有価証券報告書(内国投資信託受益証券)-第38期(平成30年3月16日-平成30年9月18日)

β版IRBANKでは、有報・決算資料の中身がすぐ引ける無料期間延長中無料でβ版をはじめる登録すると永久30%OFFと米株版の先行利用も付きます

【提出】: 2018/11/08 9:07
【資料】: PDFをみる
【項目】: 48項目

(4)【附属明細表】

第1 有価証券明細表
(1)株式(2018年9月18日現在)

種類	通貨	銘柄	株式数	評価額		備考
種類	通貨	銘柄	株式数	単価	金額	備考
株式	米ドル	GYMBOREE HOLDING CORP COM	1,017	11.00	11,187.00
		IPAYMENT HOLDINGS INC PFD	226	80.00	18,080.00
		MOOD MEDIA CORP COMMON STOCK	30,625	0.40	12,250.00
		MOOD MEDIA CORP RESTRICTED COMMON STOCK	25,000	0.40	10,000.00
		RUE21 CLASS A COM	1,544	1.75	2,702.00
		THE JG WENTWORTH CO CLASS A COM	6,442	9.00	57,978.00
		VISTRA ENERGY CORP RIGHTS	3,586	0.71	2,546.06
		SAMSON RESOURCES II LLC A COM	3,123	25.00	78,075.00
		BEECHCRAFT BEECH HOLDINGS	1,252	0.00	0.00
		MARK IV DAYCO	4,608	35.00	161,280.00
		IPAYMENT HOLDINGS INC	35,449	0.60	21,269.40
		AVAYA HOLDINGS CORP	2,925	21.25	62,156.25
		VISTRA ENERGY CORP	2,409	23.03	55,479.27
	小計	銘柄数:13			493,002.98
					(55,132,523)
		組入時価比率:1.2%			87.1%
	英ポンド	HIBU GROUP LIMITED COM	176,031	0.31	55,678.60
	小計	銘柄数:1			55,678.60
					(8,184,754)
		組入時価比率:0.2%			12.9%
	合計				63,317,277
					(63,317,277)

(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(2018年9月18日現在)

