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有価証券報告書(内国投資信託受益証券)-第35期(平成25年11月21日-平成26年5月20日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式
(注1)通貨種類毎の小計欄の( )内は、邦貨換算額であります。
(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、およ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
(注1)通貨種類毎の小計欄の( )内は、邦貨換算額であります。
(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、およ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1.有価証券明細表
(1)株式
| (平成26年 5月20日現在) | |||||
| 通貨 | 銘柄 | 株式数 | 評価額 | 備考 | |
| 単価 | 金額 | ||||
| 米ドル | GALLERY MEDIA HOLDING LIMITED | 43 | 1,450.00 | 62,350.00 | |
| WELLS FARGO CO pfd | 7,000 | 28.19 | 197,330.00 | ||
| MORGAN STANLEY pfd | 14,000 | 26.77 | 374,780.00 | ||
| STATE STREET CORP (PFD) | 3,550 | 26.28 | 93,294.00 | ||
| PHASE METRICS INC (ESCROW) | 650,454 | 0.01 | 6,504.54 | ||
| 小計 | 銘柄数:5 | 734,258.54 | |||
| (74,505,214) | |||||
| 組入時価比率:0.4% | 100.0% | ||||
| 合計 | 74,505,214 | ||||
| (74,505,214) | |||||
(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、およ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 5月20日現在) | ||||||
| 種類 | 通貨 | 銘柄 | 銘柄数 | 券面総額 | 評価額 | 備考 |
| 比率 | ||||||
| 国債証券 | 米ドル | DOMINICAN REPUBLIC | 751,000.00 | 891,624.75 | ||
| GABONESE REPUBLIC | 553,000.00 | 635,950.00 | ||||
| HUNGARY GOVERNMENT | 466,000.00 | 522,502.50 | ||||
| POLAND GOVERNMENT | 900,000.00 | 1,065,825.00 | ||||
| REPUBLIC OF ARGENTINA | 320,873.00 | 309,824.47 | ||||
| REPUBLIC OF ARGENTINA | 375,000.00 | 347,456.43 | ||||
| REPUBLIC OF AZERBAIJAN | 200,000.00 | 206,250.00 | ||||
| REPUBLIC OF BRAZIL | 887,000.00 | 1,114,072.00 | ||||
| REPUBLIC OF COLOMBIA | 846,000.00 | 1,133,640.00 | ||||
| REPUBLIC OF COSTA RICA | 425,000.00 | 443,912.50 | ||||
| REPUBLIC OF EL SALVADOR | 450,000.00 | 436,500.00 | ||||
| REPUBLIC OF INDONESIA | 714,000.00 | 976,395.00 | ||||
| REPUBLIC OF INDONESIA | 313,000.00 | 356,820.00 | ||||
| REPUBLIC OF INDONESIA | 1,043,000.00 | 1,335,040.00 | ||||
| REPUBLIC OF LEBANESE | 24,000.00 | 23,760.00 | ||||
| REPUBLIC OF LEBANESE | 116,000.00 | 115,855.00 | ||||
| REPUBLIC OF PAKISTAN | 350,000.00 | 357,875.00 | ||||
| REPUBLIC OF PANAMA | 353,000.00 | 522,440.00 | ||||
| REPUBLIC OF PANAMA | 578,000.00 | 716,720.00 | ||||
| REPUBLIC OF TURKEY | 735,000.00 | 856,929.15 | ||||
| REPUBLIC OF TURKEY | 715,000.00 | 864,256.25 | ||||
| REPUBLIC OF VENEZUELA | 200,000.00 | 158,500.00 | ||||
| REPUBLIC OF ZAMBIA | 325,000.00 | 341,656.25 | ||||
| STATE OF QATAR | 341,000.00 | 375,100.00 | ||||
| UNITED MEXICAN STATES | 1,070,000.00 | 1,366,925.00 | ||||
| 小計 | 銘柄数: | 25 | 13,050,873.00 | 15,475,829.30 | ||
| (1,570,332,399) | ||||||
| 組入時価比率: | 8.9% | 9.3% | ||||
| 国債証券計 | 1,570,332,399 | |||||
| (1,570,332,399) | ||||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 385,000.00 | 465,730.65 | ||
| CALIFORNIA ST | 150,000.00 | 218,430.00 | ||||
| 小計 | 銘柄数: | 2 | 535,000.00 | 684,160.65 | ||
| (69,421,781) | ||||||
| 組入時価比率: | 0.4% | 0.4% | ||||
| 地方債証券計 | 69,421,781 | |||||
| (69,421,781) | ||||||
| 特殊債券 | 米ドル | POWER SECTOR ASSETS &LI | 590,000.00 | 715,375.00 | ||
| 小計 | 銘柄数: | 1 | 590,000.00 | 715,375.00 | ||
| (72,589,101) | ||||||
| 組入時価比率: | 0.4% | 0.4% | ||||
| 特殊債券計 | 72,589,101 | |||||
| (72,589,101) | ||||||
| 社債券 | 米ドル | ACE CASH EXPRESS INC | 58,000.00 | 45,530.00 | ||
| ADT CORP | 208,000.00 | 208,520.00 | ||||
| ADT CORP | 137,000.00 | 144,363.75 | ||||
