- 有報資料
- 46項目
有価証券報告書(内国投資信託受益証券)-第36期(平成26年5月21日-平成26年11月20日)
(4)【附属明細表】
第1.有価証券明細表
(1)株式 (平成26年11月20日現在)
(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 (平成26年11月20日現在)
(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11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 | 28.17 | 197,190.00 | ||
| MORGAN STANLEY pfd | 4,575 | 26.77 | 122,472.75 | ||
| 小計 | 銘柄数:3 | 382,012.75 | |||
| (45,157,727) | |||||
| 組入時価比率:0.2% | 100.0% | ||||
| 合 計 | 45,157,727 | ||||
| (45,157,727) | |||||
(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11月20日現在)
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 国債証券 | 米ドル | DOMINICAN REPUBLIC | 751,000.00 | 918,097.50 | |
| GABONESE REPUBLIC | 553,000.00 | 621,842.97 | |||
| HUNGARY GOVERNMENT | 466,000.00 | 531,948.32 | |||
| POLAND GOVERNMENT | 900,000.00 | 1,064,250.00 | |||
| REPUBLIC OF ARGENTINA | 320,873.00 | 308,064.80 | |||
| REPUBLIC OF AZERBAIJAN | 200,000.00 | 202,750.00 | |||
| REPUBLIC OF BRAZIL | 887,000.00 | 1,084,357.50 | |||
| REPUBLIC OF COLOMBIA | 716,000.00 | 959,082.00 | |||
| REPUBLIC OF COSTA RICA | 425,000.00 | 436,687.50 | |||
| REPUBLIC OF EL SALVADOR | 450,000.00 | 446,625.00 | |||
| REPUBLIC OF INDONESIA | 714,000.00 | 1,009,417.50 | |||
| REPUBLIC OF INDONESIA | 313,000.00 | 372,470.00 | |||
| REPUBLIC OF INDONESIA | 1,043,000.00 | 1,392,405.00 | |||
| REPUBLIC OF KENYA | 350,000.00 | 362,250.00 | |||
| REPUBLIC OF PAKISTAN | 350,000.00 | 365,312.50 | |||
| REPUBLIC OF PANAMA | 353,000.00 | 527,735.00 | |||
| REPUBLIC OF PANAMA | 578,000.00 | 723,078.00 | |||
| REPUBLIC OF TURKEY | 735,000.00 | 859,215.00 | |||
| REPUBLIC OF TURKEY | 1,315,000.00 | 1,633,493.00 | |||
| REPUBLIC OF VENEZUELA | 200,000.00 | 109,000.00 | |||
| REPUBLIC OF ZAMBIA | 325,000.00 | 364,406.25 | |||
| STATE OF QATAR | 341,000.00 | 374,690.80 | |||
| UNITED MEXICAN STATES | 1,070,000.00 | 1,378,695.00 | |||
| 小計 | 銘柄数:23 | 13,355,873.00 | 16,045,873.64 | ||
| (1,896,782,722) | |||||
| 組入時価比率:10.1% | 10.4% | ||||
| 国債証券計 | 1,896,782,722 | ||||
| (1,896,782,722) | |||||
| 地方債証券 | 米ドル | CALIFORNIA ST | 385,000.00 | 474,154.45 | |
| CALIFORNIA ST | 150,000.00 | 228,228.00 | |||
| 小計 | 銘柄数:2 | 535,000.00 | 702,382.45 | ||
| (83,028,629) | |||||
| 組入時価比率:0.4% | 0.5% | ||||
| 地方債証券計 | 83,028,629 | ||||
| (83,028,629) | |||||
| 特殊債券 | 米ドル | POWER SECTOR ASSETS &LI | 590,000.00 | 705,050.00 | |
| 小計 | 銘柄数:1 | 590,000.00 | 705,050.00 | ||
| (83,343,960) | |||||
| 組入時価比率:0.4% | 0.5% | ||||
| 特殊債券計 | 83,343,960 | ||||
| (83,343,960) | |||||
| 社債券 | 米ドル | ABJA INVESTMENT CO | 200,000.00 | 206,674.00 | |
| ACE CASH EXPRESS INC | 69,000.00 | 48,300.00 | |||
| ADT CORP | 208,000.00 | 205,400.00 | |||
| ADT CORP | 137,000.00 | 142,737.56 | |||
| AES CORPORATION | 42,000.00 | 47,670.00 | |||
| AES CORPORATION | 365,000.00 | 417,012.50 | |||
| AES CORPORATION | 200,000.00 | 199,000.00 | |||
| AFFINIA GROUP INC | 117,000.00 | 119,925.00 | |||
| AK STEEL CORP | 95,000.00 | 91,200.00 | |||
| ALBERTSON'S INC | 733,000.00 | 665,197.50 | |||
| ALERE INC | 369,000.00 | 383,760.00 | |||
| ALERIS INTL INC | 253,000.00 | 259,957.50 | |||
| ALERIS INTL INC | 128,000.00 | 130,880.00 | |||
| ALFA SAB DE CV | 425,000.00 | 452,625.00 | |||
| ALGECO SCOTSMAN GLOB FIN | 400,000.00 | 415,500.00 | |||
| ALLISON TRANSMISSION | 127,000.00 | 133,191.25 | |||
| ALLY FINANCIAL INC | 360,000.00 | 409,050.00 | |||