種類	通貨	銘柄	券面総額	評価額	備考
社債券	米ドル	ADT CORP	125,000.00	127,500.00
		ADVANCED MICRO DEVICES	50,000.00	51,125.00
		ADVANCED MICRO DEVICES	50,000.00	53,255.00
		AIRCASTLE LTD	125,000.00	128,906.25
		AK STEEL CORP	25,000.00	25,625.00
		ALCOA INC	25,000.00	26,118.75
		ALCOA INC	150,000.00	150,663.75
		ALCOA INC	75,000.00	74,437.50
		ALLEGIANT TRAVEL CO	125,000.00	127,187.50
		ALLY FINANCIAL INC	150,000.00	150,061.50
		ALLY FINANCIAL INC	450,000.00	451,350.00
		ALLY FINANCIAL INC	50,000.00	61,500.00
		AMC ENTERTAINMENT HOLDIN	25,000.00	24,312.50
		AMC NETWORKS INC	200,000.00	197,750.00
		AMERIGAS PART/FIN CORP	50,000.00	50,062.00
		AMERIGAS PART/FIN CORP	75,000.00	74,062.50
		AMERIGAS PART/FIN CORP	100,000.00	99,000.00
		ANDEAVOR LOGIS LP/CORP	50,000.00	51,312.50
		ANIXTER INC	100,000.00	102,625.00
		ANTERO RESOURCES FINANCE	50,000.00	50,812.50
		AUS FINANCE PTY LTD	200,000.00	200,500.00
		B&G FOODS INC	100,000.00	97,500.00
		BANK OF AMERICA CORP	25,000.00	24,875.00
		BANK OF AMERICA CORP	450,000.00	475,816.50
		BANK OF NOVA SCOTIA	50,000.00	46,750.00
		BEACON ROOFING SUPPLY IN	50,000.00	52,000.00
		BEAZER HOMES USA	22,000.00	22,467.50
		BERRY PLASTICS CORP	125,000.00	129,062.50
		BOYD GAMING CORP	425,000.00	447,843.75
		BUFFALO THUNDER DEV REGS	11,663.00	5,889.81
		BUFFALO THUNDER DEV ZCPN	5,172.47	1.03
		CALPINE CORP	25,000.00	23,875.00
		CALPINE CORP	350,000.00	320,687.50
		CARRIZO OIL & GAS INC	50,000.00	51,562.50
		CCO HLDGS LLC/CAP CORP	75,000.00	75,703.12
		CCO HLDGS LLC/CAP CORP	100,000.00	100,125.00
		CCO HLDGS LLC/CAP CORP	315,000.00	320,512.50
		CCO HLDGS LLC/CAP CORP	75,000.00	76,406.25
		CDK GLOBAL INC	50,000.00	51,625.00
		CDW LLC/CDW FINANCE	25,000.00	25,093.50
		CEDAR FAIR LP/CANADA'S W	100,000.00	100,685.00
		CENTRAL GARDEN & PET CO	100,000.00	103,750.00
		CENTURYLINK INC	175,000.00	178,500.00
		CENTURYLINK INC	125,000.00	130,625.00
		CENTURYLINK INC	25,000.00	22,388.25
		CF INDUSTRIES INC	175,000.00	163,187.50
		CHARLES SCHWAB CORP	100,000.00	97,250.00
		CHESAPEAKE ENERGY CORP	50,000.00	49,797.00
		CINEMARK USA INC	100,000.00	100,875.00
		CIT GROUP INC	50,000.00	50,366.50
		CIT GROUP INC	150,000.00	153,937.50
		CITIGROUP INC	200,000.00	205,070.00
		CLEAR CHANNEL WORLDWIDE	100,000.00	102,285.00
		CLEAR CHANNEL WORLDWIDE	100,000.00	102,250.00
		CLOUD PEAK ENRGY RES/FIN	75,000.00	75,937.50
		CLOUD PEAK ENRGY RES/FIN	25,000.00	17,875.00
		COMMERCIAL METALS CO	50,000.00	49,500.00
		CONSOL ENERGY INC	75,000.00	75,353.25
		CONTL AIRLINES 2012-2 B	14,756.51	15,056.65
		CRESTWOOD MIDSTREAM PART	50,000.00	51,735.50
		DANA HOLDING CORP	125,000.00	129,062.50
		DCP MIDSTREAM OPERATING	50,000.00	51,312.50
		DIAMOND OFFSHORE DRILL	75,000.00	76,593.75
		DISH DBS CORP	135,000.00	122,006.25
DISH DBS CORP	50,000.00	45,500.00
DONNELLEY FINANCIAL SOL	125,000.00	131,287.50
ELDORADA RESORTS INC	100,000.00	102,500.00
EMBARQ CORP	50,000.00	49,562.50
EMC CORP	500,000.00	490,167.80
ENERGY TRANSFER EQUITY	300,000.00	322,500.00
ENERGY TRANSFER EQUITY	50,000.00	50,187.50
ENERGY TRANSFER PARTNERS	125,000.00	120,703.12
ENERGY TRANSFER PARTNERS	50,000.00	48,169.25
ENLINK MIDSTREAM PARTNER	25,000.00	23,754.75
ENSCO PLC	25,000.00	24,343.75