| ADT CORP | 120,000.00 | 109,800.00 | ||||
| AES CORPORATION | 42,000.00 | 49,350.00 | ||||
| AES CORPORATION | 140,000.00 | 160,650.00 | ||||
| AES CORPORATION | 200,000.00 | 194,750.00 | ||||
| AFFINIA GROUP INC | 129,000.00 | 137,385.00 | ||||
| AK STEEL CORP | 95,000.00 | 95,118.75 | ||||
| ALBERTSON'S INC | 733,000.00 | 634,045.00 | ||||
| ALERE INC | 369,000.00 | 391,140.00 | ||||
| ALERE INC | 30,000.00 | 31,500.00 | ||||
| ALERIS INTL INC | 253,000.00 | 258,060.00 | ||||
| ALERIS INTL INC | 128,000.00 | 128,640.00 | ||||
| ALFA SAB DE CV | 425,000.00 | 438,281.25 | ||||
| ALGECO SCOTSMAN GLOB FIN | 400,000.00 | 428,000.00 | ||||
| ALLBRITTON COMMUNICATION | 275,000.00 | 287,031.25 | ||||
| ALLISON TRANSMISSION | 127,000.00 | 136,525.00 | ||||
| ALLY FINANCIAL INC | 376,000.00 | 464,360.00 | ||||
| ALTICE SA | 486,000.00 | 505,440.00 | ||||
| AMERICAN AXLE & MFG INC | 296,000.00 | 315,240.00 | ||||
| AMERICAN EQUITY INV LIFE | 229,000.00 | 247,320.00 | ||||
| AMKOR TECHNOLOGIES INC | 540,000.00 | 577,800.00 | ||||
| ANTERO RESOURCES FINANCE | 78,000.00 | 83,167.50 | ||||
| ANTERO RESOURCES FINANCE | 111,000.00 | 114,885.00 | ||||
| ANTERO RESOURCES FINANCE | 151,000.00 | 154,775.00 | ||||
| ARAMARK CORP | 51,000.00 | 53,868.75 | ||||
| ARCELIK AS | 200,000.00 | 190,000.00 | ||||
| ARCELORMITTAL | 730,000.00 | 796,612.50 | ||||
| ARCELORMITTAL | 115,000.00 | 123,337.50 | ||||
| ARCELORMITTAL | 212,000.00 | 227,105.00 | ||||
| ARCELORMITTAL | 8,000.00 | 8,315.04 | ||||
| ARCH COAL INC | 206,000.00 | 156,560.00 | ||||
| ASBURY AUTOMOTIVE GROUP | 191,000.00 | 213,442.50 | ||||
| ATWOOD OCEANICS INC | 476,000.00 | 504,560.00 | ||||
| AUDATEX NORTH AMERICA IN | 77,000.00 | 82,775.00 | ||||
| AUTONATION INC | 73,000.00 | 83,767.50 | ||||
| AVAYA INC | 54,000.00 | 53,460.00 | ||||
| AVAYA INC | 235,000.00 | 211,206.25 | ||||
| AVIATION CAPITAL GROUP | 506,000.00 | 571,915.81 | ||||
| BANCO RESERVAS REP DOMIN | 220,000.00 | 216,150.00 | ||||
| BANK OF AMERICA CORP | 301,000.00 | 287,455.00 | ||||
| BARCLAYS BANK PLC | 118,000.00 | 125,670.00 | ||||
| BARCLAYS BANK PLC | 220,000.00 | 252,230.00 | ||||
| BARCLAYS BANK PLC | 514,000.00 | 573,110.00 | ||||
| BASIC ENERGY | 250,000.00 | 265,625.00 | ||||
| BBVA BANCO CONTINENTAL | 415,000.00 | 436,787.50 | ||||
| BC MOUNTAIN LLC/BC MTN | 169,000.00 | 159,705.00 | ||||
| BE AEROSPACE INC | 200,000.00 | 217,500.00 | ||||
| BEAZER HOMES USA | 286,000.00 | 306,735.00 | ||||
| BERRY PETROLEUM CO | 129,000.00 | 133,515.00 | ||||
| BILL BARRETT CORP | 167,000.00 | 180,568.75 | ||||
| BIOMET INC | 250,000.00 | 270,312.50 | ||||
| BNP PARIBAS | 192,000.00 | 197,076.48 | ||||
| BOMBARDIER INC | 525,000.00 | 538,781.25 | ||||
| BOMBARDIER INC | 700,000.00 | 723,625.00 | ||||
| BONANZA CREEK ENERGY INC | 33,000.00 | 35,227.50 | ||||
| BPCE SA | 346,000.00 | 373,261.34 | ||||
| BRASIL TELECOM SA | 210,000.00 | 205,105.19 | ||||
| BRASKEM FINANCE LTD | 263,000.00 | 280,095.00 | ||||
| BRIGGS & STRATTON | 81,000.00 | 90,517.50 | ||||
| BRIGHTSTAR CORP | 350,000.00 | 378,437.50 | ||||
| BRISTOW GROUP INC | 121,000.00 | 130,377.50 | ||||
| CAPSUGEL SA | 170,000.00 | 175,100.00 | ||||
| CASE CORPORATION | 750,000.00 | 815,625.00 | ||||
| CASH AMERICA INTERNATION | 650,000.00 | 660,562.50 | ||||
| CBS OUTDOOR AMERICAS CAP | 89,000.00 | 90,780.00 | ||||
| CCO HLDGS LLC/CAP CORP | 406,000.00 | 411,075.00 | ||||
