,967.50
    AES CORPORATION450,000.00446,085.00
    AES CORPORATION1,350,000.001,383,750.00
    AFFINIA GROUP INC2,225,000.002,369,625.00
    AFFINION GROUP HOLDINGS1,525,000.001,532,625.00
    AFFINION INVESTMENTS LLC841,500.00885,678.75
    AINSWORTH LUMBER LTD2,047,000.002,169,820.00
    AIR CANADA1,175,000.001,316,000.00
    AIR CANADA3,625,000.003,887,812.50
    AIR CANADA 2013-1B PTC192,317.46197,125.39
    AIR CANADA 2013-1C PTC200,000.00209,500.00
    AIR LEASE CORP800,000.00868,000.00
    AIRCASTLE LTD650,000.00672,750.00
    AIRCASTLE LTD950,000.001,042,625.00
    AIRCASTLE LTD1,025,000.001,050,625.00
    AK STEEL CORP2,700,000.002,828,250.00
    ALBEA BEAUTY HOLDINGS SA875,000.00962,500.00
    ALCATEL-LUCENT USA INC2,025,000.002,103,468.75
    ALCATEL-LUCENT USA INC1,600,000.001,724,000.00
    ALERE INC450,000.00492,750.00
    ALERE INC1,700,000.001,793,500.00
    ALERIS INTERNATIONAL INC650,000.00―
    ALERIS INTL INC625,000.00638,281.25
    ALERIS INTL INC725,000.00733,156.25
    ALGECO SCOTSMAN GLOB FIN1,300,000.001,352,000.00
    ALGOMA ACQUISITION CORP200,000.00121,000.00
    ALLEGHENY TECHNOLOGIES400,000.00427,729.20
    ALLEGION US HOLDING CO675,000.00717,187.50
    ALLEN SYSTEMS GROUP INC2,700,000.001,404,000.00
    ALLIANT TECHSYSTEMS INC1,100,000.001,149,500.00
    ALLY FINANCIAL1,875,000.002,294,531.25
    ALLY FINANCIAL INC1,150,000.001,254,218.75
    ALPHA NATURAL RESOURCES325,000.00301,437.50
    ALPHA NATURAL RESOURCES500,000.00365,000.00
    ALPHA NATURAL RESOURCES675,000.00653,062.50
    ALTA MESA HLDGS/FINANC S1,875,000.001,987,500.00
    ALTICE FINANCING SA325,000.00357,438.25
    ALTICE FINCO SA325,000.00376,431.25
    ALTICE FINCO SA200,000.00222,500.00
    ALTICE SA2,200,000.002,359,500.00
    AMC ENTERTAINMENT INC825,000.00860,062.50
    AMC NETWORKS INC1,575,000.001,578,937.50
    AMERICAN ACHIEVEMENT COR3,075,000.003,178,781.25
    AMERICAN AXLE & MFG INC3,125,000.003,363,281.25
    AMERICAN CAPITAL LTD1,475,000.001,591,156.25
    AMERICAN GILSONITE CO500,000.00547,500.00
    AMERICAN GREETINGS800,000.00850,000.00
    AMERICAN ROCK SALT CO400,000.00416,940.00
    AMKOR TECHNOLOGIES INC725,000.00783,000.00
    AMSTED INDUSTRIES500,000.00501,875.00
    AMSURG CORP300,000.00304,875.00
    ANCESTRY.COM INC4,300,000.004,461,250.00
    ANCESTRY.COM INC ACOM3,200,000.003,788,000.00
    ANTERO RESOURCES CORP1,750,000.001,835,312.50
    ANTERO RESOURCES FINANCE750,000.00771,562.50
    APERAM400,000.00414,000.00
    APERAM175,000.00187,687.50
    APPROACH RESOURCES INC950,000.001,002,250.00
    APPVION INC1,225,000.001,225,000.00
    APX GROUP INC600,000.00616,500.00
    APX GROUP INC3,600,000.003,681,000.00
    ARAMARK CORP1,275,000.001,362,656.25
    ARCELORMITTAL1,425,000.001,547,906.25
    ARCELORMITTAL2,117,000.002,339,285.00
    ARCH COAL INC1,575,000.001,181,250.00
    ARCH COAL INC1,800,000.001,543,500.00
    ARD FINANCE SA4,565,124.004,878,976.27