EP ENER/EVEREST ACQ FIN	25,000.00	19,750.00
EQUINIX INC	200,000.00	206,500.00
EQUINIX INC	150,000.00	152,250.00
FELCOR LODGING LP	125,000.00	130,781.25
FERRELLGAS PARTNERS LP	98,000.00	96,388.88
FREEPORT-MCMORAN C & G	100,000.00	89,250.00
FREEPORT-MCMORAN INC	75,000.00	74,531.25
FRESENIUS MED CARE II	175,000.00	185,010.98
GANNETT CO INC	25,000.00	25,906.25
GENERAL MOTORS FINL CO	25,000.00	23,906.25
GENESIS ENERGY LP/FIN	50,000.00	48,562.50
GENESIS ENERGY LP/FIN	25,000.00	23,750.00
GENWORTH HOLDINGS INC	25,000.00	25,968.75
GEO GROUP INC/THE	75,000.00	72,656.25
GIBRALTAR STEEL CORP OF	50,000.00	50,625.00
GLP CAPITAL LP / FIN II	25,000.00	25,667.50
GLP CAPITAL LP / FIN II	50,000.00	50,812.50
GOLDMAN SACHS GROUP INC	25,000.00	25,287.50
GOLDMAN SACHS GROUP INC	75,000.00	76,717.50
GOODYEAR TIRE & RUBBER	125,000.00	118,750.00
GROUP 1 AUTOMOTIVE INC	100,000.00	99,500.00
HCA INC	200,000.00	220,000.00
HCA INC	100,000.00	106,250.00
HCA INC	125,000.00	128,162.50
HCA INC	125,000.00	126,875.00
HCA INC	100,000.00	101,250.00
HUGHES SATELLITE SYSTEMS	125,000.00	120,000.00
ICAHN ENTERPRISES/FIN	50,000.00	50,750.00
ICAHN ENTERPRISES/FIN	250,000.00	256,960.00
INFOR US INC	100,000.00	101,625.00
INN OF THE MOUNTAIN GODS	340,288.00	329,228.64
INTL LEASE FINANCE CORP	150,000.00	152,317.47
INTL LEASE FINANCE CORP	300,000.00	318,154.08
IRON MOUNTAIN INC	100,000.00	100,000.00
ISTAR INC	75,000.00	74,625.00
iStar Inc	25,000.00	24,750.00
JC PENNEY CORPORATION IN	50,000.00	22,875.00
JP MORGAN CHASE & CO	25,000.00	25,100.00
JPMORGAN CHASE & CO	50,000.00	54,947.50
JPMORGAN CHASE & CO	75,000.00	78,243.75
JPMORGAN CHASE & CO	275,000.00	285,670.00
JPMORGAN CHASE & CO	50,000.00	52,075.00
KB HOME	150,000.00	150,780.00
KENNEDY-WILSON INC	225,000.00	224,437.50
KINROSS GOLD CORP	75,000.00	77,520.00
L BRANDS INC	25,000.00	21,406.25
LAREDO PETROLEUM INC	50,000.00	50,062.50
LEAR CORP	25,000.00	25,730.77
LENNAR CORP	200,000.00	199,250.00
LENNAR CORP	25,000.00	24,968.75
LENNAR CORP	100,000.00	98,125.00
LEVEL 3 COMMUNICATIONS	50,000.00	50,750.00
LEVEL 3 FINANCING INC	225,000.00	228,645.00
LIFEPOINT HEALTH INC	75,000.00	76,500.00
MATCH GROUP INC	125,000.00	132,656.25
MEG ENERGY CORP	100,000.00	87,500.00
MERCER INTL INC	25,000.00	25,750.00
MERITAGE HOMES CORP	108,000.00	116,505.00
MGIC INVESTMENT CORP	125,000.00	131,312.50
MGM RESORTS INTL	125,000.00	127,968.75
MGM RESORTS INTL	100,000.00	105,630.00
MGM RESORTS INTL	125,000.00	132,578.12
MGM RESORTS INTL	150,000.00	151,500.00
MIDWEST VANADIUM PTY LTD	93,229.03	111.87
MOOD MED BWR/MOOD MED CO	94,160.00	93,218.40
MPT OPER PARTNERSP/FINL	150,000.00	158,437.50
MURPHY OIL CORP	125,000.00	123,874.20
MURPHY OIL CORP	75,000.00	75,539.26
NABORS INDUSTRIES INC	100,000.00	101,000.00
NABORS INDUSTRIES INC	25,000.00	24,750.88
NATIONSTAR MORT/CAP CORP	75,000.00	75,046.87
NAVIENT CORP	25,000.00	26,000.00
NAVIENT CORP	100,000.00	105,500.00
NAVIENT CORP	100,000.00	100,499.00
NAVIENT CORP	100,000.00	98,250.00
NCR CORP	50,000.00	50,937.50
NETFLIX INC	25,000.00	25,906.25
NOKIA OYJ	50,000.00	48,937.50
NRG ENERGY INC	62,000.00	64,201.00
OASIS PETROLEUM INC	75,000.00	76,218.75
PARKER DRILLING CO	50,000.00	45,000.00