| CCO HLDGS LLC/CAP CORP | 347,000.00 | 359,145.00 | ||||
| CDW LLC/CDW FINANCE | 221,000.00 | 236,746.25 | ||||
| CDW LLC/CDW FINANCE | 549,000.00 | 598,410.00 | ||||
| CELANESE US HOLDINGS LLC | 97,000.00 | 101,947.00 | ||||
| CEMEX ESPANA LUXEMBOURG | 235,000.00 | 270,253.29 | ||||
| CEMEX FINANCE LLC | 215,000.00 | 250,169.82 | ||||
| CENTURYLINK INC | 775,000.00 | 803,093.75 | ||||
| CENTURYLINK INC | 238,000.00 | 257,635.00 | ||||
| CEQUEL COM HLDG I/CAP CP | 276,000.00 | 290,145.00 | ||||
| CEQUEL COM HLDG I/CAP CP | 330,000.00 | 324,225.00 | ||||
| CERIDIAN CORP | 181,000.00 | 204,982.50 | ||||
| CERIDIAN HCM HOLDING INC | 225,000.00 | 260,437.50 | ||||
| CFR INTERNATIONAL SPA | 200,000.00 | 217,699.76 | ||||
| CHAPARRAL ENERGY INC | 430,000.00 | 459,025.00 | ||||
| CHC HELICOPTER SA | 261,000.00 | 283,185.00 | ||||
| CHESAPEAKE ENERGY CORP | 670,000.00 | 784,737.50 | ||||
| CHESAPEAKE ENERGY CORP | 650,000.00 | 680,472.00 | ||||
| CHESAPEAKE MIDSTREAM PT | 250,000.00 | 272,500.00 | ||||
| CHOICE HOTELS INTERNATIO | 41,000.00 | 43,767.50 | ||||
| CHS/COMMUNITY HEALTH SYS | 317,000.00 | 344,737.50 | ||||
| CIMAREX ENERGY CO | 478,000.00 | 523,410.00 | ||||
| CIT GROUP INC | 625,000.00 | 669,531.25 | ||||
| CITGO PETROLEUM CORP | 682,000.00 | 724,625.00 | ||||
| CLEAN HARBORS INC | 180,000.00 | 182,700.00 | ||||
| CLEAR CHANNEL WORLDWIDE | 525,000.00 | 565,031.25 | ||||
| CLEAR CHANNEL WORLDWIDE | 196,000.00 | 208,495.00 | ||||
| CLEAR CHANNEL WORLDWIDE | 549,000.00 | 586,057.50 | ||||
| CNG HOLDINGS INC | 280,000.00 | 252,000.00 | ||||
| CNO FINANCIAL GROUP INC | 45,000.00 | 48,825.00 | ||||
| COLUMBUS INTL INC | 313,000.00 | 330,184.73 | ||||
| COMCEL TRUST (CAYMAN ISL) | 265,000.00 | 281,562.50 | ||||
| COMMERCIAL METALS CO | 723,000.00 | 806,145.00 | ||||
| COMMERZBANK AG | 200,000.00 | 237,250.00 | ||||
| COMMSCOPE INC | 293,000.00 | 319,077.00 | ||||
| COMMSCOPE INC | 85,000.00 | 85,425.00 | ||||
| CONSTELLATION BRANDS INC | 553,000.00 | 637,332.50 | ||||
| CONTOURGLOBAL POWER HLDG | 260,000.00 | 263,250.00 | ||||
| COSAN LUXEMBOURG SA | 300,000.00 | 285,275.25 | ||||
| COUNTRYWIDE CAPITAL III | 175,000.00 | 211,870.75 | ||||
| CREDIT SUISSE GROUP AGPR | 300,000.00 | 324,750.00 | ||||
| CREDITCORP | 530,000.00 | 540,600.00 | ||||
| CROWN CASTLE INTERNATION | 254,000.00 | 261,620.00 | ||||
| CROWN MEDIA HOLDINGS | 235,000.00 | 266,431.25 | ||||
| CSC HOLDINGS INC | 1,065,000.00 | 1,232,737.50 | ||||
| CST BRANDS INC | 604,000.00 | 604,000.00 | ||||
| DANA HOLDING CORP | 55,000.00 | 58,162.50 | ||||
| DANA HOLDING CORP | 59,000.00 | 63,867.50 | ||||
| DENBURY RESOURCES INC | 162,000.00 | 174,150.00 | ||||
| DENBURY RESOURCES INC | 235,000.00 | 226,481.25 | ||||
| DEVELOPERS DIVER DDR | 357,000.00 | 453,754.14 | ||||
| DISH DBS CORP | 250,000.00 | 297,500.00 | ||||
| DISH DBS CORP | 750,000.00 | 771,562.50 | ||||
| DOMTAR CORP | 251,000.00 | 267,719.11 | ||||
| DR HORTON | 720,000.00 | 782,100.00 | ||||
| ECHOSTAR DBS CORP | 250,000.00 | 273,125.00 | ||||
| EL PASO LLC | 283,000.00 | 307,055.00 | ||||
| EMECO PTY LTD | 646,000.00 | 662,150.00 | ||||
| EMERGENCY MEDICAL | 353,000.00 | 375,062.50 | ||||
| EMPRESA DE ENERGIA DE BO | 219,000.00 | 235,545.49 | ||||
| ENDO FIN LLC | 235,000.00 | 252,331.25 | ||||
| ENDO FIN LLC | 125,000.00 | 136,250.00 | ||||
| ENDO FINANCE CO | 107,000.00 | 110,210.00 | ||||