    ARDAGH FINANCE HOLDINGS4,000,000.004,090,000.00
    ARES CAPITAL CORP1,025,000.001,075,071.25
    ARMOURED AUTOGROUP2,475,000.002,598,750.00
    ARTESYN ESCROW INC2,600,000.002,502,500.00
    ASBURY AUTOMOTIVE GROUP1,075,000.001,198,625.00
    ASHTEAD CAPITAL INC2,050,000.002,252,437.50
    ASHTON WOODS USA/FINANCE3,975,000.003,994,875.00
    ASSOC MAT LLC/AMH NEW FI575,000.00602,312.50
    ATHLON HLDS LP / FIN COR1,800,000.001,854,000.00
    AUDATEX NORTH AMERICA IN1,725,000.001,854,375.00
    AUDATEX NORTH AMERICA IN975,000.001,048,125.00
    AURICO GOLD INC675,000.00666,562.50
    AURORA OIL & GAS CORP2,700,000.002,989,818.00
    AURORA USA OIL & GAS INC400,000.00455,588.00
    AUS FINANCE PTY LTD450,000.00416,250.00
    AVAYA INC4,725,000.004,311,562.50
    AVIS BUDGET CAR/FINANCE725,000.00760,343.75
    AVIS BUDGET CAR/FINANCE1,925,000.001,929,812.50
    AVIS BUDGET CAR/FINANCE350,000.00359,625.00
    AVIV HEALTHCARE PROPERTI275,000.00294,250.00
    AVIV HLTH PROP/AVIV HLTH950,000.001,004,226.00
    B-CORP MERGER SUB INC775,000.00804,062.50
    BAKER & TAYLOR ACQUISITI652,000.00567,240.00
    BALL CORP3,000,000.003,123,750.00
    BANK OF AMERICA CORP3,375,000.003,282,187.50
    BANKRATE INC950,000.001,014,125.00
    BARCLAYS BANK PLC3,650,000.004,247,687.50
    BARCLAYS BANK PLC3,025,000.003,422,031.25
    BARCLAYS PLC3,075,000.003,357,900.00
    BC LUXCO 1 SA150,000.00155,250.00
    BC MOUNTAIN LLC/BC MTN400,000.00388,000.00
    BEAZER HOMES USA1,000,000.001,107,500.00
    BEAZER HOMES USA950,000.00953,562.50
    BEAZER HOMES USA1,675,000.001,739,906.25
    BEV PACK HLDS LU/ISSUER700,000.00721,000.00
    BEV PACK HLDS LU/ISSUER2,425,000.002,497,750.00
    BI-LO LLC/BI-LO FIN CORP4,625,000.004,752,187.50
    BIOSCRIP INC1,300,000.001,350,375.00
    BLOCK COMMUNICATIONS INC1,075,000.001,150,250.00
    BLUELINE RENTAL FINANCE950,000.001,018,875.00
    BMC SOFTWARE FINANCE INC4,500,000.004,713,750.00
    BOE INTERMEDIATE HLDNG C3,207,169.003,353,496.08
    BOE MERGER CORP2,525,000.002,663,875.00
    BOISE CASCADE LLC/FIN775,000.00837,000.00
    BOMBARDIER INC375,000.00387,187.50
    BOMBARDIER INC975,000.001,003,031.25
    BOXER PARENT CO INC2,050,000.002,032,062.50
    BOYD ACQUISITION SUB/FIN2,500,000.002,687,500.00
    BRAND ENERGY & INFRASTRU2,250,000.002,396,250.00
    BROCADE COMMUNICATIONS825,000.00796,125.00
    BROOKFIELD RESIDENTIAL950,000.001,008,187.50
    BUFFALO THUNDER DEV AUTH1,800,000.00738,000.00
    BUILDERS FIRSTSOURCE INC2,325,000.002,493,562.50
    BUILDING MATERIALS CORP625,000.00667,187.50
    BUILDING MATERIALS HOLDI4,625,000.005,018,125.00
    BURLINGTON HLDG INC/FIN200,000.00205,502.00
    CABLEVISION SYSTEMS CORP2,100,000.002,462,250.00
    CAESARS ENTERTAINMENT OP1,500,000.00622,500.00
    CAESARS ENTERTAINMENT OP3,000,000.002,527,500.00
    CAESARS OPERATING ESCROW650,000.00550,875.00
    CALFRAC HOLDINGS LP375,000.00402,187.50
    CALPINE CORP987,000.001,078,297.50
    CALPINE CORP1,925,000.002,030,875.00