PARKER DRILLING CO	50,000.00	39,500.00
PBF LOGISTICS LP/FINANCE	50,000.00	51,500.00
PENSKE AUTO GROUP INC	125,000.00	127,421.87
PENSKE AUTOMOTIVE GROUP	50,000.00	49,765.00
PINNACLE FOODS INC	125,000.00	131,718.75
PLAINS ALL AMERICAN PIPE	75,000.00	73,500.00
QORVO INC	2,000.00	2,182.50
QUICKSILVER ESCROW DEBT	50,000.00	12.23
RADIAN GROUP INC	102,000.00	104,422.50
RADIAN GROUP INC	100,000.00	98,875.00
RANGE RESOURCES CORP	50,000.00	49,000.00
REYNOLDS GROUP HOLDINGS	34,653.74	35,173.54
REYNOLDS GRP ISS/REYNOLD	242,276.92	242,991.63
RHP HOTEL PPTY/RHP FINAN	100,000.00	100,250.00
ROSE ROCK MIDSTREAM/FIN	100,000.00	99,500.00
ROWAN COMPANIES INC	125,000.00	123,125.00
SABRA HEALTH/CAPTL CORP	25,000.00	25,390.62
SANCHEZ ENERGY CORP	100,000.00	68,250.00
SCIENTIFIC GAMES INTERNA	225,000.00	239,422.50
SCOTTS MIRACLE-GRO CO	50,000.00	48,000.00
SELECT MEDICAL CORP	100,000.00	101,499.00
SERVICE CORP INTL	100,000.00	110,375.00
SESI LLC	25,000.00	25,406.25
SINCLAIR TELEVISION GROU	25,000.00	25,562.50
SLM CORP	100,000.00	106,000.00
SLM CORP	50,000.00	50,000.00
SM ENERGY CO	113,000.00	116,672.50
SM ENERGY CO	150,000.00	156,375.00
SOUTHWESTERN ENERGY CO	50,000.00	50,062.50
SPRINGLEAF FINANCE CORP	150,000.00	150,187.50
SPRINGLEAF FINANCE CORP	150,000.00	149,812.50
SPRINT CORP	200,000.00	216,000.00
SPRINT NEXTEL CORP	93,000.00	93,920.70
SUBURBAN PROPANE PARTNRS	150,000.00	148,875.00
SUMMIT MATERIALS LLC/FIN	75,000.00	76,099.50
SUMMIT MID HLDS LLC / FI	200,000.00	199,500.00
SUMMIT MID HLDS LLC / FI	50,000.00	48,500.00
SUMMIT MIDSTREAM PARTNER	175,000.00	174,125.00
T-MOBILE USA INC	75,000.00	75,258.75
T-MOBILE USA INC	225,000.00	232,132.50
T-MOBILE USA INC	75,000.00	76,124.25
T-MOBILE USA INC	25,000.00	23,906.25
T-MOBILE USA INC	200,000.00	189,750.00
TECK RESOURCES LIMITED	50,000.00	50,937.50
TECK RESOURCES LIMITED	75,000.00	76,687.50
TECK RESOURCES LIMITED	25,000.00	23,375.00
TENET HEALTHCARE CORP	175,000.00	181,781.25
TOLL BROS FINANCE CORP	50,000.00	51,812.50
TRANSDIGM INC	225,000.00	228,982.50
TRANSMONTAIGE PARTNERS	50,000.00	47,500.00
TRI POINTE GROUP INC	100,000.00	90,875.00
TRIUMPH GROUP INC	50,000.00	48,625.00
UNITED CONTINENTAL HLDGS	125,000.00	131,250.00
UNITED CONTINENTAL HLDGS	50,000.00	49,437.50
UNITED RENTALS NORTH AM	50,000.00	51,500.00
UNITED RENTALS NORTH AM	25,000.00	24,817.50
UNITED RENTALS NORTH AM	50,000.00	47,437.50
UNITED STATES STEEL CORP	100,000.00	102,447.00
UNITED STATES STEEL CORP	125,000.00	123,437.50
UNIVERSAL HOSPITAL SERVI	25,000.00	25,111.25
US AIRWAYS 2012-2B PTT	18,688.38	19,683.53
VISTRA ENERGY CORP	150,000.00	156,375.00
WEATHERFORD BERMUDA	25,000.00	18,875.00
WEEKLEY HOMES LLC/ FINAN	25,000.00	24,375.00
WELLS FARGO & COMPANY	75,000.00	76,031.25
WESTERN DIGITAL CORP	150,000.00	144,746.25
WHITING PETROLEUM CORP	50,000.00	51,312.50
WINDSTREAM CORP	76,000.00	47,880.00
WINDSTREAM SRVC/FIN	26,000.00	12,220.00
WINDSTREAM SRVC/FIN	46,000.00	43,470.00
WPX ENERGY INC	100,000.00	114,125.00
WPX ENERGY INC	25,000.00	25,218.75
ZAYO GROUP LLC/ZAYO CAP	200,000.00	207,000.00
小計	銘柄数:229	22,752,888.05	22,748,948.82
			(2,544,014,946)
	組入時価比率:53.3%		100.0%
	合計			2,544,014,946
				(2,544,014,946)

