有価証券報告書(内国投資信託受益証券)-第40期(平成29年11月11日-平成30年5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30年5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30年5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 -5.0%-25/10/15 | 434,000.00 | 412,842.50 | |
| ACADIA HEALTHCARE-6.5%- 24/03/01 | 145,000.00 | 150,437.50 | |||
| ADT-6.25%-21/10/15 | 210,000.00 | 219,712.50 | |||
| AECOM-5.125%-27/03/15 | 175,000.00 | 167,895.00 | |||
| AES-5.5%-25/04/15 | 325,000.00 | 331,093.75 | |||
| AIRCASTLE-7.625%-20/04/15 | 40,000.00 | 42,800.00 | |||
| AIRCASTLE-5.0%-23/04/01 | 244,000.00 | 250,710.00 | |||
| AIRCASTLE-4.125%-24/05/01 | 64,000.00 | 62,387.20 | |||
| ALBERTSONS COS LLC/SAFEW -6.625%-24/06/15 | 182,000.00 | 170,625.00 | |||
| ALCOA NEDERLAND HOLDING -6.75%-24/09/30 | 350,000.00 | 373,520.00 | |||
| ALLY FINANCIAL-5.125%- 24/09/30 | 546,000.00 | 559,650.00 | |||
| ALTICE-7.75%-22/05/15 | 200,000.00 | 192,478.00 | |||
| ALTICE FINANCING-7.5%- 26/05/15 | 200,000.00 | 197,000.00 | |||
| AMC ENTERTAINMENT-5.75%- 25/06/15 | 332,000.00 | 326,605.00 | |||
| AMC NETWORKS-5.0%-24/04/01 | 175,000.00 | 169,531.25 | |||
| AMERIGAS PART-5.625%- 24/05/20 | 168,000.00 | 167,160.00 | |||
| AMERIGAS PART-5.875%- 26/08/20 | 186,000.00 | 182,745.00 | |||
| ANDEAVOR LOGIS-6.375%- 24/05/01 | 188,000.00 | 199,985.00 | |||
| ANTERO MIDSTREAM PART/FI -5.375%-24/09/15 | 225,000.00 | 223,312.50 | |||
| ANTERO RESOURCES-5.625%- 23/06/01 | 284,000.00 | 286,840.00 | |||
| ARAMARK SERVICES-4.75%- 26/06/01 | 235,000.00 | 227,950.00 | |||
| ARCHROCK PARTNERS-6.0%- 22/10/01 | 60,000.00 | 60,075.00 | |||
| ARCONIC-5.125%-24/10/01 | 325,000.00 | 327,414.75 | |||
| ASHLAND-4.75%-22/08/15 | 197,000.00 | 197,492.50 | |||
| AVIS BUDGET CAR/FINANCE -5.5%-23/04/01 | 360,000.00 | 352,800.00 | |||
| B&G FOODS-5.25%-25/04/01 | 90,000.00 | 84,487.50 | |||
| BALL-5.25%-25/07/01 | 250,000.00 | 256,562.50 | |||
| BANK OF AMERICA-5.989%- 49/12/31 | 18,000.00 | 18,117.00 | |||
| BEAZER HOMES USA-8.75%- 22/03/15 | 125,000.00 | 135,000.00 | |||
| BEAZER HOMES USA-6.75%- 25/03/15 | 110,000.00 | 107,800.00 | |||
| BERRY PLASTICS-5.5%-22/05/15 | 320,000.00 | 327,200.00 | |||
| BMC EAST-5.5%-24/10/01 | 215,000.00 | 210,700.00 | |||
| BOMBARDIER-6.0%-22/10/15 | 250,000.00 | 249,500.00 | |||
| BOYD GAMING-6.875%-23/05/15 | 253,000.00 | 265,650.00 | |||
| CALLON PETROLEUM-6.125%- 24/10/01 | 180,000.00 | 182,700.00 | |||
| CALPINE-5.375%-23/01/15 | 97,000.00 | 92,877.50 | |||
| CCO HLDGS-5.75%-24/01/15 | 665,000.00 | 671,829.55 | |||
| CDW LLC/CDW FINANCE-5.0%- 25/09/01 | 99,000.00 | 98,269.38 | |||
