有価証券報告書(内国投資信託受益証券)-第37期(平成28年5月11日-平成28年11月10日)
(4)【附属明細表】
第1 有価証券明細表
①株式
該当事項はありません。
②株式以外の有価証券(債券)
(平成28年11月10日現在)
(注)1.小計欄の( )内は、邦貨換算額であります。
2.合計金額欄の( )内は、外貨建有価証券に係わるもので、内書きであります。
3.通貨の表示は、邦貨については円単位、外貨についてはその通貨の表記単位で表示しております。
4.外貨建有価証券の内訳
第2 信用取引契約残高明細表
該当事項はありません。
第3 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
「注記表(デリバティブ取引等に関する注記)」に記載しております。
第1 有価証券明細表
①株式
該当事項はありません。
②株式以外の有価証券(債券)
(平成28年11月10日現在)
| 種類 | 通貨 | 銘柄 | 券面総額 | 評価額 | 備考 |
| 社債券 | アメリカドル | 1011778 BC / NEW RED FIN -6.0%-22/04/01 | 650,000.00 | 683,150.00 | |
| ACADIA HEALTHCARE-6.5%- 24/03/01 | 145,000.00 | 143,912.50 | |||
| ADT-6.25%-21/10/15 | 210,000.00 | 229,530.00 | |||
| AES-5.5%-24/03/15 | 150,000.00 | 151,155.00 | |||
| AES-5.5%-25/04/15 | 591,000.00 | 591,000.00 | |||
| AES-6.0%-26/05/15 | 15,000.00 | 15,337.50 | |||
| AIRCASTLE-5.5%-22/02/15 | 40,000.00 | 42,400.00 | |||
| AIRCASTLE-5.0%-23/04/01 | 358,000.00 | 365,160.00 | |||
| ALCOA-5.125%-24/10/01 | 625,000.00 | 645,312.50 | |||
| ALLEGION-5.875%-23/09/15 | 241,000.00 | 258,472.50 | |||
| ALLY FINANCIAL-5.125%- 24/09/30 | 711,000.00 | 732,330.00 | |||
| ALLY FINANCIAL-4.625%- 25/03/30 | 35,000.00 | 34,807.85 | |||
| ALTICE-7.75%-22/05/15 | 620,000.00 | 652,550.00 | |||
| AMC ENTERTAINMENT-5.75%- 25/06/15 | 110,000.00 | 110,550.00 | |||
| AMC NETWORKS-5.0%-24/04/01 | 175,000.00 | 175,000.00 | |||
| AMERIGAS PART-5.625%- 24/05/20 | 168,000.00 | 171,884.16 | |||
| AMERIGAS PART-5.875%- 26/08/20 | 86,000.00 | 87,290.00 | |||
| ANTERO RESOURCES-5.625%- 23/06/01 | 297,000.00 | 302,197.50 | |||
| ANTERO RESOURCES FINANCE -5.375%-21/11/01 | 219,000.00 | 220,642.50 | |||
| ARCELORMITTAL-6.125%- 25/06/01 | 284,000.00 | 305,300.00 | |||
| ARCELORMITTAL-8.0%-39/10/15 | 100,000.00 | 106,000.00 | |||
| ASHLAND-4.75%-22/08/15 | 197,000.00 | 200,940.00 | |||
| AVIS BUDGET CAR/FINANCE -5.5%-23/04/01 | 360,000.00 | 348,300.00 | |||
| BEAZER HOMES USA-7.5%- 21/09/15 | 307,000.00 | 310,837.50 | |||
| BERRY PLASTICS-5.5%-22/05/15 | 320,000.00 | 332,000.00 | |||
| BOYD GAMING-6.875%-23/05/15 | 253,000.00 | 269,445.00 | |||
| CALPINE-5.375%-23/01/15 | 382,000.00 | 375,315.00 | |||
| CALPINE-5.5%-24/02/01 | 235,000.00 | 232,062.50 | |||
| CCO HLDGS-5.75%-24/01/15 | 1,100,000.00 | 1,156,375.00 | |||
| CEDAR FAIR LP/CANADA'S W -5.375%-24/06/01 | 170,000.00 | 178,075.00 | |||
| CENTENE-4.75%-22/05/15 | 80,000.00 | 79,300.80 | |||
| CENTENE-4.75%-25/01/15 | 88,000.00 | 86,240.00 | |||