    CAPSUGEL SA450,000.00467,156.25
    CARMIKE CINEMAS INC975,000.001,065,187.50
    CASCADES INC825,000.00860,640.00
    CASE NEW HOLLAND INC1,425,000.001,676,156.25
    CASTLE (AM) & CO425,000.00472,281.25
    CATALYST PAPER CORP292,047.00266,127.82
    CATAMARAN CORP1,400,000.001,426,250.00
    CB RICHARD ELLIS SERVICE100,000.00106,500.00
    CBC AMMO LLC/CBC FINCO925,000.00945,812.50
    CBS OUT AMER CAP LLC/COR850,000.00873,375.00
    CBS OUT AMER CAP LLC/COR850,000.00877,625.00
    CCO HLDGS LLC/CAP CORP625,000.00682,031.25
    CCO HLDGS LLC/CAP CORP450,000.00480,937.50
    CCO HLDGS LLC/CAP CORP2,000,000.002,032,500.00
    CCO HLDGS LLC/CAP CORP4,850,000.004,880,312.50
    CCO HLDGS LLC/CAP CORP5,650,000.005,826,562.50
    CCO HLDGS LLC/CAP CORP1,025,000.001,050,625.00
    CEC ENTERTAINMENT INC1,475,000.001,482,375.00
    CEMEX FINANCE LLC875,000.001,034,687.50
    CEMEX FINANCE LLC1,000,000.001,042,500.00
    CENTENE CORP500,000.00547,500.00
    CENTENE CORP925,000.00946,968.75
    CENTRAL GARDEN & PET CO1,000,000.001,022,500.00
    CENTURY INTERMEDIATE HLD1,525,000.001,624,125.00
    CENTURYLINK INC650,000.00698,750.00
    CENTURYLINK INC1,225,000.001,365,875.00
    CENTURYLINK INC7,650,000.007,850,812.50
    CENVEO CORP250,000.00259,062.50
    CEQUEL COM ESCRW 1/CAP C3,475,000.003,705,218.75
    CEQUEL COM HLDG I/CAP CP5,075,000.005,062,312.50
    CERIDIAN CORP950,000.001,106,750.00
    CERIDIAN LLC/COMDATA INC2,775,000.002,809,687.50
    CGG VERITAS450,000.00437,625.00
    CHAPARRAL ENERGY INC1,000,000.001,135,000.00
    CHAPARRAL ENERGY INC475,000.00515,375.00
    CHC HELICOPTER SA2,362,500.002,581,031.25
    CHC HELICOPTER SA1,725,000.001,828,500.00
    CHECKERS DRIVE-IN RESTAU775,000.00868,000.00
    CHESAPEAKE ENERGY CORP1,375,000.001,467,812.50
    CHESAPEAKE OIL OP/FIN650,000.00698,750.00
    CHINOS INTERMED HLDGS A3,025,000.003,062,812.50
    CHOICE HOTELS INTL INC1,700,000.001,827,500.00
    CHRYSLER GP/CG CO-ISSUER7,038,000.007,706,610.00
    CHRYSLER GP/CG CO-ISSUER2,750,000.003,141,875.00
    CHS/COMMUNITY HEALTH4,250,000.004,499,687.50
    CINEMARK USA INC700,000.00719,250.00
    CIT GROUP INC720,000.00755,100.00
    CIT GROUP INC1,175,000.001,194,093.75
    CITIGROUP INC4,050,000.003,865,214.70
    CITIGROUP INC300,000.00304,125.00
    CITIGROUP INC2,025,000.002,059,234.65
    CLAIRE'S STORES INC1,275,000.001,122,000.00
    CLAYTON WILLIAMS ENERGY375,000.00400,312.50
    CLEAR CHANNEL COM200,000.00195,500.00
    CLEAR CHANNEL COMMUNICAT825,000.00835,312.50
    CLEAR CHANNEL COMMUNICAT1,560,458.001,579,963.72
    CLEAR CHANNEL COMMUNICAT3,550,000.003,825,125.00
    CLEAR CHANNEL COMMUNICAT1,500,000.001,550,625.00
    CLEAR CHANNEL COMMUNICAT975,000.001,113,937.50
    CLEAR CHANNEL WORLDWIDE1,675,000.001,817,375.00
    CLEAR CHANNEL WORLDWIDE725,000.00774,843.75
    CLEARWIRE COMM/FINANCE300,000.00393,750.00
    CLEAVER-BROOKS INC4,625,000.005,168,437.50