| ALLY FINANCIAL INC | 215,000.00 | 270,900.00 | |||
| ALTICE SA | 486,000.00 | 495,720.00 | |||
| AMERICAN EQUITY INV LIFE | 229,000.00 | 242,740.00 | |||
| AMKOR TECHNOLOGIES INC | 160,000.00 | 159,200.00 | |||
| ANTERO RESOURCES FINANCE | 111,000.00 | 109,890.00 | |||
| ANTERO RESOURCES FINANCE | 151,000.00 | 147,980.00 | |||
| ARAMARK CORP | 51,000.00 | 53,040.00 | |||
| ARCELIK AS | 200,000.00 | 193,000.00 | |||
| ARCELORMITTAL | 730,000.00 | 769,237.50 | |||
| ARCELORMITTAL | 115,000.00 | 120,175.00 | |||
| ARCELORMITTAL | 212,000.00 | 219,420.00 | |||
| ARCELORMITTAL | 164,000.00 | 164,820.00 | |||
| ARCH COAL INC | 206,000.00 | 78,280.00 | |||
| ASBURY AUTOMOTIVE GROUP | 191,000.00 | 212,926.80 | |||
| ASHTEAD CAPITAL INC | 200,000.00 | 209,000.00 | |||
| ATWOOD OCEANICS INC | 159,000.00 | 153,435.00 | |||
| AUDATEX NORTH AMERICA IN | 77,000.00 | 79,695.00 | |||
| AUTONATION INC | 73,000.00 | 82,433.06 | |||
| AVAYA INC | 54,000.00 | 52,110.00 | |||
| AVAYA INC | 235,000.00 | 203,862.50 | |||
| AVIATION CAPITAL GROUP | 506,000.00 | 582,834.17 | |||
| BANCO RESERVAS REP DOMIN | 220,000.00 | 221,100.00 | |||
| BANK OF AMERICA CORP | 130,000.00 | 133,412.50 | |||
| BANK OF AMERICA CORP | 226,000.00 | 208,767.50 | |||
| BARCLAYS BANK PLC | 32,000.00 | 35,440.00 | |||
| BARCLAYS BANK PLC | 514,000.00 | 560,953.90 | |||
| BASIC ENERGY | 250,000.00 | 230,000.00 | |||
| BBVA BANCO CONTINENTAL | 415,000.00 | 437,078.00 | |||
| BC MOUNTAIN LLC/BC MTN | 169,000.00 | 152,100.00 | |||
| BEAZER HOMES USA | 286,000.00 | 300,300.00 | |||
| BEAZER HOMES USA | 160,000.00 | 153,200.00 | |||
| BNP PARIBAS | 192,000.00 | 193,459.20 | |||
| BOMBARDIER INC | 525,000.00 | 534,187.50 | |||
| BOMBARDIER INC | 449,000.00 | 460,225.00 | |||
| BOMBARDIER INC | 262,000.00 | 267,240.00 | |||
| BONANZA CREEK ENERGY INC | 125,000.00 | 120,000.00 | |||
| BPCE SA | 346,000.00 | 366,562.78 | |||
| BRASKEM FINANCE LTD | 263,000.00 | 267,602.50 | |||
| BRIGHTSTAR CORP | 350,000.00 | 368,375.00 | |||
| BRISTOW GROUP INC | 121,000.00 | 125,537.50 | |||
| CALIFORNIA RESOURCES CRP | 335,000.00 | 315,737.50 | |||
| CALIFORNIA RESOURCES CRP | 329,000.00 | 309,260.00 | |||
| CALIFORNIA RESOURCES CRP | 395,000.00 | 373,275.00 | |||
| CALPINE CORP | 134,000.00 | 148,405.00 | |||
| CALPINE CORP | 260,000.00 | 261,950.00 | |||
| CAPSUGEL SA | 326,000.00 | 327,630.00 | |||
| CASE CORPORATION | 750,000.00 | 791,250.00 | |||
| CASH AMERICA INTERNATION | 592,000.00 | 617,160.00 | |||
| CBS OUTDOOR AMERICAS CAP | 89,000.00 | 90,780.00 | |||
| CCO HLDGS LLC/CAP CORP | 406,000.00 | 396,865.00 | |||
| CCO HLDGS LLC/CAP CORP | 697,000.00 | 696,128.75 | |||
| CDW LLC/CDW FINANCE | 448,000.00 | 474,880.00 | |||
| CDW LLC/CDW FINANCE | 113,000.00 | 118,650.00 | |||
| CEDAR FAIR LPCANADAS W | 77,000.00 | 76,615.00 | |||
| CEMEX ESPANA LUXEMBOURG | 235,000.00 | 262,025.00 | |||
| CEMEX FINANCE LLC | 215,000.00 | 245,637.50 | |||
| CENTURYLINK INC | 775,000.00 | 807,937.50 | |||
| CENTURYLINK INC | 238,000.00 | 261,800.00 | |||
| CEQUEL COM HLDG I/CAP CP | 276,000.00 | 283,245.00 | |||
| CEQUEL COM HLDG I/CAP CP | 330,000.00 | 314,945.40 | |||
| CERIDIAN CORP | 181,000.00 | 200,910.00 | |||
| CERIDIAN HCM HOLDING INC | 225,000.00 | 251,718.75 | |||
| CFR INTERNATIONAL SPA | 200,000.00 | 216,960.00 | |||
| CHC HELICOPTER SA | 261,000.00 | 270,787.50 | |||