| CENTURYLINK-7.5%-24/04/01 | 140,000.00 | 144,550.00 | |||
| CHEMOURS-6.625%-23/05/15 | 468,000.00 | 458,640.00 | |||
| CHOICE HOTELS INTL-5.75%- 22/07/01 | 313,000.00 | 340,387.50 | |||
| CHS/COMMUNITY HEALTH SYS -6.875%-22/02/01 | 410,000.00 | 283,925.00 | |||
| CIT GROUP-5.0%-22/08/15 | 773,000.00 | 817,524.80 | |||
| CITIGROUP-6.25%-49/12/29 | 188,000.00 | 201,160.00 | |||
| CLEAR CHANNEL WORLDWIDE -7.625%-20/03/15 | 249,000.00 | 241,530.00 | |||
| CLEAR CHANNEL WORLDWIDE -6.5%-22/11/15 | 160,000.00 | 163,040.00 | |||
| CLEARWATER PAPER-4.5%- 23/02/01 | 219,000.00 | 215,167.50 | |||
| COMMERCIAL VEHICLE GROUP -7.875%-19/04/15 | 257,000.00 | 253,145.00 | |||
| COMMUNITY HEALTH SYSTEMS -5.125%-18/08/15 | 30,000.00 | 29,400.00 | |||
| COMMUNITY HEALTH SYSTEMS -5.125%-21/08/01 | 55,000.00 | 50,325.00 | |||
| CONCHO RESOURCES-5.5%- 22/10/01 | 121,000.00 | 123,420.00 | |||
| CONCHO RESOURCES-5.5%- 23/04/01 | 256,000.00 | 260,000.00 | |||
| CONCORDIA HEALTHCARE-7.0%- 23/04/15 | 315,000.00 | 122,850.00 | |||
| CONTINENTAL RESOURCES-5.0%- 22/09/15 | 251,000.00 | 251,000.00 | |||
| CSC HOLDINGS-6.75%-21/11/15 | 255,000.00 | 265,200.00 | |||
| CYRUSONE-6.375%-22/11/15 | 687,000.00 | 725,643.75 | |||
| D.R.HORTON-4.375%-22/09/15 | 295,000.00 | 305,325.00 | |||
| DANA HOLDING-5.375%-21/09/15 | 389,000.00 | 403,587.50 | |||
| DANA HOLDING-5.5%-24/12/15 | 69,000.00 | 71,070.00 | |||
| DAVITA HEALTHCARE PARTNE -5.0%-25/05/01 | 375,000.00 | 368,437.50 | |||
| DIAMOND 1 FIN/DIAMOND 2 -7.125%-24/06/15 | 280,000.00 | 305,183.48 | |||
| DISH DBS-5.875%-24/11/15 | 620,000.00 | 621,550.00 | |||
| DOLLAR TREE-5.75%-23/03/01 | 60,000.00 | 64,089.60 | |||
| DYNEGY-7.625%-24/11/01 | 76,000.00 | 71,060.00 | |||
| ENERGY TRANSFER EQUITY -5.875%-24/01/15 | 361,000.00 | 366,415.00 | |||
| ENSCO-4.5%-24/10/01 | 60,000.00 | 46,931.40 | |||
| EQUINIX-5.875%-26/01/15 | 691,000.00 | 732,460.00 | |||
| FERRELLGAS-6.5%-21/05/01 | 273,000.00 | 255,255.00 | |||
| FIRST DATA-7.0%-23/12/01 | 580,000.00 | 613,350.00 | |||
| FLY LEASING-6.75%-20/12/15 | 400,000.00 | 414,000.00 | |||
| FMG RESOURCES AUG 2006 -6.875%-22/04/01 | 250,000.00 | 256,562.50 | |||
| FREEPORT-MCMORAN-5.4%- 34/11/14 | 150,000.00 | 127,500.00 | |||
| FRONTIER COMMUNICATIONS -9.25%-21/07/01 | 350,000.00 | 358,750.00 | |||
| GCI INC-6.875%-25/04/15 | 126,000.00 | 126,630.00 | |||
| GIBRALTAR INDUSTRIES-6.25%- 21/02/01 | 370,000.00 | 382,950.00 | |||