    CLOUD PEAK ENRGY RES/FIN375,000.00392,812.50
    CMA CGM450,000.00470,250.00
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    HAWKER BEECHCRAFT ESCROW200,000.00―
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    LOCAL INSIGHT REGATTA1,125,000.00―
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    MERISANT ESCROW600,000.00―
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    MERITAGE HOMES CORP360,000.00396,000.00
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    MICHAEL BAKER INTL INC600,000.00642,750.00
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    MU FINANCE PLC958,910.941,004,459.20
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    OASIS PETROLEUM INC1,050,000.001,128,750.00
    ONCURE ESCROW 11.75%1,250,000.00―
    ONCURE HOLDINGS INC446,428.00495,535.08
    OPPENHEIMER HOLDINGS INC678,000.00727,155.00
    ORION ENGINEERED CARB FI2,275,000.002,380,218.75
    ORTHO-CLINICAL DIAGNOSTI4,375,000.004,385,937.50
    OSHKOSH CORP700,000.00724,500.00
    OWENS CORNING INC2,175,000.002,616,933.90
    OWENS-BROCKWAY2,105,000.002,339,181.25
    OWENS-ILLINOIS INC600,000.00703,500.00
    PACIFIC DRILLING SA1,725,000.001,690,500.00
    PACIFIC DRILLING V LTD775,000.00827,312.50
    PACNET LTD200,000.00217,500.00
    PAETEC ESCROW CORP1,000,000.001,087,500.00
    PALACE ENT HLDG LLC/CORP1,075,000.001,125,390.62
    PANTRY INC1,075,000.001,166,375.00
    PAR PHARMACEUTICAL COS I950,000.001,035,500.00
    PARKER DRILLING CO1,175,000.001,230,812.50
    PARSLEY ENERGY LLC/FINAN325,000.00346,937.50
    PATRIOT MERGER CORP2,350,000.002,590,875.00
    PC NEXTCO HOLDINGS/FINAN6,325,000.006,546,375.00
    PEABODY ENERGY CORP1,215,000.001,218,037.50
    PENN NATIONAL GAMING INC175,000.00166,687.50
    PENN VIRGINIA RESOURCE1,075,000.001,163,687.50
    PENSKE AUTO GROUP INC975,000.001,023,750.00
    PERRY ELLIS INTL INC425,000.00446,250.00
    PERSTORP HOLDING AB500,000.00539,375.00
    PETCO HOLDINGS INC6,175,000.006,306,280.50
    PETROBAKKEN ENERGY LTD1,725,000.001,811,250.00
    PINNACLE ENTERTAINMENT175,000.00190,312.50
    PINNACLE FOODS FINANCE L1,175,000.001,197,031.25
    PINNACLE MERGER SUB INC2,200,000.002,453,000.00
    PINNACLE OPERATING CORP1,600,000.001,740,000.00
    PIONEER ENERGY SERVICES975,000.001,004,250.00
    PLAINS EXPLORATION & PRO975,000.001,050,562.50
    PLAINS EXPLORATION & PRO250,000.00276,984.50
    PLAYA RESORTS HOLDINGS200,000.00215,500.00
    PNK FINANCE CORP4,500,000.004,753,125.00
    POLYMER GROUP INC1,150,000.001,170,125.00
    POLYONE CORP475,000.00520,718.75
    POLYONE CORP1,475,000.001,519,250.00
    POST HOLDINGS INC1,700,000.001,812,625.00
    POST HOLDINGS INC625,000.00681,250.00
    POST HOLDINGS INC1,850,000.001,889,312.50
    PROQUEST LLC/PROQUEST1,450,000.001,540,625.00
    PROSPECT HLDG LLC/FINANC1,650,000.001,625,250.00
    QS WHOLESALE INC1,600,000.001,684,000.00
    QUADRA FNX MINING LTD875,000.00943,906.25
    QUEBECOR MEDIA INC825,000.00845,625.00