| CHESAPEAKE ENERGY CORP | 670,000.00 | 758,775.00 | |||
| CHESAPEAKE ENERGY CORP | 650,000.00 | 645,125.00 | |||
| CHESAPEAKE MIDSTREAM PT | 250,000.00 | 268,750.00 | |||
| CHESAPEAKE MIDSTREAM PT | 245,000.00 | 253,575.00 | |||
| CHOICE HOTELS INTERNATIO | 41,000.00 | 43,870.00 | |||
| CHS/COMMUNITY HEALTH SYS | 317,000.00 | 336,020.00 | |||
| CHS/COMMUNITY HEALTH SYS | 260,000.00 | 264,550.00 | |||
| CHS/COMMUNITY HEALTH SYS | 1,370,000.00 | 1,438,500.00 | |||
| CIMAREX ENERGY CO | 478,000.00 | 506,680.00 | |||
| CIT GROUP INC | 625,000.00 | 654,687.50 | |||
| CITGO PETROLEUM CORP | 228,000.00 | 232,560.00 | |||
| CLEAN HARBORS INC | 180,000.00 | 179,100.00 | |||
| CLEAR CHANNEL WORLDWIDE | 196,000.00 | 201,880.00 | |||
| CLEAR CHANNEL WORLDWIDE | 549,000.00 | 570,960.00 | |||
| CLIFFS NATURAL RESOURCES | 110,000.00 | 72,600.00 | |||
| CLIFFS NATURAL RESOURCES | 230,000.00 | 138,000.00 | |||
| CNG HOLDINGS INC | 280,000.00 | 204,400.00 | |||
| CNO FINANCIAL GROUP INC | 45,000.00 | 47,925.00 | |||
| COLUMBUS INTL INC | 313,000.00 | 334,704.60 | |||
| COMCEL TRUST (CAYMAN ISL | 265,000.00 | 280,237.50 | |||
| COMMERCIAL METALS CO | 393,000.00 | 421,492.50 | |||
| COMMERZBANK AG | 200,000.00 | 231,750.00 | |||
| COMMSCOPE INC | 85,000.00 | 84,362.50 | |||
| CONSOLIDATED ENERGY FIN | 240,000.00 | 242,400.00 | |||
| CONTOURGLOBAL POWER HLDG | 260,000.00 | 263,588.00 | |||
| COSAN LUXEMBOURG SA | 300,000.00 | 285,000.00 | |||
| COUNTRYWIDE CAPITAL III | 175,000.00 | 218,683.50 | |||
| CREDIT SUISSE GROUP AGPR | 300,000.00 | 315,000.00 | |||
| CREDITCORP | 530,000.00 | 524,700.00 | |||
| CROWN CASTLE INTERNATION | 254,000.00 | 254,635.00 | |||
| CROWN MEDIA HOLDINGS | 235,000.00 | 256,737.50 | |||
| CSC HOLDINGS INC | 745,000.00 | 838,125.00 | |||
| CST BRANDS INC | 604,000.00 | 604,000.00 | |||
| DANA HOLDING CORP | 55,000.00 | 57,131.25 | |||
| DANA HOLDING CORP | 59,000.00 | 62,540.00 | |||
| DENBURY RESOURCES INC | 235,000.00 | 197,987.50 | |||
| DEVELOPERS DIVER DDR | 357,000.00 | 441,426.93 | |||
| DISH DBS CORP | 250,000.00 | 283,750.00 | |||
| DISH DBS CORP | 750,000.00 | 723,750.00 | |||
| DISH DBS CORP | 97,000.00 | 97,485.00 | |||
| DOMTAR CORP | 251,000.00 | 260,846.73 | |||
| DPL INC | 165,000.00 | 171,600.00 | |||
| DYNEGY FINANCE I/II INC | 385,000.00 | 397,512.50 | |||
| DYNEGY FINANCE I/II INC | 465,000.00 | 487,087.50 | |||
| DYNEGY FINANCE I/II INC | 305,000.00 | 318,725.00 | |||
| ECHOSTAR DBS CORP | 250,000.00 | 264,687.50 | |||
| ECOPETROL SA | 170,000.00 | 171,487.50 | |||
| EL PASO LLC | 291,000.00 | 320,100.00 | |||
| EL PASO LLC | 93,000.00 | 112,065.00 | |||
| EMECO PTY LTD | 646,000.00 | 598,357.50 | |||
| EMPRESA DE ENERGIA DE BO | 219,000.00 | 237,008.56 | |||
| ENDO FINANCE LLC | 235,000.00 | 246,162.50 | |||
| ENDO FINANCE LLC | 107,000.00 | 108,605.00 | |||
| ENDO FINANCE LLC | 125,000.00 | 133,437.50 | |||
| ENERGY XXI GULF COAST IN | 190,000.00 | 152,000.00 | |||
| ENOVA INTERNATIONAL INC | 85,000.00 | 86,062.50 | |||
| ENPRO INDUSTRIES INC | 140,000.00 | 143,850.00 | |||
| ENTERPRISE PRODUCTS OPER | 445,000.00 | 486,162.50 | |||
| ENTERTAINMENT PROPERTIES | 445,000.00 | 536,282.85 | |||
| ENVISION HEALTHCARE CORP | 180,000.00 | 180,450.00 | |||
| EP ENER/EVEREST ACQ FIN | 420,000.00 | 437,325.00 | |||
| ETRADE FINANCIAL CORP | 174,000.00 | 188,790.00 | |||
| ETRADE FINANCIAL CORP | 271,000.00 | 289,292.50 | |||