| ENEL SPA | 300,000.00 | 348,000.00 | ||||
| ENERGY FUTURE/EFIH | 122,000.00 | 129,015.00 | ||||
| ENERGY XXI GULF COAST IN | 400,000.00 | 430,500.00 | ||||
| ENERGY XXI GULF COAST IN | 350,000.00 | 377,125.00 | ||||
| ENTERPRISE PRODUCTS OPER | 445,000.00 | 503,962.50 | ||||
| ENTERTAINMENT PROPERTIES | 445,000.00 | 532,184.40 | ||||
| EP ENER/EVEREST ACQ FIN | 420,000.00 | 449,400.00 | ||||
| ETRADE FINANCIAL CORP | 174,000.00 | 188,572.50 | ||||
| ETRADE FINANCIAL CORP | 271,000.00 | 294,373.75 | ||||
| FERREYCORP SAA | 300,000.00 | 296,826.48 | ||||
| FIRST DATA CORP | 990,000.00 | 1,064,250.00 | ||||
| FIRST QUALITY FINANCE CO | 809,000.00 | 764,505.00 | ||||
| FIRSTENERGY CORP | 159,000.00 | 185,851.92 | ||||
| FMG RESOURCES AUG 2006 | 735,000.00 | 780,937.50 | ||||
| FORD MOTOR CREDIT CO | 435,000.00 | 507,979.95 | ||||
| FREESCALE SEMICONDUCTOR | 22,000.00 | 23,980.00 | ||||
| FREESCALE SEMICONDUCTOR | 88,000.00 | 88,660.00 | ||||
| FREESCALE SEMICONDUCTOR | 226,000.00 | 238,995.00 | ||||
| FRESENIUS MED CARE II | 190,000.00 | 212,800.00 | ||||
| FRONTIER COMMUNICATIONS | 303,000.00 | 315,120.00 | ||||
| FRONTIER COMMUNICATIONS | 149,000.00 | 151,980.00 | ||||
| FTI CONSULTING | 275,000.00 | 294,250.00 | ||||
| FWCT-2 ESCROW CORP | 260,000.00 | 262,925.00 | ||||
| FWCT-2 ESCROW CORP | 1,370,000.00 | 1,435,075.00 | ||||
| GANNETT CO INC | 350,000.00 | 373,625.00 | ||||
| GENERAL CABLE CORP | 161,000.00 | 160,597.50 | ||||
| GENERAL MOTORS FINL CO | 700,000.00 | 693,000.00 | ||||
| GENON ENERGY INC | 261,000.00 | 279,922.50 | ||||
| GEORGIA GULF CORP | 65,000.00 | 64,350.00 | ||||
| GFI GROUP INC | 250,000.00 | 273,125.00 | ||||
| GOLD FIELDS OROGEN HOLD | 200,000.00 | 183,000.00 | ||||
| GOLDEN CLOSE MARIT CORP | 85,543.00 | 89,713.22 | ||||
| GOODMAN NETWORKS INC | 200,000.00 | 221,500.00 | ||||
| GOODYEAR TIRE | 645,000.00 | 714,337.50 | ||||
| GRAPHIC PACKAGING INTL | 166,000.00 | 175,960.00 | ||||
| GRIFOLS WORLDWIDE OPERAT | 213,000.00 | 219,390.00 | ||||
| GROUP 1 AUTOMOTIVE INC | 175,000.00 | 175,437.50 | ||||
| HANSON PLC | 387,000.00 | 424,732.50 | ||||
| HARBINGER GROUP INC | 290,000.00 | 316,825.00 | ||||
| HARTFORD FINL SVCS GRP | 400,000.00 | 472,000.00 | ||||
| HARTZ CORP | 104,000.00 | 110,110.00 | ||||
| HCA HOLDINGS INC | 375,000.00 | 412,968.75 | ||||
| HCA INC | 585,000.00 | 604,743.75 | ||||
| HCA INC | 1,020,000.00 | 1,101,600.00 | ||||
| HCA INC | 310,000.00 | 349,137.50 | ||||
| HD SUPPLY INC | 580,000.00 | 628,575.00 | ||||
| HERTZ CORP | 879,000.00 | 941,628.75 | ||||
| HEXION US FINANCE CORP | 247,000.00 | 258,732.50 | ||||
| HILAND PARTNERS LP | 315,000.00 | 344,137.50 | ||||
| HILAND PARTNERS LP | 85,000.00 | 86,487.50 | ||||
| HORNBECK OFFSHORE SERVIC | 282,000.00 | 293,280.00 | ||||
| HSBC FINANCE CAPITAL TRU | 100,000.00 | 103,875.00 | ||||
| HUGHES SATELLITE SYSTEMS | 445,000.00 | 506,187.50 | ||||
| HUNTINGTON INGALLS INDUS | 139,000.00 | 152,378.75 | ||||
| INEOS FINANCE PLC | 340,000.00 | 371,450.00 | ||||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 203,750.00 | ||||
| INFOR US INC | 150,000.00 | 168,000.00 | ||||
| INTELSAT JACKSON HLDG | 1,450,000.00 | 1,569,625.00 | ||||
| INTELSAT JACKSON HLDG | 820,000.00 | 897,900.00 | ||||
| INTELSAT JACKSON HLDG | 380,000.00 | 374,775.00 | ||||
| INTL LEASE FINANCE CORP | 750,000.00 | 876,000.00 | ||||
| INTL LEASE FINANCE CORP | 225,000.00 | 267,187.50 | ||||