    QUICKSILVER RESOURCES IN600,000.00561,000.00
    QUIKSILVER INC/QS WHOLES1,700,000.001,763,750.00
    QVC INC125,000.00131,554.75
    QWEST CORPORATION425,000.00437,501.37
    RADIAN GROUP INC1,350,000.001,392,187.50
    RADIATION THERAPY SERVIC750,000.00780,000.00
    RADIATION THERAPY SERVIC775,000.00724,625.00
    RADIO SYSTEMS CORP750,000.00826,875.00
    RADIOSHACK CORP2,025,000.00891,000.00
    RAIN CII CARBON LLC/CII425,000.00447,312.50
    RANGE RESOURCES CORP1,975,000.002,091,031.25
    RCN TELECM SER/CAPITAL2,350,000.002,526,250.00
    REALOGY GROUP/CO-ISSUER3,100,000.003,131,000.00
    REGAL ENTERTAINMENT GRP875,000.00901,250.00
    REGAL ENTERTAINMENT GRP275,000.00276,375.00
    REGENCY ENERGY PART/FIN1,150,000.001,227,625.00
    REGENCY ENERGY PARTNERS1,375,000.001,323,437.50
    RELIANCE INTERMEDIATE HO800,000.00870,000.00
    RENAISSANCE ACQUISITION3,425,000.003,609,093.75
    RES-CARE INC100,000.00110,750.00
    RESOLUTE FOREST PRODUCTS4,325,000.004,216,875.00
    REVLON CONSUMER PRODS1,075,000.001,112,625.00
    REXEL900,000.00967,500.00
    REXEL SA1,550,000.001,631,375.00
    REYNOLDS GROUP HOLDINGS400,000.00434,000.00
    REYNOLDS GROUP HOLDINGS5,400,000.005,872,500.00
    REYNOLDS GRP ISS/REYNOLD450,000.00471,937.50
    REYNOLDS GRP ISS/REYNOLD400,000.00427,500.00
    REYNOLDS GRP ISS/REYNOLD350,000.00384,562.50
    REYNOLDS GRP ISS/REYNOLD4,675,000.005,200,937.50
    REYNOLDS GRP ISS/REYNOLD1,520,000.001,607,400.00
    RHP HOTEL PPTY/RHP FINAN150,000.00150,000.00
    RITE AID CORP3,725,000.004,032,312.50
    RITE AID CORP925,000.001,045,250.00
    RITE AID CORP1,475,000.001,511,875.00
    ROCKWOOD SPECIALTIES GRO975,000.001,015,218.75
    ROYAL BK SCOTLND GRP PLC7,050,000.007,552,312.50
    RR DONNELLEY & SONS CO675,000.00776,250.00
    RR DONNELLEY & SONS CO1,100,000.001,210,000.00
    RR DONNELLEY & SONS CO525,000.00551,250.00
    RR DONNELLEY & SONS CO925,000.00927,312.50
    RRI ENERGY225,000.00239,625.00
    RSC EQUIP RENT/RSC HLDGS3,089,000.003,475,125.00
    RSI HOME PRODUCTS INC625,000.00673,437.50
    RUE21 INC225,000.00182,250.00
    RYLAND GROUP675,000.00736,593.75
    RYLAND GROUP400,000.00399,000.00
    SABINE PASS LIQUEFACTION100,000.00106,250.00
    SABINE PASS LIQUEFACTION2,500,000.002,606,250.00
    SABINE PASS LIQUEFACTION300,000.00312,750.00
    SABINE PASS LIQUEFACTION3,700,000.003,843,375.00
    SABINE PASS LNG LP775,000.00841,843.75
    SABRA HEALTH/CAPTL CORP925,000.00973,562.50
    SABRE INC1,065,000.001,190,137.50
    SALLY HOLDINGS/SALLY CAP525,000.00564,375.00
    SALLY HOLDINGS/SALLY CAP950,000.00985,625.00
    SAMSON INVESTMENT CO1,575,000.001,679,343.75
    SANCHEZ ENERGY CORP4,825,000.005,186,875.00
    SANDRIDGE ENERGY INC400,000.00429,500.00
    SANDRIDGE ENERGY INC525,000.00574,875.00
    SANDRIDGE ENERGY INC1,450,000.001,555,125.00
    SAPPI PAPIER HOLDNG GMBH1,450,000.001,611,312.50
    SAPPI PAPIER HOLDNG GMBH75,000.0079,312.50