(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。

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

財務諸表における注記事項として記載しているため省略しております。

第3 その他特定資産の明細表(2018年9月18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 B	157,875.46	96.25	151,955.13	94.00	148,402.93	△3,552.20
99 CENTS ONLY TL #1	54,097.46	93.37	50,513.50	95.50	51,663.07	1,149.57
99 CENTS ONLY TL #2	43,698.28	93.40	40,814.32	95.50	41,731.85	917.53
ABC SUPPLY TL B #2	70,853.13	99.33	70,380.75	99.56	70,539.10	158.35
ACOSTA TRANCHE B-1 TRM	24,127.07	74.89	18,068.76	73.00	17,612.76	△456.00
ADVANTAGE SALES 2L TL	50,000.00	90.12	45,062.50	83.00	41,500.00	△3,562.50
ADVANTAGE SALES B-2 07	502.51	94.03	472.53	92.69	465.76	△6.77
ADVANTAGE SALES B-2 IRL	198,492.47	94.03	186,653.78	92.69	183,977.70	△2,676.08
AES INITIAL TL	148,128.75	99.79	147,820.19	99.92	148,005.35	185.16
AIR METHODS CORP TRM	73,757.99	94.16	69,455.46	90.98	67,101.33	△2,354.13
ALERIS INTERNATI INI TRM	125,000.00	99.16	123,958.37	101.54	126,927.12	2,968.75
AMERICAN ROCK INITIL TRM	249,375.00	99.96	249,297.19	100.09	249,608.91	311.72
ANCHOR GLASS 1L TL #1	92,307.69	91.10	84,098.85	89.06	82,211.53	△1,887.32
ANCHOR GLASS 1L TL #2	55,449.81	91.10	50,518.71	89.06	49,384.98	△1,133.73
ARAMARK CORP TRM B-3	99,750.00	100.06	99,812.34	100.22	99,968.25	155.91
ASURION 2L REPLA B-2 TRM	150,000.00	101.54	152,312.55	102.88	154,312.50	1,999.95
ASURION REPLACE B6 TRM	24,026.95	99.67	23,949.72	100.60	24,171.11	221.39
ASURION(LONESTAR) B4 IRL	68,784.04	99.75	68,612.07	100.66	69,235.40	623.33
AVSC HOLD(PSAV) IN 1L #1	13,800.91	99.37	13,714.65	99.88	13,783.65	69.00
AVSC HOLD(PSAV) IN 1L #2	22,499.43	99.37	22,358.80	99.88	22,471.30	112.50
AVSC HOLD(PSAV) IN 1L #4	13,574.66	99.37	13,489.81	99.88	13,557.69	67.88
AVSC HOLD(PSAV) INIT TRM	75,000.00	99.25	74,437.50	98.50	73,875.00	△562.50
BCP RENAISSANCE INI TL B	125,000.00	100.19	125,245.50	100.43	125,535.75	290.25
BERRY PLASTICS TL Q	174,679.66	99.95	174,606.81	100.01	174,703.94	97.13
BERRY PLASTICS TL R	49,250.00	99.81	49,157.65	99.94	49,219.21	61.56
BERRY PLASTICS TRM R 02	125.00	99.81	124.77	99.94	124.92	0.15
BERRY PLASTICS TRM T	108,700.28	99.97	108,673.10	99.98	108,680.82	7.72
BIG RIVER STEEL TL	74,437.50	101.00	75,181.87	100.94	75,135.35	△46.52
BRIGHT BIDCO REFIN TLB	100,638.03	99.25	99,883.24	98.75	99,380.05	△503.19
BRIGHT BIDCO REFIN TLB02	26,591.55	99.25	26,392.11	98.75	26,259.15	△132.96
BRIGHT BIDCO REFIN TLB03	21,273.24	99.25	21,113.69	98.75	21,007.32	△106.37
BURGER KING CORP TL B3#1	27,186.16	99.91	27,163.51	99.96	27,174.82	11.31
BURGER KING CORP TL B3#2	22,187.54	99.91	22,169.05	99.96	22,178.28	9.23
BWAY CORP INITIAL TRM	98,376.88	99.53	97,920.11	99.68	98,057.15	137.04
BWAY CORP INITIAL TRM 04	249.06	99.53	247.90	99.68	248.25	0.35
CAESARS ENTERTIMNT TRM B	99,500.00	99.50	99,002.50	99.86	99,357.81	355.31
CALIFORNIA RESOURCES TRM	50,000.00	110.25	55,125.00	110.20	55,100.00	△25.00
CALIFORNIA RESOURCES TRM	250,000.00	101.87	254,687.50	101.75	254,375.00	△312.50
CAPITAL AUTOMOTVE B-2 01	288,908.63	99.64	287,897.44	99.98	288,848.53	951.09
CENGAGE LERNNG ACQS B TL	361,211.40	92.29	333,386.92	92.29	333,368.14	△18.78
CENTURYLINK INC B TRM	298,500.00	98.42	293,798.62	98.90	295,203.96	1,405.34
CHOBANI 1L CLOSIDATE TRM	196,291.43	100.00	196,291.43	95.38	187,212.95	△9,078.48
CHUCK E CHEESE 1L TRM B	167,562.50	92.79	155,484.09	94.90	159,016.81	3,532.72
CITGO PETROLEUM TL B	24,062.50	100.18	24,105.81	100.06	24,077.53	△28.28