| GLP CAPITAL LP-5.375%- 26/04/15 | 165,000.00 | 174,075.00 | |||
| GRAPHIC PACKAGING-4.875%- 22/11/15 | 433,000.00 | 451,943.75 | |||
| HCA-7.5%-22/02/15 | 188,000.00 | 208,210.00 | |||
| HCA-5.375%-25/02/01 | 190,000.00 | 186,200.00 | |||
| HCA-5.25%-25/04/15 | 200,000.00 | 203,000.00 | |||
| HCA-5.875%-26/02/15 | 110,000.00 | 110,000.00 | |||
| HCA HOLDINGS-6.25%-21/02/15 | 415,000.00 | 437,825.00 | |||
| HEALTHSOUTH-5.75%-25/09/15 | 220,000.00 | 224,400.00 | |||
| HUGHES SATELLITE SYSTEMS -7.625%-21/06/15 | 392,000.00 | 428,260.00 | |||
| IHEARTCOMMUNICATIONS-9.0%- 19/12/15 | 312,000.00 | 235,560.00 | |||
| INTELSAT JACKSON HLDG-7.25%- 19/04/01 | 67,000.00 | 52,930.00 | |||
| INTELSAT JACKSON HOLDING -7.25%-20/10/15 | 165,000.00 | 123,337.50 | |||
| JBS INVESTMENTS-7.25%- 24/04/03 | 300,000.00 | 302,250.00 | |||
| JBS USA LLC/JBS USA FINA -5.75%-25/06/15 | 205,000.00 | 201,412.50 | |||
| KOPPERS-7.875%-19/12/01 | 167,000.00 | 168,670.00 | |||
| LAMAR MEDIA-5.75%-26/02/01 | 250,000.00 | 268,437.50 | |||
| LENNAR-4.75%-22/11/15 | 145,000.00 | 148,262.50 | |||
| LENNAR-4.875%-23/12/15 | 51,000.00 | 51,000.00 | |||
| LEVEL 3 FINANCING-5.375%- 25/05/01 | 220,000.00 | 221,100.00 | |||
| LIFEPOINT HEALTH-5.875%- 23/12/01 | 242,000.00 | 239,125.04 | |||
| MATCH GROUP-6.375%-24/06/01 | 310,000.00 | 330,925.00 | |||
| MERITAGE HOMES-7.15%- 20/04/15 | 290,000.00 | 319,725.00 | |||
| MERITAGE HOMES-6.0%-25/06/01 | 50,000.00 | 52,500.00 | |||
| MERITOR-6.75%-21/06/15 | 207,000.00 | 208,293.75 | |||
| MERITOR-6.25%-24/02/15 | 126,000.00 | 121,590.00 | |||
| MGM RESORTS INTL-7.75%- 22/03/15 | 793,000.00 | 915,915.00 | |||
| MGM RESORTS INTL-4.625%- 26/09/01 | 28,000.00 | 26,722.50 | |||
| MICRON TECHNOLOGY-5.5%- 25/02/01 | 635,000.00 | 619,125.00 | |||
| MOLINA HEALTHCARE-5.375%- 22/11/15 | 215,000.00 | 220,375.00 | |||
| MPLX-4.875%-25/06/01 | 215,000.00 | 221,710.79 | |||
| MPT OPER PARTNERSP/FINL -5.25%-26/08/01 | 220,000.00 | 218,763.60 | |||
| NAVISTAR INTERNATIONAL -8.25%-21/11/01 | 226,000.00 | 222,468.75 | |||
| NETFLIX-5.75%-24/03/01 | 409,000.00 | 440,697.50 | |||
| NEWFIELD EXPLORATION-5.625%- 24/07/01 | 406,000.00 | 421,225.00 | |||
| NEWPAGE-0.0%-16/12/31 | 221,356.24 | - | |||
| NRG ENERGY-6.25%-24/05/01 | 220,000.00 | 216,150.00 | |||
| NUMERICABLE-SFR-6.0%- 22/05/15 | 335,000.00 | 345,050.00 | |||
| NUMERICABLE-SFR-7.375%- 26/05/01 | 200,000.00 | 202,500.00 | |||