    SBA COMMUNICATIONS CORP50,000.0053,000.00
    SCHAEFFLER FINANCE BV3,800,000.003,800,000.00
    SCHAEFFLER HLDG FIN BV1,275,000.001,353,093.75
    SEADRILL LTD1,600,000.001,628,000.00
    SEALED AIR CORP225,000.00250,031.25
    SEALED AIR CORP475,000.00546,250.00
    SEALED AIR CORP725,000.00743,125.00
    SEITEL INC1,350,000.001,417,500.00
    SELECT MEDICAL CORP475,000.00498,750.00
    SEMINOLE HARD ROCK ENT I1,000,000.001,010,000.00
    SERVICE CORP INTL3,500,000.003,806,250.00
    SERVICE CORP INTL1,250,000.001,412,500.00
    SERVICE CORP INTL600,000.00594,000.00
    SERVICE CORP INTL1,250,000.001,459,375.00
    SERVICE CORP INTL4,600,000.004,772,500.00
    SERVICE CORP INTL825,000.00838,406.25
    SERVICEMASTER COMPANY550,000.00584,375.00
    SESI LLC725,000.00822,875.00
    SEVEN GENERATIONS ENERGY2,600,000.002,866,500.00
    SHEA HOMES LP/FNDG CP413,000.00452,751.25
    SHEARERS FOODS350,000.00388,062.50
    SIDEWINDER DRILLING INC1,775,000.001,783,875.00
    SIGNODE INDUSTRIAL GROUP1,850,000.001,873,125.00
    SINCLAIR TELEVISION GROU800,000.00807,000.00
    SINCLAIR TELEVISION GROU2,775,000.002,931,093.75
    SIRIUS XM RADIO INC2,150,000.002,061,312.50
    SLM CORP225,000.00245,531.25
    SLM CORP2,025,000.002,144,003.17
    SLM CORP9,200,000.0010,672,000.00
    SLM CORP1,250,000.001,392,187.50
    SLM CORP2,200,000.002,200,000.00
    SLM CORP2,975,000.002,997,312.50
    SM ENERGY CO125,000.00135,937.50
    SM ENERGY CO425,000.00463,250.00
    SONIC AUTOMOTIVE INC3,000,000.003,330,000.00
    SONIC AUTOMOTIVE INC725,000.00717,750.00
    SOPHIA HOLDING FIN LP/IN200,000.00209,000.00
    SPCM SA100,000.00107,000.00
    SPECTRUM BRANDS HLDGS175,000.00188,343.75
    SPECTRUM BRANDS INC275,000.00298,375.00
    SPECTRUM BRANDS INC800,000.00875,000.00
    SPENCER SPIRIT HLDG/GIFT525,000.00560,175.00
    SPENCER SPIRIT HOLDINGS3,525,000.003,625,815.00
    SPIRIT AEROSYSTEMS INC600,000.00651,000.00
    SPIRIT AEROSYSTEMS INC1,050,000.001,071,000.00
    SPRINGLEAF FINANCE CORP7,175,000.007,919,406.25
    SPRINGLEAF FINANCE CORP900,000.001,017,000.00
    SPRINGLEAF FINANCE CORP900,000.001,030,500.00
    SPRINT CAPITAL CORP1,425,000.001,478,437.50
    SPRINT CAPITAL CORP6,875,000.008,095,312.50
    SPRINT NEXTEL CORP800,000.00946,000.00
    SPRINT NEXTEL CORP500,000.00581,875.00
    SPRINT NEXTEL CORP9,600,000.0013,248,000.00
    SPRINT NEXTEL CORP4,800,000.005,010,000.00
    SRA INTERNATIONAL INC1,075,000.001,144,875.00
    ST BARBARA LTD325,000.00267,312.50
    STACKPOLE INTL INTER CO1,450,000.001,531,562.50
    STANDARD PACIFIC CORP225,000.00268,875.00
    STAR GAS PARTNER/FINANCE375,000.00399,375.00
    STEEL DYNAMICS INC450,000.00490,500.00
    STEEL DYNAMICS INC975,000.001,067,625.00
    STENA AB1,800,000.001,917,000.00
    STONERIDGE INC700,000.00749,000.00
    SUBURBAN PROPANE PARTNRS1,825,000.001,840,968.75
    SUGAR HSP GMNG PROP/FIN1,050,000.001,026,375.00
    SUMMIT MATERIALS LLC/FIN1,250,000.001,409,375.00