| EXCO RESOURCES INC | 175,000.00 | 150,500.00 | |||
| FERREYCORP SAA | 300,000.00 | 297,131.79 | |||
| FIRST DATA CORP | 990,000.00 | 1,039,500.00 | |||
| FIRST QUALITY FINANCE CO | 809,000.00 | 742,257.50 | |||
| FIRSTENERGY CORP | 159,000.00 | 189,267.24 | |||
| FMG RESOURCES AUG 2006 | 50,000.00 | 46,625.00 | |||
| FMG RESOURCES AUG 2006 | 735,000.00 | 665,175.00 | |||
| FREESCALE SEMICONDUCTOR | 11,000.00 | 11,687.50 | |||
| FREESCALE SEMICONDUCTOR | 88,000.00 | 86,240.00 | |||
| FRESENIUS MED CARE II | 190,000.00 | 210,900.00 | |||
| FRONTIER COMMUNICATIONS | 320,000.00 | 324,800.00 | |||
| FRONTIER COMMUNICATIONS | 653,000.00 | 685,650.00 | |||
| FRONTIER COMMUNICATIONS | 149,000.00 | 151,980.00 | |||
| FTI CONSULTING | 275,000.00 | 290,125.00 | |||
| GANNETT CO INC | 165,000.00 | 163,350.00 | |||
| GANNETT CO INC | 350,000.00 | 372,750.00 | |||
| GENERAL CABLE CORP | 161,000.00 | 135,240.00 | |||
| GENERAL MOTORS FINL CO | 200,000.00 | 200,930.00 | |||
| GENERAL MOTORS FINL CO | 180,000.00 | 182,620.80 | |||
| GENERAL MOTORS FINL CO | 315,000.00 | 319,822.65 | |||
| GENON ENERGY INC | 261,000.00 | 268,830.00 | |||
| GFI GROUP INC | 410,000.00 | 481,750.00 | |||
| GLOBAL PARTNERS LPGLP FI | 435,000.00 | 431,737.50 | |||
| GOLD FIELDS OROGEN HOLD | 200,000.00 | 176,000.00 | |||
| GOLDEN CLOSE MARIT CORP | 76,086.00 | 77,797.93 | |||
| GOODMAN NETWORKS INC | 200,000.00 | 212,500.00 | |||
| GOODYEAR TIRE | 645,000.00 | 690,956.25 | |||
| GRAPHIC PACKAGING INTL | 166,000.00 | 172,606.80 | |||
| GRIFOLS WORLDWIDE OPERAT | 213,000.00 | 217,260.00 | |||
| GROUP 1 AUTOMOTIVE INC | 175,000.00 | 171,937.50 | |||
| HALCON RESOURCES CORP | 169,000.00 | 141,537.50 | |||
| HALCON RESOURCES CORP | 113,000.00 | 90,965.00 | |||
| HANSON PLC | 387,000.00 | 416,025.00 | |||
| HARBINGER GROUP INC | 290,000.00 | 311,750.00 | |||
| HARTFORD FINL SVCS GRP | 400,000.00 | 461,500.00 | |||
| HARTZ CORP | 104,000.00 | 102,180.00 | |||
| HCA HOLDINGS INC | 375,000.00 | 402,656.25 | |||
| HCA INC | 585,000.00 | 587,193.75 | |||
| HCA INC | 1,020,000.00 | 1,071,000.00 | |||
| HCA INC | 18,000.00 | 18,067.50 | |||
| HCA INC | 310,000.00 | 338,675.00 | |||
| HD SUPPLY INC | 580,000.00 | 610,450.00 | |||
| HERTZ CORP | 879,000.00 | 895,481.25 | |||
| HILAND PARTNERS LP | 315,000.00 | 328,387.50 | |||
| HILAND PARTNERS LP | 85,000.00 | 82,237.50 | |||
| HORNBECK OFFSHORE SERVIC | 282,000.00 | 257,325.00 | |||
| HSBC FINANCE CAPITAL TRU | 100,000.00 | 102,150.00 | |||
| HUGHES SATELLITE SYSTEMS | 445,000.00 | 491,725.00 | |||
| HUNTINGTON INGALLS INDUS | 139,000.00 | 150,120.00 | |||
| IHEARTCOMMUNICATIONS INC | 165,000.00 | 158,400.00 | |||
| IHS INC | 111,000.00 | 112,110.00 | |||
| INEOS FINANCE PLC | 192,000.00 | 203,520.00 | |||
| INEOS GROUP HOLDINGS SA | 200,000.00 | 195,000.00 | |||
| INFOR US INC | 150,000.00 | 162,375.00 | |||
| INTELSAT JACKSON HLDG | 1,450,000.00 | 1,529,750.00 | |||
| INTELSAT JACKSON HLDG | 820,000.00 | 877,400.00 | |||
| INTELSAT JACKSON HLDG | 380,000.00 | 372,400.00 | |||
| INTL LEASE FINANCE CORP | 750,000.00 | 838,125.00 | |||
| INTL LEASE FINANCE CORP | 225,000.00 | 255,937.50 | |||
| INTL LEASE FINANCE CORP | 360,000.00 | 387,900.00 | |||
| INTL LEASE FINANCE CORP | 300,000.00 | 360,750.00 | |||
| IPAYMENT HOLDINGS INC | 672,000.00 | 520,800.00 | |||
| IRON MOUNTAIN INC | 289,000.00 | 292,251.25 | |||