CITYCENTER HLDGS TRM B	99,374.06	100.05	99,427.32	99.89	99,267.63	△159.69
COINMACH TL B 01	108,328.41	100.00	108,328.41	100.30	108,657.29	328.88
COLUMBUS MCKINON TLB2	41,063.20	100.75	41,371.17	100.25	41,165.85	△205.32
CONSOLIDATED INIT TL 02	8,303.31	100.12	8,313.68	100.13	8,313.68	0.00
CONSOLIDATED INITIAL TRM	41,322.31	100.12	41,373.96	100.13	41,373.96	0.00
COVIA HLDNGS INITIAL TL	50,000.00	100.00	50,000.00	95.25	47,625.00	△2,375.00
CPI INTERNATIONAL 2L TRM	25,000.00	99.75	24,937.50	99.75	24,937.50	0.00
CSC HOLDINGS TL	324,187.50	99.58	322,836.61	99.73	323,295.98	459.37
DAVIDS BRIDAL INITAL #1	115,682.52	87.85	101,627.09	88.67	102,571.87	944.78
DAVIS VISION(WINK) INTL	99,500.00	99.50	99,002.50	99.88	99,375.62	373.12
DAVIS VISION(WINK)TL 2L	100,000.00	99.75	99,750.00	99.58	99,583.30	△166.70
DAYCO PRODUCTS LLC TRM	293,842.11	99.75	293,107.50	100.50	295,311.32	2,203.82
DG INVESTMENT TRM 2L	25,000.00	100.50	25,125.00	100.50	25,125.00	0.00
DONNELLEY FINANCIL TRM B	15,357.13	100.37	15,414.66	100.13	15,376.32	△38.34
DTZ CLOSING DATE TL	228,379.24	99.49	227,237.34	99.84	228,022.51	785.17
EDELMAN FINANC IN TRM 2L	50,000.00	99.50	49,750.00	102.25	51,125.00	1,375.00
EDELMAN FINANCIAL IN TRM	150,000.00	99.50	149,250.00	100.65	150,975.00	1,725.00
EPICOR SOFTWARE TRM B	120,429.29	99.76	120,149.77	100.09	120,536.83	387.06
EVERI PAYMENTS TRM B	74,250.00	100.22	74,417.06	100.50	74,621.25	204.19
EZE CASTLESOFT 2L NEW TL	44,117.63	100.00	44,117.63	100.13	44,172.77	55.14
FIRST DATA 2024A NEW DTL	133,193.65	99.83	132,967.22	99.97	133,152.09	184.87
FIRST DATA CO 2022D $TL	378,838.07	99.83	378,194.04	99.97	378,719.87	525.83
FLEX ACQUISITION INI TRM	98,750.00	99.57	98,333.37	99.84	98,591.30	257.93
FORMULA ONE NEW TL B	163,471.34	99.00	161,836.62	99.13	162,040.96	204.34
FORTERRA SENIOR LIEN TL	173,551.48	93.49	162,270.63	92.83	161,113.56	△1,157.07
FOUNDATION BUILDING B TL	125,000.00	99.50	124,382.45	100.13	125,156.25	773.80
FTS INTERN INITIAL TRM	56,036.07	100.12	56,103.31	99.96	56,012.70	△90.61
GATEWAY CASINOS INI TRM	300,000.00	99.91	299,750.10	100.38	301,125.00	1,374.90
GENWORTH HOLDING INI TRM	124,687.50	101.87	127,025.39	102.00	127,181.25	155.86
GLOBAL AVIATION 2ND LIEN	831.44	0.25	2.07	0.25	2.07	0.00
GOLDEN NUGGET TRM B	27,997.44	100.12	28,032.43	100.26	28,071.32	38.89
GOLDEN NUGGET TRM B02	20,896.48	100.12	20,921.55	100.26	20,951.62	30.07
HARBOR FREIGHT TRM	245,625.00	99.50	244,396.87	99.95	245,493.34	1,096.47
HARLAND CLARKE TL01	158,773.78	97.40	154,645.66	95.19	151,132.79	△3,512.87
HAWKER BCHCRFT TRM LC #1	467.58	6.73	31.48	6.73	31.48	0.00
HAWKER BCHCRFT TRM LC #2	13.65	6.73	0.91	6.73	0.91	0.00
HAWKER BCHCRFT TRM LC #3	56.54	6.73	3.80	6.73	3.80	0.00
HAWKER BCHCRFT TRM LC #4	2,810.81	6.73	189.27	6.73	189.27	0.00
HAWKER BCHCRFT TRM LC #5	106.30	6.73	7.15	6.73	7.15	0.00
HD SUPPLY TERM LOAN	15,622.80	100.35	15,677.47	100.59	15,715.56	38.09
HD SUPPLY WATERWORKS TL2	34,883.72	100.25	34,970.92	100.31	34,992.73	21.81
HD SUPPLY WATERWORKS TRM	39,553.78	100.25	39,652.66	100.31	39,677.38	24.72
HEALOGICS INITIAL#1	120,312.50	93.37	112,341.79	93.67	112,692.74	350.95
HELIX ACQUISITION 2L TRM	75,000.00	100.93	75,703.12	100.94	75,703.12	0.00
HERBALIFE TL B	75,000.00	99.75	74,812.50	100.43	75,318.75	506.25
HOUSTON FUEL TRANCH B TL	120,625.00	99.50	120,021.87	99.75	120,323.43	301.56
HUB INTERNATIONAL TL	99,750.00	99.87	99,629.80	99.97	99,720.57	90.77
HUB INTERNATIONAL TL02	250.00	99.88	249.70	99.97	249.92	0.22