| CEDAR FAIR LP/CANADA'S W -5.375%-24/06/01 | 170,000.00 | 171,700.00 | |||
| CENTENE-4.75%-25/01/15 | 158,000.00 | 154,840.00 | |||
| CENTURYLINK-6.45%-21/06/15 | 149,000.00 | 152,538.75 | |||
| CENTURYLINK-7.5%-24/04/01 | 140,000.00 | 143,290.00 | |||
| CHEMOURS-6.625%-23/05/15 | 235,000.00 | 247,161.25 | |||
| CHEMOURS-7.0%-25/05/15 | 60,000.00 | 64,650.00 | |||
| CHOICE HOTELS INTL-5.75%- 22/07/01 | 246,000.00 | 260,145.00 | |||
| CHS/COMMUNITY HEALTH SYS -6.25%-23/03/31 | 181,000.00 | 169,461.25 | |||
| CIT GROUP-5.0%-22/08/15 | 221,000.00 | 226,248.75 | |||
| CIT GROUP-5.0%-23/08/01 | 75,000.00 | 76,500.00 | |||
| CIT GROUP-6.125%-28/03/09 | 25,000.00 | 25,781.25 | |||
| CIT GROUP-5.8%-49/12/31 | 30,000.00 | 29,925.00 | |||
| CLEAR CHANNEL WORLDWIDE -7.625%-20/03/15 | 249,000.00 | 248,843.13 | |||
| CLEAR CHANNEL WORLDWIDE -6.5%-22/11/15 | 160,000.00 | 163,800.00 | |||
| CLEVELAND-CLIFFS-5.75%- 25/03/01 | 127,000.00 | 121,920.00 | |||
| COMMSCOPE TECH FINANCE L -6.0%-25/06/15 | 350,000.00 | 358,312.50 | |||
| COMMUNITY HEALTH SYSTEMS -5.125%-21/08/01 | 198,000.00 | 185,872.50 | |||
| CONCHO RESOURCES-4.375%- 25/01/15 | 235,000.00 | 236,744.40 | |||
| CONTINENTAL RESOURCES-3.8%- 24/06/01 | 285,000.00 | 276,806.25 | |||
| CSC HOLDINGS-6.75%-21/11/15 | 508,000.00 | 535,940.00 | |||
| D.R.HORTON-4.375%-22/09/15 | 295,000.00 | 302,651.41 | |||
| DANA HOLDING-5.5%-24/12/15 | 169,000.00 | 171,535.00 | |||
| DAVITA HEALTHCARE PARTNE -5.0%-25/05/01 | 165,000.00 | 156,337.50 | |||
| DIAMOND 1 FIN/DIAMOND 2 -7.125%-24/06/15 | 480,000.00 | 511,800.00 | |||
| DIEBOLD NIXDORF-8.5%- 24/04/15 | 220,000.00 | 221,375.00 | |||
| DISH DBS-7.875%-19/09/01 | 288,000.00 | 298,080.00 | |||
| DISH DBS-5.875%-24/11/15 | 493,000.00 | 408,573.75 | |||
| DYNEGY-7.375%-22/11/01 | 70,000.00 | 73,587.50 | |||
| ENERGY TRANSFER EQUITY -5.875%-24/01/15 | 300,000.00 | 307,500.00 | |||
| ENSCO-4.5%-24/10/01 | 10,000.00 | 8,275.00 | |||
| ENSCO-7.75%-26/02/01 | 139,000.00 | 132,050.00 | |||
| EQUINIX-5.875%-26/01/15 | 631,000.00 | 652,296.25 | |||
| FERRELLGAS-6.5%-21/05/01 | 98,000.00 | 92,855.00 | |||
| FIRST DATA-7.0%-23/12/01 | 567,000.00 | 593,507.25 | |||
| FIRST QUANTUM MINERALS-7.0%- 21/02/15 | 235,000.00 | 236,762.50 | |||
| FREEPORT-MCMORAN-3.55%- 22/03/01 | 75,000.00 | 72,421.87 | |||
| FREEPORT-MCMORAN-5.4%- 34/11/14 | 241,000.00 | 221,720.00 | |||
| FRONTIER COMMUNICATIONS -10.5%-22/09/15 | 314,000.00 | 285,740.00 | |||
| GIBRALTAR INDUSTRIES-6.25%- 21/02/01 | 370,000.00 | 374,625.00 | |||