| ISLE OF CAPRI CASINOS | 270,000.00 | 282,825.00 | |||
| JAGUAR HOLDING CO/MERGER | 413,000.00 | 442,942.50 | |||
| JMC STEEL GROUP | 119,000.00 | 119,000.00 | |||
| JONES ENERGY HOLDINGS | 303,000.00 | 272,700.00 | |||
| JUPITER RESOURCES INC | 385,000.00 | 331,100.00 | |||
| KAZMUNAYGAS NATIONAL | 1,420,000.00 | 1,519,258.00 | |||
| KB HOME | 180,000.00 | 200,700.00 | |||
| KB HOME | 230,000.00 | 247,825.00 | |||
| KEY ENERGY SERVICES INC | 296,000.00 | 244,940.00 | |||
| KINDER MORGAN FIN | 499,000.00 | 520,207.50 | |||
| KINDER MORGAN INC | 35,000.00 | 37,625.00 | |||
| KINETICS CONCEPT/KCI USA | 700,000.00 | 770,000.00 | |||
| KODIAK OIL GAS CORP | 165,000.00 | 165,412.50 | |||
| LAREDO PETROLEUM INC | 191,000.00 | 195,775.00 | |||
| LAUREATE EDUCATION INC | 482,000.00 | 498,870.00 | |||
| LEGACY RESERVES/FINANCE | 97,000.00 | 97,000.00 | |||
| LEGACY RESERVES/FINANCE | 69,000.00 | 61,410.00 | |||
| LENNAR CORP | 1,000,000.00 | 1,110,000.00 | |||
| LIMITED BRANDS INC | 338,000.00 | 375,180.00 | |||
| LIN TELEVISION CORP | 76,000.00 | 79,040.00 | |||
| LINN ENERGY LLC/FIN CORP | 475,000.00 | 418,000.00 | |||
| LINN ENERGY LLC/FIN CORP | 280,000.00 | 240,100.00 | |||
| LIVE NATION ENTERTAINMEN | 288,000.00 | 306,720.00 | |||
| LKQ CORP | 265,000.00 | 257,712.50 | |||
| LUNDIN MINING | 120,000.00 | 123,300.00 | |||
| LUNDIN MINING | 125,000.00 | 128,437.50 | |||
| M/I HOMES INC | 280,000.00 | 293,300.00 | |||
| MAGNETATION LLC/FIN CORP | 338,000.00 | 234,910.00 | |||
| MALLINCKRODT INT FIN MAL | 153,000.00 | 154,912.50 | |||
| MANITOWOC CO INC | 400,000.00 | 431,000.00 | |||
| MANITOWOC CO INC | 73,000.00 | 74,460.00 | |||
| MARFRIG HOLDING EUROPE B | 250,000.00 | 258,750.00 | |||
| MARFRIG OVERSEAS LTD | 510,000.00 | 539,325.00 | |||
| MARINA DISTRICT FINANCE | 198,000.00 | 207,405.00 | |||
| MEDIA GENERAL FINANCING | 100,000.00 | 99,625.00 | |||
| MEDIACOM LLC | 321,000.00 | 341,062.50 | |||
| MENS WEARHOUSE INCTHE | 350,000.00 | 357,000.00 | |||
| MGM RESORTS INTERNATIONA | 636,000.00 | 731,400.00 | |||
| MICRON TECHNOLOGY INC | 230,000.00 | 229,425.00 | |||
| MILESTONE AVIATION GROUP | 330,000.00 | 365,475.00 | |||
| MINERVA LUXEMBOURG SA | 475,000.00 | 491,482.50 | |||
| MINSUR SA | 265,000.00 | 293,002.84 | |||
| MITSUI SUMITOMO INSURANC | 273,000.00 | 316,976.55 | |||
| MMC ENERGY INC(ESCROW) | 235,000.00 | 0.00 | |||
| MOBILE MINI | 175,000.00 | 186,812.50 | |||
| MODULAR SPACE CORP | 224,000.00 | 226,240.00 | |||
| MOMENTIVE PERFORMANCE | 235,000.00 | 205,625.00 | |||
| MSCI INC | 139,000.00 | 141,606.25 | |||
| MUELLER WATER PRODUCTS | 106,600.00 | 117,260.00 | |||
| MULTIPLAN INC | 87,000.00 | 90,697.50 | |||
| MURPHY OIL USA INC | 106,000.00 | 111,830.00 | |||
| MYRIAD INT HOLDINGS BV | 250,000.00 | 273,874.07 | |||
| NATIONWIDE MUTUAL INSURA | 440,000.00 | 675,584.80 | |||
| NAVIENT CORP | 330,000.00 | 328,762.50 | |||
| NAVIENT LLC | 500,000.00 | 498,750.00 | |||
| NEW ENTERPRISE STONE & L | 266,000.00 | 252,700.00 | |||
| NEW LOOK BONDCO I PLC | 200,000.00 | 210,000.00 | |||
| NORTHERN BLIZZARD RESOUR | 175,000.00 | 161,875.00 | |||
| NOVA CHEMICALS CORP | 48,000.00 | 49,260.00 | |||
| NOVELIS INC | 644,000.00 | 701,960.00 | |||
| NRG ENERGY INC | 389,000.00 | 420,606.25 | |||
| NRG ENERGY INC | 558,000.00 | 578,925.00 | |||
| NRG YIELD OPERATING LLC | 109,000.00 | 110,635.00 | |||