INFORMATICA DOLLAR TL B1	20,277.51	100.39	20,357.76	100.63	20,404.24	46.48
INTELSAT CORP B-5 TRM	150,000.00	103.50	155,250.00	104.00	156,000.00	750.00
IRB HOLDING(ARBYS) TLB04	750.00	100.24	751.87	100.45	753.39	1.52
IRB HOLDING(ARBYS) TRM B	298,500.00	100.25	299,246.25	100.45	299,852.50	606.25
J CREW INITIAL LOAN #1	6,491.82	84.00	5,453.12	90.00	5,842.63	389.51
J CREW INITIAL LOAN #2	13,016.17	84.00	10,933.58	90.00	11,714.55	780.97
J CREW INITIAL LOAN #4	4,648.08	84.00	3,904.38	90.00	4,183.27	278.89
JBS USA LLC INITL TL#1	169,437.65	99.75	169,014.05	99.91	169,286.34	272.29
JBS USA LLC INITL TL#2	30,057.30	99.75	29,982.15	99.91	30,030.45	48.30
KAR HOLDINGS NEW TLB4 01	205,745.50	100.18	206,115.84	100.33	206,431.24	315.40
KCA DEUTAG EXTENDED TL	225,000.00	99.50	223,875.00	95.50	214,875.00	△9,000.00
KEANE GROUP INITIAL TRM	50,000.00	99.50	49,750.00	99.00	49,500.00	△250.00
KLOECKNER PENTAPLST $ TL	99,748.74	95.65	95,409.66	96.72	96,475.78	1,066.12
LIBERTY CABLEVISIN 2L TL	65,140.86	90.00	58,626.77	90.00	58,626.77	0.00
LIBERTY CABLEVISN B1L TL	125,000.00	96.50	120,625.00	98.13	122,656.25	2,031.25
LIFE TIME FITNESS TL B	394,516.87	100.18	395,256.58	100.15	395,092.07	△164.51
LIFE TIME FITNESS TL B05	996.25	100.18	998.12	100.15	997.70	△0.42
LIONS GATE ENTERTA TRM B	99,750.00	99.68	99,438.28	100.06	99,812.34	374.06
LUCID ENERGY INITIAL TRM	49,875.00	97.18	48,472.26	98.38	49,064.53	592.27
MALLINCKRODT 2018 IRL	199,500.00	98.93	197,380.31	99.88	199,250.62	1,870.31
MARRIOT OWNRSHP InitalTL	100,000.00	99.50	99,500.00	100.69	100,687.50	1,187.50
MATCH GROUP TL B	109,375.00	100.50	109,921.87	100.56	109,990.23	68.36
MCDERMOTT INTERNATNL TRM	299,250.00	100.75	301,494.37	101.00	302,242.50	748.13
MEG ENERGY INITIAL TRM	18,750.00	100.00	18,750.00	99.96	18,742.18	△7.82
MEREDITH CORP TRM	235,486.11	100.18	235,909.98	100.34	236,285.11	375.13
MULTIPLAN INITIAL TL	107,088.30	100.07	107,168.61	100.02	107,107.46	△61.15
NATIONAL INTERGOV TRM	227,848.10	99.75	227,278.48	100.00	227,848.10	569.62
NATIONAL INTERGOV TRM	18,987.34	99.49	18,892.40	100.00	18,987.34	94.94
NATIONAL INTERGOV TRM 02	72,151.90	99.74	71,971.52	100.00	72,151.90	180.38
NATIONAL INTERGOV TRM 02	6,012.66	99.50	5,982.60	100.00	6,012.66	30.06
NAVISTAR B TRM	99,375.31	100.43	99,802.62	100.63	99,996.40	193.78
NEIMAN MARCUS GROUP #1	120,046.43	88.55	106,301.11	93.84	112,650.72	6,349.61
NINE WEST ESCROW TL	73,876.40	97.49	72,029.48	98.25	72,583.56	554.08
NINE WEST LOANS	46,096.85	97.50	44,944.43	98.25	45,290.15	345.72
NOMAD FOODS FACIL B4 TRM	150,000.00	99.50	149,250.00	99.31	148,968.75	△281.25
NUMERICABL USD TLB-11 TL	296,250.00	96.31	285,318.37	95.00	281,437.50	△3,880.87
NUMERICABLE $ TLB13 IRL	200,000.00	97.50	195,000.00	97.67	195,333.40	333.40
OCEAN RIG TERM LOANS	120,650.12	87.41	105,468.35	87.42	105,468.35	0.00
OPAL ACQ EXTENDED TLB	113,655.20	96.00	109,108.99	95.00	107,972.44	△1,136.55
PARAGON OFFSHORE TL	1,633.68	0.00	0.00	0.00	0.00	0.00
PAREXEL INTER INITIAL TL	124,311.87	99.77	124,032.16	100.13	124,467.25	435.09
PEABODY ENERGY CORP TL B	23,415.31	99.58	23,317.73	100.17	23,454.34	136.61
PELICAN PRDCTS TL 1L	50,000.00	100.15	50,078.10	99.81	49,906.25	△171.85
PISCES MIDCO INITL TL	150,000.00	100.20	150,300.00	100.33	150,499.95	199.95
PLAYA RESORTS INI TRM	99,248.81	99.10	98,355.57	99.11	98,362.61	7.04
PRESTIGE BRANDS B4 TRM	62,747.46	99.95	62,716.08	99.91	62,691.42	△24.66
PRISO ACQUISI TL B	71,089.42	100.04	71,119.06	100.04	71,119.06	0.00