| GLP CAPITAL LP-5.375%- 26/04/15 | 165,000.00 | 165,000.00 | |||
| GRAPHIC PACKAGING-4.875%- 22/11/15 | 433,000.00 | 439,495.00 | |||
| GULFPORT ENERGY-6.625%- 23/05/01 | 285,000.00 | 286,425.00 | |||
| H&E EQUIPMENT SERVICES -5.625%-25/09/01 | 225,000.00 | 222,750.00 | |||
| HCA-7.5%-22/02/15 | 188,000.00 | 205,390.00 | |||
| HCA-5.375%-25/02/01 | 190,000.00 | 189,278.00 | |||
| HCA-5.25%-25/04/15 | 135,000.00 | 137,025.00 | |||
| HCA-5.875%-26/02/15 | 110,000.00 | 111,512.50 | |||
| HCA HOLDINGS-6.25%-21/02/15 | 240,000.00 | 252,900.00 | |||
| HEALTHSOUTH-5.75%-25/09/15 | 220,000.00 | 225,500.00 | |||
| HUDBAY MINERALS-7.625%- 25/01/15 | 151,000.00 | 159,682.50 | |||
| HUGHES SATELLITE SYSTEMS -7.625%-21/06/15 | 392,000.00 | 419,440.00 | |||
| INGLES MARKETS-5.75%- 23/06/15 | 236,000.00 | 235,622.40 | |||
| INTELSAT JACKSON-5.5%- 23/08/01 | 181,000.00 | 155,660.00 | |||
| INTELSAT JACKSON HOLDING -7.25%-20/10/15 | 63,000.00 | 61,740.00 | |||
| IRON MOUNTAIN-6.0%-23/08/15 | 199,000.00 | 205,467.50 | |||
| IRON MOUNTAIN-5.75%-24/08/15 | 107,000.00 | 104,592.50 | |||
| JBS USA LLC/JBS USA FINA -5.75%-25/06/15 | 205,000.00 | 189,370.80 | |||
| KB HOME-7.5%-22/09/15 | 129,000.00 | 140,287.50 | |||
| L BRANDS-5.625%-22/02/15 | 272,000.00 | 280,840.00 | |||
| L BRANDS-6.875%-35/11/01 | 146,000.00 | 137,970.00 | |||
| L BRANDS-6.75%-36/07/01 | 29,000.00 | 27,223.75 | |||
| LAMAR MEDIA-5.75%-26/02/01 | 340,000.00 | 346,800.00 | |||
| LENNAR-5.375%-22/10/01 | 362,000.00 | 372,751.40 | |||
| LENNAR-4.75%-22/11/15 | 145,000.00 | 145,181.25 | |||
| LENNAR-4.875%-23/12/15 | 51,000.00 | 51,000.00 | |||
| LEVEL 3 FINANCING-5.375%- 25/05/01 | 291,000.00 | 285,456.45 | |||
| LIFEPOINT HEALTH-5.875%- 23/12/01 | 242,000.00 | 242,000.00 | |||
| LIN TELEVISION-5.875%- 22/11/15 | 200,000.00 | 205,500.00 | |||
| MATTEL-6.2%-40/10/01 | 29,000.00 | 24,722.50 | |||
| MATTEL-5.45%-41/11/01 | 53,000.00 | 42,400.00 | |||
| MERCER INTL-7.75%-22/12/01 | 27,000.00 | 28,485.00 | |||
| MERCER INTL-6.5%-24/02/01 | 74,000.00 | 77,145.00 | |||
| MERITAGE HOMES-7.15%- 20/04/15 | 290,000.00 | 306,675.00 | |||
| MERITOR-6.25%-24/02/15 | 226,000.00 | 232,215.00 | |||
| MGM RESORTS INTL-7.75%- 22/03/15 | 395,000.00 | 438,450.00 | |||
| MICRON TECHNOLOGY-5.5%- 25/02/01 | 158,000.00 | 164,122.50 | |||
| MPT OPER PARTNERSP/FINL -5.25%-26/08/01 | 220,000.00 | 211,750.00 | |||
| MPT OPER PARTNERSP/FINL -5.0%-27/10/15 | 42,000.00 | 39,270.00 | |||
| MURPHY OIL USA-5.625%- 27/05/01 | 208,000.00 | 207,937.60 | |||
| NAVIENT-8.0%-20/03/25 | 215,000.00 | 228,437.50 | |||
| NAVIENT-7.25%-22/01/25 | 85,000.00 | 89,887.50 | |||