| NUMERICABLE GROUP SA | 546,000.00 | 551,460.00 | |||
| NUMERICABLE GROUP SA | 304,000.00 | 306,280.00 | |||
| NXP BV/NXP FUNDING LLC | 209,000.00 | 221,540.00 | |||
| OASIS PETROLEUM | 301,000.00 | 295,732.50 | |||
| ODEBRECHT FINANCE LTD | 290,000.00 | 252,213.00 | |||
| OFFICE CHERIFIEN DES PHO | 350,000.00 | 370,195.00 | |||
| OFFICE DEPOT DE MEXICO | 370,000.00 | 393,125.00 | |||
| OFFSHORE GROUP INVST LTD | 257,000.00 | 203,030.00 | |||
| PACIFIC DRILLING SA | 506,000.00 | 430,100.00 | |||
| PAETEC ESCROW CORP | 450,000.00 | 473,625.00 | |||
| PARAGON OFFSHORE LTD | 68,000.00 | 41,480.00 | |||
| PARAGON OFFSHORE LTD | 277,000.00 | 168,970.00 | |||
| PC NEXTCO HOLDINGS LLC | 18,000.00 | 18,270.00 | |||
| PEABODY ENERGY CORP | 565,000.00 | 535,337.50 | |||
| PETROLEUM GEO-SERVICES | 300,000.00 | 279,000.00 | |||
| PETROLOGISTICS LP/FIN | 76,000.00 | 82,650.00 | |||
| PHI INC | 214,000.00 | 205,440.00 | |||
| PINNACLE ENTERTAINMENT | 82,000.00 | 87,945.00 | |||
| PIONEER NATURAL RECOURCE | 365,000.00 | 390,947.85 | |||
| PLAINS EXPL & PROD | 513,000.00 | 568,147.50 | |||
| POST HOLDINGS INC | 106,000.00 | 107,855.00 | |||
| PPL CAPITAL FUNDING INC | 450,000.00 | 454,500.00 | |||
| PPL ENERGY SUPPLY LLC | 80,000.00 | 86,216.00 | |||
| PPL ENERGY SUPPLY LLC | 152,000.00 | 142,361.68 | |||
| PRECISION DRILLING TRUST | 144,000.00 | 142,560.00 | |||
| PRUDENTIAL FINANCIAL INC | 390,000.00 | 403,650.00 | |||
| QEP RESOURCES INC | 450,000.00 | 433,125.00 | |||
| RABOBANK NEDERLAND | 310,000.00 | 341,775.00 | |||
| RAIN CII CARBON LLC/CII | 282,000.00 | 290,460.00 | |||
| REGENCY ENERGY PARTNERS | 290,000.00 | 286,375.00 | |||
| REGENCY ENERGY PARTNERS | 198,000.00 | 201,465.00 | |||
| REGENCY ENERGY PARTNERS | 300,000.00 | 291,000.00 | |||
| REGIONS BANK | 325,000.00 | 390,929.50 | |||
| REXEL SA | 335,000.00 | 346,725.00 | |||
| REXEL SA | 200,000.00 | 200,000.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 335,000.00 | 348,400.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 220,000.00 | 235,950.00 | |||
| REYNOLDS GRP ISS/REYNOLD | 137,000.00 | 142,822.50 | |||
| RIO OIL FINANCE TRUST | 350,000.00 | 355,320.00 | |||
| RITE AID CORP | 480,000.00 | 514,200.00 | |||
| RR DONNELLEY & SONS | 245,000.00 | 273,175.00 | |||
| RRI ENERGY INC | 490,000.00 | 494,900.00 | |||
| RSI HOME PRODUCTS INC | 276,000.00 | 288,420.00 | |||
| SABINE PASS LIQUEFACTION | 590,000.00 | 605,487.50 | |||
| SABINE PASS LIQUEFACTION | 275,000.00 | 290,125.00 | |||
| SABINE PASS LIQUEFACTION | 401,000.00 | 408,017.50 | |||
| SABRE INC | 317,000.00 | 340,775.00 | |||
| SAFWAY GROUP HOLDING/FIN | 311,000.00 | 313,332.50 | |||
| SALIX PHARMACEUTICALS LT | 85,000.00 | 85,212.50 | |||
| SALLY HOLDINGS/SALLY CAP | 310,000.00 | 327,050.00 | |||
| SAMARCO MINERACAO SA | 250,000.00 | 248,750.00 | |||
| SANCHEZ ENERGY CORP | 544,000.00 | 490,960.00 | |||
| SAPPI PAPIER HOLDING GMB | 200,000.00 | 217,000.00 | |||
| SAWGRASS MERGER SUB INC | 254,000.00 | 262,255.00 | |||
| SCHAEFFLER HLDG FIN BV | 247,800.00 | 258,951.00 | |||
| SEALED AIR CORP | 60,000.00 | 58,800.00 | |||
| SEALED AIR CORP | 60,000.00 | 59,250.00 | |||
| SEALED AIR CORP | 370,000.00 | 383,412.50 | |||
| SEMINOLE TRIBE OF FLORID | 55,000.00 | 59,125.00 | |||
| SENIOR HOUSING PROPERTIE | 325,000.00 | 372,606.00 | |||
| SENSATA TECHNOLOGIES BV | 400,000.00 | 420,000.00 | |||