| INTL LEASE FINANCE CORP | 360,000.00 | 393,908.40 | ||||
| INTL LEASE FINANCE CORP | 300,000.00 | 363,000.00 | ||||
| IPAYMENT HOLDINGS INC | 672,000.00 | 500,640.00 | ||||
| IRON MOUNTAIN INC | 289,000.00 | 289,722.50 | ||||
| ISLE OF CAPRI CASINOS | 270,000.00 | 287,550.00 | ||||
| JAGUAR HOLDING CO/MERGER | 413,000.00 | 453,267.50 | ||||
| JMC STEEL GROUP | 119,000.00 | 122,644.97 | ||||
| KAZMUNAYGAS NATIONAL | 1,420,000.00 | 1,579,750.00 | ||||
| KB HOME | 180,000.00 | 204,750.00 | ||||
| KEY ENERGY SERVICES INC | 340,000.00 | 355,725.00 | ||||
| KINDER MORGAN FIN | 790,000.00 | 842,969.50 | ||||
| KINDER MORGAN INC | 35,000.00 | 35,225.40 | ||||
| KINETICS CONCEPT/KCI USA | 700,000.00 | 797,125.00 | ||||
| LAREDO PETROLEUM INC | 191,000.00 | 210,816.25 | ||||
| LAUREATE EDUCATION INC | 482,000.00 | 506,100.00 | ||||
| LENNAR CORP | 1,000,000.00 | 1,127,500.00 | ||||
| LIMITED BRANDS INC | 519,000.00 | 526,785.00 | ||||
| LIMITED BRANDS INC | 338,000.00 | 384,475.00 | ||||
| LIN TELEVISION CORP | 76,000.00 | 79,515.00 | ||||
| LINN ENERGY LLC/FIN CORP | 475,000.00 | 496,375.00 | ||||
| LIVE NATION ENTERTAINMEN | 288,000.00 | 315,000.00 | ||||
| LKQ CORP | 265,000.00 | 257,050.00 | ||||
| M/I HOMES INC | 280,000.00 | 299,600.00 | ||||
| MAGNETATION LLC/FIN CORP | 508,000.00 | 568,325.00 | ||||
| MANITOWOC CO INC | 400,000.00 | 446,500.00 | ||||
| MARFRIG HOLDING EUROPE B | 250,000.00 | 256,562.50 | ||||
| MARFRIG OVERSEAS LTD | 510,000.00 | 531,675.00 | ||||
| MARINA DISTRICT FINANCE | 198,000.00 | 210,127.50 | ||||
| MARKWEST ENERGY PART/FIN | 129,000.00 | 139,965.00 | ||||
| MASCO CORP | 445,000.00 | 490,612.50 | ||||
| MASCO CORP | 465,000.00 | 508,012.50 | ||||
| MEDIACOM LLC | 321,000.00 | 345,877.50 | ||||
| MGM RESORTS INTERNATIONA | 636,000.00 | 760,020.00 | ||||
| MILESTONE AVIATION GROUP | 330,000.00 | 357,225.00 | ||||
| MINERVA LUXEMBOURG SA | 475,000.00 | 496,375.00 | ||||
| MINSUR SA | 265,000.00 | 283,816.06 | ||||
| MITSUI SUMITOMO INSURANC | 273,000.00 | 321,148.79 | ||||
| MOBILE MINI | 175,000.00 | 193,593.75 | ||||
| MODULAR SPACE CORP | 224,000.00 | 232,960.00 | ||||
| MOMENTIVE PERFORM | 235,000.00 | 253,800.00 | ||||
| MUELLER WATER PRODUCTS | 106,600.00 | 118,859.00 | ||||
| MULTIPLAN INC | 87,000.00 | 90,045.00 | ||||
| MURPHY OIL USA INC | 106,000.00 | 109,445.00 | ||||
| MYRIAD INT HOLDINGS BV | 250,000.00 | 276,239.10 | ||||
| NATIONWIDE MUTUAL INSURA | 690,000.00 | 1,069,051.50 | ||||
| NEW ENTERPRISE STONE & L | 266,000.00 | 252,700.00 | ||||
| NEW LOOK BONDCO I PLC | 200,000.00 | 214,000.00 | ||||
| NIELSEN CO LUX SARL | 303,000.00 | 315,877.50 | ||||
| NORTHERN BLIZZARD RESOUR | 270,000.00 | 278,775.00 | ||||
| NOVA CHEMICALS CORP | 298,000.00 | 320,350.00 | ||||
| NOVELIS INC | 644,000.00 | 717,255.00 | ||||
| NRG ENERGY INC | 389,000.00 | 432,762.50 | ||||
| NRG ENERGY INC | 558,000.00 | 588,690.00 | ||||
| NUMERICABLE GROUP SA | 546,000.00 | 561,015.00 | ||||
| NUMERICABLE GROUP SA | 304,000.00 | 314,640.00 | ||||
| NXP BV/NXP FUNDING LLC | 209,000.00 | 223,107.50 | ||||
| OASIS PETROLEUM | 463,000.00 | 503,512.50 | ||||
| OFFICE CHERIFIEN DES PHO | 350,000.00 | 359,187.50 | ||||
| OFFICE DEPOT DE MEXICO | 370,000.00 | 388,500.00 | ||||
| OFFSHORE GROUP INVST LTD | 257,000.00 | 269,850.00 | ||||
| ONCOR ELECTRIC DELIVERY | 255,000.00 | 304,447.05 | ||||
| OWENS CORNING | 460,000.00 | 546,999.80 | ||||