| NXP BV/NXP FUNDING-5.75%- 23/03/15 | 240,000.00 | 254,400.00 | |||
| OASIS PETROLEUM-6.875%- 23/01/15 | 240,000.00 | 233,400.00 | |||
| OSHKOSH-5.375%-22/03/01 | 430,000.00 | 449,350.00 | |||
| P.H. GLATFELTER-5.375%- 20/10/15 | 210,000.00 | 212,625.00 | |||
| POLYONE-5.25%-23/03/15 | 380,000.00 | 383,800.00 | |||
| PRECISION DRILLING-5.25%- 24/11/15 | 136,000.00 | 121,040.00 | |||
| QEP RESOURCES-6.875%- 21/03/01 | 155,000.00 | 161,200.00 | |||
| RANGE RESOURCES-5.0%- 22/08/15 | 67,000.00 | 64,822.50 | |||
| RANGE RESOURCES-5.0%- 23/03/15 | 318,000.00 | 306,075.00 | |||
| REYNOLDS GROUP-5.75%- 20/10/15 | 200,000.00 | 205,490.00 | |||
| REYNOLDS GROUP-8.25%- 21/02/15 | 350,000.00 | 363,540.10 | |||
| RICE ENERGY-6.25%-22/05/01 | 178,000.00 | 179,780.00 | |||
| ROYAL BANK OF SCOTLAND -6.125%-22/12/15 | 190,000.00 | 200,222.38 | |||
| ROYAL BK SCOTLND GROUP -5.125%-24/05/28 | 300,000.00 | 295,537.79 | |||
| RSP PERMIAN-6.625%-22/10/01 | 180,000.00 | 188,100.00 | |||
| RYLAND GROUP-5.375%-22/10/01 | 362,000.00 | 376,480.00 | |||
| SABINE PASS LIQUEFACTION -5.625%-23/04/15 | 100,000.00 | 106,750.00 | |||
| SABINE PASS LIQUEFACTION -5.625%-25/03/01 | 403,000.00 | 429,195.00 | |||
| SBA COMMUNICATIONS-4.875%- 22/07/15 | 420,000.00 | 426,300.00 | |||
| SERVICEMASTER COMPANY-7.45%- 27/08/15 | 325,000.00 | 345,312.50 | |||
| SESI LLC-7.125%-21/12/15 | 89,000.00 | 84,995.00 | |||
| SINO-FOREST ESCROW-0.0%- 17/10/21 | 35,000.00 | 3.50 | |||
| SIRIUS XM RADIO-5.375%- 25/04/15 | 250,000.00 | 255,000.00 | |||
| SM ENERGY-6.125%-22/11/15 | 51,000.00 | 50,617.50 | |||
| SM ENERGY-6.5%-23/01/01 | 90,000.00 | 89,100.00 | |||
| SMITHFIELD FOODS-6.625%- 22/08/15 | 416,000.00 | 438,880.00 | |||
| SOUTHWESTERN ENERGY-4.1%- 22/03/15 | 327,000.00 | 287,760.00 | |||
| SPECTRUM BRANDS-5.75%- 25/07/15 | 120,000.00 | 127,800.00 | |||
| SPRINGS INDUSTRIES-6.25%- 21/06/01 | 152,000.00 | 157,510.00 | |||
| SPRINT-7.25%-21/09/15 | 239,000.00 | 245,423.12 | |||
| SPRINT-7.875%-23/09/15 | 300,000.00 | 306,562.49 | |||
| SPRINT COMMUNICATIONS-7.0%- 20/03/01 | 100,000.00 | 108,250.00 | |||
| SUBURBAN PROPANE PARTNRS -7.375%-21/08/01 | 167,000.00 | 173,680.00 | |||
| SUBURBAN PROPANE PARTNRS -5.5%-24/06/01 | 259,000.00 | 265,475.00 | |||
| T-MOBILE USA-6.625%-23/04/01 | 430,000.00 | 455,800.00 | |||
| T-MOBILE USA-6.836%-23/04/28 | 91,000.00 | 97,142.50 | |||
| T-MOBILE USA-6.0%-24/04/15 | 56,000.00 | 59,500.00 | |||