    SUMMIT MID HLDS LLC / FI2,075,000.002,261,750.00
    SUN MERGER SUB INC800,000.00837,000.00
    SUNCOKE ENRGY PART LP/FI525,000.00561,093.75
    SUNCOKE ENRGY PART LP/FI1,000,000.001,068,750.00
    SUNGARD AVAIL SERV CAP1,750,000.001,671,250.00
    SUNGARD DATA SYSTEMS INC3,950,000.004,196,875.00
    SWIFT SERVICES HLDGS INC3,800,000.004,127,750.00
    SYNCREON GROUP BV/SYNCRE4,450,000.004,561,250.00
    T-MOBILE USA INC475,000.00504,984.37
    T-MOBILE USA INC1,450,000.001,567,812.50
    T-MOBILE USA INC1,275,000.001,362,656.25
    T-MOBILE USA INC975,000.001,057,875.00
    T-MOBILE USA INC2,375,000.002,588,750.00
    T-MOBILE USA INC450,000.00490,500.00
    TALOS PRODUCTION LLC/FIN4,625,000.004,925,625.00
    TAMINCO GLOBAL1,800,000.002,031,750.00
    TARGA RESOURCES PARTNERS425,000.00459,000.00
    TAYLOR MORRISON COMM/MON162,000.00178,605.00
    TAYLOR MORRISON COMM/MON1,450,000.001,435,500.00
    TEKNI-PLEX INC2,025,000.002,273,062.50
    TELEFLEX INC600,000.00642,000.00
    TEMBEC INDUSTRIES INC200,000.00218,500.00
    TEMPEL STEEL COMPANY1,025,000.00994,250.00
    TENET HEALTHCARE CORP4,650,000.004,760,437.50
    TENET HEALTHCARE CORP2,800,000.002,803,500.00
    TENET HEALTHCARE CORP2,850,000.003,281,062.50
    TENNESSEE GAS PIPELINE250,000.00279,682.25
    TEREX CORP675,000.00720,562.50
    TERVITA CORP2,150,000.002,225,250.00
    TESORO CORP1,200,000.001,209,000.00
    TESORO LOGISTICS LP/CORP675,000.00712,125.00
    TESORO LOGISTICS LP/CORP2,575,000.002,729,500.00
    THOMPSON CREEK METALS CO700,000.00792,750.00
    THOMPSON CREEK METALS CO525,000.00514,500.00
    THOMPSON CREEK METALS CO425,000.00478,656.25
    TITAN INTERNATIONAL INC1,800,000.001,869,750.00
    TMS INTERNATIONAL CORP475,000.00509,437.50
    TMX FIN LLC/TITLEMAX FIN2,550,000.002,731,687.50
    TOLL BROS FINANCE CORP475,000.00491,031.25
    TOLL BROS FINANCE CORP300,000.00344,250.00
    TOLL BROS FINANCE CORP1,875,000.001,992,187.50
    TOPAZ MARINE SA400,000.00433,000.00
    TOPS HLDG CORP/TOPS MKTS1,225,000.001,339,843.75
    TOPS HOLDING II CORP2,925,000.003,078,562.50
    TPC GROUP INC1,525,000.001,690,843.75
    TRAC INTERMODAL LLC/CORP775,000.00889,312.50
    TRANSDIGM INC2,575,000.002,636,156.25
    TRANSDIGM INC1,800,000.001,851,750.00
    TRANSFIELD SERVICES LTD925,000.00959,687.50
    TRANSUNION HOLDING CO2,175,000.002,278,312.50
    TRAVELPORT LLC5,545,248.005,739,331.68
    TRAVELPORT LLC700,000.00713,125.00
    TRINIDAD DRILLING LTD425,000.00455,281.25
    TRINSEO OP / TRINSEO FIN2,900,000.003,106,625.00
    TRIUMPH GROUP INC1,350,000.001,353,375.00
    TULLOW OIL PLC1,200,000.001,246,200.00
    TULLOW OIL PLC2,800,000.002,901,500.00
    TW TELECOM HOLDINGS INC2,300,000.002,377,625.00
    TW TELECOM HOLDINGS INC3,075,000.003,321,000.00
    U.S. FOODSERVICE1,175,000.001,261,362.50
    UNIFRAX I LLC/UNIFRAX HO4,250,000.004,467,812.50
    UNISYS CORP575,000.00628,187.50
    UNIT CORP1,150,000.001,233,375.00