| SERVICEMASTER | 38,000.00 | 40,090.00 | |||
| SEVEN GENERATIONS ENERGY | 320,000.00 | 327,200.00 | |||
| SGMS ESCROW CORP | 140,000.00 | 139,300.00 | |||
| SHEA HOMES LP/FNDG CP | 76,000.00 | 80,560.00 | |||
| SILVER II BORROWER | 141,000.00 | 143,115.00 | |||
| SINCLAIR TELEVISION GROU | 108,000.00 | 108,270.00 | |||
| SINCLAIR TELEVISION GROU | 286,000.00 | 293,865.00 | |||
| SINCLAIR TELEVISION GROU | 280,000.00 | 268,800.00 | |||
| SIRIUS XM RADIO INC | 196,000.00 | 204,330.00 | |||
| SIRIUS XM RADIO INC | 43,000.00 | 45,257.50 | |||
| SIRIUS XM RADIO INC | 326,000.00 | 332,520.00 | |||
| SLM CORP | 260,000.00 | 293,150.00 | |||
| SLM CORP | 51,000.00 | 56,100.00 | |||
| SLM CORP | 118,000.00 | 97,350.00 | |||
| SM ENERGY CO | 17,000.00 | 17,170.00 | |||
| SM ENERGY CO | 145,000.00 | 134,125.00 | |||
| SMITHFIELD FOODS INC | 80,000.00 | 86,600.00 | |||
| SMURFIT KAPPA ACQUISITIO | 570,000.00 | 584,250.00 | |||
| SOCIETE GENERALE | 193,000.00 | 202,167.50 | |||
| SOCIETE GENERALE | 275,000.00 | 275,000.00 | |||
| SOUTHERN PERU | 360,000.00 | 414,583.20 | |||
| SOUTHERN STAR CENTRAL CO | 175,000.00 | 178,062.50 | |||
| SOUTHWESTERN ENERGY CO | 340,000.00 | 390,823.20 | |||
| SOVEREIGN BANK | 285,000.00 | 343,288.20 | |||
| SPCM SA | 200,000.00 | 209,000.00 | |||
| SPECTRUM BRANDS INC | 375,000.00 | 394,687.50 | |||
| SPECTRUM BRANDS INC | 267,000.00 | 285,022.50 | |||
| SPEEDY GROUP HOLDINGS CO | 280,000.00 | 279,300.00 | |||
| SPRINT CAPITAL CORP | 766,000.00 | 697,060.00 | |||
| SPRINT CAPITAL CORP | 150,000.00 | 155,062.50 | |||
| SPRINT CORP | 165,000.00 | 164,587.50 | |||
| SPRINT CORP | 309,000.00 | 314,988.42 | |||
| SPRINT NEXTEL CORP | 830,000.00 | 777,087.50 | |||
| STANDARD PACIFIC CORP | 525,000.00 | 597,843.75 | |||
| STARZ LLC/STARZ FINANCE | 468,000.00 | 477,360.00 | |||
| STEEL DYNAMICS INC | 400,000.00 | 430,000.00 | |||
| STUDIO CITY FINANCE LTD | 300,000.00 | 321,750.00 | |||
| SUAM FINANCE BV | 173,000.00 | 176,443.25 | |||
| SUN MERGER SUB INC | 336,000.00 | 345,660.00 | |||
| SUN MERGER SUB INC | 292,000.00 | 308,060.00 | |||
| SUNGARD DATA SYSTEMS INC | 424,000.00 | 447,320.00 | |||
| SYNIVERSE HOLDINGS INC | 138,000.00 | 144,555.00 | |||
| T-MOBILE USA INC | 199,000.00 | 206,462.50 | |||
| T-MOBILE USA INC | 140,000.00 | 144,638.20 | |||
| T-MOBILE USA INC | 216,000.00 | 221,940.00 | |||
| T-MOBILE USA INC | 335,000.00 | 342,537.50 | |||
| TENET HEALTHCARE CORP | 870,000.00 | 861,300.00 | |||
| TENET HEALTHCARE CORP | 342,000.00 | 377,910.00 | |||
| TENET HEALTHCARE CORP | 426,000.00 | 407,895.00 | |||
| TERVITA CORP | 378,000.00 | 351,540.00 | |||
| TEXAS COMPETITIVE/T11.5% | 358,000.00 | 285,952.50 | |||
| TIME INC | 251,000.00 | 241,587.50 | |||
| TITAN INTERNATIONAL INC | 165,000.00 | 150,562.50 | |||
| TMX FINANCE LLC/TITLEMAX | 392,000.00 | 376,320.00 | |||
| TOLL BROS FINANCE CORP | 4,000.00 | 4,050.00 | |||
| TONON BIOENERGIA SA | 210,000.00 | 163,800.00 | |||
| TOWNSQUARE RADIO LLC/INC | 172,000.00 | 186,190.00 | |||
| TRANSDIGM INC | 193,000.00 | 194,688.75 | |||
| TRANSDIGM INC | 220,000.00 | 222,200.00 | |||
| TRANSOCEAN INC | 225,000.00 | 218,382.75 | |||
| TRANSOCEAN INC | 170,000.00 | 150,682.90 | |||
| TURKIYE GARANTI BANKASI | 210,000.00 | 212,564.18 | |||
| UBS AG JERSEY BRANCH | 316,000.00 | 341,201.00 | |||
| UBS AG STAMFORD CT | 317,000.00 | 374,836.65 | |||