| PACIFIC DRILLING SA | 506,000.00 | 492,085.00 | ||||
| PAETEC ESCROW CORP | 450,000.00 | 489,375.00 | ||||
| PEABODY ENERGY CORP | 596,000.00 | 633,995.00 | ||||
| PEABODY ENERGY CORP | 418,000.00 | 428,450.00 | ||||
| PETROLEUM GEO-SERVICES | 300,000.00 | 321,000.00 | ||||
| PETROLOGISTICS LP/FIN | 76,000.00 | 78,375.00 | ||||
| PHI INC | 214,000.00 | 217,210.00 | ||||
| PINNACLE ENTERTAINMENT | 82,000.00 | 89,380.00 | ||||
| PIONEER NATURAL RECOURCE | 365,000.00 | 401,116.75 | ||||
| PLAINS EXPL & PROD | 790,000.00 | 886,775.00 | ||||
| POST HOLDINGS INC | 106,000.00 | 113,420.00 | ||||
| PPL CAPITAL FUNDING INC | 450,000.00 | 453,937.50 | ||||
| PRECISION DRILLING TRUST | 144,000.00 | 155,880.00 | ||||
| PRUDENTIAL FINANCIAL INC | 390,000.00 | 409,375.20 | ||||
| QEP RESOURCES INC | 880,000.00 | 886,600.00 | ||||
| RABOBANK NEDERLAND | 310,000.00 | 351,462.50 | ||||
| RAIN CII CARBON LLC/CII | 282,000.00 | 295,395.00 | ||||
| RANGE RESOURCES CORP | 262,000.00 | 282,305.00 | ||||
| REGENCY ENERGY PARTNERS | 198,000.00 | 201,465.00 | ||||
| REGENCY ENERGY PARTNERS | 300,000.00 | 284,250.00 | ||||
| REGIONS BANK | 325,000.00 | 381,257.50 | ||||
| REXEL SA | 335,000.00 | 355,937.50 | ||||
| REXEL SA | 200,000.00 | 207,500.00 | ||||
| REYNOLDS GRP ISS/REYNOLD | 335,000.00 | 355,937.50 | ||||
| REYNOLDS GRP ISS/REYNOLD | 220,000.00 | 242,550.00 | ||||
| REYNOLDS GRP ISS/REYNOLD | 137,000.00 | 147,275.00 | ||||
| RITE AID CORP | 480,000.00 | 529,200.00 | ||||
| RR DONNELLEY & SONS | 395,000.00 | 458,200.00 | ||||
| RRI ENERGY INC | 490,000.00 | 513,275.00 | ||||
| RSI HOME PRODUCTS INC | 276,000.00 | 296,700.00 | ||||
| SABINE PASS LIQUEFACTION | 590,000.00 | 615,812.50 | ||||
| SABINE PASS LIQUEFACTION | 275,000.00 | 292,187.50 | ||||
| SABINE PASS LIQUEFACTION | 401,000.00 | 409,020.00 | ||||
| SABRE INC | 317,000.00 | 351,870.00 | ||||
| SAFWAY GROUP HOLDING/FIN | 334,000.00 | 353,205.00 | ||||
| SALIX PHARMACEUTICALS LT | 85,000.00 | 90,950.00 | ||||
| SALLY HOLDINGS/SALLY CAP | 310,000.00 | 330,150.00 | ||||
| SAMARCO MINERACAO SA | 250,000.00 | 259,687.50 | ||||
| SAPPI PAPIER HOLDING GMB | 200,000.00 | 221,500.00 | ||||
| SAPPI PAPIER HOLDING GMB | 200,000.00 | 209,500.00 | ||||
| SAWGRASS MERGER SUB INC | 254,000.00 | 280,670.00 | ||||
| SBA TELECOMMUNICATIONS | 79,000.00 | 83,542.50 | ||||
| SCHAEFFLER HLDG FIN BV | 247,800.00 | 262,048.50 | ||||
| SEALED AIR CORP | 370,000.00 | 381,100.00 | ||||
| SEMINOLE TRIBE OF FLORID | 60,000.00 | 66,600.00 | ||||
| SENIOR HOUSING PROPERTIE | 325,000.00 | 376,795.25 | ||||
| SENSATA TECHNOLOGIES BV | 400,000.00 | 428,000.00 | ||||
| SERVICE CORP INT | 870,000.00 | 945,037.50 | ||||
| SERVICEMASTER | 59,000.00 | 62,466.25 | ||||
| SEVEN GENERATIONS ENERGY | 480,000.00 | 524,400.00 | ||||
| SHEA HOMES LP/FNDG CP | 76,000.00 | 83,410.00 | ||||
| SILVER II BORROWER | 141,000.00 | 152,632.50 | ||||
| SINCLAIR TELEVISION GROU | 300,000.00 | 320,250.00 | ||||
| SINCLAIR TELEVISION GROU | 108,000.00 | 107,595.00 | ||||
| SINCLAIR TELEVISION GROU | 286,000.00 | 293,865.00 | ||||
| SIRIUS XM RADIO INC | 196,000.00 | 207,760.00 | ||||
| SIRIUS XM RADIO INC | 43,000.00 | 46,386.25 | ||||
| SIRIUS XM RADIO INC | 326,000.00 | 335,372.50 | ||||
| SLM CORP | 260,000.00 | 299,975.00 | ||||
| SLM CORP | 51,000.00 | 56,227.50 | ||||
| SLM CORP | 292,000.00 | 254,040.00 | ||||