| NETFLIX-5.75%-24/03/01 | 156,000.00 | 160,680.00 | |||
| NEWFIELD EXPLORATION-5.625%- 24/07/01 | 343,000.00 | 361,865.00 | |||
| NEWPAGE-0.0%-18/12/31 | 221,356.24 | - | |||
| NOBLE HOLDING INTL-7.75%- 24/01/15 | 182,000.00 | 172,445.00 | |||
| NOVELIS-6.25%-24/08/15 | 250,000.00 | 255,937.50 | |||
| NRG ENERGY-6.25%-24/05/01 | 305,000.00 | 314,150.00 | |||
| NUMERICABLE-SFR-7.375%- 26/05/01 | 200,000.00 | 193,500.00 | |||
| OASIS PETROLEUM-6.875%- 23/01/15 | 240,000.00 | 245,700.00 | |||
| OSHKOSH-5.375%-25/03/01 | 225,000.00 | 233,437.50 | |||
| PENSKE AUTOMOTIVE GROUP -5.5%-26/05/15 | 183,000.00 | 177,510.00 | |||
| PETROBRAS GLOBAL FINANCE -5.75%-29/02/01 | 163,000.00 | 150,530.50 | |||
| PETROLEOS MEXICANOS-6.875%- 26/08/04 | 48,000.00 | 50,803.20 | |||
| PINNACLE ENTERTAINMENT -5.625%-24/05/01 | 150,000.00 | 156,937.50 | |||
| POLYONE-5.25%-23/03/15 | 317,000.00 | 322,547.50 | |||
| PRECISION DRILLING-6.5%- 21/12/15 | 40,000.00 | 40,740.00 | |||
| PRECISION DRILLING-5.25%- 24/11/15 | 191,000.00 | 181,450.00 | |||
| QEP RESOURCES-6.875%- 21/03/01 | 281,000.00 | 303,480.00 | |||
| QEP RESOURCES-5.25%-23/05/01 | 60,000.00 | 59,212.50 | |||
| QEP RESOURCES-5.625%- 26/03/01 | 52,000.00 | 50,440.00 | |||
| RANGE RESOURCES-4.875%- 25/05/15 | 346,000.00 | 317,887.50 | |||
| RAYONIER AM PROD-5.5%- 24/06/01 | 225,000.00 | 214,593.75 | |||
| REYNOLDS GROUP-5.75%- 20/10/15 | 193,821.55 | 195,517.48 | |||
| ROYAL BK SCOTLND GROUP -5.125%-24/05/28 | 400,000.00 | 405,225.20 | |||
| RSP PERMIAN-6.625%-22/10/01 | 180,000.00 | 187,650.00 | |||
| SBA COMMUNICATIONS-4.875%- 22/07/15 | 273,000.00 | 272,317.50 | |||
| SEMGROUP/ROSE ROCK FIN -5.625%-23/11/15 | 115,000.00 | 108,675.00 | |||
| SENSATA TECHNOLOGIES BV -5.0%-25/10/01 | 300,000.00 | 299,259.00 | |||
| SERVICEMASTER COMPANY-7.45%- 27/08/15 | 325,000.00 | 346,125.00 | |||
| SESI LLC-7.125%-21/12/15 | 139,000.00 | 141,780.00 | |||
| SINO-FOREST ESCROW-0.0%- 18/10/21 | 35,000.00 | - | |||
| SIRIUS XM RADIO-5.375%- 25/04/15 | 250,000.00 | 246,250.00 | |||
| SM ENERGY-6.125%-22/11/15 | 315,000.00 | 318,937.50 | |||
| SOUTHERN-5.5%-57/03/15 | 84,000.00 | 86,589.04 | |||
| SOUTHWESTERN ENERGY-4.1%- 22/03/15 | 327,000.00 | 318,890.40 | |||
| SPECTRUM BRANDS-5.75%- 25/07/15 | 235,000.00 | 233,237.50 | |||
| SPRINGS INDUSTRIES-6.25%- 21/06/01 | 152,000.00 | 154,090.00 | |||
| SPRINT-7.25%-21/09/15 | 239,000.00 | 250,950.00 | |||
| SPRINT-7.875%-23/09/15 | 503,000.00 | 533,180.00 | |||
| SPRINT COMMUNICATIONS-7.0%- 20/03/01 | 100,000.00 | 105,125.00 | |||