| UNITYMEDIA HESSEN / NRW | 208,000.00 | 218,920.00 | |||
| UNITYMEDIA HESSEN / NRW | 315,000.00 | 321,300.00 | |||
| UNIVISION COMMUNICATIONS | 501,000.00 | 524,797.50 | |||
| UPCB FINANCE III LTD | 275,000.00 | 288,750.00 | |||
| US WEST COMMUNICATIONS | 425,000.00 | 426,802.00 | |||
| VALEANT PHARMACEUTICALS | 435,000.00 | 450,225.00 | |||
| VALEANT PHARMACEUTICALS | 545,000.00 | 570,887.50 | |||
| VIRGIN MEDIA FINANCE PLC | 388,000.00 | 409,340.00 | |||
| VIRGIN MEDIA FINANCE PLC | 250,000.00 | 259,062.50 | |||
| VIRGOLINO DE OLIVEIRA FI | 545,000.00 | 91,625.40 | |||
| W&T OFFSHORE | 250,000.00 | 227,500.00 | |||
| WAVE HOLDCO | 70,000.00 | 72,450.00 | |||
| WELLCARE HEALTH PLANS | 177,000.00 | 181,867.50 | |||
| WHITING PETROLEUM CORP | 145,000.00 | 146,450.00 | |||
| WIND ACQUISITION FIN SA | 900,000.00 | 922,500.00 | |||
| WIND ACQUISITION FIN SA | 200,000.00 | 189,500.00 | |||
| WINDSTREAM CORP | 600,000.00 | 606,000.00 | |||
| WINDSTREAM CORP | 262,000.00 | 249,555.00 | |||
| WOLVERINE WORLD WIDE INC | 135,000.00 | 140,737.50 | |||
| WR GRACE CO-CONN | 97,000.00 | 100,880.00 | |||
| WR GRACE CO-CONN | 49,000.00 | 51,817.50 | |||
| ZIONS BANCORP | 69,000.00 | 69,832.83 | |||
| 小計 | 銘柄数:417 | 123,925,486.00 | 126,435,475.47 | ||
| (14,945,937,555) | |||||
| 組入時価比率:79.6% | 82.3% | ||||
| ユーロ | ABN AMRO BANK NV | 583,000.00 | 594,555.06 | ||
| BANCO ESPIRITO SANTO SA | 100,000.00 | 99,950.00 | |||
| BANCO ESPIRITO SANTO SA | 100,000.00 | 91,200.00 | |||
| BBVA INTL PREF UNIPERSON | 400,000.00 | 409,200.00 | |||
| CERVED TECHNOLOGIES SPA | 160,000.00 | 174,579.20 | |||
| ELIOR FINANCE & CO SCA | 97,500.00 | 106,195.05 | |||
| INEOS GROUP HOLDINGS SA | 130,000.00 | 128,667.50 | |||
| LABCO SA | 185,000.00 | 194,481.25 | |||
| LGE HOLDCO VI BV | 235,000.00 | 259,248.24 | |||
| LOTTOMATICA SPA | 410,000.00 | 432,381.90 | |||
| MEDI-PARTENAIRES SAS | 400,000.00 | 426,000.00 | |||
| NOVAFIVES SAS | 100,000.00 | 100,200.00 | |||
| NOVAFIVES SAS | 200,000.00 | 200,400.00 | |||
| PICARD BONDCO | 101,749.99 | 107,117.30 | |||
| RHINO BONDCO S.P.A | 135,000.00 | 139,797.90 | |||
| SCHAEFFLER HLDG FIN BV | 435,000.00 | 458,316.00 | |||
| SERVUS LUXEMBOURG HOLDIN | 125,215.67 | 132,478.17 | |||
| SUNRISE COMMUNICATIONS H | 200,000.00 | 210,000.00 | |||
| TELENET FINANCE III LUX | 500,000.00 | 537,500.00 | |||
| 小計 | 銘柄数:19 | 4,597,465.66 | 4,802,267.57 | ||
| (711,407,917) | |||||
| 組入時価比率:3.8% | 3.9% | ||||
| 英ポンド | ARQIVA BROADCAST FINANCE | 200,000.00 | 220,000.00 | ||
| BBVA INTL PREF UNIPERSON | 100,000.00 | 101,000.00 | |||
| BRIGHTHOUSE GROUP LTD | 460,000.00 | 453,100.00 | |||
| CREDIT AGRICOLE SA | 200,000.00 | 222,000.00 | |||
| CROWN NEWCO 3 PLC | 115,000.00 | 120,459.05 | |||
| NATIONWIDE BLDG SOCIETY | 396,000.00 | 411,246.00 | |||
| R&R ICE CREAM PLC | 300,000.00 | 295,512.00 | |||
| STRETFORD SEVENTY NINE | 100,000.00 | 79,000.00 | |||
| STRETFORD SEVENTY NINE | 120,000.00 | 94,800.00 | |||
| TWINKLE PIZZA HOLDINGS | 100,000.00 | 100,100.00 | |||
| TWINKLE PIZZA PLC | 100,000.00 | 102,000.00 | |||
| VIRGIN MEDIA SECURED FIN | 150,000.00 | 153,000.00 | |||
| 小計 | 銘柄数:12 | 2,341,000.00 | 2,352,217.05 | ||
| (435,842,297) | |||||
| 組入時価比率:2.3% | 2.4% | ||||
| 社債券計 | 16,093,187,769 | ||||
| (16,093,187,769) | |||||
| 合計 | 18,156,343,080 | ||||
| (18,156,343,080) | |||||
(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。