| SMITHFIELD FOODS INC | 80,000.00 | 87,700.00 | ||||
| SMURFIT KAPPA ACQUISITIO | 570,000.00 | 602,062.50 | ||||
| SOCIETE GENERALE | 193,000.00 | 205,062.50 | ||||
| SOCIETE GENERALE | 275,000.00 | 291,500.00 | ||||
| SOUTHERN PERU | 360,000.00 | 412,758.00 | ||||
| SOUTHWESTERN ENERGY CO | 340,000.00 | 407,969.40 | ||||
| SOVEREIGN BANK | 285,000.00 | 345,938.70 | ||||
| SPCM SA | 200,000.00 | 212,126.00 | ||||
| SPECTRUM BRANDS INC | 375,000.00 | 403,125.00 | ||||
| SPECTRUM BRANDS INC | 9,000.00 | 9,765.00 | ||||
| SPECTRUM BRANDS INC | 267,000.00 | 292,365.00 | ||||
| SPEEDY GROUP HOLDINGS CO | 280,000.00 | 285,600.00 | ||||
| SPRINT CAPITAL CORP | 766,000.00 | 775,575.00 | ||||
| SPRINT CORP | 165,000.00 | 181,087.50 | ||||
| SPRINT CORP | 309,000.00 | 345,307.50 | ||||
| SPRINT NEXTEL CORP | 1,000,000.00 | 1,025,000.00 | ||||
| SPX CORP | 430,000.00 | 484,825.00 | ||||
| STANDARD PACIFIC CORP | 525,000.00 | 620,812.50 | ||||
| STARZ LLC/STARZ FINANCE | 468,000.00 | 484,965.00 | ||||
| STEEL DYNAMICS INC | 400,000.00 | 436,000.00 | ||||
| STEEL DYNAMICS INC | 79,000.00 | 80,531.02 | ||||
| STUDIO CITY FINANCE LTD | 300,000.00 | 332,400.00 | ||||
| SUAM FINANCE BV | 173,000.00 | 173,432.50 | ||||
| SUN MERGER SUB INC | 336,000.00 | 351,960.00 | ||||
| SUN MERGER SUB INC | 292,000.00 | 308,060.00 | ||||
| SUNGARD DATA SYSTEMS INC | 424,000.00 | 465,340.00 | ||||
| SYNIVERSE HOLDINGS INC | 138,000.00 | 149,385.00 | ||||
| T-MOBILE USA INC | 199,000.00 | 214,671.25 | ||||
| T-MOBILE USA INC | 184,000.00 | 194,580.00 | ||||
| T-MOBILE USA INC | 140,000.00 | 151,025.00 | ||||
| T-MOBILE USA INC | 216,000.00 | 232,200.00 | ||||
| T-MOBILE USA INC | 81,000.00 | 87,783.75 | ||||
| T-MOBILE USA INC | 335,000.00 | 354,262.50 | ||||
| TELEMAR NORTE LESTE SA | 210,000.00 | 211,575.00 | ||||
| TENET HEALTHCARE CORP | 466,000.00 | 523,667.50 | ||||
| TENET HEALTHCARE CORP | 34,000.00 | 31,790.00 | ||||
| TERVITA CORP | 378,000.00 | 387,450.00 | ||||
| TEXAS COMPETITIVE/T | 358,000.00 | 298,930.00 | ||||
| TIME INC | 251,000.00 | 249,745.00 | ||||
| TMX FINANCE LLC/TITLEMAX | 317,000.00 | 337,605.00 | ||||
| TOLL BROS FINANCE CORP | 4,000.00 | 4,160.00 | ||||
| TONON BIOENERGIA SA | 210,000.00 | 194,775.00 | ||||
| TOWNSQUARE RADIO LLC/INC | 172,000.00 | 190,920.00 | ||||
| TOYS R US DELAWARE INC | 166,000.00 | 146,495.00 | ||||
| TRANSOCEAN INC | 225,000.00 | 264,426.75 | ||||
| TRAVELPORT LLC | 207,394.00 | 214,652.79 | ||||
| TURKIYE GARANTI BANKASI | 210,000.00 | 211,876.49 | ||||
| TW TELECOM HOLDINGS INC | 321,000.00 | 343,470.00 | ||||
| UBS AG JERSEY BRANCH | 316,000.00 | 348,706.00 | ||||
| UBS AG STAMFORD CT | 317,000.00 | 380,422.19 | ||||
| UNITED RENTALS NORTH AM | 167,000.00 | 184,952.50 | ||||
| UNITYMEDIA HESSEN / NRW | 208,000.00 | 223,215.20 | ||||
| UNITYMEDIA HESSEN / NRW | 315,000.00 | 319,725.00 | ||||
| UNIVISION COMMUNICATIONS | 325,000.00 | 357,500.00 | ||||
| UNIVISION COMMUNICATIONS | 671,000.00 | 690,291.25 | ||||
| UPCB FINANCE III LTD | 275,000.00 | 292,875.00 | ||||
| US WEST COMMUNICATIONS | 425,000.00 | 428,740.00 | ||||
| VALEANT PHARMACEUTICALS | 435,000.00 | 455,662.50 | ||||
| VALEANT PHARMACEUTICALS | 545,000.00 | 580,425.00 | ||||
| VEDANTA RESOURCES PLC | 200,000.00 | 205,538.10 | ||||
| VIMPELCOM (VIP FIN) | 120,000.00 | 132,600.00 | ||||
| VIRGIN MEDIA FINANCE PLC | 388,000.00 | 408,370.00 | ||||