| SPRINT COMMUNICATIONS-11.5%- 21/11/15 | 94,000.00 | 111,155.00 | |||
| STEEL DYNAMICS-5.5%-24/10/01 | 190,000.00 | 194,750.00 | |||
| SUBURBAN PROPANE PARTNRS -5.5%-24/06/01 | 293,000.00 | 281,280.00 | |||
| T-MOBILE USA-6.375%-25/03/01 | 323,000.00 | 336,727.50 | |||
| T-MOBILE USA-6.5%-26/01/15 | 110,000.00 | 115,225.00 | |||
| TARGA RESOURCES PARTNERS -5.25%-23/05/01 | 324,000.00 | 326,025.00 | |||
| TECK RESOURCES-4.75%- 22/01/15 | 132,000.00 | 133,815.00 | |||
| TECK RESOURCES-6.125%- 35/10/01 | 90,000.00 | 94,275.00 | |||
| TELECOM ITALIA CAPITAL -6.375%-33/11/15 | 25,000.00 | 26,687.50 | |||
| TELECOM ITALIA CAPITAL-7.2%- 36/07/18 | 71,000.00 | 80,762.50 | |||
| TELEFLEX-4.875%-26/06/01 | 185,000.00 | 181,300.00 | |||
| TELENET FINANCE LUX NOTE -5.5%-28/03/01 | 200,000.00 | 191,000.00 | |||
| TENET HEALTHCARE-8.125%- 22/04/01 | 165,000.00 | 174,900.00 | |||
| TENET HEALTHCARE-6.75%- 23/06/15 | 162,000.00 | 162,000.00 | |||
| TENNECO-5.375%-24/12/15 | 224,000.00 | 219,520.00 | |||
| TEVA PHARM FIN IV BV-3.65%- 21/11/10 | 115,000.00 | 107,942.79 | |||
| TRANSDIGM-6.5%-25/05/15 | 386,000.00 | 390,342.50 | |||
| TRANSOCEAN-7.5%-31/04/15 | 250,000.00 | 231,250.00 | |||
| TREEHOUSE FOODS-4.875%- 22/03/15 | 75,000.00 | 74,625.00 | |||
| TRIBUNE MEDIA-5.875%- 22/07/15 | 171,000.00 | 173,351.25 | |||
| UNITED RENTALS NORTH AM -5.5%-25/07/15 | 304,000.00 | 310,840.00 | |||
| UNITED RENTALS NORTH AM -5.5%-27/05/15 | 56,000.00 | 55,300.00 | |||
| UNITED STATES STEEL-6.875%- 25/08/15 | 224,000.00 | 227,360.00 | |||
| UNITYMEDIA HESSEN / NRW -5.0%-25/01/15 | 220,000.00 | 225,225.00 | |||
| VALEANT PHARMACEUTICALS -7.0%-24/03/15 | 540,000.00 | 572,400.00 | |||
| VALVOLINE-5.5%-24/07/15 | 105,000.00 | 107,100.00 | |||
| VIRGIN MEDIA SECURED FIN -5.5%-25/01/15 | 462,000.00 | 450,450.00 | |||
| VTR FINANCE BV-6.875%- 24/01/15 | 200,000.00 | 203,500.00 | |||
| WELLCARE HEALTH PLANS-5.25%- 25/04/01 | 200,000.00 | 201,750.00 | |||
| WHITING PETROLEUM-6.25%- 23/04/01 | 247,000.00 | 256,262.50 | |||
| WILLIAMS COMPANIES-7.875%- 21/09/01 | 81,000.00 | 90,517.50 | |||
| WILLIAMS COMPANIES-4.55%- 24/06/24 | 356,000.00 | 354,220.00 | |||
| WPX ENERGY-5.25%-24/09/15 | 223,000.00 | 223,557.50 | |||
| WYNN LAS VEGAS-5.25%- 27/05/15 | 105,000.00 | 101,229.45 | |||
| アメリカドル小計 | 40,690,177.79 | 40,773,580.15 | |||
| (4,483,462,873) | |||||
| 合計 | 4,483,462,873 | ||||
| (4,483,462,873) |
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 | 192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。
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。