| T-MOBILE USA-6.375%-25/03/01 | 323,000.00 | 345,610.00 | |||
| T-MOBILE USA-6.5%-26/01/15 | 110,000.00 | 120,450.00 | |||
| TARGA RESOURCES PARTNERS -5.25%-23/05/01 | 224,000.00 | 222,880.00 | |||
| TECK RESOURCES-4.5%-21/01/15 | 200,000.00 | 201,000.00 | |||
| TECK RESOURCES-4.75%- 22/01/15 | 327,000.00 | 327,817.50 | |||
| TECK RESOURCES-6.125%- 35/10/01 | 180,000.00 | 174,600.00 | |||
| TELEFLEX-4.875%-26/06/01 | 185,000.00 | 186,850.00 | |||
| TENET HEALTHCARE-8.0%- 20/08/01 | 118,000.00 | 115,050.00 | |||
| TENET HEALTHCARE-8.125%- 22/04/01 | 365,000.00 | 343,100.00 | |||
| TENET HEALTHCARE-6.75%- 23/06/15 | 162,000.00 | 142,965.00 | |||
| TENNECO-5.375%-24/12/15 | 224,000.00 | 232,960.00 | |||
| TESORO LOGISTICS-6.125%- 21/10/15 | 17,000.00 | 17,680.00 | |||
| TESORO LOGISTICS-6.375%- 24/05/01 | 504,000.00 | 538,020.00 | |||
| THE MEN'S WEARHOUSE-7.0%- 22/07/01 | 157,000.00 | 140,515.00 | |||
| TITAN INTERNATIONAL-6.875%- 20/10/01 | 266,000.00 | 252,700.00 | |||
| TRANSDIGM-6.5%-25/05/15 | 465,000.00 | 480,112.50 | |||
| TRIBUNE MEDIA-5.875%- 22/07/15 | 171,000.00 | 167,580.00 | |||
| UNITED RENTALS NORTH AM -6.125%-23/06/15 | 140,000.00 | 146,650.00 | |||
| UNITED RENTALS NORTH AM -5.5%-25/07/15 | 154,000.00 | 156,310.00 | |||
| UNITED RENTALS NORTH AM -5.5%-27/05/15 | 56,000.00 | 55,860.00 | |||
| UNITYMEDIA HESSEN / NRW -5.0%-25/01/15 | 570,000.00 | 570,000.00 | |||
| US STEEL-7.5%-22/03/15 | 258,000.00 | 256,065.00 | |||
| VIRGIN MEDIA SECURED FIN -5.5%-25/01/15 | 462,000.00 | 465,465.00 | |||
| VISTA OUTDOOR-5.875%- 23/10/01 | 295,000.00 | 307,537.50 | |||
| WEATHERFORD BERMUDA-6.5%- 36/08/01 | 105,000.00 | 76,650.00 | |||
| WHITING PETROLEUM-6.25%- 23/04/01 | 230,000.00 | 209,300.00 | |||
| WILLIAMS COMPANIES-4.55%- 24/06/24 | 16,000.00 | 15,920.00 | |||
| WIND ACQUISITION-6.5%- 20/04/30 | 1,000,000.00 | 1,046,250.00 | |||
| WPX ENERGY-6.0%-22/01/15 | 363,000.00 | 362,092.50 | |||
| ZIGGO BOND FINANCE BV -5.875%-25/01/15 | 200,000.00 | 197,000.00 | |||
| アメリカドル小計 | 45,990,356.24 | 46,352,533.40 | |||
| (4,896,218,103) | |||||
| 合計 | 4,896,218,103 | ||||
| (4,896,218,103) |
2.合計金額欄の( )内は、外貨建有価証券に係わるもので、内書きであります。
3.通貨の表示は、邦貨については円単位、外貨についてはその通貨の表記単位で表示しております。
4.外貨建有価証券の内訳
| 通貨 | 銘柄数 | 組入債券時価比率 | 合計金額に対する比率 | |
| アメリカドル | 社 債 券 | 174銘柄 | 100.00% | 100.00% |
第2 信用取引契約残高明細表
該当事項はありません。
第3 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
「注記表(デリバティブ取引等に関する注記)」に記載しております。