| VIRGOLINO DE OLIVEIRA FI | 545,000.00 | 397,850.00 | ||||
| W&T OFFSHORE | 250,000.00 | 271,250.00 | ||||
| WELLCARE HEALTH PLANS | 177,000.00 | 188,726.25 | ||||
| WEST CORP | 675,000.00 | 717,187.50 | ||||
| WEYERHAEUSER CO | 460,000.00 | 608,506.40 | ||||
| WHITING PETROLEUM CORP | 145,000.00 | 152,975.00 | ||||
| WIND ACQUISITION FIN SA | 300,000.00 | 315,843.75 | ||||
| WIND ACQUISITION FIN SA | 900,000.00 | 960,750.00 | ||||
| WINDSTREAM CORP | 600,000.00 | 637,500.00 | ||||
| WINDSTREAM CORP | 262,000.00 | 258,070.00 | ||||
| WOLVERINE WORLD WIDE INC | 135,000.00 | 146,137.50 | ||||
| WYNN LAS VEGAS LLC/CORP | 1,010,000.00 | 1,111,000.00 | ||||
| ZIONS BANCORP | 69,000.00 | 72,975.09 | ||||
| 小計 | 銘柄数: | 390 | 127,721,337.00 | 136,633,104.32 | ||
| (13,864,161,094) | ||||||
| 組入時価比率: | 78.2% | 81.8% | ||||
| カナダドル | PERPETUAL ENERGY | 177,000.00 | 169,585.47 | |||
| 小計 | 銘柄数: | 1 | 177,000.00 | 169,585.47 | ||
| (15,820,628) | ||||||
| 組入時価比率: | 0.1% | 0.1% | ||||
| ユーロ | ABN AMRO BANK NV | 583,000.00 | 595,388.75 | |||
| ARDAGH PKG FIN/MP HD USA | 265,000.00 | 279,906.25 | ||||
| BBVA INTL PREF UNIPERSON | 400,000.00 | 403,200.00 | ||||
| CAPSUGEL FINANCECO SCA | 235,000.00 | 256,081.85 | ||||
| CERBA EUROPEAN LAB | 150,000.00 | 164,287.50 | ||||
| CERVED TECHNOLOGIES SPA | 160,000.00 | 174,450.24 | ||||
| CERVED TECHNOLOGIES SPA | 160,000.00 | 178,102.08 | ||||
| CROWN EURO HOLDINGS SA | 89,000.00 | 93,433.09 | ||||
| ELIOR FINANCE & CO SCA | 150,000.00 | 164,736.00 | ||||
| INEOS GROUP HOLDINGS SA | 130,000.00 | 134,225.00 | ||||
| KABEL DEUTSCHLAND HOLDIN | 340,000.00 | 358,482.40 | ||||
| LABCO SA | 185,000.00 | 197,487.50 | ||||
| LOTTOMATICA SPA | 410,000.00 | 445,612.60 | ||||
| MEDI-PARTENAIRES SAS | 400,000.00 | 426,000.00 | ||||
| PICARD BONDCO | 165,000.00 | 176,922.90 | ||||
| RHINO BONDCO S.P.A | 135,000.00 | 145,822.95 | ||||
| SCHAEFFLER HLDG FIN BV | 435,000.00 | 461,100.00 | ||||
| SERVUS LUXEMBOURG HOLDIN | 154,000.00 | 166,246.08 | ||||
| SUNRISE COMMUNICATIONS H | 200,000.00 | 215,500.00 | ||||
| TECHEM ENERGY MET SERV | 165,000.00 | 186,037.50 | ||||
| TELENET FINANCE III LUX | 500,000.00 | 538,755.00 | ||||
| UNITYMEDIA HESSEN / NRW | 140,000.00 | 153,998.60 | ||||
| 小計 | 銘柄数: | 22 | 5,551,000.00 | 5,915,776.29 | ||
| (823,061,955) | ||||||
| 組入時価比率: | 4.6% | 4.9% | ||||
| 英ポンド | ARQIVA BROADCAST FINANCE | 200,000.00 | 229,500.00 | |||
| BBVA INTL PREF UNIPERSON | 100,000.00 | 103,200.00 | ||||
| BOPARAN HOLDINGS LTD | 200,000.00 | 215,044.00 | ||||
| BRIGHTHOUSE GROUP LTD | 460,000.00 | 492,775.00 | ||||
| CARE UK HEALTH | 340,000.00 | 362,100.00 | ||||
| CREDIT AGRICOLE SA | 200,000.00 | 220,900.00 | ||||
| CROWN NEWCO 3 PLC | 215,000.00 | 227,255.00 | ||||
| ELLI FINANCE UK PLC | 241,000.00 | 267,741.36 | ||||
| NATIONWIDE BLDG SOCIETY | 396,000.00 | 415,777.40 | ||||
| PHONES4U FINANCE PLC | 150,000.00 | 157,402.50 | ||||
| R&R ICE CREAM PLC | 300,000.00 | 300,750.00 | ||||
| VIRGIN MEDIA SECURED FIN | 150,000.00 | 150,187.50 | ||||
| 小計 | 銘柄数: | 12 | 2,952,000.00 | 3,142,632.76 | ||
| (536,196,001) | ||||||
| 組入時価比率: | 3.0% | 3.2% | ||||
| 社債券計 | 15,239,239,678 | |||||
| (15,239,239,678) | ||||||
| 合計 | 16,951,582,959 | |||||
| (16,951,582,959) | ||||||
(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、およ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。
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。