RADIATE CLOSING DATE TL	74,062.50	98.91	73,255.73	99.44	73,645.89	390.16
RHP HOTEL PROP B TRM NEW	24,188.76	99.87	24,158.52	99.90	24,164.57	6.05
RP CROWN PARENT INIT TLB	24,811.09	99.58	24,707.70	100.27	24,878.27	170.57
SCIENTIFIC GAMES B5 TL01	100,581.81	99.80	100,384.26	99.73	100,314.66	△69.60
SCIENTIFIC GAMES B5 TL02	23,918.66	99.80	23,871.68	99.73	23,855.13	△16.55
SEMINOLE TRIBE REF TL	99,250.00	100.26	99,511.92	100.38	99,622.18	110.26
SERTA SIMMONS INT TL #1	230,865.38	84.54	195,177.51	86.55	199,822.29	4,644.78
SERTA SIMMONS INT TL #2	64,634.62	84.54	54,643.20	86.55	55,943.59	1,300.39
SERTA SIMMONS TRM 2L	47,466.67	66.12	31,387.33	70.63	33,523.33	2,136.00
SERVICEMASTER COM C TRM	59,067.95	99.80	58,949.81	100.06	59,104.86	155.05
SMG US MIDCO 2 INI TRM	124,687.50	100.12	124,843.35	100.25	124,999.21	155.86
SPORTS AUTHORITY TRM B	36,354.81	0.50	181.77	0.50	181.77	0.00
SURGERY PARTNERS INIT TL	49,625.00	99.78	49,516.42	99.83	49,538.15	21.73
TACALA INVESTMEN 1L TRM	49,875.00	99.87	49,812.65	100.21	49,978.88	166.23
TEAM HEALTH INITIAL TL	123,437.50	96.87	119,580.07	95.56	117,959.96	△1,620.11
TEMPO ACQUISITION INI TL	74,250.00	99.82	74,120.06	100.29	74,466.58	346.52
TEREX CORP U.S. TRM	49,375.00	99.87	49,313.28	100.13	49,436.71	123.43
TOWER ATMTVE 1ST TL01	33,753.98	99.79	33,683.09	100.63	33,964.94	281.85
TOWNSQUARE MEDIA TL B01	44,098.76	99.58	43,915.00	100.00	44,098.76	183.76
TRANSDIGM INC TL G	321,758.12	99.78	321,068.59	100.11	322,102.72	1,034.13
TRANSDIGM NEW TL E	93,999.19	99.68	93,705.44	99.98	93,980.39	274.95
TRANSDIGM NEW TL F	168,044.78	99.75	167,633.07	100.13	168,265.08	632.01
TRIBUNE INITIAL TRM B	5,557.69	100.00	5,557.69	100.16	5,566.37	8.68
TRIBUNE INITIAL TRM C	69,269.53	99.87	69,182.94	100.21	69,413.81	230.87
UFC TERM LOAN	150,000.00	100.31	150,468.75	101.00	151,500.00	1,031.25
UFC TRM 1ST LIEN	49,125.00	100.25	49,247.81	100.52	49,378.28	130.47
UNITED SITE INI TRM 1L	149,159.05	100.27	149,562.14	100.58	150,029.09	466.95
UNITED SITE INI TRM 2L	100,000.00	100.00	100,000.00	99.88	99,875.00	△125.00
USI HOLDINGS INITIAL TRM	99,374.69	99.62	99,002.03	99.81	99,181.50	179.47
VALEANT PH F4 TR B #1 TL	65,305.13	99.89	65,233.29	100.38	65,550.02	316.73
VENATOR INITIAL TRM	49,625.00	100.37	49,811.09	100.00	49,625.00	△186.09
VERSCEND TRM B LOANS	50,000.00	99.25	49,625.00	100.42	50,208.35	583.35
VERTIV GROUP TRM B	175,000.00	99.50	174,125.00	100.25	175,437.50	1,312.50
WERNER INTER INI TRM	49,625.00	97.50	48,384.37	98.25	48,756.56	372.19
WESTERN DIG US TRM B-4	32,818.33	99.93	32,797.81	99.94	32,797.81	0.00
WILSONART TRANCHE D TL01	237,028.06	100.12	237,324.34	100.29	237,705.24	380.90
WOODFORD EXPRESS INI TRM	174,562.50	96.66	168,743.80	97.50	170,198.43	1,454.63
WP DELUXE INITL TRM	49,750.00	99.70	49,604.87	98.50	49,003.75	△601.12
WP DELUXE INITL TRM 2L	49,148.94	100.12	49,210.37	98.75	48,534.57	△675.80
ZEKELMAN INDUSTRIES TL	122,792.92	99.79	122,537.14	100.00	122,792.92	255.78
ZIGGO BV TRM E Commitmen	175,000.00	99.26	173,718.82	98.30	172,019.57	△1,699.25
小計			17,635,518.02		17,652,106.13	16,588.11
銘柄数:180			(1,972,179,980)		(1,974,035,028)	(1,855,048)
組入時価比率:41.4%					100.0%

貸付債権計			1,972,179,980		1,974,035,028	1,855,048
			(1,972,179,980)		(1,974,035,028)	(1,855,048)
					100.0%

合計			1,972,179,980		1,974,035,028	1,855,048
			(1,972,179,980)		(1,974,035,028)	(1,855,048)
(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。

有価証券報告書(内国投資信託受益証券)-第38期(平成30年3月16日-平成30年9月18日)

開示資料

決算