    UNITED AIR 2014-1 B PTT500,000.00508,125.00
    UNITED CONTINENTAL HLDGS725,000.00761,250.00
    UNITED REFINING504,000.00559,440.00
    UNITED RENTALS NORTH AM1,409,000.001,574,557.50
    UNITED RENTALS NORTH AM1,375,000.001,491,875.00
    UNITED RENTALS NORTH AM2,175,000.002,272,875.00
    UNITYMEDIA HESSEN / NRW1,875,000.001,940,625.00
    UNIVERSAL HOSPITAL SERVI1,125,000.001,186,875.00
    UNIVISION COMMUNICATIONS10,238,000.0010,993,052.50
    UNIVISION COMMUNICATIONS2,126,000.002,341,257.50
    US AIRWAYS 2012-2B PTT215,864.44233,673.25
    US AIRWAYS 2012-2C PTT300,000.00309,750.00
    US AIRWAYS GROUP INC1,425,000.001,508,718.75
    US STEEL CORP300,000.00319,125.00
    VALEANT PHARMACEUTICALS1,000,000.001,035,000.00
    VANDER INTERMEDIATE HOLD650,000.00697,125.00
    VECTOR GROUP LTD1,200,000.001,290,000.00
    VERISIGN INC775,000.00778,875.00
    VERSO PAPER HLDGS LLC/IN1,450,000.001,544,250.00
    VIASAT INC1,725,000.001,871,625.00
    VIDEOTRON LTEE600,000.00602,625.00
    VIKING CRUISES LTD775,000.00863,156.25
    VIMPELCOM HLDGS1,825,000.001,973,281.25
    VIRGIN MEDIA FINANCE PLC400,000.00425,080.00
    VISANT CORP1,050,000.00971,250.00
    VPII ESCROW CORP1,400,000.001,520,750.00
    VPII ESCROW CORP1,725,000.001,932,000.00
    VTR FINANCE BV1,800,000.001,912,500.00
    VWR FUNDING INC1,975,000.002,108,312.50
    WATCO COS LLC/FINANCE CO1,125,000.001,153,125.00
    WATERJET HOLDINGS INC400,000.00427,000.00
    WAVEDIVISION ESCROW/WAVE2,250,000.002,435,625.00
    WELLCARE HEALTH PLANS IN775,000.00831,187.50
    WELLS ENTERPRISES INC200,000.00210,500.00
    WELLS FARGO & COMPANY1,000,000.001,062,500.00
    WIDEOPENWEST FIN/CAPITAL650,000.00731,250.00
    WILLIAM LYON HOMES INC425,000.00439,875.00
    WILLIAM LYON HOMES INC1,625,000.001,824,062.50
    WIND ACQUISITION FIN SA825,000.00874,500.00
    WIND ACQUISITION FIN SA1,600,000.001,748,000.00
    WINDSTREAM CORP721,000.00836,360.00
    WINDSTREAM CORP4,625,000.005,029,687.50
    WINDSTREAM CORP5,090,000.005,490,837.50
    WINDSTREAM CORP8,275,000.008,337,062.50
    WINDSTREAM HLDGS MIDWEST1,375,000.001,357,812.50
    WISE HLDG/FIN CORP900,000.00903,375.00
    WISE METALS GROUP LLC/WI3,350,000.003,601,250.00
    WMG ACQUISITION CORP200,000.00201,500.00
    WMG ACQUISITION CORP900,000.00904,500.00
    WMG HOLDINGS CORP600,000.00720,000.00
    WOODSIDE HOMES CO LLC/FI125,000.00128,125.00
    GMAC CAP TR I 8.125% 2/15/40 Series2676,250.00733,055.00※
    CITIGROUP INC 6.8750% Series K1,144,350.001,222,165.80※
    REGIONS FINL (RF) 6.3750% Series A401,250.00392,422.50※
    ALLY FINANCIAL 7.0000% SERIES 144A7,382,000.007,464,124.75※
    ALLY FINANCIAL 8.50% Series A891,250.00978,592.50※
    小計銘柄数:8661,335,069,687.501,396,203,996.42
    (142,454,693,754)
    組入時価比率:96.7%100.0%
    合計142,454,693,754
    (142,454,693,754)

    (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
    該当事項はありません。

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